xref: /petsc/src/mat/impls/lrc/lrc.c (revision d053ff777b70f99c45c83388a4fc6d04af7bc6bf)
1 #include <petsc/private/matimpl.h> /*I "petscmat.h" I*/
2 
3 PETSC_EXTERN PetscErrorCode VecGetRootType_Private(Vec, VecType *);
4 
5 typedef struct {
6   Mat A;            /* sparse matrix */
7   Mat U, V;         /* dense tall-skinny matrices */
8   Vec c;            /* sequential vector containing the diagonal of C */
9   Vec work1, work2; /* sequential vectors that hold partial products */
10   Vec xl, yl;       /* auxiliary sequential vectors for matmult operation */
11 } Mat_LRC;
12 
MatMult_LRC_kernel(Mat N,Vec x,Vec y,PetscBool transpose)13 static PetscErrorCode MatMult_LRC_kernel(Mat N, Vec x, Vec y, PetscBool transpose)
14 {
15   Mat_LRC    *Na = (Mat_LRC *)N->data;
16   PetscMPIInt size;
17   Mat         U, V;
18 
19   PetscFunctionBegin;
20   U = transpose ? Na->V : Na->U;
21   V = transpose ? Na->U : Na->V;
22   PetscCallMPI(MPI_Comm_size(PetscObjectComm((PetscObject)N), &size));
23   if (size == 1) {
24     PetscCall(MatMultHermitianTranspose(V, x, Na->work1));
25     if (Na->c) PetscCall(VecPointwiseMult(Na->work1, Na->c, Na->work1));
26     if (Na->A) {
27       if (transpose) {
28         PetscCall(MatMultTranspose(Na->A, x, y));
29       } else {
30         PetscCall(MatMult(Na->A, x, y));
31       }
32       PetscCall(MatMultAdd(U, Na->work1, y, y));
33     } else {
34       PetscCall(MatMult(U, Na->work1, y));
35     }
36   } else {
37     Mat                Uloc, Vloc;
38     Vec                yl, xl;
39     const PetscScalar *w1;
40     PetscScalar       *w2;
41     PetscInt           nwork;
42 
43     xl = transpose ? Na->yl : Na->xl;
44     yl = transpose ? Na->xl : Na->yl;
45     PetscCall(VecGetLocalVector(y, yl));
46     PetscCall(MatDenseGetLocalMatrix(U, &Uloc));
47     PetscCall(MatDenseGetLocalMatrix(V, &Vloc));
48 
49     /* multiply the local part of V with the local part of x */
50     PetscCall(VecGetLocalVectorRead(x, xl));
51     PetscCall(MatMultHermitianTranspose(Vloc, xl, Na->work1));
52     PetscCall(VecRestoreLocalVectorRead(x, xl));
53 
54     /* form the sum of all the local multiplies: this is work2 = V'*x =
55        sum_{all processors} work1 */
56     PetscCall(VecGetArrayRead(Na->work1, &w1));
57     PetscCall(VecGetArrayWrite(Na->work2, &w2));
58     PetscCall(VecGetLocalSize(Na->work1, &nwork));
59     PetscCallMPI(MPIU_Allreduce(w1, w2, nwork, MPIU_SCALAR, MPIU_SUM, PetscObjectComm((PetscObject)N)));
