| Line | Branch | Exec | Source |
|---|---|---|---|
| 1 | ! | ||
| 2 | ! - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - | ||
| 3 | ! SLEPc - Scalable Library for Eigenvalue Problem Computations | ||
| 4 | ! Copyright (c) 2002-, Universitat Politecnica de Valencia, Spain | ||
| 5 | ! | ||
| 6 | ! This file is part of SLEPc. | ||
| 7 | ! SLEPc is distributed under a 2-clause BSD license (see LICENSE). | ||
| 8 | ! - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - | ||
| 9 | ! | ||
| 10 | ! Program usage: mpiexec -n <np> ./ex23f [-help] [-t <t>] [-m <m>] [SLEPc opts] | ||
| 11 | ! | ||
| 12 | ! Description: Computes exp(t*A)*v for a matrix from a Markov model. | ||
| 13 | ! This is the Fortran90 equivalent to ex23.c | ||
| 14 | ! | ||
| 15 | ! The command line options are: | ||
| 16 | ! -t <t>, where <t> = time parameter (multiplies the matrix) | ||
| 17 | ! -m <m>, where <m> = number of grid subdivisions in each dimension | ||
| 18 | ! | ||
| 19 | ! ---------------------------------------------------------------------- | ||
| 20 | ! | ||
| 21 | #include <slepc/finclude/slepcmfn.h> | ||
| 22 | 8 | program ex23f | |
| 23 | 6 | use slepcmfn | |
| 24 | implicit none | ||
| 25 | |||
| 26 | ! - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - | ||
| 27 | ! Declarations | ||
| 28 | ! - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - | ||
| 29 | |||
| 30 | Mat :: A ! problem matrix | ||
| 31 | MFN :: mfn ! matrix function solver context | ||
| 32 | FN :: f | ||
| 33 | PetscReal :: tol, norm, cst, pd, pu | ||
| 34 | PetscScalar :: t, z | ||
| 35 | Vec :: v, y | ||
| 36 | PetscInt :: N, m, ncv, maxit, its, ii, jj | ||
| 37 | PetscInt :: i, j, jmax, ix, Istart, Iend | ||
| 38 | PetscMPIInt :: rank | ||
| 39 | PetscErrorCode :: ierr | ||
| 40 | PetscBool :: flg | ||
| 41 | MFNConvergedReason :: reason | ||
| 42 | |||
| 43 | ! - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - | ||
| 44 | ! Beginning of program | ||
| 45 | ! - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - | ||
| 46 | |||
| 47 |
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6 | PetscCallA(SlepcInitialize(PETSC_NULL_CHARACTER, ierr)) |
| 48 |
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6 | PetscCallMPIA(MPI_Comm_rank(PETSC_COMM_WORLD, rank, ierr)) |
| 49 | 6 | m = 15 | |
| 50 |
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6 | PetscCallA(PetscOptionsGetInt(PETSC_NULL_OPTIONS, PETSC_NULL_CHARACTER, '-m', m, flg, ierr)) |
| 51 | 6 | t = 2.0 | |
| 52 |
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6 | PetscCallA(PetscOptionsGetScalar(PETSC_NULL_OPTIONS, PETSC_NULL_CHARACTER, '-t', t, flg, ierr)) |
| 53 | 6 | N = m*(m + 1)/2 | |
| 54 |
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6 | if (rank == 0) then |
| 55 | 6 | write (*, '(/a,i6,a,i4,a)') 'Markov y=exp(t*A)*e_1, N=', N, ' (m=', m, ')' | |
| 56 | end if | ||
| 57 | |||
| 58 | ! - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - | ||
| 59 | ! Compute the transition probability matrix, A | ||
| 60 | ! - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - | ||
| 61 | |||
| 62 |
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6 | PetscCallA(MatCreate(PETSC_COMM_WORLD, A, ierr)) |
| 63 |
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6 | PetscCallA(MatSetSizes(A, PETSC_DECIDE, PETSC_DECIDE, N, N, ierr)) |
| 64 |
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6 | PetscCallA(MatSetFromOptions(A, ierr)) |
| 65 |
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6 | PetscCallA(MatGetOwnershipRange(A, Istart, Iend, ierr)) |
| 66 | 6 | ix = 0 | |
| 67 | 6 | cst = 0.5/real(m - 1) | |
| 68 |
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96 | do i = 1, m |
| 69 | 90 | jmax = m - i + 1 | |
| 70 |
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816 | do j = 1, jmax |
| 71 | 720 | ix = ix + 1 | |
| 72 | 720 | ii = ix - 1 | |
| 73 |
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810 | if (ix - 1 >= Istart .and. ix <= Iend) then |
| 74 |
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720 | if (j /= jmax) then |
| 75 | 630 | pd = cst*(i + j - 1) | |
| 76 | !** north | ||
| 77 |
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630 | if (i == 1) then |
| 78 | 84 | z = 2.0*pd | |
| 79 | else | ||
| 80 | 546 | z = pd | |
| 81 | end if | ||
| 82 |
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630 | PetscCallA(MatSetValue(A, ii, ix, z, INSERT_VALUES, ierr)) |
| 83 | !** east | ||
| 84 |
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630 | if (j == 1) then |
| 85 | 84 | z = 2.0*pd | |
| 86 | else | ||
| 87 | 546 | z = pd | |
| 88 | end if | ||
| 89 | 630 | jj = ix + jmax - 1 | |
| 90 |
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630 | PetscCallA(MatSetValue(A, ii, jj, z, INSERT_VALUES, ierr)) |
| 91 | end if | ||
| 92 | |||
| 93 | !** south | ||
| 94 | 720 | pu = 0.5 - cst*(i + j - 3) | |
| 95 | 720 | z = pu | |
| 96 |
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720 | if (j > 1) then |
| 97 | 630 | jj = ix - 2 | |
| 98 |
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630 | PetscCallA(MatSetValue(A, ii, jj, z, INSERT_VALUES, ierr)) |
| 99 | end if | ||
| 100 | !** west | ||
| 101 |
