xref: /petsc/src/mat/tests/ex145.c (revision 2fa40bb9206b96114faa7cb222621ec184d31cd2)
1 
2 static char help[] = "Tests LU, Cholesky factorization and MatMatSolve() for an Elemental dense matrix.\n\n";
3 
4 #include <petscmat.h>
5 
6 int main(int argc,char **argv)
7 {
8   Mat            A,F,B,X,C,Aher,G;
9   Vec            b,x,c,d,e;
10   PetscErrorCode ierr;
11   PetscInt       m = 5,n,p,i,j,nrows,ncols;
12   PetscScalar    *v,*barray,rval;
13   PetscReal      norm,tol=1.e-11;
14   PetscMPIInt    size,rank;
15   PetscRandom    rand;
16   const PetscInt *rows,*cols;
17   IS             isrows,iscols;
18   PetscBool      mats_view=PETSC_FALSE;
19   MatFactorInfo  finfo;
20 
21   ierr = PetscInitialize(&argc,&argv,(char*) 0,help);if (ierr) return ierr;
22   ierr = MPI_Comm_rank(PETSC_COMM_WORLD,&rank);CHKERRMPI(ierr);
23   ierr = MPI_Comm_size(PETSC_COMM_WORLD,&size);CHKERRMPI(ierr);
24 
25   ierr = PetscRandomCreate(PETSC_COMM_WORLD,&rand);CHKERRQ(ierr);
26   ierr = PetscRandomSetFromOptions(rand);CHKERRQ(ierr);
27 
28   /* Get local dimensions of matrices */
29   ierr = PetscOptionsGetInt(NULL,NULL,"-m",&m,NULL);CHKERRQ(ierr);
30   n    = m;
31   ierr = PetscOptionsGetInt(NULL,NULL,"-n",&n,NULL);CHKERRQ(ierr);
32   p    = m/2;
33   ierr = PetscOptionsGetInt(NULL,NULL,"-p",&p,NULL);CHKERRQ(ierr);
34   ierr = PetscOptionsHasName(NULL,NULL,"-mats_view",&mats_view);CHKERRQ(ierr);
35 
36   /* Create matrix A */
37   ierr = PetscPrintf(PETSC_COMM_WORLD," Create Elemental matrix A\n");CHKERRQ(ierr);
38   ierr = MatCreate(PETSC_COMM_WORLD,&A);CHKERRQ(ierr);
39   ierr = MatSetSizes(A,m,n,PETSC_DECIDE,PETSC_DECIDE);CHKERRQ(ierr);
40   ierr = MatSetType(A,MATELEMENTAL);CHKERRQ(ierr);
41   ierr = MatSetFromOptions(A);CHKERRQ(ierr);
42   ierr = MatSetUp(A);CHKERRQ(ierr);
43   /* Set local matrix entries */
44   ierr = MatGetOwnershipIS(A,&isrows,&iscols);CHKERRQ(ierr);
45   ierr = ISGetLocalSize(isrows,&nrows);CHKERRQ(ierr);
46   ierr = ISGetIndices(isrows,&rows);CHKERRQ(ierr);
47   ierr = ISGetLocalSize(iscols,&ncols);CHKERRQ(ierr);
48   ierr = ISGetIndices(iscols,&cols);CHKERRQ(ierr);
49   ierr = PetscMalloc1(nrows*ncols,&v);CHKERRQ(ierr);
50   for (i=0; i<nrows; i++) {
51     for (j=0; j<ncols; j++) {
52       ierr         = PetscRandomGetValue(rand,&rval);CHKERRQ(ierr);
53       v[i*ncols+j] = rval;
54     }
55   }
56   ierr = MatSetValues(A,nrows,rows,ncols,cols,v,INSERT_VALUES);CHKERRQ(ierr);
57   ierr = MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
58   ierr = MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
59   ierr = ISRestoreIndices(isrows,&rows);CHKERRQ(ierr);
60   ierr = ISRestoreIndices(iscols,&cols);CHKERRQ(ierr);
61   ierr = ISDestroy(&isrows);CHKERRQ(ierr);
