xref: /petsc/src/mat/tests/ex120.c (revision 503c0ea9b45bcfbcebbb1ea5341243bbc69f0bea)
1 static char help[] = "Test LAPACK routine ZHEEV, ZHEEVX, ZHEGV and ZHEGVX. \n\
2 ZHEEV computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix A. \n\n";
3 
4 #include <petscmat.h>
5 #include <petscblaslapack.h>
6 
7 extern PetscErrorCode CkEigenSolutions(PetscInt,Mat,PetscInt,PetscInt,PetscReal*,Vec*,PetscReal*);
8 
9 int main(int argc,char **args)
10 {
11   Mat            A,A_dense,B;
12   Vec            *evecs;
13   PetscBool      flg,TestZHEEV=PETSC_TRUE,TestZHEEVX=PETSC_FALSE,TestZHEGV=PETSC_FALSE,TestZHEGVX=PETSC_FALSE;
14   PetscBool      isSymmetric;
15   PetscScalar    *arrayA,*arrayB,*evecs_array=NULL,*work;
16   PetscReal      *evals,*rwork;
17   PetscMPIInt    size;
18   PetscInt       m,i,j,cklvl=2;
19   PetscReal      vl,vu,abstol=1.e-8;
20   PetscBLASInt   nn,nevs,il,iu,*iwork,*ifail,lwork,lierr,bn,one=1;
21   PetscReal      tols[2];
22   PetscScalar    v,sigma2;
23   PetscRandom    rctx;
24   PetscReal      h2,sigma1 = 100.0;
25   PetscInt       dim,Ii,J,n = 6,use_random;
26 
27   PetscCall(PetscInitialize(&argc,&args,(char*)0,help));
28   PetscCallMPI(MPI_Comm_size(PETSC_COMM_WORLD,&size));
29   PetscCheck(size == 1,PETSC_COMM_WORLD,PETSC_ERR_SUP,"This is a uniprocessor example only!");
30 
31   PetscCall(PetscOptionsHasName(NULL,NULL, "-test_zheevx", &flg));
32   if (flg) {
33     TestZHEEV  = PETSC_FALSE;
34     TestZHEEVX = PETSC_TRUE;
35   }
36   PetscCall(PetscOptionsHasName(NULL,NULL, "-test_zhegv", &flg));
37   if (flg) {
38     TestZHEEV = PETSC_FALSE;
39     TestZHEGV = PETSC_TRUE;
40   }
41   PetscCall(PetscOptionsHasName(NULL,NULL, "-test_zhegvx", &flg));
42   if (flg) {
43     TestZHEEV  = PETSC_FALSE;
44     TestZHEGVX = PETSC_TRUE;
45   }
46 
47   PetscCall(PetscOptionsGetReal(NULL,NULL,"-sigma1",&sigma1,NULL));
48   PetscCall(PetscOptionsGetInt(NULL,NULL,"-n",&n,NULL));
49   dim  = n*n;
50 
51   PetscCall(MatCreate(PETSC_COMM_SELF,&A));
52   PetscCall(MatSetSizes(A,PETSC_DECIDE,PETSC_DECIDE,dim,dim));
53   PetscCall(MatSetType(A,MATSEQDENSE));
54   PetscCall(MatSetFromOptions(A));
55   PetscCall(MatSetUp(A));
56 
57   PetscCall(PetscOptionsHasName(NULL,NULL,"-norandom",&flg));
58   if (flg) use_random = 0;
59   else     use_random = 1;
60   if (use_random) {
61     PetscCall(PetscRandomCreate(PETSC_COMM_SELF,&rctx));
62     PetscCall(PetscRandomSetFromOptions(rctx));
63     PetscCall(PetscRandomSetInterval(rctx,0.0,PETSC_i));
64   } else {
65     sigma2 = 10.0*PETSC_i;
66   }
67   h2 = 1.0/((n+1)*(n+1));
68   for (Ii=0; Ii<dim; Ii++) {
69     v = -1.0; i = Ii/n; j = Ii - i*n;
70     if (i>0) {
71       J = Ii-n; PetscCall(MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES));
72     }
73     if (i<n-1) {
74       J = Ii+n; PetscCall(MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES));
75     }
76     if (j>0) {
77       J = Ii-1; PetscCall(MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES));
78     }
79     if (j<n-1) {
80       J = Ii+1; PetscCall(MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES));
