Date: 2023-11-27T17:18:41+00:00

Actual source code: ex41.c
slepc-3.20.1 2023-11-27
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      1: /*
      2:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      3:    SLEPc - Scalable Library for Eigenvalue Problem Computations
      4:    Copyright (c) 2002-, Universitat Politecnica de Valencia, Spain

      6:    This file is part of SLEPc.
      7:    SLEPc is distributed under a 2-clause BSD license (see LICENSE).
      8:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      9: */

     11: static char help[] = "Illustrates the computation of left eigenvectors.\n\n"
     12:   "The problem is the Markov model as in ex5.c.\n"
     13:   "The command line options are:\n"
     14:   "  -m <m>, where <m> = number of grid subdivisions in each dimension.\n\n";

     16: #include <slepceps.h>

     18: /*
     19:    User-defined routines
     20: */
     21: PetscErrorCode MatMarkovModel(PetscInt,Mat);
     22: PetscErrorCode ComputeResidualNorm(Mat,PetscBool,PetscScalar,PetscScalar,Vec,Vec,Vec,PetscReal*);

     24: int main(int argc,char **argv)
     25: {
     26:   Vec            v0,w0;           /* initial vectors */
     27:   Mat            A;               /* operator matrix */
     28:   EPS            eps;             /* eigenproblem solver context */
     29:   EPSType        type;
     30:   PetscInt       i,N,m=15,nconv;
     31:   PetscBool      twosided;
     32:   PetscReal      nrmr,nrml=0.0,re,im,lev;
     33:   PetscScalar    *kr,*ki;
     34:   Vec            t,*xr,*xi,*yr,*yi;
     35:   PetscMPIInt    rank;

     37:   PetscFunctionBeginUser;
     38:   PetscCall(SlepcInitialize(&argc,&argv,(char*)0,help));

     40:   PetscCall(PetscOptionsGetInt(NULL,NULL,"-m",&m,NULL));
     41:   N = m*(m+1)/2;
     42:   PetscCall(PetscPrintf(PETSC_COMM_WORLD,"\nMarkov Model, N=%" PetscInt_FMT " (m=%" PetscInt_FMT ")\n\n",N,m));

     44:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     45:      Compute the operator matrix that defines the eigensystem, Ax=kx
     46:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

     48:   PetscCall(MatCreate(PETSC_COMM_WORLD,&A));
     49:   PetscCall(MatSetSizes(A,PETSC_DECIDE,PETSC_DECIDE,N,N));
     50:   PetscCall(MatSetFromOptions(A));
     51:   PetscCall(MatSetUp(A));
     52:   PetscCall(MatMarkovModel(m,A));
     53:   PetscCall(MatCreateVecs(A,NULL,&t));

     55:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     56:                 Create the eigensolver and set various options
     57:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

     59:   PetscCall(EPSCreate(PETSC_COMM_WORLD,&eps));
     60:   PetscCall(EPSSetOperators(eps,A,NULL));
     61:   PetscCall(EPSSetProblemType(eps,EPS_NHEP));

     63:   /* use a two-sided algorithm to compute left eigenvectors as well */
     64:   PetscCall(EPSSetTwoSided(eps,PETSC_TRUE));

     66:   /* allow user to change settings at run time */
     67:   PetscCall(EPSSetFromOptions(eps));
     68:   PetscCall(EPSGetTwoSided(eps,&twosided));

     70:   /*
     71:      Set the initial vectors. This is optional, if not done the initial
     72:      vectors are set to random values
     73:   */
     74:   PetscCall(MatCreateVecs(A,&v0,&w0));
     75:   PetscCallMPI(MPI_Comm_rank(PETSC_COMM_WORLD,&rank));
     76:   if (!rank) {
     77:     PetscCall(VecSetValue(v0,0,1.0,INSERT_VALUES));
     78:     PetscCall(VecSetValue(v0,1,1.0,INSERT_VALUES));
     79:     PetscCall(VecSetValue(v0,2,1.0,INSERT_VALUES));
     80:     PetscCall(VecSetValue(w0,0,2.0,INSERT_VALUES));
     81:     PetscCall(VecSetValue(w0,2,0.5,INSERT_VALUES));
     82:   }
     83:   PetscCall(VecAssemblyBegin(v0));
     84:   PetscCall(VecAssemblyBegin(w0));
     85:   PetscCall(VecAssemblyEnd(v0));
     86:   PetscCall(VecAssemblyEnd(w0));
     87:   PetscCall(EPSSetInitialSpace(eps,1,&v0));
     88:   PetscCall(EPSSetLeftInitialSpace(eps,1,&w0));

     90:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     91:                       Solve the eigensystem
     92:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

     94:   PetscCall(EPSSolve(eps));

     96:   /*
     97:      Optional: Get some information from the solver and display it
     98:   */
     99:   PetscCall(EPSGetType(eps,&type));
    100:   PetscCall(PetscPrintf(PETSC_COMM_WORLD," Solution method: %s\n\n",type));

    102:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    103:                     Display solution and clean up
    104:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

