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<section class="tex2jax_ignore mathjax_ignore" id="exercise-8-quadratic-eigenvalue-problem">
<h1>Exercise 8: Quadratic Eigenvalue Problem<a class="headerlink" href="#exercise-8-quadratic-eigenvalue-problem" title="Link to this heading">#</a></h1>
<p>Now we are going to focus on the solution of quadratic eigenvalue problems with <code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEP.html">PEP</a></span></code> solvers. In this case, the problem to be solved is formulated as <span class="math notranslate nohighlight">\((\lambda^{2}M+ \lambda C+K)x=0\)</span>. In our simple example, <span class="math notranslate nohighlight">\(M\)</span> is a diagonal matrix, <span class="math notranslate nohighlight">\(C\)</span> is tridiagonal, and <span class="math notranslate nohighlight">\(K\)</span> is the 2-D Laplacian.</p>
<section id="compiling">
<h2>Compiling<a class="headerlink" href="#compiling" title="Link to this heading">#</a></h2>
<p>Copy the file <a class="reference external" href="https://slepc.upv.es/release/src/pep/tutorials/ex16.c.html" target="_blank">ex16.c</a> to your directory and add these lines to the makefile</p>
<div class="highlight-make notranslate"><div class="highlight"><pre><span></span><span class="nf">ex16</span><span class="o">:</span><span class="w"> </span><span class="n">ex</span>16.<span class="n">o</span>
<span class="w"> </span>-<span class="si">${</span><span class="nv">CLINKER</span><span class="si">}</span><span class="w"> </span>-o<span class="w"> </span>ex16<span class="w"> </span>ex16.o<span class="w"> </span><span class="si">${</span><span class="nv">SLEPC_PEP_LIB</span><span class="si">}</span>
<span class="w"> </span><span class="si">${</span><span class="nv">RM</span><span class="si">}</span><span class="w"> </span>ex16.o
</pre></div>
</div>
<p>Build the executable with the command</p>
<div class="highlight-console notranslate"><div class="highlight"><pre><span></span><span class="gp">$ </span>make<span class="w"> </span>ex16
</pre></div>
</div>
</section>
<section id="running-the-program">
<h2>Running the Program<a class="headerlink" href="#running-the-program" title="Link to this heading">#</a></h2>
<p>Run the program without arguments and see the output:</p>
<div class="highlight-default notranslate"><div class="highlight"><pre><span></span><span class="n">Quadratic</span> <span class="n">Eigenproblem</span><span class="p">,</span> <span class="n">N</span><span class="o">=</span><span class="mi">100</span> <span class="p">(</span><span class="mi">10</span><span class="n">x10</span> <span class="n">grid</span><span class="p">)</span>
<span class="n">Number</span> <span class="n">of</span> <span class="n">requested</span> <span class="n">eigenvalues</span><span class="p">:</span> <span class="mi">1</span>
<span class="n">k</span> <span class="o">||</span><span class="n">P</span><span class="p">(</span><span class="n">k</span><span class="p">)</span><span class="n">x</span><span class="o">||/||</span><span class="n">kx</span><span class="o">||</span>
<span class="o">-----------------</span> <span class="o">------------------</span>
<span class="o">-</span><span class="mf">1.164037</span><span class="o">+</span><span class="mf">1.653625</span><span class="n">i</span> <span class="mf">2.02021e-12</span>
<span class="o">-</span><span class="mf">1.164037</span><span class="o">-</span><span class="mf">1.653625</span><span class="n">i</span> <span class="mf">2.02021e-12</span>
</pre></div>
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</section>
<section id="source-code-details">
<h2>Source Code Details<a class="headerlink" href="#source-code-details" title="Link to this heading">#</a></h2>
<p>The <code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEP.html">PEP</a></span></code> object is used very much like <code class="docutils notranslate"><span class="pre"><a href="../../manualpages/EPS/EPS.html">EPS</a></span></code> or <code class="docutils notranslate"><span class="pre"><a href="../../manualpages/SVD/SVD.html">SVD</a></span></code>, as can be seen in the source code. Here is a summary of the main function calls:</p>
<ul class="simple">
<li><p><code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEPCreate.html">PEPCreate</a>(<a href="https://petsc.org/release/manualpages/Sys/MPI_Comm/">MPI_Comm</a></span> <span class="pre">comm,<a href="../../manualpages/PEP/PEP.html">PEP</a></span> <span class="pre">*pep);</span></code></p></li>
