xref: /petsc/src/mat/tests/ex116.c (revision daa037dfd3c3bec8dc8659548d2b20b07c1dc6de)
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   PetscBool      isSymmetric;
23   PetscScalar    *arrayA,*evecs_array,*work,*evals;
24   PetscMPIInt    size;
25   PetscInt       m,n,i,cklvl=2;
26   PetscBLASInt   nevs,il,iu,in;
27   PetscReal      vl,vu,abstol=1.e-8;
28   PetscBLASInt   *iwork,*ifail,lwork,lierr,bn;
29   PetscReal      tols[2];
30 
31   PetscCall(PetscInitialize(&argc,&args,(char*)0,help));
32   PetscCallMPI(MPI_Comm_size(PETSC_COMM_WORLD,&size));
33   PetscCheck(size == 1,PETSC_COMM_WORLD,PETSC_ERR_WRONG_MPI_SIZE,"This is a uniprocessor example only!");
34 
35   PetscCall(PetscOptionsHasName(NULL,NULL, "-test_syev", &flg));
36   if (flg) {
37     TestSYEVX = PETSC_FALSE;
38   }
39 
40   /* Determine files from which we read the two matrices */
41   PetscCall(PetscOptionsGetString(NULL,NULL,"-f",file[0],sizeof(file[0]),&flg));
42 
43   /* Load matrix A */
44   PetscCall(PetscViewerBinaryOpen(PETSC_COMM_WORLD,file[0],FILE_MODE_READ,&fd));
45   PetscCall(MatCreate(PETSC_COMM_WORLD,&A));
46   PetscCall(MatSetType(A,MATSEQAIJ));
47   PetscCall(MatLoad(A,fd));
48   PetscCall(PetscViewerDestroy(&fd));
49   PetscCall(MatGetSize(A,&m,&n));
50 
51   /* Check whether A is symmetric */
52   PetscCall(PetscOptionsHasName(NULL,NULL, "-check_symmetry", &flg));
53   if (flg) {
54     Mat Trans;
55     PetscCall(MatTranspose(A,MAT_INITIAL_MATRIX, &Trans));
56     PetscCall(MatEqual(A, Trans, &isSymmetric));
57     PetscCheck(isSymmetric,PETSC_COMM_SELF,PETSC_ERR_USER,"A must be symmetric");
58     PetscCall(MatDestroy(&Trans));
59   }
60 
61   /* Solve eigenvalue problem: A_dense*x = lambda*B*x */
62   /*==================================================*/
63   /* Convert aij matrix to MatSeqDense for LAPACK */
64   PetscCall(MatConvert(A,MATSEQDENSE,MAT_INITIAL_MATRIX,&A_dense));
65 
66   PetscCall(PetscBLASIntCast(8*n,&lwork));
67   PetscCall(PetscBLASIntCast(n,&bn));
68   PetscCall(PetscMalloc1(n,&evals));
69   PetscCall(PetscMalloc1(lwork,&work));
70   PetscCall(MatDenseGetArray(A_dense,&arrayA));
71 
72   if (!TestSYEVX) { /* test syev() */
73     PetscCall(PetscPrintf(PETSC_COMM_SELF," LAPACKsyev: compute all %" PetscInt_FMT " eigensolutions...\n",m));
74     LAPACKsyev_("V","U",&bn,arrayA,&bn,evals,work,&lwork,&lierr);
75     evecs_array = arrayA;
76     PetscCall(PetscBLASIntCast(m,&nevs));
77     il          = 1;
78     PetscCall(PetscBLASIntCast(m,&iu));
79   } else { /* test syevx()  */
80     il   = 1;
81     PetscCall(PetscBLASIntCast(0.2*m,&iu));
82     PetscCall(PetscBLASIntCast(n,&in));
83     PetscCall(PetscPrintf(PETSC_COMM_SELF," LAPACKsyevx: compute %" PetscBLASInt_FMT " to %" PetscBLASInt_FMT "-th eigensolutions...\n",il,iu));
84     PetscCall(PetscMalloc1(m*n+1,&evecs_array));
85     PetscCall(PetscMalloc1(6*n+1,&iwork));
86     ifail = iwork + 5*n;
87 
88     /* in the case "I", vl and vu are not referenced */
89     vl = 0.0; vu = 8.0;
90     LAPACKsyevx_("V","I","U",&bn,arrayA,&bn,&vl,&vu,&il,&iu,&abstol,&nevs,evals,evecs_array,&in,work,&lwork,iwork,ifail,&lierr);
91     PetscCall(PetscFree(iwork));
92   }
93   PetscCall(MatDenseRestoreArray(A_dense,&arrayA));
94   PetscCheck(nevs > 0,PETSC_COMM_SELF,PETSC_ERR_CONV_FAILED, "nev=%" PetscBLASInt_FMT ", no eigensolution has found", nevs);
95 
96   /* View eigenvalues */
97   PetscCall(PetscOptionsHasName(NULL,NULL, "-eig_view", &flg));
98   if (flg) {
99     PetscCall(PetscPrintf(PETSC_COMM_SELF," %" PetscBLASInt_FMT " evals: \n",nevs));
