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LOBPCGEpetraExSimple.cpp

Use "Simple LOBPCG" with Epetra test problem (computed here).

Use "Simple LOBPCG" with Epetra test problem (computed here).

This example computes the eigenvalues of largest magnitude of an eigenvalue problem $A x = \lambda x$, using Anasazi's "simple" implementation of the LOBPCG method, with Epetra linear algebra. It constructs the test problem within the example itself.

// @HEADER
// ***********************************************************************
//
// Anasazi: Block Eigensolvers Package
// Copyright 2004 Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000 with Sandia Corporation,
// the U.S. Government retains certain rights in this software.
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are
// met:
//
// 1. Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
//
// 2. Redistributions in binary form must reproduce the above copyright
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// documentation and/or other materials provided with the distribution.
//
// 3. Neither the name of the Corporation nor the names of the
// contributors may be used to endorse or promote products derived from
// this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
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// @HEADER
#include "Epetra_CrsMatrix.h"
#include "Teuchos_CommandLineProcessor.hpp"
#include "Teuchos_Assert.hpp"
#ifdef HAVE_MPI
#include "Epetra_MpiComm.h"
#include <mpi.h>
#else
#include "Epetra_SerialComm.h"
#endif
#include "Epetra_Map.h"
int
main (int argc, char *argv[])
{
using namespace Anasazi;
using Teuchos::RCP;
using Teuchos::rcp;
using std::endl;
#ifdef HAVE_MPI
// Initialize MPI
MPI_Init (&argc, &argv);
#endif // HAVE_MPI
// Create an Epetra communicator
#ifdef HAVE_MPI
Epetra_MpiComm Comm (MPI_COMM_WORLD);
#else
Epetra_SerialComm Comm;
#endif // HAVE_MPI
// Create an Anasazi output manager
printer.stream(Errors) << Anasazi_Version() << std::endl << std::endl;
// Get the sorting std::string from the command line
std::string which ("SM");
Teuchos::CommandLineProcessor cmdp (false, true);
cmdp.setOption("sort",&which,"Targetted eigenvalues (SM or LM).");
if (cmdp.parse (argc, argv) != Teuchos::CommandLineProcessor::PARSE_SUCCESSFUL) {
#ifdef HAVE_MPI
MPI_Finalize ();
#endif // HAVE_MPI
return -1;
}
// Dimension of the matrix
//
// Discretization points in any one direction.
const int nx = 10;
// Size of matrix nx*nx
const int NumGlobalElements = nx*nx;
// Construct a Map that puts approximately the same number of
// equations on each process.
Epetra_Map Map (NumGlobalElements, 0, Comm);
// Get update list and number of local equations from newly created Map.
int NumMyElements = Map.NumMyElements ();
std::vector<int> MyGlobalElements (NumMyElements);
Map.MyGlobalElements (&MyGlobalElements[0]);
// Create an integer vector NumNz that is used to build the Petra
// matrix. NumNz[i] is the number of OFF-DIAGONAL terms for the ith
// global equation on this process.
std::vector<int> NumNz(NumMyElements);
/* We are building a matrix of block structure:
| T -I |
|-I T -I |
| -I T |
| ... -I|
| -I T|
where each block is dimension nx by nx and the matrix is on the order of
nx*nx. The block T is a tridiagonal matrix.
*/
for (int i=0; i<NumMyElements; ++i) {
if (MyGlobalElements[i] == 0 || MyGlobalElements[i] == NumGlobalElements-1 ||
MyGlobalElements[i] == nx-1 || MyGlobalElements[i] == nx*(nx-1) ) {
NumNz[i] = 3;
}
else if (MyGlobalElements[i] < nx || MyGlobalElements[i] > nx*(nx-1) ||
MyGlobalElements[i]%nx == 0 || (MyGlobalElements[i]+1)%nx == 0) {
NumNz[i] = 4;
}
else {
NumNz[i] = 5;
}
}
// Create an Epetra_Matrix
RCP<Epetra_CrsMatrix> A = rcp (new Epetra_CrsMatrix (Epetra_DataAccess::Copy, Map, &NumNz[0]));
// Compute coefficients for discrete convection-diffution operator
const double one = 1.0;
std::vector<double> Values(4);
std::vector<int> Indices(4);
double rho = 0.0;
double h = one /(nx+1);
double h2 = h*h;
double c = 5.0e-01*rho/ h;
