/* nag_complex_sparse_eigensystem_sol (f12aqc) Example Program. * * Copyright 2005 Numerical Algorithms Group. * * Mark 8, 2005. */ #include #include #include #include #include #include #include #include #include /* Table of constant values */ static Complex rho = { 10., 0. }; static void av(Integer, Complex *, Complex *); static void mv(Integer, Complex *, Complex *); static void my_zgttrf(Integer, Complex *, Complex *, Complex *, Complex *, Integer *, Integer *); static void my_zgttrs(Integer, Complex *, Complex *, Complex *, Complex *, Integer *, Complex *); int main(int argc, char *argv[]) { FILE *fpin, *fpout; /* Constants */ Integer licomm = 140, imon = 0; /* Scalars */ Complex h, h4, sigma; double estnrm, hr; Integer exit_status, info, irevcm, j, lcomm, n, nconv, ncv; Integer nev, niter, nshift, nx; /* Nag types */ NagError fail; /* Arrays */ Complex *comm = 0, *eigv = 0, *eigest = 0, *dd = 0, *dl = 0, *du = 0; Complex *du2 = 0, *resid = 0, *v = 0; Integer *icomm = 0, *ipiv = 0; /* Ponters */ Complex *mx = 0, *x = 0, *y = 0; /* Assign to Complex type using nag_complex (a02bac) */ sigma = nag_complex(0.0, 0.0); exit_status = 0; INIT_FAIL(fail); /* Check for command-line IO options */ fpin = nag_example_file_io(argc, argv, "-data", NULL); fpout = nag_example_file_io(argc, argv, "-results", NULL); fprintf(fpout, "nag_complex_sparse_eigensystem_sol (f12aqc) Example " "Program Results\n"); /* Skip heading in data file */ fscanf(fpin, "%*[^\n] "); fscanf(fpin, "%ld%ld%ld%*[^\n] ", &nx, &nev, &ncv); n = nx * nx; lcomm = 3*n + 3*ncv*ncv + 5*ncv + 60; /* Allocate memory */ if (!(comm = NAG_ALLOC(lcomm, Complex)) || !(eigv = NAG_ALLOC(ncv, Complex)) || !(eigest = NAG_ALLOC(ncv, Complex)) || !(dd = NAG_ALLOC(n, Complex)) || !(dl = NAG_ALLOC(n, Complex)) || !(du = NAG_ALLOC(n, Complex)) || !(du2 = NAG_ALLOC(n, Complex)) || !(resid = NAG_ALLOC(n, Complex)) || !(v = NAG_ALLOC(n * ncv, Complex)) || !(icomm = NAG_ALLOC(licomm, Integer)) || !(ipiv = NAG_ALLOC(n, Integer))) { fprintf(fpout, "Allocation failure\n"); exit_status = -1; goto END; } /* Initialise communication arrays for problem using nag_complex_sparse_eigensystem_init (f12anc). */ nag_complex_sparse_eigensystem_init(n, nev, ncv, icomm, licomm, comm, lcomm, &fail); if (fail.code != NE_NOERROR) { fprintf(fpout, "nag_complex_sparse_eigensystem_init (f12anc).\n%s\n", fail.message); exit_status = 1; goto END; } /* Select the required mode using nag_complex_sparse_eigensystem_option (f12arc). */ nag_complex_sparse_eigensystem_option("REGULAR INVERSE", icomm, comm, &fail); /* Select the problem type using nag_complex_sparse_eigensystem_option (f12arc). */ nag_complex_sparse_eigensystem_option("GENERALIZED", icomm, comm, &fail); hr = 1.0/(double)(n+1); /* Assign to Complex type using nag_complex (a02bac) */ h = nag_complex(hr, 0.0); h4 = nag_complex(4.0 * hr, 0.0); for (j = 0; j <= n - 2; ++j) { dl[j] = h; dd[j] = h4; du[j] = h; } dd[n - 1] = h4; my_zgttrf(n, dl, dd, du, du2, ipiv, &info); if (fail.code != NE_NOERROR) { fprintf(fpout, " Error from nag_zgttrf.