xref: /petsc/src/mat/tests/ex120.c (revision ebead697dbf761eb322f829370bbe90b3bd93fa3)
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   PetscFunctionBeginUser;
28   PetscCall(PetscInitialize(&argc,&args,(char*)0,help));
29   PetscCallMPI(MPI_Comm_size(PETSC_COMM_WORLD,&size));
30   PetscCheck(size == 1,PETSC_COMM_WORLD,PETSC_ERR_WRONG_MPI_SIZE,"This is a uniprocessor example only!");
31 
32   PetscCall(PetscOptionsHasName(NULL,NULL, "-test_zheevx", &flg));
33   if (flg) {
34     TestZHEEV  = PETSC_FALSE;
35     TestZHEEVX = PETSC_TRUE;
36   }
37   PetscCall(PetscOptionsHasName(NULL,NULL, "-test_zhegv", &flg));
38   if (flg) {
39     TestZHEEV = PETSC_FALSE;
40     TestZHEGV = PETSC_TRUE;
41   }
42   PetscCall(PetscOptionsHasName(NULL,NULL, "-test_zhegvx", &flg));
43   if (flg) {
44     TestZHEEV  = PETSC_FALSE;
45     TestZHEGVX = PETSC_TRUE;
46   }
47 
48   PetscCall(PetscOptionsGetReal(NULL,NULL,"-sigma1",&sigma1,NULL));
49   PetscCall(PetscOptionsGetInt(NULL,NULL,"-n",&n,NULL));
50   dim  = n*n;
51 
52   PetscCall(MatCreate(PETSC_COMM_SELF,&A));
53   PetscCall(MatSetSizes(A,PETSC_DECIDE,PETSC_DECIDE,dim,dim));
54   PetscCall(MatSetType(A,MATSEQDENSE));
55   PetscCall(MatSetFromOptions(A));
56   PetscCall(MatSetUp(A));
57 
58   PetscCall(PetscOptionsHasName(NULL,NULL,"-norandom",&flg));
59   if (flg) use_random = 0;
60   else     use_random = 1;
61   if (use_random) {
62     PetscCall(PetscRandomCreate(PETSC_COMM_SELF,&rctx));
63     PetscCall(PetscRandomSetFromOptions(rctx));
64     PetscCall(PetscRandomSetInterval(rctx,0.0,PETSC_i));
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; PetscCall(MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES));
73     }
74     if (i<n-1) {
75       J = Ii+n; PetscCall(MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES));
76     }
77     if (j>0) {
78       J = Ii-1; PetscCall(MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES));
79     }
80     if (j<n-1) {
81       J = Ii+1; PetscCall(MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES));
82     }
83     if (use_random) PetscCall(PetscRandomGetValue(rctx,&sigma2));
84     v    = 4.0 - sigma1*h2;
85     PetscCall(MatSetValues(A,1,&Ii,1,&Ii,&v,ADD_VALUES));
86   }
87   /* make A complex Hermitian */
88   v    = sigma2*h2;
89   Ii   = 0; J = 1;
90   PetscCall(MatSetValues(A,1,&Ii,1,&J,&v,ADD_VALUES));
91   v    = -sigma2*h2;
92   PetscCall(MatSetValues(A,1,&J,1,&Ii,&v,ADD_VALUES));
93   if (use_random) PetscCall(PetscRandomDestroy(&rctx));
94   PetscCall(MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY));
95   PetscCall(MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY));
96   m    = n = dim;
97 
98   /* Check whether A is symmetric */
99   PetscCall(PetscOptionsHasName(NULL,NULL, "-check_symmetry", &flg));
100   if (flg) {
101     Mat Trans;
102     PetscCall(MatTranspose(A,MAT_INITIAL_MATRIX, &Trans));
103     PetscCall(MatEqual(A, Trans, &isSymmetric));
104     PetscCheck(isSymmetric,PETSC_COMM_SELF,PETSC_ERR_USER,"A must be symmetric");
105     PetscCall(MatDestroy(&Trans));
106   }
107 
108   /* Convert aij matrix to MatSeqDense for LAPACK */
