xref: /petsc/src/mat/tests/ex116.c (revision 732aec7a18f2199fb53bb9a2f3aef439a834ce31)

static char help[] = "Test LAPACK routine DSYEV() or DSYEVX(). \n\
Reads PETSc matrix A \n\
then computes selected eigenvalues, and optionally, eigenvectors of \n\
a real generalized symmetric-definite eigenproblem \n\
 A*x = lambda*x \n\
Input parameters include\n\
  -f <input_file> : file to load\n\
e.g. ./ex116 -f $DATAFILESPATH/matrices/small  \n\n";

#include <petscmat.h>
#include <petscblaslapack.h>

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

int main(int argc, char **args)
{
  Mat           A, A_dense;
  Vec          *evecs;
  PetscViewer   fd;                          /* viewer */
  char          file[1][PETSC_MAX_PATH_LEN]; /* input file name */
  PetscBool     flg, TestSYEVX = PETSC_TRUE;
  PetscBool     isSymmetric;
  PetscScalar  *arrayA, *evecs_array, *work, *evals;
  PetscMPIInt   size;
  PetscInt      m, n, i, cklvl = 2;
  PetscBLASInt  nevs, il, iu, in;
  PetscReal     vl, vu, abstol = 1.e-8;
  PetscBLASInt *iwork, *ifail, lwork, lierr, bn;
  PetscReal     tols[2];

  PetscFunctionBeginUser;
  PetscCall(PetscInitialize(&argc, &args, NULL, help));
  PetscCallMPI(MPI_Comm_size(PETSC_COMM_WORLD, &size));
  PetscCheck(size == 1, PETSC_COMM_WORLD, PETSC_ERR_WRONG_MPI_SIZE, "This is a uniprocessor example only!");

  PetscCall(PetscOptionsHasName(NULL, NULL, "-test_syev", &flg));
  if (flg) TestSYEVX = PETSC_FALSE;

  /* Determine files from which we read the two matrices */
  PetscCall(PetscOptionsGetString(NULL, NULL, "-f", file[0], sizeof(file[0]), &flg));

  /* Load matrix A */
  PetscCall(PetscViewerBinaryOpen(PETSC_COMM_WORLD, file[0], FILE_MODE_READ, &fd));
  PetscCall(MatCreate(PETSC_COMM_WORLD, &A));
  PetscCall(MatSetType(A, MATSEQAIJ));
  PetscCall(MatLoad(A, fd));
  PetscCall(PetscViewerDestroy(&fd));
  PetscCall(MatGetSize(A, &m, &n));

  /* Check whether A is symmetric */
  PetscCall(PetscOptionsHasName(NULL, NULL, "-check_symmetry", &flg));
  if (flg) {
    Mat Trans;
    PetscCall(MatTranspose(A, MAT_INITIAL_MATRIX, &Trans));
    PetscCall(MatEqual(A, Trans, &isSymmetric));
    PetscCheck(isSymmetric, PETSC_COMM_SELF, PETSC_ERR_USER, "A must be symmetric");
    PetscCall(MatDestroy(&Trans));
  }

  /* Solve eigenvalue problem: A_dense*x = lambda*B*x */
  /*==================================================*/
  /* Convert aij matrix to MatSeqDense for LAPACK */
  PetscCall(MatConvert(A, MATSEQDENSE, MAT_INITIAL_MATRIX, &A_dense));

  PetscCall(PetscBLASIntCast(8 * n, &lwork));
  PetscCall(PetscBLASIntCast(n, &bn));
  PetscCall(PetscMalloc1(n, &evals));
  PetscCall(PetscMalloc1(lwork, &work));
  PetscCall(MatDenseGetArray(A_dense, &arrayA));

  if (!TestSYEVX) { /* test syev() */
    PetscCall(PetscPrintf(PETSC_COMM_SELF, " LAPACKsyev: compute all %" PetscInt_FMT " eigensolutions...\n", m));
    LAPACKsyev_("V", "U", &bn, arrayA, &bn, evals, work, &lwork, &lierr);
    evecs_array = arrayA;
    PetscCall(PetscBLASIntCast(m, &nevs));
    il = 1;
    PetscCall(PetscBLASIntCast(m, &iu));
  } else { /* test syevx()  */
    il = 1;
    PetscCall(PetscBLASIntCast(0.2 * m, &iu));
    PetscCall(PetscBLASIntCast(n, &in));
    PetscCall(PetscPrintf(PETSC_COMM_SELF, " LAPACKsyevx: compute %" PetscBLASInt_FMT " to %" PetscBLASInt_FMT "-th eigensolutions...\n", il, iu));
    PetscCall(PetscMalloc1(m * n + 1, &evecs_array));
    PetscCall(PetscMalloc1(6 * n + 1, &iwork));
    ifail = iwork + 5 * n;