\n%s\n", fail.message); exit_status = 1; goto END; } irevcm = 0; REVCOMLOOP: /* repeated calls to reverse communication routine nag_complex_sparse_eigensystem_iter (f12apc). */ nag_complex_sparse_eigensystem_iter(&irevcm, resid, v, &x, &y, &mx, &nshift, comm, icomm, &fail); if (irevcm != 5) { if (irevcm == -1 || irevcm == 1) { /* Perform y <--- OP*x = inv[M]*A*x | */ av(nx, x, y); my_zgttrs(n, dl, dd, du, du2, ipiv, y); if (fail.code != NE_NOERROR) { fprintf(fpout, " Error from nag_zgttrs.\n%s\n", fail.message); exit_status = 1; goto END; } } else if (irevcm == 2) { /* Perform y <--- M*x */ mv(nx, x, y); } else if (irevcm == 4 && imon == 1) { /* If imon=1, get monitoring information using nag_complex_sparse_eigensystem_monit (f12asc). */ nag_complex_sparse_eigensystem_monit(&niter, &nconv, eigv, eigest, icomm, comm); /* Compute 2-norm of Ritz estimates using nag_zge_norm (f16uac). */ nag_zge_norm(Nag_ColMajor, Nag_FrobeniusNorm, nev, 1, eigest, nev, &estnrm, &fail); fprintf(fpout, " Iteration %3ld, ", niter); fprintf(fpout, " No. converged = %3ld,", nconv); fprintf(fpout, " norm of estimates = %17.8e\n", estnrm); } goto REVCOMLOOP; } if (fail.code == NE_NOERROR) { /* Post-Process using nag_complex_sparse_eigensystem_sol (f12aqc) to compute eigenvalues. */ nag_complex_sparse_eigensystem_sol(&nconv, eigv, v, sigma, resid, v, comm, icomm, &fail); fprintf(fpout, "\n"); fprintf(fpout, " The %4ld", nconv); fprintf(fpout, " Ritz values of largest magnitude are:\n\n"); for (j = 0; j <= nconv-1; ++j) { fprintf(fpout, "%8ld%5s( %12.4f , %12.4f )\n", j+1, "", eigv[j].re, eigv[j].im); } } else { fprintf(fpout, " Error from nag_complex_sparse_eigensystem_iter " "(f12apc).\n%s\n", fail.message); exit_status = 1; goto END; } END: if (fpin != stdin) fclose(fpin); if (fpout != stdout) fclose(fpout); if (comm) NAG_FREE(comm); if (eigv) NAG_FREE(eigv); if (eigest) NAG_FREE(eigest); if (dd) NAG_FREE(dd); if (dl) NAG_FREE(dl); if (du) NAG_FREE(du); if (du2) NAG_FREE(du2); if (resid) NAG_FREE(resid); if (v) NAG_FREE(v); if (icomm) NAG_FREE(icomm); if (ipiv) NAG_FREE(ipiv); return exit_status; } static void av(Integer nx, Complex *v, Complex *y) { /* Scalars */ Complex dd, dl, du, z1, z2, z3; double hr1, sr; Integer j, n; /* Function Body */ n = nx * nx; hr1 = (double)(n+1); sr = 0.5*rho.re; /* Assign to Complex type using nag_complex (a02bac) */ dd = nag_complex(2.0*hr1, 0.0); /* dd = 2.0/h */ dl = nag_complex(-hr1-sr, 0.0); /* dl = -1.0/h - rho/2 */ du = nag_complex(-hr1+sr, 0.0); /* du = -1.0/h + rho/2 */ /* w[0] = dd*v[0] + du*v[1] */ /* Compute Complex multiply using nag_complex_multiply (a02ccc). */ z1 = nag_complex_multiply(dd, v[0]); z2 = nag_complex_multiply(du, v[1]); /* Compute Complex addition using nag_complex_add (a02cac). */ y[0] = nag_complex_add(z1, z2); for (j = 1; j <= n - 2; ++j) { /* y[j] = dl*V[j-1] + dd*V[j] + du*v[j+1] */ /* Compute Complex multiply using nag_complex_multiply (a02ccc). */ z1 = nag_complex_multiply(dl, v[j-1]); z2 = nag_complex_multiply(dd, v[j]); z3 = nag_complex_multiply(du, v[j+1]); /* Compute Complex addition using nag_complex_add (a02cac). */ z1 = nag_complex_add(z1, z2); y[j] = nag_complex_add(z1, z3); } /* y[n-1] = dl*v[n-2] + dd*v[n-1] */ /* Compute Complex multiply using nag_complex_multiply (a02ccc). */ z1 = nag_complex_multiply(dl, v[n-2]); z2 = nag_complex_multiply(dd, v[n-1]); /* Compute Complex addition using nag_complex_add (a02cac). */ y[n-1] = nag_complex_add(z1, z2); return; } /* av */ static void mv(Integer nx, Complex *v, Complex *y) { /* Scalars */ Complex oneh, fourh, z1, z2; double hr; Integer j, n; /* Function Body */ n = nx * nx; hr = 1.0/(double)(n+1); /* Assign to Complex type using nag_complex (a02bac) */ oneh = nag_complex(hr, 0.0); fourh = nag_complex(4.0*hr, 0.0); /* y[0] = h*(four*v[0] + one*v[1]) */ /* Compute Complex multiply using nag_complex_multiply (a02ccc). */ z1 = nag_complex_multiply(fourh, v[0]); z2 = nag_complex_multiply(oneh, v[1]); /* Compute Complex addition using nag_complex_add (a02cac). */ y[0] = nag_complex_add(z1, z2); for (j = 1; j <= n - 2; ++j) { /* y[j] = h*(one*v[j-1] + four*v[j] + one*v[j+1]) */ /* Compute Complex multiply using nag_complex_multiply (a02ccc). */ z1 = nag_complex_multiply(fourh, v[j]); /* Compute Complex addition using nag_complex_add (a02cac). */ z2 = nag_complex_add(v[j-1], v[j+1]); z2 = nag_complex_multiply(oneh, z2); y[j] = nag_complex_add(z1, z2); } /* y[n-1] = h*(one*v[n-2] + four*v[n-1]) */ /* Compute Complex multiply using nag_complex_multiply (a02ccc). */ z1 = nag_complex_multiply(fourh, v[n-1]); z2 = nag_complex_multiply(oneh, v[n-2]); /* Compute Complex addition using nag_complex_add (a02cac). */ y[n-1] = nag_complex_add(z1, z2); return; } /* mv */ static void my_zgttrf(Integer n, Complex dl[], Complex d[], Complex du[], Complex du2[], Integer ipiv[], Integer *info) { /* A simple C version of the Lapack routine zgttrf with argument checking removed */ /* Scalars */ Complex temp, fact, z1; Integer i; /* Function Body */ *info = 0; for (i = 0; i < n; ++i) { ipiv[i] = i; } for (i = 0; i < n - 2; ++i) { du2[i] = nag_complex(0.0, 0.0); } for (i = 0; i < n - 2; ++i) { if (fabs(d[i].re)+fabs(d[i].im) >= fabs(dl[i].re)+fabs(dl[i].im)) { /* No row interchange required, eliminate dl[i]. */ if (fabs(d[i].re)+fabs(d[i].im) != 0.0) { /* Compute Complex division using nag_complex_divide (a02cdc). */ fact = nag_complex_divide(dl[i], d[i]); dl[i] = fact; /* Compute Complex multiply using nag_complex_multiply (a02ccc). */ fact = nag_complex_multiply(fact, du[i]); /* Compute Complex subtraction using nag_complex_subtract (a02cbc). */ d[i+1] = nag_complex_subtract(d[i+1], fact); } } else { /* Interchange rows I and I+1, eliminate dl[I] */ /* Compute Complex division using nag_complex_divide (a02cdc). */ fact = nag_complex_divide(d[i], dl[i]); d[i] = dl[i]; dl[i] = fact; temp = du[i]; du[i] = d[i+1]; /* Compute Complex multiply using nag_complex_multiply (a02ccc). */ z1 = nag_complex_multiply(fact, d[i+1]); /* Compute Complex subtraction using nag_complex_subtract (a02cbc). */ d[i+1] = nag_complex_subtract(temp, z1); du2[i] = du[i+1]; /* Compute Complex multiply using nag_complex_multiply (a02ccc). */ du[i+1] = nag_complex_multiply(fact, du[i+1]); /* Perform