/* XH: todo add cs1f.F90 and asjust makefile */ /* Include "petsctao.h" so that we can use TAO solvers. Note that this file automatically includes libraries such as: petsc.h - base PETSc routines petscvec.h - vectors petscsys.h - system routines petscmat.h - matrices petscis.h - index sets petscksp.h - Krylov subspace methods petscviewer.h - viewers petscpc.h - preconditioners */ #include /* Description: Compressive sensing test example 1. 0.5*||Ax-b||^2 + lambda*||D*x||_1 Xiang Huang: Nov 19, 2018 Reference: None */ static char help[] = "Finds the least-squares solution to the under constraint linear model Ax = b, with L1-norm regularizer. \n\ A is a M*N real matrix (MtType) { case TEST_LM: PetscCall(TaoBRGNSetRegularizationType(tao, TAOBRGN_REGULARIZATION_LM)); break; case TEST_L1DICT: PetscCall(TaoBRGNSetRegularizationType(tao, TAOBRGN_REGULARIZATION_L1DICT)); PetscCall(TaoBRGNSetRegularizerWeight(tao, 0.0001)); PetscCall(TaoBRGNSetL1SmoothEpsilon(tao, 1.e-6)); break; case TEST_NONE: default: break; } } PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TestOutType(Tao tao, AppCtx *ctx) { PetscBool isbrgn; PetscFunctionBeginUser; PetscCall(PetscObjectTypeCompare((PetscObject)tao, TAOBRGN, &isbrgn)); if (isbrgn) { TaoBRGNRegularizationType type; PetscCall(TaoBRGNGetRegularizationType(tao, &type)); switch (ctx->tType) { case TEST_LM: PetscCheck(type == TAOBRGN_REGULARIZATION_LM, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_NOTSAMETYPE, "BRGN Regularization type is not LM!"); break; case TEST_L1DICT: PetscCheck(type == TAOBRGN_REGULARIZATION_L1DICT, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_NOTSAMETYPE, "BRGN Regularization type is not L1DICT!"); break; case TEST_NONE: default: break; } } PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode ProcessOptions(MPI_Comm comm, AppCtx *ctx) { const char *testTypes[3] = {"l1dict", "lm", "none"}; PetscInt run; PetscFunctionBeginUser; ctx->tType = TEST_NONE; ctx->view_sol = PETSC_TRUE; PetscOptionsBegin(comm, "", "Least squares coverage", ""); PetscCall(PetscOptionsBool("-view_sol", "Penalize deviation from both goals", "cs1.c", ctx->view_sol, &ctx->view_sol, NULL)); run = ctx->tType; PetscCall(PetscOptionsEList("-test_type", "The coverage test type", "cs1.c", testTypes, 3, testTypes[ctx->tType], &run, NULL)); ctx->tType = (TestType)run; PetscOptionsEnd(); PetscFunctionReturn(PETSC_SUCCESS); } /*--------------------------------------------------------------------*/ int main(int argc, char **argv) { Vec x, f; /* solution, function f(x) = A*x-b */ Mat J, D; /* Jacobian matrix, Transform matrix */ Tao tao; /* Tao solver context */ PetscInt i; /* iteration information */ PetscReal hist[100], resid[100]; PetscInt lits[100]; AppCtx user; /* user-defined work context */ PetscFunctionBeginUser; PetscCall(PetscInitialize(&argc, &argv, NULL, help)); PetscCall(ProcessOptions(PETSC_COMM_WORLD, &user)); /* Allocate solution and vector function vectors */ PetscCall(VecCreateSeq(PETSC_COMM_SELF, N, &x)); PetscCall(VecCreateSeq(PETSC_COMM_SELF, M, &f)); /* Allocate Jacobian and Dictionary matrix. */ PetscCall(MatCreateSeqDense(PETSC_COMM_SELF, M, N, NULL, &J)); PetscCall(MatCreateSeqDense(PETSC_COMM_SELF, K, N, NULL, &D)); /* XH: TODO: dense -> sparse/dense/shell etc, do it on fly */ for (i = 0; i < M; i++) user.idm[i] = i; for (i = 0; i < N; i++) user.idn[i] = i; for (i = 0; i < K; i++) user.idk[i] = i; /* Create TAO solver and set desired solution method */ PetscCall(TaoCreate(PETSC_COMM_SELF, &tao)); PetscCall(TaoSetType(tao, TAOBRGN)); /* User