Re: [deal.II] Eigenvalues and Eigenvectors of BlockSparse Matrix

Hi Bruno and Jean, Thanks a lot for your help with the eigenvalue problem. I am able to solve the standard eigenvalue problem, and have tested my code on simple problems. The results are matching (compared them with the MATLAB eigenvalue analysis). Thanks again! Animesh On Tuesday,

Re: [deal.II] Eigenvalues and Eigenvectors of BlockSparse Matrix

Animesh, Yes, the name are reversed. Basically what happens is that ARPACK uses a method called shift inverse which uses the inverse of the operator you care. In practice, this means that ARPACK is not using your matrix A but only A^{-1} because the largest eigenvalue of A^{-1} is related to

Re: [deal.II] Eigenvalues and Eigenvectors of BlockSparse Matrix

I’m afraid I’m not familiar with the working of the Arpack solver so I can’t be of much more help to you. As you’ve pointed out, it looks like there may be some open questions that correlate with the questions you’ve asked. Maybe someone who actually uses, or has used, this solver might be able

Re: [deal.II] Eigenvalues and Eigenvectors of BlockSparse Matrix

Hi Jean, I need a few more clarifications. Sorry to bother you again. In my code, when I am using the argument - "smallest_magnitude" for the type of eigenvalue, I am getting a large eigenvalue than when I am using the argument "largest_eigenvalue". I looked at some of the previous

Re: [deal.II] Eigenvalues and Eigenvectors of BlockSparse Matrix

Hi Jean, Thanks a lot for your detailed answer. Using this idea, I was able to solve the standard eigenvalue problem. Thanks again! Animesh On Saturday, September 26, 2020 at 1:49:10 AM UTC+5:30 Jean-Paul Pelteret wrote: > Hi Animesh, > > I’m glad to hear that you’ve gotten Arpack working,

Re: [deal.II] Eigenvalues and Eigenvectors of BlockSparse Matrix

Hi Animesh, I’m glad to hear that you’ve gotten Arpack working, and that you’re getting somewhere with your implementation. When you encounter a crash like this, its best to run the program in debug mode (better yet, do all of your development in debug mode). In debug mode, there are a lot of

Re: [deal.II] Eigenvalues and Eigenvectors of BlockSparse Matrix

Hi, I could figure out how to give Identity Matrix instead of the mass matrix to solve the Standard Eigen value problem. However, on running, I am getting the folllowing error. Timestep 1 @ 0.1s ___ SOLVER

Re: [deal.II] Eigenvalues and Eigenvectors of BlockSparse Matrix

I could finally configure dealii using ARPACK. I am facing issues in initialising the identity matrix that is to be given to the eigensolver.solve(). I am trying to replace the mass matrix with an identity matrix.. I am copying the code again in this thread.. std::vector> eigenvalues;

Re: [deal.II] Eigenvalues and Eigenvectors of BlockSparse Matrix

Hi Jean, It turns out that I did not configure dealii with ARPACK. So I followed the readme instructions and installed and compiled ARPACK as suggested. I also tried to run the examples in the ARPACK directory and they are running without any errors. However, when I tried to reconfigure

Re: [deal.II] Eigenvalues and Eigenvectors of BlockSparse Matrix

Hi Jean, Thanks a lot for your response. I am trying as you suggested. I have added the following code inside the linear solver so that I can get the eigenvalues at every newton step. std::vector> eigenvalues; std::vector >eigenvectors; SparseMatrix identity

Re: [deal.II] Eigenvalues and Eigenvectors of BlockSparse Matrix

Hi Animesh, Although in that code-gallery example the system is assembled into a BlockSparseMatrix, the system actually has only one block. So you can retrieve the underlying SparseMatrix (and Vector for the RHS) via tangent_matrix.block(u_dof, u_dof); system_rhs.block(u_dof); and use them

[deal.II] Eigenvalues and Eigenvectors of BlockSparse Matrix

Hi All, I am trying to play with the code of Quassi Static Finite Strain Compressibility . I want to calculate the eigenvalues and eigenvectors of the System Tangent Matrix