Values[0] = -one/h2 - c; Values[1] = -one/h2 + c; Values[2] = -one/h2; Values[3]= -one/h2;
double diag = 4.0 / h2;
int NumEntries;
for (int i=0; i<NumMyElements; ++i) {
if (MyGlobalElements[i]==0) {
Indices[0] = 1;
Indices[1] = nx;
NumEntries = 2;
int info = A->InsertGlobalValues(MyGlobalElements[i], NumEntries, &Values[1], &Indices[0]);
TEUCHOS_ASSERT( info==0 );
}
else if (MyGlobalElements[i] == nx*(nx-1)) {
Indices[0] = nx*(nx-1)+1;
Indices[1] = nx*(nx-2);
NumEntries = 2;
int info = A->InsertGlobalValues(MyGlobalElements[i], NumEntries, &Values[1], &Indices[0]);
TEUCHOS_ASSERT( info==0 );
}
else if (MyGlobalElements[i] == nx-1) {
Indices[0] = nx-2;
NumEntries = 1;
int info = A->InsertGlobalValues(MyGlobalElements[i], NumEntries, &Values[0], &Indices[0]);
TEUCHOS_ASSERT( info==0 );
Indices[0] = 2*nx-1;
info = A->InsertGlobalValues(MyGlobalElements[i], NumEntries, &Values[2], &Indices[0]);
TEUCHOS_ASSERT( info==0 );
}
else if (MyGlobalElements[i] == NumGlobalElements-1) {
Indices[0] = NumGlobalElements-2;
NumEntries = 1;
int info = A->InsertGlobalValues(MyGlobalElements[i], NumEntries, &Values[0], &Indices[0]);
TEUCHOS_ASSERT( info==0 );
Indices[0] = nx*(nx-1)-1;
info = A->InsertGlobalValues(MyGlobalElements[i], NumEntries, &Values[2], &Indices[0]);
TEUCHOS_ASSERT( info==0 );
}
else if (MyGlobalElements[i] < nx) {
Indices[0] = MyGlobalElements[i]-1;
Indices[1] = MyGlobalElements[i]+1;
Indices[2] = MyGlobalElements[i]+nx;
NumEntries = 3;
int info = A->InsertGlobalValues(MyGlobalElements[i], NumEntries, &Values[0], &Indices[0]);
TEUCHOS_ASSERT( info==0 );
}
else if (MyGlobalElements[i] > nx*(nx-1)) {
Indices[0] = MyGlobalElements[i]-1;
Indices[1] = MyGlobalElements[i]+1;
Indices[2] = MyGlobalElements[i]-nx;
NumEntries = 3;
int info = A->InsertGlobalValues(MyGlobalElements[i], NumEntries, &Values[0], &Indices[0]);
TEUCHOS_ASSERT( info==0 );
}
else if (MyGlobalElements[i]%nx == 0) {
Indices[0] = MyGlobalElements[i]+1;
Indices[1] = MyGlobalElements[i]-nx;
Indices[2] = MyGlobalElements[i]+nx;
NumEntries = 3;
int info = A->InsertGlobalValues(MyGlobalElements[i], NumEntries, &Values[1], &Indices[0]);
TEUCHOS_ASSERT( info==0 );
}
else if ((MyGlobalElements[i]+1)%nx == 0) {
Indices[0] = MyGlobalElements[i]-nx;
Indices[1] = MyGlobalElements[i]+nx;
NumEntries = 2;
int info = A->InsertGlobalValues(MyGlobalElements[i], NumEntries, &Values[2], &Indices[0]);
TEUCHOS_ASSERT( info==0 );
Indices[0] = MyGlobalElements[i]-1;
NumEntries = 1;
info = A->InsertGlobalValues(MyGlobalElements[i], NumEntries, &Values[0], &Indices[0]);
TEUCHOS_ASSERT( info==0 );
}
else {
Indices[0] = MyGlobalElements[i]-1;
Indices[1] = MyGlobalElements[i]+1;
Indices[2] = MyGlobalElements[i]-nx;
Indices[3] = MyGlobalElements[i]+nx;
NumEntries = 4;
int info = A->InsertGlobalValues(MyGlobalElements[i], NumEntries, &Values[0], &Indices[0]);
TEUCHOS_ASSERT( info==0 );
}
// Put in the diagonal entry
int info = A->InsertGlobalValues(MyGlobalElements[i], 1, &diag, &MyGlobalElements[i]);
TEUCHOS_ASSERT( info==0 );
}
// Finish up
int info = A->FillComplete ();
TEUCHOS_ASSERT( info==0 );
A->SetTracebackMode (1); // Shutdown Epetra Warning tracebacks
// Create a identity matrix for the temporary mass matrix
RCP<Epetra_CrsMatrix> M = rcp (new Epetra_CrsMatrix (Epetra_DataAccess::Copy, Map, 1));
for (int i=0; i<NumMyElements; i++) {
Values[0] = one;
Indices[0] = i;
NumEntries = 1;
info = M->InsertGlobalValues(MyGlobalElements[i], NumEntries, &Values[0], &Indices[0]);
TEUCHOS_ASSERT( info==0 );
}
// Finish up
info = M->FillComplete ();
TEUCHOS_ASSERT( info==0 );
M->SetTracebackMode (1); // Shutdown Epetra Warning tracebacks
//************************************
// Call the LOBPCG solver manager
//***********************************
//
// Variables used for the LOBPCG Method
const int nev = 10;
const int blockSize = 5;
const int maxIters = 500;
const double tol = 1.0e-8;
typedef Epetra_MultiVector MV;
typedef Epetra_Operator OP;
// Create an Epetra_MultiVector for an initial vector to start the
// solver. Note: This needs to have the same number of columns as
// the blocksize.
