/* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - SLEPc - Scalable Library for Eigenvalue Problem Computations Copyright (c) 2002-2016, Universitat Politecnica de Valencia, Spain This file is part of SLEPc. SLEPc is free software: you can redistribute it and/or modify it under the terms of version 3 of the GNU Lesser General Public License as published by the Free Software Foundation. SLEPc is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details. You should have received a copy of the GNU Lesser General Public License along with SLEPc. If not, see . - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ static char help[] = "Eigenvalue problem associated with a Markov model of a random walk on a triangular grid. " "It is a standard nonsymmetric eigenproblem with real eigenvalues and the rightmost eigenvalue is known to be 1.\n" "This example illustrates how the user can set the initial vector.\n\n" "The command line options are:\n" " -m , where = number of grid subdivisions in each dimension.\n\n"; #include /* User-defined routines */ PetscErrorCode MatMarkovModel(PetscInt m,Mat A); #undef __FUNCT__ #define __FUNCT__ "main" int main(int argc,char **argv) { Vec v0; /* initial vector */ Mat A; /* operator matrix */ EPS eps; /* eigenproblem solver context */ EPSType type; PetscInt N,m=15,nev; PetscBool terse; PetscErrorCode ierr; PetscInt local_m, local_n; PetscInt global_m, global_n; SlepcInitialize(&argc,&argv,(char*)0,help); ierr = PetscOptionsGetInt(NULL,NULL,"-m",&m,NULL);CHKERRQ(ierr); N = m*(m+1)/2; ierr = PetscPrintf(PETSC_COMM_WORLD,"\nMarkov Model, N=%D (m=%D)\n\n",N,m);CHKERRQ(ierr); int mpisize; MPI_Comm_size(PETSC_COMM_WORLD, &mpisize); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Compute the operator matrix that defines the eigensystem, Ax=kx - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ ierr = MatCreate(PETSC_COMM_WORLD,&A);CHKERRQ(ierr); ierr = MatSetSizes(A,N/mpisize,N,N,N);CHKERRQ(ierr); ierr = MatSetType(A, MATMPIAIJ); CHKERRQ(ierr); // ierr = MatSetFromOptions(A);CHKERRQ(ierr); ierr = MatSetUp(A);CHKERRQ(ierr); ierr = MatMarkovModel(m,A);CHKERRQ(ierr); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Create the eigensolver and set various options - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ /* Create eigensolver context */ ierr = EPSCreate(PETSC_COMM_WORLD,&eps);CHKERRQ(ierr); /* Set operators. In this case, it is a standard eigenvalue problem */ ierr = EPSSetOperators(eps,A,NULL);CHKERRQ(ierr); ierr = EPSSetProblemType(eps,EPS_NHEP);CHKERRQ(ierr); /* Set solver parameters at runtime */ ierr = EPSSetFromOptions(eps);CHKERRQ(ierr); /* Set the initial vector. This is optional, if not done the initial vector is set to random values */ ierr = MatCreateVecs(A,&v0,NULL);CHKERRQ(ierr); ierr = VecSet(v0,1.0);CHKERRQ(ierr); ierr = EPSSetInitialSpace(eps,1,&v0);CHKERRQ(ierr); MatGetSize(A, &global_m, &global_n); MatGetLocalSize(A, &local_m, &local_n); printf ("local::%dx%d global::%dx%d\n", local_m, local_n, global_m, global_n); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Solve the eigensystem - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ ierr = EPSSolve(eps);CHKERRQ(ierr); /* Optional: Get some information from the solver and display it */ ierr = EPSGetType(eps,&type);CHKERRQ(ierr); ierr = PetscPrintf(PETSC_COMM_WORLD," Solution method: %s\n\n",type);CHKERRQ(ierr); ierr = EPSGetDimensions(eps,&nev,NULL,NULL);CHKERRQ(ierr); ierr = PetscPrintf(PETSC_COMM_WORLD," Number of requested eigenvalues: %D\n",nev);CHKERRQ(ierr); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Display solution and clean up - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ /* show detailed info unless -terse option is given by user */ ierr = PetscOptionsHasName(NULL,NULL,"-terse",&terse);CHKERRQ(ierr); if (terse) { ierr = EPSErrorView(eps,EPS_ERROR_RELATIVE,NULL);CHKERRQ(ierr); } else { ierr = PetscViewerPushFormat(PETSC_VIEWER_STDOUT_WORLD,PETSC_VIEWER_ASCII_INFO_DETAIL);CHKERRQ(ierr); ierr = EPSReasonView(eps,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr); ierr = EPSErrorView(eps,EPS_ERROR_RELATIVE,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr); ierr = PetscViewerPopFormat(PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr); } ierr = EPSDestroy(&eps);CHKERRQ(ierr); ierr = MatDestroy(&A);CHKERRQ(ierr); ierr = VecDestroy(&v0);CHKERRQ(ierr); ierr = SlepcFinalize(); return ierr; } #undef __FUNCT__ #define __FUNCT__ "MatMarkovModel" /* Matrix generator for a Markov model of a random walk on a triangular grid. This subroutine generates a test matrix that models a random walk on a triangular grid. This test example was used by G. W. Stewart ["{SRRIT} - a FORTRAN subroutine to calculate the dominant invariant subspaces of a real matrix", Tech. report. TR-514, University of Maryland (1978).] and in a few papers on eigenvalue problems by Y. Saad [see e.g. LAA, vol. 34, pp. 269-295 (1980) ]. These matrices provide reasonably easy test problems for eigenvalue algorithms. The transpose of the matrix is stochastic and so it is known that one is an exact eigenvalue. One seeks the eigenvector of the transpose associated with the eigenvalue unity. The problem is to calculate the steady state probability distribution of the system, which is the eigevector associated with the eigenvalue one and scaled in such a way that the sum all the components is equal to one. Note: the code will actually compute the transpose of the stochastic matrix that contains the transition probabilities. */ PetscErrorCode MatMarkovModel(PetscInt m,Mat A) { const PetscReal cst = 0.5/(PetscReal)(m-1); PetscReal pd,pu; PetscInt Istart,Iend,i,j,jmax,ix=0; PetscErrorCode ierr; PetscFunctionBeginUser; ierr = MatGetOwnershipRange(A,&Istart,&Iend);CHKERRQ(ierr); for (i=1;i<=m;i++) { jmax = m-i+1; for (j=1;j<=jmax;j++) { ix = ix + 1; if (ix-1Iend) continue; /* compute only owned rows */ if (j!=jmax) { pd = cst*(PetscReal)(i+j-1); /* north */ if (i==1) { ierr = MatSetValue(A,ix-1,ix,2*pd,INSERT_VALUES);CHKERRQ(ierr); } else { ierr = MatSetValue(A,ix-1,ix,pd,INSERT_VALUES);CHKERRQ(ierr); } /* east */ if (j==1) { ierr = MatSetValue(A,ix-1,ix+jmax-1,2*pd,INSERT_VALUES);CHKERRQ(ierr); } else { ierr = MatSetValue(A,ix-1,ix+jmax-1,pd,INSERT_VALUES);CHKERRQ(ierr); } } /* south */ pu = 0.5 - cst*(PetscReal)(i+j-3); if (j>1) { ierr = MatSetValue(A,ix-1,ix-2,pu,INSERT_VALUES);CHKERRQ(ierr); } /* west */ if (i>1) { ierr = MatSetValue(A,ix-1,ix-jmax-2,pu,INSERT_VALUES);CHKERRQ(ierr); } } } ierr = MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); ierr = MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); PetscFunctionReturn(0); }