<li><p><code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEPSetOperators.html">PEPSetOperators</a></span></code>(<code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEP.html">PEP</a></span></code> pep,<a class="reference external" href="https://petsc.org/release/manualpages/Sys/PetscInt/" title="(in PETSc v3.24)"><span class="xref std std-doc">PetscInt</span></a> <code class="docutils notranslate"><span class="pre">nmat</span></code>,<a class="reference external" href="https://petsc.org/release/manualpages/Mat/Mat/" title="(in PETSc v3.24)"><span class="xref std std-doc">Mat</span></a> <code class="docutils notranslate"><span class="pre">A[]</span></code>);</p></li>
<li><p><code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEPSetProblemType.html">PEPSetProblemType</a>(<a href="../../manualpages/PEP/PEP.html">PEP</a></span> <span class="pre">pep,<a href="../../manualpages/PEP/PEPProblemType.html">PEPProblemType</a></span> <span class="pre">type);</span></code></p></li>
<li><p><code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEPSetFromOptions.html">PEPSetFromOptions</a>(<a href="../../manualpages/PEP/PEP.html">PEP</a></span> <span class="pre">pep);</span></code></p></li>
<li><p><code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEPSolve.html">PEPSolve</a>(<a href="../../manualpages/PEP/PEP.html">PEP</a></span> <span class="pre">pep);</span></code></p></li>
<li><p><code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEPGetConverged.html">PEPGetConverged</a></span></code>(<code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEP.html">PEP</a></span></code> <code class="docutils notranslate"><span class="pre">pep</span></code>, <a class="reference external" href="https://petsc.org/release/manualpages/Sys/PetscInt/" title="(in PETSc v3.24)"><span class="xref std std-doc">PetscInt</span></a> <code class="docutils notranslate"><span class="pre">*nconv</span></code>);</p></li>
<li><p><code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEPGetEigenpair.html">PEPGetEigenpair</a></span></code>(<code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEP.html">PEP</a></span></code> <code class="docutils notranslate"><span class="pre">pep</span></code>,<a class="reference external" href="https://petsc.org/release/manualpages/Sys/PetscInt/" title="(in PETSc v3.24)"><span class="xref std std-doc">PetscInt</span></a> <code class="docutils notranslate"><span class="pre">i</span></code>,<a class="reference external" href="https://petsc.org/release/manualpages/Sys/PetscScalar/" title="(in PETSc v3.24)"><span class="xref std std-doc">PetscScalar</span></a> <code class="docutils notranslate"><span class="pre">*kr</span></code>,<a class="reference external" href="https://petsc.org/release/manualpages/Sys/PetscScalar/" title="(in PETSc v3.24)"><span class="xref std std-doc">PetscScalar</span></a> <code class="docutils notranslate"><span class="pre">*ki</span></code>,<a class="reference external" href="https://petsc.org/release/manualpages/Vec/Vec/" title="(in PETSc v3.24)"><span class="xref std std-doc">Vec</span></a> <code class="docutils notranslate"><span class="pre">xr</span></code>,<a class="reference external" href="https://petsc.org/release/manualpages/Vec/Vec/" title="(in PETSc v3.24)"><span class="xref std std-doc">Vec</span></a> <code class="docutils notranslate"><span class="pre">xi</span></code>);</p></li>
<li><p><code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEPDestroy.html">PEPDestroy</a>(<a href="../../manualpages/PEP/PEP.html">PEP</a></span> <span class="pre">pep)</span></code>;</p></li>
</ul>
<p>First, the solver context (<code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEP.html">PEP</a></span></code>) is created and the three problem matrices are specified. Then various options are set for customized solution. After that, the program solves the problem, retrieves the solution, and finally destroys the context.</p>
</section>
<section id="pep-options">
<h2>PEP Options<a class="headerlink" href="#pep-options" title="Link to this heading">#</a></h2>
<p>Most of the options available in the <code class="docutils notranslate"><span class="pre"><a href="../../manualpages/EPS/EPS.html">EPS</a></span></code> object have their equivalent in <code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEP.html">PEP</a></span></code>. A full list of command-line options can be obtained by running the example
with the option <code class="docutils notranslate"><span class="pre">-help</span></code>.</p>
<p>To show information about the <code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEP.html">PEP</a></span></code> solver, add the <code class="docutils notranslate"><span class="pre">-pep_view</span></code> option:</p>
<div class="highlight-default notranslate"><div class="highlight"><pre><span></span><span class="n"><a href="../../manualpages/PEP/PEP.html">PEP</a></span> <span class="n">Object</span><span class="p">:</span> <span class="mi">1</span> <span class="n">MPI</span> <span class="n">processes</span>