109   PetscCall(PetscObjectTypeCompare((PetscObject)A,MATSEQDENSE,&flg));
110   if (flg) {
111     PetscCall(MatDuplicate(A,MAT_COPY_VALUES,&A_dense));
112   } else {
113     PetscCall(MatConvert(A,MATSEQDENSE,MAT_INITIAL_MATRIX,&A_dense));
114   }
115 
116   PetscCall(MatCreate(PETSC_COMM_SELF,&B));
117   PetscCall(MatSetSizes(B,PETSC_DECIDE,PETSC_DECIDE,dim,dim));
118   PetscCall(MatSetType(B,MATSEQDENSE));
119   PetscCall(MatSetFromOptions(B));
120   PetscCall(MatSetUp(B));
121   v    = 1.0;
122   for (Ii=0; Ii<dim; Ii++) {
123     PetscCall(MatSetValues(B,1,&Ii,1,&Ii,&v,ADD_VALUES));
124   }
125 
126   /* Solve standard eigenvalue problem: A*x = lambda*x */
127   /*===================================================*/
128   PetscCall(PetscBLASIntCast(2*n,&lwork));
129   PetscCall(PetscBLASIntCast(n,&bn));
130   PetscCall(PetscMalloc1(n,&evals));
131   PetscCall(PetscMalloc1(lwork,&work));
132   PetscCall(MatDenseGetArray(A_dense,&arrayA));
133 
134   if (TestZHEEV) { /* test zheev() */
135     PetscCall(PetscPrintf(PETSC_COMM_WORLD," LAPACKsyev: compute all %" PetscInt_FMT " eigensolutions...\n",m));
136     PetscCall(PetscMalloc1(3*n-2,&rwork));
137     LAPACKsyev_("V","U",&bn,arrayA,&bn,evals,work,&lwork,rwork,&lierr);
138     PetscCall(PetscFree(rwork));
139 
140     evecs_array = arrayA;
141     nevs        = m;
142     il          =1; iu=m;
143   }
144   if (TestZHEEVX) {
145     il   = 1;
146     PetscCall(PetscBLASIntCast((0.2*m),&iu));
147     PetscCall(PetscPrintf(PETSC_COMM_WORLD," LAPACKsyevx: compute %d to %d-th eigensolutions...\n",il,iu));
148     PetscCall(PetscMalloc1(m*n+1,&evecs_array));
149     PetscCall(PetscMalloc1(7*n+1,&rwork));
150     PetscCall(PetscMalloc1(5*n+1,&iwork));
151     PetscCall(PetscMalloc1(n+1,&ifail));
152 
153     /* in the case "I", vl and vu are not referenced */
154     vl = 0.0; vu = 8.0;
155     PetscCall(PetscBLASIntCast(n,&nn));
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     PetscCall(PetscFree(iwork));
158     PetscCall(PetscFree(ifail));
159     PetscCall(PetscFree(rwork));
160   }
161   if (TestZHEGV) {
162     PetscCall(PetscPrintf(PETSC_COMM_WORLD," LAPACKsygv: compute all %" PetscInt_FMT " eigensolutions...\n",m));
163     PetscCall(PetscMalloc1(3*n+1,&rwork));
164     PetscCall(MatDenseGetArray(B,&arrayB));
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     PetscCall(MatDenseRestoreArray(B,&arrayB));
170     PetscCall(PetscFree(rwork));
171   }
172   if (TestZHEGVX) {
173     il   = 1;
174     PetscCall(PetscBLASIntCast((0.2*m),&iu));
175     PetscCall(PetscPrintf(PETSC_COMM_WORLD," LAPACKsygv: compute %d to %d-th eigensolutions...\n",il,iu));
176     PetscCall(PetscMalloc1(m*n+1,&evecs_array));
177     PetscCall(PetscMalloc1(6*n+1,&iwork));
178     ifail = iwork + 5*n;
179     PetscCall(PetscMalloc1(7*n+1,&rwork));
180     PetscCall(MatDenseGetArray(B,&arrayB));
181     vl    = 0.0; vu = 8.0;
182     PetscCall(PetscBLASIntCast(n,&nn));
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     PetscCall(MatDenseRestoreArray(B,&arrayB));
185     PetscCall(PetscFree(iwork));
186     PetscCall(PetscFree(rwork));
187   }
188   PetscCall(MatDenseRestoreArray(A_dense,&arrayA));
