Actual source code: ex5.c
slepc-3.21.1 2024-04-26
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      1: /*
      2:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      3:    SLEPc - Scalable Library for Eigenvalue Problem Computations
      4:    Copyright (c) 2002-, Universitat Politecnica de Valencia, Spain

      6:    This file is part of SLEPc.
      7:    SLEPc is distributed under a 2-clause BSD license (see LICENSE).
      8:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      9: */

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

     17: #include <slepceps.h>

     19: /*
     20:    User-defined routines
     21: */
     22: PetscErrorCode MatMarkovModel(PetscInt m,Mat A);

     24: int main(int argc,char **argv)
     25: {
     26:   Vec            v0;              /* initial vector */
     27:   Mat            A;               /* operator matrix */
     28:   EPS            eps;             /* eigenproblem solver context */
     29:   EPSType        type;
     30:   PetscInt       N,m=15,nev;
     31:   PetscMPIInt    rank;
     32:   PetscBool      terse;

     34:   PetscFunctionBeginUser;
     35:   PetscCall(SlepcInitialize(&argc,&argv,(char*)0,help));

     37:   PetscCall(PetscOptionsGetInt(NULL,NULL,"-m",&m,NULL));
     38:   N = m*(m+1)/2;
     39:   PetscCall(PetscPrintf(PETSC_COMM_WORLD,"\nMarkov Model, N=%" PetscInt_FMT " (m=%" PetscInt_FMT ")\n\n",N,m));

     41:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     42:      Compute the operator matrix that defines the eigensystem, Ax=kx
     43:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

     45:   PetscCall(MatCreate(PETSC_COMM_WORLD,&A));
     46:   PetscCall(MatSetSizes(A,PETSC_DECIDE,PETSC_DECIDE,N,N));
     47:   PetscCall(MatSetFromOptions(A));
     48:   PetscCall(MatMarkovModel(m,A));

     50:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     51:                 Create the eigensolver and set various options
     52:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

     54:   /*
     55:      Create eigensolver context
     56:   */
     57:   PetscCall(EPSCreate(PETSC_COMM_WORLD,&eps));

     59:   /*
     60:      Set operators. In this case, it is a standard eigenvalue problem
     61:   */
     62:   PetscCall(EPSSetOperators(eps,A,NULL));
     63:   PetscCall(EPSSetProblemType(eps,EPS_NHEP));

     65:   /*
     66:      Set solver parameters at runtime
     67:   */
     68:   PetscCall(EPSSetFromOptions(eps));

     70:   /*
     71:      Set the initial vector. This is optional, if not done the initial
     72:      vector is set to random values
     73:   */
     74:   PetscCall(MatCreateVecs(A,&v0,NULL));
     75:   PetscCallMPI(MPI_Comm_rank(PETSC_COMM_WORLD,&rank));
     76:   if (!rank) {
     77:     PetscCall(VecSetValue(v0,0,1.0,INSERT_VALUES));
     78:     PetscCall(VecSetValue(v0,1,1.0,INSERT_VALUES));
     79:     PetscCall(VecSetValue(v0,2,1.0,INSERT_VALUES));
     80:   }
     81:   PetscCall(VecAssemblyBegin(v0));
     82:   PetscCall(VecAssemblyEnd(v0));
     83:   PetscCall(EPSSetInitialSpace(eps,1,&v0));

     85:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     86:                       Solve the eigensystem
     87:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

     89:   PetscCall(EPSSolve(eps));

     91:   /*
     92:      Optional: Get some information from the solver and display it
     93:   */
     94:   PetscCall(EPSGetType(eps,&type));
     95:   PetscCall(PetscPrintf(PETSC_COMM_WORLD," Solution method: %s\n\n",type));
     96:   PetscCall(EPSGetDimensions(eps,&nev,NULL,NULL));
     97:   PetscCall(PetscPrintf(PETSC_COMM_WORLD," Number of requested eigenvalues: %" PetscInt_FMT "\n",nev));

     99:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    100:                     Display solution and clean up
    101:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

