xref: /petsc/src/mat/tests/ex118.c (revision b122ec5aa1bd4469eb4e0673542fb7de3f411254)
1c4762a1bSJed Brown static char help[] = "Test LAPACK routine DSTEBZ() and DTEIN().  \n\n";
2c4762a1bSJed Brown 
3c4762a1bSJed Brown #include <petscmat.h>
4c4762a1bSJed Brown #include <petscblaslapack.h>
5c4762a1bSJed Brown 
6c4762a1bSJed Brown extern PetscErrorCode CkEigenSolutions(PetscInt,Mat,PetscInt,PetscInt,PetscScalar*,Vec*,PetscReal*);
7c4762a1bSJed Brown 
8c4762a1bSJed Brown int main(int argc,char **args)
9c4762a1bSJed Brown {
10c4762a1bSJed Brown #if defined(PETSC_USE_COMPLEX) || defined(PETSC_MISSING_LAPACK_STEBZ) || defined(PETSC_MISSING_LAPACK_STEIN)
11*b122ec5aSJacob Faibussowitsch   CHKERRQ(PetscInitialize(&argc,&args,(char*)0,help));
12c4762a1bSJed Brown   SETERRQ(PETSC_COMM_WORLD,PETSC_ERR_SUP_SYS,"This example requires LAPACK routines dstebz and stien and real numbers");
13c4762a1bSJed Brown #else
14c4762a1bSJed Brown   PetscReal      *work,tols[2];
15c4762a1bSJed Brown   PetscInt       i,j;
16c4762a1bSJed Brown   PetscBLASInt   n,il=1,iu=5,*iblock,*isplit,*iwork,nevs,*ifail,cklvl=2;
17c4762a1bSJed Brown   PetscMPIInt    size;
18c4762a1bSJed Brown   PetscBool      flg;
19c4762a1bSJed Brown   Vec            *evecs;
20c4762a1bSJed Brown   PetscScalar    *evecs_array,*D,*E,*evals;
21c4762a1bSJed Brown   Mat            T;
22c4762a1bSJed Brown   PetscReal      vl=0.0,vu=4.0,tol= 1000*PETSC_MACHINE_EPSILON;
23c4762a1bSJed Brown   PetscBLASInt   nsplit,info;
24c4762a1bSJed Brown 
25*b122ec5aSJacob Faibussowitsch   CHKERRQ(PetscInitialize(&argc,&args,(char*)0,help));
265f80ce2aSJacob Faibussowitsch   CHKERRMPI(MPI_Comm_size(PETSC_COMM_WORLD,&size));
272c71b3e2SJacob Faibussowitsch   PetscCheckFalse(size != 1,PETSC_COMM_WORLD, PETSC_ERR_WRONG_MPI_SIZE,"This is a uniprocessor example only!");
28c4762a1bSJed Brown 
29c4762a1bSJed Brown   n      = 100;
30c4762a1bSJed Brown   nevs   = iu - il;
315f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscMalloc1(3*n+1,&D));
32c4762a1bSJed Brown   E      = D + n;
33c4762a1bSJed Brown   evals  = E + n;
345f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscMalloc1(5*n+1,&work));
355f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscMalloc1(3*n+1,&iwork));
365f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscMalloc1(3*n+1,&iblock));
37c4762a1bSJed Brown   isplit = iblock + n;
38c4762a1bSJed Brown 
39c4762a1bSJed Brown   /* Set symmetric tridiagonal matrix */
40c4762a1bSJed Brown   for (i=0; i<n; i++) {
41c4762a1bSJed Brown     D[i] = 2.0;
42c4762a1bSJed Brown     E[i] = 1.0;
43c4762a1bSJed Brown   }
44c4762a1bSJed Brown 
45c4762a1bSJed Brown   /* Solve eigenvalue problem: A*evec = eval*evec */
465f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscPrintf(PETSC_COMM_SELF," LAPACKstebz_: compute %d eigenvalues...\n",nevs));
