xref: /petsc/src/mat/tests/ex116.c (revision 2fa40bb9206b96114faa7cb222621ec184d31cd2)
1 static char help[] = "Test LAPACK routine DSYEV() or DSYEVX(). \n\
2 Reads PETSc matrix A \n\
3 then computes selected eigenvalues, and optionally, eigenvectors of \n\
4 a real generalized symmetric-definite eigenproblem \n\
5  A*x = lambda*x \n\
6 Input parameters include\n\
7   -f <input_file> : file to load\n\
8 e.g. ./ex116 -f $DATAFILESPATH/matrices/small  \n\n";
9 
10 #include <petscmat.h>
11 #include <petscblaslapack.h>
12 
13 extern PetscErrorCode CkEigenSolutions(PetscInt,Mat,PetscInt,PetscInt,PetscReal*,Vec*,PetscReal*);
14 
15 int main(int argc,char **args)
16 {
17   Mat            A,A_dense;
18   Vec            *evecs;
19   PetscViewer    fd;                /* viewer */
20   char           file[1][PETSC_MAX_PATH_LEN];     /* input file name */
21   PetscBool      flg,TestSYEVX=PETSC_TRUE;
22   PetscErrorCode ierr;
23   PetscBool      isSymmetric;
24   PetscScalar    *arrayA,*evecs_array,*work,*evals;
25   PetscMPIInt    size;
26   PetscInt       m,n,i,cklvl=2;
27   PetscBLASInt   nevs,il,iu,in;
28   PetscReal      vl,vu,abstol=1.e-8;
29   PetscBLASInt   *iwork,*ifail,lwork,lierr,bn;
30   PetscReal      tols[2];
31 
32   ierr = PetscInitialize(&argc,&args,(char*)0,help);if (ierr) return ierr;
33   ierr = MPI_Comm_size(PETSC_COMM_WORLD,&size);CHKERRMPI(ierr);
34   if (size != 1) SETERRQ(PETSC_COMM_WORLD,PETSC_ERR_SUP,"This is a uniprocessor example only!");
35 
36   ierr = PetscOptionsHasName(NULL,NULL, "-test_syev", &flg);CHKERRQ(ierr);
37   if (flg) {
38     TestSYEVX = PETSC_FALSE;
39   }
40 
41   /* Determine files from which we read the two matrices */
42   ierr = PetscOptionsGetString(NULL,NULL,"-f",file[0],sizeof(file[0]),&flg);CHKERRQ(ierr);
43 
44   /* Load matrix A */
45   ierr = PetscViewerBinaryOpen(PETSC_COMM_WORLD,file[0],FILE_MODE_READ,&fd);CHKERRQ(ierr);
46   ierr = MatCreate(PETSC_COMM_WORLD,&A);CHKERRQ(ierr);
47   ierr = MatSetType(A,MATSEQAIJ);CHKERRQ(ierr);
48   ierr = MatLoad(A,fd);CHKERRQ(ierr);
49   ierr = PetscViewerDestroy(&fd);CHKERRQ(ierr);
50   ierr = MatGetSize(A,&m,&n);CHKERRQ(ierr);
51 
52   /* Check whether A is symmetric */
53   ierr = PetscOptionsHasName(NULL,NULL, "-check_symmetry", &flg);CHKERRQ(ierr);
54   if (flg) {
55     Mat Trans;
56     ierr = MatTranspose(A,MAT_INITIAL_MATRIX, &Trans);CHKERRQ(ierr);
57     ierr = MatEqual(A, Trans, &isSymmetric);CHKERRQ(ierr);
58     if (!isSymmetric) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_USER,"A must be symmetric");
59     ierr = MatDestroy(&Trans);CHKERRQ(ierr);
60   }
61 
62   /* Solve eigenvalue problem: A_dense*x = lambda*B*x */
63   /*==================================================*/
64   /* Convert aij matrix to MatSeqDense for LAPACK */
65   ierr = MatConvert(A,MATSEQDENSE,MAT_INITIAL_MATRIX,&A_dense);CHKERRQ(ierr);
66 
67   ierr = PetscBLASIntCast(8*n,&lwork);CHKERRQ(ierr);
68   ierr = PetscBLASIntCast(n,&bn);CHKERRQ(ierr);
69   ierr = PetscMalloc1(n,&evals);CHKERRQ(ierr);
