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# dsaupd

Interface for the Implicitly Restarted Arnoldi Iteration, to compute approximations to a few eigenpairs of a real and symmetric linear operator

### Calling Sequence

[IDO,RESID,V,IPARAM,IPNTR,WORKD,WORKL,INFO] = dsaupd(ID0,BMAT,N,WHICH,NEV,TOL,RESID,NCV,V,IPARAM,IPNTR,WORKD,WORKL,INFO)

### Arguments

- ID0
Integer. (INPUT/OUTPUT)

Reverse communication flag. IDO must be zero on the first call to dsaupd . IDO will be set internally to indicate the type of operation to be performed. Control is then given back to the calling routine which has the responsibility to carry out the requested operation and call dsaupd with the result. T

he operand is given in WORKD(IPNTR(1)), the result must be put in WORKD(IPNTR(2)). (If Mode = 2 see remark 5 below)

IDO = 0: first call to the reverse communication interface

IDO = -1: compute Y = OP * X where IPNTR(1) is the pointer into WORKD for X, IPNTR(2) is the pointer into WORKD for Y. This is for the initialization phase to force the starting vector into the range of OP.

IDO = 1: compute Y = OP * X where IPNTR(1) is the pointer into WORKD for X, IPNTR(2) is the pointer into WORKD for Y. In mode 3,4 and 5, the vector B * X is already available in WORKD(ipntr(3)). It does not need to be recomputed in forming OP * X.

IDO = 2: compute Y = B * X where IPNTR(1) is the pointer into WORKD for X, IPNTR(2) is the pointer into WORKD for Y.

IDO = 3: compute the IPARAM(8) shifts where IPNTR(11) is the pointer into WORKL for placing the shifts. See remark 6 below.

IDO = 99: done

- BMAT
Character. (INPUT)

Specifies the type of the matrix B that defines the semi-inner product for the operator OP.

'I': standard eigenvalue problem A*x = lambda*x

'G': generalized eigenvalue problem A*x = lambda*B*x

- N
Integer.

Dimension of the eigenproblem.

- WHICH
String of length 2.

Specify which of the Ritz values of OP to compute.

'LA' - compute the NEV largest (algebraic) eigenvalues.

'SA' - compute the NEV smallest (algebraic) eigenvalues.

'LM' - compute the NEV largest (in magnitude) eigenvalues.

'SM' - compute the NEV smallest (in magnitude) eigenvalues.

'BE' - compute NEV eigenvalues, half from each end of the spectrum. When NEV is odd, compute one more from the high end than from the low end. (see remark 1 below)

- NEV
Integer.

Number of eigenvalues of OP to be computed. 0 < NEV < N.

- TOL
scalar.

Stopping criterion: the relative accuracy of the Ritz value is considered acceptable if BOUNDS(I) <= TOL*ABS(RITZ(I)). If TOL <= 0. is passed the machine precision is set.

- RESID
Array of length N (INPUT/OUTPUT)

On INPUT: If INFO==0, a random initial residual vector is used, else RESID contains the initial residual vector, possibly from a previous run.

On OUTPUT: RESID contains the final residual vector.

- NCV
Integer.

Number of columns of the matrix V (less than or equal to N).

This will indicate how many Lanczos vectors are generated at each iteration. After the startup phase in which NEV Lanczos vectors are generated, the algorithm generates NCV-NEV Lanczos vectors at each subsequent update iteration. Most of the cost in generating each Lanczos vector is in the matrix-vector product OP*x. (See remark 4 below).

- V
N by NCV array.

The NCV columns of V contain the Lanczos basis vectors.

- IPARAM
array of length 11. (INPUT/OUTPUT)

IPARAM(1) = ISHIFT: method for selecting the implicit shifts. The shifts selected at each iteration are used to restart the Arnoldi iteration in an implicit fashion.

ISHIFT = 0: the shifts are provided by the user via reverse communication. The NCV eigenvalues of the current tridiagonal matrix T are returned in the part of WORKL array corresponding to RITZ. See remark 6 below.

ISHIFT = 1: exact shifts with respect to the reduced tridiagonal matrix T. This is equivalent to restarting the iteration with a starting vector that is a linear combination of Ritz vectors associated with the "wanted" Ritz values.

IPARAM(2) = LEVEC No longer referenced. See remark 2 below.

