c----------------------------------------------------------------------- c\BeginDoc c c\Name: dsaupd c c\Description: c c Reverse communication interface for the Implicitly Restarted Arnoldi c Iteration. For symmetric problems this reduces to a variant of the Lanczos c method. This method has been designed to compute approximations to a c few eigenpairs of a linear operator OP that is real and symmetric c with respect to a real positive semi-definite symmetric matrix B, c i.e. c c B*OP = (OP')*B. c c Another way to express this condition is c c < x,OPy > = < OPx,y > where < z,w > = z'Bw . c c In the standard eigenproblem B is the identity matrix. c ( A' denotes transpose of A) c c The computed approximate eigenvalues are called Ritz values and c the corresponding approximate eigenvectors are called Ritz vectors. c c dsaupd is usually called iteratively to solve one of the c following problems: c c Mode 1: A*x = lambda*x, A symmetric c ===> OP = A and B = I. c c Mode 2: A*x = lambda*M*x, A symmetric, M symmetric positive definite c ===> OP = inv[M]*A and B = M. c ===> (If M can be factored see remark 3 below) c c Mode 3: K*x = lambda*M*x, K symmetric, M symmetric positive semi-definite c ===> OP = (inv[K - sigma*M])*M and B = M. c ===> Shift-and-Invert mode c c Mode 4: K*x = lambda*KG*x, K symmetric positive semi-definite, c KG symmetric indefinite c ===> OP = (inv[K - sigma*KG])*K and B = K. c ===> Buckling mode c c Mode 5: A*x = lambda*M*x, A symmetric, M symmetric positive semi-definite c ===> OP = inv[A - sigma*M]*[A + sigma*M] and B = M. c ===> Cayley transformed mode c c NOTE: The action of w <- inv[A - sigma*M]*v or w <- inv[M]*v c should be accomplished either by a direct method c using a sparse matrix factorization and solving c c [A - sigma*M]*w = v or M*w = v, c c or through an iterative method for solving these c systems. If an iterative method is used, the c convergence test must be more stringent than c the accuracy requirements for the eigenvalue c approximations. c c\Usage: c call dsaupd c ( IDO, BMAT, N, WHICH, NEV, TOL, RESID, NCV, V, LDV, IPARAM, c IPNTR, WORKD, WORKL, LWORKL, INFO ) c c\Arguments c IDO Integer. (INPUT/OUTPUT) c Reverse communication flag. IDO must be zero on the first c call to dsaupd. IDO will be set internally to c indicate the type of operation to be performed. Control is c then given back to the calling routine which has the c responsibility to carry out the requested operation and call c dsaupd with the result. The operand is given in c WORKD(IPNTR(1)), the result must be put in WORKD(IPNTR(2)). c (If Mode = 2 see remark 5 below) c ------------------------------------------------------------- c IDO = 0: first call to the reverse communication interface c IDO = -1: compute Y = OP * X where c IPNTR(1) is the pointer into WORKD for X, c IPNTR(2) is the pointer into WORKD for Y. c This is for the initialization phase to force the c starting vector into the range of OP. c IDO = 1: compute Y = OP * Z and Z = B * X where c IPNTR(1) is the pointer into WORKD for X, c IPNTR(2) is the pointer into WORKD for Y, c IPNTR(3) is the pointer into WORKD for Z. c IDO = 2: compute Y = B * X where c IPNTR(1) is the pointer into WORKD for X, c IPNTR(2) is the pointer into WORKD for Y. c IDO = 3: compute the IPARAM(8) shifts where c IPNTR(11) is the pointer into WORKL for c placing the shifts. See remark 6 below. c IDO = 99: done c ------------------------------------------------------------- c After the initialization phase, when the routine is used in c either the "shift-and-invert" mode or the Cayley transform c mode, the vector B * X is already available and does not c need to be recomputed in forming OP*X. c c BMAT Character*1. (INPUT) c BMAT specifies the type of the matrix B that defines the c semi-inner product for the operator OP. c B = 'I' -> standard eigenvalue problem A*x = lambda*x c B = 'G' -> generalized eigenvalue problem A*x = lambda*B*x c c N Integer. (INPUT) c Dimension of the eigenproblem. c c WHICH Character*2. (INPUT) c Specify which of the Ritz values of OP to compute. c c 'LA' - compute the NEV largest (algebraic) eigenvalues. c 'SA' - compute the NEV smallest (algebraic) eigenvalues. c 'LM' - compute the NEV largest (in magnitude) eigenvalues. c 'SM' - compute the NEV smallest (in magnitude) eigenvalues. c 'BE' - compute NEV eigenvalues, half from each end of the c spectrum. When NEV is odd, compute one more from the c high end than from the low end. c (see remark 1 below) c c NEV Integer. (INPUT) c Number of eigenvalues of OP to be computed. 