    /* in the case "I", vl and vu are not referenced */
    vl = 0.0;
    vu = 8.0;
    LAPACKsyevx_("V", "I", "U", &bn, arrayA, &bn, &vl, &vu, &il, &iu, &abstol, &nevs, evals, evecs_array, &in, work, &lwork, iwork, ifail, &lierr);
    PetscCall(PetscFree(iwork));
  }
  PetscCall(MatDenseRestoreArray(A_dense, &arrayA));
  PetscCheck(nevs > 0, PETSC_COMM_SELF, PETSC_ERR_CONV_FAILED, "nev=%" PetscBLASInt_FMT ", no eigensolution has found", nevs);

  /* View eigenvalues */
  PetscCall(PetscOptionsHasName(NULL, NULL, "-eig_view", &flg));
  if (flg) {
    PetscCall(PetscPrintf(PETSC_COMM_SELF, " %" PetscBLASInt_FMT " evals: \n", nevs));
    for (i = 0; i < nevs; i++) PetscCall(PetscPrintf(PETSC_COMM_SELF, "%" PetscInt_FMT "  %g\n", (PetscInt)(i + il), (double)evals[i]));
  }

  /* Check residuals and orthogonality */
  PetscCall(PetscMalloc1(nevs + 1, &evecs));
  for (i = 0; i < nevs; i++) {
    PetscCall(VecCreate(PETSC_COMM_SELF, &evecs[i]));
    PetscCall(VecSetSizes(evecs[i], PETSC_DECIDE, n));
    PetscCall(VecSetFromOptions(evecs[i]));
    PetscCall(VecPlaceArray(evecs[i], evecs_array + i * n));
  }

  tols[0] = tols[1] = PETSC_SQRT_MACHINE_EPSILON;
  PetscCall(CkEigenSolutions(cklvl, A, il - 1, iu - 1, evals, evecs, tols));

  /* Free work space. */
  for (i = 0; i < nevs; i++) PetscCall(VecDestroy(&evecs[i]));
  PetscCall(PetscFree(evecs));
  PetscCall(MatDestroy(&A_dense));
  PetscCall(PetscFree(work));
  if (TestSYEVX) PetscCall(PetscFree(evecs_array));

  /* Compute SVD: A_dense = U*SIGMA*transpose(V),
     JOBU=JOBV='S':  the first min(m,n) columns of U and V are returned in the arrayU and arrayV; */
  /*==============================================================================================*/
  {
    /* Convert aij matrix to MatSeqDense for LAPACK */
    PetscScalar *arrayU, *arrayVT, *arrayErr, alpha = 1.0, beta = -1.0;
    Mat          Err;
    PetscBLASInt minMN, maxMN, im, in;
    PetscInt     j;
    PetscReal    norm;

    PetscCall(MatConvert(A, MATSEQDENSE, MAT_INITIAL_MATRIX, &A_dense));

    PetscCall(PetscBLASIntCast(PetscMin(m, n), &minMN));
    PetscCall(PetscBLASIntCast(PetscMax(m, n), &maxMN));
    PetscCall(PetscBLASIntCast(5 * minMN + maxMN, &lwork));
    PetscCall(PetscMalloc4(m * minMN, &arrayU, m * minMN, &arrayVT, m * minMN, &arrayErr, lwork, &work));

    /* Create matrix Err for checking error */
    PetscCall(MatCreate(PETSC_COMM_WORLD, &Err));
    PetscCall(MatSetSizes(Err, PETSC_DECIDE, PETSC_DECIDE, m, minMN));
    PetscCall(MatSetType(Err, MATSEQDENSE));
    PetscCall(MatSeqDenseSetPreallocation(Err, (PetscScalar *)arrayErr));

    /* Save A to arrayErr for checking accuracy later. arrayA will be destroyed by LAPACKgesvd_() */
    PetscCall(MatDenseGetArray(A_dense, &arrayA));
    PetscCall(PetscArraycpy(arrayErr, arrayA, m * minMN));

    PetscCall(PetscBLASIntCast(m, &im));
    PetscCall(PetscBLASIntCast(n, &in));
    /* Compute A = U*SIGMA*VT */
    LAPACKgesvd_("S", "S", &im, &in, arrayA, &im, evals, arrayU, &minMN, arrayVT, &minMN, work, &lwork, &lierr);
    PetscCall(MatDenseRestoreArray(A_dense, &arrayA));
    if (!lierr) {
      PetscCall(PetscPrintf(PETSC_COMM_SELF, " 1st 10 of %" PetscBLASInt_FMT " singular values: \n", minMN));
      for (i = 0; i < 10; i++) PetscCall(PetscPrintf(PETSC_COMM_SELF, "%" PetscInt_FMT "  %g\n", i, (double)evals[i]));
    } else {
      PetscCall(PetscPrintf(PETSC_COMM_SELF, "LAPACKgesvd_ fails!"));
    }

