program dsdrv1 c c Simple program to illustrate the idea of reverse communication c in regular mode for a standard symmetric eigenvalue problem. c c We implement example one of ex-sym.doc in SRC directory c c\Example-1 c ... Suppose we want to solve A*x = lambda*x in regular mode, c where A is derived from the central difference discretization c of the 2-dimensional Laplacian on the unit square [0,1]x[0,1] c with zero Dirichlet boundary condition. c c ... OP = A and B = I. c c ... Assume "call av (n,x,y)" computes y = A*x. c c ... Use mode 1 of DSAUPD. c c\BeginLib c c\Routines called: c dsaupd ARPACK reverse communication interface routine. c dseupd ARPACK routine that returns Ritz values and (optionally) c Ritz vectors. c dnrm2 Level 1 BLAS that computes the norm of a vector. c daxpy Level 1 BLAS that computes y <- alpha*x+y. c av Matrix vector multiplication routine that computes A*x. c tv Matrix vector multiplication routine that computes T*x, c where T is a tridiagonal matrix. It is used in routine c av. c c\Author c Richard Lehoucq c Danny Sorensen c Chao Yang c Dept. of Computational & c Applied Mathematics c Rice University c Houston, Texas c c\SCCS Information: @(#) c FILE: sdrv1.F SID: 2.5 DATE OF SID: 10/17/00 RELEASE: 2 c c\Remarks c 1. None c c\EndLib c c----------------------------------------------------------------------- c c %-----------------------------% c | Define leading dimensions | c | for all arrays. | c | MAXN: Maximum dimension | c | of the A allowed. | c | MAXNEV: Maximum NEV allowed | c | MAXNCV: Maximum NCV allowed | c %-----------------------------% c integer maxn, maxnev, maxncv, ldv parameter (maxn=256, maxnev=10, maxncv=25, $ ldv=maxn ) c c %--------------% c | Local Arrays | c %--------------% c Double precision & v(ldv,maxncv), workl(maxncv*(maxncv+8)), & workd(3*maxn), d(maxncv,2), resid(maxn), & ax(maxn) logical select(maxncv) integer iparam(11), ipntr(11) c c %---------------% c | Local Scalars | c %---------------% c character bmat*1, which*2 integer ido, n, nev, ncv, lworkl, info, ierr, j, & nx, nconv, maxitr, mode, ishfts logical rvec Double precision & tol, sigma c c %------------% c | Parameters | c %------------% c Double precision & zero parameter (zero = 0.0D+0) c c %-----------------------------% c | BLAS & LAPACK routines used | c %-----------------------------% c Double precision & dnrm2 external dnrm2, daxpy c c %--------------------% c | Intrinsic function | c %--------------------% c intrinsic abs c c %-----------------------% c | Executable Statements | c %-----------------------% c c %----------------------------------------------------% c | The number NX is the number of interior points | c | in the discretization of the 2-dimensional | c | Laplacian on the unit square with zero Dirichlet | c | boundary condition. The number N(=NX*NX) is the | c | dimension of the matrix. A standard eigenvalue | c | problem is solved (BMAT = 'I'). NEV is the number | c | of eigenvalues to be approximated. The user can | c | modify NEV, NCV, WHICH to solve problems of | c | different sizes, and to get different parts of the | c | spectrum. However, The following conditions must | c | be satisfied: | c | N <= MAXN, | c | NEV <= MAXNEV, | c | NEV + 1 <= NCV <= MAXNCV | c %----------------------------------------------------% c nx = 10 n = nx*nx nev = 4 ncv = 10 if ( n .gt. maxn ) then print *, ' ERROR with _SDRV1: N is greater than MAXN ' go to 9000 else if ( nev .gt. maxnev ) then print *, ' ERROR with _SDRV1: NEV is greater than MAXNEV ' go to 9000 else if ( ncv .gt. maxncv ) then print *, ' ERROR with _SDRV1: NCV is greater than MAXNCV ' go to 9000 end if bmat = 'I' which = 'SM' c c %--------------------------------------------------% c | The work array WORKL is used in DSAUPD as | c | workspace. Its dimension LWORKL is set as | c | illustrated below. The parameter TOL determines | c | the stopping criterion. If TOL<=0, machine | c | precision is used. The variable IDO is used for | c | reverse communication and is initially set to 0. | c | Setting INFO=0 indicates that a random vector is | c | generated in DSAUPD to start the Arnoldi | c | iteration. | c %--------------------------------------------------% c lworkl = ncv*(ncv+8) tol = zero info = 0 ido = 0 c c %---------------------------------------------------% c | This program uses exact shifts with respect to | c | the current Hessenberg matrix (IPARAM(1) = 1). | c | IPARAM(3) specifies the maximum number of Arnoldi | c | iterations allowed. Mode 1 of DSAUPD is used | c | (IPARAM(7) = 1). All these options may be | c | changed by the user. For details, see the | c | documentation in DSAUPD. | c %---------------------------------------------------% c ishfts = 1 maxitr = 300 mode = 1 c iparam(1) = ishfts iparam(3) = maxitr iparam(7) = mode c c %-------------------------------------------% c | M A I N L O O P (Reverse communication) | c %-------------------------------------------% c 10 continue c c %---------------------------------------------% c | Repeatedly call the routine DSAUPD and take | c | actions indicated by parameter IDO until | c | either convergence is indicated or maxitr | c | has been exceeded. | c %---------------------------------------------% c