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program cnbdr3
c
c ... Construct matrices A and M in LAPACK-style band form.
c Matrices A and M are derived from the finite
c element discretization of the 1-dimensional
c convection-diffusion operator
c (d^2u/dx^2) + rho*(du/dx)
c on the interval [0,1] with zero boundary condition using
c piecewise linear elements.
c
c ... Call CNBAND to find eigenvalues LAMBDA such that
c A*x = M*x*LAMBDA.
c
c ... Eigenvalues with largest real parts are sought.
c
c ... Use mode 2 of CNAUPD.
c
c\BeginLib
c
c\Routines called:
c cnband ARPACK banded eigenproblem solver.
c slapy2 LAPACK routine to compute sqrt(x**2+y**2) carefully.
c claset LAPACK routine to initialize a matrix to zero.
c caxpy Level 1 BLAS that computes y <- alpha*x+y.
c scnrm2 Level 1 BLAS that computes the norm of a vector.
c cgbmv Level 2 BLAS that computes the band matrix vector product.
c
c\Author
c Richard Lehoucq
c Danny Sorensen
c Chao Yang
c Dept. of Computational &
c Applied Mathematics
c Rice University
c Houston, Texas
c
c\SCCS Information: @(#)
c FILE: nbdr3.F SID: 2.4 DATE OF SID: 10/20/00 RELEASE: 2
c
c\Remarks
c 1. None
c
c\EndLib
c
c-------------------------------------------------------------------------
c
c %-------------------------------------%
c | Define leading dimensions for all |
c | arrays. |
c | MAXN - Maximum size of the matrix |
c | MAXNEV - Maximum number of |
c | eigenvalues to be computed |
c | MAXNCV - Maximum number of Arnoldi |
c | vectors stored |
c | MAXBDW - Maximum bandwidth |
c %-------------------------------------%
c
integer maxn, maxnev, maxncv, maxbdw, lda,
& lworkl, ldv
parameter ( maxn = 1000, maxnev = 25, maxncv=50,
& maxbdw=50, lda = maxbdw, ldv = maxn)
c
c %--------------%
c | Local Arrays |
c %--------------%
c
integer iparam(11), iwork(maxn)
logical select(maxncv)
Complex
& a(lda,maxn), m(lda,maxn), fac(lda,maxn),
& workl(3*maxncv*maxncv+5*maxncv), workd(3*maxn),
& workev(2*maxncv), v(ldv, maxncv),
& resid(maxn), d(maxncv), ax(maxn), mx(maxn)
Real
& rwork(maxn), rd(maxncv,3)
c
c %---------------%
c | Local Scalars |
c %---------------%
c
character which*2, bmat
integer nev, ncv, ku, kl, info, j,
& n, idiag, isup, isub, maxitr,
& mode, nconv
logical rvec
Real
& tol
Complex
& rho, h, sigma
c
c %------------%
c | Parameters |
c %------------%
c
Complex
& one, zero, two
parameter (one = (1.0E+0, 0.0E+0) ,
& zero = (0.0E+0, 0.0E+0) ,
& two = (2.0E+0, 0.0E+0) )
c
c %-----------------------------%
c | BLAS & LAPACK routines used |
c %-----------------------------%
c
Real
& scnrm2, slapy2
external scnrm2, cgbmv, caxpy, slapy2, claset
c
c %-----------------------%
c | Executable Statements |
c %-----------------------%
c
c %-------------------------------------------------%
c | The number NX is the number of interior points |
c | in the discretization of the 2-dimensional |
c | convection-diffusion operator on the unit |
c | square with zero Dirichlet boundary condition. |
c | The number N(=NX*NX) is the dimension of the |
c | matrix. A generalized eigenvalue problem is |
c | solved (BMAT = 'G'). NEV is the number of |
c | eigenvalues to be approximated. The user can |
c | modify NX, NEV, NCV and WHICH to solve problems |
c | of different sizes, and to get different parts |
c | the spectrum. However, The following |
c | conditions must be satisfied: |
c | N <= MAXN |
c | NEV <= MAXNEV |
c | NEV + 2 <= NCV <= MAXNCV |
c %-------------------------------------------------%
c
n = 100
nev = 4
ncv = 10
if ( n .gt. maxn ) then
print *, ' ERROR with _NBDR3: N is greater than MAXN '
go to 9000
else if ( nev .gt. maxnev ) then
print *, ' ERROR with _NBDR3: NEV is greater than MAXNEV '
go to 9000
else if ( ncv .gt. maxncv ) then
print *, ' ERROR with _NBDR3: NCV is greater than MAXNCV '
go to 9000
end if
bmat = 'G'
which = 'LM'
sigma = zero
c
c %----------------------------------------------------%
c | The work array WORKL is used in CNAUPD as |
c | workspace. Its dimension LWORKL has to be set as |
c | illustrated below. The parameter TOL determines |
