eigs and ARPACK
Thomas Treichl
Thomas.Treichl at gmx.net
Tue Dec 9 16:07:03 CST 2008
David Bateman schrieb:
> John W. Eaton wrote:
>> On 3-Dec-2008, Søren Hauberg wrote:
>>
>> | It was just pointed out on the Octave-Forge list that ARPACK seems to
>> | have been released under a standard BSD license [1]. Doesn't this mean
>> | that we can move the code from the 'arpack' package into core Octave,
>> | which would give us the 'eigs' and 'svds' functions?
>> | | Søren
>> | | [1] http://www.caam.rice.edu/software/ARPACK/RiceBSD.txt
>>
>> Yes, this is great news. Would someone like to prepare a patch?
>>
>> jwe
>
> Well attached is an untested port of the octave-forge code. I don't know
> if I'll have the time to test this code before a few days and so I'm
> sending it even if it is untested. It also doesn't support single
> precision matrices and probably should..
>
> Regards
> David
Hi David,
I've had a first look at your patch especially because I wanted to prepare the
build scripts for Octave.app on MacOSX if ARPACK becomes another dependency of
Octave. Please understand that I just want to help by reporting my experiences
and not to criticize your great work ;)
The first experience is that the sources can be compiled even if the
'./configure' check for 'libarpack' fails. I thought this should be mentioned, too.
The '-larpack' check in './configure' failed for me because the linker needs the
values of my $FLIBS (which currently are one -L... option and the option -lf2c).
I don't know if this is the best solution but I changed your line of
'configure.in' from
AC_CHECK_LIB(arpack, F77_FUNC(dseupd,DSEUPD), [ARPACK_LIBS=...
into
save_LIBS="$LIBS"; LIBS="$LIBS $FLIBS"
AC_CHECK_LIB(arpack, F77_FUNC(dseupd,DSEUPD), [ARPACK_LIBS="...
LIBS="$save_LIBS"
then the test worked and '-larpack' was found and used correctly.
Linking of liboctave failed for me. I have seen that you added 'eigs-base.cc' to
'TEMPLATE_SRC' in 'liboctave/Makefile.in'. I also have seen that some F77_FUNCs
are used inside of 'eigs-base.cc'. I added '$(ARPACK_LIBS)' to 'LINK_DEPS' in
file 'Makefile.in' then linking was successful.
Compilation then finished but some tests failed and some crashed Octave. I also
should notice that *all* tests of line 723ff '%% Real positive definite tests, n
must be even' successfully pass.
I have not had a closer look right now what is failing but I can send some of
the output that I see. At least these tests crash Octave:
line 983:
%!test
%! d1 = eigs (A, k, 'sm');
%! assert (abs(d1), abs(d0(1:k)), 1e-12);
line 1009:
%!test
%! d1 = eigs(A, speye(n), k, 'lm');
%! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12);
%!test
%! opts.cholB=true;
%! d1 = eigs(A, speye(n), k, 'lm', opts);
%! assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12);
line 1023:
%!test
%! opts.cholB=true;
%! d1 = eigs(A, speye(n), k, 4.1, opts);
%! assert (abs(abs(d1)), abs(eigs(A,k,4.1)), 1e-12);
%! assert (sort(imag(abs(d1))), sort(imag(eigs(A,k,4.1))), 1e-12);
%!test
%! opts.cholB=true;
%! q = [2:n,1];
%! opts.permB=q;
%! d1 = eigs(A, speye(n)(q,q), k, 4.1, opts);
%! assert (abs(abs(d1)), abs(eigs(A,k,4.1)), 1e-12);
%! assert (sort(imag(abs(d1))), sort(imag(eigs(A,k,4.1))), 1e-12);
the message is always the same
octave:1> test eigs
complex division by zero
Abort trap
Me:~/
The output of some of the tests that fail for me (but do not crash Octave) are:
***** test
d1 = eigs (A, k);
assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12);
