Actual source code: ex120.c

petsc-3.6.1 2015-08-06
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  1: static char help[] = "Test LAPACK routine ZHEEV, ZHEEVX, ZHEGV and ZHEGVX. \n\
  2: ZHEEV computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix A. \n\n";

  4: #include <petscmat.h>
  5: #include <petscblaslapack.h>

  7: extern PetscErrorCode CkEigenSolutions(PetscInt,Mat,PetscInt,PetscInt,PetscReal*,Vec*,PetscReal*);

 11: PetscInt main(PetscInt argc,char **args)
 12: {
 13:   Mat            A,A_dense,B;
 14:   Vec            *evecs;
 15:   PetscBool      flg,TestZHEEV=PETSC_TRUE,TestZHEEVX=PETSC_FALSE,TestZHEGV=PETSC_FALSE,TestZHEGVX=PETSC_FALSE;
 17:   PetscBool      isSymmetric;
 18:   PetscScalar    sigma,*arrayA,*arrayB,*evecs_array=NULL,*work;
 19:   PetscReal      *evals,*rwork;
 20:   PetscMPIInt    size;
 21:   PetscInt       m,i,j,nevs,il,iu,cklvl=2;
 22:   PetscReal      vl,vu,abstol=1.e-8;
 23:   PetscBLASInt   *iwork,*ifail,lwork,lierr,bn;
 24:   PetscReal      tols[2];
 25:   PetscInt       nzeros[2],nz;
 26:   PetscReal      ratio;
 27:   PetscScalar    v,none = -1.0,sigma2,pfive = 0.5,*xa;
 28:   PetscRandom    rctx;
 29:   PetscReal      h2,sigma1 = 100.0;
 30:   PetscInt       dim,Ii,J,Istart,Iend,n = 6,its,use_random,one=1;

 32:   PetscInitialize(&argc,&args,(char*)0,help);
 33: #if !defined(PETSC_USE_COMPLEX)
 34:   SETERRQ(PETSC_COMM_WORLD,1,"This example requires complex numbers");
 35: #endif
 36:   MPI_Comm_size(PETSC_COMM_WORLD,&size);
 37:   if (size != 1) SETERRQ(PETSC_COMM_WORLD,PETSC_ERR_SUP,"This is a uniprocessor example only!");

 39:   PetscOptionsHasName(NULL, "-test_zheevx", &flg);
 40:   if (flg) {
 41:     TestZHEEV  = PETSC_FALSE;
 42:     TestZHEEVX = PETSC_TRUE;
 43:   }
 44:   PetscOptionsHasName(NULL, "-test_zhegv", &flg);
 45:   if (flg) {
 46:     TestZHEEV = PETSC_FALSE;
 47:     TestZHEGV = PETSC_TRUE;
 48:   }
 49:   PetscOptionsHasName(NULL, "-test_zhegvx", &flg);
 50:   if (flg) {
 51:     TestZHEEV  = PETSC_FALSE;
 52:     TestZHEGVX = PETSC_TRUE;
 53:   }

 55:   PetscOptionsGetReal(NULL,"-sigma1",&sigma1,NULL);
 56:   PetscOptionsGetInt(NULL,"-n",&n,NULL);
 57:   dim  = n*n;

 59:   MatCreate(PETSC_COMM_SELF,&A);
 60:   MatSetSizes(A,PETSC_DECIDE,PETSC_DECIDE,dim,dim);
 61:   MatSetType(A,MATSEQDENSE);
 62:   MatSetFromOptions(A);

 64:   PetscOptionsHasName(NULL,"-norandom",&flg);
 65:   if (flg) use_random = 0;
 66:   else     use_random = 1;
 67:   if (use_random) {
 68:     PetscRandomCreate(PETSC_COMM_SELF,&rctx);
 69:     PetscRandomSetFromOptions(rctx);
 70:     PetscRandomSetInterval(rctx,0.0,PETSC_i);
 71:   } else {
 72:     sigma2 = 10.0*PETSC_i;
 73:   }
 74:   h2 = 1.0/((n+1)*(n+1));
 75:   for (Ii=0; Ii<dim; Ii++) {
 76:     v = -1.0; i = Ii/n; j = Ii - i*n;
 77:     if (i>0) {
 78:       J = Ii-n; MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES);
 79:     }
 80:     if (i<n-1) {
 81:       J = Ii+n; MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES);
 82:     }
 83:     if (j>0) {
 84:       J = Ii-1; MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES);
 85:     }
 86:     if (j<n-1) {
 87:       J = Ii+1; MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES);
 88:     }
 89:     if (use_random) {PetscRandomGetValue(rctx,&sigma2);}
 90:     v    = 4.0 - sigma1*h2;
 91:     MatSetValues(A,1,&Ii,1,&Ii,&v,ADD_VALUES);
 92:   }
 93:   /* make A complex Hermitian */
 94:   v    = sigma2*h2;
 95:   Ii   = 0; J = 1;
 96:   MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES);
 97:   v    = -sigma2*h2;
 98:   MatSetValues(A,1,&J,1,&Ii,&v,ADD_VALUES);
 99:   if (use_random) {PetscRandomDestroy(&rctx);}
100:   MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY);
101:   MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY);
102:   m    = n = dim;