47c4762a1bSJed Brown   LAPACKstebz_("I","E",&n,&vl,&vu,&il,&iu,&tol,(PetscReal*)D,(PetscReal*)E,&nevs,&nsplit,(PetscReal*)evals,iblock,isplit,work,iwork,&info);
4828b400f6SJacob Faibussowitsch   PetscCheck(!info,PETSC_COMM_SELF,PETSC_ERR_USER,"LAPACKstebz_ fails. info %d",info);
49c4762a1bSJed Brown 
505f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscPrintf(PETSC_COMM_SELF," LAPACKstein_: compute %d found eigenvectors...\n",nevs));
515f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscMalloc1(n*nevs,&evecs_array));
525f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscMalloc1(nevs,&ifail));
53c4762a1bSJed Brown   LAPACKstein_(&n,(PetscReal*)D,(PetscReal*)E,&nevs,(PetscReal*)evals,iblock,isplit,evecs_array,&n,work,iwork,ifail,&info);
5428b400f6SJacob Faibussowitsch   PetscCheck(!info,PETSC_COMM_SELF,PETSC_ERR_USER,"LAPACKstein_ fails. info %d",info);
55c4762a1bSJed Brown   /* View evals */
565f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscOptionsHasName(NULL,NULL, "-eig_view", &flg));
57c4762a1bSJed Brown   if (flg) {
585f80ce2aSJacob Faibussowitsch     CHKERRQ(PetscPrintf(PETSC_COMM_SELF," %d evals: \n",nevs));
595f80ce2aSJacob Faibussowitsch     for (i=0; i<nevs; i++) CHKERRQ(PetscPrintf(PETSC_COMM_SELF,"%" PetscInt_FMT "  %g\n",i,(double)evals[i]));
60c4762a1bSJed Brown   }
61c4762a1bSJed Brown 
62c4762a1bSJed Brown   /* Check residuals and orthogonality */
635f80ce2aSJacob Faibussowitsch   CHKERRQ(MatCreate(PETSC_COMM_SELF,&T));
645f80ce2aSJacob Faibussowitsch   CHKERRQ(MatSetSizes(T,PETSC_DECIDE,PETSC_DECIDE,n,n));
655f80ce2aSJacob Faibussowitsch   CHKERRQ(MatSetType(T,MATSBAIJ));
665f80ce2aSJacob Faibussowitsch   CHKERRQ(MatSetFromOptions(T));
675f80ce2aSJacob Faibussowitsch   CHKERRQ(MatSetUp(T));
68c4762a1bSJed Brown   for (i=0; i<n; i++) {
695f80ce2aSJacob Faibussowitsch     CHKERRQ(MatSetValues(T,1,&i,1,&i,&D[i],INSERT_VALUES));
70c4762a1bSJed Brown     if (i != n-1) {
71c4762a1bSJed Brown       j    = i+1;
725f80ce2aSJacob Faibussowitsch       CHKERRQ(MatSetValues(T,1,&i,1,&j,&E[i],INSERT_VALUES));
73c4762a1bSJed Brown     }
74c4762a1bSJed Brown   }
755f80ce2aSJacob Faibussowitsch   CHKERRQ(MatAssemblyBegin(T,MAT_FINAL_ASSEMBLY));
765f80ce2aSJacob Faibussowitsch   CHKERRQ(MatAssemblyEnd(T,MAT_FINAL_ASSEMBLY));
77c4762a1bSJed Brown 
785f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscMalloc1(nevs+1,&evecs));
79c4762a1bSJed Brown   for (i=0; i<nevs; i++) {
805f80ce2aSJacob Faibussowitsch     CHKERRQ(VecCreate(PETSC_COMM_SELF,&evecs[i]));
815f80ce2aSJacob Faibussowitsch     CHKERRQ(VecSetSizes(evecs[i],PETSC_DECIDE,n));
825f80ce2aSJacob Faibussowitsch     CHKERRQ(VecSetFromOptions(evecs[i]));
835f80ce2aSJacob Faibussowitsch     CHKERRQ(VecPlaceArray(evecs[i],evecs_array+i*n));
84c4762a1bSJed Brown   }
85c4762a1bSJed Brown 
86c4762a1bSJed Brown   tols[0] = 1.e-8;  tols[1] = 1.e-8;