0 < NEV < N. c c TOL Double precision scalar. (INPUT) c Stopping criterion: the relative accuracy of the Ritz value c is considered acceptable if BOUNDS(I) .LE. TOL*ABS(RITZ(I)). c If TOL .LE. 0. is passed a default is set: c DEFAULT = DLAMCH('EPS') (machine precision as computed c by the LAPACK auxiliary subroutine DLAMCH). c c RESID Double precision array of length N. (INPUT/OUTPUT) c On INPUT: c If INFO .EQ. 0, a random initial residual vector is used. c If INFO .NE. 0, RESID contains the initial residual vector, c possibly from a previous run. c On OUTPUT: c RESID contains the final residual vector. c c NCV Integer. (INPUT) c Number of columns of the matrix V (less than or equal to N). c This will indicate how many Lanczos vectors are generated c at each iteration. After the startup phase in which NEV c Lanczos vectors are generated, the algorithm generates c NCV-NEV Lanczos vectors at each subsequent update iteration. c Most of the cost in generating each Lanczos vector is in the c matrix-vector product OP*x. (See remark 4 below). c c V Double precision N by NCV array. (OUTPUT) c The NCV columns of V contain the Lanczos basis vectors. c c LDV Integer. (INPUT) c Leading dimension of V exactly as declared in the calling c program. c c IPARAM Integer array of length 11. (INPUT/OUTPUT) c IPARAM(1) = ISHIFT: method for selecting the implicit shifts. c The shifts selected at each iteration are used to restart c the Arnoldi iteration in an implicit fashion. c ------------------------------------------------------------- c ISHIFT = 0: the shifts are provided by the user via c reverse communication. The NCV eigenvalues of c the current tridiagonal matrix T are returned in c the part of WORKL array corresponding to RITZ. c See remark 6 below. c ISHIFT = 1: exact shifts with respect to the reduced c tridiagonal matrix T. This is equivalent to c restarting the iteration with a starting vector c that is a linear combination of Ritz vectors c associated with the "wanted" Ritz values. c ------------------------------------------------------------- c c IPARAM(2) = LEVEC c No longer referenced. See remark 2 below. c c IPARAM(3) = MXITER c On INPUT: maximum number of Arnoldi update iterations allowed. c On OUTPUT: actual number of Arnoldi update iterations taken. c c IPARAM(4) = NB: blocksize to be used in the recurrence. c The code currently works only for NB = 1. c c IPARAM(5) = NCONV: number of "converged" Ritz values. c This represents the number of Ritz values that satisfy c the convergence criterion. c c IPARAM(6) = IUPD c No longer referenced. Implicit restarting is ALWAYS used. c c IPARAM(7) = MODE c On INPUT determines what type of eigenproblem is being solved. c Must be 1,2,3,4,5; See under \Description of dsaupd for the c five modes available. c c IPARAM(8) = NP c When ido = 3 and the user provides shifts through reverse c communication (IPARAM(1)=0), dsaupd returns NP, the number c of shifts the user is to provide. 0 < NP <=NCV-NEV. See Remark c 6 below. c c IPARAM(9) = NUMOP, IPARAM(10) = NUMOPB, IPARAM(11) = NUMREO, c OUTPUT: NUMOP = total number of OP*x operations, c NUMOPB = total number of B*x operations if BMAT='G', c NUMREO = total number of steps of re-orthogonalization. c c IPNTR Integer array of length 11. (OUTPUT) c Pointer to mark the starting locations in the WORKD and WORKL c arrays for matrices/vectors used by the Lanczos iteration. c ------------------------------------------------------------- c IPNTR(1): pointer to the current operand vector X in WORKD. c IPNTR(2): pointer to the current result vector Y in WORKD. c IPNTR(3): pointer to the vector B * X in WORKD when used in c the shift-and-invert mode. c IPNTR(4): pointer to the next available location in WORKL c that is untouched by the program. c IPNTR(5): pointer to the NCV by 2 tridiagonal matrix T in WORKL. c IPNTR(6): pointer to the NCV RITZ values array in WORKL. c IPNTR(7): pointer to the Ritz estimates in array WORKL associated c with the Ritz values located in RITZ in WORKL. c Note: IPNTR(8:10) is only referenced by dseupd. See Remark 2. c IPNTR(8): pointer to the NCV RITZ values of the original system. c IPNTR(9): pointer to the NCV corresponding error bounds. c IPNTR(10): pointer to the NCV by NCV matrix of eigenvectors c of the tridiagonal matrix T. Only referenced by c dseupd if RVEC = .TRUE. See Remarks. c Note: IPNTR(8:10) is only referenced by dseupd. See Remark 2. c IPNTR(11): pointer to the NP shifts in WORKL. See Remark 6 below. c ------------------------------------------------------------- c c WORKD Double precision work array of length 3*N. (REVERSE COMMUNICATION) c