NAG C Library Function Document
nag_real_symm_sparse_eigensystem_sol (f12fcc)
Note: this function uses optional parameters to define choices in the problem specification. If you wish to use default
settings for all of the optional parameters, then the option setting function nag_real_symm_sparse_eigensystem_option (f12fdc) need not be called.
If, however, you wish to reset some or all of the settings please refer to Section 11 in nag_real_symm_sparse_eigensystem_option (f12fdc) for a detailed description of the specification of the optional parameters.
1
Purpose
2
Specification
#include <nag.h> 
#include <nagf12.h> 
void 
nag_real_symm_sparse_eigensystem_sol (Integer *nconv,
double d[],
double z[],
double sigma,
const double resid[],
double v[],
double comm[],
Integer icomm[],
NagError *fail) 

3
Description
The suite of functions is designed to calculate some of the eigenvalues, $\lambda $, (and optionally the corresponding eigenvectors, $x$) of a standard eigenvalue problem $Ax=\lambda x$, or of a generalized eigenvalue problem $Ax=\lambda Bx$ of order $n$, where $n$ is large and the coefficient matrices $A$ and $B$ are sparse, real and symmetric. The suite can also be used to find selected eigenvalues/eigenvectors of smaller scale dense, real and symmetric problems.
Following a call to
nag_real_symm_sparse_eigensystem_iter (f12fbc),
nag_real_symm_sparse_eigensystem_sol (f12fcc) returns the converged approximations to eigenvalues and (optionally) the corresponding approximate eigenvectors and/or an orthonormal basis for the associated approximate invariant subspace. The eigenvalues (and eigenvectors) are selected from those of a standard or generalized eigenvalue problem defined by real symmetric matrices. There is negligible additional cost to obtain eigenvectors; an orthonormal basis is always computed, but there is an additional storage cost if both are requested.
nag_real_symm_sparse_eigensystem_sol (f12fcc) is based on the function
dseupd from the ARPACK package, which uses the Implicitly Restarted Lanczos iteration method. The method is described in
Lehoucq and Sorensen (1996) and
Lehoucq (2001) while its use within the ARPACK software is described in great detail in
Lehoucq et al. (1998). An evaluation of software for computing eigenvalues of sparse symmetric matrices is provided in
Lehoucq and Scott (1996). This suite of functions offers the same functionality as the ARPACK software for real symmetric problems, but the interface design is quite different in order to make the option setting clearer and to simplify some of the interfaces.
nag_real_symm_sparse_eigensystem_sol (f12fcc), is a postprocessing function that must be called following a successful final exit from
nag_real_symm_sparse_eigensystem_iter (f12fbc).
nag_real_symm_sparse_eigensystem_sol (f12fcc) uses data returned from
nag_real_symm_sparse_eigensystem_iter (f12fbc) and options, set either by default or explicitly by calling
nag_real_symm_sparse_eigensystem_option (f12fdc), to return the converged approximations to selected eigenvalues and (optionally):
– 
the corresponding approximate eigenvectors; 
– 
an orthonormal basis for the associated approximate invariant subspace; 
– 
both. 
4
References
Lehoucq R B (2001) Implicitly restarted Arnoldi methods and subspace iteration SIAM Journal on Matrix Analysis and Applications 23 551–562
Lehoucq R B and Scott J A (1996) An evaluation of software for computing eigenvalues of sparse nonsymmetric matrices Preprint MCSP5471195 Argonne National Laboratory
Lehoucq R B and Sorensen D C (1996) Deflation techniques for an implicitly restarted Arnoldi iteration SIAM Journal on Matrix Analysis and Applications 17 789–821
Lehoucq R B, Sorensen D C and Yang C (1998) ARPACK Users' Guide: Solution of Largescale Eigenvalue Problems with Implicitly Restarted Arnoldi Methods SIAM, Philidelphia
5
Arguments
 1:
$\mathbf{nconv}$ – Integer *Output

On exit: the number of converged eigenvalues as found by
nag_real_symm_sparse_eigensystem_iter (f12fbc).
 2:
$\mathbf{d}\left[\mathit{dim}\right]$ – doubleOutput

Note: the dimension,
dim, of the array
d
must be at least
${\mathbf{ncv}}$ (see
nag_real_symm_sparse_eigensystem_init (f12fac)).
On exit: the first
nconv locations of the array
d contain the converged approximate eigenvalues.
 3:
$\mathbf{z}\left[{\mathbf{n}}\times \left({\mathbf{nev}}+1\right)\right]$ – doubleOutput

On exit: if the default option
${\mathbf{Vectors}}=\mathrm{RITZ}$ (see
nag_real_symm_sparse_eigensystem_option (f12fdc)) has been selected then
z contains the final set of eigenvectors corresponding to the eigenvalues held in
d. The real eigenvector associated with an eigenvalue is stored in the corresponding array section of
z.
 4:
$\mathbf{sigma}$ – doubleInput

On entry: if one of the
${\mathbf{Shifted\; Inverse}}$ (see
nag_real_symm_sparse_eigensystem_option (f12fdc)) modes has been selected then
sigma contains the real shift used; otherwise
sigma is not referenced.
 5:
$\mathbf{resid}\left[\mathit{dim}\right]$ – const doubleInput