62   ierr = ISDestroy(&iscols);CHKERRQ(ierr);
63   ierr = PetscFree(v);CHKERRQ(ierr);
64   if (mats_view) {
65     ierr = PetscPrintf(PETSC_COMM_WORLD, "A: nrows %d, m %d; ncols %d, n %d\n",nrows,m,ncols,n);CHKERRQ(ierr);
66     ierr = MatView(A,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
67   }
68 
69   /* Create rhs matrix B */
70   ierr = PetscPrintf(PETSC_COMM_WORLD," Create rhs matrix B\n");CHKERRQ(ierr);
71   ierr = MatCreate(PETSC_COMM_WORLD,&B);CHKERRQ(ierr);
72   ierr = MatSetSizes(B,m,p,PETSC_DECIDE,PETSC_DECIDE);CHKERRQ(ierr);
73   ierr = MatSetType(B,MATELEMENTAL);CHKERRQ(ierr);
74   ierr = MatSetFromOptions(B);CHKERRQ(ierr);
75   ierr = MatSetUp(B);CHKERRQ(ierr);
76   ierr = MatGetOwnershipIS(B,&isrows,&iscols);CHKERRQ(ierr);
77   ierr = ISGetLocalSize(isrows,&nrows);CHKERRQ(ierr);
78   ierr = ISGetIndices(isrows,&rows);CHKERRQ(ierr);
79   ierr = ISGetLocalSize(iscols,&ncols);CHKERRQ(ierr);
80   ierr = ISGetIndices(iscols,&cols);CHKERRQ(ierr);
81   ierr = PetscMalloc1(nrows*ncols,&v);CHKERRQ(ierr);
82   for (i=0; i<nrows; i++) {
83     for (j=0; j<ncols; j++) {
84       ierr         = PetscRandomGetValue(rand,&rval);CHKERRQ(ierr);
85       v[i*ncols+j] = rval;
86     }
87   }
88   ierr = MatSetValues(B,nrows,rows,ncols,cols,v,INSERT_VALUES);CHKERRQ(ierr);
89   ierr = MatAssemblyBegin(B,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
90   ierr = MatAssemblyEnd(B,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
91   ierr = ISRestoreIndices(isrows,&rows);CHKERRQ(ierr);
92   ierr = ISRestoreIndices(iscols,&cols);CHKERRQ(ierr);
93   ierr = ISDestroy(&isrows);CHKERRQ(ierr);
94   ierr = ISDestroy(&iscols);CHKERRQ(ierr);
95   ierr = PetscFree(v);CHKERRQ(ierr);
96   if (mats_view) {
97     ierr = PetscPrintf(PETSC_COMM_WORLD, "B: nrows %d, m %d; ncols %d, p %d\n",nrows,m,ncols,p);CHKERRQ(ierr);
98     ierr = MatView(B,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
99   }
100 
101   /* Create rhs vector b and solution x (same size as b) */
102   ierr = VecCreate(PETSC_COMM_WORLD,&b);CHKERRQ(ierr);
103   ierr = VecSetSizes(b,m,PETSC_DECIDE);CHKERRQ(ierr);
104   ierr = VecSetFromOptions(b);CHKERRQ(ierr);
105   ierr = VecGetArray(b,&barray);CHKERRQ(ierr);
106   for (j=0; j<m; j++) {
107     ierr      = PetscRandomGetValue(rand,&rval);CHKERRQ(ierr);
108     barray[j] = rval;
109   }
110   ierr = VecRestoreArray(b,&barray);CHKERRQ(ierr);
111   ierr = VecAssemblyBegin(b);CHKERRQ(ierr);
112   ierr = VecAssemblyEnd(b);CHKERRQ(ierr);
113   if (mats_view) {
114     ierr = PetscSynchronizedPrintf(PETSC_COMM_WORLD, "[%d] b: m %d\n",rank,m);CHKERRQ(ierr);
115     ierr = PetscSynchronizedFlush(PETSC_COMM_WORLD,PETSC_STDOUT);CHKERRQ(ierr);