70   ierr = PetscMalloc1(lwork,&work);CHKERRQ(ierr);
71   ierr = MatDenseGetArray(A_dense,&arrayA);CHKERRQ(ierr);
72 
73   if (!TestSYEVX) { /* test syev() */
74     ierr = PetscPrintf(PETSC_COMM_SELF," LAPACKsyev: compute all %D eigensolutions...\n",m);CHKERRQ(ierr);
75     LAPACKsyev_("V","U",&bn,arrayA,&bn,evals,work,&lwork,&lierr);
76     evecs_array = arrayA;
77     ierr        = PetscBLASIntCast(m,&nevs);CHKERRQ(ierr);
78     il          = 1;
79     ierr        = PetscBLASIntCast(m,&iu);CHKERRQ(ierr);
80   } else { /* test syevx()  */
81     il   = 1;
82     ierr = PetscBLASIntCast(0.2*m,&iu);CHKERRQ(ierr);
83     ierr = PetscBLASIntCast(n,&in);CHKERRQ(ierr);
84     ierr = PetscPrintf(PETSC_COMM_SELF," LAPACKsyevx: compute %d to %d-th eigensolutions...\n",il,iu);CHKERRQ(ierr);
85     ierr  = PetscMalloc1(m*n+1,&evecs_array);CHKERRQ(ierr);
86     ierr  = PetscMalloc1(6*n+1,&iwork);CHKERRQ(ierr);
87     ifail = iwork + 5*n;
88 
89     /* in the case "I", vl and vu are not referenced */
90     vl = 0.0; vu = 8.0;
91     LAPACKsyevx_("V","I","U",&bn,arrayA,&bn,&vl,&vu,&il,&iu,&abstol,&nevs,evals,evecs_array,&in,work,&lwork,iwork,ifail,&lierr);
92     ierr = PetscFree(iwork);CHKERRQ(ierr);
93   }
94   ierr = MatDenseRestoreArray(A_dense,&arrayA);CHKERRQ(ierr);
95   if (nevs <= 0) SETERRQ1(PETSC_COMM_SELF,PETSC_ERR_CONV_FAILED, "nev=%D, no eigensolution has found", nevs);
96 
97   /* View eigenvalues */
98   ierr = PetscOptionsHasName(NULL,NULL, "-eig_view", &flg);CHKERRQ(ierr);
99   if (flg) {
100     ierr = PetscPrintf(PETSC_COMM_SELF," %D evals: \n",nevs);CHKERRQ(ierr);
101     for (i=0; i<nevs; i++) {ierr = PetscPrintf(PETSC_COMM_SELF,"%D  %g\n",i+il,(double)evals[i]);CHKERRQ(ierr);}
102   }
103 
104   /* Check residuals and orthogonality */
105   ierr = PetscMalloc1(nevs+1,&evecs);CHKERRQ(ierr);
106   for (i=0; i<nevs; i++) {
107     ierr = VecCreate(PETSC_COMM_SELF,&evecs[i]);CHKERRQ(ierr);
108     ierr = VecSetSizes(evecs[i],PETSC_DECIDE,n);CHKERRQ(ierr);
109     ierr = VecSetFromOptions(evecs[i]);CHKERRQ(ierr);
110     ierr = VecPlaceArray(evecs[i],evecs_array+i*n);CHKERRQ(ierr);
111   }
112 
113   tols[0] = tols[1] = PETSC_SQRT_MACHINE_EPSILON;
114   ierr    = CkEigenSolutions(cklvl,A,il-1,iu-1,evals,evecs,tols);CHKERRQ(ierr);
115 
116   /* Free work space. */
117   for (i=0; i<nevs; i++) { ierr = VecDestroy(&evecs[i]);CHKERRQ(ierr);}
118   ierr = PetscFree(evecs);CHKERRQ(ierr);
119   ierr = MatDestroy(&A_dense);CHKERRQ(ierr);
120   ierr = PetscFree(work);CHKERRQ(ierr);
121   if (TestSYEVX) {ierr = PetscFree(evecs_array);CHKERRQ(ierr);}
122 
123   /* Compute SVD: A_dense = U*SIGMA*transpose(V),
124      JOBU=JOBV='S':  the first min(m,n) columns of U and V are returned in the arrayU and arrayV; */
125   /*==============================================================================================*/
126   {
127     /* Convert aij matrix to MatSeqDense for LAPACK */
128     PetscScalar  *arrayU,*arrayVT,*arrayErr,alpha=1.0,beta=-1.0;
