xref: /petsc/src/mat/tests/ex145.c (revision ffa8c5705e8ab2cf85ee1d14dbe507a6e2eb5283)
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   PetscInt       m = 5,n,p,i,j,nrows,ncols;
11   PetscScalar    *v,*barray,rval;
12   PetscReal      norm,tol=1.e-11;
13   PetscMPIInt    size,rank;
14   PetscRandom    rand;
15   const PetscInt *rows,*cols;
16   IS             isrows,iscols;
17   PetscBool      mats_view=PETSC_FALSE;
18   MatFactorInfo  finfo;
19 
20   PetscCall(PetscInitialize(&argc,&argv,(char*) 0,help));
21   PetscCallMPI(MPI_Comm_rank(PETSC_COMM_WORLD,&rank));
22   PetscCallMPI(MPI_Comm_size(PETSC_COMM_WORLD,&size));
23 
24   PetscCall(PetscRandomCreate(PETSC_COMM_WORLD,&rand));
25   PetscCall(PetscRandomSetFromOptions(rand));
26 
27   /* Get local dimensions of matrices */
28   PetscCall(PetscOptionsGetInt(NULL,NULL,"-m",&m,NULL));
29   n    = m;
30   PetscCall(PetscOptionsGetInt(NULL,NULL,"-n",&n,NULL));
31   p    = m/2;
32   PetscCall(PetscOptionsGetInt(NULL,NULL,"-p",&p,NULL));
33   PetscCall(PetscOptionsHasName(NULL,NULL,"-mats_view",&mats_view));
34 
35   /* Create matrix A */
36   PetscCall(PetscPrintf(PETSC_COMM_WORLD," Create Elemental matrix A\n"));
37   PetscCall(MatCreate(PETSC_COMM_WORLD,&A));
38   PetscCall(MatSetSizes(A,m,n,PETSC_DECIDE,PETSC_DECIDE));
39   PetscCall(MatSetType(A,MATELEMENTAL));
40   PetscCall(MatSetFromOptions(A));
41   PetscCall(MatSetUp(A));
42   /* Set local matrix entries */
43   PetscCall(MatGetOwnershipIS(A,&isrows,&iscols));
44   PetscCall(ISGetLocalSize(isrows,&nrows));
45   PetscCall(ISGetIndices(isrows,&rows));
46   PetscCall(ISGetLocalSize(iscols,&ncols));
47   PetscCall(ISGetIndices(iscols,&cols));
48   PetscCall(PetscMalloc1(nrows*ncols,&v));
49   for (i=0; i<nrows; i++) {
50     for (j=0; j<ncols; j++) {
51       PetscCall(PetscRandomGetValue(rand,&rval));
52       v[i*ncols+j] = rval;
53     }
54   }
55   PetscCall(MatSetValues(A,nrows,rows,ncols,cols,v,INSERT_VALUES));
56   PetscCall(MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY));
57   PetscCall(MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY));
58   PetscCall(ISRestoreIndices(isrows,&rows));
59   PetscCall(ISRestoreIndices(iscols,&cols));
60   PetscCall(ISDestroy(&isrows));
61   PetscCall(ISDestroy(&iscols));
62   PetscCall(PetscFree(v));
63   if (mats_view) {
64     PetscCall(PetscPrintf(PETSC_COMM_WORLD, "A: nrows %" PetscInt_FMT ", m %" PetscInt_FMT "; ncols %" PetscInt_FMT ", n %" PetscInt_FMT "\n",nrows,m,ncols,n));
65     PetscCall(MatView(A,PETSC_VIEWER_STDOUT_WORLD));
66   }
67 
68   /* Create rhs matrix B */
69   PetscCall(PetscPrintf(PETSC_COMM_WORLD," Create rhs matrix B\n"));
70   PetscCall(MatCreate(PETSC_COMM_WORLD,&B));
71   PetscCall(MatSetSizes(B,m,p,PETSC_DECIDE,PETSC_DECIDE));
72   PetscCall(MatSetType(B,MATELEMENTAL));
73   PetscCall(MatSetFromOptions(B));
74   PetscCall(MatSetUp(B));