81     }
82     if (use_random) PetscCall(PetscRandomGetValue(rctx,&sigma2));
83     v    = 4.0 - sigma1*h2;
84     PetscCall(MatSetValues(A,1,&Ii,1,&Ii,&v,ADD_VALUES));
85   }
86   /* make A complex Hermitian */
87   v    = sigma2*h2;
88   Ii   = 0; J = 1;
89   PetscCall(MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES));
90   v    = -sigma2*h2;
91   PetscCall(MatSetValues(A,1,&J,1,&Ii,&v,ADD_VALUES));
92   if (use_random) PetscCall(PetscRandomDestroy(&rctx));
93   PetscCall(MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY));
94   PetscCall(MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY));
95   m    = n = dim;
96 
97   /* Check whether A is symmetric */
98   PetscCall(PetscOptionsHasName(NULL,NULL, "-check_symmetry", &flg));
99   if (flg) {
100     Mat Trans;
101     PetscCall(MatTranspose(A,MAT_INITIAL_MATRIX, &Trans));
102     PetscCall(MatEqual(A, Trans, &isSymmetric));
103     PetscCheck(isSymmetric,PETSC_COMM_SELF,PETSC_ERR_USER,"A must be symmetric");
104     PetscCall(MatDestroy(&Trans));
105   }
106 
107   /* Convert aij matrix to MatSeqDense for LAPACK */
108   PetscCall(PetscObjectTypeCompare((PetscObject)A,MATSEQDENSE,&flg));
109   if (flg) {
110     PetscCall(MatDuplicate(A,MAT_COPY_VALUES,&A_dense));
111   } else {
112     PetscCall(MatConvert(A,MATSEQDENSE,MAT_INITIAL_MATRIX,&A_dense));
113   }
114 
115   PetscCall(MatCreate(PETSC_COMM_SELF,&B));
116   PetscCall(MatSetSizes(B,PETSC_DECIDE,PETSC_DECIDE,dim,dim));
117   PetscCall(MatSetType(B,MATSEQDENSE));
118   PetscCall(MatSetFromOptions(B));
119   PetscCall(MatSetUp(B));
120   v    = 1.0;
121   for (Ii=0; Ii<dim; Ii++) {
122     PetscCall(MatSetValues(B,1,&Ii,1,&Ii,&v,ADD_VALUES));
123   }
124 
125   /* Solve standard eigenvalue problem: A*x = lambda*x */
126   /*===================================================*/
127   PetscCall(PetscBLASIntCast(2*n,&lwork));
128   PetscCall(PetscBLASIntCast(n,&bn));
129   PetscCall(PetscMalloc1(n,&evals));
130   PetscCall(PetscMalloc1(lwork,&work));
131   PetscCall(MatDenseGetArray(A_dense,&arrayA));
132 
133   if (TestZHEEV) { /* test zheev() */
134     PetscCall(PetscPrintf(PETSC_COMM_WORLD," LAPACKsyev: compute all %" PetscInt_FMT " eigensolutions...\n",m));
135     PetscCall(PetscMalloc1(3*n-2,&rwork));
136     LAPACKsyev_("V","U",&bn,arrayA,&bn,evals,work,&lwork,rwork,&lierr);
137     PetscCall(PetscFree(rwork));
138 
139     evecs_array = arrayA;
140     nevs        = m;
141     il          =1; iu=m;
142   }
143   if (TestZHEEVX) {
144     il   = 1;
145     PetscCall(PetscBLASIntCast((0.2*m),&iu));
146     PetscCall(PetscPrintf(PETSC_COMM_WORLD," LAPACKsyevx: compute %d to %d-th eigensolutions...\n",il,iu));
147     PetscCall(PetscMalloc1(m*n+1,&evecs_array));
148     PetscCall(PetscMalloc1(7*n+1,&rwork));
149     PetscCall(PetscMalloc1(5*n+1,&iwork));
150     PetscCall(PetscMalloc1(n+1,&ifail));
151 
152     /* in the case "I", vl and vu are not referenced */
153     vl = 0.0; vu = 8.0;
154     PetscCall(PetscBLASIntCast(n,&nn));