60     PetscCall(VecRestoreArrayRead(Na->work1, &w1));
61     PetscCall(VecRestoreArrayWrite(Na->work2, &w2));
62 
63     if (Na->c) { /* work2 = C*work2 */
64       PetscCall(VecPointwiseMult(Na->work2, Na->c, Na->work2));
65     }
66 
67     if (Na->A) {
68       /* form y = A*x or A^t*x */
69       if (transpose) {
70         PetscCall(MatMultTranspose(Na->A, x, y));
71       } else {
72         PetscCall(MatMult(Na->A, x, y));
73       }
74       /* multiply-add y = y + U*work2 */
75       PetscCall(MatMultAdd(Uloc, Na->work2, yl, yl));
76     } else {
77       /* multiply y = U*work2 */
78       PetscCall(MatMult(Uloc, Na->work2, yl));
79     }
80 
81     PetscCall(VecRestoreLocalVector(y, yl));
82   }
83   PetscFunctionReturn(PETSC_SUCCESS);
84 }
85 
MatMult_LRC(Mat N,Vec x,Vec y)86 static PetscErrorCode MatMult_LRC(Mat N, Vec x, Vec y)
87 {
88   PetscFunctionBegin;
89   PetscCall(MatMult_LRC_kernel(N, x, y, PETSC_FALSE));
90   PetscFunctionReturn(PETSC_SUCCESS);
91 }
92 
MatMultTranspose_LRC(Mat N,Vec x,Vec y)93 static PetscErrorCode MatMultTranspose_LRC(Mat N, Vec x, Vec y)
94 {
95   PetscFunctionBegin;
96   PetscCall(MatMult_LRC_kernel(N, x, y, PETSC_TRUE));
97   PetscFunctionReturn(PETSC_SUCCESS);
98 }
99 
MatDestroy_LRC(Mat N)100 static PetscErrorCode MatDestroy_LRC(Mat N)
101 {
102   Mat_LRC *Na = (Mat_LRC *)N->data;
103 
104   PetscFunctionBegin;
105   PetscCall(MatDestroy(&Na->A));
106   PetscCall(MatDestroy(&Na->U));
107   PetscCall(MatDestroy(&Na->V));
108   PetscCall(VecDestroy(&Na->c));
109   PetscCall(VecDestroy(&Na->work1));
110   PetscCall(VecDestroy(&Na->work2));
111   PetscCall(VecDestroy(&Na->xl));
112   PetscCall(VecDestroy(&Na->yl));
113   PetscCall(PetscFree(N->data));
114   PetscCall(PetscObjectComposeFunction((PetscObject)N, "MatLRCGetMats_C", NULL));
115   PetscCall(PetscObjectComposeFunction((PetscObject)N, "MatLRCSetMats_C", NULL));
116   PetscFunctionReturn(PETSC_SUCCESS);
117 }
118 
MatLRCGetMats_LRC(Mat N,Mat * A,Mat * U,Vec * c,Mat * V)119 static PetscErrorCode MatLRCGetMats_LRC(Mat N, Mat *A, Mat *U, Vec *c, Mat *V)
120 {
121   Mat_LRC *Na = (Mat_LRC *)N->data;
122 
123   PetscFunctionBegin;
124   if (A) *A = Na->A;
125   if (U) *U = Na->U;
126   if (c) *c = Na->c;
127   if (V) *V = Na->V;
128   PetscFunctionReturn(PETSC_SUCCESS);
129 }
130 
MatLRCSetMats_LRC(Mat N,Mat A,Mat U,Vec c,Mat V)131 static PetscErrorCode MatLRCSetMats_LRC(Mat N, Mat A, Mat U, Vec c, Mat V)
