sep_dm_full_chain.c

#include "validate.h"
#include <stdlib.h>
#include <stdio.h>
#include <time.h>
#include <mpi.h>
#include <starneig/starneig.h>

// a predicate function that selects all eigenvalues that have positive a real
// part
static int predicate(double real, double imag, void *arg)
{
    if (0.0 < real)
        return 1;
    return 0;
}

int main(int argc, char **argv)
{
    const int n = 3000; // matrix dimension
    const int root = 0; // root rank

    // initialize MPI

    int thread_support;
    MPI_Init_thread(
        &argc, (char ***)&argv, MPI_THREAD_MULTIPLE, &thread_support);

    int world_rank;
    MPI_Comm_rank(MPI_COMM_WORLD, &world_rank);

    // the root node initializes the matrices locally

    int ldA = 0, ldQ = 0, ldC = 0;
    double *A = NULL, *Q = NULL, *C = NULL;
    if (world_rank == root) {
        srand((unsigned) time(NULL));

        // generate a full random matrix A and a copy C

        ldA = ((n/8)+1)*8; ldC = ((n/8)+1)*8;
        A = malloc(n*ldA*sizeof(double));
        C = malloc(n*ldC*sizeof(double));
        for (int j = 0; j < n; j++)
            for (int i = 0; i < n; i++)
                A[j*ldA+i] = C[j*ldC+i] = 2.0*rand()/RAND_MAX - 1.0;

        // generate an identity matrix Q

        ldQ = ((n/8)+1)*8;
        Q = malloc(n*ldA*sizeof(double));
        for (int j = 0; j < n; j++)
            for (int i = 0; i < n; i++)
                Q[j*ldQ+i] = i == j ? 1.0 : 0.0;
    }

    // allocate space for the eigenvalues and the eigenvalue selection vector

    double *real = malloc(n*sizeof(double));
    double *imag = malloc(n*sizeof(double));
    int *select = malloc(n*sizeof(int));

    // Initialize the StarNEig library using all available CPU cores and
    // GPUs. The STARNEIG_HINT_DM flag indicates that the library should
    // initialize itself for distributed memory computations.

    starneig_node_init(STARNEIG_USE_ALL, STARNEIG_USE_ALL, STARNEIG_HINT_DM);

    // create a two-dimensional block cyclic distribution with row-major
    // ordering

    starneig_distr_t distr = starneig_distr_init_mesh(
        -1, -1, STARNEIG_ORDER_ROW_MAJOR);

    // Convert the local matrix A to a distributed matrix lA that is owned by
    // the root node. This is done in-place, i.e., the matrices A and lA point
    // to the same data.

    starneig_distr_matrix_t lA = starneig_distr_matrix_create_local(
        n, n, STARNEIG_REAL_DOUBLE, root, A, ldA);

    // create a distributed matrix dA using default data distribution and
    // distributed block size

    starneig_distr_matrix_t dA =
        starneig_distr_matrix_create(n, n, -1, -1, STARNEIG_REAL_DOUBLE, distr);

    // copy the local matrix lA to the distributed matrix dA (scatter)

    starneig_distr_matrix_copy(lA, dA);

    // scatter the matrix Q

    starneig_distr_matrix_t lQ = starneig_distr_matrix_create_local(
        n, n, STARNEIG_REAL_DOUBLE, root, Q, ldQ);
    starneig_distr_matrix_t dQ =
        starneig_distr_matrix_create(n, n, -1, -1, STARNEIG_REAL_DOUBLE, distr);
    starneig_distr_matrix_copy(lQ, dQ);

    // reduce the full matrix dA to upper Hessenberg form

    printf("Hessenberg reduction...\n");
    starneig_SEP_DM_Hessenberg(dA, dQ);

    // reduce the upper Hessenberg matrix dA to Schur form

    printf("Schur reduction...\n");
    starneig_SEP_DM_Schur(dA, dQ, real, imag);

    // select eigenvalues that have positive a real part

    int num_selected;
    starneig_SEP_DM_Select(dA, &predicate, NULL, select, &num_selected);
    printf("Selected %d eigenvalues out of %d.\n", num_selected, n);

    // reorder the selected eigenvalues to the upper left corner of the matrix
    // dA

    printf("Reordering...\n");
    starneig_SEP_DM_ReorderSchur(select, dA, dQ, real, imag);

    // copy the distributed matrix dA back to the local matrix lA (gather)

    starneig_distr_matrix_copy(dA, lA);

    // free the distributed matrix lA (matrix A is not freed)

    starneig_distr_matrix_destroy(lA);

    // free the distributed matrix dA (all local resources are freed)

    starneig_distr_matrix_destroy(dA);

    // gather the matrix Q

    starneig_distr_matrix_copy(dQ, lQ);
    starneig_distr_matrix_destroy(lQ);
    starneig_distr_matrix_destroy(dQ);

    // free the data distribution

    starneig_distr_destroy(distr);

    // de-initialize the StarNEig library

    starneig_node_finalize();

    // de-initialize MPI

    MPI_Finalize();

    if (world_rank == root) {

        // check residual || Q A Q^T - C ||_F / || C ||_F

        check_residual(n, ldQ, ldA, ldQ, ldC, Q, A, Q, C);

        // check residual || Q Q^T - I ||_F / || I ||_F

        check_orthogonality(n, ldQ, Q);
    }

    // cleanup

    free(A);
    free(C);
    free(Q);

    free(real);
    free(imag);
    free(select);

    return 0;
}