<span class="nb">type</span><span class="p">:</span> <span class="n">toar</span>
<span class="mi">50</span><span class="o">%</span> <span class="n">of</span> <span class="n">basis</span> <span class="n">vectors</span> <span class="n">kept</span> <span class="n">after</span> <span class="n">restart</span>
<span class="n">using</span> <span class="n">the</span> <span class="n">locking</span> <span class="n">variant</span>
<span class="n">problem</span> <span class="nb">type</span><span class="p">:</span> <span class="n">symmetric</span> <span class="n">polynomial</span> <span class="n">eigenvalue</span> <span class="n">problem</span>
<span class="n">polynomial</span> <span class="n">represented</span> <span class="ow">in</span> <span class="n">MONOMIAL</span> <span class="n">basis</span>
<span class="n">selected</span> <span class="n">portion</span> <span class="n">of</span> <span class="n">the</span> <span class="n">spectrum</span><span class="p">:</span> <span class="n">largest</span> <span class="n">eigenvalues</span> <span class="ow">in</span> <span class="n">magnitude</span>
<span class="n">number</span> <span class="n">of</span> <span class="n">eigenvalues</span> <span class="p">(</span><span class="n">nev</span><span class="p">):</span> <span class="mi">1</span>
<span class="n">number</span> <span class="n">of</span> <span class="n">column</span> <span class="n">vectors</span> <span class="p">(</span><span class="n">ncv</span><span class="p">):</span> <span class="mi">16</span>
<span class="n">maximum</span> <span class="n">dimension</span> <span class="n">of</span> <span class="n">projected</span> <span class="n">problem</span> <span class="p">(</span><span class="n">mpd</span><span class="p">):</span> <span class="mi">16</span>
<span class="n">maximum</span> <span class="n">number</span> <span class="n">of</span> <span class="n">iterations</span><span class="p">:</span> <span class="mi">100</span>
<span class="n">tolerance</span><span class="p">:</span> <span class="mf">1e-08</span>
<span class="n">convergence</span> <span class="n">test</span><span class="p">:</span> <span class="n">relative</span> <span class="n">to</span> <span class="n">the</span> <span class="n">eigenvalue</span>
<span class="n">extraction</span> <span class="nb">type</span><span class="p">:</span> <span class="n">NORM</span>
<span class="n"><a href="../../manualpages/BV/BV.html">BV</a></span> <span class="n">Object</span><span class="p">:</span> <span class="mi">1</span> <span class="n">MPI</span> <span class="n">processes</span>
<span class="nb">type</span><span class="p">:</span> <span class="n">svec</span>
<span class="mi">18</span> <span class="n">columns</span> <span class="n">of</span> <span class="k">global</span> <span class="n">length</span> <span class="mi">100</span>
<span class="n">vector</span> <span class="n">orthogonalization</span> <span class="n">method</span><span class="p">:</span> <span class="n">classical</span> <span class="n">Gram</span><span class="o">-</span><span class="n">Schmidt</span>
<span class="n">orthogonalization</span> <span class="n">refinement</span><span class="p">:</span> <span class="k">if</span> <span class="n">needed</span> <span class="p">(</span><span class="n">eta</span><span class="p">:</span> <span class="mf">0.7071</span><span class="p">)</span>
<span class="n">block</span> <span class="n">orthogonalization</span> <span class="n">method</span><span class="p">:</span> <span class="n">GS</span>
<span class="n">doing</span> <span class="n">matmult</span> <span class="k">as</span> <span class="n">a</span> <span class="n">single</span> <span class="n">matrix</span><span class="o">-</span><span class="n">matrix</span> <span class="n">product</span>
<span class="n"><a href="../../manualpages/DS/DS.html">DS</a></span> <span class="n">Object</span><span class="p">:</span> <span class="mi">1</span> <span class="n">MPI</span> <span class="n">processes</span>
<span class="nb">type</span><span class="p">:</span> <span class="n">nhep</span>
<span class="n"><a href="../../manualpages/ST/ST.html">ST</a></span> <span class="n">Object</span><span class="p">:</span> <span class="mi">1</span> <span class="n">MPI</span> <span class="n">processes</span>
<span class="nb">type</span><span class="p">:</span> <span class="n">shift</span>
<span class="n">shift</span><span class="p">:</span> <span class="mf">0.</span>
<span class="n">number</span> <span class="n">of</span> <span class="n">matrices</span><span class="p">:</span> <span class="mi">3</span>
<span class="nb">all</span> <span class="n">matrices</span> <span class="n">have</span> <span class="n">different</span> <span class="n">nonzero</span> <span class="n">pattern</span>