IPARAM(3) = MXITER

On INPUT: maximum number of Arnoldi update iterations allowed.

On OUTPUT: actual number of Arnoldi update iterations taken.

IPARAM(4) = NB: blocksize to be used in the recurrence. The code currently works only for NB = 1.

IPARAM(5) = NCONV: number of "converged" Ritz values. This represents the number of Ritz values that satisfy the convergence criterion.

IPARAM(6) = IUPD No longer referenced. Implicit restarting is ALWAYS used.

IPARAM(7) = MODE On INPUT determines what type of eigenproblem is being solved. Must be 1,2,3,4,5; See under Description of dsaupd for the five modes available.

IPARAM(8) = NP When ido = 3 and the user provides shifts through reverse communication (IPARAM(1)=0), dsaupd returns NP, the number of shifts the user is to provide. 0 < NP <= NCV-NEV. See Remark 6 below.

IPARAM(9) = NUMOP,

IPARAM(10) = NUMOPB,

IPARAM(11) = NUMREO, OUTPUT: NUMOP = total number of OP*x operations, NUMOPB = total number of B*x operations if BMAT='G', NUMREO = total number of steps of re-orthogonalization.

- IPNTR
array of length 11. Pointer to mark the starting locations in the WORKD and WORKL arrays for matrices/vectors used by the Lanczos iteration.

IPNTR(1): pointer to the current operand vector X in WORKD.

IPNTR(2): pointer to the current result vector Y in WORKD.

IPNTR(3): pointer to the vector B * X in WORKD when used in the shift-and-invert mode.

IPNTR(4): pointer to the next available location in WORKL that is untouched by the program.

IPNTR(5): pointer to the NCV by 2 tridiagonal matrix T in WORKL.

IPNTR(6): pointer to the NCV RITZ values array in WORKL.

IPNTR(7): pointer to the Ritz estimates in array WORKL associated with the Ritz values located in RITZ in WORKL.

IPNTR(11): pointer to the NP shifts in WORKL. See Remark 6 below.

Note: IPNTR(8:10) is only referenced by dseupd . See Remark 2.

IPNTR(8): pointer to the NCV RITZ values of the original system.

IPNTR(9): pointer to the NCV corresponding error bounds.

IPNTR(10): pointer to the NCV by NCV matrix of eigenvectors of the tridiagonal matrix T. Only referenced by dseupd if RVEC = 1. See Remarks

- WORKD
work array of length 3*N. (REVERSE COMMUNICATION)

Distributed array to be used in the basic Arnoldi iteration for reverse communication. The user should not use WORKD as temporary workspace during the iteration. Upon termination WORKD(1:N) contains B*RESID(1:N). If the Ritz vectors are desired subroutine dseupd uses this output. See Data Distribution Note below.

- WORKL
work array of length at least NCV**2 + 8*NCV. (OUTPUT/WORKSPACE)

Private (replicated) array on each PE or array allocated on the front end. See Data Distribution Note below. add here the parameter description

- INFO
Integer. (INPUT/OUTPUT)

If INFO == 0, a randomly initial residual vector is used, else RESID contains the initial residual vector, possibly from a previous run.

Error flag on output.

0: Normal exit.

1: Maximum number of iterations taken. All possible eigenvalues of OP has been found. IPARAM(5) returns the number of wanted converged Ritz values.

2: No longer an informational error. Deprecated starting with release 2 of ARPACK.

3: No shifts could be applied during a cycle of the Implicitly restarted Arnoldi iteration. One possibility is to increase the size of NCV relative to NEV. See remark 4 below.

-1: N must be positive.

-2: NEV must be positive.

-3: NCV must be greater than NEV and less than or equal to N.

-4: The maximum number of Arnoldi update iterations allowed must be greater than zero.

-5: WHICH must be one of 'LM', 'SM', 'LA', 'SA' or 'BE'.

-6: BMAT must be one of 'I' or 'G'.

-7: Length of private work array WORKL is not sufficient.

-8: Error return from trid. eigenvalue calculation; Informatinal error from LAPACK routine dsteqr .

-9: Starting vector is zero.

-10: IPARAM(7) must be 1,2,3,4,5.

-11: IPARAM(7) = 1 and BMAT = 'G' are incompatable.

-12: IPARAM(1) must be equal to 0 or 1.

-13: NEV and WHICH = 'BE' are incompatable.