call dsaupd ( ido, bmat, n, which, nev, tol, resid, & ncv, v, ldv, iparam, ipntr, workd, workl, & lworkl, info ) c if (ido .eq. -1 .or. ido .eq. 1) then c c %--------------------------------------% c | Perform matrix vector multiplication | c | y <--- OP*x | c | The user should supply his/her own | c | matrix vector multiplication routine | c | here that takes workd(ipntr(1)) as | c | the input, and return the result to | c | workd(ipntr(2)). | c %--------------------------------------% c call av (nx, workd(ipntr(1)), workd(ipntr(2))) c c %-----------------------------------------% c | L O O P B A C K to call DSAUPD again. | c %-----------------------------------------% c go to 10 c end if c c %----------------------------------------% c | Either we have convergence or there is | c | an error. | c %----------------------------------------% c if ( info .lt. 0 ) then c c %--------------------------% c | Error message. Check the | c | documentation in DSAUPD. | c %--------------------------% c print *, ' ' print *, ' Error with _saupd, info = ', info print *, ' Check documentation in _saupd ' print *, ' ' c else c c %-------------------------------------------% c | No fatal errors occurred. | c | Post-Process using DSEUPD. | c | | c | Computed eigenvalues may be extracted. | c | | c | Eigenvectors may also be computed now if | c | desired. (indicated by rvec = .true.) | c %-------------------------------------------% c rvec = .true. c call dseupd ( rvec, 'All', select, d, v, ldv, sigma, & bmat, n, which, nev, tol, resid, ncv, v, ldv, & iparam, ipntr, workd, workl, lworkl, ierr ) c %----------------------------------------------% c | Eigenvalues are returned in the first column | c | of the two dimensional array D and the | c | corresponding eigenvectors are returned in | c | the first NEV columns of the two dimensional | c | array V if requested. Otherwise, an | c | orthogonal basis for the invariant subspace | c | corresponding to the eigenvalues in D is | c | returned in V. | c %----------------------------------------------% c if ( ierr .ne. 0) then c c %------------------------------------% c | Error condition: | c | Check the documentation of DSEUPD. | c %------------------------------------% c print *, ' ' print *, ' Error with _seupd, info = ', ierr print *, ' Check the documentation of _seupd. ' print *, ' ' c else c nconv = iparam(5) do 20 j=1, nconv c c %---------------------------% c | Compute the residual norm | c | | c | || A*x - lambda*x || | c | | c | for the NCONV accurately | c | computed eigenvalues and | c | eigenvectors. (iparam(5) | c | indicates how many are | c | accurate to the requested | c | tolerance) | c %---------------------------% c call av(nx, v(1,j), ax) call daxpy(n, -d(j,1), v(1,j), 1, ax, 1) d(j,2) = dnrm2(n, ax, 1) d(j,2) = d(j,2) / abs(d(j,1)) c 20 continue c c %-------------------------------% c | Display computed residuals | c %-------------------------------% c call dmout(6, nconv, 2, d, maxncv, -6, & 'Ritz values and relative residuals') end if c c %------------------------------------------% c | Print additional convergence information | c %------------------------------------------% c if ( info .eq. 1) then print *, ' ' print *, ' Maximum number of iterations reached.' print *, ' ' else if ( info .eq. 3) then print *, ' ' print *, ' No shifts could be applied during implicit', & ' Arnoldi update, try increasing NCV.' print *, ' ' end if c print *, ' ' print *, ' _SDRV1 ' 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 *, ' ' c end if c c %---------------------------% c | Done with program dsdrv1. | c %---------------------------% c 9000 continue c end c c ------------------------------------------------------------------ c matrix vector subroutine c c The matrix used is the 2 dimensional discrete Laplacian on unit c square with zero Dirichlet boundary condition. c c Computes w <--- OP*v, where OP is the nx*nx by nx*nx block c tridiagonal matrix c c | T -I | c |-I T -I | c OP = | -I T | c | ... -I| c | -I T| c c The subroutine TV is called to computed y<---T*x. c subroutine av (nx, v, w) integer nx, j, lo, n2 Double precision & v(nx*nx), w(nx*nx), one, h2 parameter ( one = 1.0D+0 ) c call tv(nx,v(1),w(1)) call daxpy(nx, -one, v(nx+1), 1, w(1), 1) c do 10 j = 2, nx-1 lo = (j-1)*nx call tv(nx, v(lo+1), w(lo+1)) call daxpy(nx, -one, v(lo-nx+1), 1, w(lo+1), 1) call daxpy(nx, -one, v(lo+nx+1), 1, w(lo+1), 1) 10 continue c lo = (nx-1)*nx call tv(nx, v(lo+1), w(lo+1)) call daxpy(nx, -one, v(lo-nx+1), 1, w(lo+1), 1) c c Scale the vector w by (1/h^2), where h is the mesh size c n2 = nx*nx h2 = one / dble((nx+1)*(nx+1)) call dscal(n2, one/h2, w, 1) return end c c------------------------------------------------------------------- subroutine tv (nx, x, y) c integer nx, j Double precision & x(nx), y(nx), dd, dl, du c Double precision & one parameter (one = 1.0D+0 ) c c Compute the matrix vector multiplication y<---T*x c where T is a nx by nx tridiagonal matrix with DD on the c diagonal, DL on the subdiagonal, and DU on the superdiagonal. c c dd = 4.0D+0 dl = -one du = -one c y(1) = dd*x(1) + du*x(2) do 10 j = 2,nx-1 y(j) = dl*x(j-1) + dd*x(j) + du*x(j+1) 10 continue y(nx) = dl*x(nx-1) + dd*x(nx) return end