xref: /petsc/src/mat/tests/ex145.c (revision 40badf4fbc550ac1f60bd080eaff6de6d55b946d)
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   CHKERRMPI(MPI_Comm_rank(PETSC_COMM_WORLD,&rank));
23   CHKERRMPI(MPI_Comm_size(PETSC_COMM_WORLD,&size));
24 
25   CHKERRQ(PetscRandomCreate(PETSC_COMM_WORLD,&rand));
26   CHKERRQ(PetscRandomSetFromOptions(rand));
27 
28   /* Get local dimensions of matrices */
29   CHKERRQ(PetscOptionsGetInt(NULL,NULL,"-m",&m,NULL));
30   n    = m;
31   CHKERRQ(PetscOptionsGetInt(NULL,NULL,"-n",&n,NULL));
32   p    = m/2;
33   CHKERRQ(PetscOptionsGetInt(NULL,NULL,"-p",&p,NULL));
34   CHKERRQ(PetscOptionsHasName(NULL,NULL,"-mats_view",&mats_view));
35 
36   /* Create matrix A */
37   CHKERRQ(PetscPrintf(PETSC_COMM_WORLD," Create Elemental matrix A\n"));
38   CHKERRQ(MatCreate(PETSC_COMM_WORLD,&A));
39   CHKERRQ(MatSetSizes(A,m,n,PETSC_DECIDE,PETSC_DECIDE));
40   CHKERRQ(MatSetType(A,MATELEMENTAL));
41   CHKERRQ(MatSetFromOptions(A));
42   CHKERRQ(MatSetUp(A));
43   /* Set local matrix entries */
44   CHKERRQ(MatGetOwnershipIS(A,&isrows,&iscols));
45   CHKERRQ(ISGetLocalSize(isrows,&nrows));
46   CHKERRQ(ISGetIndices(isrows,&rows));
47   CHKERRQ(ISGetLocalSize(iscols,&ncols));
48   CHKERRQ(ISGetIndices(iscols,&cols));
49   CHKERRQ(PetscMalloc1(nrows*ncols,&v));
50   for (i=0; i<nrows; i++) {
51     for (j=0; j<ncols; j++) {
52       CHKERRQ(PetscRandomGetValue(rand,&rval));
53       v[i*ncols+j] = rval;
54     }
55   }
56   CHKERRQ(MatSetValues(A,nrows,rows,ncols,cols,v,INSERT_VALUES));
57   CHKERRQ(MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY));
58   CHKERRQ(MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY));
59   CHKERRQ(ISRestoreIndices(isrows,&rows));
60   CHKERRQ(ISRestoreIndices(iscols,&cols));
61   CHKERRQ(ISDestroy(&isrows));
62   CHKERRQ(ISDestroy(&iscols));
63   CHKERRQ(PetscFree(v));
64   if (mats_view) {
65     CHKERRQ(PetscPrintf(PETSC_COMM_WORLD, "A: nrows %" PetscInt_FMT ", m %" PetscInt_FMT "; ncols %" PetscInt_FMT ", n %" PetscInt_FMT "\n",nrows,m,ncols,n));
66     CHKERRQ(MatView(A,PETSC_VIEWER_STDOUT_WORLD));
67   }
68 
69   /* Create rhs matrix B */
70   CHKERRQ(PetscPrintf(PETSC_COMM_WORLD," Create rhs matrix B\n"));
71   CHKERRQ(MatCreate(PETSC_COMM_WORLD,&B));
72   CHKERRQ(MatSetSizes(B,m,p,PETSC_DECIDE,PETSC_DECIDE));
73   CHKERRQ(MatSetType(B,MATELEMENTAL));
74   CHKERRQ(MatSetFromOptions(B));
75   CHKERRQ(MatSetUp(B));
76   CHKERRQ(MatGetOwnershipIS(B,&isrows,&iscols));
77   CHKERRQ(ISGetLocalSize(isrows,&nrows));
78   CHKERRQ(ISGetIndices(isrows,&rows));
