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arpack-3.3.0-3.mga6.x86_64.rpm

      program cndrv4
c
c     Simple program to illustrate the idea of reverse communication
c     in shift and invert mode for a generalized complex nonsymmetric 
c     eigenvalue problem.
c
c     We implement example four of ex-complex.doc in DOCUMENTS directory
c
c\Example-4
c     ... Suppose we want to solve A*x = lambda*B*x in shift-invert mode,
c         where A and B are derived from a finite element discretization
c         of a 1-dimensional convection-diffusion operator
c                         (d^2u/dx^2) + rho*(du/dx)
c         on the interval [0,1] with zero boundary condition using 
c         piecewise linear elements.
c
c     ... where the shift sigma is a complex number.
c
c     ... OP = inv[A-SIGMA*M]*M  and  B = M.
c
c     ... Use mode 3 of CNAUPD.
c
c\BeginLib
c
c\Routines called:
c     cnaupd  ARPACK reverse communication interface routine.
c     cneupd  ARPACK routine that returns Ritz values and (optionally)
c             Ritz vectors.
c     cgttrf  LAPACK tridiagonal factorization routine.
c     cgttrs  LAPACK tridiagonal solve routine.
c     slapy2  LAPACK routine to compute sqrt(x**2+y**2) carefully.
c     caxpy   Level 1 BLAS that computes y <- alpha*x+y.
c     ccopy   Level 1 BLAS that copies one vector to another.
c     scnrm2  Level 1 BLAS that computes the norm of a complex vector.
c     av      Matrix vector multiplication routine that computes A*x.
c     mv      Matrix vector multiplication routine that computes M*x.
c
c\Author
c     Danny Sorensen               
c     Richard Lehoucq 
c     Chao Yang             
c     Dept. of Computational &     
c     Applied Mathematics          
c     Rice University           
c     Houston, Texas    
c
c\SCCS Information: @(#) 
c FILE: ndrv4.F   SID: 2.4   DATE OF SID: 10/18/00   RELEASE: 2
c
c\Remarks
c     1. None
c
c\EndLib
c-----------------------------------------------------------------------
c
c     %-----------------------------%
c     | Define leading dimensions   |
c     | for all arrays.             |
c     | MAXN:   Maximum dimension   |
c     |         of the A allowed.   |
c     | MAXNEV: Maximum NEV allowed |
c     | MAXNCV: Maximum NCV allowed |
c     %-----------------------------%
c
      integer           maxn, maxnev, maxncv, ldv
      parameter         (maxn=256, maxnev=10, maxncv=25, 
     &                   ldv=maxn )
c
c     %--------------%
c     | Local Arrays |
c     %--------------%
c
      integer           iparam(11), ipntr(14), ipiv(maxn)
      logical           select(maxncv)
      Complex  
     &                  ax(maxn), mx(maxn), d(maxncv), 
     &                  v(ldv,maxncv), workd(3*maxn), resid(maxn),
     &                  workev(2*maxncv),
     &                  workl(3*maxncv*maxncv+5*maxncv),
     &                  dd(maxn), dl(maxn), du(maxn),
     &                  du2(maxn)
      Real 
     &                  rwork(maxn), rd(maxncv,3)
c
c     %---------------%
c     | Local Scalars |
c     %---------------%
c
      character         bmat*1, which*2
      integer           ido, n, nev, ncv, lworkl, info, j, ierr,
     &                  nconv, maxitr, ishfts, mode
      Complex  
     &                  rho, h, s,
     &                  sigma, s1, s2, s3
      common            /convct/ rho
c
      Real 
     &                  tol
      logical           rvec 
c 
c     %-----------------------------%
c     | BLAS & LAPACK routines used |
c     %-----------------------------%
c
      Real 
     &                  scnrm2, slapy2
      external          scnrm2, caxpy, ccopy, cgttrf, cgttrs,
     &                  slapy2
c
c     %------------%
c     | Parameters |
c     %------------%
c
      Complex  
     &                   one, zero, two, four, six
      parameter         (one = (1.0E+0, 0.0E+0) ,
     &                   zero = (0.0E+0, 0.0E+0) , 
     &                   two = (2.0E+0, 0.0E+0) ,
     &                   four = (4.0E+0, 0.0E+0) ,
     &                   six = (6.0E+0, 0.0E+0) )
c
c     %-----------------------%
c     | Executable statements |
c     %-----------------------%
c
c     %----------------------------------------------------%