129     Mat          Err;
130     PetscBLASInt minMN,maxMN,im,in;
131     PetscInt     j;
132     PetscReal    norm;
133 
134     ierr = MatConvert(A,MATSEQDENSE,MAT_INITIAL_MATRIX,&A_dense);CHKERRQ(ierr);
135 
136     minMN = PetscMin(m,n);
137     maxMN = PetscMax(m,n);
138     lwork = 5*minMN + maxMN;
139     ierr  = PetscMalloc4(m*minMN,&arrayU,m*minMN,&arrayVT,m*minMN,&arrayErr,lwork,&work);CHKERRQ(ierr);
140 
141     /* Create matrix Err for checking error */
142     ierr = MatCreate(PETSC_COMM_WORLD,&Err);CHKERRQ(ierr);
143     ierr = MatSetSizes(Err,PETSC_DECIDE,PETSC_DECIDE,m,minMN);CHKERRQ(ierr);
144     ierr = MatSetType(Err,MATSEQDENSE);CHKERRQ(ierr);
145     ierr = MatSeqDenseSetPreallocation(Err,(PetscScalar*)arrayErr);CHKERRQ(ierr);
146 
147     /* Save A to arrayErr for checking accuracy later. arrayA will be destroyed by LAPACKgesvd_() */
148     ierr = MatDenseGetArray(A_dense,&arrayA);CHKERRQ(ierr);
149     ierr = PetscArraycpy(arrayErr,arrayA,m*minMN);CHKERRQ(ierr);
150 
151     ierr = PetscBLASIntCast(m,&im);CHKERRQ(ierr);
152     ierr = PetscBLASIntCast(n,&in);CHKERRQ(ierr);
153     /* Compute A = U*SIGMA*VT */
154     LAPACKgesvd_("S","S",&im,&in,arrayA,&im,evals,arrayU,&minMN,arrayVT,&minMN,work,&lwork,&lierr);
155     ierr = MatDenseRestoreArray(A_dense,&arrayA);CHKERRQ(ierr);
156     if (!lierr) {
157       ierr = PetscPrintf(PETSC_COMM_SELF," 1st 10 of %d singular values: \n",minMN);CHKERRQ(ierr);
158       for (i=0; i<10; i++) {ierr = PetscPrintf(PETSC_COMM_SELF,"%D  %g\n",i,(double)evals[i]);CHKERRQ(ierr);}
159     } else {
160       ierr = PetscPrintf(PETSC_COMM_SELF,"LAPACKgesvd_ fails!");CHKERRQ(ierr);
161     }
162 
163     /* Check Err = (U*Sigma*V^T - A) using BLASgemm() */
164     /* U = U*Sigma */
165     for (j=0; j<minMN; j++) { /* U[:,j] = sigma[j]*U[:,j] */
166       for (i=0; i<m; i++) arrayU[j*m+i] *= evals[j];
167     }
168     /* Err = U*VT - A = alpha*U*VT + beta*Err */
169     BLASgemm_("N","N",&im,&minMN,&minMN,&alpha,arrayU,&im,arrayVT,&minMN,&beta,arrayErr,&im);
170     ierr = MatNorm(Err,NORM_FROBENIUS,&norm);CHKERRQ(ierr);
171     ierr = PetscPrintf(PETSC_COMM_SELF," || U*Sigma*VT - A || = %g\n",(double)norm);CHKERRQ(ierr);
172 
173     ierr = PetscFree4(arrayU,arrayVT,arrayErr,work);CHKERRQ(ierr);
174     ierr = PetscFree(evals);CHKERRQ(ierr);
175     ierr = MatDestroy(&A_dense);CHKERRQ(ierr);
176     ierr = MatDestroy(&Err);CHKERRQ(ierr);
177   }
178 
179   ierr = MatDestroy(&A);CHKERRQ(ierr);
180   ierr = PetscFinalize();
181   return ierr;
182 }
183 /*------------------------------------------------
184   Check the accuracy of the eigen solution
185   ----------------------------------------------- */
186 /*
187   input:
188      cklvl      - check level:
189                     1: check residual
190                     2: 1 and check B-orthogonality locally
191      A          - matrix
192      il,iu      - lower and upper index bound of eigenvalues
193      eval, evec - eigenvalues and eigenvectors stored in this process
