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EVSL: ChebLanTR, ChebLanNR, ChebSI, RatLanTr, and RatLanNr
Polynomial and Rational Filtered Lanczos and subspace iteration algorithms For Symmetric Eigenvalue problems
Welcome to EVSL. EVSL is a C library for computing the eigenvalues of a symmetric matrix that are located in a given interval. This first release includes the routines listed above and does not yet offer full parallel implementations (trivial openMP test programs are available among the test drivers). EVSL also provides tools for spectrum slicing, i.e., the technique of subdividing a given interval into p smaller subintervals and computing the eigenvalues in each subinterval independently. EVSL implements a polynomial filtered Lanczos (thick restart, no restart) a rational filtered Lanczos (thick restart, no restart), and a polynomial filtered subspace iteration.
For questions/feedback send e-mail to Yousef Saad [[email protected]]
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SRC/
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chelanTr.c : Polynomial Filtered thick restart Lanczos
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chelanNr.c : Polynomial Filtered no-restart Lanczos
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chebsi.c : Polynomial Filtered Subspace iteration
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ratlanTr.c : Rational Filtered thick restart Lanczos
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ratlanNr.c : Rational Filtered no-restart Lanczos
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misc_la.c : miscellaneous linear algebra functions * SymmTridEig() wrapper to lapack's DSTEV * SymmTridEigS() wrapper to lapack's DSTEMR * SymEigenSolver() wrapper to lapack's DSYEV * CGS_DGKS() : gram-schmidt
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chebpoly.c : * chebxPltd() : given a polynomial and vector x, compute polynomial values y = p(x) * set_pol_def() : set default values for polynomial filters * dampcf() : damping coefficient for cheb. expansions * find_pol() : find the best Cheb polynomial * chext() : determine polynomial for end intervals * rootchb() : balance the polynomial * ChebAv() : perform p(A) vector product: w= p(A)*v * ChebAv0() : same thing but calls matvec
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ratfilter.c :
- contQuad : given the number of poles and quadrature rule compute the locations of poles on [-1 1]
- rat2p2() : given a rational funct. and x, compute rational funct. value by y = r(x)
- pfe2() : partial fraction expansion of rat. functions
- integg2() : integration of 1/[(x-s1)^k1 (x-s2)^k2]
- weights() : expansion coefficients of rat. filter on [-1 1]
- scaleweigthts() : expansion coefficients of rat. filter on [a b]
- set_rat_def() : set default values for rat. filter
- find_rat() : find the "best" rational filter
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spslice.c :
- kpmdos() : kernel polynomial method for determining the dos of A
- spslicer() : given the dos spslicer will divide the spectrum into slices having approximately the same number of eigenvalues
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lanbounds.c :
- LanBounds() : Lanczos alg. to give a bound of spectrum
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spmat.c : [CSR matrix routines]
- csrcsc() : convert CSR to CSC [used by sortrow]
- sortrow() : sort rows of CSR by column indices
- csr_resize() : memory alloc. for CSR
- free_csr() : memory dealloc for CSR
- free_coo() : memory dealloc for COO
- cooMat_to_csrMat() : convert COO to CSR
- matvec_gen() : general form of matvec: y = alpAx + bet*y
- matvec() : y = A*x
- lapgen() : generate Laplacian on (nx)x(ny)x(nz) grid
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timing.c :
- cheblan_timer : timer
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mactime.c :
- cheblan_timer for mac os
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vect.c : [vector operations]
- rand_double : produces a random vector
- sort_double : sort vector by values [ascending order]
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liblancheb.a : library
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TESTS_Gen/ and TESTS_Lap/ : directories containing test drivers for simple model Laplacean matrices (TESTS_Lap) or general matrices in sparse format read from a file (TESTS_Gen).. See below and 00README files therein for further information
INSTALLATION
Library:
The users only need to modify the file makefile.in
[see makefile.in.example for samples of files makefile.in
that are given for mac-os and for Linux].
1. cp makefile.in_Linux/MacOS.example makefile.in.
2. modify makefile.in [provide BLAS/LAPACK path]
3. make clean; make
make in the directory SRC will create the library LIB/liblancheb.a
Test programs:
In directories TESTS_Lap and TESTS_Gen you will find makefiles to
run sample drivers that test a few different situations.
