xref: /petsc/src/mat/impls/lrc/lrc.c (revision 2d30e087755efd99e28fdfe792ffbeb2ee1ea928)
1 
2 #include <petsc/private/matimpl.h> /*I "petscmat.h" I*/
3 
4 PETSC_EXTERN PetscErrorCode VecGetRootType_Private(Vec, VecType *);
5 
6 typedef struct {
7   Mat A;            /* sparse matrix */
8   Mat U, V;         /* dense tall-skinny matrices */
9   Vec c;            /* sequential vector containing the diagonal of C */
10   Vec work1, work2; /* sequential vectors that hold partial products */
11   Vec xl, yl;       /* auxiliary sequential vectors for matmult operation */
12 } Mat_LRC;
13 
14 static PetscErrorCode MatMult_LRC_kernel(Mat N, Vec x, Vec y, PetscBool transpose) {
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     PetscMPIInt        mpinwork;
43 
44     xl = transpose ? Na->yl : Na->xl;
45     yl = transpose ? Na->xl : Na->yl;
46     PetscCall(VecGetLocalVector(y, yl));
47     PetscCall(MatDenseGetLocalMatrix(U, &Uloc));
48     PetscCall(MatDenseGetLocalMatrix(V, &Vloc));
49 
50     /* multiply the local part of V with the local part of x */
51     PetscCall(VecGetLocalVectorRead(x, xl));
52     PetscCall(MatMultHermitianTranspose(Vloc, xl, Na->work1));
53     PetscCall(VecRestoreLocalVectorRead(x, xl));
54 
55     /* form the sum of all the local multiplies: this is work2 = V'*x =
56        sum_{all processors} work1 */
57     PetscCall(VecGetArrayRead(Na->work1, &w1));
58     PetscCall(VecGetArrayWrite(Na->work2, &w2));
59     PetscCall(VecGetLocalSize(Na->work1, &nwork));
60     PetscCall(PetscMPIIntCast(nwork, &mpinwork));
61     PetscCall(MPIU_Allreduce(w1, w2, mpinwork, MPIU_SCALAR, MPIU_SUM, PetscObjectComm((PetscObject)N)));
62     PetscCall(VecRestoreArrayRead(Na->work1, &w1));
63     PetscCall(VecRestoreArrayWrite(Na->work2, &w2));
64 
65     if (Na->c) { /* work2 = C*work2 */
66       PetscCall(VecPointwiseMult(Na->work2, Na->c, Na->work2));
67     }
68 
69     if (Na->A) {
70       /* form y = A*x or A^t*x */
71       if (transpose) {
72         PetscCall(MatMultTranspose(Na->A, x, y));
73       } else {
74         PetscCall(MatMult(Na->A, x, y));
75       }
76       /* multiply-add y = y + U*work2 */
77       PetscCall(MatMultAdd(Uloc, Na->work2, yl, yl));
78     } else {
79       /* multiply y = U*work2 */
80       PetscCall(MatMult(Uloc, Na->work2, yl));
81     }
82 
83     PetscCall(VecRestoreLocalVector(y, yl));
84   }
85   PetscFunctionReturn(0);
86 }
87 
88 static PetscErrorCode MatMult_LRC(Mat N, Vec x, Vec y) {
89   PetscFunctionBegin;
90   PetscCall(MatMult_LRC_kernel(N, x, y, PETSC_FALSE));
91   PetscFunctionReturn(0);
92 }
93 
94 static PetscErrorCode MatMultTranspose_LRC(Mat N, Vec x, Vec y) {
95   PetscFunctionBegin;
96   PetscCall(MatMult_LRC_kernel(N, x, y, PETSC_TRUE));
97   PetscFunctionReturn(0);
98 }
99 
100 static PetscErrorCode MatDestroy_LRC(Mat N) {
101   Mat_LRC *Na = (Mat_LRC *)N->data;
102 
103   PetscFunctionBegin;
104   PetscCall(MatDestroy(&Na->A));
105   PetscCall(MatDestroy(&Na->U));
106   PetscCall(MatDestroy(&Na->V));
107   PetscCall(VecDestroy(&Na->c));
108   PetscCall(VecDestroy(&Na->work1));
109   PetscCall(VecDestroy(&Na->work2));
110   PetscCall(VecDestroy(&Na->xl));
111   PetscCall(VecDestroy(&Na->yl));
112   PetscCall(PetscFree(N->data));
113   PetscCall(PetscObjectComposeFunction((PetscObject)N, "MatLRCGetMats_C", NULL));
114   PetscFunctionReturn(0);
115 }
116 
117 static PetscErrorCode MatLRCGetMats_LRC(Mat N, Mat *A, Mat *U, Vec *c, Mat *V) {
118   Mat_LRC *Na = (Mat_LRC *)N->data;
119 
120   PetscFunctionBegin;
121   if (A) *A = Na->A;
122   if (U) *U = Na->U;
123   if (c) *c = Na->c;
124   if (V) *V = Na->V;
