xref: /petsc/src/mat/tests/ex120.c (revision 7d5fd1e4d9337468ad3f05b65b7facdcd2dfd2a4)
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   PetscErrorCode ierr;
15   PetscBool      isSymmetric;
16   PetscScalar    *arrayA,*arrayB,*evecs_array=NULL,*work;
17   PetscReal      *evals,*rwork;
18   PetscMPIInt    size;
19   PetscInt       m,i,j,cklvl=2;
20   PetscReal      vl,vu,abstol=1.e-8;
21   PetscBLASInt   nn,nevs,il,iu,*iwork,*ifail,lwork,lierr,bn,one=1;
22   PetscReal      tols[2];
23   PetscScalar    v,sigma2;
24   PetscRandom    rctx;
25   PetscReal      h2,sigma1 = 100.0;
26   PetscInt       dim,Ii,J,n = 6,use_random;
27 
28   ierr = PetscInitialize(&argc,&args,(char*)0,help);if (ierr) return ierr;
29   ierr = MPI_Comm_size(PETSC_COMM_WORLD,&size);CHKERRMPI(ierr);
30   if (size != 1) SETERRQ(PETSC_COMM_WORLD,PETSC_ERR_SUP,"This is a uniprocessor example only!");
31 
32   ierr = PetscOptionsHasName(NULL,NULL, "-test_zheevx", &flg);CHKERRQ(ierr);
33   if (flg) {
34     TestZHEEV  = PETSC_FALSE;
35     TestZHEEVX = PETSC_TRUE;
36   }
37   ierr = PetscOptionsHasName(NULL,NULL, "-test_zhegv", &flg);CHKERRQ(ierr);
38   if (flg) {
39     TestZHEEV = PETSC_FALSE;
40     TestZHEGV = PETSC_TRUE;
41   }
42   ierr = PetscOptionsHasName(NULL,NULL, "-test_zhegvx", &flg);CHKERRQ(ierr);
43   if (flg) {
44     TestZHEEV  = PETSC_FALSE;
45     TestZHEGVX = PETSC_TRUE;
46   }
47 
48   ierr = PetscOptionsGetReal(NULL,NULL,"-sigma1",&sigma1,NULL);CHKERRQ(ierr);
49   ierr = PetscOptionsGetInt(NULL,NULL,"-n",&n,NULL);CHKERRQ(ierr);
50   dim  = n*n;
51 
52   ierr = MatCreate(PETSC_COMM_SELF,&A);CHKERRQ(ierr);
53   ierr = MatSetSizes(A,PETSC_DECIDE,PETSC_DECIDE,dim,dim);CHKERRQ(ierr);
54   ierr = MatSetType(A,MATSEQDENSE);CHKERRQ(ierr);
55   ierr = MatSetFromOptions(A);CHKERRQ(ierr);
56   ierr = MatSetUp(A);CHKERRQ(ierr);
57 
58   ierr = PetscOptionsHasName(NULL,NULL,"-norandom",&flg);CHKERRQ(ierr);
59   if (flg) use_random = 0;
60   else     use_random = 1;
61   if (use_random) {
62     ierr = PetscRandomCreate(PETSC_COMM_SELF,&rctx);CHKERRQ(ierr);
63     ierr = PetscRandomSetFromOptions(rctx);CHKERRQ(ierr);
64     ierr = PetscRandomSetInterval(rctx,0.0,PETSC_i);CHKERRQ(ierr);
65   } else {
66     sigma2 = 10.0*PETSC_i;
67   }
68   h2 = 1.0/((n+1)*(n+1));
69   for (Ii=0; Ii<dim; Ii++) {
70     v = -1.0; i = Ii/n; j = Ii - i*n;
71     if (i>0) {
72       J = Ii-n; ierr = MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES);CHKERRQ(ierr);
73     }
74     if (i<n-1) {
75       J = Ii+n; ierr = MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES);CHKERRQ(ierr);
76     }
77     if (j>0) {
78       J = Ii-1; ierr = MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES);CHKERRQ(ierr);
79     }
80     if (j<n-1) {
81       J = Ii+1; ierr = MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES);CHKERRQ(ierr);
82     }
83     if (use_random) {ierr = PetscRandomGetValue(rctx,&sigma2);CHKERRQ(ierr);}
84     v    = 4.0 - sigma1*h2;
85     ierr = MatSetValues(A,1,&Ii,1,&Ii,&v,ADD_VALUES);CHKERRQ(ierr);
86   }
87   /* make A complex Hermitian */
88   v    = sigma2*h2;
89   Ii   = 0; J = 1;
90   ierr = MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES);CHKERRQ(ierr);