132 {
133   Mat_LRC *Na = (Mat_LRC *)N->data;
134 
135   PetscFunctionBegin;
136   PetscCall(PetscObjectReference((PetscObject)A));
137   PetscCall(PetscObjectReference((PetscObject)U));
138   PetscCall(PetscObjectReference((PetscObject)V));
139   PetscCall(PetscObjectReference((PetscObject)c));
140   PetscCall(MatDestroy(&Na->A));
141   PetscCall(MatDestroy(&Na->U));
142   PetscCall(MatDestroy(&Na->V));
143   PetscCall(VecDestroy(&Na->c));
144   Na->A = A;
145   Na->U = U;
146   Na->c = c;
147   Na->V = V;
148   PetscFunctionReturn(PETSC_SUCCESS);
149 }
150 
151 /*@
152   MatLRCGetMats - Returns the constituents of an LRC matrix
153 
154   Not collective
155 
156   Input Parameter:
157 . N - matrix of type `MATLRC`
158 
159   Output Parameters:
160 + A - the (sparse) matrix
161 . U - first dense rectangular (tall and skinny) matrix
162 . c - a sequential vector containing the diagonal of C
163 - V - second dense rectangular (tall and skinny) matrix
164 
165   Level: intermediate
166 
167   Notes:
168   The returned matrices should not be destroyed by the caller.
169 
170   `U`, `c`, `V` may be `NULL` if not needed
171 
172 .seealso: [](ch_matrices), `MatLRCSetMats()`, `Mat`, `MATLRC`, `MatCreateLRC()`
173 @*/
MatLRCGetMats(Mat N,Mat * A,Mat * U,Vec * c,Mat * V)174 PetscErrorCode MatLRCGetMats(Mat N, Mat *A, Mat *U, Vec *c, Mat *V)
175 {
176   PetscFunctionBegin;
177   PetscUseMethod(N, "MatLRCGetMats_C", (Mat, Mat *, Mat *, Vec *, Mat *), (N, A, U, c, V));
178   PetscFunctionReturn(PETSC_SUCCESS);
179 }
180 
181 /*@
182   MatLRCSetMats - Sets the constituents of an LRC matrix
183 
184   Logically collective
185 
186   Input Parameters:
187 + N - matrix of type `MATLRC`
188 . A - the (sparse) matrix
189 . U - first dense rectangular (tall and skinny) matrix
190 . c - a sequential vector containing the diagonal of C
191 - V - second dense rectangular (tall and skinny) matrix
192 
193   Level: intermediate
194 
195   Note:
196   If `V` is `NULL`, then it is assumed to be identical to `U`.
197 
198 .seealso: [](ch_matrices), `MatLRCGetMats()`, `Mat`, `MATLRC`, `MatCreateLRC()`
199 @*/
MatLRCSetMats(Mat N,Mat A,Mat U,Vec c,Mat V)200 PetscErrorCode MatLRCSetMats(Mat N, Mat A, Mat U, Vec c, Mat V)
201 {
202   PetscInt  k, k1, m, n, m1, n1;
203   PetscBool match;
204 
205   PetscFunctionBegin;
206   if (A) PetscValidHeaderSpecific(A, MAT_CLASSID, 2);
207   PetscValidHeaderSpecific(U, MAT_CLASSID, 3);
208   if (c) PetscValidHeaderSpecific(c, VEC_CLASSID, 4);
209   if (V) {
210     PetscValidHeaderSpecific(V, MAT_CLASSID, 5);
211     PetscCheckSameComm(U, 3, V, 5);
212   }
213   if (A) PetscCheckSameComm(A, 2, U, 3);
214   if (!V) V = U;
215   PetscCall(PetscObjectBaseTypeCompareAny((PetscObject)U, &match, MATSEQDENSE, MATMPIDENSE, ""));
216   PetscCheck(match, PetscObjectComm((PetscObject)U), PETSC_ERR_SUP, "Matrix U must be of type dense, found %s", ((PetscObject)U)->type_name);
217   PetscCall(PetscObjectBaseTypeCompareAny((PetscObject)V, &match, MATSEQDENSE, MATMPIDENSE, ""));
218   PetscCheck(match, PetscObjectComm((PetscObject)U), PETSC_ERR_SUP, "Matrix V must be of type dense, found %s", ((PetscObject)V)->type_name);
219   PetscCall(PetscStrcmp(U->defaultvectype, V->defaultvectype, &match));
220   PetscCheck(match, PetscObjectComm((PetscObject)U), PETSC_ERR_ARG_WRONG, "Matrix U and V must have the same VecType %s != %s", U->defaultvectype, V->defaultvectype);
221   if (A) {