<span class="n"><a href="https://petsc.org/release/manualpages/KSP/KSP/">KSP</a></span> <span class="n">Object</span><span class="p">:</span> <span class="p">(</span><span class="n">st_</span><span class="p">)</span> <span class="mi">1</span> <span class="n">MPI</span> <span class="n">processes</span>
<span class="nb">type</span><span class="p">:</span> <span class="n">preonly</span>
<span class="n">maximum</span> <span class="n">iterations</span><span class="o">=</span><span class="mi">10000</span><span class="p">,</span> <span class="n">initial</span> <span class="n">guess</span> <span class="ow">is</span> <span class="n">zero</span>
<span class="n">tolerances</span><span class="p">:</span> <span class="n">relative</span><span class="o">=</span><span class="mf">1e-08</span><span class="p">,</span> <span class="n">absolute</span><span class="o">=</span><span class="mf">1e-50</span><span class="p">,</span> <span class="n">divergence</span><span class="o">=</span><span class="mf">10000.</span>
<span class="n">left</span> <span class="n">preconditioning</span>
<span class="n">using</span> <span class="n">NONE</span> <span class="n">norm</span> <span class="nb">type</span> <span class="k">for</span> <span class="n">convergence</span> <span class="n">test</span>
<span class="n"><a href="https://petsc.org/release/manualpages/PC/PC/">PC</a></span> <span class="n">Object</span><span class="p">:</span> <span class="p">(</span><span class="n">st_</span><span class="p">)</span> <span class="mi">1</span> <span class="n">MPI</span> <span class="n">processes</span>
<span class="nb">type</span><span class="p">:</span> <span class="n">lu</span>
<span class="n">out</span><span class="o">-</span><span class="n">of</span><span class="o">-</span><span class="n">place</span> <span class="n">factorization</span>
<span class="n">tolerance</span> <span class="k">for</span> <span class="n">zero</span> <span class="n">pivot</span> <span class="mf">2.22045e-14</span>
<span class="n">matrix</span> <span class="n">ordering</span><span class="p">:</span> <span class="n">nd</span>
<span class="n">factor</span> <span class="n">fill</span> <span class="n">ratio</span> <span class="n">given</span> <span class="mf">5.</span><span class="p">,</span> <span class="n">needed</span> <span class="mf">1.</span>
<span class="n">Factored</span> <span class="n">matrix</span> <span class="n">follows</span><span class="p">:</span>
<span class="n"><a href="https://petsc.org/release/manualpages/Mat/Mat/">Mat</a></span> <span class="n">Object</span><span class="p">:</span> <span class="mi">1</span> <span class="n">MPI</span> <span class="n">processes</span>
<span class="nb">type</span><span class="p">:</span> <span class="n">seqaij</span>
<span class="n">rows</span><span class="o">=</span><span class="mi">100</span><span class="p">,</span> <span class="n">cols</span><span class="o">=</span><span class="mi">100</span>
<span class="n">package</span> <span class="n">used</span> <span class="n">to</span> <span class="n">perform</span> <span class="n">factorization</span><span class="p">:</span> <span class="n">petsc</span>
<span class="n">total</span><span class="p">:</span> <span class="n">nonzeros</span><span class="o">=</span><span class="mi">100</span><span class="p">,</span> <span class="n">allocated</span> <span class="n">nonzeros</span><span class="o">=</span><span class="mi">100</span>
<span class="n">total</span> <span class="n">number</span> <span class="n">of</span> <span class="n">mallocs</span> <span class="n">used</span> <span class="n">during</span> <span class="n"><a href="https://petsc.org/release/manualpages/Mat/MatSetValues/">MatSetValues</a></span> <span class="n">calls</span> <span class="o">=</span><span class="mi">0</span>
<span class="ow">not</span> <span class="n">using</span> <span class="n">I</span><span class="o">-</span><span class="n">node</span> <span class="n">routines</span>
<span class="n">linear</span> <span class="n">system</span> <span class="n">matrix</span> <span class="o">=</span> <span class="n">precond</span> <span class="n">matrix</span><span class="p">:</span>
<span class="n"><a href="https://petsc.org/release/manualpages/Mat/Mat/">Mat</a></span> <span class="n">Object</span><span class="p">:</span> <span class="mi">1</span> <span class="n">MPI</span> <span class="n">processes</span>
<span class="nb">type</span><span class="p">:</span> <span class="n">seqaij</span>
<span class="n">rows</span><span class="o">=</span><span class="mi">100</span><span class="p">,</span> <span class="n">cols</span><span class="o">=</span><span class="mi">100</span>
<span class="n">total</span><span class="p">:</span> <span class="n">nonzeros</span><span class="o">=</span><span class="mi">100</span><span class="p">,</span> <span class="n">allocated</span> <span class="n">nonzeros</span><span class="o">=</span><span class="mi">500</span>
