/*
   ARPACK++ v1.2 2/20/2000
   c++ interface to ARPACK code.

   MODULE USymReg.cc.
   Example program that illustrates how to solve a real
   symmetric standard eigenvalue problem in regular 
   mode using the ARluSymStdEig class.

   1) Problem description:

      In this example we try to solve A*x = x*lambda in regular 
      mode, where A is derived from the standard central difference
      discretization of the 2-dimensional Laplacian on the unit 
      square with zero Dirichlet boundary conditions.

   2) Data structure used to represent matrix A:

      {nnz, irow, pcol, A}: lower triangular part of matrix A 
                            stored in CSC format.

   3) Included header files:

      File             Contents
      -----------      -------------------------------------------
      lsmatrxa.h       SymmetricMatrixA, a function that generates
                       matrix A in CSC format.
      arusmat.h        The ARumSymMatrix class definition.
      arussym.h        The ARluSymStdEig class definition.
      lsymsol.h        The Solution function.

   4) ARPACK Authors:

      Richard Lehoucq
      Kristyn Maschhoff
      Danny Sorensen
      Chao Yang
      Dept. of Computational & Applied Mathematics
      Rice University
      Houston, Texas
*/

#include "lsmatrxa.h"
#include "arusmat.h"
#include "arussym.h"
#include "lsymsol.h"


int main()
{

  // Defining variables;

  int     nx;
  int     n;          // Dimension of the problem.
  int     nnz;        // Number of nonzero elements in A.
  int*    irow;       // pointer to an array that stores the row
                      // indices of the nonzeros in A.
  int*    pcol;       // pointer to an array of pointers to the
                      // beginning of each column of A in vector A.
  double* A;          // pointer to an array that stores the
                      // nonzero elements of A.

  // Creating a 100x100 matrix.

  nx  = 10;
  SymmetricMatrixA(nx, n, nnz, A, irow, pcol);
  ARumSymMatrix<double> matrix(n, nnz, A, irow, pcol);

  // Defining what we need: the four eigenvectors of A with largest magnitude.

  ARluSymStdEig<double> dprob(4, matrix, "SM");

  // Finding eigenvalues and eigenvectors.

  dprob.FindEigenvectors();

  // Printing solution.

  Solution(matrix, dprob);

} // main.
