Starting from Scratch
	



I am starting from scratch thinking there might be a LAPACK
	routine that can help me. What do I do?

The following is a example of how someone, "Sue", got a start on
	solving a problem.

The Intel compiler ships with an optimized library called MKL
	that contains the LAPACK, SCALAPACK and other math routines. 
	We will use the LAPACK routines from MKL.

The first question to ask is what problem is to be solved.  In
	this case Sue wanted to compute all eigenvalues and
	eigenvectors of a real symmetric matrix A.  So she looked at
	the Intel MKL documentation for a routine that will do this.


The MKL documentation is available locally.  The direct link is
	to the full set of documentation is:
	http://geco.mines.edu/software/Intel_11/mkl/mkl_documentation
	.htm.  From here we want the Reference Manual: 
	http://geco.mines.edu/software/Intel_11/mkl/mklman.pdf.

The reference manual is huge, over 3,000 pages.  You will want to
	download it to your local machine and look at it locally
	instead of trying to view it in your web browser.


Sue downloaded the manual and looked at it using her favorite
	program for viewing PDF files.  In her case it was the OSX
	application "Preview".  She saw in the index Chapter 4 LAPACK
	Routines: Least Squares and Eigenvalue Problems.  She then
	went to the subsection "Driver Routines".  Then "Symmetric
	Eigenproblems".  She found the routine ?syev that "Computes
	all eigenvalues and, optionally, eigenvectors of a real
	symmetric matrix."  Bingo!


Sue then looked at the documentation and started to get a glazed
	look on her face.  All it gave was a single line showing the
	calling sequence and a list of all of the input parameters. 
	How would this look in a real program?

From the documentation she saw that there was a double precision
	version of this routine called dsyev.  Sue did a Google
	search on "dsyev example".  The first link that came up was
	to: http://www.nag.co.uk/lapack-ex/node71.html.  This page
	has a link to a real example program in Fortran 77 source
	form.


She downloaded it to RA and converted it to Fortran 90 source
	form by changing the "*" in the first column to "!" and
	fixing the continued lines.  Her program was called
	dsyev.f90.  She also commented out the call to the routine
	X04CAF because this is just a utility routine that prints a
	matrix and it is not part of LAPACK. She also downloaded the
	example data file, calling it dat.in.



From the Geco MKL  page
	http://geco.mines.edu/software/mkl/index.shtml she found an
	example makefile.  She used this to create a new makefile
	using the recomended libraries.



[sue@ra scalapack]$ cat makefile.mkl
LIBPATH=/opt/intel/Compiler/11.1/064/mkl/lib/em64t
LIBS= \
  $(LIBPATH)/libmkl_scalapack_lp64.a \
  $(LIBPATH)/libmkl_intel_lp64.a \
  $(LIBPATH)/libmkl_blacs_openmpi_lp64.a \
  $(LIBPATH)/libmkl_core.a  \
  $(LIBPATH)/libmkl_sequential.a \
  $(LIBPATH)/libmkl_core.a  \
  $(LIBPATH)/libmkl_sequential.a \
  $(LIBPATH)/libmkl_core.a  \
  -lpthread


dsyev.ex: dsyev.f90
	ifort -o dsyev.ex dsyev.f90  $(LIBS)


Note that there is a TAB at the beginning of the ifort line, as
	required by the make command, not spaces.  Sue is using
	version 11.1 of the Fortran compiler.  If you are using a
	different version you will need to change the LIBPATH.



Finally, she built and ran the program



[sue@ra mkl]$ make -f makefile.mkl
ifort -o dsyev.ex dsyev.f90  /opt/intel/Compiler/11.1/064/mkl/lib/em64t/libmkl_scalapack_lp64.a /opt/intel/Compiler/11.1/064/mkl/lib/em64t/libmkl_intel_lp64.a /opt/intel/Compiler/11.1/064/mkl/lib/em64t/libmkl_blacs_openmpi_lp64.a /opt/intel/Compiler/11.1/064/mkl/lib/em64t/libmkl_core.a /opt/intel/Compiler/11.1/064/mkl/lib/em64t/libmkl_sequential.a /opt/intel/Compiler/11.1/064/mkl/lib/em64t/libmkl_core.a /opt/intel/Compiler/11.1/064/mkl/lib/em64t/libmkl_sequential.a /opt/intel/Compiler/11.1/064/mkl/lib/em64t/libmkl_core.a -lpthread
[sue@ra mkl]$ 
[sue@ra mkl]$ ./dsyev.ex < dat.in
 DSYEV Example Program Results
 
 Eigenvalues
    -2.0531 -0.5146 -0.2943 12.8621
 
 Error estimate for the eigenvalues
        1.4E-15
 
 Error estimates for the eigenvectors
        9.3E-16    6.5E-15    6.5E-15    1.1E-16
[sue@ra mkl]$ 

Sue's files:

	dsyev.f90
	makefile.mkl
	dat.in