79   CHKERRQ(ISGetLocalSize(iscols,&ncols));
80   CHKERRQ(ISGetIndices(iscols,&cols));
81   CHKERRQ(PetscMalloc1(nrows*ncols,&v));
82   for (i=0; i<nrows; i++) {
83     for (j=0; j<ncols; j++) {
84       CHKERRQ(PetscRandomGetValue(rand,&rval));
85       v[i*ncols+j] = rval;
86     }
87   }
88   CHKERRQ(MatSetValues(B,nrows,rows,ncols,cols,v,INSERT_VALUES));
89   CHKERRQ(MatAssemblyBegin(B,MAT_FINAL_ASSEMBLY));
90   CHKERRQ(MatAssemblyEnd(B,MAT_FINAL_ASSEMBLY));
91   CHKERRQ(ISRestoreIndices(isrows,&rows));
92   CHKERRQ(ISRestoreIndices(iscols,&cols));
93   CHKERRQ(ISDestroy(&isrows));
94   CHKERRQ(ISDestroy(&iscols));
95   CHKERRQ(PetscFree(v));
96   if (mats_view) {
97     CHKERRQ(PetscPrintf(PETSC_COMM_WORLD, "B: nrows %" PetscInt_FMT ", m %" PetscInt_FMT "; ncols %" PetscInt_FMT ", p %" PetscInt_FMT "\n",nrows,m,ncols,p));
98     CHKERRQ(MatView(B,PETSC_VIEWER_STDOUT_WORLD));
99   }
100 
101   /* Create rhs vector b and solution x (same size as b) */
102   CHKERRQ(VecCreate(PETSC_COMM_WORLD,&b));
103   CHKERRQ(VecSetSizes(b,m,PETSC_DECIDE));
104   CHKERRQ(VecSetFromOptions(b));
105   CHKERRQ(VecGetArray(b,&barray));
106   for (j=0; j<m; j++) {
107     CHKERRQ(PetscRandomGetValue(rand,&rval));
108     barray[j] = rval;
109   }
110   CHKERRQ(VecRestoreArray(b,&barray));
111   CHKERRQ(VecAssemblyBegin(b));
112   CHKERRQ(VecAssemblyEnd(b));
113   if (mats_view) {
114     CHKERRQ(PetscSynchronizedPrintf(PETSC_COMM_WORLD, "[%d] b: m %" PetscInt_FMT "\n",rank,m));
115     CHKERRQ(PetscSynchronizedFlush(PETSC_COMM_WORLD,PETSC_STDOUT));
116     CHKERRQ(VecView(b,PETSC_VIEWER_STDOUT_WORLD));
117   }
118   CHKERRQ(VecDuplicate(b,&x));
119 
120   /* Create matrix X - same size as B */
121   CHKERRQ(PetscPrintf(PETSC_COMM_WORLD," Create solution matrix X\n"));
122   CHKERRQ(MatCreate(PETSC_COMM_WORLD,&X));
123   CHKERRQ(MatSetSizes(X,m,p,PETSC_DECIDE,PETSC_DECIDE));
124   CHKERRQ(MatSetType(X,MATELEMENTAL));
125   CHKERRQ(MatSetFromOptions(X));
126   CHKERRQ(MatSetUp(X));
127   CHKERRQ(MatAssemblyBegin(X,MAT_FINAL_ASSEMBLY));
128   CHKERRQ(MatAssemblyEnd(X,MAT_FINAL_ASSEMBLY));
129 
130   /* Cholesky factorization */
131   /*------------------------*/
132   CHKERRQ(PetscPrintf(PETSC_COMM_WORLD," Create Elemental matrix Aher\n"));
133   CHKERRQ(MatHermitianTranspose(A,MAT_INITIAL_MATRIX,&Aher));
134   CHKERRQ(MatAXPY(Aher,1.0,A,SAME_NONZERO_PATTERN)); /* 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     CHKERRQ(MatGetSize(Aher,&M,&N));
141     for (i=0; i<M; i++) {
142       rval = 100.0;