c | the stopping criterion. If TOL<=0, machine machine |
c | precision is used. Setting INFO=0 indicates that |
c | using a randomly generated vector to start the |
c | the ARNOLDI process. |
c %----------------------------------------------------%
c
lworkl = 3*ncv**2+5*ncv
info = 0
tol = 0.0
c
c %---------------------------------------------------%
c | IPARAm(3) specifies the maximum number of Arnoldi |
c | iterations allowed. Mode 2 of CNAUPD is used |
c | (IPARAm(7) = 2). All these options can be changed |
c | by the user. For details, see the documentation |
c | in cnband. |
c %---------------------------------------------------%
c
maxitr = 300
mode = 2
c
iparam(3) = maxitr
iparam(7) = mode
c
c %--------------------------------------------%
c | Construct matrices A and M in LAPACK-style |
c | banded form. |
c %--------------------------------------------%
c
c %---------------------------------------------%
c | Zero out the workspace for banded matrices. |
c %---------------------------------------------%
c
call claset('A', lda, n, zero, zero, a, lda)
call claset('A', lda, n, zero, zero, m, lda)
call claset('A', lda, n, zero, zero, fac, lda)
c
c %-------------------------------------%
c | KU, KL are number of superdiagonals |
c | and subdiagonals within the band of |
c | matrices A and M. |
c %-------------------------------------%
c
kl = 1
ku = 1
c
c %---------------%
c | Main diagonal |
c %---------------%
c
h = one / cmplx(n+1)
c
idiag = kl+ku+1
do 30 j = 1, n
a(idiag,j) = (2.0E+0, 0.0E+0) / h
m(idiag,j) = (4.0E+0, 0.0E+0) * h
30 continue
c
c %-------------------------------------%
c | First subdiagonal and superdiagonal |
c %-------------------------------------%
c
isup = kl+ku
isub = kl+ku+2
rho = (1.0E+1, 0.0E+0)
do 40 j = 1, n-1
a(isup,j+1) = -one/h + rho/two
a(isub,j) = -one/h - rho/two
m(isup,j+1) = one*h
m(isub,j) = one*h
40 continue
c
c %-----------------------------------------------%
c | Call ARPACK banded solver to find eigenvalues |
c | and eigenvectors. Eigenvalues are returned in |
c | the one dimensional array D. Eigenvectors |
c | are returned in the first NCONV (=IPARAM(5)) |
c | columns of V. |
c %-----------------------------------------------%
c
rvec = .true.
call cnband(rvec, 'A', select, d, v, ldv, sigma,
& workev, n, a, m, lda, fac, kl, ku, which,
& bmat, nev, tol, resid, ncv, v, ldv, iparam,
& workd, workl, lworkl, rwork, iwork, info)
c
if ( info .eq. 0) then
c
nconv = iparam(5)
c
c %-----------------------------------%
c | Print out convergence information |
c %-----------------------------------%
c
print *, ' '
print *, '_NBDR3 '
print *, '====== '
print *, ' '
print *, ' The size of the matrix is ', n
print *, ' Number of eigenvalue requested is ', nev
print *, ' The number of Arnoldi vectors generated',
& ' (NCV) is ', ncv
print *, ' The number of converged Ritz values is ',
& nconv
print *, ' What portion of the spectrum ', which
print *, ' The number of Implicit Arnoldi ',
& ' update taken is ', iparam(3)
print *, ' The number of OP*x is ', iparam(9)
print *, ' The convergence tolerance is ', tol
print *, ' '
c
do 50 j = 1, nconv
c
c %----------------------------%
c | Compute the residual norm. |
c | || A*x - lambda*x || |
c %----------------------------%
c
call cgbmv('Notranspose', n, n, kl, ku, one,
& a(kl+1,1), lda, v(1,j), 1, zero,
& ax, 1)
call cgbmv('Notranspose', n, n, kl, ku, one,
& m(kl+1,1), lda, v(1,j), 1, zero,
& mx, 1)
call caxpy(n, -d(j), mx, 1, ax, 1)
rd(j,1) = real (d(j))
rd(j,2) = aimag(d(j))
rd(j,3) = scnrm2(n, ax, 1)
rd(j,3) = rd(j,3) / slapy2(rd(j,1), rd(j,2))
50 continue
call smout(6, nconv, 3, rd, maxncv, -6,
& 'Ritz values (Real,Imag) and relative residuals')
else
c
c %-------------------------------------%
c | Either convergence failed, or there |
c | is error. Check the documentation |
c | for cnband. |
c %-------------------------------------%
c
print *, ' '
print *, ' Error with _band, info= ', info
print *, ' Check the documentation of _band '
print *, ' '
c
end if
c
9000 end
|
