NAG Library Function Document
nag_real_sparse_eigensystem_sol (f12acc)
1 Purpose
nag_real_sparse_eigensystem_sol (f12acc) is a post-processing function that must be called following a final exit from
nag_real_sparse_eigensystem_iter (f12abc). These are part of a suite of functions for the solution of real sparse eigensystems. The suite also includes
nag_real_sparse_eigensystem_init (f12aac),
nag_real_sparse_eigensystem_option (f12adc) and
nag_real_sparse_eigensystem_monit (f12aec).
2 Specification
| #include <nag.h> |
| #include <nagf12.h> |
| void |
nag_real_sparse_eigensystem_sol (Integer *nconv,
double dr[],
double di[],
double z[],
double sigmar,
double sigmai,
const double resid[],
double v[],
double comm[],
Integer icomm[],
NagError *fail) |
|
3 Description
The suite of functions is designed to calculate some of the eigenvalues, , (and optionally the corresponding eigenvectors, ) of a standard eigenvalue problem , or of a generalized eigenvalue problem of order , where is large and the coefficient matrices and are sparse, real and nonsymmetric. The suite can also be used to find selected eigenvalues/eigenvectors of smaller scale dense, real and nonsymmetric problems.
Following a call to
nag_real_sparse_eigensystem_iter (f12abc), nag_real_sparse_eigensystem_sol (f12acc) returns the converged approximations to eigenvalues and (optionally) the corresponding approximate eigenvectors and/or an orthonormal basis for the associated approximate invariant subspace. The eigenvalues (and eigenvectors) are selected from those of a standard or generalized eigenvalue problem defined by real nonsymmetric matrices. There is negligible additional cost to obtain eigenvectors; an orthonormal basis is always computed, but there is an additional storage cost if both are requested.
nag_real_sparse_eigensystem_sol (f12acc) is based on the function
dneupd from the ARPACK package, which uses the Implicitly Restarted Arnoldi iteration method. The method is described in
Lehoucq and Sorensen (1996) and
Lehoucq (2001) while its use within the ARPACK software is described in great detail in
Lehoucq et al. (1998). An evaluation of software for computing eigenvalues of sparse nonsymmetric matrices is provided in
Lehoucq and Scott (1996). This suite of functions offers the same functionality as the ARPACK software for real nonsymmetric problems, but the interface design is quite different in order to make the option setting clearer and to simplify some of the interfaces.
nag_real_sparse_eigensystem_sol (f12acc), is a post-processing function that must be called following a successful final exit from
nag_real_sparse_eigensystem_iter (f12abc). nag_real_sparse_eigensystem_sol (f12acc) uses data returned from
nag_real_sparse_eigensystem_iter (f12abc) and options, set either by default or explicitly by calling
nag_real_sparse_eigensystem_option (f12adc), to return the converged approximations to selected eigenvalues and (optionally):
| – |
the corresponding approximate eigenvectors; |
| – |
an orthonormal basis for the associated approximate invariant subspace; |
| – |
both. |
4 References
Lehoucq R B (2001) Implicitly restarted Arnoldi methods and subspace iteration SIAM Journal on Matrix Analysis and Applications 23 551–562
Lehoucq R B and Scott J A (1996) An evaluation of software for computing eigenvalues of sparse nonsymmetric matrices Preprint MCS-P547-1195 Argonne National Laboratory
Lehoucq R B and Sorensen D C (1996) Deflation techniques for an implicitly restarted Arnoldi iteration SIAM Journal on Matrix Analysis and Applications 17 789–821
Lehoucq R B, Sorensen D C and Yang C (1998) ARPACK Users' Guide: Solution of Large-scale Eigenvalue Problems with Implicitly Restarted Arnoldi Methods SIAM, Philidelphia
5 Arguments
- 1:
nconv – Integer *Output
On exit: the number of converged eigenvalues as found by
nag_real_sparse_eigensystem_iter (f12abc).
- 2:
dr[] – doubleOutput
-
Note: the dimension,
dim, of the array
dr
must be at least
(see
nag_real_sparse_eigensystem_init (f12aac)).
On exit: the first
nconv locations of the array
dr contain the real parts of the converged approximate eigenvalues.
- 3:
di[] – doubleOutput
-
Note: the dimension,
dim, of the array
di
must be at least
(see
nag_real_sparse_eigensystem_init (f12aac)).
On exit: the first
nconv locations of the array
di contain the imaginary parts of the converged approximate eigenvalues.