75   PetscCall(MatGetOwnershipIS(B,&isrows,&iscols));
76   PetscCall(ISGetLocalSize(isrows,&nrows));
77   PetscCall(ISGetIndices(isrows,&rows));
78   PetscCall(ISGetLocalSize(iscols,&ncols));
79   PetscCall(ISGetIndices(iscols,&cols));
80   PetscCall(PetscMalloc1(nrows*ncols,&v));
81   for (i=0; i<nrows; i++) {
82     for (j=0; j<ncols; j++) {
83       PetscCall(PetscRandomGetValue(rand,&rval));
84       v[i*ncols+j] = rval;
85     }
86   }
87   PetscCall(MatSetValues(B,nrows,rows,ncols,cols,v,INSERT_VALUES));
88   PetscCall(MatAssemblyBegin(B,MAT_FINAL_ASSEMBLY));
89   PetscCall(MatAssemblyEnd(B,MAT_FINAL_ASSEMBLY));
90   PetscCall(ISRestoreIndices(isrows,&rows));
91   PetscCall(ISRestoreIndices(iscols,&cols));
92   PetscCall(ISDestroy(&isrows));
93   PetscCall(ISDestroy(&iscols));
94   PetscCall(PetscFree(v));
95   if (mats_view) {
96     PetscCall(PetscPrintf(PETSC_COMM_WORLD, "B: nrows %" PetscInt_FMT ", m %" PetscInt_FMT "; ncols %" PetscInt_FMT ", p %" PetscInt_FMT "\n",nrows,m,ncols,p));
97     PetscCall(MatView(B,PETSC_VIEWER_STDOUT_WORLD));
98   }
99 
100   /* Create rhs vector b and solution x (same size as b) */
101   PetscCall(VecCreate(PETSC_COMM_WORLD,&b));
102   PetscCall(VecSetSizes(b,m,PETSC_DECIDE));
103   PetscCall(VecSetFromOptions(b));
104   PetscCall(VecGetArray(b,&barray));
105   for (j=0; j<m; j++) {
106     PetscCall(PetscRandomGetValue(rand,&rval));
107     barray[j] = rval;
108   }
109   PetscCall(VecRestoreArray(b,&barray));
110   PetscCall(VecAssemblyBegin(b));
111   PetscCall(VecAssemblyEnd(b));
112   if (mats_view) {
113     PetscCall(PetscSynchronizedPrintf(PETSC_COMM_WORLD, "[%d] b: m %" PetscInt_FMT "\n",rank,m));
114     PetscCall(PetscSynchronizedFlush(PETSC_COMM_WORLD,PETSC_STDOUT));
115     PetscCall(VecView(b,PETSC_VIEWER_STDOUT_WORLD));
116   }
117   PetscCall(VecDuplicate(b,&x));
118 
119   /* Create matrix X - same size as B */
120   PetscCall(PetscPrintf(PETSC_COMM_WORLD," Create solution matrix X\n"));
121   PetscCall(MatCreate(PETSC_COMM_WORLD,&X));
122   PetscCall(MatSetSizes(X,m,p,PETSC_DECIDE,PETSC_DECIDE));
123   PetscCall(MatSetType(X,MATELEMENTAL));
124   PetscCall(MatSetFromOptions(X));
125   PetscCall(MatSetUp(X));
126   PetscCall(MatAssemblyBegin(X,MAT_FINAL_ASSEMBLY));
127   PetscCall(MatAssemblyEnd(X,MAT_FINAL_ASSEMBLY));
128 
129   /* Cholesky factorization */
130   /*------------------------*/
131   PetscCall(PetscPrintf(PETSC_COMM_WORLD," Create Elemental matrix Aher\n"));
132   PetscCall(MatHermitianTranspose(A,MAT_INITIAL_MATRIX,&Aher));
133   PetscCall(MatAXPY(Aher,1.0,A,SAME_NONZERO_PATTERN)); /* Aher = A + A^T */
134   if (rank == 0) { /* add 100.0 to diagonals of Aher to make it spd */
135 
136     /* TODO: Replace this with a call to El::ShiftDiagonal( A, 100.),
137              or at least pre-allocate the right amount of space */
138     PetscInt M,N;
