Both examples access the M matrix, so we initialize M to be the identity matrix. See #443 for discussion.
321 lines
11 KiB
FortranFixed
321 lines
11 KiB
FortranFixed
program cnbdr2
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c
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c ... Construct the matrix A in LAPACK-style band form.
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c The matrix A is derived from the discretization of
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c the 2-d convection-diffusion operator
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c
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c -Laplacian(u) + rho*partial(u)/partial(x).
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c
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c on the unit square with zero Dirichlet boundary condition
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c using standard central difference.
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c
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c ... Call CNBAND to find eigenvalues LAMBDA such that
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c A*x = x*LAMBDA.
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c
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c ... Use mode 3 of CNAUPD.
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c
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c\BeginLib
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c
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c cnband ARPACK banded eigenproblem solver.
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c slapy2 LAPACK routine to compute sqrt(x**2+y**2) carefully.
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c claset LAPACK routine to initialize a matrix to zero.
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c caxpy Level 1 BLAS that computes y <- alpha*x+y.
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c scnrm2 Level 1 BLAS that computes the norm of a vector.
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c cgbmv Level 2 BLAS that computes the band matrix vector product
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c
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c\Author
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c Richard Lehoucq
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c Danny Sorensen
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c Chao Yang
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c Dept. of Computational &
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c Applied Mathematics
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c Rice University
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c Houston, Texas
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c
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c\SCCS Information: @(#)
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c FILE: nbdr2.F SID: 2.4 DATE OF SID: 10/20/00 RELEASE: 2
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c
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c\Remarks
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c 1. None
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c
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c\EndLib
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c
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c----------------------------------------------------------------------
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c
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c %-------------------------------------%
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c | Define leading dimensions for all |
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c | arrays. |
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c | MAXN - Maximum size of the matrix |
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c | MAXNEV - Maximum number of |
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c | eigenvalues to be computed |
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c | MAXNCV - Maximum number of Arnoldi |
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c | vectors stored |
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c | MAXBDW - Maximum bandwidth |
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c %-------------------------------------%
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c
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integer maxn, maxnev, maxncv, maxbdw, lda,
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& lworkl, ldv
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parameter ( maxn = 1000, maxnev = 25, maxncv=50,
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& maxbdw=50, lda = maxbdw, ldv = maxn )
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c
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c %--------------%
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c | Local Arrays |
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c %--------------%
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c
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integer iparam(11), iwork(maxn)
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logical select(maxncv)
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Complex
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& a(lda,maxn), m(lda,maxn), fac(lda,maxn),
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& workl(3*maxncv*maxncv+5*maxncv), workd(3*maxn),
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& workev(2*maxncv), v(ldv, maxncv),
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& resid(maxn), d(maxncv), ax(maxn)
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Real
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& rwork(maxn), rd(maxncv,3)
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c
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c %---------------%
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c | Local Scalars |
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c %---------------%
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c
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character which*2, bmat
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integer nev, ncv, kl, ku, info, i, j,
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& n, nxi, lo, isub, isup, idiag, maxitr, mode,
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& nconv
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logical rvec
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Real
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& tol
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Complex
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& rho, h, h2, sigma
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c
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c %------------%
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c | Parameters |
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c %------------%
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c
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Complex
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& one, zero, two
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parameter (one = (1.0E+0, 0.0E+0) ,
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& zero = (0.0E+0, 0.0E+0) ,
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& two = (2.0E+0, 0.0E+0) )
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c
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c %-----------------------------%
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c | BLAS & LAPACK routines used |
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c %-----------------------------%
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c
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Real
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& scnrm2, slapy2
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external scnrm2, cgbmv, caxpy, slapy2, claset
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c
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c %-----------------------%
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c | Executable Statements |
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c %-----------------------%
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c
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c %-------------------------------------------------%
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c | The number NX is the number of interior points |
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c | in the discretization of the 2-dimensional |
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c | convection-diffusion operator on the unit |
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c | square with zero Dirichlet boundary condition. |
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c | The number N(=NX*NX) is the dimension of the |
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c | matrix. A standard eigenvalue problem is |
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c | solved (BMAT = 'I'). NEV is the number of |
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c | eigenvalues (closest to SIGMA) to be |
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c | approximated. Since the shift and invert mode |
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c | is used, WHICH is set to 'LM'. The user can |
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c | modify NX, NEV and NCV to solve problems of |
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c | different sizes, and to get different parts the |
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c | spectrum. However, the following conditions |
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c | must be satisfied: |
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c | N <= MAXN |
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c | NEV <= MAXNEV |
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c | NEV + 2 <= NCV <= MAXNCV |
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c %-------------------------------------------------%
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c
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nxi = 10
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n = nxi*nxi
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nev = 4
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ncv = 10
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if ( n .gt. maxn ) then
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print *, ' ERROR with _NBDR2: N is greater than MAXN '
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go to 9000
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else if ( nev .gt. maxnev ) then
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print *, ' ERROR with _NBDR2: NEV is greater than MAXNEV '
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go to 9000
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else if ( ncv .gt. maxncv ) then
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print *, ' ERROR with _NBDR2: NCV is greater than MAXNCV '
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go to 9000
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end if
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bmat = 'I'
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which = 'LM'
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sigma = zero
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c
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c %-----------------------------------------------------%
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c | The work array WORKL is used in CNAUPD as |
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c | workspace. Its dimension LWORKL is set as |
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c | illustrated below. The parameter TOL determines |
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c | the stopping criterion. If TOL<=0, machine |
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c | precision is used. Setting INFO=0 indicates that a |
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c | random vector is generated in CNAUPD to start the |
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c | Arnoldi iteration. |
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c %-----------------------------------------------------%
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c