116     ierr = VecView(b,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
117   }
118   ierr = VecDuplicate(b,&x);CHKERRQ(ierr);
119 
120   /* Create matrix X - same size as B */
121   ierr = PetscPrintf(PETSC_COMM_WORLD," Create solution matrix X\n");CHKERRQ(ierr);
122   ierr = MatCreate(PETSC_COMM_WORLD,&X);CHKERRQ(ierr);
123   ierr = MatSetSizes(X,m,p,PETSC_DECIDE,PETSC_DECIDE);CHKERRQ(ierr);
124   ierr = MatSetType(X,MATELEMENTAL);CHKERRQ(ierr);
125   ierr = MatSetFromOptions(X);CHKERRQ(ierr);
126   ierr = MatSetUp(X);CHKERRQ(ierr);
127   ierr = MatAssemblyBegin(X,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
128   ierr = MatAssemblyEnd(X,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
129 
130   /* Cholesky factorization */
131   /*------------------------*/
132   ierr = PetscPrintf(PETSC_COMM_WORLD," Create Elemental matrix Aher\n");CHKERRQ(ierr);
133   ierr = MatHermitianTranspose(A,MAT_INITIAL_MATRIX,&Aher);CHKERRQ(ierr);
134   ierr = MatAXPY(Aher,1.0,A,SAME_NONZERO_PATTERN);CHKERRQ(ierr); /* Aher = A + A^T */
135   if (rank == 0) { /* add 100.0 to diagonals of Aher to make it spd */
136 
137     /* TODO: Replace this with a call to El::ShiftDiagonal( A, 100.),
138              or at least pre-allocate the right amount of space */
139     PetscInt M,N;
140     ierr = MatGetSize(Aher,&M,&N);CHKERRQ(ierr);
141     for (i=0; i<M; i++) {
142       rval = 100.0;
143       ierr = MatSetValues(Aher,1,&i,1,&i,&rval,ADD_VALUES);CHKERRQ(ierr);
144     }
145   }
146   ierr = MatAssemblyBegin(Aher,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
147   ierr = MatAssemblyEnd(Aher,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
148   if (mats_view) {
149     ierr = PetscPrintf(PETSC_COMM_WORLD, "Aher:\n");CHKERRQ(ierr);
150     ierr = MatView(Aher,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
151   }
152 
153   /* Cholesky factorization */
154   /*------------------------*/
155   ierr = PetscPrintf(PETSC_COMM_WORLD," Test Cholesky Solver \n");CHKERRQ(ierr);
156   /* In-place Cholesky */
157   /* Create matrix factor G, then copy Aher to G */
158   ierr = MatCreate(PETSC_COMM_WORLD,&G);CHKERRQ(ierr);
159   ierr = MatSetSizes(G,m,n,PETSC_DECIDE,PETSC_DECIDE);CHKERRQ(ierr);
160   ierr = MatSetType(G,MATELEMENTAL);CHKERRQ(ierr);
161   ierr = MatSetFromOptions(G);CHKERRQ(ierr);
162   ierr = MatSetUp(G);CHKERRQ(ierr);
163   ierr = MatAssemblyBegin(G,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
164   ierr = MatAssemblyEnd(G,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
165   ierr = MatCopy(Aher,G,SAME_NONZERO_PATTERN);CHKERRQ(ierr);
166 
167   /* Only G = U^T * U is implemented for now */