!!!!! test failed
eigs: error -8 in dnaupdshared variables {
n = 20
k = 4
A =
Compressed Column Sparse (rows = 20, cols = 20, nnz = 56 [14%])
)
(1, 1) -> 1
(3, 1) -> 1
(2, 2) -> 2
(4, 2) -> 1
(1, 3) -> -1
(3, 3) -> 3
(5, 3) -> 1
(2, 4) -> -1
(4, 4) -> 4
(6, 4) -> 1
(3, 5) -> -1
(5, 5) -> 5
(7, 5) -> 1
(4, 6) -> -1
(6, 6) -> 6
(8, 6) -> 1
(5, 7) -> -1
(7, 7) -> 7
(9, 7) -> 1
(6, 8) -> -1
(8, 8) -> 8
(10, 8) -> 1
(7, 9) -> -1
(9, 9) -> 9
(11, 9) -> 1
(8, 10) -> -1
(10, 10) -> 10
(12, 10) -> 1
(9, 11) -> -1
(11, 11) -> 11
(13, 11) -> 1
(10, 12) -> -1
(12, 12) -> 12
(14, 12) -> 1
(11, 13) -> -1
(13, 13) -> 13
(15, 13) -> 1
(12, 14) -> -1
(14, 14) -> 14
(16, 14) -> 1
(13, 15) -> -1
(15, 15) -> 15
(17, 15) -> 1
(14, 16) -> -1
(16, 16) -> 16
(18, 16) -> 1
(15, 17) -> -1
(17, 17) -> 17
(19, 17) -> 1
(16, 18) -> -1
(18, 18) -> 18
(20, 18) -> 1
(17, 19) -> -1
(19, 19) -> 19
(18, 20) -> -1
(20, 20) -> 20
d0 =
1.5933
2.5933
2.9036
3.9036
5.0031
6.0031
6.9999
7.9999
9.0000
10.0000
11.0000
12.0000
13.0001
14.0001
14.9969
15.9969
17.0964
18.0964
18.4067
19.4067
}
***** test
d1 = eigs (A,k+1);
assert (abs(d1), abs(d0(end:-1:(end-k))),1e-12);
!!!!! test failed
eigs: error -8 in dnaupdshared variables {
n = 20
k = 4
A =
Compressed Column Sparse (rows = 20, cols = 20, nnz = 56 [14%])
)
(1, 1) -> 1
(3, 1) -> 1
(2, 2) -> 2
(4, 2) -> 1
(1, 3) -> -1
(3, 3) -> 3
(5, 3) -> 1
(2, 4) -> -1
(4, 4) -> 4
(6, 4) -> 1
(3, 5) -> -1
(5, 5) -> 5
(7, 5) -> 1
(4, 6) -> -1
(6, 6) -> 6
(8, 6) -> 1
(5, 7) -> -1
(7, 7) -> 7
(9, 7) -> 1
(6, 8) -> -1
(8, 8) -> 8
(10, 8) -> 1
(7, 9) -> -1
(9, 9) -> 9
(11, 9) -> 1
(8, 10) -> -1
(10, 10) -> 10
(12, 10) -> 1
(9, 11) -> -1
(11, 11) -> 11
(13, 11) -> 1
(10, 12) -> -1
(12, 12) -> 12
(14, 12) -> 1
(11, 13) -> -1
(13, 13) -> 13
(15, 13) -> 1
(12, 14) -> -1
(14, 14) -> 14
(16, 14) -> 1
(13, 15) -> -1
(15, 15) -> 15
(17, 15) -> 1
(14, 16) -> -1
(16, 16) -> 16
(18, 16) -> 1
(15, 17) -> -1
(17, 17) -> 17
(19, 17) -> 1
(16, 18) -> -1
(18, 18) -> 18
(20, 18) -> 1
(17, 19) -> -1
(19, 19) -> 19
(18, 20) -> -1
(20, 20) -> 20
d0 =
1.5933
2.5933
2.9036
3.9036
5.0031
6.0031
6.9999
7.9999
9.0000
10.0000
11.0000
12.0000
13.0001
14.0001
14.9969
15.9969
17.0964
18.0964
18.4067
19.4067
}
***** test
d1 = eigs (A, k, 'lm');
assert (abs(d1), abs(d0(end:-1:(end-k+1))), 1e-12);
!!!!! test failed
eigs: error -8 in dnaupdshared variables {
n = 20
k = 4
A =
Compressed Column Sparse (rows = 20, cols = 20, nnz = 56 [14%])
)
(1, 1) -> 1
(3, 1) -> 1
(2, 2) -> 2
(4, 2) -> 1
(1, 3) -> -1
(3, 3) -> 3
(5, 3) -> 1
(2, 4) -> -1
(4, 4) -> 4
(6, 4) -> 1
(3, 5) -> -1
(5, 5) -> 5
(7, 5) -> 1
(4, 6) -> -1
(6, 6) -> 6
(8, 6) -> 1
(5, 7) -> -1
(7, 7) -> 7
(9, 7) -> 1
(6, 8) -> -1
(8, 8) -> 8
(10, 8) -> 1
(7, 9) -> -1
(9, 9) -> 9
(11, 9) -> 1
(8, 10) -> -1
(10, 10) -> 10
(12, 10) -> 1
(9, 11) -> -1
(11, 11) -> 11
(13, 11) -> 1
(10, 12) -> -1
(12, 12) -> 12
(14, 12) -> 1
(11, 13) -> -1
(13, 13) -> 13
(15, 13) -> 1
(12, 14) -> -1
(14, 14) -> 14
(16, 14) -> 1
(13, 15) -> -1
(15, 15) -> 15
(17, 15) -> 1
(14, 16) -> -1
(16, 16) -> 16
(18, 16) -> 1
(15, 17) -> -1
(17, 17) -> 17
(19, 17) -> 1
(16, 18) -> -1
(18, 18) -> 18
(20, 18) -> 1
(17, 19) -> -1
(19, 19) -> 19
(18, 20) -> -1
(20, 20) -> 20
d0 =
1.5933
2.5933
2.9036
3.9036
5.0031
6.0031
6.9999
7.9999
9.0000
10.0000
11.0000
12.0000
13.0001
14.0001
14.9969
15.9969
17.0964
18.0964
18.4067
19.4067
}
That's it right now, I hope I could give some feedback...
Best regards,
Thomas
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