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| author | stainer_t <thomas.stainer@oecd-nea.org> | 2025-09-08 13:48:49 +0200 |
|---|---|---|
| committer | stainer_t <thomas.stainer@oecd-nea.org> | 2025-09-08 13:48:49 +0200 |
| commit | 7dfcc480ba1e19bd3232349fc733caef94034292 (patch) | |
| tree | 03ee104eb8846d5cc1a981d267687a729185d3f3 /Utilib/src/AL1EIG.f | |
Initial commit from Polytechnique Montreal
Diffstat (limited to 'Utilib/src/AL1EIG.f')
| -rw-r--r-- | Utilib/src/AL1EIG.f | 67 |
1 files changed, 67 insertions, 0 deletions
diff --git a/Utilib/src/AL1EIG.f b/Utilib/src/AL1EIG.f new file mode 100644 index 0000000..be699d8 --- /dev/null +++ b/Utilib/src/AL1EIG.f @@ -0,0 +1,67 @@ +*DECK AL1EIG + SUBROUTINE AL1EIG(N,A,EPSOUT,MAXOUT,ITER,EVECT,EVAL,IPRINT) +* +*----------------------------------------------------------------------- +* +*Purpose: +* Find the fundamental eigenvalue and corresponding eigenvector of +* equation (A-EVAL)*EVECT=0 using the power method. +* +*Copyright: +* Copyright (C) 2021 Ecole Polytechnique de Montreal +* This library is free software; you can redistribute it and/or +* modify it under the terms of the GNU Lesser General Public +* License as published by the Free Software Foundation; either +* version 2.1 of the License, or (at your option) any later version +* +*Author(s): A. Hebert +* +*Parameters: input +* N number of unknowns +* A coefficient matrix +* EPSOUT convergence epsilon for the power method +* MAXOUT maximum number of iterations for the power method +* EVECT initial estimate +* IPRINT print parameter +* +*Parameters: output +* ITER number of iterations +* EVECT corresponding eigenvector +* EVAL fondamental eigenvalue +* +*----------------------------------------------------------------------- +* +*---- +* SUBROUTINE ARGUMENTS +*---- + INTEGER N,MAXOUT,ITER,IPRINT + REAL A(N,N),EPSOUT,EVECT(N),EVAL +*---- +* LOCAL VARIABLES +*---- + REAL, ALLOCATABLE, DIMENSION(:) :: GAR +*---- +* POWER METHOD +*---- + EVECT(:N)=1.0 + ITER=0; + ALLOCATE(GAR(N)) + DO + ITER=ITER+1 + IF (ITER > MAXOUT) CALL XABORT('AL1EIG: UNABLE TO CONVERGE.') + GAR(:)=EVECT(:) + EVECT(:)=MATMUL(A(:,:),EVECT(:)) + EVAL=SQRT(DOT_PRODUCT(EVECT(:),EVECT(:))) + EVECT(:)=EVECT(:)/EVAL + ERR1=MAXVAL(ABS(EVECT)) + ERR2=MAXVAL(ABS(GAR(:)-EVECT(:))) + IF(IPRINT.GT.1) THEN + IF(MOD(ITER,5) == 1) WRITE(6,10) ITER,EVAL,ERR2 + ENDIF + IF(ERR2 <= ERR1*EPSOUT) EXIT + ENDDO + IF(IPRINT.GT.1) WRITE(6,10) ITER,EVAL,ERR2 + DEALLOCATE(GAR) + RETURN + 10 FORMAT(14H AL1EIG: ITER=,I6,6H EVAL=,1P,E12.5,7H ERROR=,E11.4) + END |