-9999: Could not build an Arnoldi factorization. IPARAM(5) returns the size of the current Arnoldi factorization. The user is advised to check that enough workspace and array storage has been allocated.

### Description

Reverse communication interface for the Implicitly Restarted Arnoldi
Iteration. For symmetric problems this reduces to a variant of the Lanczos
method. This method has been designed to compute approximations to a few
eigenpairs of a linear operator OP that is real and symmetric with respect
to a real positive semi-definite symmetric matrix B, i.e.```
B*OP =
(OP`)*B
```

.

Another way to express this condition is ```
< x,OPy > =
< OPx,y > where <z,w > = z`Bw
```

.

In the standard eigenproblem B is the identity matrix. ( A` denotes transpose of A)

The computed approximate eigenvalues are called Ritz values and the corresponding approximate eigenvectors are called Ritz vectors.

dsaupd is usually called iteratively to solve one of the following problems:

Mode 1: A*x = lambda*x, A symmetric ===> OP = A and B = I.

Mode 2: A*x = lambda*M*x, A symmetric, M symmetric positive definite ===> OP = inv[M]*A and B = M. ===> (If M can be factored see remark 3 below)

Mode 3: K*x = lambda*M*x, K symmetric, M symmetric positive semi-definite ===> OP = (inv[K - sigma*M])*M and B = M. ===> Shift-and-Invert mode

Mode 4: K*x = lambda*KG*x, K symmetric positive semi-definite, KG symmetric indefinite ===> OP = (inv[K - sigma*KG])*K and B = K. ===> Buckling mode

Mode 5: A*x = lambda*M*x, A symmetric, M symmetric positive semi-definite ===> OP = inv[A - sigma*M]*[A + sigma*M] and B = M. ===> Cayley transformed mode