    106:   /*
    107:      Get number of converged approximate eigenpairs
    108:   */
    109:   PetscCall(EPSGetConverged(eps,&nconv));
    110:   PetscCall(PetscPrintf(PETSC_COMM_WORLD," Number of converged eigenpairs: %" PetscInt_FMT "\n\n",nconv));
    111:   PetscCall(PetscMalloc2(nconv,&kr,nconv,&ki));
    112:   PetscCall(VecDuplicateVecs(t,nconv,&xr));
    113:   PetscCall(VecDuplicateVecs(t,nconv,&xi));
    114:   if (twosided) {
    115:     PetscCall(VecDuplicateVecs(t,nconv,&yr));
    116:     PetscCall(VecDuplicateVecs(t,nconv,&yi));
    117:   }

    119:   if (nconv>0) {
    120:     /*
    121:        Display eigenvalues and relative errors
    122:     */
    123:     PetscCall(PetscPrintf(PETSC_COMM_WORLD,
    124:          "           k            ||Ax-kx||         ||y'A-y'k||\n"
    125:          "   ---------------- ------------------ ------------------\n"));

    127:     for (i=0;i<nconv;i++) {
    128:       /*
    129:         Get converged eigenpairs: i-th eigenvalue is stored in kr (real part) and
    130:         ki (imaginary part)
    131:       */
    132:       PetscCall(EPSGetEigenpair(eps,i,&kr[i],&ki[i],xr[i],xi[i]));
    133:       if (twosided) PetscCall(EPSGetLeftEigenvector(eps,i,yr[i],yi[i]));
    134:       /*
    135:          Compute the residual norms associated to each eigenpair
    136:       */
    137:       PetscCall(ComputeResidualNorm(A,PETSC_FALSE,kr[i],ki[i],xr[i],xi[i],t,&nrmr));
    138:       if (twosided) PetscCall(ComputeResidualNorm(A,PETSC_TRUE,kr[i],ki[i],yr[i],yi[i],t,&nrml));

    140: #if defined(PETSC_USE_COMPLEX)
    141:       re = PetscRealPart(kr[i]);
    142:       im = PetscImaginaryPart(kr[i]);
    143: #else
    144:       re = kr[i];
    145:       im = ki[i];
    146: #endif
    147:       if (im!=0.0) PetscCall(PetscPrintf(PETSC_COMM_WORLD," %8f%+8fi %12g %12g\n",(double)re,(double)im,(double)nrmr,(double)nrml));
    148:       else PetscCall(PetscPrintf(PETSC_COMM_WORLD,"   %12f       %12g       %12g\n",(double)re,(double)nrmr,(double)nrml));
    149:     }
    150:     PetscCall(PetscPrintf(PETSC_COMM_WORLD,"\n"));
    151:     /*
    152:        Check bi-orthogonality of eigenvectors
    153:     */
    154:     if (twosided) {
    155:       PetscCall(VecCheckOrthogonality(xr,nconv,yr,nconv,NULL,NULL,&lev));
    156:       if (lev<100*PETSC_MACHINE_EPSILON) PetscCall(PetscPrintf(PETSC_COMM_WORLD,"  Level of bi-orthogonality of eigenvectors < 100*eps\n\n"));
    157:       else PetscCall(PetscPrintf(PETSC_COMM_WORLD,"  Level of bi-orthogonality of eigenvectors: %g\n\n",(double)lev));
    158:     }
    159:   }

    161:   PetscCall(EPSDestroy(&eps));
    162:   PetscCall(MatDestroy(&A));
    163:   PetscCall(VecDestroy(&v0));
    164:   PetscCall(VecDestroy(&w0));
    165:   PetscCall(VecDestroy(&t));
    166:   PetscCall(PetscFree2(kr,ki));
    167:   PetscCall(VecDestroyVecs(nconv,&xr));
    168:   PetscCall(VecDestroyVecs(nconv,&xi));
    169:   if (twosided) {
    170:     PetscCall(VecDestroyVecs(nconv,&yr));
    171:     PetscCall(VecDestroyVecs(nconv,&yi));
    172:   }
    173:   PetscCall(SlepcFinalize());
    174:   return 0;
    175: }

    177: /*
    178:     Matrix generator for a Markov model of a random walk on a triangular grid.

    180:     This subroutine generates a test matrix that models a random walk on a
    181:     triangular grid. This test example was used by G. W. Stewart ["{SRRIT} - a
    182:     FORTRAN subroutine to calculate the dominant invariant subspaces of a real
    183:     matrix", Tech. report. TR-514, University of Maryland (1978).] and in a few
    184:     papers on eigenvalue problems by Y. Saad [see e.g. LAA, vol. 34, pp. 269-295
    185:     (1980) ]. These matrices provide reasonably easy test problems for eigenvalue
    186:     algorithms. The transpose of the matrix  is stochastic and so it is known
    187:     that one is an exact eigenvalue. One seeks the eigenvector of the transpose
    188:     associated with the eigenvalue unity. The problem is to calculate the steady
    189:     state probability distribution of the system, which is the eigevector
    190:     associated with the eigenvalue one and scaled in such a way that the sum all
    191:     the components is equal to one.