139     PetscCall(MatGetSize(Aher,&M,&N));
140     for (i=0; i<M; i++) {
141       rval = 100.0;
142       PetscCall(MatSetValues(Aher,1,&i,1,&i,&rval,ADD_VALUES));
143     }
144   }
145   PetscCall(MatAssemblyBegin(Aher,MAT_FINAL_ASSEMBLY));
146   PetscCall(MatAssemblyEnd(Aher,MAT_FINAL_ASSEMBLY));
147   if (mats_view) {
148     PetscCall(PetscPrintf(PETSC_COMM_WORLD, "Aher:\n"));
149     PetscCall(MatView(Aher,PETSC_VIEWER_STDOUT_WORLD));
150   }
151 
152   /* Cholesky factorization */
153   /*------------------------*/
154   PetscCall(PetscPrintf(PETSC_COMM_WORLD," Test Cholesky Solver \n"));
155   /* In-place Cholesky */
156   /* Create matrix factor G, then copy Aher to G */
157   PetscCall(MatCreate(PETSC_COMM_WORLD,&G));
158   PetscCall(MatSetSizes(G,m,n,PETSC_DECIDE,PETSC_DECIDE));
159   PetscCall(MatSetType(G,MATELEMENTAL));
160   PetscCall(MatSetFromOptions(G));
161   PetscCall(MatSetUp(G));
162   PetscCall(MatAssemblyBegin(G,MAT_FINAL_ASSEMBLY));
163   PetscCall(MatAssemblyEnd(G,MAT_FINAL_ASSEMBLY));
164   PetscCall(MatCopy(Aher,G,SAME_NONZERO_PATTERN));
165 
166   /* Only G = U^T * U is implemented for now */
167   PetscCall(MatCholeskyFactor(G,0,0));
168   if (mats_view) {
169     PetscCall(PetscPrintf(PETSC_COMM_WORLD, "Cholesky Factor G:\n"));
170     PetscCall(MatView(G,PETSC_VIEWER_STDOUT_WORLD));
171   }
172 
173   /* Solve U^T * U x = b and U^T * U X = B */
174   PetscCall(MatSolve(G,b,x));
175   PetscCall(MatMatSolve(G,B,X));
176   PetscCall(MatDestroy(&G));
177 
178   /* Out-place Cholesky */
179   PetscCall(MatGetFactor(Aher,MATSOLVERELEMENTAL,MAT_FACTOR_CHOLESKY,&G));
180   PetscCall(MatCholeskyFactorSymbolic(G,Aher,0,&finfo));
181   PetscCall(MatCholeskyFactorNumeric(G,Aher,&finfo));
182   if (mats_view) {
183     PetscCall(MatView(G,PETSC_VIEWER_STDOUT_WORLD));
184   }
185   PetscCall(MatSolve(G,b,x));
186   PetscCall(MatMatSolve(G,B,X));
187   PetscCall(MatDestroy(&G));
188 
189   /* Check norm(Aher*x - b) */
190   PetscCall(VecCreate(PETSC_COMM_WORLD,&c));
191   PetscCall(VecSetSizes(c,m,PETSC_DECIDE));
192   PetscCall(VecSetFromOptions(c));
193   PetscCall(MatMult(Aher,x,c));
194   PetscCall(VecAXPY(c,-1.0,b));
195   PetscCall(VecNorm(c,NORM_1,&norm));
196   if (norm > tol) {
197     PetscCall(PetscPrintf(PETSC_COMM_WORLD,"Warning: |Aher*x - b| for Cholesky %g\n",(double)norm));
198   }
199 
200   /* Check norm(Aher*X - B) */
201   PetscCall(MatMatMult(Aher,X,MAT_INITIAL_MATRIX,PETSC_DEFAULT,&C));
202   PetscCall(MatAXPY(C,-1.0,B,SAME_NONZERO_PATTERN));
203   PetscCall(MatNorm(C,NORM_1,&norm));
204   if (norm > tol) {
205     PetscCall(PetscPrintf(PETSC_COMM_WORLD,"Warning: |Aher*X - B| for Cholesky %g\n",(double)norm));
206   }
207 
208   /* LU factorization */
209   /*------------------*/
210   PetscCall(PetscPrintf(PETSC_COMM_WORLD," Test LU Solver \n"));
211   /* In-place LU */
212   /* Create matrix factor F, then copy A to F */
