cheblanTr.c File Reference

Polynomial Filtered thick restart Lanczos. More...

#include <stdlib.h>
#include <stdio.h>
#include <math.h>
#include <string.h>
#include <float.h>
#include "def.h"
#include "blaslapack.h"
#include "struct.h"
#include "internal_proto.h"

Go to the source code of this file.

Macros
#define	FILTER_VINIT   1

Functions
int	ChebLanTr (int lanm, int nev, double *intv, int maxit, double tol, double *vinit, polparams *pol, int *nev2, double **vals, double **W, double **resW, FILE *fstats)
	Chebyshev polynomial filtering Lanczos process [Thick restart version]. More...

Detailed Description

Polynomial Filtered thick restart Lanczos.

Definition in file cheblanTr.c.

Macro Definition Documentation

#define FILTER_VINIT   1

if filter the initial vector

Definition at line 18 of file cheblanTr.c.

Function Documentation

int ChebLanTr	(	int	lanm,
		int	nev,
		double *	intv,
		int	maxit,
		double	tol,
		double *	vinit,
		polparams *	pol,
		int *	nev2,
		double **	vals,
		double **	W,
		double **	resW,
		FILE *	fstats
	)

Chebyshev polynomial filtering Lanczos process [Thick restart version].

Parameters

[in]	lanm	Dimension of Krylov subspace [restart dimension]
[in]	nev	Estimate of number of eigenvalues in the interval – ideally nev == exact number or a little larger. This is not used for testing convergence but it helps make decisions as to when to test convergence ChebLanTr attempts to compute all eigenvalues in the interval and stops only when no more eigenvalyes are left. The convergenve test is a very simple one based on the residual norm for the filtered matrix
[in]	intv	an array of length 4 [intv[0], intv[1]] is the interval of desired eigenvalues [intv[2], intv[3]] is the global interval of all eigenvalues it must contain all eigenvalues of A
[in]	maxit	max Num of outer Lanczos iterations (restarts) allowed – Each restart may or use the full lanm lanczos steps or fewer.
[in]	tol	tolerance for convergence. stop when ||res||< tol
[in]	vinit	initial vector for Lanczos – [optional]
[in]	pol	a struct containing the parameters of the polynomial. This is set up by a call to find_deg prior to calling chenlanTr
[out]	nev2	Number of eigenvalues/vectors computed
[out]	W	A set of eigenvectors [n x nev2 matrix] of unit 2-norm for standard eig prob of unit B-norm for generalized eig prob
[out]	vals	Associated eigenvalues [nev2 x 1 vector]
[out]	resW	Associated residual norms [nev x 1 vector] 2-norm for standard eig prob B-norm for generalized eig prob
[out]	fstats	File stream which stats are printed to

Returns

Returns 0 on success (or if check_intv() is non-positive), -1 if gamB is outside [-1, 1], and 2 if there are no eigenvalues found.

Warning

memory allocation for W/vals/resW within this function

Definition at line 62 of file cheblanTr.c.

References _polparams::bar, Calloc, CGS_DGKS(), CGS_DGKS2(), ChebAv(), DAXPY(), DCOPY(), DDOT(), DGEMM(), DGEMV(), DNRM2(), DSCAL(), evsl_timer(), evsldata, evslstat, _polparams::gam, _evsldata::ifGenEv, Malloc, max, min, _evsldata::n, NGS_MAX, orthTol, rand_double(), Realloc, SymEigenSolver(), and _evslstat::t_iter.

Referenced by evsl_cheblantr(), and main().

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