    /* Check Err = (U*Sigma*V^T - A) using BLASgemm() */
    /* U = U*Sigma */
    for (j = 0; j < minMN; j++) { /* U[:,j] = sigma[j]*U[:,j] */
      for (i = 0; i < m; i++) arrayU[j * m + i] *= evals[j];
    }
    /* Err = U*VT - A = alpha*U*VT + beta*Err */
    BLASgemm_("N", "N", &im, &minMN, &minMN, &alpha, arrayU, &im, arrayVT, &minMN, &beta, arrayErr, &im);
    PetscCall(MatNorm(Err, NORM_FROBENIUS, &norm));
    PetscCall(PetscPrintf(PETSC_COMM_SELF, " || U*Sigma*VT - A || = %g\n", (double)norm));

    PetscCall(PetscFree4(arrayU, arrayVT, arrayErr, work));
    PetscCall(PetscFree(evals));
    PetscCall(MatDestroy(&A_dense));
    PetscCall(MatDestroy(&Err));
  }

  PetscCall(MatDestroy(&A));
  PetscCall(PetscFinalize());
  return 0;
}
/*------------------------------------------------
  Check the accuracy of the eigen solution
  ----------------------------------------------- */
/*
  input:
     cklvl      - check level:
                    1: check residual
                    2: 1 and check B-orthogonality locally
     A          - matrix
     il,iu      - lower and upper index bound of eigenvalues
     eval, evec - eigenvalues and eigenvectors stored in this process
     tols[0]    - reporting tol_res: || A * evec[i] - eval[i]*evec[i] ||
     tols[1]    - reporting tol_orth: evec[i]^T*evec[j] - delta_ij
*/
PetscErrorCode CkEigenSolutions(PetscInt cklvl, Mat A, PetscInt il, PetscInt iu, PetscReal *eval, Vec *evec, PetscReal *tols)
{
  PetscInt  i, j, nev;
  Vec       vt1, vt2; /* tmp vectors */
  PetscReal norm, tmp, dot, norm_max, dot_max;

  PetscFunctionBegin;
  nev = iu - il;
  if (nev <= 0) PetscFunctionReturn(PETSC_SUCCESS);

  /*ierr = VecView(evec[0],PETSC_VIEWER_STDOUT_WORLD);*/
  PetscCall(VecDuplicate(evec[0], &vt1));
  PetscCall(VecDuplicate(evec[0], &vt2));

  switch (cklvl) {
  case 2:
    dot_max = 0.0;
    for (i = il; i < iu; i++) {
      PetscCall(VecCopy(evec[i], vt1));
      for (j = il; j < iu; j++) {
        PetscCall(VecDot(evec[j], vt1, &dot));
        if (j == i) {
          dot = PetscAbsScalar(dot - 1);
        } else {
          dot = PetscAbsScalar(dot);
        }
        if (dot > dot_max) dot_max = dot;
        if (dot > tols[1]) {
          PetscCall(VecNorm(evec[i], NORM_INFINITY, &norm));
          PetscCall(PetscPrintf(PETSC_COMM_SELF, "|delta(%" PetscInt_FMT ",%" PetscInt_FMT ")|: %g, norm: %g\n", i, j, (double)dot, (double)norm));
        }
      }
    }
    PetscCall(PetscPrintf(PETSC_COMM_SELF, "    max|(x_j^T*x_i) - delta_ji|: %g\n", (double)dot_max));

  case 1:
    norm_max = 0.0;
    for (i = il; i < iu; i++) {
      PetscCall(MatMult(A, evec[i], vt1));
      PetscCall(VecCopy(evec[i], vt2));
      tmp = -eval[i];
      PetscCall(VecAXPY(vt1, tmp, vt2));
      PetscCall(VecNorm(vt1, NORM_INFINITY, &norm));
      norm = PetscAbsScalar(norm);
      if (norm > norm_max) norm_max = norm;
      /* sniff, and bark if necessary */
      if (norm > tols[0]) PetscCall(PetscPrintf(PETSC_COMM_SELF, "  residual violation: %" PetscInt_FMT ", resi: %g\n", i, (double)norm));
    }
    PetscCall(PetscPrintf(PETSC_COMM_SELF, "    max_resi:                    %g\n", (double)norm_max));
    break;
  default:
    PetscCall(PetscPrintf(PETSC_COMM_SELF, "Error: cklvl=%" PetscInt_FMT " is not supported \n", cklvl));
  }
  PetscCall(VecDestroy(&vt2));
  PetscCall(VecDestroy(&vt1));
  PetscFunctionReturn(PETSC_SUCCESS);
}

/*TEST

   build:
      requires: !complex

   test:
      requires: datafilespath !complex double !defined(PETSC_USE_64BIT_INDICES)
      args: -f ${DATAFILESPATH}/matrices/small
      output_file: output/ex116_1.out

   test:
      suffix: 2
      requires: datafilespath !complex double !defined(PETSC_USE_64BIT_INDICES)
      args: -f ${DATAFILESPATH}/matrices/small -test_syev -check_symmetry

TEST*/