TESTS_Lap/ -- generate Laplacean matrices and compute eigenvalues in
given intervals. You will find 6 drivers
* LapPLanN.c --> poly. filtering non-restarted Lanczos
* LapPLanR.c --> poly. filtering thick-restart Lanczos
* LapPSI.c --> poly. filtering subspace iteration
* LapRLanN.c --> rational filtering non-restart Lanczos
* LapRLanR.c --> rational filtering thick-restart Lanczos
* lapl.c --> functions to set up a laplacean matrix and also to
compute the exact eigenvalues of Laplacians
see details in the 00README file in the directory TESTS_Lap/
TESTS_Gen/ -- read a matrix from file and compute eigenvalues in
given intervals. Here you will find 6 drivers
* GenPLanN.c --> poly. filtering non-restarted Lanczos
* GenPLanR.c --> poly. filtering thick-restart Lanczos
* GenPSI.c --> poly. filtering subspace iteration
* GenPLanR_omp.c --> poly. filtering thick-restart Lanczos with openMP
* GenRLanN.c --> rational filtering non-restart Lanczos
* GenRLanR.c --> rational filtering thick-restart Lanczos
see details in the 00README file in the directory TESTS_Gen/
RATIONAL FILTERING
Rational filtering requires solving linear systems (where the
coefficient matrix is the original matrix shifted by a *complex*
shift). A linear solver routine must be provided by the users.
In the test programs (Lap/GenRLan*.c), we provide examples that
use UMFPACK a sparse direct solver package by T. Davis. (version
4.5.3 has been tested)
======================================================================
NOTE: SuiteSparse is NOT distributed with EVSL, and is Copyrighted (c)
by Timothy Davis. Please refer to that package for its License.
[http://faculty.cse.tamu.edu/davis/suitesparse.html]
======================================================================
To run rational filtering Lanczos methods, users will only need to
provide a solver function of the following prototype:
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void solvefunc(int n, double *br, double *bz, double *xr,
double *xz, void *data);
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where n is the size of the system, br, bz are the right-hand
side (real and imaginary parts of complex vector), xr, xz will
be the solution (complex vector), and "data" contains all the
data needed for the solver. Then, users will create a
``solveShift'' structure that includes the function pointer and
the data, that will be passed to evsl:
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typedef struct _solveShift {
solveShiftFunc func; /* function pointer to the solver routine */
void **data; /* = malloc(num_linsys*sizeof(void*)); */
} solveShift;
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For example, when using UMFPACK, first define struct umfdata for umfpack
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typedef struct _umfdata {
SuiteSparse_long *Ap;
SuiteSparse_long *Ai;
double *Ax;
double *Az;
void *Numeric;
} umfdata;
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If the number of poles used is num, define an array umf:
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umfdata *umf = (umfdata *) malloc(num*sizeof(umfdata));
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and pass ith shifted matrix and its LU factors information to umf[i]
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umf[i].Ap = Ap; umf[i].Ai = Ai; umf[i].Ax = Ax[i];
umf[i].Az = Az[i]; umf[i].Numeric = Numeric[i];
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then solshift will be
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solshift.func = &solvefunc; //* function pointer
solshift.data = malloc(num*sizeof(void *));
for (i=0; i<num; i++) {
solshift.data[i] = &umf[i];
}
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and solvefunc can be written as
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void solvefunc(int n, double *br, double *bz, double *xr, double *xz, void *data) {
umfdata *umf = (umfdata *) data;
SuiteSparse_long* Ap = umf->Ap;
SuiteSparse_long* Ai = umf->Ai;
double* Ax = umf->Ax;
double* Az = umf->Az;
void* Numeric = umf->Numeric;
double Control[UMFPACK_CONTROL];
umfpack_zl_defaults(Control);
Control[UMFPACK_IRSTEP] = 0; // no iterative refinement for umfpack
umfpack_zl_solve(UMFPACK_A, Ap, Ai, Ax, Az, xr, xz, br, bz, Numeric, Control, NULL);
}
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LINKING WITH UMFPACK (SuiteSparse 4.5.3)
The makefiles in TESTS_Lap and TEST_Gen, include paths to
SuiteSparse 4.5.3. UMFPACK requires AMD, CHOLMOD, COLAMD, CCOLAMD
and CAMD, and optionally METIS 5.1.0. Compile each of these
packages to have the library file in the Lib directory. If
SuiteSparse is configured with METIS, give the path to METIS (v
5.1.0) as well (to make libmetis.a, type `make config' in
metis-5.1.0/ and then `make') Please refer to SuiteSparse and METIS
for installation details.
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INC/
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evsl.h : function prototypes and constant definitions
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blaslapack.h : C API for BLAS/LAPACK functions used in evsl
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def.h : miscellaneous macros
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struct.h : miscellaneous structs used in evsl COO, CSR : sparse matrix format polparams : polynomial filter rat : rational filter solveShift : direct solver interface
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cheblan.h : header files for ChebLan* functions
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internal_proto.h : internal function prototypes for SRC/
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_Note_
These pages are meant to be read through [Doxygen](https://www.doxygen.com)
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