xref: /petsc/src/mat/tests/ex245.c (revision 030f984af8d8bb4c203755d35bded3c05b3d83ce)
1 
2 static char help[] = "Tests LU, Cholesky factorization and MatMatSolve() for a ScaLAPACK 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.e5*PETSC_MACHINE_EPSILON;
14   PetscMPIInt    size,rank;
15   PetscRandom    rand;
16   const PetscInt *rows,*cols;
17   IS             isrows,iscols;
18   PetscBool      mats_view=PETSC_FALSE;
19 
20   ierr = PetscInitialize(&argc,&argv,(char*) 0,help);if (ierr) return ierr;
21   ierr = MPI_Comm_rank(PETSC_COMM_WORLD,&rank);CHKERRMPI(ierr);
22   ierr = MPI_Comm_size(PETSC_COMM_WORLD,&size);CHKERRMPI(ierr);
23 
24   ierr = PetscRandomCreate(PETSC_COMM_WORLD,&rand);CHKERRQ(ierr);
25   ierr = PetscRandomSetFromOptions(rand);CHKERRQ(ierr);
26 
27   /* Get local dimensions of matrices */
28   ierr = PetscOptionsGetInt(NULL,NULL,"-m",&m,NULL);CHKERRQ(ierr);
29   n    = m;
30   ierr = PetscOptionsGetInt(NULL,NULL,"-n",&n,NULL);CHKERRQ(ierr);
31   p    = m/2;
32   ierr = PetscOptionsGetInt(NULL,NULL,"-p",&p,NULL);CHKERRQ(ierr);
33   ierr = PetscOptionsHasName(NULL,NULL,"-mats_view",&mats_view);CHKERRQ(ierr);
34 
35   /* Create matrix A */
36   ierr = PetscPrintf(PETSC_COMM_WORLD," Create ScaLAPACK matrix A\n");CHKERRQ(ierr);
37   ierr = MatCreate(PETSC_COMM_WORLD,&A);CHKERRQ(ierr);
38   ierr = MatSetSizes(A,m,n,PETSC_DECIDE,PETSC_DECIDE);CHKERRQ(ierr);
39   ierr = MatSetType(A,MATSCALAPACK);CHKERRQ(ierr);
40   ierr = MatSetFromOptions(A);CHKERRQ(ierr);
41   ierr = MatSetUp(A);CHKERRQ(ierr);
42   /* Set local matrix entries */
43   ierr = MatGetOwnershipIS(A,&isrows,&iscols);CHKERRQ(ierr);
44   ierr = ISGetLocalSize(isrows,&nrows);CHKERRQ(ierr);
45   ierr = ISGetIndices(isrows,&rows);CHKERRQ(ierr);
46   ierr = ISGetLocalSize(iscols,&ncols);CHKERRQ(ierr);
47   ierr = ISGetIndices(iscols,&cols);CHKERRQ(ierr);
48   ierr = PetscMalloc1(nrows*ncols,&v);CHKERRQ(ierr);
49   for (i=0;i<nrows;i++) {
50     for (j=0;j<ncols;j++) {
51       ierr = PetscRandomGetValue(rand,&rval);CHKERRQ(ierr);
52       v[i*ncols+j] = rval;
53     }
54   }
55   ierr = MatSetValues(A,nrows,rows,ncols,cols,v,INSERT_VALUES);CHKERRQ(ierr);
56   ierr = MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
57   ierr = MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
58   ierr = ISRestoreIndices(isrows,&rows);CHKERRQ(ierr);
59   ierr = ISRestoreIndices(iscols,&cols);CHKERRQ(ierr);
60   ierr = ISDestroy(&isrows);CHKERRQ(ierr);
61   ierr = ISDestroy(&iscols);CHKERRQ(ierr);
62   ierr = PetscFree(v);CHKERRQ(ierr);
63   if (mats_view) {
64     ierr = PetscPrintf(PETSC_COMM_WORLD, "A: nrows %d, m %d; ncols %d, n %d\n",nrows,m,ncols,n);CHKERRQ(ierr);
65     ierr = MatView(A,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