125   PetscFunctionReturn(0);
126 }
127 
128 /*@
129    MatLRCGetMats - Returns the constituents of an LRC matrix
130 
131    Collective on N
132 
133    Input Parameter:
134 .  N - matrix of type `MATLRC`
135 
136    Output Parameters:
137 +  A - the (sparse) matrix
138 .  U - first dense rectangular (tall and skinny) matrix
139 .  c - a sequential vector containing the diagonal of C
140 -  V - second dense rectangular (tall and skinny) matrix
141 
142    Note:
143    The returned matrices need not be destroyed by the caller.
144 
145    Level: intermediate
146 
147 .seealso: `MATLRC`, `MatCreateLRC()`
148 @*/
149 PetscErrorCode MatLRCGetMats(Mat N, Mat *A, Mat *U, Vec *c, Mat *V) {
150   PetscFunctionBegin;
151   PetscUseMethod(N, "MatLRCGetMats_C", (Mat, Mat *, Mat *, Vec *, Mat *), (N, A, U, c, V));
152   PetscFunctionReturn(0);
153 }
154 
155 /*MC
156   MATLRC -  "lrc" - a matrix object that behaves like A + U*C*V'
157 
158   Note:
159    The matrix A + U*C*V' is not formed! Rather the matrix  object performs the matrix-vector product `MatMult()`, by first multiplying by
160    A and then adding the other term.
161 
162   Level: advanced
163 
164 .seealso: `MatCreateLRC`
165 M*/
166 
167 /*@
168    MatCreateLRC - Creates a new matrix object that behaves like A + U*C*V' of type `MATLRC`
169 
170    Collective on A
171 
172    Input Parameters:
173 +  A    - the (sparse) matrix (can be NULL)
174 .  U, V - two dense rectangular (tall and skinny) matrices
175 -  c    - a vector containing the diagonal of C (can be NULL)
176 
177    Output Parameter:
178 .  N    - the matrix that represents A + U*C*V'
179 
180    Notes:
181    The matrix A + U*C*V' is not formed! Rather the new matrix
182    object performs the matrix-vector product `MatMult()`, by first multiplying by
183    A and then adding the other term.
184 
185    C is a diagonal matrix (represented as a vector) of order k,
186    where k is the number of columns of both U and V.
187 
188    If A is NULL then the new object behaves like a low-rank matrix U*C*V'.
189 
190    Use V=U (or V=NULL) for a symmetric low-rank correction, A + U*C*U'.
191 
192    If c is NULL then the low-rank correction is just U*V'.
193    If a sequential c vector is used for a parallel matrix,
194    PETSc assumes that the values of the vector are consistently set across processors.
195 
196    Level: intermediate
197 
198 .seealso: `MATLRC`, `MatLRCGetMats()`
199 @*/
200 PetscErrorCode MatCreateLRC(Mat A, Mat U, Vec c, Mat V, Mat *N) {
201   PetscBool   match;
202   PetscInt    m, n, k, m1, n1, k1;
203   Mat_LRC    *Na;
204   Mat         Uloc;
205   PetscMPIInt size, csize = 0;
206 
207   PetscFunctionBegin;
208   if (A) PetscValidHeaderSpecific(A, MAT_CLASSID, 1);
209   PetscValidHeaderSpecific(U, MAT_CLASSID, 2);
210   if (c) PetscValidHeaderSpecific(c, VEC_CLASSID, 3);
211   if (V) {
212     PetscValidHeaderSpecific(V, MAT_CLASSID, 4);
213     PetscCheckSameComm(U, 2, V, 4);
214   }
215   if (A) PetscCheckSameComm(A, 1, U, 2);
216 
217   if (!V) V = U;
218   PetscCall(PetscObjectBaseTypeCompareAny((PetscObject)U, &match, MATSEQDENSE, MATMPIDENSE, ""));
219   PetscCheck(match, PetscObjectComm((PetscObject)U), PETSC_ERR_SUP, "Matrix U must be of type dense, found %s", ((PetscObject)U)->type_name);
220   PetscCall(PetscObjectBaseTypeCompareAny((PetscObject)V, &match, MATSEQDENSE, MATMPIDENSE, ""));
221   PetscCheck(match, PetscObjectComm((PetscObject)U), PETSC_ERR_SUP, "Matrix V must be of type dense, found %s", ((PetscObject)V)->type_name);
222   PetscCall(PetscStrcmp(U->defaultvectype, V->defaultvectype, &match));
223   PetscCheck(match, PetscObjectComm((PetscObject)U), PETSC_ERR_ARG_WRONG, "Matrix U and V must have the same VecType %s != %s", U->defaultvectype, V->defaultvectype);
224   if (A) {
225     PetscCall(PetscStrcmp(A->defaultvectype, U->defaultvectype, &match));