91   v    = -sigma2*h2;
92   ierr = MatSetValues(A,1,&J,1,&Ii,&v,ADD_VALUES);CHKERRQ(ierr);
93   if (use_random) {ierr = PetscRandomDestroy(&rctx);CHKERRQ(ierr);}
94   ierr = MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
95   ierr = MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
96   m    = n = dim;
97 
98   /* Check whether A is symmetric */
99   ierr = PetscOptionsHasName(NULL,NULL, "-check_symmetry", &flg);CHKERRQ(ierr);
100   if (flg) {
101     Mat Trans;
102     ierr = MatTranspose(A,MAT_INITIAL_MATRIX, &Trans);CHKERRQ(ierr);
103     ierr = MatEqual(A, Trans, &isSymmetric);CHKERRQ(ierr);
104     if (!isSymmetric) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_USER,"A must be symmetric");
105     ierr = MatDestroy(&Trans);CHKERRQ(ierr);
106   }
107 
108   /* Convert aij matrix to MatSeqDense for LAPACK */
109   ierr = PetscObjectTypeCompare((PetscObject)A,MATSEQDENSE,&flg);CHKERRQ(ierr);
110   if (flg) {
111     ierr = MatDuplicate(A,MAT_COPY_VALUES,&A_dense);CHKERRQ(ierr);
112   } else {
113     ierr = MatConvert(A,MATSEQDENSE,MAT_INITIAL_MATRIX,&A_dense);CHKERRQ(ierr);
114   }
115 
116   ierr = MatCreate(PETSC_COMM_SELF,&B);CHKERRQ(ierr);
117   ierr = MatSetSizes(B,PETSC_DECIDE,PETSC_DECIDE,dim,dim);CHKERRQ(ierr);
118   ierr = MatSetType(B,MATSEQDENSE);CHKERRQ(ierr);
119   ierr = MatSetFromOptions(B);CHKERRQ(ierr);
120   ierr = MatSetUp(B);CHKERRQ(ierr);
121   v    = 1.0;
122   for (Ii=0; Ii<dim; Ii++) {
123     ierr = MatSetValues(B,1,&Ii,1,&Ii,&v,ADD_VALUES);CHKERRQ(ierr);
124   }
125 
126   /* Solve standard eigenvalue problem: A*x = lambda*x */
127   /*===================================================*/
128   ierr = PetscBLASIntCast(2*n,&lwork);CHKERRQ(ierr);
129   ierr = PetscBLASIntCast(n,&bn);CHKERRQ(ierr);
130   ierr = PetscMalloc1(n,&evals);CHKERRQ(ierr);
131   ierr = PetscMalloc1(lwork,&work);CHKERRQ(ierr);
132   ierr = MatDenseGetArray(A_dense,&arrayA);CHKERRQ(ierr);
133 
134   if (TestZHEEV) { /* test zheev() */
135     ierr = PetscPrintf(PETSC_COMM_WORLD," LAPACKsyev: compute all %D eigensolutions...\n",m);CHKERRQ(ierr);
136     ierr = PetscMalloc1(3*n-2,&rwork);CHKERRQ(ierr);
137     LAPACKsyev_("V","U",&bn,arrayA,&bn,evals,work,&lwork,rwork,&lierr);
138     ierr = PetscFree(rwork);CHKERRQ(ierr);
139 
140     evecs_array = arrayA;
141     nevs        = m;
142     il          =1; iu=m;
143   }
144   if (TestZHEEVX) {
145     il   = 1;
146     ierr = PetscBLASIntCast((0.2*m),&iu);CHKERRQ(ierr);
147     ierr = PetscPrintf(PETSC_COMM_WORLD," LAPACKsyevx: compute %d to %d-th eigensolutions...\n",il,iu);CHKERRQ(ierr);
148     ierr = PetscMalloc1(m*n+1,&evecs_array);CHKERRQ(ierr);
149     ierr = PetscMalloc1(7*n+1,&rwork);CHKERRQ(ierr);
150     ierr = PetscMalloc1(5*n+1,&iwork);CHKERRQ(ierr);
151     ierr = PetscMalloc1(n+1,&ifail);CHKERRQ(ierr);
152 
153     /* in the case "I", vl and vu are not referenced */
154     vl = 0.0; vu = 8.0;
155     ierr = PetscBLASIntCast(n,&nn);CHKERRQ(ierr);
156     LAPACKsyevx_("V","I","U",&bn,arrayA,&bn,&vl,&vu,&il,&iu,&abstol,&nevs,evals,evecs_array,&nn,work,&lwork,rwork,iwork,ifail,&lierr);
157     ierr = PetscFree(iwork);CHKERRQ(ierr);
