EVSL  1.1.0
EigenValues Slicing Library
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ratlanNr.c File Reference

Rational Filtered no-restart Lanczos. More...

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

Go to the source code of this file.


#define FILTER_VINIT   1


int RatLanNr (double *intv, int maxit, double tol, double *vinit, ratparams *rat, int *nevOut, double **lamo, double **Wo, double **reso, FILE *fstats)
 Rational filtering Lanczos process [NON-restarted version]. More...

Detailed Description

Rational Filtered no-restart Lanczos.

Definition in file ratlanNr.c.

Macro Definition Documentation

#define FILTER_VINIT   1

if filter the initial vector

Definition at line 18 of file ratlanNr.c.

Function Documentation

int RatLanNr ( double *  intv,
int  maxit,
double  tol,
double *  vinit,
ratparams rat,
int *  nevOut,
double **  lamo,
double **  Wo,
double **  reso,
FILE *  fstats 

Rational filtering Lanczos process [NON-restarted version].

intvan 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
maxitmax Num of outer Lanczos steps allowed –[max dim of Krylov subspace]
toltolerance for convergence. The code uses a stopping criterion based on the convergence of the restricted trace. i.e., the sum of the eigenvalues of T_k that are in the desired interval. This test is rather simple since these eigenvalues are above `bar'. We want the relative error on this restricted trace to be less than tol. Note that the test performed on filtered matrix only - but the actual residual norm associated with the original matrix A is returned
vinitinitial vector for Lanczos – [optional]
RatLanNr() Modifies the following variables:
[out]ratA struct containing the rational filter
[out]nevOutNumber of eigenvalues/vectors computed
[out]WoA set of eigenvectors [n x nevOut matrix]
[out]lamoAssociated eigenvalues [nevOut x 1 vector]
[out]resoAssociated residual norms [nev x 1 vector]
[out]fstatsFile stream which stats are printed to

Definition at line 54 of file ratlanNr.c.

References CGS_DGKS(), CGS_DGKS2(), DAXPY(), DCOPY(), DDOT(), DGEMV(), DNRM2(), _evsldata::ds, DSCAL(), evsl_timer(), evsldata, evslstat, _evsldata::ifGenEv, Malloc, min, _evsldata::n, NGS_MAX, orthTol, rand_double(), RatFiltApply(), Realloc, SymmTridEig(), SymmTridEigS(), _evslstat::t_iter, and _evslstat::t_ritz.

Referenced by evsl_ratlannr(), and main().

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