PRIMME: PReconditioned Iterative MultiMethod Eigensolver

PRIMME, pronounced as prime, computes a few eigenvalues and their corresponding eigenvectors of a real symmetric or complex Hermitian matrix. It can also compute singular values and vectors of a square or rectangular matrix. It can find largest, smallest, or interior singular/eigenvalues and can use preconditioning to accelerate convergence. It is especially optimized for large, difficult problems, and can be a useful tool for both non-experts and experts. PRIMME is written in C99, but complete interfaces are provided for Fortran 77, MATLAB, Python, and R.

Incompatibilities

From PRIMME 2.0 to 2.1:

From PRIMME 1.x to 2.0:

Changelog

Changes in PRIMME 2.1 (released on April 4, 2017):

  • Improve robustness by broadcasting the result of critical LAPACK operations instead of replicating them on every process; this is useful when using a threaded BLAS/LAPACK or when some parallel processes may run on different architectures or libraries.
  • New stopping criteria in QMR that improve performance for interior problems.
  • MATLAB interface reimplementation with support for singular value problems, primme_svds(), with double and single precision, and compatible with Octave.
  • R interface
  • Proper reporting of convergence history for singular value solvers.

Changes in PRIMME 2.0 (released on September 19, 2016):

Changes in PRIMME 1.2.2 (released on October 13, 2015):

Changes in PRIMME 1.2.1 (released on September 7, 2015):

  • Added MATLAB interface to full PRIMME functionality.
  • Support for BLAS/LAPACK with 64bits integers (-DPRIMME_BLASINT_SIZE=64).
  • Simplified configuration of Make_flags and Make_links (removed TOP variable and replaced defines NUM_SUM and NUM_IBM by F77UNDERSCORE).
  • Replaced directories DTEST and ZTEST by TEST, that has:
    • driver.c: read matrices in MatrixMarket format and PETSc binary and call PRIMME with the parameters specified in a file; support complex arithmetic and MPI and can use PETSc preconditioners.
    • ex*.c and ex*.f: small, didactic examples of usage in C and Fortran and in parallel (with PETSc).
  • Fixed a few minor bugs and improved documentation (especially the F77 interface).
  • Using Sphinx to manage documentation.

Changes in PRIMME 1.2 (released on December 21, 2014):

  • A Fortran compiler is no longer required for building the PRIMME library. Fortran programs can still be linked to PRIMME’s F77 interface.

  • Fixed some uncommon issues with the F77 interface.

  • PRIMME can be called now multiple times from the same program.

  • Performance improvements in the QMR inner solver, especially for complex arithmetic.

  • Fixed a couple of bugs with the locking functionality.

    • In certain extreme cases where all eigenvalues of a matrix were needed.
    • The order of selecting interior eigenvalues.

    The above fixes have improved robustness and performance.

  • PRIMME now assigns unique random seeds per parallel process for up to 4096^3 (140 trillion) processes.

  • For the PRIMME_DYNAMIC method, fixed issues with initialization and synchronization decisions across multiple processes.

  • Fixed uncommon library interface bugs, coordinated better setting the method and the user setting of parameters, and improved the interface in the sample programs and makefiles.

  • Other performance and documentation improvements.

License Information

PRIMME is licensed under the 3-clause license BSD. Python and MATLAB interfaces have BSD-compatible licenses. Source code under tests is compatible with LGPLv3. Details can be taken from COPYING.txt:

Copyright (c) 2017, College of William & Mary
All rights reserved.

Citing the code

Please cite (BibTeX):

[r1]A. Stathopoulos and J. R. McCombs PRIMME: PReconditioned Iterative MultiMethod Eigensolver: Methods and software description, ACM Transaction on Mathematical Software Vol. 37, No. 2, (2010), 21:1-21:30.
[r6]L. Wu, E. Romero and A. Stathopoulos, PRIMME_SVDS: A High-Performance Preconditioned SVD Solver for Accurate Large-Scale Computations, arXiv:1607.01404

More information on the algorithms and research that led to this software can be found in the rest of the papers. The work has been supported by a number of grants from the National Science Foundation.

[r2]A. Stathopoulos, Nearly optimal preconditioned methods for Hermitian eigenproblems under limited memory. Part I: Seeking one eigenvalue, SIAM J. Sci. Comput., Vol. 29, No. 2, (2007), 481–514.
[r3]A. Stathopoulos and J. R. McCombs, Nearly optimal preconditioned methods for Hermitian eigenproblems under limited memory. Part II: Seeking many eigenvalues, SIAM J. Sci. Comput., Vol. 29, No. 5, (2007), 2162-2188.
[r4]J. R. McCombs and A. Stathopoulos, Iterative Validation of Eigensolvers: A Scheme for Improving the Reliability of Hermitian Eigenvalue Solvers, SIAM J. Sci. Comput., Vol. 28, No. 6, (2006), 2337-2358.
[r5]A. Stathopoulos, Locking issues for finding a large number of eigenvectors of Hermitian matrices, Tech Report: WM-CS-2005-03, July, 2005.
[r7]L. Wu and A. Stathopoulos, A Preconditioned Hybrid SVD Method for Computing Accurately Singular Triplets of Large Matrices, SIAM J. Sci. Comput. 37-5(2015), pp. S365-S388.