66   }
67 
68   /* Create rhs matrix B */
69   ierr = PetscPrintf(PETSC_COMM_WORLD," Create rhs matrix B\n");CHKERRQ(ierr);
70   ierr = MatCreate(PETSC_COMM_WORLD,&B);CHKERRQ(ierr);
71   ierr = MatSetSizes(B,m,p,PETSC_DECIDE,PETSC_DECIDE);CHKERRQ(ierr);
72   ierr = MatSetType(B,MATSCALAPACK);CHKERRQ(ierr);
73   ierr = MatSetFromOptions(B);CHKERRQ(ierr);
74   ierr = MatSetUp(B);CHKERRQ(ierr);
75   ierr = MatGetOwnershipIS(B,&isrows,&iscols);CHKERRQ(ierr);
76   ierr = ISGetLocalSize(isrows,&nrows);CHKERRQ(ierr);
77   ierr = ISGetIndices(isrows,&rows);CHKERRQ(ierr);
78   ierr = ISGetLocalSize(iscols,&ncols);CHKERRQ(ierr);
79   ierr = ISGetIndices(iscols,&cols);CHKERRQ(ierr);
80   ierr = PetscMalloc1(nrows*ncols,&v);CHKERRQ(ierr);
81   for (i=0;i<nrows;i++) {
82     for (j=0;j<ncols;j++) {
83       ierr = PetscRandomGetValue(rand,&rval);CHKERRQ(ierr);
84       v[i*ncols+j] = rval;
85     }
86   }
87   ierr = MatSetValues(B,nrows,rows,ncols,cols,v,INSERT_VALUES);CHKERRQ(ierr);
88   ierr = MatAssemblyBegin(B,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
89   ierr = MatAssemblyEnd(B,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
90   ierr = ISRestoreIndices(isrows,&rows);CHKERRQ(ierr);
91   ierr = ISRestoreIndices(iscols,&cols);CHKERRQ(ierr);
92   ierr = ISDestroy(&isrows);CHKERRQ(ierr);
93   ierr = ISDestroy(&iscols);CHKERRQ(ierr);
94   ierr = PetscFree(v);CHKERRQ(ierr);
95   if (mats_view) {
96     ierr = PetscPrintf(PETSC_COMM_WORLD, "B: nrows %d, m %d; ncols %d, p %d\n",nrows,m,ncols,p);CHKERRQ(ierr);
97     ierr = MatView(B,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
98   }
99 
100   /* Create rhs vector b and solution x (same size as b) */
101   ierr = VecCreate(PETSC_COMM_WORLD,&b);CHKERRQ(ierr);
102   ierr = VecSetSizes(b,m,PETSC_DECIDE);CHKERRQ(ierr);
103   ierr = VecSetFromOptions(b);CHKERRQ(ierr);
104   ierr = VecGetArray(b,&barray);CHKERRQ(ierr);
105   for (j=0;j<m;j++) {
106     ierr = PetscRandomGetValue(rand,&rval);CHKERRQ(ierr);
107     barray[j] = rval;
108   }
109   ierr = VecRestoreArray(b,&barray);CHKERRQ(ierr);
110   ierr = VecAssemblyBegin(b);CHKERRQ(ierr);
111   ierr = VecAssemblyEnd(b);CHKERRQ(ierr);
112   if (mats_view) {
113     ierr = PetscSynchronizedPrintf(PETSC_COMM_WORLD, "[%d] b: m %d\n",rank,m);CHKERRQ(ierr);
114     ierr = PetscSynchronizedFlush(PETSC_COMM_WORLD,PETSC_STDOUT);CHKERRQ(ierr);
115     ierr = VecView(b,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
116   }
117   ierr = VecDuplicate(b,&x);CHKERRQ(ierr);
118 
119   /* Create matrix X - same size as B */
120   ierr = PetscPrintf(PETSC_COMM_WORLD," Create solution matrix X\n");CHKERRQ(ierr);
121   ierr = MatDuplicate(B,MAT_DO_NOT_COPY_VALUES,&X);CHKERRQ(ierr);
122 
123   /* Cholesky factorization */