RCP<Epetra_MultiVector> ivec = rcp (new Epetra_MultiVector (Map, blockSize));
ivec->Random (); // fill the initial vector with random values
// Create the eigenproblem.
RCP<BasicEigenproblem<double, MV, OP> > MyProblem =
rcp (new BasicEigenproblem<double, MV, OP> (A, ivec));
// Inform the eigenproblem that the operator A is symmetric
MyProblem->setHermitian (true);
// Set the number of eigenvalues requested
MyProblem->setNEV (nev);
// Inform the eigenproblem that you are finishing passing it information
const bool success = MyProblem->setProblem ();
if (! success) {
printer.print (Errors, "Anasazi::BasicEigenproblem::setProblem() reported an error.\n");
#ifdef HAVE_MPI
MPI_Finalize ();
#endif
return -1;
}
// Create parameter list to pass into the solver manager
//
Teuchos::ParameterList MyPL;
MyPL.set ("Which", which);
MyPL.set ("Block Size", blockSize);
MyPL.set ("Maximum Iterations", maxIters);
MyPL.set ("Convergence Tolerance", tol);
MyPL.set ("Verbosity", verbosity);
// Create the solver manager
SimpleLOBPCGSolMgr<double, MV, OP> MySolverMan (MyProblem, MyPL);
// Solve the problem
ReturnType returnCode = MySolverMan.solve ();
// Get the eigenvalues and eigenvectors from the eigenproblem
Eigensolution<double, MV> sol = MyProblem->getSolution ();
std::vector<Value<double> > evals = sol.Evals;
RCP<MV> evecs = sol.Evecs;
// Compute residuals
std::vector<double> normR (sol.numVecs);
if (sol.numVecs > 0) {
Teuchos::SerialDenseMatrix<int,double> T (sol.numVecs, sol.numVecs);
Epetra_MultiVector tempAevec (Map, sol.numVecs );
T.putScalar (0.0);
for (int i = 0; i < sol.numVecs; ++i) {
T(i,i) = evals[i].realpart;
}
A->Apply (*evecs, tempAevec);
MVT::MvTimesMatAddMv (-1.0, *evecs, T, 1.0, tempAevec);
MVT::MvNorm (tempAevec, normR);
}
// Print the results
std::ostringstream os;
os.setf (std::ios_base::right, std::ios_base::adjustfield);
os << "Solver manager returned "
<< (returnCode == Converged ? "converged." : "unconverged.") << endl;
os << endl;
os << "------------------------------------------------------" << endl;
os << std::setw(16) << "Eigenvalue"
<< std::setw(18) << "Direct Residual"
<< endl;
os << "------------------------------------------------------" << endl;
for (int i = 0; i < sol.numVecs; ++i) {
os << std::setw(16) << evals[i].realpart
<< std::setw(18) << normR[i] / evals[i].realpart
<< endl;
}
os << "------------------------------------------------------" << endl;
printer.print (Errors, os.str ());
#ifdef HAVE_MPI
MPI_Finalize ();
#endif // HAVE_MPI
return 0;
}
Basic implementation of the Anasazi::Eigenproblem class.
Basic output manager for sending information of select verbosity levels to the appropriate output str...
Declarations of Anasazi multi-vector and operator classes using Epetra_MultiVector and Epetra_Operato...
The Anasazi::SimpleLOBPCGSolMgr provides a simple solver manager over the LOBPCG eigensolver.
This provides a basic implementation for defining standard or generalized eigenvalue problems.
Anasazi's basic output manager for sending information of select verbosity levels to the appropriate ...
Traits class which defines basic operations on multivectors.
virtual Teuchos::FancyOStream & stream(MsgType type)
Create a stream for outputting to.
virtual void print(MsgType type, const std::string output)
Send output to the output manager.
The Anasazi::SimpleLOBPCGSolMgr provides a simple solver manager over the LOBPCG eigensolver.
ReturnType solve()
This method performs possibly repeated calls to the underlying eigensolver's iterate() routine until ...
Namespace Anasazi contains the classes, structs, enums and utilities used by the Anasazi package.
ReturnType
Enumerated type used to pass back information from a solver manager.
Struct for storing an eigenproblem solution.
Teuchos::RCP< MV > Evecs
The computed eigenvectors.
int numVecs
The number of computed eigenpairs.
std::vector< Value< ScalarType > > Evals
The computed eigenvalues.