168   ierr = MatCholeskyFactor(G,0,0);CHKERRQ(ierr);
169   if (mats_view) {
170     ierr = PetscPrintf(PETSC_COMM_WORLD, "Cholesky Factor G:\n");CHKERRQ(ierr);
171     ierr = MatView(G,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
172   }
173 
174   /* Solve U^T * U x = b and U^T * U X = B */
175   ierr = MatSolve(G,b,x);CHKERRQ(ierr);
176   ierr = MatMatSolve(G,B,X);CHKERRQ(ierr);
177   ierr = MatDestroy(&G);CHKERRQ(ierr);
178 
179   /* Out-place Cholesky */
180   ierr = MatGetFactor(Aher,MATSOLVERELEMENTAL,MAT_FACTOR_CHOLESKY,&G);CHKERRQ(ierr);
181   ierr = MatCholeskyFactorSymbolic(G,Aher,0,&finfo);CHKERRQ(ierr);
182   ierr = MatCholeskyFactorNumeric(G,Aher,&finfo);CHKERRQ(ierr);
183   if (mats_view) {
184     ierr = MatView(G,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
185   }
186   ierr = MatSolve(G,b,x);CHKERRQ(ierr);
187   ierr = MatMatSolve(G,B,X);CHKERRQ(ierr);
188   ierr = MatDestroy(&G);CHKERRQ(ierr);
189 
190   /* Check norm(Aher*x - b) */
191   ierr = VecCreate(PETSC_COMM_WORLD,&c);CHKERRQ(ierr);
192   ierr = VecSetSizes(c,m,PETSC_DECIDE);CHKERRQ(ierr);
193   ierr = VecSetFromOptions(c);CHKERRQ(ierr);
194   ierr = MatMult(Aher,x,c);CHKERRQ(ierr);
195   ierr = VecAXPY(c,-1.0,b);CHKERRQ(ierr);
196   ierr = VecNorm(c,NORM_1,&norm);CHKERRQ(ierr);
197   if (norm > tol) {
198     ierr = PetscPrintf(PETSC_COMM_WORLD,"Warning: |Aher*x - b| for Cholesky %g\n",(double)norm);CHKERRQ(ierr);
199   }
200 
201   /* Check norm(Aher*X - B) */
202   ierr = MatMatMult(Aher,X,MAT_INITIAL_MATRIX,PETSC_DEFAULT,&C);CHKERRQ(ierr);
203   ierr = MatAXPY(C,-1.0,B,SAME_NONZERO_PATTERN);CHKERRQ(ierr);
204   ierr = MatNorm(C,NORM_1,&norm);CHKERRQ(ierr);
205   if (norm > tol) {
206     ierr = PetscPrintf(PETSC_COMM_WORLD,"Warning: |Aher*X - B| for Cholesky %g\n",(double)norm);CHKERRQ(ierr);
207   }
208 
209   /* LU factorization */
210   /*------------------*/
211   ierr = PetscPrintf(PETSC_COMM_WORLD," Test LU Solver \n");CHKERRQ(ierr);
212   /* In-place LU */
213   /* Create matrix factor F, then copy A to F */
214   ierr = MatCreate(PETSC_COMM_WORLD,&F);CHKERRQ(ierr);
215   ierr = MatSetSizes(F,m,n,PETSC_DECIDE,PETSC_DECIDE);CHKERRQ(ierr);
216   ierr = MatSetType(F,MATELEMENTAL);CHKERRQ(ierr);
217   ierr = MatSetFromOptions(F);CHKERRQ(ierr);
218   ierr = MatSetUp(F);CHKERRQ(ierr);
219   ierr = MatAssemblyBegin(F,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
220   ierr = MatAssemblyEnd(F,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
221   ierr = MatCopy(A,F,SAME_NONZERO_PATTERN);CHKERRQ(ierr);
222   /* Create vector d to test MatSolveAdd() */
223   ierr = VecDuplicate(x,&d);CHKERRQ(ierr);
224   ierr = VecCopy(x,d);CHKERRQ(ierr);
225 
