Date: 2023-01-26T12:18:56+00:00

Actual source code: ex18.c
slepc-3.18.2 2023-01-26
Report Typos and Errors

      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[] = "Solves the same problem as in ex5, but with a user-defined sorting criterion."
     12:   "It is a standard nonsymmetric eigenproblem with real eigenvalues and the rightmost eigenvalue is known to be 1.\n"
     13:   "This example illustrates how the user can set a custom spectrum selection.\n\n"
     14:   "The command line options are:\n"
     15:   "  -m <m>, where <m> = number of grid subdivisions in each dimension.\n\n";

     17: #include <slepceps.h>

     19: /*
     20:    User-defined routines
     21: */

     23: PetscErrorCode MyEigenSort(PetscScalar ar,PetscScalar ai,PetscScalar br,PetscScalar bi,PetscInt *r,void *ctx);
     24: PetscErrorCode MatMarkovModel(PetscInt m,Mat A);

     26: int main(int argc,char **argv)
     27: {
     28:   Mat            A;               /* operator matrix */
     29:   EPS            eps;             /* eigenproblem solver context */
     30:   EPSType        type;
     31:   PetscScalar    target=0.5;
     32:   PetscInt       N,m=15,nev;
     33:   PetscBool      terse;
     34:   PetscViewer    viewer;
     35:   char           str[50];

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

     40:   PetscOptionsGetInt(NULL,NULL,"-m",&m,NULL);
     41:   N = m*(m+1)/2;
     42:   PetscPrintf(PETSC_COMM_WORLD,"\nMarkov Model, N=%" PetscInt_FMT " (m=%" PetscInt_FMT ")\n",N,m);
     43:   PetscOptionsGetScalar(NULL,NULL,"-target",&target,NULL);
     44:   SlepcSNPrintfScalar(str,sizeof(str),target,PETSC_FALSE);
     45:   PetscPrintf(PETSC_COMM_WORLD,"Searching closest eigenvalues to the right of %s.\n\n",str);

     47:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     48:      Compute the operator matrix that defines the eigensystem, Ax=kx
     49:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

     51:   MatCreate(PETSC_COMM_WORLD,&A);
     52:   MatSetSizes(A,PETSC_DECIDE,PETSC_DECIDE,N,N);
     53:   MatSetFromOptions(A);
     54:   MatSetUp(A);
     55:   MatMarkovModel(m,A);

     57:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     58:                 Create the eigensolver and set various options
     59:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

     61:   /*
     62:      Create eigensolver context
     63:   */
     64:   EPSCreate(PETSC_COMM_WORLD,&eps);

     66:   /*
     67:      Set operators. In this case, it is a standard eigenvalue problem
     68:   */
     69:   EPSSetOperators(eps,A,NULL);
     70:   EPSSetProblemType(eps,EPS_NHEP);

     72:   /*
     73:      Set the custom comparing routine in order to obtain the eigenvalues
     74:      closest to the target on the right only
     75:   */
     76:   EPSSetEigenvalueComparison(eps,MyEigenSort,&target);

     78:   /*
     79:      Set solver parameters at runtime
     80:   */
     81:   EPSSetFromOptions(eps);

     83:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     84:                       Solve the eigensystem
     85:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

     87:   EPSSolve(eps);

     89:   /*
     90:      Optional: Get some information from the solver and display it
     91:   */
     92:   EPSGetType(eps,&type);
     93:   PetscPrintf(PETSC_COMM_WORLD," Solution method: %s\n\n",type);
     94:   EPSGetDimensions(eps,&nev,NULL,NULL);
     95:   PetscPrintf(PETSC_COMM_WORLD," Number of requested eigenvalues: %" PetscInt_FMT "\n",nev);

     97:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     98:                     Display solution and clean up
     99:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

    101:   /* show detailed info unless -terse option is given by user */
    102:   PetscOptionsHasName(NULL,NULL,"-terse",&terse);
    103:   if (terse) EPSErrorView(eps,EPS_ERROR_RELATIVE,NULL);
    104:   else {
    105:     PetscViewerASCIIGetStdout(PETSC_COMM_WORLD,&viewer);
    106:     PetscViewerPushFormat(viewer,PETSC_VIEWER_ASCII_INFO_DETAIL);
    107:     EPSConvergedReasonView(eps,viewer);
    108:     EPSErrorView(eps,EPS_ERROR_RELATIVE,viewer);
    109:     PetscViewerPopFormat(viewer);
    110:   }
    111:   EPSDestroy(&eps);
    112:   MatDestroy(&A);
    113:   SlepcFinalize();
    114:   return 0;
    115: }

    117: /*
    118:     Matrix generator for a Markov model of a random walk on a triangular grid.