143       CHKERRQ(MatSetValues(Aher,1,&i,1,&i,&rval,ADD_VALUES));
144     }
145   }
146   CHKERRQ(MatAssemblyBegin(Aher,MAT_FINAL_ASSEMBLY));
147   CHKERRQ(MatAssemblyEnd(Aher,MAT_FINAL_ASSEMBLY));
148   if (mats_view) {
149     CHKERRQ(PetscPrintf(PETSC_COMM_WORLD, "Aher:\n"));
150     CHKERRQ(MatView(Aher,PETSC_VIEWER_STDOUT_WORLD));
151   }
152 
153   /* Cholesky factorization */
154   /*------------------------*/
155   CHKERRQ(PetscPrintf(PETSC_COMM_WORLD," Test Cholesky Solver \n"));
156   /* In-place Cholesky */
157   /* Create matrix factor G, then copy Aher to G */
158   CHKERRQ(MatCreate(PETSC_COMM_WORLD,&G));
159   CHKERRQ(MatSetSizes(G,m,n,PETSC_DECIDE,PETSC_DECIDE));
160   CHKERRQ(MatSetType(G,MATELEMENTAL));
161   CHKERRQ(MatSetFromOptions(G));
162   CHKERRQ(MatSetUp(G));
163   CHKERRQ(MatAssemblyBegin(G,MAT_FINAL_ASSEMBLY));
164   CHKERRQ(MatAssemblyEnd(G,MAT_FINAL_ASSEMBLY));
165   CHKERRQ(MatCopy(Aher,G,SAME_NONZERO_PATTERN));
166 
167   /* Only G = U^T * U is implemented for now */
168   CHKERRQ(MatCholeskyFactor(G,0,0));
169   if (mats_view) {
170     CHKERRQ(PetscPrintf(PETSC_COMM_WORLD, "Cholesky Factor G:\n"));
171     CHKERRQ(MatView(G,PETSC_VIEWER_STDOUT_WORLD));
172   }
173 
174   /* Solve U^T * U x = b and U^T * U X = B */
175   CHKERRQ(MatSolve(G,b,x));
176   CHKERRQ(MatMatSolve(G,B,X));
177   CHKERRQ(MatDestroy(&G));
178 
179   /* Out-place Cholesky */
180   CHKERRQ(MatGetFactor(Aher,MATSOLVERELEMENTAL,MAT_FACTOR_CHOLESKY,&G));
181   CHKERRQ(MatCholeskyFactorSymbolic(G,Aher,0,&finfo));
182   CHKERRQ(MatCholeskyFactorNumeric(G,Aher,&finfo));
183   if (mats_view) {
184     CHKERRQ(MatView(G,PETSC_VIEWER_STDOUT_WORLD));
185   }
186   CHKERRQ(MatSolve(G,b,x));
187   CHKERRQ(MatMatSolve(G,B,X));
188   CHKERRQ(MatDestroy(&G));
189 
190   /* Check norm(Aher*x - b) */
191   CHKERRQ(VecCreate(PETSC_COMM_WORLD,&c));
192   CHKERRQ(VecSetSizes(c,m,PETSC_DECIDE));
193   CHKERRQ(VecSetFromOptions(c));
194   CHKERRQ(MatMult(Aher,x,c));
195   CHKERRQ(VecAXPY(c,-1.0,b));
196   CHKERRQ(VecNorm(c,NORM_1,&norm));
197   if (norm > tol) {
198     CHKERRQ(PetscPrintf(PETSC_COMM_WORLD,"Warning: |Aher*x - b| for Cholesky %g\n",(double)norm));
199   }
200 
201   /* Check norm(Aher*X - B) */
202   CHKERRQ(MatMatMult(Aher,X,MAT_INITIAL_MATRIX,PETSC_DEFAULT,&C));
203   CHKERRQ(MatAXPY(C,-1.0,B,SAME_NONZERO_PATTERN));
204   CHKERRQ(MatNorm(C,NORM_1,&norm));
205   if (norm > tol) {
206     CHKERRQ(PetscPrintf(PETSC_COMM_WORLD,"Warning: |Aher*X - B| for Cholesky %g\n",(double)norm));
207   }
208 
209   /* LU factorization */
