source: ThirdParty/mpqc_open/src/lib/chemistry/qc/mbptr12/svd.cc@ 47b463

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Last change on this file since 47b463 was 860145, checked in by Frederik Heber <heber@…>, 8 years ago

Merge commit '0b990dfaa8c6007a996d030163a25f7f5fc8a7e7' as 'ThirdParty/mpqc_open'

  • Property mode set to 100644
File size: 7.5 KB
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1//
2// svd.cc
3//
4// Copyright (C) 2005 Edward Valeev
5//
6// Author: Edward Valeev <edward.valeev@chemistry.gatech.edu>
7// Maintainer: EV
8//
9// This file is part of the SC Toolkit.
10//
11// The SC Toolkit is free software; you can redistribute it and/or modify
12// it under the terms of the GNU Library General Public License as published by
13// the Free Software Foundation; either version 2, or (at your option)
14// any later version.
15//
16// The SC Toolkit is distributed in the hope that it will be useful,
17// but WITHOUT ANY WARRANTY; without even the implied warranty of
18// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
19// GNU Library General Public License for more details.
20//
21// You should have received a copy of the GNU Library General Public License
22// along with the SC Toolkit; see the file COPYING.LIB. If not, write to
23// the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
24//
25// The U.S. Government is granted a limited license as per AL 91-7.
26//
27
28#ifdef __GNUG__
29#pragma implementation
30#endif
31
32#include <cmath>
33#include <stdexcept>
34#include <util/misc/formio.h>
35#include <chemistry/qc/mbptr12/lapack.h>
36#include <chemistry/qc/mbptr12/svd.h>
37
38using namespace std;
39using namespace sc;
40
41namespace sc {
42
43 namespace exp {
44
45 /** Uses LAPACK's DGESVD to perform SVD of A:
46 A = U * Sigma * V
47 */
48 void lapack_svd(const RefSCMatrix& A,
49 RefSCMatrix& U,
50 RefDiagSCMatrix& Sigma,
51 RefSCMatrix& V)
52 {
53 /*
54 In terms of C matrixes, Fortran77 call is to compute SVD of A^t
55
56 A^t = V^t * Sigma^t * U^t
57
58 DGESVD uses notation A = U * Sigma * Vt, hence the C-F77 correspondence is as follows:
59
60 C F77
61 --- ---
62 A A^t
63 V U
64 Sigma Sigma
65 U Vt
66
67 */
68 int m = A.nrow();
69 int n = A.ncol();
70 int nsigma = m<n ? m : n;
71 int lwork = m<n ? 5*n : 5*m;
72 char jobvt = U ? 'A' : 'N';
73 char jobu = V ? 'A' : 'N';
74
75 double* a_data = new double[m*n];
76 A.convert(a_data);
77
78 double* u_data = 0;
79 if (U) {
80 u_data = new double[m*m];
81 }
82 double* v_data = 0;
83 if (V) {
84 v_data = new double[n*n];
85 }
86 double* s_data = new double[nsigma];
87 double *work = new double[lwork];
88 int info = 0;
89
90 F77_DGESVD(&jobu, &jobvt, &n, &m,
91 a_data, &n, s_data,
92 v_data, &n,
93 u_data, &m,
94 work, &lwork, &info);
95
96 if (info !=0) {
97 delete[] work;
98 delete[] a_data;
99 delete[] s_data;
100 if (u_data) delete[] u_data;
101 if (v_data) delete[] v_data;
102 throw std::runtime_error("lapack_svd -- call to LAPACK routine failed");
103 }
104
105 Sigma.assign(s_data);
106 if (U) {
107 U.assign(u_data);
108 }
109 if (V) {
110 V.assign(v_data);
111 }
112
113 delete[] work;
114 delete[] a_data;
115 delete[] s_data;
116 if (u_data) delete[] u_data;
117 if (v_data) delete[] v_data;
118 }
119
120
121 /** Uses LAPACK's DSPSVX to solve symmetric non-definite linear system AX = B, where B is a RefSCVector
122 */
123 void lapack_linsolv_symmnondef(const RefSymmSCMatrix& A,
124 RefSCVector& X,
125 const RefSCVector& B)
126 {
127 int n = A.n();
128 if (n != B.n())
129 throw std::runtime_error("lapack_linsolv_symmnondef() -- dimensions of A and B do not match");
130 if (n != X.n())
131 throw std::runtime_error("lapack_linsolv_symmnondef() -- dimensions of A and X do not match");
132