104:   /* Check whether A is symmetric */
105:   PetscOptionsHasName(NULL, "-check_symmetry", &flg);
106:   if (flg) {
107:     Mat Trans;
108:     MatTranspose(A,MAT_INITIAL_MATRIX, &Trans);
109:     MatEqual(A, Trans, &isSymmetric);
110:     if (!isSymmetric) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_USER,"A must be symmetric");
111:     MatDestroy(&Trans);
112:   }

114:   /* Convert aij matrix to MatSeqDense for LAPACK */
115:   PetscObjectTypeCompare((PetscObject)A,MATSEQDENSE,&flg);
116:   if (flg) {
117:     MatDuplicate(A,MAT_COPY_VALUES,&A_dense);
118:   } else {
119:     MatConvert(A,MATSEQDENSE,MAT_INITIAL_MATRIX,&A_dense);
120:   }

122:   MatCreate(PETSC_COMM_SELF,&B);
123:   MatSetSizes(B,PETSC_DECIDE,PETSC_DECIDE,dim,dim);
124:   MatSetType(B,MATSEQDENSE);
125:   MatSetFromOptions(B);
126:   v    = 1.0;
127:   for (Ii=0; Ii<dim; Ii++) {
128:     MatSetValues(B,1,&Ii,1,&Ii,&v,ADD_VALUES);
129:   }

131:   /* Solve standard eigenvalue problem: A*x = lambda*x */
132:   /*===================================================*/
133:   PetscBLASIntCast(2*n,&lwork);
134:   PetscBLASIntCast(n,&bn);
135:   PetscMalloc1(n,&evals);
136:   PetscMalloc1(lwork,&work);
137:   MatDenseGetArray(A_dense,&arrayA);

139:   if (TestZHEEV) { /* test zheev() */
140:     printf(" LAPACKsyev: compute all %d eigensolutions...\n",m);
141:     PetscMalloc1(3*n-2,&rwork);
142:     LAPACKsyev_("V","U",&bn,arrayA,&bn,evals,work,&lwork,rwork,&lierr);
143:     PetscFree(rwork);

145:     evecs_array = arrayA;
146:     nevs        = m;
147:     il          =1; iu=m;
148:   }
149:   if (TestZHEEVX) {
150:     il   = 1;
151:     PetscBLASIntCast((0.2*m),&iu);
152:     printf(" LAPACKsyevx: compute %d to %d-th eigensolutions...\n",il,iu);
153:     PetscMalloc1(m*n+1,&evecs_array);
154:     PetscMalloc1(7*n+1,&rwork);
155:     PetscMalloc1(5*n+1,&iwork);
156:     PetscMalloc1(n+1,&ifail);

158:     /* in the case "I", vl and vu are not referenced */
159:     vl = 0.0; vu = 8.0;
160:     LAPACKsyevx_("V","I","U",&bn,arrayA,&bn,&vl,&vu,&il,&iu,&abstol,&nevs,evals,evecs_array,&n,work,&lwork,rwork,iwork,ifail,&lierr);
161:     PetscFree(iwork);
162:     PetscFree(ifail);
163:     PetscFree(rwork);
164:   }
165:   if (TestZHEGV) {
166:     printf(" LAPACKsygv: compute all %d eigensolutions...\n",m);
167:     PetscMalloc1(3*n+1,&rwork);
168:     MatDenseGetArray(B,&arrayB);
169:     LAPACKsygv_(&one,"V","U",&bn,arrayA,&bn,arrayB,&bn,evals,work,&lwork,rwork,&lierr);
170:     evecs_array = arrayA;
171:     nevs        = m;
172:     il          = 1; iu=m;
173:     MatDenseRestoreArray(B,&arrayB);
174:     PetscFree(rwork);
175:   }
176:   if (TestZHEGVX) {
177:     il   = 1;
178:     PetscBLASIntCast((0.2*m),&iu);
179:     printf(" LAPACKsygv: compute %d to %d-th eigensolutions...\n",il,iu);
180:     PetscMalloc1(m*n+1,&evecs_array);
181:     PetscMalloc1(6*n+1,&iwork);
182:     ifail = iwork + 5*n;
183:     PetscMalloc1(7*n+1,&rwork);
184:     MatDenseGetArray(B,&arrayB);
185:     vl    = 0.0; vu = 8.0;
186:     LAPACKsygvx_(&one,"V","I","U",&bn,arrayA,&bn,arrayB,&bn,&vl,&vu,&il,&iu,&abstol,&nevs,evals,evecs_array,&n,work,&lwork,rwork,iwork,ifail,&lierr);
187:     MatDenseRestoreArray(B,&arrayB);
188:     PetscFree(iwork);
189:     PetscFree(rwork);
190:   }
191:   MatDenseRestoreArray(A_dense,&arrayA);
192:   if (nevs <= 0) SETERRQ1(PETSC_COMM_SELF,PETSC_ERR_CONV_FAILED, "nev=%d, no eigensolution has found", nevs);