155     LAPACKsyevx_("V","I","U",&bn,arrayA,&bn,&vl,&vu,&il,&iu,&abstol,&nevs,evals,evecs_array,&nn,work,&lwork,rwork,iwork,ifail,&lierr);
156     PetscCall(PetscFree(iwork));
157     PetscCall(PetscFree(ifail));
158     PetscCall(PetscFree(rwork));
159   }
160   if (TestZHEGV) {
161     PetscCall(PetscPrintf(PETSC_COMM_WORLD," LAPACKsygv: compute all %" PetscInt_FMT " eigensolutions...\n",m));
162     PetscCall(PetscMalloc1(3*n+1,&rwork));
163     PetscCall(MatDenseGetArray(B,&arrayB));
164     LAPACKsygv_(&one,"V","U",&bn,arrayA,&bn,arrayB,&bn,evals,work,&lwork,rwork,&lierr);
165     evecs_array = arrayA;
166     nevs        = m;
167     il          = 1; iu=m;
168     PetscCall(MatDenseRestoreArray(B,&arrayB));
169     PetscCall(PetscFree(rwork));
170   }
171   if (TestZHEGVX) {
172     il   = 1;
173     PetscCall(PetscBLASIntCast((0.2*m),&iu));
174     PetscCall(PetscPrintf(PETSC_COMM_WORLD," LAPACKsygv: compute %d to %d-th eigensolutions...\n",il,iu));
175     PetscCall(PetscMalloc1(m*n+1,&evecs_array));
176     PetscCall(PetscMalloc1(6*n+1,&iwork));
177     ifail = iwork + 5*n;
178     PetscCall(PetscMalloc1(7*n+1,&rwork));
179     PetscCall(MatDenseGetArray(B,&arrayB));
180     vl    = 0.0; vu = 8.0;
181     PetscCall(PetscBLASIntCast(n,&nn));
182     LAPACKsygvx_(&one,"V","I","U",&bn,arrayA,&bn,arrayB,&bn,&vl,&vu,&il,&iu,&abstol,&nevs,evals,evecs_array,&nn,work,&lwork,rwork,iwork,ifail,&lierr);
183     PetscCall(MatDenseRestoreArray(B,&arrayB));
184     PetscCall(PetscFree(iwork));
185     PetscCall(PetscFree(rwork));
186   }
187   PetscCall(MatDenseRestoreArray(A_dense,&arrayA));
188   PetscCheck(nevs > 0,PETSC_COMM_SELF,PETSC_ERR_CONV_FAILED, "nev=%d, no eigensolution has found", nevs);
189 
190   /* View evals */
191   PetscCall(PetscOptionsHasName(NULL,NULL, "-eig_view", &flg));
192   if (flg) {
193     PetscCall(PetscPrintf(PETSC_COMM_WORLD," %d evals: \n",nevs));
194     for (i=0; i<nevs; i++) PetscCall(PetscPrintf(PETSC_COMM_WORLD,"%" PetscInt_FMT "  %g\n",i+il,(double)evals[i]));
195   }
196 
197   /* Check residuals and orthogonality */
198   PetscCall(PetscMalloc1(nevs+1,&evecs));
199   for (i=0; i<nevs; i++) {
200     PetscCall(VecCreate(PETSC_COMM_SELF,&evecs[i]));
201     PetscCall(VecSetSizes(evecs[i],PETSC_DECIDE,n));
202     PetscCall(VecSetFromOptions(evecs[i]));
203     PetscCall(VecPlaceArray(evecs[i],evecs_array+i*n));
204   }
205 
206   tols[0] = PETSC_SQRT_MACHINE_EPSILON;  tols[1] = PETSC_SQRT_MACHINE_EPSILON;
207   PetscCall(CkEigenSolutions(cklvl,A,il-1,iu-1,evals,evecs,tols));
208   for (i=0; i<nevs; i++) PetscCall(VecDestroy(&evecs[i]));
209   PetscCall(PetscFree(evecs));
210 
211   /* Free work space. */
212   if (TestZHEEVX || TestZHEGVX) {
213     PetscCall(PetscFree(evecs_array));
214   }
215   PetscCall(PetscFree(evals));
216   PetscCall(PetscFree(work));
217   PetscCall(MatDestroy(&A_dense));
218   PetscCall(MatDestroy(&A));
219   PetscCall(MatDestroy(&B));
220   PetscCall(PetscFinalize());
221   return 0;
222 }
223 /*------------------------------------------------
224   Check the accuracy of the eigen solution