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lworkl = 3*ncv**2+5*ncv
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tol = 0.0
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info = 0
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c
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c %---------------------------------------------------%
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c | IPARAM(3) specifies the maximum number of Arnoldi |
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c | iterations allowed. Mode 3 of CNAUPD is used |
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c | (IPARAM(7) = 3). All these options can be changed |
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c | by the user. For details, see the documentation |
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c | in cnband. |
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c %---------------------------------------------------%
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c
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maxitr = 300
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mode = 3
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c
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iparam(3) = maxitr
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iparam(7) = mode
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c
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c %----------------------------------------%
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c | Construct the matrix A in LAPACK-style |
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c | banded form. |
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c %----------------------------------------%
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c
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c %---------------------------------------------%
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c | Zero out the workspace for banded matrices. |
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c %---------------------------------------------%
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c
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call claset('A', lda, n, zero, zero, a, lda)
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call claset('A', lda, n, zero, zero, m, lda)
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call claset('A', lda, n, zero, zero, fac, lda)
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c
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c %-------------------------------------%
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c | KU, KL are number of superdiagonals |
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c | and subdiagonals within the band of |
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c | matrices A and M. |
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c %-------------------------------------%
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c
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kl = nxi
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ku = nxi
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c
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c %---------------%
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c | Main diagonal |
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c %---------------%
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c
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h = one / cmplx(nxi+1)
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h2 = h*h
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c
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idiag = kl+ku+1
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do 30 j = 1, n
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a(idiag,j) = (4.0E+0, 0.0E+0) / h2
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m(idiag,j) = (1.0E+0, 0.0E+0)
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30 continue
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c
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c %-------------------------------------%
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c | First subdiagonal and superdiagonal |
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c %-------------------------------------%
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c
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rho = (1.0E+2, 0.0E+0)
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isup = kl+ku
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isub = kl+ku+2
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do 50 i = 1, nxi
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lo = (i-1)*nxi
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do 40 j = lo+1, lo+nxi-1
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a(isup,j+1) = -one/h2 + rho/two/h
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a(isub,j) = -one/h2 - rho/two/h
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40 continue
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50 continue
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c
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c %------------------------------------%
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c | KL-th subdiagonal and KU-th super- |
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c | diagonal. |
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c %------------------------------------%
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c
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isup = kl+1
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isub = 2*kl+ku+1
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do 80 i = 1, nxi-1
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lo = (i-1)*nxi
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do 70 j = lo+1, lo+nxi
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a(isup,nxi+j) = -one / h2
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a(isub,j) = -one / h2
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70 continue
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80 continue
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c
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c %-----------------------------------------------%
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c | Call ARPACK banded solver to find eigenvalues |
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c | and eigenvectors. Eigenvalues are returned in |
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c | the one dimensional array D. Eigenvectors |
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c | are returned in the first NCONV (=IPARAM(5)) |
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c | columns of V. |
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c %-----------------------------------------------%
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c
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rvec = .true.
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call cnband(rvec, 'A', select, d, v, ldv, sigma,
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& workev, n, a, m, lda, fac, kl, ku, which,
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& bmat, nev, tol, resid, ncv, v, ldv, iparam,
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& workd, workl, lworkl, rwork, iwork, info)
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c
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if ( info .eq. 0) then
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c
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nconv = iparam(5)
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c
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c %-----------------------------------%
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c | Print out convergence information |
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c %-----------------------------------%
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c
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print *, ' '
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print *, '_NBDR2 '
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print *, '====== '
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print *, ' '
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print *, ' The size of the matrix is ', n
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print *, ' Number of eigenvalue requested is ', nev
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print *, ' The number of Arnoldi vectors generated',
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& ' (NCV) is ', ncv
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print *, ' The number of converged Ritz values is ',
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& nconv
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print *, ' What portion of the spectrum ', which
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print *, ' The number of Implicit Arnoldi ',
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& ' update taken is ', iparam(3)
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print *, ' The number of OP*x is ', iparam(9)
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print *, ' The convergence tolerance is ', tol
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print *, ' '
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c
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c %----------------------------%
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c | Compute the residual norm. |
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c | || A*x - lambda*x || |
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c %----------------------------%
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c
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do 90 j = 1, nconv
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c
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c %---------------------------%
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c | Compute the residual norm |
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c | || A*x - lambda*x || |
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c %---------------------------%
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c
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call cgbmv('Notranspose', n, n, kl, ku, one,
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& a(kl+1,1), lda, v(1,j), 1, zero,
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& ax, 1)
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call caxpy(n, -d(j), v(1,j), 1, ax, 1)
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rd(j,1) = real (d(j))
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rd(j,2) = aimag(d(j))
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rd(j,3) = scnrm2(n, ax, 1)
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rd(j,3) = rd(j,3) / slapy2(rd(j,1),rd(j,2))
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90 continue
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call smout(6, nconv, 3, rd, maxncv, -6,
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& 'Ritz values (Real,Imag) and relative residuals')
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else
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c
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c %-------------------------------------%
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c | Either convergence failed, or there |
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c | is error. Check the documentation |
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c | for cnband. |
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c %-------------------------------------%
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c
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print *, ' '
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print *, ' Error with _nband, info= ', info
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print *, ' Check the documentation of _nband '
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print *, ' '
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c
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end if
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c
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9000 end
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