194      tols[0]    - reporting tol_res: || A * evec[i] - eval[i]*evec[i] ||
195      tols[1]    - reporting tol_orth: evec[i]^T*evec[j] - delta_ij
196 */
197 PetscErrorCode CkEigenSolutions(PetscInt cklvl,Mat A,PetscInt il,PetscInt iu,PetscReal *eval,Vec *evec,PetscReal *tols)
198 {
199   PetscInt  ierr,i,j,nev;
200   Vec       vt1,vt2;    /* tmp vectors */
201   PetscReal norm,tmp,dot,norm_max,dot_max;
202 
203   PetscFunctionBegin;
204   nev = iu - il;
205   if (nev <= 0) PetscFunctionReturn(0);
206 
207   /*ierr = VecView(evec[0],PETSC_VIEWER_STDOUT_WORLD);*/
208   ierr = VecDuplicate(evec[0],&vt1);CHKERRQ(ierr);
209   ierr = VecDuplicate(evec[0],&vt2);CHKERRQ(ierr);
210 
211   switch (cklvl) {
212   case 2:
213     dot_max = 0.0;
214     for (i = il; i<iu; i++) {
215       ierr = VecCopy(evec[i], vt1);CHKERRQ(ierr);
216       for (j=il; j<iu; j++) {
217         ierr = VecDot(evec[j],vt1,&dot);CHKERRQ(ierr);
218         if (j == i) {
219           dot = PetscAbsScalar(dot - 1);
220         } else {
221           dot = PetscAbsScalar(dot);
222         }
223         if (dot > dot_max) dot_max = dot;
224         if (dot > tols[1]) {
225           ierr = VecNorm(evec[i],NORM_INFINITY,&norm);CHKERRQ(ierr);
226           ierr = PetscPrintf(PETSC_COMM_SELF,"|delta(%D,%D)|: %g, norm: %g\n",i,j,(double)dot,(double)norm);CHKERRQ(ierr);
227         }
228       }
229     }
230     ierr = PetscPrintf(PETSC_COMM_SELF,"    max|(x_j^T*x_i) - delta_ji|: %g\n",(double)dot_max);CHKERRQ(ierr);
231 
232   case 1:
233     norm_max = 0.0;
234     for (i = il; i< iu; i++) {
235       ierr = MatMult(A, evec[i], vt1);CHKERRQ(ierr);
236       ierr = VecCopy(evec[i], vt2);CHKERRQ(ierr);
237       tmp  = -eval[i];
238       ierr = VecAXPY(vt1,tmp,vt2);CHKERRQ(ierr);
239       ierr = VecNorm(vt1, NORM_INFINITY, &norm);CHKERRQ(ierr);
240       norm = PetscAbsScalar(norm);
241       if (norm > norm_max) norm_max = norm;
242       /* sniff, and bark if necessary */
243       if (norm > tols[0]) {
244         ierr = PetscPrintf(PETSC_COMM_SELF,"  residual violation: %D, resi: %g\n",i, norm);CHKERRQ(ierr);
245       }
246     }
247     ierr = PetscPrintf(PETSC_COMM_SELF,"    max_resi:                    %g\n", (double)norm_max);CHKERRQ(ierr);
248     break;
249   default:
250     ierr = PetscPrintf(PETSC_COMM_SELF,"Error: cklvl=%D is not supported \n",cklvl);CHKERRQ(ierr);
251   }
252   ierr = VecDestroy(&vt2);CHKERRQ(ierr);
253   ierr = VecDestroy(&vt1);CHKERRQ(ierr);
254   PetscFunctionReturn(0);
255 }
256 
257 /*TEST
258 
259    build:
260       requires: !complex
261 
262    test:
263       requires: datafilespath !complex double !defined(PETSC_USE_64BIT_INDICES)
264       args: -f ${DATAFILESPATH}/matrices/small
265       output_file: output/ex116_1.out
266 
267    test:
268       suffix: 2
269       requires: datafilespath !complex double !defined(PETSC_USE_64BIT_INDICES)
270       args: -f ${DATAFILESPATH}/matrices/small -test_syev -check_symmetry
271 
272 TEST*/
273