100     for (i=0; i<nevs; i++) PetscCall(PetscPrintf(PETSC_COMM_SELF,"%" PetscInt_FMT "  %g\n",(PetscInt)(i+il),(double)evals[i]));
101   }
102 
103   /* Check residuals and orthogonality */
104   PetscCall(PetscMalloc1(nevs+1,&evecs));
105   for (i=0; i<nevs; i++) {
106     PetscCall(VecCreate(PETSC_COMM_SELF,&evecs[i]));
107     PetscCall(VecSetSizes(evecs[i],PETSC_DECIDE,n));
108     PetscCall(VecSetFromOptions(evecs[i]));
109     PetscCall(VecPlaceArray(evecs[i],evecs_array+i*n));
110   }
111 
112   tols[0] = tols[1] = PETSC_SQRT_MACHINE_EPSILON;
113   PetscCall(CkEigenSolutions(cklvl,A,il-1,iu-1,evals,evecs,tols));
114 
115   /* Free work space. */
116   for (i=0; i<nevs; i++) PetscCall(VecDestroy(&evecs[i]));
117   PetscCall(PetscFree(evecs));
118   PetscCall(MatDestroy(&A_dense));
119   PetscCall(PetscFree(work));
120   if (TestSYEVX) PetscCall(PetscFree(evecs_array));
121 
122   /* Compute SVD: A_dense = U*SIGMA*transpose(V),
123      JOBU=JOBV='S':  the first min(m,n) columns of U and V are returned in the arrayU and arrayV; */
124   /*==============================================================================================*/
125   {
126     /* Convert aij matrix to MatSeqDense for LAPACK */
127     PetscScalar  *arrayU,*arrayVT,*arrayErr,alpha=1.0,beta=-1.0;
128     Mat          Err;
129     PetscBLASInt minMN,maxMN,im,in;
130     PetscInt     j;
131     PetscReal    norm;
132 
133     PetscCall(MatConvert(A,MATSEQDENSE,MAT_INITIAL_MATRIX,&A_dense));
134 
135     minMN = PetscMin(m,n);
136     maxMN = PetscMax(m,n);
137     lwork = 5*minMN + maxMN;
138     PetscCall(PetscMalloc4(m*minMN,&arrayU,m*minMN,&arrayVT,m*minMN,&arrayErr,lwork,&work));
139 
140     /* Create matrix Err for checking error */
141     PetscCall(MatCreate(PETSC_COMM_WORLD,&Err));
142     PetscCall(MatSetSizes(Err,PETSC_DECIDE,PETSC_DECIDE,m,minMN));
143     PetscCall(MatSetType(Err,MATSEQDENSE));
144     PetscCall(MatSeqDenseSetPreallocation(Err,(PetscScalar*)arrayErr));
145 
146     /* Save A to arrayErr for checking accuracy later. arrayA will be destroyed by LAPACKgesvd_() */
147     PetscCall(MatDenseGetArray(A_dense,&arrayA));
148     PetscCall(PetscArraycpy(arrayErr,arrayA,m*minMN));
149 
150     PetscCall(PetscBLASIntCast(m,&im));
151     PetscCall(PetscBLASIntCast(n,&in));
152     /* Compute A = U*SIGMA*VT */
153     LAPACKgesvd_("S","S",&im,&in,arrayA,&im,evals,arrayU,&minMN,arrayVT,&minMN,work,&lwork,&lierr);
154     PetscCall(MatDenseRestoreArray(A_dense,&arrayA));
155     if (!lierr) {
156       PetscCall(PetscPrintf(PETSC_COMM_SELF," 1st 10 of %" PetscBLASInt_FMT " singular values: \n",minMN));
157       for (i=0; i<10; i++) PetscCall(PetscPrintf(PETSC_COMM_SELF,"%" PetscInt_FMT "  %g\n",i,(double)evals[i]));
158     } else {
159       PetscCall(PetscPrintf(PETSC_COMM_SELF,"LAPACKgesvd_ fails!"));
160     }
161 
162     /* Check Err = (U*Sigma*V^T - A) using BLASgemm() */
163     /* U = U*Sigma */
164     for (j=0; j<minMN; j++) { /* U[:,j] = sigma[j]*U[:,j] */
165       for (i=0; i<m; i++) arrayU[j*m+i] *= evals[j];
166     }
167     /* Err = U*VT - A = alpha*U*VT + beta*Err */
168     BLASgemm_("N","N",&im,&minMN,&minMN,&alpha,arrayU,&im,arrayVT,&minMN,&beta,arrayErr,&im);
169     PetscCall(MatNorm(Err,NORM_FROBENIUS,&norm));
170     PetscCall(PetscPrintf(PETSC_COMM_SELF," || U*Sigma*VT - A || = %g\n",(double)norm));
171 
172     PetscCall(PetscFree4(arrayU,arrayVT,arrayErr,work));
173     PetscCall(PetscFree(evals));
174     PetscCall(MatDestroy(&A_dense));