222     PetscCall(PetscStrcmp(A->defaultvectype, U->defaultvectype, &match));
223     PetscCheck(match, PetscObjectComm((PetscObject)U), PETSC_ERR_ARG_WRONG, "Matrix A and U must have the same VecType %s != %s", A->defaultvectype, U->defaultvectype);
224   }
225   PetscCall(MatGetSize(U, NULL, &k));
226   PetscCall(MatGetSize(V, NULL, &k1));
227   PetscCheck(k == k1, PetscObjectComm((PetscObject)U), PETSC_ERR_ARG_INCOMP, "U and V have different number of columns (%" PetscInt_FMT " vs %" PetscInt_FMT ")", k, k1);
228   PetscCall(MatGetLocalSize(U, &m, NULL));
229   PetscCall(MatGetLocalSize(V, &n, NULL));
230   if (A) {
231     PetscCall(MatGetLocalSize(A, &m1, &n1));
232     PetscCheck(m == m1, PETSC_COMM_SELF, PETSC_ERR_ARG_INCOMP, "Local dimensions of U %" PetscInt_FMT " and A %" PetscInt_FMT " do not match", m, m1);
233     PetscCheck(n == n1, PETSC_COMM_SELF, PETSC_ERR_ARG_INCOMP, "Local dimensions of V %" PetscInt_FMT " and A %" PetscInt_FMT " do not match", n, n1);
234   }
235   if (c) {
236     PetscMPIInt size, csize;
237 
238     PetscCallMPI(MPI_Comm_size(PetscObjectComm((PetscObject)U), &size));
239     PetscCallMPI(MPI_Comm_size(PetscObjectComm((PetscObject)c), &csize));
240     PetscCall(VecGetSize(c, &k1));
241     PetscCheck(k == k1, PetscObjectComm((PetscObject)c), PETSC_ERR_ARG_INCOMP, "The length of c %" PetscInt_FMT " does not match the number of columns of U and V (%" PetscInt_FMT ")", k1, k);
242     PetscCheck(csize == 1 || csize == size, PetscObjectComm((PetscObject)c), PETSC_ERR_ARG_INCOMP, "U and c must have the same communicator size %d != %d", size, csize);
243   }
244   PetscCall(MatSetSizes(N, m, n, PETSC_DECIDE, PETSC_DECIDE));
245 
246   PetscUseMethod(N, "MatLRCSetMats_C", (Mat, Mat, Mat, Vec, Mat), (N, A, U, c, V));
247   PetscFunctionReturn(PETSC_SUCCESS);
248 }
249 
MatSetUp_LRC(Mat N)250 static PetscErrorCode MatSetUp_LRC(Mat N)
251 {
252   Mat_LRC    *Na = (Mat_LRC *)N->data;
253   Mat         A  = Na->A;
254   Mat         U  = Na->U;
255   Mat         V  = Na->V;
256   Vec         c  = Na->c;
257   Mat         Uloc;
258   PetscMPIInt size, csize = 0;
259   PetscBool   sym = (PetscBool)(U == V), dummy;
260 
261   PetscFunctionBegin;
262   PetscCall(MatSetVecType(N, U->defaultvectype));
263   // Flag matrix as symmetric if A is symmetric and U == V
264   if (A && sym) PetscCall(MatIsSymmetricKnown(A, &dummy, &sym));
265   PetscCall(MatSetOption(N, MAT_SYMMETRIC, sym));
266   PetscCall(MatDenseGetLocalMatrix(Na->U, &Uloc));
267   PetscCall(MatCreateVecs(Uloc, &Na->work1, NULL));
268 
269   PetscCallMPI(MPI_Comm_size(PetscObjectComm((PetscObject)U), &size));
270   if (c) PetscCallMPI(MPI_Comm_size(PetscObjectComm((PetscObject)c), &csize));
271   if (size != 1) {
272     Mat Vloc;
273 
274     if (Na->c && csize != 1) { /* scatter parallel vector to sequential */
275       VecScatter sct;
276 
277       PetscCall(VecScatterCreateToAll(Na->c, &sct, &c));
278       PetscCall(VecScatterBegin(sct, Na->c, c, INSERT_VALUES, SCATTER_FORWARD));
279       PetscCall(VecScatterEnd(sct, Na->c, c, INSERT_VALUES, SCATTER_FORWARD));
280       PetscCall(VecScatterDestroy(&sct));
281       PetscCall(VecDestroy(&Na->c));
282       Na->c = c;
283     }
284     PetscCall(MatDenseGetLocalMatrix(Na->V, &Vloc));
285     PetscCall(VecDuplicate(Na->work1, &Na->work2));
286     PetscCall(MatCreateVecs(Vloc, NULL, &Na->xl));
287     PetscCall(MatCreateVecs(Uloc, NULL, &Na->yl));
288   }