    120:     This subroutine generates a test matrix that models a random walk on a
    121:     triangular grid. This test example was used by G. W. Stewart ["{SRRIT} - a
    122:     FORTRAN subroutine to calculate the dominant invariant subspaces of a real
    123:     matrix", Tech. report. TR-514, University of Maryland (1978).] and in a few
    124:     papers on eigenvalue problems by Y. Saad [see e.g. LAA, vol. 34, pp. 269-295
    125:     (1980) ]. These matrices provide reasonably easy test problems for eigenvalue
    126:     algorithms. The transpose of the matrix  is stochastic and so it is known
    127:     that one is an exact eigenvalue. One seeks the eigenvector of the transpose
    128:     associated with the eigenvalue unity. The problem is to calculate the steady
    129:     state probability distribution of the system, which is the eigevector
    130:     associated with the eigenvalue one and scaled in such a way that the sum all
    131:     the components is equal to one.

    133:     Note: the code will actually compute the transpose of the stochastic matrix
    134:     that contains the transition probabilities.
    135: */
    136: PetscErrorCode MatMarkovModel(PetscInt m,Mat A)
    137: {
    138:   const PetscReal cst = 0.5/(PetscReal)(m-1);
    139:   PetscReal       pd,pu;
    140:   PetscInt        Istart,Iend,i,j,jmax,ix=0;

    143:   MatGetOwnershipRange(A,&Istart,&Iend);
    144:   for (i=1;i<=m;i++) {
    145:     jmax = m-i+1;
    146:     for (j=1;j<=jmax;j++) {
    147:       ix = ix + 1;
    148:       if (ix-1<Istart || ix>Iend) continue;  /* compute only owned rows */
    149:       if (j!=jmax) {
    150:         pd = cst*(PetscReal)(i+j-1);
    151:         /* north */
    152:         if (i==1) MatSetValue(A,ix-1,ix,2*pd,INSERT_VALUES);
    153:         else MatSetValue(A,ix-1,ix,pd,INSERT_VALUES);
    154:         /* east */
    155:         if (j==1) MatSetValue(A,ix-1,ix+jmax-1,2*pd,INSERT_VALUES);
    156:         else MatSetValue(A,ix-1,ix+jmax-1,pd,INSERT_VALUES);
    157:       }
    158:       /* south */
    159:       pu = 0.5 - cst*(PetscReal)(i+j-3);
    160:       if (j>1) MatSetValue(A,ix-1,ix-2,pu,INSERT_VALUES);
    161:       /* west */
    162:       if (i>1) MatSetValue(A,ix-1,ix-jmax-2,pu,INSERT_VALUES);
    163:     }
    164:   }
    165:   MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY);
    166:   MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY);
    167:   return 0;
    168: }

    170: /*
    171:     Function for user-defined eigenvalue ordering criterion.

    173:     Given two eigenvalues ar+i*ai and br+i*bi, the subroutine must choose
    174:     one of them as the preferred one according to the criterion.
    175:     In this example, the preferred value is the one closest to the target,
    176:     but on the right side.
    177: */
    178: PetscErrorCode MyEigenSort(PetscScalar ar,PetscScalar ai,PetscScalar br,PetscScalar bi,PetscInt *r,void *ctx)
    179: {
    180:   PetscScalar target = *(PetscScalar*)ctx;
    181:   PetscReal   da,db;
    182:   PetscBool   aisright,bisright;

    185:   if (PetscRealPart(target) < PetscRealPart(ar)) aisright = PETSC_TRUE;
    186:   else aisright = PETSC_FALSE;
    187:   if (PetscRealPart(target) < PetscRealPart(br)) bisright = PETSC_TRUE;
    188:   else bisright = PETSC_FALSE;
    189:   if (aisright == bisright) {
    190:     /* both are on the same side of the target */
    191:     da = SlepcAbsEigenvalue(ar-target,ai);
    192:     db = SlepcAbsEigenvalue(br-target,bi);
    193:     if (da < db) *r = -1;
    194:     else if (da > db) *r = 1;
    195:     else *r = 0;
    196:   } else if (aisright && !bisright) *r = -1; /* 'a' is on the right */
    197:   else *r = 1;  /* 'b' is on the right */
    198:   return 0;
    199: }

    201: /*TEST

    203:    test:
    204:       suffix: 1
    205:       args: -eps_nev 4 -terse
    206:       requires: !single
    207:       filter: sed -e "s/[+-]0\.0*i//g"

    209: TEST*/