194:   /* View evals */
195:   PetscOptionsHasName(NULL, "-eig_view", &flg);
196:   if (flg) {
197:     printf(" %d evals: \n",nevs);
198:     for (i=0; i<nevs; i++) printf("%d  %g\n",i+il,(double)evals[i]);
199:   }

201:   /* Check residuals and orthogonality */
202:   PetscMalloc1(nevs+1,&evecs);
203:   for (i=0; i<nevs; i++) {
204:     VecCreate(PETSC_COMM_SELF,&evecs[i]);
205:     VecSetSizes(evecs[i],PETSC_DECIDE,n);
206:     VecSetFromOptions(evecs[i]);
207:     VecPlaceArray(evecs[i],evecs_array+i*n);
208:   }

210:   tols[0] = 1.e-8;  tols[1] = 1.e-8;
211:   CkEigenSolutions(cklvl,A,il-1,iu-1,evals,evecs,tols);
212:   for (i=0; i<nevs; i++) { VecDestroy(&evecs[i]);}
213:   PetscFree(evecs);

215:   /* Free work space. */
216:   if (TestZHEEVX || TestZHEGVX) {
217:     PetscFree(evecs_array);
218:   }
219:   PetscFree(evals);
220:   PetscFree(work);
221:   MatDestroy(&A_dense);
222:   MatDestroy(&A);
223:   MatDestroy(&B);
224:   PetscFinalize();
225:   return 0;
226: }
227: /*------------------------------------------------
228:   Check the accuracy of the eigen solution
229:   ----------------------------------------------- */
230: /*
231:   input:
232:      cklvl      - check level:
233:                     1: check residual
234:                     2: 1 and check B-orthogonality locally
235:      A          - matrix
236:      il,iu      - lower and upper index bound of eigenvalues
237:      eval, evec - eigenvalues and eigenvectors stored in this process
238:      tols[0]    - reporting tol_res: || A * evec[i] - eval[i]*evec[i] ||
239:      tols[1]    - reporting tol_orth: evec[i]^T*evec[j] - delta_ij
240: */
241: #undef DEBUG_CkEigenSolutions
244: PetscErrorCode CkEigenSolutions(PetscInt cklvl,Mat A,PetscInt il,PetscInt iu,PetscReal *eval,Vec *evec,PetscReal *tols)
245: {
246:   PetscInt    ierr,i,j,nev;
247:   Vec         vt1,vt2;  /* tmp vectors */
248:   PetscReal   norm,tmp,norm_max,dot_max,rdot;
249:   PetscScalar dot;

252:   nev = iu - il;
253:   if (nev <= 0) return(0);

255:   /*VecView(evec[0],PETSC_VIEWER_STDOUT_SELF); */
256:   VecDuplicate(evec[0],&vt1);
257:   VecDuplicate(evec[0],&vt2);

259:   switch (cklvl) {
260:   case 2:
261:     dot_max = 0.0;
262:     for (i = il; i<iu; i++) {
263:       /*printf("ck %d-th\n",i); */
264:       VecCopy(evec[i], vt1);
265:       for (j=il; j<iu; j++) {
266:         VecDot(evec[j],vt1,&dot);
267:         if (j == i) {
268:           rdot = PetscAbsScalar(dot - 1.0);
269:         } else {
270:           rdot = PetscAbsScalar(dot);
271:         }
272:         if (rdot > dot_max) dot_max = rdot;
273: #if defined(DEBUG_CkEigenSolutions)
274:         if (rdot > tols[1]) {
275:           VecNorm(evec[i],NORM_INFINITY,&norm);
276:           PetscPrintf(PETSC_COMM_SELF,"|delta(%d,%d)|: %g, norm: %d\n",i,j,(double)dot,(double)norm);
277:         }
278: #endif
279:       }
280:     }
281:     PetscPrintf(PETSC_COMM_SELF,"    max|(x_j^T*x_i) - delta_ji|: %g\n",(double)dot_max);

283:   case 1:
284:     norm_max = 0.0;
285:     for (i = il; i< iu; i++) {
286:       MatMult(A, evec[i], vt1);
287:       VecCopy(evec[i], vt2);
288:       tmp  = -eval[i];
289:       VecAXPY(vt1,tmp,vt2);
290:       VecNorm(vt1, NORM_INFINITY, &norm);
291:       norm = PetscAbsScalar(norm);
292:       if (norm > norm_max) norm_max = norm;
293: #if defined(DEBUG_CkEigenSolutions)
294:       /* sniff, and bark if necessary */
295:       if (norm > tols[0]) {
296:         printf("  residual violation: %d, resi: %g\n",i, norm);
297:       }
298: #endif
299:     }
300:     PetscPrintf(PETSC_COMM_SELF,"    max_resi:                    %g\n", (double)norm_max);
301:     break;
302:   default:
303:     PetscPrintf(PETSC_COMM_SELF,"Error: cklvl=%d is not supported \n",cklvl);
304:   }
305:   VecDestroy(&vt2);
306:   VecDestroy(&vt1);
307:   return(0);
308: }