289   // Internally create a scaling vector if roottypes do not match
290   if (Na->c) {
291     VecType   rt1, rt2;
292     PetscBool match;
293 
294     PetscCall(VecGetRootType_Private(Na->work1, &rt1));
295     PetscCall(VecGetRootType_Private(Na->c, &rt2));
296     PetscCall(PetscStrcmp(rt1, rt2, &match));
297     if (!match) {
298       PetscCall(VecDuplicate(Na->c, &c));
299       PetscCall(VecCopy(Na->c, c));
300       PetscCall(VecDestroy(&Na->c));
301       Na->c = c;
302     }
303   }
304   N->assembled    = PETSC_TRUE;
305   N->preallocated = PETSC_TRUE;
306   PetscFunctionReturn(PETSC_SUCCESS);
307 }
308 
MatCreate_LRC(Mat N)309 PETSC_EXTERN PetscErrorCode MatCreate_LRC(Mat N)
310 {
311   Mat_LRC *Na;
312 
313   PetscFunctionBegin;
314   PetscCall(PetscObjectChangeTypeName((PetscObject)N, MATLRC));
315   PetscCall(PetscNew(&Na));
316   N->data               = (void *)Na;
317   N->ops->destroy       = MatDestroy_LRC;
318   N->ops->setup         = MatSetUp_LRC;
319   N->ops->mult          = MatMult_LRC;
320   N->ops->multtranspose = MatMultTranspose_LRC;
321 
322   PetscCall(PetscObjectComposeFunction((PetscObject)N, "MatLRCGetMats_C", MatLRCGetMats_LRC));
323   PetscCall(PetscObjectComposeFunction((PetscObject)N, "MatLRCSetMats_C", MatLRCSetMats_LRC));
324   PetscFunctionReturn(PETSC_SUCCESS);
325 }
326 
327 /*MC
328   MATLRC -  "lrc" - a matrix object that behaves like A + U*C*V'
329 
330   Note:
331    The matrix A + U*C*V' is not formed! Rather the matrix  object performs the matrix-vector product `MatMult()`, by first multiplying by
332    A and then adding the other term.
333 
334   Level: advanced
335 
336 .seealso: [](ch_matrices), `Mat`, `MatCreateLRC()`, `MatMult()`, `MatLRCGetMats()`, `MatLRCSetMats()`
337 M*/
338 
339 /*@
340   MatCreateLRC - Creates a new matrix object that behaves like A + U*C*V' of type `MATLRC`
341 
342   Collective
343 
344   Input Parameters:
345 + A - the (sparse) matrix (can be `NULL`)
346 . U - dense rectangular (tall and skinny) matrix
347 . V - dense rectangular (tall and skinny) matrix
348 - c - a vector containing the diagonal of C (can be `NULL`)
349 
350   Output Parameter:
351 . N - the matrix that represents A + U*C*V'
352 
353   Level: intermediate
354 
355   Notes:
356   The matrix A + U*C*V' is not formed! Rather the new matrix
357   object performs the matrix-vector product `MatMult()`, by first multiplying by
358   A and then adding the other term.
359 
360   `C` is a diagonal matrix (represented as a vector) of order k,
361   where k is the number of columns of both `U` and `V`.
362 
363   If `A` is `NULL` then the new object behaves like a low-rank matrix U*C*V'.
364 
365   Use `V`=`U` (or `V`=`NULL`) for a symmetric low-rank correction, A + U*C*U'.
366 
367   If `c` is `NULL` then the low-rank correction is just U*V'.
368   If a sequential `c` vector is used for a parallel matrix,
369   PETSc assumes that the values of the vector are consistently set across processors.
370 
371 .seealso: [](ch_matrices), `Mat`, `MATLRC`, `MatLRCGetMats()`
372 @*/
MatCreateLRC(Mat A,Mat U,Vec c,Mat V,Mat * N)373 PetscErrorCode MatCreateLRC(Mat A, Mat U, Vec c, Mat V, Mat *N)
374 {
375   PetscFunctionBegin;
376   PetscCall(MatCreate(PetscObjectComm((PetscObject)U), N));
377   PetscCall(MatSetType(*N, MATLRC));
378   PetscCall(MatLRCSetMats(*N, A, U, c, V));
379   PetscCall(MatSetUp(*N));
380   PetscFunctionReturn(PETSC_SUCCESS);
381 }
382