File: igraph_eigen_matrix_symmetric_arpack.c

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/* -*- mode: C -*-  */
/* 
   IGraph library.
   Copyright (C) 2012  Gabor Csardi <csardi.gabor@gmail.com>
   334 Harvard street, Cambridge MA, 02139 USA
   
   This program is free software; you can redistribute it and/or modify
   it under the terms of the GNU General Public License as published by
   the Free Software Foundation; either version 2 of the License, or
   (at your option) any later version.
   
   This program is distributed in the hope that it will be useful,
   but WITHOUT ANY WARRANTY; without even the implied warranty of
   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
   GNU General Public License for more details.
   
   You should have received a copy of the GNU General Public License
   along with this program; if not, write to the Free Software
   Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 
   02110-1301 USA

*/

#include <igraph.h>
#include <time.h>

#define DIM 10

int check_ev(const igraph_matrix_t *A, const igraph_vector_t *values,
	     const igraph_matrix_t *vectors, int err_off) {

  int i, n=igraph_matrix_nrow(A);
  int ne=igraph_matrix_ncol(vectors);
  igraph_vector_t v, lhs, rhs;

  if (ne != igraph_vector_size(values)) {
    printf("'values' and 'vectors' sizes do not match\n");
    exit(err_off + 1);
  }

  igraph_vector_init(&lhs, n);
  igraph_vector_init(&rhs, n);

  for (i=0; i<ne; i++) {
    igraph_vector_view(&v, &MATRIX(*vectors, 0, i), n);
    igraph_blas_dgemv(/*transpose=*/ 0, /*alpha=*/ 1, A, &v, 
		      /*beta=*/ 0, &lhs);
    igraph_vector_update(&rhs, &v);
    igraph_vector_scale(&rhs, VECTOR(*values)[i]);
    if (igraph_vector_maxdifference(&lhs, &rhs) > 1e-10) { 
      printf("LHS %i: ", i); igraph_vector_print(&lhs);
      printf("RHS %i: ", i); igraph_vector_print(&rhs);
      exit(err_off + 2);
    }
  }
  
  igraph_vector_destroy(&rhs);
  igraph_vector_destroy(&lhs);
  
  return 0;
}

int main() {

  igraph_matrix_t A;
  igraph_vector_t values;
  igraph_matrix_t vectors;
  int i, j;
  igraph_eigen_which_t which;
  igraph_arpack_options_t options;

  igraph_rng_seed(igraph_rng_default(), 42 * 42);
  
  igraph_matrix_init(&A, DIM, DIM);
  igraph_matrix_init(&vectors, 0, 0);
  igraph_vector_init(&values, 0);

  igraph_arpack_options_init(&options);

  for (i=0; i<DIM; i++) {
    for (j=i; j<DIM; j++) {
      MATRIX(A, i, j) = MATRIX(A, j, i) = 
	igraph_rng_get_integer(igraph_rng_default(), 1, 10);
    }
  }
  
  which.pos=IGRAPH_EIGEN_LM;
  which.howmany=2;
  igraph_eigen_matrix_symmetric(&A, /*sA=*/ 0, /*fun=*/ 0, DIM, /*extra=*/ 0,
  				IGRAPH_EIGEN_ARPACK, &which, &options,
  				/*storage=*/ 0, &values, &vectors);
  igraph_vector_print(&values);
  check_ev(&A, &values, &vectors, 0);

  which.howmany=8;
  igraph_eigen_matrix_symmetric(&A, /*sA=*/ 0, /*fun=*/ 0, DIM, /*extra=*/ 0,
  				IGRAPH_EIGEN_ARPACK, &which, &options,
  				/*storage=*/ 0, &values, &vectors);
  igraph_vector_print(&values);
  check_ev(&A, &values, &vectors, 10);

  which.pos=IGRAPH_EIGEN_BE;
  which.howmany=5;
  igraph_eigen_matrix_symmetric(&A, /*sA=*/ 0, /*fun=*/ 0, DIM, /*extra=*/ 0,
				IGRAPH_EIGEN_ARPACK, &which, &options,
				/*storage=*/ 0, &values, &vectors);
  igraph_vector_print(&values);
  check_ev(&A, &values, &vectors, 20);

  which.pos=IGRAPH_EIGEN_SM;
  which.howmany=5;
  igraph_eigen_matrix_symmetric(&A, /*sA=*/ 0, /*fun=*/ 0, DIM, /*extra=*/ 0,
				IGRAPH_EIGEN_ARPACK, &which, &options,
				/*storage=*/ 0, &values, &vectors);
  igraph_vector_print(&values);
  check_ev(&A, &values, &vectors, 30);
  
  igraph_vector_destroy(&values);
  igraph_matrix_destroy(&vectors);
  igraph_matrix_destroy(&A);  

  return 0;
}