Run with -eps_type lapack

Eigen is not interfaced from SLEPc.

Jose


> El 8 jul 2020, a las 17:06, Aulisa, Eugenio <eugenio.aul...@ttu.edu> escribió:
> 
> yes the size varies from 6 to 100,
> 
> I will try EPSLAPACK or EIGEN to see how it works
> 
> Thanks again
> Eugenio
> 
> 
> 
> 
> 
> Eugenio Aulisa
> 
> Department of Mathematics and Statistics,
> Texas Tech University
> Lubbock TX, 79409-1042 
> room: 226
> http://www.math.ttu.edu/~eaulisa/
> phone: (806) 834-6684
> fax: (806) 742-1112 
> 
> 
> 
> 
> From: Jose E. Roman <jro...@dsic.upv.es>
> Sent: Wednesday, July 8, 2020 10:01 AM
> To: Aulisa, Eugenio <eugenio.aul...@ttu.edu>
> Cc: petsc-users@mcs.anl.gov <petsc-users@mcs.anl.gov>; Kara, Erdi 
> <erdi.k...@ttu.edu>
> Subject: Re: [petsc-users] Help with generalized eigenvalue problem
>  
> In a standard symmetric eigenproblem, a small perturbation of the matrix 
> results in a small perturbation of the eigenvalues. In generalized 
> eigenproblems, especially with singular matrices, I don't think perturbation 
> theory guarantees this in all cases.
> 
> What do you mean by small problems? Do you have millions of problems of size 
> 6? In that case you should use EPSLAPACK. It will not factor the matrix (if 
> solved as a non-symmetric problem).
> 
> Jose
> 
> 
> > El 8 jul 2020, a las 15:55, Aulisa, Eugenio <eugenio.aul...@ttu.edu> 
> > escribió:
> > 
> > Dear Jose,
> > 
> > Thank you for your answer.
> > 
> > I tried MLU but it did not help. 
> > 
> > I also tried to eliminate the null space of B, but I do not know it 
> > apriori, 
> > and at least to my knowledge of PETSC-SLEPC there is not an explicit way to 
> > find it
> > but to find all the 0 eigenvectors of B, which again it requires the 
> > inverse of B. 
> > 
> > I am solving similar small problems millions of times, and this works fine 
> > most of the time,
> > but once in a while it fails with the same LU zero pivot exception.
> > 
> > One thing I tried yesterday, and it seams to work all the times, 
> > is perturbing the diagonal of B of a small factor, += 1.0e-10 ||B||,
> > but I do not know how theoretically it sounds with all these indeterminate 
> > eigenvalues, 
> > maybe you have a clue on this.
> > 
> > Thanks,
> > Eugenio
> > 
> > 
> > 
> > Eugenio Aulisa
> > 
> > Department of Mathematics and Statistics,
> > Texas Tech University
> > Lubbock TX, 79409-1042 
> > room: 226
> > http://www.math.ttu.edu/~eaulisa/
> > phone: (806) 834-6684
> > fax: (806) 742-1112 
> > 
> > 
> > 
> > 
> > From: Jose E. Roman <jro...@dsic.upv.es>
> > Sent: Tuesday, July 7, 2020 11:01 AM
> > To: Aulisa, Eugenio <eugenio.aul...@ttu.edu>
> > Cc: petsc-users@mcs.anl.gov <petsc-users@mcs.anl.gov>; Kara, Erdi 
> > <erdi.k...@ttu.edu>
> > Subject: Re: [petsc-users] Help with generalized eigenvalue problem
> >  
> > I don't know what options you are using, shift-and-invert or not, which, 
> > target. Anyway, if A and B have a common null space, then A-sigma*B will 
> > always be singular, so the KSP solver will have to deal with a singular 
> > system.
> > 
> > If you pass the nullspace vectors to the EPS solver via 
> > https://nam04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fslepc.upv.es%2Fdocumentation%2Fcurrent%2Fdocs%2Fmanualpages%2FEPS%2FEPSSetDeflationSpace.html&amp;data=02%7C01%7CEugenio.Aulisa%40ttu.edu%7C018ff09384674480f2e808d8234fce62%7C178a51bf8b2049ffb65556245d5c173c%7C0%7C0%7C637298172963555933&amp;sdata=iPBn%2FYR7mw2Q8EEjTQ%2BhDphUftUctK2lLj1KjnPgUZw%3D&amp;reserved=0
> >  then these vectors will also be attached to the KSP solver. 
> > 
> > Also, since you have MUMPS, try adding
> >  -st_pc_factor_mat_solver_type mumps 
> > (see section 3.4.1 of the SLEPc users manual). MUMPS should be quite robust 
> > with respect to singular linear systems.
> > 
> > Jose
> > 
> > 
> > > El 7 jul 2020, a las 17:40, Aulisa, Eugenio <eugenio.aul...@ttu.edu> 
> > > escribió:
> > > 
> > > Can somebody help me figure it out the solver options for the attached 