    103:   /* show detailed info unless -terse option is given by user */
    104:   PetscCall(PetscOptionsHasName(NULL,NULL,"-terse",&terse));
    105:   if (terse) PetscCall(EPSErrorView(eps,EPS_ERROR_RELATIVE,NULL));
    106:   else {
    107:     PetscCall(PetscViewerPushFormat(PETSC_VIEWER_STDOUT_WORLD,PETSC_VIEWER_ASCII_INFO_DETAIL));
    108:     PetscCall(EPSConvergedReasonView(eps,PETSC_VIEWER_STDOUT_WORLD));
    109:     PetscCall(EPSErrorView(eps,EPS_ERROR_RELATIVE,PETSC_VIEWER_STDOUT_WORLD));
    110:     PetscCall(PetscViewerPopFormat(PETSC_VIEWER_STDOUT_WORLD));
    111:   }
    112:   PetscCall(EPSDestroy(&eps));
    113:   PetscCall(MatDestroy(&A));
    114:   PetscCall(VecDestroy(&v0));
    115:   PetscCall(SlepcFinalize());
    116:   return 0;
    117: }

    119: /*
    120:     Matrix generator for a Markov model of a random walk on a triangular grid.

    122:     This subroutine generates a test matrix that models a random walk on a
    123:     triangular grid. This test example was used by G. W. Stewart ["{SRRIT} - a
    124:     FORTRAN subroutine to calculate the dominant invariant subspaces of a real
    125:     matrix", Tech. report. TR-514, University of Maryland (1978).] and in a few
    126:     papers on eigenvalue problems by Y. Saad [see e.g. LAA, vol. 34, pp. 269-295
    127:     (1980) ]. These matrices provide reasonably easy test problems for eigenvalue
    128:     algorithms. The transpose of the matrix  is stochastic and so it is known
    129:     that one is an exact eigenvalue. One seeks the eigenvector of the transpose
    130:     associated with the eigenvalue unity. The problem is to calculate the steady
    131:     state probability distribution of the system, which is the eigevector
    132:     associated with the eigenvalue one and scaled in such a way that the sum all
    133:     the components is equal to one.

    135:     Note: the code will actually compute the transpose of the stochastic matrix
    136:     that contains the transition probabilities.
    137: */
    138: PetscErrorCode MatMarkovModel(PetscInt m,Mat A)
    139: {
    140:   const PetscReal cst = 0.5/(PetscReal)(m-1);
    141:   PetscReal       pd,pu;
    142:   PetscInt        Istart,Iend,i,j,jmax,ix=0;

    144:   PetscFunctionBeginUser;
    145:   PetscCall(MatGetOwnershipRange(A,&Istart,&Iend));
    146:   for (i=1;i<=m;i++) {
    147:     jmax = m-i+1;
    148:     for (j=1;j<=jmax;j++) {
    149:       ix = ix + 1;
    150:       if (ix-1<Istart || ix>Iend) continue;  /* compute only owned rows */
    151:       if (j!=jmax) {
    152:         pd = cst*(PetscReal)(i+j-1);
    153:         /* north */
    154:         if (i==1) PetscCall(MatSetValue(A,ix-1,ix,2*pd,INSERT_VALUES));
    155:         else PetscCall(MatSetValue(A,ix-1,ix,pd,INSERT_VALUES));
    156:         /* east */
    157:         if (j==1) PetscCall(MatSetValue(A,ix-1,ix+jmax-1,2*pd,INSERT_VALUES));
    158:         else PetscCall(MatSetValue(A,ix-1,ix+jmax-1,pd,INSERT_VALUES));
    159:       }
    160:       /* south */
    161:       pu = 0.5 - cst*(PetscReal)(i+j-3);
    162:       if (j>1) PetscCall(MatSetValue(A,ix-1,ix-2,pu,INSERT_VALUES));
    163:       /* west */
    164:       if (i>1) PetscCall(MatSetValue(A,ix-1,ix-jmax-2,pu,INSERT_VALUES));
    165:     }
    166:   }
    167:   PetscCall(MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY));
    168:   PetscCall(MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY));
    169:   PetscFunctionReturn(PETSC_SUCCESS);
    170: }

    172: /*TEST

    174:    test:
    175:       suffix: 1
    176:       nsize: 2
    177:       args: -eps_largest_real -eps_nev 4 -eps_two_sided {{0 1}} -eps_krylovschur_locking {{0 1}} -ds_parallel synchronized -terse
    178:       filter: sed -e "s/90424/90423/" | sed -e "s/85715/85714/"

    180: TEST*/