226     PetscCheck(match, PetscObjectComm((PetscObject)U), PETSC_ERR_ARG_WRONG, "Matrix A and U must have the same VecType %s != %s", A->defaultvectype, U->defaultvectype);
227   }
228 
229   PetscCallMPI(MPI_Comm_size(PetscObjectComm((PetscObject)U), &size));
230   PetscCall(MatGetSize(U, NULL, &k));
231   PetscCall(MatGetSize(V, NULL, &k1));
232   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);
233   PetscCall(MatGetLocalSize(U, &m, NULL));
234   PetscCall(MatGetLocalSize(V, &n, NULL));
235   if (A) {
236     PetscCall(MatGetLocalSize(A, &m1, &n1));
237     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);
238     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);
239   }
240   if (c) {
241     PetscCallMPI(MPI_Comm_size(PetscObjectComm((PetscObject)c), &csize));
242     PetscCall(VecGetSize(c, &k1));
243     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);
244     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);
245   }
246 
247   PetscCall(MatCreate(PetscObjectComm((PetscObject)U), N));
248   PetscCall(MatSetSizes(*N, m, n, PETSC_DECIDE, PETSC_DECIDE));
249   PetscCall(MatSetVecType(*N, U->defaultvectype));
250   PetscCall(PetscObjectChangeTypeName((PetscObject)*N, MATLRC));
251   /* Flag matrix as symmetric if A is symmetric and U == V */
252   PetscCall(MatSetOption(*N, MAT_SYMMETRIC, (PetscBool)((A ? A->symmetric == PETSC_BOOL3_TRUE : PETSC_TRUE) && U == V)));
253 
254   PetscCall(PetscNewLog(*N, &Na));
255   (*N)->data = (void *)Na;
256   Na->A      = A;
257   Na->U      = U;
258   Na->c      = c;
259   Na->V      = V;
260 
261   PetscCall(PetscObjectReference((PetscObject)A));
262   PetscCall(PetscObjectReference((PetscObject)Na->U));
263   PetscCall(PetscObjectReference((PetscObject)Na->V));
264   PetscCall(PetscObjectReference((PetscObject)c));
265 
266   PetscCall(MatDenseGetLocalMatrix(Na->U, &Uloc));
267   PetscCall(MatCreateVecs(Uloc, &Na->work1, NULL));
268   if (size != 1) {
269     Mat Vloc;
270 
271     if (Na->c && csize != 1) { /* scatter parallel vector to sequential */
272       VecScatter sct;
273 
274       PetscCall(VecScatterCreateToAll(Na->c, &sct, &c));
275       PetscCall(VecScatterBegin(sct, Na->c, c, INSERT_VALUES, SCATTER_FORWARD));
276       PetscCall(VecScatterEnd(sct, Na->c, c, INSERT_VALUES, SCATTER_FORWARD));
277       PetscCall(VecScatterDestroy(&sct));
278       PetscCall(VecDestroy(&Na->c));
279       PetscCall(PetscLogObjectParent((PetscObject)*N, (PetscObject)c));
280       Na->c = c;
281     }
282     PetscCall(MatDenseGetLocalMatrix(Na->V, &Vloc));
283     PetscCall(VecDuplicate(Na->work1, &Na->work2));
284     PetscCall(MatCreateVecs(Vloc, NULL, &Na->xl));
285     PetscCall(MatCreateVecs(Uloc, NULL, &Na->yl));
286   }
287   PetscCall(PetscLogObjectParent((PetscObject)*N, (PetscObject)Na->work1));
288   PetscCall(PetscLogObjectParent((PetscObject)*N, (PetscObject)Na->work1));
289   PetscCall(PetscLogObjectParent((PetscObject)*N, (PetscObject)Na->xl));
290   PetscCall(PetscLogObjectParent((PetscObject)*N, (PetscObject)Na->yl));
291 
292   /* Internally create a scaling vector if roottypes do not match */
293   if (Na->c) {
294     VecType rt1, rt2;
295 
296     PetscCall(VecGetRootType_Private(Na->work1, &rt1));
297     PetscCall(VecGetRootType_Private(Na->c, &rt2));
298     PetscCall(PetscStrcmp(rt1, rt2, &match));
299     if (!match) {
300       PetscCall(VecDuplicate(Na->c, &c));
301       PetscCall(VecCopy(Na->c, c));
302       PetscCall(VecDestroy(&Na->c));
303       PetscCall(PetscLogObjectParent((PetscObject)*N, (PetscObject)c));
304       Na->c = c;
305     }
306   }
307 
308   (*N)->ops->destroy       = MatDestroy_LRC;
309   (*N)->ops->mult          = MatMult_LRC;
310   (*N)->ops->multtranspose = MatMultTranspose_LRC;
311 
312   (*N)->assembled    = PETSC_TRUE;
313   (*N)->preallocated = PETSC_TRUE;
314 
315   PetscCall(PetscObjectComposeFunction((PetscObject)(*N), "MatLRCGetMats_C", MatLRCGetMats_LRC));
316   PetscCall(MatSetUp(*N));
317   PetscFunctionReturn(0);
318 }
319