- 4:
z[] – doubleOutput
On exit: if the default option
(see
nag_real_sparse_eigensystem_option (f12adc))
has been selected then
z contains the final set of eigenvectors corresponding to the eigenvalues held in
dr and
di. The complex eigenvector associated with the eigenvalue with positive imaginary part is stored in two consecutive array segments. The first segment holds the real part of the eigenvector and the second holds the imaginary part. The eigenvector associated with the eigenvalue with negative imaginary part is simply the complex conjugate of the eigenvector associated with the positive imaginary part.
For example, the first eigenvector has real parts stored in locations , for and imaginary parts stored in , for .
- 5:
sigmar – doubleInput
On entry: if one of the
modes have been selected then
sigmar contains the real part of the shift used; otherwise
sigmar is not referenced.
- 6:
sigmai – doubleInput
On entry: if one of the
modes have been selected then
sigmai contains the imaginary part of the shift used; otherwise
sigmai is not referenced.
- 7:
resid[] – const doubleInput
-
Note: the dimension,
dim, of the array
resid
must be at least
(see
nag_real_sparse_eigensystem_init (f12aac)).
On entry: must not be modified following a call to
nag_real_sparse_eigensystem_iter (f12abc) since it contains data required by nag_real_sparse_eigensystem_sol (f12acc).
- 8:
v[] – doubleInput/Output
-
Note: the dimension,
dim, of the array
v
must be at least
(see
nag_real_sparse_eigensystem_init (f12aac)).
The th element of the th basis vector is stored in location , for and .
On entry: the
ncv sections of
v, of length
, contain the Arnoldi basis vectors for
as constructed by
nag_real_sparse_eigensystem_iter (f12abc).
On exit: if the option
has been set, or the option
has been set and a separate array
z has been passed (i.e.,
z does not equal
v), then the first
nconv sections of
v, of length
, will contain approximate Schur vectors that span the desired invariant subspace.
- 9:
comm[] – doubleCommunication Array
-
Note: the dimension,
dim, of the array
comm
must be at least
(see
nag_real_sparse_eigensystem_init (f12aac)).
On initial entry: must remain unchanged from the prior call to
nag_real_sparse_eigensystem_iter (f12abc).
On exit: contains data on the current state of the solution.
- 10:
icomm[] – IntegerCommunication Array
-
Note: the dimension,
dim, of the array
icomm
must be at least
(see
nag_real_sparse_eigensystem_init (f12aac)).
On initial entry: must remain unchanged from the prior call to
nag_real_sparse_eigensystem_iter (f12abc).
On exit: contains data on the current state of the solution.
- 11:
fail – NagError *Input/Output
-
The NAG error argument (see
Section 3.6 in the Essential Introduction).
6 Error Indicators and Warnings
- NE_ALLOC_FAIL
Dynamic memory allocation failed.
- NE_BAD_PARAM
On entry, argument had an illegal value.
- NE_INITIALIZATION
Either the solver function has not been called prior to the call of this function or a communication array has become corrupted.
- NE_INTERNAL_EIGVEC_FAIL
In calculating eigenvectors, an internal call returned with an error.
Please contact
NAG.
- NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact
NAG for assistance.
- NE_INVALID_OPTION
On entry, , but this is not yet implemented.
- NE_RITZ_COUNT
Got a different count of the number of converged Ritz values than the value passed to it through the argument
icomm: number counted
, number expected
.
- NE_SCHUR_EIG_FAIL
During calculation of a real Schur form, there was a failure to compute eigenvalues in a total of iterations.
- NE_SCHUR_REORDER
The computed Schur form could not be reordered by an internal call.
This function returned with
.
Please contact
NAG.
- NE_ZERO_EIGS_FOUND
The number of eigenvalues found to sufficient accuracy,
as communicated through the argument
icomm, is zero.
See the function document for further details.
7 Accuracy
The relative accuracy of a Ritz value,
, is considered acceptable if its Ritz estimate
. The default
used is the
machine precision given by
nag_machine_precision (X02AJC).
None.
9 Example
This example solves in regular-invert mode, where and are obtained from the standard central difference discretization of the one-dimensional convection-diffusion operator on , with zero Dirichlet boundary conditions.
9.1 Program Text
Program Text (f12acce.c)
9.2 Program Data
Program Data (f12acce.d)
9.3 Program Results
Program Results (f12acce.r)