Note: the dimension,
dim, of the array
resid
must be at least
${\mathbf{n}}$ (see
nag_real_symm_sparse_eigensystem_init (f12fac)).
On entry: must not be modified following a call to
nag_real_symm_sparse_eigensystem_iter (f12fbc) since it contains data required by
nag_real_symm_sparse_eigensystem_sol (f12fcc).
 6:
$\mathbf{v}\left[{\mathbf{n}}\times {\mathbf{ncv}}\right]$ – doubleInput/Output

The $\mathit{i}$th element of the $\mathit{j}$th basis vector is stored in location ${\mathbf{v}}\left[{\mathbf{n}}\times \left(\mathit{j}1\right)+\mathit{i}1\right]$, for $\mathit{i}=1,2,\dots ,{\mathbf{n}}$ and $\mathit{j}=1,2,\dots ,{\mathbf{ncv}}$.
On entry: the
ncv sections of
v, of length
$n$, contain the Lanczos basis vectors for
$\mathrm{OP}$ as constructed by
nag_real_symm_sparse_eigensystem_iter (f12fbc).
On exit: if the option
${\mathbf{Vectors}}=\mathrm{SCHUR}$ has been set, or the option
${\mathbf{Vectors}}=\mathrm{RITZ}$ has been set and a separate array
z has been passed (i.e.,
z does not equal
v), then the first
nconv sections of
v, of length
$n$, will contain approximate Schur vectors that span the desired invariant subspace.
 7:
$\mathbf{comm}\left[\mathit{dim}\right]$ – doubleCommunication Array

Note: the dimension,
dim, of the array
comm
must be at least
$\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{lcomm}}\right)$ (see
nag_real_symm_sparse_eigensystem_init (f12fac)).
On initial entry: must remain unchanged from the prior call to
nag_real_symm_sparse_eigensystem_init (f12fac).
On exit: contains data on the current state of the solution.
 8:
$\mathbf{icomm}\left[\mathit{dim}\right]$ – IntegerCommunication Array

Note: the dimension,
dim, of the array
icomm
must be at least
$\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{licomm}}\right)$ (see
nag_real_symm_sparse_eigensystem_init (f12fac)).
On initial entry: must remain unchanged from the prior call to
nag_real_symm_sparse_eigensystem_init (f12fac).
On exit: contains data on the current state of the solution.
 9:
$\mathbf{fail}$ – NagError *Input/Output

The NAG error argument (see
Section 3.7 in How to Use the NAG Library and its Documentation).
6
Error Indicators and Warnings
 NE_ALLOC_FAIL

Dynamic memory allocation failed.
See
Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
 NE_BAD_PARAM

On entry, argument $\u2329\mathit{\text{value}}\u232a$ had an illegal value.
 NE_INTERNAL_ERROR

An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact
NAG for assistance.
See
Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
 NE_INVALID_OPTION

On entry, ${\mathbf{Vectors}}=\mathrm{SELECT}$, but this is not yet implemented.
 NE_MAX_ITER

During calculation of a tridiagonal form, there was a failure to compute $\u2329\mathit{\text{value}}\u232a$ eigenvalues in a total of $\u2329\mathit{\text{value}}\u232a$ iterations.
 NE_MISSING_CALL

Either the function was called out of sequence (following an initial call to the setup function and following completion of calls to the reverse communication function) or the communication arrays have become corrupted.
 NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See
Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
 NE_RITZ_COUNT

Got a different count of the number of converged Ritz values than the value passed to it through the argument
icomm: number counted
$=\u2329\mathit{\text{value}}\u232a$, number expected
$=\u2329\mathit{\text{value}}\u232a$. This usually indicates that a communication array has been altered or has become corrupted between calls to
nag_real_symm_sparse_eigensystem_iter (f12fbc) and
nag_real_symm_sparse_eigensystem_sol (f12fcc).
 NE_ZERO_EIGS_FOUND

The number of eigenvalues found to sufficient accuracy, as communicated through the argument
icomm, is zero. You should experiment with different values of
nev and
ncv, or select a different computational mode or increase the maximum number of iterations prior to calling
nag_real_symm_sparse_eigensystem_iter (f12fbc).
7
Accuracy
The relative accuracy of a Ritz value,
$\lambda $, is considered acceptable if its Ritz estimate
$\le {\mathbf{Tolerance}}\times \left\lambda \right$. The default
${\mathbf{Tolerance}}$ used is the
machine precision given by
nag_machine_precision (X02AJC).
8
Parallelism and Performance
nag_real_symm_sparse_eigensystem_sol (f12fcc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_real_symm_sparse_eigensystem_sol (f12fcc) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the
x06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the
Users' Note for your implementation for any additional implementationspecific information.
None.
10
Example
This example solves $Ax=\lambda Bx$ in regular mode, where $A$ and $B$ are obtained from the standard central difference discretization of the onedimensional Laplacian operator $\frac{{d}^{2}u}{d{x}^{2}}$ on $\left[0,1\right]$, with zero Dirichlet boundary conditions.
10.1
Program Text
Program Text (f12fcce.c)
10.2
Program Data
Program Data (f12fcce.d)
10.3
Program Results
Program Results (f12fcce.r)