158     ierr = PetscFree(ifail);CHKERRQ(ierr);
159     ierr = PetscFree(rwork);CHKERRQ(ierr);
160   }
161   if (TestZHEGV) {
162     ierr = PetscPrintf(PETSC_COMM_WORLD," LAPACKsygv: compute all %D eigensolutions...\n",m);CHKERRQ(ierr);
163     ierr = PetscMalloc1(3*n+1,&rwork);CHKERRQ(ierr);
164     ierr = MatDenseGetArray(B,&arrayB);CHKERRQ(ierr);
165     LAPACKsygv_(&one,"V","U",&bn,arrayA,&bn,arrayB,&bn,evals,work,&lwork,rwork,&lierr);
166     evecs_array = arrayA;
167     nevs        = m;
168     il          = 1; iu=m;
169     ierr        = MatDenseRestoreArray(B,&arrayB);CHKERRQ(ierr);
170     ierr        = PetscFree(rwork);CHKERRQ(ierr);
171   }
172   if (TestZHEGVX) {
173     il   = 1;
174     ierr = PetscBLASIntCast((0.2*m),&iu);CHKERRQ(ierr);
175     ierr = PetscPrintf(PETSC_COMM_WORLD," LAPACKsygv: compute %d to %d-th eigensolutions...\n",il,iu);CHKERRQ(ierr);
176     ierr  = PetscMalloc1(m*n+1,&evecs_array);CHKERRQ(ierr);
177     ierr  = PetscMalloc1(6*n+1,&iwork);CHKERRQ(ierr);
178     ifail = iwork + 5*n;
179     ierr  = PetscMalloc1(7*n+1,&rwork);CHKERRQ(ierr);
180     ierr  = MatDenseGetArray(B,&arrayB);CHKERRQ(ierr);
181     vl    = 0.0; vu = 8.0;
182     ierr = PetscBLASIntCast(n,&nn);CHKERRQ(ierr);
183     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);
184     ierr = MatDenseRestoreArray(B,&arrayB);CHKERRQ(ierr);
185     ierr = PetscFree(iwork);CHKERRQ(ierr);
186     ierr = PetscFree(rwork);CHKERRQ(ierr);
187   }
188   ierr = MatDenseRestoreArray(A_dense,&arrayA);CHKERRQ(ierr);
189   if (nevs <= 0) SETERRQ1(PETSC_COMM_SELF,PETSC_ERR_CONV_FAILED, "nev=%d, no eigensolution has found", nevs);
190 
191   /* View evals */
192   ierr = PetscOptionsHasName(NULL,NULL, "-eig_view", &flg);CHKERRQ(ierr);
193   if (flg) {
194     ierr = PetscPrintf(PETSC_COMM_WORLD," %d evals: \n",nevs);CHKERRQ(ierr);
195     for (i=0; i<nevs; i++) {ierr = PetscPrintf(PETSC_COMM_WORLD,"%D  %g\n",i+il,(double)evals[i]);CHKERRQ(ierr);}
196   }
197 
198   /* Check residuals and orthogonality */
199   ierr = PetscMalloc1(nevs+1,&evecs);CHKERRQ(ierr);
200   for (i=0; i<nevs; i++) {
201     ierr = VecCreate(PETSC_COMM_SELF,&evecs[i]);CHKERRQ(ierr);
202     ierr = VecSetSizes(evecs[i],PETSC_DECIDE,n);CHKERRQ(ierr);
203     ierr = VecSetFromOptions(evecs[i]);CHKERRQ(ierr);
204     ierr = VecPlaceArray(evecs[i],evecs_array+i*n);CHKERRQ(ierr);
205   }
206 
207   tols[0] = PETSC_SQRT_MACHINE_EPSILON;  tols[1] = PETSC_SQRT_MACHINE_EPSILON;
208   ierr    = CkEigenSolutions(cklvl,A,il-1,iu-1,evals,evecs,tols);CHKERRQ(ierr);
209   for (i=0; i<nevs; i++) { ierr = VecDestroy(&evecs[i]);CHKERRQ(ierr);}
210   ierr = PetscFree(evecs);CHKERRQ(ierr);
211 
212   /* Free work space. */
213   if (TestZHEEVX || TestZHEGVX) {
214     ierr = PetscFree(evecs_array);CHKERRQ(ierr);
215   }
216   ierr = PetscFree(evals);CHKERRQ(ierr);
217   ierr = PetscFree(work);CHKERRQ(ierr);
218   ierr = MatDestroy(&A_dense);CHKERRQ(ierr);
219   ierr = MatDestroy(&A);CHKERRQ(ierr);
220   ierr = MatDestroy(&B);CHKERRQ(ierr);
221   ierr = PetscFinalize();
222   return ierr;
223 }
224 /*------------------------------------------------
225   Check the accuracy of the eigen solution
