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📄 rsymreg.cc

📁 ARPACK is a collection of Fortran77 subroutines designed to solve large scale eigenvalue problems.
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/*   ARPACK++ v1.0 8/1/1997   c++ interface to ARPACK code.   MODULE RSymReg.cc.   Example program that illustrates how to solve a real symmetric   standard eigenvalue problem in regular mode using the   ARrcSymStdEig class.   1) Problem description:      In this example we try to solve A*x = x*lambda in regular mode,      where A is derived from the central difference discretization      of the 2-dimensional Laplacian on the unit square [0,1]x[0,1]      with zero Dirichlet boundary conditions.   2) Data structure used to represent matrix A:      ARrcSymStdEig is a class that requires the user to provide a      way to perform the matrix-vector product w = Av. In this      example a class called SymMatrixA was created with this purpose.      SymMatrixA contains a member function, MultMv(v,w), that takes a      vector v and returns the product Av in w.   3) The reverse communication interface:      This example uses the reverse communication interface, which      means that the desired eigenvalues cannot be obtained directly      from an ARPACK++ class.      Here, the overall process of finding eigenvalues by using the      Arnoldi method is splitted into two parts. In the first, a      sequence of calls to a function called TakeStep is combined      with matrix-vector products in order to find an Arnoldi basis.      In the second part, an ARPACK++ function like FindEigenvectors      (or EigenValVectors) is used to extract eigenvalues and      eigenvectors.   4) Included header files:      File             Contents      -----------      -------------------------------------------      smatrixa.h       The SymMatrixA class definition.      arrssym.h        The ARrcSymStdEig class definition.      rsymsol.h        The Solution function.   5) ARPACK Authors:      Richard Lehoucq      Kristyn Maschhoff      Danny Sorensen      Chao Yang      Dept. of Computational & Applied Mathematics      Rice University      Houston, Texas*/#include "arrssym.h"#include "smatrixa.h"#include "rsymsol.h"template<class T>void Test(T type){  // Defining a matrix.  SymMatrixA<T> A(10); // n = 10*10 is the dimension of the problem.  // Creating a symmetric eigenvalue problem and defining what we need:  // the four eigenvectors of A with smallest magnitude.  ARrcSymStdEig<T> prob(A.ncols(), 4L, "SM");  // Finding an Arnoldi basis.  while (!prob.ArnoldiBasisFound()) {    // Calling ARPACK FORTRAN code. Almost all work needed to    // find an Arnoldi basis is performed by TakeStep.    prob.TakeStep();    if ((prob.GetIdo() == 1)||(prob.GetIdo() == -1)) {      // Performing matrix-vector multiplication.      // In regular mode, w = Av must be performed whenever      // GetIdo is equal to 1 or -1. GetVector supplies a pointer      // to the input vector, v, and PutVector a pointer to the      // output vector, w.      A.MultMv(prob.GetVector(), prob.PutVector());    }  }  // Finding eigenvalues and eigenvectors.  prob.FindEigenvectors();  // Printing solution.  Solution(prob);} // Testmain(){  // Solving a double precision problem with n = 100.  Test((double)0.0);  // Solving a single precision problem with n = 100.  Test((float)0.0);} // main

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