189   PetscCheck(nevs > 0,PETSC_COMM_SELF,PETSC_ERR_CONV_FAILED, "nev=%d, no eigensolution has found", nevs);
190 
191   /* View evals */
192   PetscCall(PetscOptionsHasName(NULL,NULL, "-eig_view", &flg));
193   if (flg) {
194     PetscCall(PetscPrintf(PETSC_COMM_WORLD," %d evals: \n",nevs));
195     for (i=0; i<nevs; i++) PetscCall(PetscPrintf(PETSC_COMM_WORLD,"%" PetscInt_FMT "  %g\n",i+il,(double)evals[i]));
196   }
197 
198   /* Check residuals and orthogonality */
199   PetscCall(PetscMalloc1(nevs+1,&evecs));
200   for (i=0; i<nevs; i++) {
201     PetscCall(VecCreate(PETSC_COMM_SELF,&evecs[i]));
202     PetscCall(VecSetSizes(evecs[i],PETSC_DECIDE,n));
203     PetscCall(VecSetFromOptions(evecs[i]));
204     PetscCall(VecPlaceArray(evecs[i],evecs_array+i*n));
205   }
206 
207   tols[0] = PETSC_SQRT_MACHINE_EPSILON;  tols[1] = PETSC_SQRT_MACHINE_EPSILON;
208   PetscCall(CkEigenSolutions(cklvl,A,il-1,iu-1,evals,evecs,tols));
209   for (i=0; i<nevs; i++) PetscCall(VecDestroy(&evecs[i]));
210   PetscCall(PetscFree(evecs));
211 
212   /* Free work space. */
213   if (TestZHEEVX || TestZHEGVX) {
214     PetscCall(PetscFree(evecs_array));
215   }
216   PetscCall(PetscFree(evals));
217   PetscCall(PetscFree(work));
218   PetscCall(MatDestroy(&A_dense));
219   PetscCall(MatDestroy(&A));
220   PetscCall(MatDestroy(&B));
221   PetscCall(PetscFinalize());
222   return 0;
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    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   PetscCall(VecDuplicate(evec[0],&vt1));
250   PetscCall(VecDuplicate(evec[0],&vt2));
251 
252   switch (cklvl) {
253   case 2:
254     dot_max = 0.0;
255     for (i = il; i<iu; i++) {
256       PetscCall(VecCopy(evec[i], vt1));
257       for (j=il; j<iu; j++) {
258         PetscCall(VecDot(evec[j],vt1,&dot));
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           PetscCall(VecNorm(evec[i],NORM_INFINITY,&norm));
267           PetscCall(PetscPrintf(PETSC_COMM_SELF,"|delta(%" PetscInt_FMT ",%" PetscInt_FMT ")|: %g, norm: %g\n",i,j,(double)rdot,(double)norm));
268         }
269       }
270     }
271     PetscCall(PetscPrintf(PETSC_COMM_SELF,"    max|(x_j^T*x_i) - delta_ji|: %g\n",(double)dot_max));
272 
273   case 1:
274     norm_max = 0.0;
275     for (i = il; i< iu; i++) {
276       PetscCall(MatMult(A, evec[i], vt1));
277       PetscCall(VecCopy(evec[i], vt2));
278       tmp  = -eval[i];
279       PetscCall(VecAXPY(vt1,tmp,vt2));
280       PetscCall(VecNorm(vt1, NORM_INFINITY, &norm));
281       norm = PetscAbs(norm);
282       if (norm > norm_max) norm_max = norm;
283       /* sniff, and bark if necessary */
284       if (norm > tols[0]) {
285         PetscCall(PetscPrintf(PETSC_COMM_WORLD,"  residual violation: %" PetscInt_FMT ", resi: %g\n",i, norm));
286       }
287     }
288     PetscCall(PetscPrintf(PETSC_COMM_SELF,"    max_resi:                    %g\n", (double)norm_max));
289     break;
290   default:
291     PetscCall(PetscPrintf(PETSC_COMM_SELF,"Error: cklvl=%" PetscInt_FMT " is not supported \n",cklvl));
292   }
293   PetscCall(VecDestroy(&vt2));
294   PetscCall(VecDestroy(&vt1));
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