set application context: A, D matrice, and b vector. */ PetscCall(InitializeUserData(&user)); /* Set initial guess */ PetscCall(FormStartingPoint(x)); /* Fill the content of matrix D from user application Context */ PetscCall(FormDictionaryMatrix(D, &user)); /* If needed, set options via function for testing purpose */ PetscCall(SetTaoOptionsFromUserOptions(tao, &user)); /* Bind x to tao->solution. */ PetscCall(TaoSetSolution(tao, x)); /* Bind D to tao->data->D */ PetscCall(TaoBRGNSetDictionaryMatrix(tao, D)); /* Set the function and Jacobian routines. */ PetscCall(TaoSetResidualRoutine(tao, f, EvaluateFunction, (void *)&user)); PetscCall(TaoSetJacobianResidualRoutine(tao, J, J, EvaluateJacobian, (void *)&user)); /* Check for any TAO command line arguments */ PetscCall(TaoSetFromOptions(tao)); PetscCall(TaoSetConvergenceHistory(tao, hist, resid, 0, lits, 100, PETSC_TRUE)); /* Perform the Solve */ PetscCall(TaoSolve(tao)); /* XH: Debug: View the result, function and Jacobian. */ if (user.view_sol) { PetscCall(PetscPrintf(PETSC_COMM_SELF, "-------- result x, residual f=A*x-b, and Jacobian=A. -------- \n")); PetscCall(VecView(x, PETSC_VIEWER_STDOUT_SELF)); PetscCall(VecView(f, PETSC_VIEWER_STDOUT_SELF)); PetscCall(MatView(J, PETSC_VIEWER_STDOUT_SELF)); PetscCall(MatView(D, PETSC_VIEWER_STDOUT_SELF)); } PetscCall(TestOutType(tao, &user)); /* Free TAO data structures */ PetscCall(TaoDestroy(&tao)); /* Free PETSc data structures */ PetscCall(VecDestroy(&x)); PetscCall(VecDestroy(&f)); PetscCall(MatDestroy(&J)); PetscCall(MatDestroy(&D)); PetscCall(PetscFinalize()); return 0; } /*--------------------------------------------------------------------*/ PetscErrorCode EvaluateFunction(Tao tao, Vec X, Vec F, void *ptr) { AppCtx *user = (AppCtx *)ptr; PetscInt m, n; const PetscReal *x; PetscReal *b = user->b, *f; PetscFunctionBegin; PetscCall(VecGetArrayRead(X, &x)); PetscCall(VecGetArray(F, &f)); /* Even for linear least square, we do not direct use matrix operation f = A*x - b now, just for future modification and compatibility for nonlinear least square */ for (m = 0; m < M; m++) { f[m] = -b[m]; for (n = 0; n < N; n++) f[m] += user->A[m][n] * x[n]; } PetscCall(VecRestoreArrayRead(X, &x)); PetscCall(VecRestoreArray(F, &f)); PetscCall(PetscLogFlops(2.0 * M * N)); PetscFunctionReturn(PETSC_SUCCESS); } /*------------------------------------------------------------*/ /* J[m][n] = df[m]/dx[n] */ PetscErrorCode EvaluateJacobian(Tao tao, Vec X, Mat J, Mat Jpre, void *ptr) { AppCtx *user = (AppCtx *)ptr; PetscInt m, n; const PetscReal *x; PetscFunctionBegin; PetscCall(VecGetArrayRead(X, &x)); /* not used for linear least square, but keep for future nonlinear least square) */ /* XH: TODO: For linear least square, we can just set J=A fixed once, instead of keep update it! Maybe just create a function getFixedJacobian? For nonlinear least square, we require x to compute J, keep codes here for future nonlinear least square*/ for (m = 0; m < M; ++m) { for (n = 0; n < N; ++n) user->J[m][n] = user->A[m][n]; } PetscCall(MatSetValues(J, M, user->idm, N, user->idn, (PetscReal *)user->J, INSERT_VALUES)); PetscCall(MatAssemblyBegin(J, MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(J, MAT_FINAL_ASSEMBLY)); PetscCall(VecRestoreArrayRead(X, &x)); /* not used for linear least square, but keep for future nonlinear least square) */ PetscCall(PetscLogFlops(0)); /* 0 for linear least square, >0 for nonlinear least square */ PetscFunctionReturn(PETSC_SUCCESS); } /* ------------------------------------------------------------ */ /* Currently fixed matrix, in future may be dynamic for D(x)? */ PetscErrorCode FormDictionaryMatrix(Mat D, AppCtx *user) { PetscFunctionBegin; PetscCall(MatSetValues(D, K, user->idk, N, user->idn, (PetscReal *)user->D, INSERT_VALUES)); PetscCall(MatAssemblyBegin(D, MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(D, MAT_FINAL_ASSEMBLY)); PetscCall(PetscLogFlops(0)); /* 0 for fixed dictionary matrix, >0 for varying dictionary matrix */ PetscFunctionReturn(PETSC_SUCCESS); } /* ------------------------------------------------------------ */ PetscErrorCode FormStartingPoint(Vec X) { PetscFunctionBegin; PetscCall(VecSet(X, 0.0)); PetscFunctionReturn(PETSC_SUCCESS); } /* ---------------------------------------------------------------------- */ PetscErrorCode InitializeUserData(AppCtx *user) { PetscReal *b = user->b; /* **A=user->A, but we don't know the dimension of A in this way, how to fix? */ PetscInt m, n, k; /* loop index for M,N,K dimension. */ PetscFunctionBegin; /* b = A*x while x = [0;0;1;0;0] here*/ m = 0; b[m++] = 0.28; b[m++] = 0.55; b[m++] = 0.96; /* MATLAB generated random matrix, uniformly distributed in [0,1] with 2 digits accuracy. rng(0); A = rand(M, N); A = round(A*100)/100; A = [0.81 0.91 0.28 0.96 0.96 0.91 0.63 0.55 0.16 0.49 0.13 0.10 0.96 0.97 0.80] */ m = 0; n = 0; user->A[m][n++] = 0.81; user->A[m][n++] = 0.91; user->A[m][n++] = 0.28; user->A[m][n++] = 0.96; user->A[m][n++] = 0.96; ++m; n = 0; user->A[m][n++] = 0.91; user->A[m][n++] = 0.63; user->A[m][n++] = 0.55; user->A[m][n++] = 0.16; user->A[m][n++] = 0.49; ++m; n = 0; user->A[m][n++] = 0.13; user->A[m][n++] = 0.10; user->A[m][n++] = 0.96; user->A[m][n++] = 0.97; user->A[m][n++] = 0.80; /* initialize to 0 */ for (k = 0; k < K; k++) { for (n = 0; n < N; n++) user->D[k][n] = 0.0; } /* Choice I: set D to identity matrix of size N*N for testing */ /* for (k=0; kD[k][k] = 1.0; */ /* Choice II: set D to Backward difference matrix of size (N-1)*N, with zero extended boundary assumption */ for (k = 0; k < K; k++) { user->D[k][k] = -1.0; user->D[k][k + 1] = 1.0; } PetscFunctionReturn(PETSC_SUCCESS); } /*TEST build: requires: !complex !single !quad !defined(PETSC_USE_64BIT_INDICES) !__float128 test: localrunfiles: cs1Data_A_b_xGT args: -tao_monitor_short -tao_max_it 100 -tao_type pounders -tao_gatol 1.e-6 test: suffix: 2 localrunfiles: cs1Data_A_b_xGT args: -tao_monitor -tao_max_it 100 -tao_type brgn -tao_brgn_regularization_type l2prox -tao_brgn_regularizer_weight 1e-8 -tao_gatol 1.e-6 -tao_brgn_subsolver_tao_bnk_ksp_converged_reason -tao_brgn_subsolver_tao_monitor test: suffix: 3 localrunfiles: cs1Data_A_b_xGT args: -tao_monitor -tao_max_it 100 -tao_type brgn -tao_brgn_regularization_type l1dict -tao_brgn_regularizer_weight 1e-8 -tao_brgn_l1_smooth_epsilon 1e-6 -tao_gatol 1.e-6 -tao_brgn_subsolver_tao_monitor test: suffix: 4 localrunfiles: cs1Data_A_b_xGT args: -tao_monitor -tao_max_it 100 -tao_type brgn -tao_brgn_regularization_type l2pure -tao_brgn_regularizer_weight 1e-8 -tao_gatol 1.e-6 -tao_brgn_subsolver_tao_monitor test: suffix: 5 localrunfiles: cs1Data_A_b_xGT args: -tao_monitor -tao_max_it 100 -tao_type brgn -tao_brgn_regularization_type lm -tao_gatol 1.e-6 -tao_brgn_subsolver_tao_type bnls -tao_brgn_subsolver_tao_monitor test: suffix: view_lm localrunfiles: cs1Data_A_b_xGT args: -tao_type brgn -test_type lm -tao_gatol 1.e-6 -view_sol 0 -tao_view test: suffix: view_l1dict localrunfiles: cs1Data_A_b_xGT args: -tao_type brgn -test_type l1dict -tao_gatol 1.e-6 -view_sol 0 -tao_view TEST*/