875f80ce2aSJacob Faibussowitsch   CHKERRQ(CkEigenSolutions(cklvl,T,il-1,iu-1,evals,evecs,tols));
88c4762a1bSJed Brown 
89c4762a1bSJed Brown   for (i=0; i<nevs; i++) {
905f80ce2aSJacob Faibussowitsch     CHKERRQ(VecResetArray(evecs[i]));
91c4762a1bSJed Brown   }
92c4762a1bSJed Brown 
93c4762a1bSJed Brown   /* free space */
94c4762a1bSJed Brown 
955f80ce2aSJacob Faibussowitsch   CHKERRQ(MatDestroy(&T));
96c4762a1bSJed Brown 
975f80ce2aSJacob Faibussowitsch   for (i=0; i<nevs; i++) CHKERRQ(VecDestroy(&evecs[i]));
985f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscFree(evecs));
995f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscFree(D));
1005f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscFree(work));
1015f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscFree(iwork));
1025f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscFree(iblock));
1035f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscFree(evecs_array));
1045f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscFree(ifail));
105*b122ec5aSJacob Faibussowitsch   CHKERRQ(PetscFinalize());
106*b122ec5aSJacob Faibussowitsch   return 0;
107c4762a1bSJed Brown #endif
108c4762a1bSJed Brown }
109c4762a1bSJed Brown /*------------------------------------------------
110c4762a1bSJed Brown   Check the accuracy of the eigen solution
111c4762a1bSJed Brown   ----------------------------------------------- */
112c4762a1bSJed Brown /*
113c4762a1bSJed Brown   input:
114c4762a1bSJed Brown      cklvl      - check level:
115c4762a1bSJed Brown                     1: check residual
116c4762a1bSJed Brown                     2: 1 and check B-orthogonality locally
117c4762a1bSJed Brown      A          - matrix
118c4762a1bSJed Brown      il,iu      - lower and upper index bound of eigenvalues
119c4762a1bSJed Brown      eval, evec - eigenvalues and eigenvectors stored in this process
120c4762a1bSJed Brown      tols[0]    - reporting tol_res: || A * evec[i] - eval[i]*evec[i] ||
121c4762a1bSJed Brown      tols[1]    - reporting tol_orth: evec[i]^T*evec[j] - delta_ij
122c4762a1bSJed Brown */
123c4762a1bSJed Brown #undef DEBUG_CkEigenSolutions
124c4762a1bSJed Brown PetscErrorCode CkEigenSolutions(PetscInt cklvl,Mat A,PetscInt il,PetscInt iu,PetscScalar *eval,Vec *evec,PetscReal *tols)
125c4762a1bSJed Brown {
126c4762a1bSJed Brown   PetscInt    ierr,i,j,nev;
127c4762a1bSJed Brown   Vec         vt1,vt2;  /* tmp vectors */
128c4762a1bSJed Brown   PetscReal   norm,norm_max;
129c4762a1bSJed Brown   PetscScalar dot,tmp;
130c4762a1bSJed Brown   PetscReal   dot_max;
131c4762a1bSJed Brown 
132c4762a1bSJed Brown   PetscFunctionBegin;
133c4762a1bSJed Brown   nev = iu - il;
134c4762a1bSJed Brown   if (nev <= 0) PetscFunctionReturn(0);
135c4762a1bSJed Brown 
1365f80ce2aSJacob Faibussowitsch   CHKERRQ(VecDuplicate(evec[0],&vt1));
1375f80ce2aSJacob Faibussowitsch   CHKERRQ(VecDuplicate(evec[0],&vt2));
