program main !******************************************************************************* ! !! SNSIMP calls ARPACK for a nonsymmetric eigenproblem. ! ! This example program is intended to illustrate the ! simplest case of using ARPACK in considerable detail. ! This code may be used to understand basic usage of ARPACK ! and as a template for creating an interface to ARPACK. ! ! This code shows how to use ARPACK to find a few eigenvalues ! (lambda) and corresponding eigenvectors (x) for the standard ! eigenvalue problem: ! ! A*x = lambda*x ! ! where A is a n by n real nonsymmetric matrix. ! ! The main points illustrated here are ! ! 1) How to declare sufficient memory to find NEV ! eigenvalues of largest magnitude. Other options ! are available. ! ! 2) Illustration of the reverse communication interface ! needed to utilize the top level ARPACK routine SNAUPD ! that computes the quantities needed to construct ! the desired eigenvalues and eigenvectors(if requested). ! ! 3) How to extract the desired eigenvalues and eigenvectors ! using the ARPACK routine SNEUPD. ! ! The only thing that must be supplied in order to use this ! routine on your problem is to change the array dimensions ! appropriately, to specify WHICH eigenvalues you want to compute ! and to supply a matrix-vector product ! ! w <- Av ! ! in place of the call to AV( ) below. ! ! Once usage of this routine is understood, you may wish to explore ! the other available options to improve convergence, to solve generalized ! problems, etc. Look at the file ex-nonsym.doc in DOCUMENTS directory. ! This codes implements ! !\Example-1 ! ... Suppose we want to solve A*x = lambda*x in regular mode, ! where A is obtained from the standard central difference ! discretization of the convection-diffusion operator ! (Laplacian u) + rho*(du / dx) ! on the unit square, with zero Dirichlet boundary condition. ! ! ... OP = A and B = I. ! ... Assume "call av (nx,x,y)" computes y = A*x ! ... Use mode 1 of SNAUPD. ! !\BeginLib ! !\Routines called: ! snaupd ARPACK reverse communication interface routine. ! sneupd ARPACK routine that returns Ritz values and (optionally) ! Ritz vectors. ! slapy2 LAPACK routine to compute sqrt(x**2+y**2) carefully. ! saxpy Level 1 BLAS that computes y <- alpha*x+y. ! snrm2 Level 1 BLAS that computes the norm of a vector. ! av Matrix vector multiplication routine that computes A*x. ! tv Matrix vector multiplication routine that computes T*x, ! where T is a tridiagonal matrix. It is used in routine ! av. ! !\Author ! Richard Lehoucq ! Danny Sorensen ! Chao Yang ! Dept. of Computational & ! Applied Mathematics ! Rice University ! Houston, Texas ! !\SCCS Information: @(#) ! FILE: nsimp.F SID: 2.5 DATE OF SID: 10/17/00 RELEASE: 2 ! !\Remarks ! 1. None ! !\EndLib !--------------------------------------------------------------------------- ! ! %------------------------------------------------------% ! | Storage Declarations: | ! | | ! | The maximum dimensions for all arrays are | ! | set here to accommodate a problem size of | ! | N <= MAXN | ! | | ! | NEV is the number of eigenvalues requested. | ! | See specifications for ARPACK usage below. | ! | | ! | NCV is the largest number of basis vectors that will | ! | be used in the Implicitly Restarted Arnoldi | ! | Process. Work per major iteration is | ! | proportional to N*NCV*NCV. | ! | | ! | You must set: | ! | | ! | MAXN: Maximum dimension of the A allowed. | ! | MAXNEV: Maximum NEV allowed. | ! | MAXNCV: Maximum NCV allowed. | ! %------------------------------------------------------% ! integer maxn, maxnev, maxncv, ldv parameter (maxn=256, maxnev=12, maxncv=30, ldv=maxn) ! ! %--------------% ! | Local Arrays | ! %--------------% ! integer iparam(11), ipntr(14) logical select(maxncv) Real & ax(maxn), d(maxncv,3), resid(maxn), & v(ldv,maxncv), workd(3*maxn), & workev(3*maxncv), & workl(3*maxncv*maxncv+6*maxncv) ! ! %---------------% ! | Local Scalars | ! %---------------% ! character bmat*1, which*2 integer ido, n, nx, nev, ncv, lworkl, info, ierr, & j, ishfts, maxitr, mode1, nconv Real & tol, sigmar, sigmai logical first, rvec ! ! %------------% ! | Parameters | ! %------------% ! Real & zero parameter (zero = 0.0E+0) ! ! %-----------------------------% ! | BLAS & LAPACK routines used | ! %-----------------------------% ! Real & slapy2, snrm2 external slapy2, snrm2, saxpy ! ! %--------------------% ! | Intrinsic function | ! %--------------------% ! intrinsic abs ! ! %-----------------------% ! | Executable Statements | ! %-----------------------% ! ! %-------------------------------------------------% ! | The following include statement and assignments | ! | initiate trace output from the internal | ! | actions of ARPACK. See debug.doc in the | ! | DOCUMENTS directory for usage. Initially, the | ! | most useful information will be a breakdown of | ! | time spent in the various stages of computation | ! | given by setting mnaupd = 1. | ! %-------------------------------------------------% ! include 'debug.h' call timestamp ( ) write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'SNSIMP:' write ( *, '(a)' ) ' FORTRAN90 version' write ( *, '(a)' ) ' A simple ARPACK calling program.' write ( *, '(a)' ) ' This program defines an eigenproblem for a' write ( *, '(a)' ) ' nonsymmetric matrix.' ndigit = -3 logfil = 6 mnaitr = 0 mnapps = 0 mnaupd = 1 mnaup2 = 0 mneigh = 0 mneupd = 0 ! ! %-------------------------------------------------% ! | The following sets dimensions for this problem. | ! %-------------------------------------------------% ! nx = 10 n = nx*nx ! ! %-----------------------------------------------% ! | | ! | Specifications for ARPACK usage are set | ! | below: | ! | | ! | 1) NEV = 4 asks for 4 eigenvalues to be | ! | computed. | ! | | ! | 2) NCV = 20 sets the length of the Arnoldi | ! | factorization. | ! | | ! | 3) This is a standard problem. | ! | (indicated by bmat = 'I') | ! | | ! | 4) Ask for the NEV eigenvalues of | ! | largest magnitude. | ! | (indicated by which = 'LM') | ! | See documentation in SNAUPD for the | ! | other options SM, LR, SR, LI, SI. | ! | | ! | Note: NEV and NCV must satisfy the following | ! | conditions: | ! | NEV <= MAXNEV | ! | NEV + 2 <= NCV <= MAXNCV | ! | | ! %-----------------------------------------------% ! nev = 4 ncv = 20 bmat = 'I' which = 'LM' ! if ( n > maxn ) then print *, ' ERROR with _NSIMP: N is greater than MAXN ' go to 9000 else if ( nev > maxnev ) then print *, ' ERROR with _NSIMP: NEV is greater than MAXNEV ' go to 9000 else if ( ncv > maxncv ) then print *, ' ERROR with _NSIMP: NCV is greater than MAXNCV ' go to 9000 end if ! ! %-----------------------------------------------------% ! | | ! | Specification of stopping rules and initial | ! | conditions before calling SNAUPD | ! | | ! | TOL determines the stopping criterion. | ! | | ! | Expect | ! | abs(lambdaC - lambdaT) < TOL*abs(lambdaC) | ! | computed true | ! | | ! | If TOL <= 0, then TOL <- macheps | ! | (machine precision) is used. | ! | | ! | IDO is the REVERSE COMMUNICATION parameter | ! | used to specify actions to be taken on return | ! | from SNAUPD. (see usage below) | ! | | ! | It MUST initially be set to 0 before the first | ! | call to SNAUPD. | ! | | ! | INFO on entry specifies starting vector information | ! | and on return indicates error codes | ! | | ! | Initially, setting INFO=0 indicates that a | ! | random starting vector is requested to | ! | start the ARNOLDI iteration. Setting INFO to | ! | a nonzero value on the initial call is used | ! | if you want to specify your own starting | ! | vector (This vector must be placed in RESID). | ! | | ! | The work array WORKL is used in SNAUPD as | ! | workspace. Its dimension LWORKL is set as | ! | illustrated below. | ! | | ! %-----------------------------------------------------% ! lworkl = 3*ncv**2+6*ncv tol = zero ido = 0 info = 0 ! ! %---------------------------------------------------% ! | Specification of Algorithm Mode: | ! | | ! | This program uses the exact shift strategy | ! | (indicated by setting IPARAM(1) = 1). | ! | IPARAM(3) specifies the maximum number of Arnoldi | ! | iterations allowed. Mode 1 of SNAUPD is used | ! | (IPARAM(7) = 1). All these options can be changed | ! | by the user. For details see the documentation in | ! | SNAUPD. | ! %---------------------------------------------------% ! ishfts = 1 maxitr = 300 mode1 = 1 ! iparam(1) = ishfts ! iparam(3) = maxitr ! iparam(7) = mode1 ! ! %-------------------------------------------% ! | M A I N L O O P (Reverse communication) | ! %-------------------------------------------% ! 10 continue ! ! %---------------------------------------------% ! | Repeatedly call the routine SNAUPD and take | ! | actions indicated by parameter IDO until | ! | either convergence is indicated or maxitr | ! | has been exceeded. | ! %---------------------------------------------% ! call snaupd ( ido, bmat, n, which, nev, tol, resid, ncv, & v, ldv, iparam, ipntr, workd, workl, lworkl, & info ) ! if (ido == -1 .or. ido == 1) then ! ! %-------------------------------------------% ! | Perform matrix vector multiplication | ! | y <--- Op*x | ! | The user should supply his/her own | ! | matrix vector multiplication routine here | ! | that takes workd(ipntr(1)) as the input | ! | vector, and return the matrix vector | ! | product to workd(ipntr(2)). | ! %-------------------------------------------% ! call av (nx, workd(ipntr(1)), workd(ipntr(2))) ! ! %-----------------------------------------% ! | L O O P B A C K to call SNAUPD again. | ! %-----------------------------------------% ! go to 10 ! endif ! ! %----------------------------------------% ! | Either we have convergence or there is | ! | an error. | ! %----------------------------------------% ! if ( info < 0 ) then ! ! %--------------------------% ! | Error message, check the | ! | documentation in SNAUPD. | ! %--------------------------% ! print *, ' ' print *, ' Error with _naupd, info = ',info print *, ' Check the documentation of _naupd' print *, ' ' ! else ! ! %-------------------------------------------% ! | No fatal errors occurred. | ! | Post-Process using SNEUPD. | ! | | ! | Computed eigenvalues may be extracted. | ! | | ! | Eigenvectors may be also computed now if | ! | desired. (indicated by rvec = .true.) | ! | | ! | The routine SNEUPD now called to do this | ! | post processing (Other modes may require | ! | more complicated post processing than | ! | mode1,) | ! | | ! %-------------------------------------------% ! rvec = .true. ! call sneupd ( rvec, 'A', select, d, d(1,2), v, ldv, & sigmar, sigmai, workev, bmat, n, which, nev, tol, & resid, ncv, v, ldv, iparam, ipntr, workd, workl, & lworkl, ierr ) ! ! %------------------------------------------------% ! | The real parts of the eigenvalues are returned | ! | in the first column of the two dimensional | ! | array D, and the IMAGINARY part are returned | ! | in the second column of D. The corresponding | ! | eigenvectors are returned in the first | ! | NCONV (= IPARAM(5)) columns of the two | ! | dimensional array V if requested. Otherwise, | ! | an orthogonal basis for the invariant subspace | ! | corresponding to the eigenvalues in D is | ! | returned in V. | ! %------------------------------------------------% ! if ( ierr /= 0) then ! ! %------------------------------------% ! | Error condition: | ! | Check the documentation of SNEUPD. | ! %------------------------------------% ! print *, ' ' print *, ' Error with _neupd, info = ', ierr print *, ' Check the documentation of _neupd. ' print *, ' ' ! else ! first = .true. nconv = iparam(5) do 20 j=1, nconv ! ! %---------------------------% ! | Compute the residual norm | ! | | ! | || A*x - lambda*x || | ! | | ! | for the NCONV accurately | ! | computed eigenvalues and | ! | eigenvectors. (IPARAM(5) | ! | indicates how many