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slepc |
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/*
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slepc |
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SLEPc - Scalable Library for Eigenvalue Problem Computations
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eromero |
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Copyright (c) 2002-2011, Universitat Politecnica de Valencia, Spain
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slepc |
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slepc |
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This file is part of SLEPc.
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SLEPc is free software: you can redistribute it and/or modify it under the
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terms of version 3 of the GNU Lesser General Public License as published by
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the Free Software Foundation.
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SLEPc is distributed in the hope that it will be useful, but WITHOUT ANY
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WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for
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more details.
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You should have received a copy of the GNU Lesser General Public License
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along with SLEPc. If not, see <http://www.gnu.org/licenses/>.
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slepc |
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*/
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slepc |
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static char help[] = "Singular value decomposition of the Lauchli matrix.\n"
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"The command line options are:\n"
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" -n <n>, where <n> = matrix dimension.\n"
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" -mu <mu>, where <mu> = subdiagonal value.\n\n";
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jroman |
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#include <slepcsvd.h>
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slepc |
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#undef __FUNCT__
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#define __FUNCT__ "main"
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jroman |
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int main(int argc,char **argv)
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slepc |
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{
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jroman |
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Mat A; /* operator matrix */
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jroman |
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Vec u,v; /* left and right singular vectors */
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jroman |
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SVD svd; /* singular value problem solver context */
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slepc |
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const SVDType type;
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jroman |
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PetscReal error,tol,sigma,mu=PETSC_SQRT_MACHINE_EPSILON;
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PetscInt n=100,i,j,Istart,Iend,nsv,maxit,its,nconv;
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jroman |
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PetscErrorCode ierr;
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slepc |
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SlepcInitialize(&argc,&argv,(char*)0,help);
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ierr = PetscOptionsGetInt(PETSC_NULL,"-n",&n,PETSC_NULL);CHKERRQ(ierr);
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ierr = PetscOptionsGetReal(PETSC_NULL,"-mu",&mu,PETSC_NULL);CHKERRQ(ierr);
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jroman |
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ierr = PetscPrintf(PETSC_COMM_WORLD,"\nLauchli singular value decomposition, (%D x %D) mu=%G\n\n",n+1,n,mu);CHKERRQ(ierr);
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slepc |
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/* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
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Build the Lauchli matrix
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ierr = MatCreate(PETSC_COMM_WORLD,&A);CHKERRQ(ierr);
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ierr = MatSetSizes(A,PETSC_DECIDE,PETSC_DECIDE,n+1,n);CHKERRQ(ierr);
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ierr = MatSetFromOptions(A);CHKERRQ(ierr);
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jroman |
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ierr = MatSetUp(A);CHKERRQ(ierr);
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slepc |
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slepc |
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ierr = MatGetOwnershipRange(A,&Istart,&Iend);CHKERRQ(ierr);
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for (i=Istart;i<Iend;i++) {
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slepc |
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if (i == 0) {
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for (j=0;j<n;j++) {
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ierr = MatSetValue(A,0,j,1.0,INSERT_VALUES);CHKERRQ(ierr);
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}
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} else {
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ierr = MatSetValue(A,i,i-1,mu,INSERT_VALUES);CHKERRQ(ierr);
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}
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}
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ierr = MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
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ierr = MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
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jroman |
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ierr = MatGetVecs(A,&v,&u);CHKERRQ(ierr);
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slepc |
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/* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
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Create the singular value solver and set various options
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/*
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Create singular value solver context
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*/
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ierr = SVDCreate(PETSC_COMM_WORLD,&svd);CHKERRQ(ierr);
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/*
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Set operator
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*/
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ierr = SVDSetOperator(svd,A);CHKERRQ(ierr);
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slepc |
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/*
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Use thick-restart Lanczos as default solver
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*/
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ierr = SVDSetType(svd,SVDTRLANCZOS);CHKERRQ(ierr);
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slepc |
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/*
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Set solver parameters at runtime
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*/
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ierr = SVDSetFromOptions(svd);CHKERRQ(ierr);
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/* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
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Solve the singular value system
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ierr = SVDSolve(svd);CHKERRQ(ierr);
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jroman |
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ierr = SVDGetIterationNumber(svd,&its);CHKERRQ(ierr);
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jroman |
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ierr = PetscPrintf(PETSC_COMM_WORLD," Number of iterations of the method: %D\n",its);CHKERRQ(ierr);
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slepc |
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/*
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Optional: Get some information from the solver and display it
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*/
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ierr = SVDGetType(svd,&type);CHKERRQ(ierr);
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ierr = PetscPrintf(PETSC_COMM_WORLD," Solution method: %s\n\n",type);CHKERRQ(ierr);
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slepc |
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ierr = SVDGetDimensions(svd,&nsv,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr);
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jroman |
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ierr = PetscPrintf(PETSC_COMM_WORLD," Number of requested singular values: %D\n",nsv);CHKERRQ(ierr);
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slepc |
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ierr = SVDGetTolerances(svd,&tol,&maxit);CHKERRQ(ierr);
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jroman |
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ierr = PetscPrintf(PETSC_COMM_WORLD," Stopping condition: tol=%.4G, maxit=%D\n",tol,maxit);CHKERRQ(ierr);
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slepc |
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/* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
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Display solution and clean up
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/*
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Get number of converged singular triplets
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*/
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ierr = SVDGetConverged(svd,&nconv);CHKERRQ(ierr);
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jroman |
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ierr = PetscPrintf(PETSC_COMM_WORLD," Number of converged approximate singular triplets: %D\n\n",nconv);CHKERRQ(ierr);
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slepc |
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if (nconv>0) {
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/*
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Display singular values and relative errors
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*/
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ierr = PetscPrintf(PETSC_COMM_WORLD,
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jroman |
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" sigma relative error\n"
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jroman |
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" --------------------- ------------------\n");CHKERRQ(ierr);
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for (i=0;i<nconv;i++) {
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slepc |
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/*
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Get converged singular triplets: i-th singular value is stored in sigma
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*/
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jroman |
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ierr = SVDGetSingularTriplet(svd,i,&sigma,u,v);CHKERRQ(ierr);
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slepc |
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/*
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Compute the error associated to each singular triplet
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*/
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slepc |
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ierr = SVDComputeRelativeError(svd,i,&error);CHKERRQ(ierr);
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slepc |
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jroman |
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ierr = PetscPrintf(PETSC_COMM_WORLD," % 6F ",sigma);CHKERRQ(ierr);
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ierr = PetscPrintf(PETSC_COMM_WORLD," % 12G\n",error);CHKERRQ(ierr);
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slepc |
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}
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jroman |
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ierr = PetscPrintf(PETSC_COMM_WORLD,"\n");CHKERRQ(ierr);
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slepc |
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}
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/*
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Free work space
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*/
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jroman |
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ierr = SVDDestroy(&svd);CHKERRQ(ierr);
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jroman |
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ierr = MatDestroy(&A);CHKERRQ(ierr);
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ierr = VecDestroy(&u);CHKERRQ(ierr);
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ierr = VecDestroy(&v);CHKERRQ(ierr);
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slepc |
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ierr = SlepcFinalize();CHKERRQ(ierr);
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return 0;
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}
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