138c4762a1bSJed Brown 
139c4762a1bSJed Brown   switch (cklvl) {
140c4762a1bSJed Brown   case 2:
141c4762a1bSJed Brown     dot_max = 0.0;
142c4762a1bSJed Brown     for (i = il; i<iu; i++) {
1435f80ce2aSJacob Faibussowitsch       CHKERRQ(VecCopy(evec[i], vt1));
144c4762a1bSJed Brown       for (j=il; j<iu; j++) {
1455f80ce2aSJacob Faibussowitsch         CHKERRQ(VecDot(evec[j],vt1,&dot));
146c4762a1bSJed Brown         if (j == i) {
147c4762a1bSJed Brown           dot = PetscAbsScalar(dot - (PetscScalar)1.0);
148c4762a1bSJed Brown         } else {
149c4762a1bSJed Brown           dot = PetscAbsScalar(dot);
150c4762a1bSJed Brown         }
151c4762a1bSJed Brown         if (PetscAbsScalar(dot) > dot_max) dot_max = PetscAbsScalar(dot);
152c4762a1bSJed Brown #if defined(DEBUG_CkEigenSolutions)
153c4762a1bSJed Brown         if (dot > tols[1]) {
1545f80ce2aSJacob Faibussowitsch           CHKERRQ(VecNorm(evec[i],NORM_INFINITY,&norm));
1555f80ce2aSJacob Faibussowitsch           CHKERRQ(PetscPrintf(PETSC_COMM_SELF,"|delta(%d,%d)|: %g, norm: %d\n",i,j,(double)dot,(double)norm));
156c4762a1bSJed Brown         }
157c4762a1bSJed Brown #endif
158c4762a1bSJed Brown       }
159c4762a1bSJed Brown     }
1605f80ce2aSJacob Faibussowitsch     CHKERRQ(PetscPrintf(PETSC_COMM_SELF,"    max|(x_j^T*x_i) - delta_ji|: %g\n",(double)dot_max));
161c4762a1bSJed Brown 
162c4762a1bSJed Brown   case 1:
163c4762a1bSJed Brown     norm_max = 0.0;
164c4762a1bSJed Brown     for (i = il; i< iu; i++) {
1655f80ce2aSJacob Faibussowitsch       CHKERRQ(MatMult(A, evec[i], vt1));
1665f80ce2aSJacob Faibussowitsch       CHKERRQ(VecCopy(evec[i], vt2));
167c4762a1bSJed Brown       tmp  = -eval[i];
1685f80ce2aSJacob Faibussowitsch       CHKERRQ(VecAXPY(vt1,tmp,vt2));
1695f80ce2aSJacob Faibussowitsch       CHKERRQ(VecNorm(vt1, NORM_INFINITY, &norm));
170c4762a1bSJed Brown       norm = PetscAbsReal(norm);
171c4762a1bSJed Brown       if (norm > norm_max) norm_max = norm;
172c4762a1bSJed Brown #if defined(DEBUG_CkEigenSolutions)
173c4762a1bSJed Brown       if (norm > tols[0]) {
1745f80ce2aSJacob Faibussowitsch         CHKERRQ(PetscPrintf(PETSC_COMM_SELF,"  residual violation: %d, resi: %g\n",i, norm));
175c4762a1bSJed Brown       }
176c4762a1bSJed Brown #endif
177c4762a1bSJed Brown     }
1785f80ce2aSJacob Faibussowitsch     CHKERRQ(PetscPrintf(PETSC_COMM_SELF,"    max_resi:                    %g\n", (double)norm_max));
179c4762a1bSJed Brown     break;
180c4762a1bSJed Brown   default:
1815f80ce2aSJacob Faibussowitsch     CHKERRQ(PetscPrintf(PETSC_COMM_SELF,"Error: cklvl=%d is not supported \n",cklvl));
182c4762a1bSJed Brown   }
183c4762a1bSJed Brown 
1845f80ce2aSJacob Faibussowitsch   CHKERRQ(VecDestroy(&vt2));
1855f80ce2aSJacob Faibussowitsch   CHKERRQ(VecDestroy(&vt1));
186c4762a1bSJed Brown   PetscFunctionReturn(0);
187c4762a1bSJed Brown }
188