NOTE: The action of w <- inv[A - sigma*M]*v or w <- inv[M]*v
should be accomplished either by a direct method using a sparse matrix
factorization and solving ```
[A - sigma*M]*w = v or M*w =
v
```

,

or through an iterative method for solving these systems. If an iterative method is used, the convergence test must be more stringent than the accuracy requirements for the eigenvalue approximations.

### Remarks

1. The converged Ritz values are always returned in ascending algebraic order. The computed Ritz values are approximate eigenvalues of OP. The selection of WHICH should be made with this in mind when Mode = 3,4,5. After convergence, approximate eigenvalues of the original problem may be obtained with the ARPACK subroutine dseupd .

2. If the Ritz vectors corresponding to the converged Ritz values are needed, the user must call dseupd immediately following completion of dsaupd . This is new starting with version 2.1 of ARPACK.

3. If M can be factored into a Cholesky factorization M = LL` then Mode = 2 should not be selected. Instead one should use Mode = 1 with OP = inv(L)*A*inv(L`). Appropriate triangular linear systems should be solved with L and L` rather than computing inverses. After convergence, an approximate eigenvector z of the original problem is recovered by solving L`z = x where x is a Ritz vector of OP.

4. At present there is no a-priori analysis to guide the selection of NCV relative to NEV. The only formal requrement is that NCV > NEV. However, it is recommended that NCV >= 2*NEV. If many problems of the same type are to be solved, one should experiment with increasing NCV while keeping NEV fixed for a given test problem. This will usually decrease the required number of OP*x operations but it also increases the work and storage required to maintain the orthogonal basis vectors. The optimal "cross-over" with respect to CPU time is problem dependent and must be determined empirically.

5. If IPARAM(7) = 2 then in the Reverse commuication interface the user must do the following. When IDO = 1, Y = OP * X is to be computed. When IPARAM(7) = 2 OP = inv(B)*A. After computing A*X the user must overwrite X with A*X. Y is then the solution to the linear set of equations B*Y = A*X.

6. When IPARAM(1) = 0, and IDO = 3, the user needs to provide the NP = IPARAM(8) shifts in locations: 1 WORKL(IPNTR(11)) 2 WORKL(IPNTR(11)+1) . . . NP WORKL(IPNTR(11)+NP-1). The eigenvalues of the current tridiagonal matrix are located in WORKL(IPNTR(6)) through WORKL(IPNTR(6)+NCV-1). They are in the order defined by WHICH. The associated Ritz estimates are located in WORKL(IPNTR(8)), WORKL(IPNTR(8)+1), ... , WORKL(IPNTR(8)+NCV-1).

### Example

// The following sets dimensions for this problem. nx = 10; nev = 3; ncv = 6; bmat = 'I'; which = 'LM'; maxiter = 10; // Local Arrays iparam = zeros(11,1); ipntr = zeros(14,1); _select = zeros(ncv,1); d = zeros(nev+1,1); resid = zeros(nx,1); v = zeros(nx,ncv); workd = zeros(3*nx+1,1); workl = zeros(ncv*ncv+8*ncv,1); // Build the symmetric test matrix A = diag(10*ones(nx,1)); A(1:$-1,2:$) = A(1:$-1,2:$) + diag(6*ones(nx-1,1)); A(2:$,1:$-1) = A(2:$,1:$-1) + diag(6*ones(nx-1,1)); tol = 0; ido = 0; ishfts = 1; maxitr = 300; mode1 = 1; iparam(1) = ishfts; iparam(3) = maxitr; iparam(7) = mode1; sigma = 0; // the real part of the shift // M A I N L O O P (Reverse communication) iter = 0; while(iter<maxiter) info_dsaupd = 0; iter = iter + 1; // Repeatedly call the routine DSAUPD and take actions indicated by parameter IDO until // either convergence is indicated or maxitr has been exceeded. [ido,resid,v,iparam,ipntr,workd,workl,info_dsaupd] = dsaupd(ido,bmat,nx,which,nev,tol,resid,ncv,v,iparam,ipntr,workd,workl,info_dsaupd); if (ido==99) then // BE CAREFUL: DON'T CALL dseupd IF ido == 99 !! break; end if (ido==-1 | ido==1) then // Perform matrix vector multiplication workd(ipntr(2)+1:ipntr(2)+nx) = A*workd(ipntr(1)+1:ipntr(1)+nx); // L O O P B A C K to call DSAUPD again. continue end if (info_dsaupd < 0) then printf('\nError with dsaupd, info = %d\n',info_dsaupd); printf('Check the documentation of dsaupd\n\n'); else // Post-Process using DSEUPD. rvec = 1; howmany = 'A'; info_dseupd = 0; [d,d(1,2),v,resid,v,iparam,ipntr,workd,workl,info_dseupd] = dseupd(rvec,howmany,_select,d,d(1,2),v,sigma, ... bmat,nx,which,nev,tol,resid,ncv,v, ... iparam,ipntr,workd,workl,info_dseupd); if (info_dseupd~=0) then printf('\nError with dseupd, info = %d\n', info_dseupd); printf('Check the documentation of dseupd.\n\n'); end if (info_dseupd==1) then printf('\nMaximum number of iterations reached.\n\n'); elseif (info_dseupd==3) then printf('\nNo shifts could be applied during implicit Arnoldi update, try increasing NCV.\n\n'); end end end // Done with program dssimp. printf('\nDSSIMP\n'); printf('======\n'); printf('\n'); printf('Iterations is %d\n', iter); printf('Size of the matrix is %d\n', nx); printf('The number of Ritz values requested is %d\n', nev); printf('The number of Arnoldi vectors generated (NCV) is %d\n', ncv); printf('What portion of the spectrum: %s\n', which); printf('The number of Implicit Arnoldi update iterations taken is %d\n', iparam(3)); printf('The number of OP*x is %d\n', iparam(9)); printf('The convergence criterion is %d\n', tol);

### See Also

- dnaupd — Interface for the Implicitly Restarted Arnoldi Iteration, to compute approximations to a few eigenpairs of a real linear operator

### Authors

- Danny Sorensen, Richard Lehoucq, Phuong Vu
CRPC / Rice University Applied Mathematics Rice University Houston, Texas

### Bibliography

1. D.C. Sorensen, "Implicit Application of Polynomial Filters in a k-Step Arnoldi Method", SIAM J. Matr. Anal. Apps., 13 (1992), pp 357-385.

2. R.B. Lehoucq, "Analysis and Implementation of an Implicitly Restarted Arnoldi Iteration", Rice University Technical Report TR95-13, Department of Computational and Applied Mathematics.

3. B.N. Parlett and Y. Saad, "Complex Shift and Invert Strategies for Real Matrices", Linear Algebra and its Applications, vol 88/89, pp 575-595, (1987).

### Used Functions

Based on ARPACK routine dsaupd

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