c     | The number N is the dimension of the matrix.  A    |
c     | generalized eigenvalue problem is solved (BMAT =   |
c     | 'G').  NEV is the number of eigenvalues (closest   |
c     | to SIGMAR) to be approximated.  Since the          |
c     | shift-invert mode is used,  WHICH is set to 'LM'.  |
c     | The user can modify NEV, NCV, SIGMA to solve       |
c     | problems of different sizes, and to get different  |
c     | parts of the spectrum.  However, The following     |
c     | conditions must be satisfied:                      |
c     |                     N <= MAXN,                     |
c     |                   NEV <= MAXNEV,                   |
c     |               NEV + 2 <= NCV <= MAXNCV             |
c     %----------------------------------------------------%
c
      n     = 100 
      nev   = 4
      ncv   = 20
      if ( n .gt. maxn ) then
         print *, ' ERROR with _NDRV4: N is greater than MAXN '
         go to 9000
      else if ( nev .gt. maxnev ) then
         print *, ' ERROR with _NDRV4: NEV is greater than MAXNEV '
         go to 9000
      else if ( ncv .gt. maxncv ) then
         print *, ' ERROR with _NDRV4: NCV is greater than MAXNCV '
         go to 9000
      end if
      bmat  = 'G'
      which = 'LM'
      sigma = one 
c
c     %--------------------------------------------------%
c     | Construct C = A - SIGMA*M in COMPLEX arithmetic. |
c     | Factor C in COMPLEX arithmetic (using LAPACK     |
c     | subroutine cgttrf). The matrix A is chosen to be |
c     | the tridiagonal matrix derived from the standard |
c     | central difference discretization of the 1-d     |
c     | convection-diffusion operator u``+ rho*u` on the |
c     | interval [0, 1] with zero Dirichlet boundary     |
c     | condition.  The matrix M is chosen to be the     |
c     | symmetric tridiagonal matrix with 4.0 on the     | 
c     | diagonal and 1.0 on the off-diagonals.           | 
c     %--------------------------------------------------%
c
      rho = (1.0E+1, 0.0E+0) 
      h = one / cmplx(n+1)
      s = rho / two
c
      s1 = -one/h - s - sigma*h/six
      s2 = two/h  - four*sigma*h/six
      s3 = -one/h + s - sigma*h/six
c
      do 10 j = 1, n-1
	 dl(j) = s1 
	 dd(j) = s2
	 du(j) = s3
  10  continue 
      dd(n) = s2 
c 
      call cgttrf(n, dl, dd, du, du2, ipiv, ierr)
      if ( ierr .ne. 0 ) then
         print*, ' '
         print*, ' ERROR with _gttrf in _NDRV4.'
         print*, ' '
         go to 9000
      end if
c
c     %-----------------------------------------------------%
c     | The work array WORKL is used in CNAUPD as           |
c     | workspace.  Its dimension LWORKL is set as          |
c     | illustrated below.  The parameter TOL determines    |
c     | the stopping criterion. If TOL<=0, machine          |
c     | precision is used.  The variable IDO is used for    |
c     | reverse communication, and is initially set to 0.   |
c     | Setting INFO=0 indicates that a random vector is    |
c     | generated in CNAUPD to start the Arnoldi iteration. |
c     %-----------------------------------------------------%
c
      lworkl = 3*ncv**2+5*ncv 
      tol    = 0.0
      ido    = 0
      info   = 0
c
c     %---------------------------------------------------%
c     | This program uses exact shifts with respect to    |
c     | the current Hessenberg matrix (IPARAM(1) = 1).    |
c     | IPARAM(3) specifies the maximum number of Arnoldi |
c     | iterations allowed. Mode 3 of CNAUPD is used      |
c     | (IPARAM(7) = 3).  All these options can be        |
c     | changed by the user. For details see the          |
c     | documentation in CNAUPD.                          |
c     %---------------------------------------------------%
c
      ishfts = 1
      maxitr = 300
      mode   = 3
c
      iparam(1) = ishfts
      iparam(3) = maxitr 
      iparam(7) = mode 
c
c     %------------------------------------------%
c     | M A I N   L O O P(Reverse communication) | 
c     %------------------------------------------%
c
 20   continue
c
c        %---------------------------------------------%
c        | Repeatedly call the routine CNAUPD and take |
c        | actions indicated by parameter IDO until    |
c        | either convergence is indicated or maxitr   |
c        | has been exceeded.                          |