213   PetscCall(MatCreate(PETSC_COMM_WORLD,&F));
214   PetscCall(MatSetSizes(F,m,n,PETSC_DECIDE,PETSC_DECIDE));
215   PetscCall(MatSetType(F,MATELEMENTAL));
216   PetscCall(MatSetFromOptions(F));
217   PetscCall(MatSetUp(F));
218   PetscCall(MatAssemblyBegin(F,MAT_FINAL_ASSEMBLY));
219   PetscCall(MatAssemblyEnd(F,MAT_FINAL_ASSEMBLY));
220   PetscCall(MatCopy(A,F,SAME_NONZERO_PATTERN));
221   /* Create vector d to test MatSolveAdd() */
222   PetscCall(VecDuplicate(x,&d));
223   PetscCall(VecCopy(x,d));
224 
225   /* PF=LU or F=LU factorization - perms is ignored by Elemental;
226      set finfo.dtcol !0 or 0 to enable/disable partial pivoting */
227   finfo.dtcol = 0.1;
228   PetscCall(MatLUFactor(F,0,0,&finfo));
229 
230   /* Solve LUX = PB or LUX = B */
231   PetscCall(MatSolveAdd(F,b,d,x));
232   PetscCall(MatMatSolve(F,B,X));
233   PetscCall(MatDestroy(&F));
234 
235   /* Check norm(A*X - B) */
236   PetscCall(VecCreate(PETSC_COMM_WORLD,&e));
237   PetscCall(VecSetSizes(e,m,PETSC_DECIDE));
238   PetscCall(VecSetFromOptions(e));
239   PetscCall(MatMult(A,x,c));
240   PetscCall(MatMult(A,d,e));
241   PetscCall(VecAXPY(c,-1.0,e));
242   PetscCall(VecAXPY(c,-1.0,b));
243   PetscCall(VecNorm(c,NORM_1,&norm));
244   if (norm > tol) {
245     PetscCall(PetscPrintf(PETSC_COMM_WORLD,"Warning: |A*x - b| for LU %g\n",(double)norm));
246   }
247   /* Reuse product C; replace Aher with A */
248   PetscCall(MatProductReplaceMats(A,NULL,NULL,C));
249   PetscCall(MatMatMult(A,X,MAT_REUSE_MATRIX,PETSC_DEFAULT,&C));
250   PetscCall(MatAXPY(C,-1.0,B,SAME_NONZERO_PATTERN));
251   PetscCall(MatNorm(C,NORM_1,&norm));
252   if (norm > tol) {
253     PetscCall(PetscPrintf(PETSC_COMM_WORLD,"Warning: |A*X - B| for LU %g\n",(double)norm));
254   }
255 
256   /* Out-place LU */
257   PetscCall(MatGetFactor(A,MATSOLVERELEMENTAL,MAT_FACTOR_LU,&F));
258   PetscCall(MatLUFactorSymbolic(F,A,0,0,&finfo));
259   PetscCall(MatLUFactorNumeric(F,A,&finfo));
260   if (mats_view) {
261     PetscCall(MatView(F,PETSC_VIEWER_STDOUT_WORLD));
262   }
263   PetscCall(MatSolve(F,b,x));
264   PetscCall(MatMatSolve(F,B,X));
265   PetscCall(MatDestroy(&F));
266 
267   /* Free space */
268   PetscCall(MatDestroy(&A));
269   PetscCall(MatDestroy(&Aher));
270   PetscCall(MatDestroy(&B));
271   PetscCall(MatDestroy(&C));
272   PetscCall(MatDestroy(&X));
273   PetscCall(VecDestroy(&b));
274   PetscCall(VecDestroy(&c));
275   PetscCall(VecDestroy(&d));
276   PetscCall(VecDestroy(&e));
277   PetscCall(VecDestroy(&x));
278   PetscCall(PetscRandomDestroy(&rand));
279   PetscCall(PetscFinalize());
280   return 0;
281 }
282 
283 /*TEST
284 
285    build:
286       requires: elemental
287 
288    test:
289       nsize: 2
290       output_file: output/ex145.out
291 
292    test:
293       suffix: 2
294       nsize: 6
295       output_file: output/ex145.out
296 
297 TEST*/
298