Date: 2017-05-17T08:26:15+00:00

Actual source code: test9.c
slepc-3.7.4 2017-05-17
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      1: /*
      2:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      3:    SLEPc - Scalable Library for Eigenvalue Problem Computations
      4:    Copyright (c) 2002-2016, Universitat Politecnica de Valencia, Spain

      6:    This file is part of SLEPc.

      8:    SLEPc is free software: you can redistribute it and/or modify it under  the
      9:    terms of version 3 of the GNU Lesser General Public License as published by
     10:    the Free Software Foundation.

     12:    SLEPc  is  distributed in the hope that it will be useful, but WITHOUT  ANY
     13:    WARRANTY;  without even the implied warranty of MERCHANTABILITY or  FITNESS
     14:    FOR  A  PARTICULAR PURPOSE. See the GNU Lesser General Public  License  for
     15:    more details.

     17:    You  should have received a copy of the GNU Lesser General  Public  License
     18:    along with SLEPc. If not, see <http://www.gnu.org/licenses/>.
     19:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     20: */

     22: static char help[] = "Eigenvalue problem associated with a Markov model of a random walk on a triangular grid. "
     23:   "It is a standard nonsymmetric eigenproblem with real eigenvalues and the rightmost eigenvalue is known to be 1.\n"
     24:   "This example illustrates how the user can set the initial vector.\n\n"
     25:   "The command line options are:\n"
     26:   "  -m <m>, where <m> = number of grid subdivisions in each dimension.\n\n";

     28: #include <slepceps.h>

     30: /*
     31:    User-defined routines
     32: */
     33: PetscErrorCode MatMarkovModel(PetscInt m,Mat A);
     34: PetscErrorCode MyEigenSort(PetscScalar ar,PetscScalar ai,PetscScalar br,PetscScalar bi,PetscInt *r,void *ctx);

     38: int main(int argc,char **argv)
     39: {
     40:   Vec            v0;              /* initial vector */
     41:   Mat            A;               /* operator matrix */
     42:   EPS            eps;             /* eigenproblem solver context */
     43:   EPSType        type;
     44:   PetscReal      tol=1000*PETSC_MACHINE_EPSILON;
     45:   PetscInt       N,m=15,nev;
     46:   PetscScalar    origin=0.0;

     49:   SlepcInitialize(&argc,&argv,(char*)0,help);

     51:   PetscOptionsGetInt(NULL,NULL,"-m",&m,NULL);
     52:   N = m*(m+1)/2;
     53:   PetscPrintf(PETSC_COMM_WORLD,"\nMarkov Model, N=%D (m=%D)\n\n",N,m);

     55:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     56:      Compute the operator matrix that defines the eigensystem, Ax=kx
     57:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

     59:   MatCreate(PETSC_COMM_WORLD,&A);
     60:   MatSetSizes(A,PETSC_DECIDE,PETSC_DECIDE,N,N);
     61:   MatSetFromOptions(A);
     62:   MatSetUp(A);
     63:   MatMarkovModel(m,A);

     65:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     66:                 Create the eigensolver and set various options
     67:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

     69:   /*
     70:      Create eigensolver context
     71:   */
     72:   EPSCreate(PETSC_COMM_WORLD,&eps);

     74:   /*
     75:      Set operators. In this case, it is a standard eigenvalue problem
     76:   */
     77:   EPSSetOperators(eps,A,NULL);
     78:   EPSSetProblemType(eps,EPS_NHEP);
     79:   EPSSetTolerances(eps,tol,PETSC_DEFAULT);

     81:   /*
     82:      Set the custom comparing routine in order to obtain the eigenvalues
     83:      closest to the target on the right only
     84:   */
     85:   EPSSetEigenvalueComparison(eps,MyEigenSort,&origin);

     88:   /*
     89:      Set solver parameters at runtime
     90:   */
     91:   EPSSetFromOptions(eps);

     93:   /*
     94:      Set the initial vector. This is optional, if not done the initial
     95:      vector is set to random values
     96:   */
     97:   MatCreateVecs(A,&v0,NULL);
     98:   VecSetValue(v0,0,-1.5,INSERT_VALUES);
     99:   VecSetValue(v0,1,2.1,INSERT_VALUES);
    100:   VecAssemblyBegin(v0);
    101:   VecAssemblyEnd(v0);
    102:   EPSSetInitialSpace(eps,1,&v0);

    104:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    105:                       Solve the eigensystem
    106:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

    108:   EPSSolve(eps);

    110:   /*
    111:      Optional: Get some information from the solver and display it
    112:   */
    113:   EPSGetType(eps,&type);
    114:   PetscPrintf(PETSC_COMM_WORLD," Solution method: %s\n\n",type);
    115:   EPSGetDimensions(eps,&nev,NULL,NULL);
    116:   PetscPrintf(PETSC_COMM_WORLD," Number of requested eigenvalues: %D\n",nev);

    118:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    119:                     Display solution and clean up
    120:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

    122:   EPSErrorView(eps,EPS_ERROR_RELATIVE,NULL);
    123:   EPSDestroy(&eps);
    124:   MatDestroy(&A);
    125:   VecDestroy(&v0);
    126:   SlepcFinalize();
    127:   return ierr;
    128: }

    132: /*
    133:     Matrix generator for a Markov model of a random walk on a triangular grid.