    193:     Note: the code will actually compute the transpose of the stochastic matrix
    194:     that contains the transition probabilities.
    195: */
    196: PetscErrorCode MatMarkovModel(PetscInt m,Mat A)
    197: {
    198:   const PetscReal cst = 0.5/(PetscReal)(m-1);
    199:   PetscReal       pd,pu;
    200:   PetscInt        Istart,Iend,i,j,jmax,ix=0;

    202:   PetscFunctionBeginUser;
    203:   PetscCall(MatGetOwnershipRange(A,&Istart,&Iend));
    204:   for (i=1;i<=m;i++) {
    205:     jmax = m-i+1;
    206:     for (j=1;j<=jmax;j++) {
    207:       ix = ix + 1;
    208:       if (ix-1<Istart || ix>Iend) continue;  /* compute only owned rows */
    209:       if (j!=jmax) {
    210:         pd = cst*(PetscReal)(i+j-1);
    211:         /* north */
    212:         if (i==1) PetscCall(MatSetValue(A,ix-1,ix,2*pd,INSERT_VALUES));
    213:         else PetscCall(MatSetValue(A,ix-1,ix,pd,INSERT_VALUES));
    214:         /* east */
    215:         if (j==1) PetscCall(MatSetValue(A,ix-1,ix+jmax-1,2*pd,INSERT_VALUES));
    216:         else PetscCall(MatSetValue(A,ix-1,ix+jmax-1,pd,INSERT_VALUES));
    217:       }
    218:       /* south */
    219:       pu = 0.5 - cst*(PetscReal)(i+j-3);
    220:       if (j>1) PetscCall(MatSetValue(A,ix-1,ix-2,pu,INSERT_VALUES));
    221:       /* west */
    222:       if (i>1) PetscCall(MatSetValue(A,ix-1,ix-jmax-2,pu,INSERT_VALUES));
    223:     }
    224:   }
    225:   PetscCall(MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY));
    226:   PetscCall(MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY));
    227:   PetscFunctionReturn(PETSC_SUCCESS);
    228: }

    230: /*
    231:    ComputeResidualNorm - Computes the norm of the residual vector
    232:    associated with an eigenpair.

    234:    Input Parameters:
    235:      trans - whether A' must be used instead of A
    236:      kr,ki - eigenvalue
    237:      xr,xi - eigenvector
    238:      u     - work vector
    239: */
    240: PetscErrorCode ComputeResidualNorm(Mat A,PetscBool trans,PetscScalar kr,PetscScalar ki,Vec xr,Vec xi,Vec u,PetscReal *norm)
    241: {
    242: #if !defined(PETSC_USE_COMPLEX)
    243:   PetscReal      ni,nr;
    244: #endif
    245:   PetscErrorCode (*matmult)(Mat,Vec,Vec) = trans? MatMultTranspose: MatMult;

    247:   PetscFunctionBegin;
    248: #if !defined(PETSC_USE_COMPLEX)
    249:   if (ki == 0 || PetscAbsScalar(ki) < PetscAbsScalar(kr*PETSC_MACHINE_EPSILON)) {
    250: #endif
    251:     PetscCall((*matmult)(A,xr,u));
    252:     if (PetscAbsScalar(kr) > PETSC_MACHINE_EPSILON) PetscCall(VecAXPY(u,-kr,xr));
    253:     PetscCall(VecNorm(u,NORM_2,norm));
    254: #if !defined(PETSC_USE_COMPLEX)
    255:   } else {
    256:     PetscCall((*matmult)(A,xr,u));
    257:     if (SlepcAbsEigenvalue(kr,ki) > PETSC_MACHINE_EPSILON) {
    258:       PetscCall(VecAXPY(u,-kr,xr));
    259:       PetscCall(VecAXPY(u,ki,xi));
    260:     }
    261:     PetscCall(VecNorm(u,NORM_2,&nr));
    262:     PetscCall((*matmult)(A,xi,u));
    263:     if (SlepcAbsEigenvalue(kr,ki) > PETSC_MACHINE_EPSILON) {
    264:       PetscCall(VecAXPY(u,-kr,xi));
    265:       PetscCall(VecAXPY(u,-ki,xr));
    266:     }
    267:     PetscCall(VecNorm(u,NORM_2,&ni));
    268:     *norm = SlepcAbsEigenvalue(nr,ni);
    269:   }
    270: #endif
    271:   PetscFunctionReturn(PETSC_SUCCESS);
    272: }

    274: /*TEST

    276:    testset:
    277:       args: -st_type sinvert -eps_target 1.1 -eps_nev 4
    278:       filter: grep -v method | sed -e "s/[+-]0\.0*i//g" | sed -e "s/[0-9]\.[0-9]*e[+-]\([0-9]*\)/removed/g"
    279:       requires: !single
    280:       output_file: output/ex41_1.out
    281:       test:
    282:          suffix: 1
    283:          args: -eps_type {{power krylovschur}}
    284:       test:
    285:          suffix: 1_balance
    286:          args: -eps_balance {{oneside twoside}} -eps_ncv 17 -eps_krylovschur_locking 0
    287:          requires: !__float128

    289: TEST*/