c        %---------------------------------------------%
c
         call cnaupd ( ido, bmat, n, which, nev, tol, resid, ncv,
     &        v, ldv, iparam, ipntr, workd, workl, lworkl,
     &        rwork, info )

c
         if (ido .eq. -1) then
c
c           %-------------------------------------------%
c           | Perform  y <--- OP*x = inv[A-SIGMA*M]*M*x |
c           | to force starting vector into the range   |
c           | of OP.   The user should supply his/her   |
c           | own matrix vector multiplication routine  |
c           | and a linear system solver.  The matrix   |
c           | vector multiplication routine should take |
c           | workd(ipntr(1)) as the input. The final   |
c           | result should be returned to              |
c           | workd(ipntr(2)).                          |
c           %-------------------------------------------%
c
            call mv (n, workd(ipntr(1)), workd(ipntr(2)))
            call cgttrs('N', n, 1, dl, dd, du, du2, ipiv, 
     &                  workd(ipntr(2)), n, ierr)
            if ( ierr .ne. 0 ) then
               print*, ' '
               print*, ' ERROR with _gttrs in _NDRV4.'
               print*, ' '
               go to 9000
            end if 
c
c           %-----------------------------------------%
c           | L O O P   B A C K to call CNAUPD again. |
c           %-----------------------------------------%
c
            go to 20
c
         else if ( ido .eq. 1) then
c
c           %-----------------------------------------%
c           | Perform y <-- OP*x = inv[A-sigma*M]*M*x |
c           | M*x has been saved in workd(ipntr(3)).  |
c           | The user only need the linear system    |
c           | solver here that takes workd(ipntr(3))  |
c           | as input, and returns the result to     |
c           | workd(ipntr(2)).                        |
c           %-----------------------------------------%
c
            call ccopy( n, workd(ipntr(3)), 1, workd(ipntr(2)), 1)
            call cgttrs ('N', n, 1, dl, dd, du, du2, ipiv, 
     &                   workd(ipntr(2)), n, ierr)
            if ( ierr .ne. 0 ) then
               print*, ' '
               print*, ' ERROR with _gttrs in _NDRV4.'
               print*, ' '
               go to 9000
            end if
c
c           %-----------------------------------------%
c           | L O O P   B A C K to call CNAUPD again. |
c           %-----------------------------------------%
c
            go to 20
c
         else if ( ido .eq. 2) then
c
c           %---------------------------------------------%
c           |          Perform  y <--- M*x                |
c           | Need matrix vector multiplication routine   |
c           | here that takes workd(ipntr(1)) as input    |
c           | and returns the result to workd(ipntr(2)).  |
c           %---------------------------------------------%
c
  	    call mv (n, workd(ipntr(1)), workd(ipntr(2)))
c
c           %-----------------------------------------%
c           | L O O P   B A C K to call CNAUPD again. |
c           %-----------------------------------------%
c
            go to 20
c
         end if 
c 
c     %-----------------------------------------%
c     | Either we have convergence, or there is |
c     | an error.                               |
c     %-----------------------------------------%
c
      if ( info .lt. 0 ) then
c
c        %----------------------------%
c        |  Error message, check the  |
c        |  documentation in CNAUPD   |
c        %----------------------------%
c
         print *, ' '
         print *, ' Error with _naupd, info = ', info
         print *, ' Check the documentation of _naupd.'
         print *, ' ' 
c
      else 
c
c        %-------------------------------------------%
c        | No fatal errors occurred.                 |
c        | Post-Process using CNEUPD.                |
c        |                                           |
c        | Computed eigenvalues may be extracted.    |
c        |                                           |
c        | Eigenvectors may also be computed now if  |
c        | desired.  (indicated by rvec = .true.)    |
c        %-------------------------------------------%
c
         rvec = .true.