<span class="n">total</span> <span class="n">number</span> <span class="n">of</span> <span class="n">mallocs</span> <span class="n">used</span> <span class="n">during</span> <span class="n"><a href="https://petsc.org/release/manualpages/Mat/MatSetValues/">MatSetValues</a></span> <span class="n">calls</span> <span class="o">=</span><span class="mi">0</span>
<span class="ow">not</span> <span class="n">using</span> <span class="n">I</span><span class="o">-</span><span class="n">node</span> <span class="n">routines</span>
</pre></div>
</div>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>All the command-line options related to the <code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEP.html">PEP</a></span></code> object have the <code class="docutils notranslate"><span class="pre">-pep_</span></code> prefix.</p>
</div>
<p>Try changing some of the values, for example:</p>
<div class="highlight-console notranslate"><div class="highlight"><pre><span></span><span class="gp">$ </span>./ex16<span class="w"> </span>-pep_nev<span class="w"> </span><span class="m">4</span><span class="w"> </span>-pep_ncv<span class="w"> </span><span class="m">24</span><span class="w"> </span>-pep_smallest_magnitude<span class="w"> </span>-pep_tol<span class="w"> </span>1e-5
</pre></div>
</div>
</section>
<section id="choosing-the-solver-method">
<h2>Choosing the Solver Method<a class="headerlink" href="#choosing-the-solver-method" title="Link to this heading">#</a></h2>
<p>Several polynomial eigensolvers are available, which can be selected in the source code with the function <code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEPSetType.html">PEPSetType</a>()</span></code>, or at run time:</p>
<div class="highlight-console notranslate"><div class="highlight"><pre><span></span><span class="gp">$ </span>./ex16<span class="w"> </span>-pep_type<span class="w"> </span>qarnoldi
</pre></div>
</div>
<p>Check the table of <a class="reference internal" href="../manual/pep.html#tab-solversp"><span class="std std-ref">Polynomial eigenvalue solvers available in the PEP module</span></a>.</p>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>The default solver is <code class="docutils notranslate"><span class="pre">toar</span></code>.</p>
</div>
<p>The <code class="docutils notranslate"><span class="pre">linear</span></code> solver performs an explicit linearization of the quadratic eigenproblem, resulting in a generalized eigenproblem. This linearization can be customized, see section <a class="reference internal" href="../manual/pep.html#sec-linearization"><span class="std std-ref">Linearization</span></a> in the Users Manual for details. For instance:</p>
<div class="highlight-console notranslate"><div class="highlight"><pre><span></span><span class="gp">$ </span>./ex16<span class="w"> </span>-pep_type<span class="w"> </span>linear<span class="w"> </span>-pep_linear_linearization<span class="w"> </span><span class="m">1</span>,0<span class="w"> </span>-pep_linear_explicitmatrix
</pre></div>
</div>
<p>Since in this problem all matrices are symmetric, the problem type is set to <code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEP_HERMITIAN.html">PEP_HERMITIAN</a></span></code> in the source code with <code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEPSetProblemType.html">PEPSetProblemType</a>()</span></code>, and this obliges us to set the explicit matrix flag, see <code class="docutils notranslate"><span class="pre"><a href="../../manualpages/PEP/PEPLinearSetExplicitMatrix.html">PEPLinearSetExplicitMatrix</a>()</span></code>. It is also possible to use a non-symmetric linearization by choosing the corresponding problem type:</p>
<div class="highlight-console notranslate"><div class="highlight"><pre><span></span><span class="gp">$ </span>./ex16<span class="w"> </span>-pep_type<span class="w"> </span>linear<span class="w"> </span>-pep_general
</pre></div>
</div>
<p>In the <code class="docutils notranslate"><span class="pre">linear</span></code> solver it is also possible to tune any of the <code class="docutils notranslate"><span class="pre"><a href="../../manualpages/EPS/EPS.html">EPS</a></span></code> options, including those corresponding to <code class="docutils notranslate"><span class="pre"><a href="../../manualpages/ST/ST.html">ST</a></span></code> and the linear solvers. For instance:</p>
<div class="highlight-console notranslate"><div class="highlight"><pre><span></span><span class="gp">$ </span>./ex16<span class="w"> </span>-pep_type<span class="w"> </span>linear<span class="w"> </span>-pep_general<span class="w"> </span>-pep_linear_st_ksp_type<span class="w"> </span>bcgs<span class="w"> </span>-pep_linear_st_pc_type<span class="w"> </span>jacobi
</pre></div>
</div>
</section>
</section>
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