225   ----------------------------------------------- */
226 /*
227   input:
228      cklvl      - check level:
229                     1: check residual
230                     2: 1 and check B-orthogonality locally
231      A          - matrix
232      il,iu      - lower and upper index bound of eigenvalues
233      eval, evec - eigenvalues and eigenvectors stored in this process
234      tols[0]    - reporting tol_res: || A * evec[i] - eval[i]*evec[i] ||
235      tols[1]    - reporting tol_orth: evec[i]^T*evec[j] - delta_ij
236 */
237 PetscErrorCode CkEigenSolutions(PetscInt cklvl,Mat A,PetscInt il,PetscInt iu,PetscReal *eval,Vec *evec,PetscReal *tols)
238 {
239   PetscInt    i,j,nev;
240   Vec         vt1,vt2;  /* tmp vectors */
241   PetscReal   norm,tmp,norm_max,dot_max,rdot;
242   PetscScalar dot;
243 
244   PetscFunctionBegin;
245   nev = iu - il;
246   if (nev <= 0) PetscFunctionReturn(0);
247 
248   PetscCall(VecDuplicate(evec[0],&vt1));
249   PetscCall(VecDuplicate(evec[0],&vt2));
250 
251   switch (cklvl) {
252   case 2:
253     dot_max = 0.0;
254     for (i = il; i<iu; i++) {
255       PetscCall(VecCopy(evec[i], vt1));
256       for (j=il; j<iu; j++) {
257         PetscCall(VecDot(evec[j],vt1,&dot));
258         if (j == i) {
259           rdot = PetscAbsScalar(dot - (PetscScalar)1.0);
260         } else {
261           rdot = PetscAbsScalar(dot);
262         }
263         if (rdot > dot_max) dot_max = rdot;
264         if (rdot > tols[1]) {
265           PetscCall(VecNorm(evec[i],NORM_INFINITY,&norm));
266           PetscCall(PetscPrintf(PETSC_COMM_SELF,"|delta(%" PetscInt_FMT ",%" PetscInt_FMT ")|: %g, norm: %g\n",i,j,(double)rdot,(double)norm));
267         }
268       }
269     }
270     PetscCall(PetscPrintf(PETSC_COMM_SELF,"    max|(x_j^T*x_i) - delta_ji|: %g\n",(double)dot_max));
271 
272   case 1:
273     norm_max = 0.0;
274     for (i = il; i< iu; i++) {
275       PetscCall(MatMult(A, evec[i], vt1));
276       PetscCall(VecCopy(evec[i], vt2));
277       tmp  = -eval[i];
278       PetscCall(VecAXPY(vt1,tmp,vt2));
279       PetscCall(VecNorm(vt1, NORM_INFINITY, &norm));
280       norm = PetscAbs(norm);
281       if (norm > norm_max) norm_max = norm;
282       /* sniff, and bark if necessary */
283       if (norm > tols[0]) {
284         PetscCall(PetscPrintf(PETSC_COMM_WORLD,"  residual violation: %" PetscInt_FMT ", resi: %g\n",i, norm));
285       }
286     }
287     PetscCall(PetscPrintf(PETSC_COMM_SELF,"    max_resi:                    %g\n", (double)norm_max));
288     break;
289   default:
290     PetscCall(PetscPrintf(PETSC_COMM_SELF,"Error: cklvl=%" PetscInt_FMT " is not supported \n",cklvl));
291   }
292   PetscCall(VecDestroy(&vt2));
293   PetscCall(VecDestroy(&vt1));
294   PetscFunctionReturn(0);
295 }
296 
297 /*TEST
298 
299    build:
300       requires: complex
301 
302    test:
303 
304    test:
305       suffix: 2
306       args: -test_zheevx
307 
308    test:
309       suffix: 3
310       args: -test_zhegv
311 
312    test:
313       suffix: 4
314       args: -test_zhegvx
315 
316 TEST*/
317