226   ----------------------------------------------- */
227 /*
228   input:
229      cklvl      - check level:
230                     1: check residual
231                     2: 1 and check B-orthogonality locally
232      A          - matrix
233      il,iu      - lower and upper index bound of eigenvalues
234      eval, evec - eigenvalues and eigenvectors stored in this process
235      tols[0]    - reporting tol_res: || A * evec[i] - eval[i]*evec[i] ||
236      tols[1]    - reporting tol_orth: evec[i]^T*evec[j] - delta_ij
237 */
238 PetscErrorCode CkEigenSolutions(PetscInt cklvl,Mat A,PetscInt il,PetscInt iu,PetscReal *eval,Vec *evec,PetscReal *tols)
239 {
240   PetscInt    ierr,i,j,nev;
241   Vec         vt1,vt2;  /* tmp vectors */
242   PetscReal   norm,tmp,norm_max,dot_max,rdot;
243   PetscScalar dot;
244 
245   PetscFunctionBegin;
246   nev = iu - il;
247   if (nev <= 0) PetscFunctionReturn(0);
248 
249   ierr = VecDuplicate(evec[0],&vt1);CHKERRQ(ierr);
250   ierr = VecDuplicate(evec[0],&vt2);CHKERRQ(ierr);
251 
252   switch (cklvl) {
253   case 2:
254     dot_max = 0.0;
255     for (i = il; i<iu; i++) {
256       ierr = VecCopy(evec[i], vt1);CHKERRQ(ierr);
257       for (j=il; j<iu; j++) {
258         ierr = VecDot(evec[j],vt1,&dot);CHKERRQ(ierr);
259         if (j == i) {
260           rdot = PetscAbsScalar(dot - (PetscScalar)1.0);
261         } else {
262           rdot = PetscAbsScalar(dot);
263         }
264         if (rdot > dot_max) dot_max = rdot;
265         if (rdot > tols[1]) {
266           ierr = VecNorm(evec[i],NORM_INFINITY,&norm);CHKERRQ(ierr);
267           ierr = PetscPrintf(PETSC_COMM_SELF,"|delta(%d,%d)|: %g, norm: %d\n",i,j,(double)rdot,(double)norm);CHKERRQ(ierr);
268         }
269       }
270     }
271     ierr = PetscPrintf(PETSC_COMM_SELF,"    max|(x_j^T*x_i) - delta_ji|: %g\n",(double)dot_max);CHKERRQ(ierr);
272 
273   case 1:
274     norm_max = 0.0;
275     for (i = il; i< iu; i++) {
276       ierr = MatMult(A, evec[i], vt1);CHKERRQ(ierr);
277       ierr = VecCopy(evec[i], vt2);CHKERRQ(ierr);
278       tmp  = -eval[i];
279       ierr = VecAXPY(vt1,tmp,vt2);CHKERRQ(ierr);
280       ierr = VecNorm(vt1, NORM_INFINITY, &norm);CHKERRQ(ierr);
281       norm = PetscAbs(norm);
282       if (norm > norm_max) norm_max = norm;
283       /* sniff, and bark if necessary */
284       if (norm > tols[0]) {
285         ierr = PetscPrintf(PETSC_COMM_WORLD,"  residual violation: %d, resi: %g\n",i, norm);CHKERRQ(ierr);
286       }
287     }
288     ierr = PetscPrintf(PETSC_COMM_SELF,"    max_resi:                    %g\n", (double)norm_max);CHKERRQ(ierr);
289     break;
290   default:
291     ierr = PetscPrintf(PETSC_COMM_SELF,"Error: cklvl=%d is not supported \n",cklvl);CHKERRQ(ierr);
292   }
293   ierr = VecDestroy(&vt2);CHKERRQ(ierr);
294   ierr = VecDestroy(&vt1);CHKERRQ(ierr);
295   PetscFunctionReturn(0);
296 }
297 
298 /*TEST
299 
300    build:
301       requires: complex
302 
303    test:
304 
305    test:
306       suffix: 2
307       args: -test_zheevx
308 
309    test:
310       suffix: 3
311       args: -test_zhegv
312 
313    test:
314       suffix: 4
315       args: -test_zhegvx
316 
317 TEST*/
318