> > > generalized eigenvalue problem?
> > > 
> > > A x = lambda B x 
> > > 
> > > where A and B have the same null space, with 5 zero eigenvalues.
> > > 
> > > The only non indefinite eigenvalue should be 41.1892
> > > 
> > > The problem is Hermite semi-positive so automatically slepc should purify 
> > > it, but to be sure I added
> > > 
> > > EPSSetPurify(eps, PETSC_TRUE);
> > > 
> > > I guess with my non-solver-options slepc is still trying to do the 
> > > inverse of the full
> > > B matrix with an LU decomposition and gets zero pivot.
> > > 
> > > This is what I get as a PETSC error Message
> > > 
> > >  [0]PETSC ERROR: --------------------- Error Message 
> > > --------------------------------------------------------------
> > >    [0]PETSC ERROR: Zero pivot in LU factorization: 
> > > https://nam04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.mcs.anl.gov%2Fpetsc%2Fdocumentation%2Ffaq.html%23zeropivot&amp;data=02%7C01%7CEugenio.Aulisa%40ttu.edu%7C018ff09384674480f2e808d8234fce62%7C178a51bf8b2049ffb65556245d5c173c%7C0%7C0%7C637298172963555933&amp;sdata=4ZYkCiAdAjVgNZeQBJXyFmL%2BaICquqkJvc7gQ%2BNs0QQ%3D&amp;reserved=0
> > >    [0]PETSC ERROR: Bad LU factorization
> > >    [0]PETSC ERROR: See 
> > > https://nam04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.mcs.anl.gov%2Fpetsc%2Fdocumentation%2Ffaq.html&amp;data=02%7C01%7CEugenio.Aulisa%40ttu.edu%7C018ff09384674480f2e808d8234fce62%7C178a51bf8b2049ffb65556245d5c173c%7C0%7C0%7C637298172963555933&amp;sdata=SV%2F7S0Se8T4ftzroH%2FAYJKB6GDmnrZVlwfCsKI4M1bo%3D&amp;reserved=0
> > >  for trouble shooting.
> > >    [0]PETSC ERROR: Petsc Development GIT revision: 
> > > v3.11.3-2263-gce77f2ed1a  GIT Date: 2019-09-26 13:31:14 -0500
> > >    [0]PETSC ERROR: Nitsche_ex4a on a arch-linux2-c-opt named linux-8biu 
> > > by eaulisa Tue Jul  7 10:17:55 2020
> > >    [0]PETSC ERROR: Configure options --with-debugging=0 --with-x=1 
> > > COPTFLAGS="-O3 -march=native -mtune=native" CXXOPTFLAGS="-O3 
> > > -march=native -mtune=native" FOPTFLAGS="-O3 -march=native -mtune=native" 
> > > --download-openmpi=1 --download-fblaslapack=1 --download-hdf5=1 
> > > --download-metis=1 --download-parmetis=1 --with-shared-libraries=1 
> > > --download-blacs=1 --download-scalapack=1 --download-mumps=1 
> > > --download-suitesparse
> > >    [0]PETSC ERROR: #1 MatLUFactor_SeqDense() line 633 in 
> > > /home/eaulisa/software/petsc/src/mat/impls/dense/seq/dense.c
> > >    [0]PETSC ERROR: #2 MatLUFactorNumeric_SeqDense() line 432 in 
> > > /home/eaulisa/software/petsc/src/mat/impls/dense/seq/dense.c
> > >    [0]PETSC ERROR: #3 MatLUFactorNumeric() line 3056 in 
> > > /home/eaulisa/software/petsc/src/mat/interface/matrix.c
> > >    [0]PETSC ERROR: #4 PCSetUp_LU() line 126 in 
> > > /home/eaulisa/software/petsc/src/ksp/pc/impls/factor/lu/lu.c
> > >    [0]PETSC ERROR: #5 PCSetUp() line 894 in 
> > > /home/eaulisa/software/petsc/src/ksp/pc/interface/precon.c
> > >    [0]PETSC ERROR: #6 KSPSetUp() line 377 in 
> > > /home/eaulisa/software/petsc/src/ksp/ksp/interface/itfunc.c
> > >    [0]PETSC ERROR: #7 STSetUp_Shift() line 119 in 
> > > /home/eaulisa/software/slepc/src/sys/classes/st/impls/shift/shift.c
> > >    [0]PETSC ERROR: #8 STSetUp() line 271 in 
> > > /home/eaulisa/software/slepc/src/sys/classes/st/interface/stsolve.c
> > >    [0]PETSC ERROR: #9 EPSSetUp() line 273 in 
> > > /home/eaulisa/software/slepc/src/eps/interface/epssetup.c
> > >    [0]PETSC ERROR: #10 EPSSolve() line 136 in 
> > > /home/eaulisa/software/slepc/src/eps/interface/epssolve.c
> > > 
> > > 
> > > 
> > > Thanks
> > > Eugenio
> > > 
> > > 
> > > 
> > > 
> > > Eugenio Aulisa
> > > 
> > > Department of Mathematics and Statistics,
> > > Texas Tech University
> > > Lubbock TX, 79409-1042 
> > > room: 226
> > > http://www.math.ttu.edu/~eaulisa/
> > > phone: (806) 834-6684
> > > fax: (806) 742-1112 
> > > 
> > > 
> > > 
> > > <genEigen.cpp>
> > 
> 

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