175     PetscCall(MatDestroy(&Err));
176   }
177 
178   PetscCall(MatDestroy(&A));
179   PetscCall(PetscFinalize());
180   return 0;
181 }
182 /*------------------------------------------------
183   Check the accuracy of the eigen solution
184   ----------------------------------------------- */
185 /*
186   input:
187      cklvl      - check level:
188                     1: check residual
189                     2: 1 and check B-orthogonality locally
190      A          - matrix
191      il,iu      - lower and upper index bound of eigenvalues
192      eval, evec - eigenvalues and eigenvectors stored in this process
193      tols[0]    - reporting tol_res: || A * evec[i] - eval[i]*evec[i] ||
194      tols[1]    - reporting tol_orth: evec[i]^T*evec[j] - delta_ij
195 */
196 PetscErrorCode CkEigenSolutions(PetscInt cklvl,Mat A,PetscInt il,PetscInt iu,PetscReal *eval,Vec *evec,PetscReal *tols)
197 {
198   PetscInt  i,j,nev;
199   Vec       vt1,vt2;    /* tmp vectors */
200   PetscReal norm,tmp,dot,norm_max,dot_max;
201 
202   PetscFunctionBegin;
203   nev = iu - il;
204   if (nev <= 0) PetscFunctionReturn(0);
205 
206   /*ierr = VecView(evec[0],PETSC_VIEWER_STDOUT_WORLD);*/
207   PetscCall(VecDuplicate(evec[0],&vt1));
208   PetscCall(VecDuplicate(evec[0],&vt2));
209 
210   switch (cklvl) {
211   case 2:
212     dot_max = 0.0;
213     for (i = il; i<iu; i++) {
214       PetscCall(VecCopy(evec[i], vt1));
215       for (j=il; j<iu; j++) {
216         PetscCall(VecDot(evec[j],vt1,&dot));
217         if (j == i) {
218           dot = PetscAbsScalar(dot - 1);
219         } else {
220           dot = PetscAbsScalar(dot);
221         }
222         if (dot > dot_max) dot_max = dot;
223         if (dot > tols[1]) {
224           PetscCall(VecNorm(evec[i],NORM_INFINITY,&norm));
225           PetscCall(PetscPrintf(PETSC_COMM_SELF,"|delta(%" PetscInt_FMT ",%" PetscInt_FMT ")|: %g, norm: %g\n",i,j,(double)dot,(double)norm));
226         }
227       }
228     }
229     PetscCall(PetscPrintf(PETSC_COMM_SELF,"    max|(x_j^T*x_i) - delta_ji|: %g\n",(double)dot_max));
230 
231   case 1:
232     norm_max = 0.0;
233     for (i = il; i< iu; i++) {
234       PetscCall(MatMult(A, evec[i], vt1));
235       PetscCall(VecCopy(evec[i], vt2));
236       tmp  = -eval[i];
237       PetscCall(VecAXPY(vt1,tmp,vt2));
238       PetscCall(VecNorm(vt1, NORM_INFINITY, &norm));
239       norm = PetscAbsScalar(norm);
240       if (norm > norm_max) norm_max = norm;
241       /* sniff, and bark if necessary */
242       if (norm > tols[0]) {
243         PetscCall(PetscPrintf(PETSC_COMM_SELF,"  residual violation: %" PetscInt_FMT ", resi: %g\n",i, (double)norm));
244       }
245     }
246     PetscCall(PetscPrintf(PETSC_COMM_SELF,"    max_resi:                    %g\n", (double)norm_max));
247     break;
248   default:
249     PetscCall(PetscPrintf(PETSC_COMM_SELF,"Error: cklvl=%" PetscInt_FMT " is not supported \n",cklvl));
250   }
251   PetscCall(VecDestroy(&vt2));
252   PetscCall(VecDestroy(&vt1));
253   PetscFunctionReturn(0);
254 }
255 
256 /*TEST
257 
258    build:
259       requires: !complex
260 
261    test:
262       requires: datafilespath !complex double !defined(PETSC_USE_64BIT_INDICES)
263       args: -f ${DATAFILESPATH}/matrices/small
264       output_file: output/ex116_1.out
265 
266    test:
267       suffix: 2
268       requires: datafilespath !complex double !defined(PETSC_USE_64BIT_INDICES)
269       args: -f ${DATAFILESPATH}/matrices/small -test_syev -check_symmetry
270 
271 TEST*/
272