226   /* PF=LU or F=LU factorization - perms is ignored by Elemental;
227      set finfo.dtcol !0 or 0 to enable/disable partial pivoting */
228   finfo.dtcol = 0.1;
229   ierr        = MatLUFactor(F,0,0,&finfo);CHKERRQ(ierr);
230 
231   /* Solve LUX = PB or LUX = B */
232   ierr = MatSolveAdd(F,b,d,x);CHKERRQ(ierr);
233   ierr = MatMatSolve(F,B,X);CHKERRQ(ierr);
234   ierr = MatDestroy(&F);CHKERRQ(ierr);
235 
236   /* Check norm(A*X - B) */
237   ierr = VecCreate(PETSC_COMM_WORLD,&e);CHKERRQ(ierr);
238   ierr = VecSetSizes(e,m,PETSC_DECIDE);CHKERRQ(ierr);
239   ierr = VecSetFromOptions(e);CHKERRQ(ierr);
240   ierr = MatMult(A,x,c);CHKERRQ(ierr);
241   ierr = MatMult(A,d,e);CHKERRQ(ierr);
242   ierr = VecAXPY(c,-1.0,e);CHKERRQ(ierr);
243   ierr = VecAXPY(c,-1.0,b);CHKERRQ(ierr);
244   ierr = VecNorm(c,NORM_1,&norm);CHKERRQ(ierr);
245   if (norm > tol) {
246     ierr = PetscPrintf(PETSC_COMM_WORLD,"Warning: |A*x - b| for LU %g\n",(double)norm);CHKERRQ(ierr);
247   }
248   /* Reuse product C; replace Aher with A */
249   ierr = MatProductReplaceMats(A,NULL,NULL,C);CHKERRQ(ierr);
250   ierr = MatMatMult(A,X,MAT_REUSE_MATRIX,PETSC_DEFAULT,&C);CHKERRQ(ierr);
251   ierr = MatAXPY(C,-1.0,B,SAME_NONZERO_PATTERN);CHKERRQ(ierr);
252   ierr = MatNorm(C,NORM_1,&norm);CHKERRQ(ierr);
253   if (norm > tol) {
254     ierr = PetscPrintf(PETSC_COMM_WORLD,"Warning: |A*X - B| for LU %g\n",(double)norm);CHKERRQ(ierr);
255   }
256 
257   /* Out-place LU */
258   ierr = MatGetFactor(A,MATSOLVERELEMENTAL,MAT_FACTOR_LU,&F);CHKERRQ(ierr);
259   ierr = MatLUFactorSymbolic(F,A,0,0,&finfo);CHKERRQ(ierr);
260   ierr = MatLUFactorNumeric(F,A,&finfo);CHKERRQ(ierr);
261   if (mats_view) {
262     ierr = MatView(F,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
263   }
264   ierr = MatSolve(F,b,x);CHKERRQ(ierr);
265   ierr = MatMatSolve(F,B,X);CHKERRQ(ierr);
266   ierr = MatDestroy(&F);CHKERRQ(ierr);
267 
268   /* Free space */
269   ierr = MatDestroy(&A);CHKERRQ(ierr);
270   ierr = MatDestroy(&Aher);CHKERRQ(ierr);
271   ierr = MatDestroy(&B);CHKERRQ(ierr);
272   ierr = MatDestroy(&C);CHKERRQ(ierr);
273   ierr = MatDestroy(&X);CHKERRQ(ierr);
274   ierr = VecDestroy(&b);CHKERRQ(ierr);
275   ierr = VecDestroy(&c);CHKERRQ(ierr);
276   ierr = VecDestroy(&d);CHKERRQ(ierr);
277   ierr = VecDestroy(&e);CHKERRQ(ierr);
278   ierr = VecDestroy(&x);CHKERRQ(ierr);
279   ierr = PetscRandomDestroy(&rand);CHKERRQ(ierr);
280   ierr = PetscFinalize();
281   return ierr;
282 }
283 
284 /*TEST
285 
286    build:
287       requires: elemental
288 
289    test:
290       nsize: 2
291       output_file: output/ex145.out
292 
293    test:
294       suffix: 2
295       nsize: 6
296       output_file: output/ex145.out
297 
298 TEST*/
299