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720 | if (i > 1) then |
| 102 | 630 | jj = ix - jmax - 2 | |
| 103 |
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630 | PetscCallA(MatSetValue(A, ii, jj, z, INSERT_VALUES, ierr)) |
| 104 | end if | ||
| 105 | end if | ||
| 106 | end do | ||
| 107 | end do | ||
| 108 |
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6 | PetscCallA(MatAssemblyBegin(A, MAT_FINAL_ASSEMBLY, ierr)) |
| 109 |
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6 | PetscCallA(MatAssemblyEnd(A, MAT_FINAL_ASSEMBLY, ierr)) |
| 110 | |||
| 111 | ! ** Set v = e_1 | ||
| 112 |
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6 | PetscCallA(MatCreateVecs(A, y, v, ierr)) |
| 113 | 6 | ii = 0 | |
| 114 | 6 | z = 1.0 | |
| 115 |
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6 | PetscCallA(VecSetValue(v, ii, z, INSERT_VALUES, ierr)) |
| 116 |
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6 | PetscCallA(VecAssemblyBegin(v, ierr)) |
| 117 |
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6 | PetscCallA(VecAssemblyEnd(v, ierr)) |
| 118 | |||
| 119 | ! - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - | ||
| 120 | ! Create the solver and set various options | ||
| 121 | ! - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - | ||
| 122 | |||
| 123 | ! ** Create matrix function solver context | ||
| 124 |
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6 | PetscCallA(MFNCreate(PETSC_COMM_WORLD, mfn, ierr)) |
| 125 | |||
| 126 | ! ** Set operator matrix, the function to compute, and other options | ||
| 127 |
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6 | PetscCallA(MFNSetOperator(mfn, A, ierr)) |
| 128 |
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6 | PetscCallA(MFNGetFN(mfn, f, ierr)) |
| 129 |
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6 | PetscCallA(FNSetType(f, FNEXP, ierr)) |
| 130 | 6 | z = 1.0 | |
| 131 |
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6 | PetscCallA(FNSetScale(f, t, z, ierr)) |
| 132 | 6 | tol = 0.0000001 | |
| 133 |
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6 | PetscCallA(MFNSetTolerances(mfn, tol, PETSC_CURRENT_INTEGER, ierr)) |
| 134 | |||
| 135 | ! ** Set solver parameters at runtime | ||
| 136 |
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6 | PetscCallA(MFNSetFromOptions(mfn, ierr)) |
| 137 | |||
| 138 | ! - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - | ||
| 139 | ! Solve the problem, y=exp(t*A)*v | ||
| 140 | ! - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - | ||
| 141 | |||
| 142 |
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6 | PetscCallA(MFNSolve(mfn, v, y, ierr)) |
| 143 |
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6 | PetscCallA(MFNGetConvergedReason(mfn, reason, ierr)) |
| 144 |
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6 | PetscCheckA(reason%v >= 0, PETSC_COMM_WORLD, PETSC_ERR_NOT_CONVERGED, 'Solver did not converge') |
| 145 |
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6 | PetscCallA(VecNorm(y, NORM_2, norm, ierr)) |
| 146 | |||
| 147 | ! ** Optional: Get some information from the solver and display it | ||
| 148 |
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6 | PetscCallA(MFNGetIterationNumber(mfn, its, ierr)) |
| 149 |
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6 | if (rank == 0) then |
| 150 | 6 | write (*, '(a,i4)') ' Number of iterations of the method: ', its | |
| 151 | end if | ||
| 152 |
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6 | PetscCallA(MFNGetDimensions(mfn, ncv, ierr)) |
| 153 |
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6 | if (rank == 0) then |
| 154 | 6 | write (*, '(a,i4)') ' Subspace dimension:', ncv | |
| 155 | end if | ||
| 156 |
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6 | PetscCallA(MFNGetTolerances(mfn, tol, maxit, ierr)) |
| 157 |
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6 | if (rank == 0) then |
| 158 | 6 | write (*, '(a,f10.7,a,i4)') ' Stopping condition: tol=', tol, ' maxit=', maxit | |
| 159 | end if | ||
| 160 | |||
| 161 | ! - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - | ||
| 162 | ! Display solution and clean up | ||
| 163 | ! - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - | ||
| 164 | |||
| 165 |
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6 | if (rank == 0) then |
| 166 | 6 | write (*, '(a,f4.1,a,f8.5)') ' Computed vector at time t=', PetscRealPart(t), ' has norm ', norm | |
| 167 | end if | ||
| 168 | |||
| 169 |
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6 | PetscCallA(MFNDestroy(mfn, ierr)) |
| 170 |
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6 | PetscCallA(MatDestroy(A, ierr)) |
| 171 |
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6 | PetscCallA(VecDestroy(v, ierr)) |
| 172 |
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6 | PetscCallA(VecDestroy(y, ierr)) |
| 173 |
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6 | PetscCallA(SlepcFinalize(ierr)) |
| 174 | 1 | end program ex23f | |
| 175 | |||
| 176 | !/*TEST | ||
| 177 | ! | ||
| 178 | ! test: | ||
| 179 | ! suffix: 1 | ||
| 180 | ! args: -mfn_ncv 6 | ||
| 181 | ! | ||
| 182 | !TEST*/ | ||
| 183 |