Complex negation using nag_complex_negate (a02cec). */ du[i+1] = nag_complex_negate(du[i+1]); ipiv[i] = i + 1; } } if (n > 1) { i = n - 2; if (fabs(d[i].re)+fabs(d[i].im) >= fabs(dl[i].re)+fabs(dl[i].im)) { if (fabs(d[i].re)+fabs(d[i].im) != 0.0) { /* Compute Complex division using nag_complex_divide (a02cdc). */ fact = nag_complex_divide(dl[i], d[i]); dl[i] = fact; /* Compute Complex multiply using nag_complex_multiply (a02ccc). */ fact = nag_complex_multiply(fact, du[i]); /* Compute Complex subtraction using nag_complex_subtract (a02cbc). */ d[i+1] = nag_complex_subtract(d[i+1], fact); } } else { /* Compute Complex division using nag_complex_divide (a02cdc). */ fact = nag_complex_divide(d[i], dl[i]); d[i] = dl[i]; dl[i] = fact; temp = du[i]; du[i] = d[i+1]; /* Compute Complex multiply using nag_complex_multiply (a02ccc). */ z1 = nag_complex_multiply(fact, d[i+1]); /* Compute Complex subtraction using nag_complex_subtract (a02cbc). */ d[i+1] = nag_complex_subtract(temp, z1); ipiv[i] = i + 1; } } /* Check for a zero on the diagonal of U. */ for (i = 0; i < n; ++i) { if (fabs(d[i].re)+fabs(d[i].im) == 0.0) { *info = i; goto END; } } END: return; } static void my_zgttrs(Integer n, Complex dl[], Complex d[], Complex du[], Complex du2[], Integer ipiv[], Complex b[]) { /* A simple C version of the Lapack routine zgttrs with argument checking removed, the number of right-hand-sides=1, Trans='N' */ /* Scalars */ Complex temp, z1; Integer i; /* Solve L*x = b. */ for (i = 0; i < n - 1; ++i) { if (ipiv[i] == i) { /* b[i+1] = b[i+1] - dl[i]*b[i] */ /* Compute Complex multiply using nag_complex_multiply (a02ccc). */ temp = nag_complex_multiply(dl[i], b[i]); /* Compute Complex subtraction using nag_complex_subtract (a02cbc). */ b[i+1] = nag_complex_subtract(b[i+1], temp); } else { temp = b[i]; b[i] = b[i+1]; /* Compute Complex multiply using nag_complex_multiply (a02ccc). */ z1 = nag_complex_multiply(dl[i], b[i]); /* Compute Complex subtraction using nag_complex_subtract (a02cbc). */ b[i+1] = nag_complex_subtract(temp, z1); } } /* Solve U*x = b. */ /* Compute Complex division using nag_complex_divide (a02cdc). */ b[n-1] = nag_complex_divide(b[n-1], d[n-1]); if (n > 1) { /* Compute Complex multiply using nag_complex_multiply (a02ccc). */ temp = nag_complex_multiply(du[n-2], b[n-1]); /* Compute Complex subtraction using nag_complex_subtract (a02cbc). */ z1 = nag_complex_subtract(b[n-2], temp); /* Compute Complex division using nag_complex_divide (a02cdc). */ b[n-2] = nag_complex_divide(z1, d[n-2]); } for (i = n - 3; i >= 0; --i) { /* b[i] = (b[i]-du[i]*b[i+1]-du2[i]*b[i+2])/d[i]; */ /* Compute Complex multiply using nag_complex_multiply (a02ccc). */ temp = nag_complex_multiply(du[i], b[i+1]); z1 = nag_complex_multiply(du2[i], b[i+2]); /* Compute Complex addition using nag_complex_add (a02cac). */ temp = nag_complex_add(temp, z1); /* Compute Complex subtraction using nag_complex_subtract (a02cbc). */ z1 = nag_complex_subtract(b[i], temp); /* Compute Complex division using nag_complex_divide (a02cdc). */ b[i] = nag_complex_divide(z1, d[i]); } return; }