Contact Information

For reporting bugs or questions about functionality contact Andreas Stathopoulos by email, andreas at cs.wm.edu. See further information in the webpage http://www.cs.wm.edu/~andreas/software and on github.

Directory Structure

The next directories and files should be available:

  • COPYING.txt, license;

  • Make_flags, flags to be used by makefiles to compile library and tests;

  • Link_flags, flags needed in making and linking the test programs;

  • include/, directory with headers files;

  • src/, directory with the source code for libprimme:

    • include/, common headers;
    • eigs/, eigenvalue interface and implementation;
    • svds/, singular value interface and implementation;
    • tools/, tools used to generated some headers;
  • Matlab/, MATLAB interface;

  • Python/, Python interface;

  • examples/, sample programs in C, C++ and F77, both sequential and parallel;

  • tests/, drivers for testing purpose and test cases;

  • lib/libprimme.a, the PRIMME library (to be made);

  • makefile main make file;

  • readme.txt text version of the documentation;

  • doc/ directory with the HTML and PDF versions of the documentation.

Making and Linking

Make_flags has the flags and compilers used to make libprimme.a:

  • CC, compiler program such as gcc, clang or icc.
  • CFLAGS, compiler options such as -g or -O3 and macro definitions
    like the ones described next.

Compiler flags for the BLAS and LAPACK libraries:

  • -DF77UNDERSCORE, if Fortran appends an underscore to function names (usually it does).
  • -DPRIMME_BLASINT_SIZE=64, if the library integers are 64-bit integer (kind=8) type, aka ILP64 interface; usually integers are 32-bits even in 64-bit architectures (aka LP64 interface).

By default PRIMME sets the integer type for matrix dimensions and counters (PRIMME_INT) to 64 bits integer int64_t. This can be changed by setting the macro PRIMME_INT_SIZE to one of the following values:

  • 0: use the regular int of your compiler.
  • 32: use C99 int32_t.
  • 64: use C99 int64_t.

Note

When -DPRIMME_BLASINT_SIZE=64 is set the code uses the type int64_t supported by the C99 standard. In case the compiler doesn’t honor the standard, you can set the corresponding type name supported, for instance -DPRIMME_BLASINT_SIZE=__int64.

After customizing Make_flags, type this to generate libprimme.a:

make lib

Making can be also done at the command line:

make lib CC=clang CFLAGS='-O3'

Link_flags has the flags for linking with external libraries and making the executables located in examples and tests:

  • LDFLAGS, linker flags such as -framework Accelerate.
  • LIBS, flags to link with libraries (BLAS and LAPACK are required), such as -lprimme -llapack -lblas -lgfortran -lm.

After that, type this to compile and execute a simple test:

$ make test
...
Test passed!
...
Test passed!

In case of linking problems check flags in LDFLAGS and LIBS and consider to add/remove -DF77UNDERSCORE from CFLAGS. If the execution fails consider to add/remove -DPRIMME_BLASINT_SIZE=64 from CFLAGS.

Full description of actions that make can take:

  • make lib, builds the static library libprimme.a.
  • make solib, builds the shared library libprimme.so.
  • make matlab, builds libprimme.a compatible with MATLAB and the MATLAB module.
  • make octave, builds libprimme.a and the Octave module.
  • make python, builds libprimme.a and the Python module.
  • make python_install, install the Python module.
  • make R_install, builds and installs the R package.
  • make test, build and execute simple examples.
  • make clean, removes all *.o, a.out, and core files from src.

Considerations using an IDE

PRIMME can be built in other environments such as Anjuta, Eclipse, KDevelop, Qt Creator, Visual Studio and XCode. To build the PRIMME library do the following:

  1. Create a new project and include the source files under the directory src.
  2. Add the directories include and src/include as include directories.

To build an example code using PRIMME make sure:

  • to add a reference for PRIMME, BLAS and LAPACK libraries;
  • to add the directory include as an include directory.

Tested Systems

PRIMME is primary developed with GNU gcc, g++ and gfortran (versions 4.8 and later). Many users have reported builds on several other platforms/compilers:

  • SUSE 13.1 & 13.2
  • CentOS 6.6
  • Ubuntu 14.04
  • MacOS X 10.9 & 10.10
  • Cygwin & MinGW
  • Cray XC30
  • SunOS 5.9, quad processor Sun-Fire-280R, and several other UltraSparcs
  • AIX 5.2 IBM SP POWER 3+, 16-way SMP, 375 MHz nodes (seaborg at nersc.gov)

Main Contributors

  • James R. McCombs
  • Eloy Romero Alcalde
  • Andreas Stathopoulos
  • Lingfei Wu