133 // convert A to packed upper triangular form
134 int ntri = n*(n+1)/2;
135 double* AP = new double[ntri];
136 A.convert(AP);
137 double* AFP = new double[ntri];
138 int* ipiv = new int[n];
139 double* BB = new double[n];
140 B.convert(BB);
141 double* XX = new double[n];
142
143 char fact = 'N';
144 char uplo = 'U';
145 int nrhs = 1;
146 double rcond = 0.0;
147 double* ferr = new double[1];
148 double* berr = new double[1];
149 double* work = new double[3*n];
150 int* iwork = new int[n];
151 int info = 0;
152
153 F77_DSPSVX(&fact, &uplo, &n, &nrhs, AP, AFP, ipiv, BB, &n, XX, &n, &rcond, ferr, berr, work, iwork, &info);
154
155 if (info) {
156
157 delete[] ferr;
158 delete[] berr;
159 delete[] work;
160 delete[] iwork;
161
162 delete[] AP;
163 delete[] AFP;
164 delete[] BB;
165 delete[] XX;
166
167 if (info > 0 && info <= n)
168 throw std::runtime_error("lapack_linsolv_symmnondef() -- matrix A has factors which are exactly zero");
169 if (info == n + 1)
170 throw std::runtime_error("lapack_linsolv_symmnondef() -- matrix A is singular");
171 if (info < 0)
172 throw std::runtime_error("lapack_linsolv_symmnondef() -- one of the arguments to F77_DSPSVX is invalid");
173 }
174 else {
175 X.assign(XX);
176
177 delete[] ferr;
178 delete[] berr;
179 delete[] work;
180 delete[] iwork;
181
182 delete[] AP;
183 delete[] AFP;
184 delete[] BB;
185 delete[] XX;
186 }
187 }
188
189 /** Uses LAPACK's DSPSVX to solve symmetric non-definite linear system AX = B, where B is a RefSCMatrix.
190 Dimensions of X and B must match.
191 */
192 void lapack_linsolv_symmnondef(const RefSymmSCMatrix& A,
193 RefSCMatrix& X,
194 const RefSCMatrix& B)
195 {
196 int n = A.n();
197 int nrhs = B.ncol();
198 if (n != B.nrow())
199 throw std::runtime_error("lapack_linsolv_symmnondef() -- dimensions of A and B do not match");
200 if (n != X.nrow())
201 throw std::runtime_error("lapack_linsolv_symmnondef() -- dimensions of A and X do not match");
202 if (X.ncol() != nrhs)
203 throw std::runtime_error("lapack_linsolv_symmnondef() -- dimensions of B and X do not match");
204
205 // convert A to packed upper triangular form
206 int ntri = n*(n+1)/2;
207 double* AP = new double[ntri];
208 A.convert(AP);
209 double* AFP = new double[ntri];
210 int* ipiv = new int[n];
211 double* BB = new double[nrhs*n];
212 B.t().convert(BB);
213 double* XX = new double[nrhs*n];
214
215 char fact = 'N';
216 char uplo = 'U';
217 double rcond = 0.0;
218 double* ferr = new double[nrhs];
219 double* berr = new double[nrhs];
220 double* work = new double[3*n];
221 int* iwork = new int[n];
222 int info = 0;
223
224 F77_DSPSVX(&fact, &uplo, &n, &nrhs, AP, AFP, ipiv, BB, &n, XX, &n, &rcond, ferr, berr, work, iwork, &info);
225
226 if (info) {
227
228 delete[] ferr;
229 delete[] berr;
230 delete[] work;
231 delete[] iwork;
232
233 delete[] AP;
234 delete[] AFP;
235 delete[] BB;
236 delete[] XX;
237
238 if (info > 0 && info <= n)
239 throw std::runtime_error("lapack_linsolv_symmnondef() -- matrix A has factors which are exactly zero");
240 if (info == n + 1)
241 throw std::runtime_error("lapack_linsolv_symmnondef() -- matrix A is singular");
242 if (info < 0)
243 throw std::runtime_error("lapack_linsolv_symmnondef() -- one of the arguments to F77_DSPSVX is invalid");
244 }
245 else {
246 RefSCMatrix Xt = X.t();
247 Xt.assign(XX);
248 X = Xt.t();
249 Xt = 0;
250
251 delete[] ferr;
252 delete[] berr;
253 delete[] work;
254 delete[] iwork;
255
256 delete[] AP;
257 delete[] AFP;
258 delete[] BB;
259 delete[] XX;
260 }
261 }
262
263 };
264
265};
266
267/////////////////////////////////////////////////////////////////////////////
268
269// Local Variables:
270// mode: c++
271// c-file-style: "CLJ-CONDENSED"
272// End:
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