c
         call cneupd (rvec, 'A', select, d, v, ldv, sigma, 
     &        workev, bmat, n, which, nev, tol, resid, ncv, v, 
     &        ldv, iparam, ipntr, workd, workl, lworkl, rwork, 
     &        ierr)
c
c        %----------------------------------------------%
c        | Eigenvalues are returned in the one          |
c        | dimensional array D.  The corresponding      |
c        | eigenvectors are returned in the first NCONV |
c        | (=IPARAM(5)) columns of the two dimensional  |
c        | array V if requested.  Otherwise, an         |
c        | orthogonal basis for the invariant subspace  |
c        | corresponding to the eigenvalues in D is     |
c        | returned in V.                               |
c        %----------------------------------------------%
c
         if ( ierr .ne. 0) then
c 
c           %------------------------------------%
c           | Error condition:                   |
c           | Check the documentation of CNEUPD. |
c           %------------------------------------%
c
             print *, ' '
             print *, ' Error with _neupd, info = ', ierr
             print *, ' Check the documentation of _neupd. '
             print *, ' '
c
         else
c
             nconv = iparam(5)
             do 80 j=1, nconv
c
                call av(n, v(1,j), ax)
                call mv(n, v(1,j), mx)
                call caxpy(n, -d(j), mx, 1, ax, 1)
                rd(j,1) = real (d(j))
                rd(j,2) = aimag(d(j))
                rd(j,3) = scnrm2(n, ax, 1)
                rd(j,3) = rd(j,3) / slapy2(rd(j,1),rd(j,2))
  80         continue
c
c            %-----------------------------%
c            | Display computed residuals. |
c            %-----------------------------%
c
             call smout(6, nconv, 3, rd, maxncv, -6,
     &            'Ritz values (Real, Imag) and direct residuals')
c
          end if
c
c        %-------------------------------------------%
c        | Print additional convergence information. |
c        %-------------------------------------------%
c
         if ( info .eq. 1) then
             print *, ' '
             print *, ' Maximum number of iterations reached.'
             print *, ' '
         else if ( info .eq. 3) then
             print *, ' '
             print *, ' No shifts could be applied during implicit',
     &                ' Arnoldi update, try increasing NCV.'
             print *, ' '
         end if
c
         print *, ' '
         print *, '_NDRV4 '
         print *, '====== '
         print *, ' '
         print *, ' Size of the matrix is ', n
         print *, ' The number of Ritz values requested is ', nev
         print *, ' The number of Arnoldi vectors generated',
     &            ' (NCV) is ', ncv
         print *, ' What portion of the spectrum: ', which
         print *, ' The number of converged Ritz values is ',
     &              nconv
         print *, ' The number of Implicit Arnoldi update',
     &            ' iterations taken is ', iparam(3)
         print *, ' The number of OP*x is ', iparam(9)
         print *, ' The convergence criterion is ', tol
         print *, ' '
c
      end if
c
 9000 continue
c
      end
c 
c==========================================================================
c
c     matrix vector multiplication subroutine
c
      subroutine mv (n, v, w)
      integer           n, j
      Complex  
     &                  v(n), w(n), one, four, six, h
      parameter         (one = (1.0E+0, 0.0E+0) ,
     &                   four = (4.0E+0, 0.0E+0) ,
     &                   six = (6.0E+0, 0.0E+0) )
c
c     Compute the matrix vector multiplication y<---M*x
c     where M is a n by n symmetric tridiagonal matrix with 4 on the 
c     diagonal, 1 on the subdiagonal and superdiagonal.
c 
      w(1) =  ( four*v(1) + one*v(2) ) / six
      do 40 j = 2,n-1
         w(j) = ( one*v(j-1) + four*v(j) + one*v(j+1) ) / six
 40   continue 
      w(n) =  ( one*v(n-1) + four*v(n) ) / six
c
      h = one / cmplx(n+1)
      call cscal(n, h, w, 1)
      return
      end
c------------------------------------------------------------------
      subroutine av (n, v, w)
      integer           n, j
      Complex  
     &                  v(n), w(n), one, two, dd, dl, du, s, h, rho 
      parameter         (one = (1.0E+0, 0.0E+0) , 
     &                   two = (2.0E+0, 0.0E+0) )
      common            /convct/ rho
c
      h = one / cmplx(n+1)
      s = rho / two
      dd = two / h
      dl = -one/h - s
      du = -one/h + s
c
      w(1) =  dd*v(1) + du*v(2)
      do 40 j = 2,n-1
         w(j) = dl*v(j-1) + dd*v(j) + du*v(j+1)
 40   continue
      w(n) =  dl*v(n-1) + dd*v(n)
      return
      end