    135:     This subroutine generates a test matrix that models a random walk on a
    136:     triangular grid. This test example was used by G. W. Stewart ["{SRRIT} - a
    137:     FORTRAN subroutine to calculate the dominant invariant subspaces of a real
    138:     matrix", Tech. report. TR-514, University of Maryland (1978).] and in a few
    139:     papers on eigenvalue problems by Y. Saad [see e.g. LAA, vol. 34, pp. 269-295
    140:     (1980) ]. These matrices provide reasonably easy test problems for eigenvalue
    141:     algorithms. The transpose of the matrix  is stochastic and so it is known
    142:     that one is an exact eigenvalue. One seeks the eigenvector of the transpose
    143:     associated with the eigenvalue unity. The problem is to calculate the steady
    144:     state probability distribution of the system, which is the eigevector
    145:     associated with the eigenvalue one and scaled in such a way that the sum all
    146:     the components is equal to one.

    148:     Note: the code will actually compute the transpose of the stochastic matrix
    149:     that contains the transition probabilities.
    150: */
    151: PetscErrorCode MatMarkovModel(PetscInt m,Mat A)
    152: {
    153:   const PetscReal cst = 0.5/(PetscReal)(m-1);
    154:   PetscReal       pd,pu;
    155:   PetscInt        Istart,Iend,i,j,jmax,ix=0;
    156:   PetscErrorCode  ierr;

    159:   MatGetOwnershipRange(A,&Istart,&Iend);
    160:   for (i=1;i<=m;i++) {
    161:     jmax = m-i+1;
    162:     for (j=1;j<=jmax;j++) {
    163:       ix = ix + 1;
    164:       if (ix-1<Istart || ix>Iend) continue;  /* compute only owned rows */
    165:       if (j!=jmax) {
    166:         pd = cst*(PetscReal)(i+j-1);
    167:         /* north */
    168:         if (i==1) {
    169:           MatSetValue(A,ix-1,ix,2*pd,INSERT_VALUES);
    170:         } else {
    171:           MatSetValue(A,ix-1,ix,pd,INSERT_VALUES);
    172:         }
    173:         /* east */
    174:         if (j==1) {
    175:           MatSetValue(A,ix-1,ix+jmax-1,2*pd,INSERT_VALUES);
    176:         } else {
    177:           MatSetValue(A,ix-1,ix+jmax-1,pd,INSERT_VALUES);
    178:         }
    179:       }
    180:       /* south */
    181:       pu = 0.5 - cst*(PetscReal)(i+j-3);
    182:       if (j>1) {
    183:         MatSetValue(A,ix-1,ix-2,pu,INSERT_VALUES);
    184:       }
    185:       /* west */
    186:       if (i>1) {
    187:         MatSetValue(A,ix-1,ix-jmax-2,pu,INSERT_VALUES);
    188:       }
    189:     }
    190:   }
    191:   MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY);
    192:   MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY);
    193:   return(0);
    194: }

    198: /*
    199:     Function for user-defined eigenvalue ordering criterion.

    201:     Given two eigenvalues ar+i*ai and br+i*bi, the subroutine must choose
    202:     one of them as the preferred one according to the criterion.
    203:     In this example, the preferred value is the one furthest to the origin.
    204: */
    205: PetscErrorCode MyEigenSort(PetscScalar ar,PetscScalar ai,PetscScalar br,PetscScalar bi,PetscInt *r,void *ctx)
    206: {
    207:   PetscScalar origin = *(PetscScalar*)ctx;
    208:   PetscReal   d;

    211:   d = (SlepcAbsEigenvalue(br-origin,bi) - SlepcAbsEigenvalue(ar-origin,ai))/PetscMax(SlepcAbsEigenvalue(ar-origin,ai),SlepcAbsEigenvalue(br-origin,bi));
    212:   *r = d > PETSC_SQRT_MACHINE_EPSILON ? 1 : (d < -PETSC_SQRT_MACHINE_EPSILON ? -1 : PetscSign(PetscRealPart(br)));
    213:   return(0);
    214: }