are | ! | accurate to the requested | ! | tolerance) | ! %---------------------------% ! if (d(j,2) == zero) then ! ! Ritz value is real. ! call av(nx, v(1,j), ax) call saxpy(n, -d(j,1), v(1,j), 1, ax, 1) d(j,3) = snrm2(n, ax, 1) d(j,3) = d(j,3) / abs(d(j,1)) ! else if (first) then ! ! %------------------------% ! | Ritz value is complex. | ! | Residual of one Ritz | ! | value of the conjugate | ! | pair is computed. | ! %------------------------% ! call av(nx, v(1,j), ax) call saxpy(n, -d(j,1), v(1,j), 1, ax, 1) call saxpy(n, d(j,2), v(1,j+1), 1, ax, 1) d(j,3) = snrm2(n, ax, 1) call av(nx, v(1,j+1), ax) call saxpy(n, -d(j,2), v(1,j), 1, ax, 1) call saxpy(n, -d(j,1), v(1,j+1), 1, ax, 1) d(j,3) = slapy2( d(j,3), snrm2(n, ax, 1) ) d(j,3) = d(j,3) / slapy2(d(j,1),d(j,2)) d(j+1,3) = d(j,3) first = .false. else first = .true. end if 20 continue ! ! Display computed residuals. ! call smout(6, nconv, 3, d, maxncv, -6, & 'Ritz values (Real, Imag) and residual residuals') end if ! ! Print additional convergence information. ! if ( info == 1) then print *, ' ' print *, ' Maximum number of iterations reached.' print *, ' ' else if ( info == 3) then print *, ' ' print *, ' No shifts could be applied during implicit', & ' Arnoldi update, try increasing NCV.' print *, ' ' end if ! print *, ' ' print *, ' _NSIMP ' print *, ' ====== ' print *, ' ' print *, ' Size of the matrix is ', n print *, ' The number of Ritz values requested is ', nev print *, ' The number of Arnoldi vectors generated', & ' (NCV) is ', ncv print *, ' What portion of the spectrum: ', which print *, ' The number of converged Ritz values is ', & nconv print *, ' The number of Implicit Arnoldi update', & ' iterations taken is ', iparam(3) print *, ' The number of OP*x is ', iparam(9) print *, ' The convergence criterion is ', tol print *, ' ' end if 9000 continue end ! !========================================================================== ! ! matrix vector subroutine ! ! The matrix used is the 2 dimensional convection-diffusion ! operator discretized using central difference. ! subroutine av (nx, v, w) !******************************************************************************* ! integer nx, j, lo Real & v(nx*nx), w(nx*nx), one, h2 parameter (one = 1.0E+0) external saxpy, tv ! ! Computes w <--- OP*v, where OP is the nx*nx by nx*nx block ! tridiagonal matrix ! ! | T -I | ! |-I T -I | ! OP = | -I T | ! | ... -I| ! | -I T| ! ! derived from the standard central difference discretization ! of the 2 dimensional convection-diffusion operator ! (Laplacian u) + rho*(du/dx) on a unit square with zero boundary ! condition. ! ! When rho*h/2 <= 1, the discrete convection-diffusion operator ! has real eigenvalues. When rho*h/2 > 1, it has complex ! eigenvalues. ! ! The subroutine TV is called to computed y<---T*x. ! ! h2 = one / real((nx+1)*(nx+1)) call tv(nx,v(1),w(1)) call saxpy(nx, -one/h2, v(nx+1), 1, w(1), 1) do j = 2, nx-1 lo = (j-1)*nx call tv(nx, v(lo+1), w(lo+1)) call saxpy(nx, -one/h2, v(lo-nx+1), 1, w(lo+1), 1) call saxpy(nx, -one/h2, v(lo+nx+1), 1, w(lo+1), 1) end do lo = (nx-1)*nx call tv(nx, v(lo+1), w(lo+1)) call saxpy(nx, -one/h2, v(lo-nx+1), 1, w(lo+1), 1) return end subroutine tv (nx, x, y) !******************************************************************************* ! integer nx, j Real & x(nx), y(nx), h, dd, dl, du, h2 ! Real & one, rho parameter (one = 1.0E+0, rho = 1.0E+2) ! ! Compute the matrix vector multiplication y<---T*x ! where T is a nx by nx tridiagonal matrix with DD on the ! diagonal, DL on the subdiagonal, and DU on the superdiagonal. ! ! When rho*h/2 <= 1, the discrete convection-diffusion operator ! has real eigenvalues. When rho*h/2 > 1, it has complex ! eigenvalues. ! h = one / real(nx+1) h2 = h*h dd = 4.0E+0 / h2 dl = -one/h2 - 5.0E-1*rho/h du = -one/h2 + 5.0E-1*rho/h y(1) = dd*x(1) + du*x(2) do j = 2,nx-1 y(j) = dl*x(j-1) + dd*x(j) + du*x(j+1) end do y(nx) = dl*x(nx-1) + dd*x(nx) return end