210   /*------------------*/
211   CHKERRQ(PetscPrintf(PETSC_COMM_WORLD," Test LU Solver \n"));
212   /* In-place LU */
213   /* Create matrix factor F, then copy A to F */
214   CHKERRQ(MatCreate(PETSC_COMM_WORLD,&F));
215   CHKERRQ(MatSetSizes(F,m,n,PETSC_DECIDE,PETSC_DECIDE));
216   CHKERRQ(MatSetType(F,MATELEMENTAL));
217   CHKERRQ(MatSetFromOptions(F));
218   CHKERRQ(MatSetUp(F));
219   CHKERRQ(MatAssemblyBegin(F,MAT_FINAL_ASSEMBLY));
220   CHKERRQ(MatAssemblyEnd(F,MAT_FINAL_ASSEMBLY));
221   CHKERRQ(MatCopy(A,F,SAME_NONZERO_PATTERN));
222   /* Create vector d to test MatSolveAdd() */
223   CHKERRQ(VecDuplicate(x,&d));
224   CHKERRQ(VecCopy(x,d));
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   CHKERRQ(MatLUFactor(F,0,0,&finfo));
230 
231   /* Solve LUX = PB or LUX = B */
232   CHKERRQ(MatSolveAdd(F,b,d,x));
233   CHKERRQ(MatMatSolve(F,B,X));
234   CHKERRQ(MatDestroy(&F));
235 
236   /* Check norm(A*X - B) */
237   CHKERRQ(VecCreate(PETSC_COMM_WORLD,&e));
238   CHKERRQ(VecSetSizes(e,m,PETSC_DECIDE));
239   CHKERRQ(VecSetFromOptions(e));
240   CHKERRQ(MatMult(A,x,c));
241   CHKERRQ(MatMult(A,d,e));
242   CHKERRQ(VecAXPY(c,-1.0,e));
243   CHKERRQ(VecAXPY(c,-1.0,b));
244   CHKERRQ(VecNorm(c,NORM_1,&norm));
245   if (norm > tol) {
246     CHKERRQ(PetscPrintf(PETSC_COMM_WORLD,"Warning: |A*x - b| for LU %g\n",(double)norm));
247   }
248   /* Reuse product C; replace Aher with A */
249   CHKERRQ(MatProductReplaceMats(A,NULL,NULL,C));
250   CHKERRQ(MatMatMult(A,X,MAT_REUSE_MATRIX,PETSC_DEFAULT,&C));
251   CHKERRQ(MatAXPY(C,-1.0,B,SAME_NONZERO_PATTERN));
252   CHKERRQ(MatNorm(C,NORM_1,&norm));
253   if (norm > tol) {
254     CHKERRQ(PetscPrintf(PETSC_COMM_WORLD,"Warning: |A*X - B| for LU %g\n",(double)norm));
255   }
256 
257   /* Out-place LU */
258   CHKERRQ(MatGetFactor(A,MATSOLVERELEMENTAL,MAT_FACTOR_LU,&F));
259   CHKERRQ(MatLUFactorSymbolic(F,A,0,0,&finfo));
260   CHKERRQ(MatLUFactorNumeric(F,A,&finfo));
261   if (mats_view) {
262     CHKERRQ(MatView(F,PETSC_VIEWER_STDOUT_WORLD));
263   }
264   CHKERRQ(MatSolve(F,b,x));
265   CHKERRQ(MatMatSolve(F,B,X));
266   CHKERRQ(MatDestroy(&F));
267 
268   /* Free space */
269   CHKERRQ(MatDestroy(&A));
270   CHKERRQ(MatDestroy(&Aher));
271   CHKERRQ(MatDestroy(&B));
272   CHKERRQ(MatDestroy(&C));
273   CHKERRQ(MatDestroy(&X));
274   CHKERRQ(VecDestroy(&b));
275   CHKERRQ(VecDestroy(&c));
276   CHKERRQ(VecDestroy(&d));
277   CHKERRQ(VecDestroy(&e));
278   CHKERRQ(VecDestroy(&x));
279   CHKERRQ(PetscRandomDestroy(&rand));
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