Distributed array to be used in the basic Arnoldi iteration c for reverse communication. The user should not use WORKD c as temporary workspace during the iteration. Upon termination c WORKD(1:N) contains B*RESID(1:N). If the Ritz vectors are desired c subroutine dseupd uses this output. c See Data Distribution Note below. c c WORKL Double precision work array of length LWORKL. (OUTPUT/WORKSPACE) c Private (replicated) array on each PE or array allocated on c the front end. See Data Distribution Note below. c c LWORKL Integer. (INPUT) c LWORKL must be at least NCV**2 + 8*NCV . c c INFO Integer. (INPUT/OUTPUT) c If INFO .EQ. 0, a randomly initial residual vector is used. c If INFO .NE. 0, RESID contains the initial residual vector, c possibly from a previous run. c Error flag on output. c = 0: Normal exit. c = 1: Maximum number of iterations taken. c All possible eigenvalues of OP has been found. IPARAM(5) c returns the number of wanted converged Ritz values. c = 2: No longer an informational error. Deprecated starting c with release 2 of ARPACK. c = 3: No shifts could be applied during a cycle of the c Implicitly restarted Arnoldi iteration. One possibility c is to increase the size of NCV relative to NEV. c See remark 4 below. c = -1: N must be positive. c = -2: NEV must be positive. c = -3: NCV must be greater than NEV and less than or equal to N. c = -4: The maximum number of Arnoldi update iterations allowed c must be greater than zero. c = -5: WHICH must be one of 'LM', 'SM', 'LA', 'SA' or 'BE'. c = -6: BMAT must be one of 'I' or 'G'. c = -7: Length of private work array WORKL is not sufficient. c = -8: Error return from trid. eigenvalue calculation; c Informational error from LAPACK routine dsteqr. c = -9: Starting vector is zero. c = -10: IPARAM(7) must be 1,2,3,4,5. c = -11: IPARAM(7) = 1 and BMAT = 'G' are incompatable. c = -12: IPARAM(1) must be equal to 0 or 1. c = -13: NEV and WHICH = 'BE' are incompatable. c = -9999: Could not build an Arnoldi factorization. c IPARAM(5) returns the size of the current Arnoldi c factorization. The user is advised to check that c enough workspace and array storage has been allocated. c c c\Remarks c 1. The converged Ritz values are always returned in ascending c algebraic order. The computed Ritz values are approximate c eigenvalues of OP. The selection of WHICH should be made c with this in mind when Mode = 3,4,5. After convergence, c approximate eigenvalues of the original problem may be obtained c with the ARPACK subroutine dseupd. c c 2. If the Ritz vectors corresponding to the converged Ritz values c are needed, the user must call dseupd immediately following completion c of dsaupd. This is new starting with version 2.1 of ARPACK. c c 3. If M can be factored into a Cholesky factorization M = LL' c then Mode = 2 should not be selected. Instead one should use c Mode = 1 with OP = inv(L)*A*inv(L'). Appropriate triangular c linear systems should be solved with L and L' rather c than computing inverses. After convergence, an approximate c eigenvector z of the original problem is recovered by solving c L'z = x where x is a Ritz vector of OP. c c 4. At present there is no a-priori analysis to guide the selection c of NCV relative to NEV. The only formal requirement is that NCV > NEV. c However, it is recommended that NCV .ge. 2*NEV. If many problems of c the same type are to be solved, one should experiment with increasing c NCV while keeping NEV fixed for a given test problem. This will c usually decrease the required number of OP*x operations but it c also increases the work and storage required to maintain the orthogonal c basis vectors. The optimal "cross-over" with respect to CPU time c is problem dependent and must be determined empirically. c c 5. If IPARAM(7) = 2 then in the Reverse communication interface the user c must do the following. When IDO = 1, Y = OP * X is to be computed. c When IPARAM(7) = 2 OP = inv(B)*A. After computing A*X the user c must overwrite X with A*X. Y is then the solution to the linear set c of equations B*Y = A*X. c c 6. When IPARAM(1) = 0, and IDO = 3, the user needs to provide the c NP = IPARAM(8) shifts in locations: c 1 WORKL(IPNTR(11)) c 2 WORKL(IPNTR(11)+1) c . c . c . c NP WORKL(IPNTR(11)+NP-1). c c The eigenvalues of the current tridiagonal matrix are located in c WORKL(IPNTR(6)) through WORKL(IPNTR(6)+NCV-1). They are in the c order defined by WHICH. The associated Ritz estimates are located in c WORKL(IPNTR(8)), WORKL(IPNTR(8)+1), ... , WORKL(IPNTR(8)+NCV-1). c c-----------------------------------------------------------------------------