124   /*------------------------*/
125   ierr = PetscPrintf(PETSC_COMM_WORLD," Create ScaLAPACK matrix Aher\n");CHKERRQ(ierr);
126   ierr = MatHermitianTranspose(A,MAT_INITIAL_MATRIX,&Aher);CHKERRQ(ierr);
127   ierr = MatAXPY(Aher,1.0,A,SAME_NONZERO_PATTERN);CHKERRQ(ierr); /* Aher = A + A^T */
128   ierr = MatShift(Aher,100.0);CHKERRQ(ierr);  /* add 100.0 to diagonals of Aher to make it spd */
129   if (mats_view) {
130     ierr = PetscPrintf(PETSC_COMM_WORLD, "Aher:\n");CHKERRQ(ierr);
131     ierr = MatView(Aher,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
132   }
133 
134   /* Cholesky factorization */
135   /*------------------------*/
136   ierr = PetscPrintf(PETSC_COMM_WORLD," Test Cholesky Solver \n");CHKERRQ(ierr);
137   /* In-place Cholesky */
138   /* Create matrix factor G, with a copy of Aher */
139   ierr = MatDuplicate(Aher,MAT_COPY_VALUES,&G);CHKERRQ(ierr);
140 
141   /* G = L * L^T */
142   ierr = MatCholeskyFactor(G,0,0);CHKERRQ(ierr);
143   if (mats_view) {
144     ierr = PetscPrintf(PETSC_COMM_WORLD, "Cholesky Factor G:\n");CHKERRQ(ierr);
145     ierr = MatView(G,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
146   }
147 
148   /* Solve L * L^T x = b and L * L^T * X = B */
149   ierr = MatSolve(G,b,x);CHKERRQ(ierr);
150   ierr = MatMatSolve(G,B,X);CHKERRQ(ierr);
151   ierr = MatDestroy(&G);CHKERRQ(ierr);
152 
153   /* Out-place Cholesky */
154   ierr = MatGetFactor(Aher,MATSOLVERSCALAPACK,MAT_FACTOR_CHOLESKY,&G);CHKERRQ(ierr);
155   ierr = MatCholeskyFactorSymbolic(G,Aher,0,NULL);CHKERRQ(ierr);
156   ierr = MatCholeskyFactorNumeric(G,Aher,NULL);CHKERRQ(ierr);
157   if (mats_view) {
158     ierr = MatView(G,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
159   }
160   ierr = MatSolve(G,b,x);CHKERRQ(ierr);
161   ierr = MatMatSolve(G,B,X);CHKERRQ(ierr);
162   ierr = MatDestroy(&G);CHKERRQ(ierr);
163 
164   /* Check norm(Aher*x - b) */
165   ierr = VecCreate(PETSC_COMM_WORLD,&c);CHKERRQ(ierr);
166   ierr = VecSetSizes(c,m,PETSC_DECIDE);CHKERRQ(ierr);
167   ierr = VecSetFromOptions(c);CHKERRQ(ierr);
168   ierr = MatMult(Aher,x,c);CHKERRQ(ierr);
169   ierr = VecAXPY(c,-1.0,b);CHKERRQ(ierr);
170   ierr = VecNorm(c,NORM_1,&norm);CHKERRQ(ierr);
171   if (norm > tol) {
172     ierr = PetscPrintf(PETSC_COMM_WORLD,"Warning: ||Aher*x - b||=%g for Cholesky\n",(double)norm);CHKERRQ(ierr);
173   }
174 
175   /* Check norm(Aher*X - B) */
176   ierr = MatMatMult(Aher,X,MAT_INITIAL_MATRIX,PETSC_DEFAULT,&C);CHKERRQ(ierr);
177   ierr = MatAXPY(C,-1.0,B,SAME_NONZERO_PATTERN);CHKERRQ(ierr);
178   ierr = MatNorm(C,NORM_1,&norm);CHKERRQ(ierr);
179   if (norm > tol) {
180     ierr = PetscPrintf(PETSC_COMM_WORLD,"Warning: ||Aher*X - B||=%g for Cholesky\n",(double)norm);CHKERRQ(ierr);
181   }
182 
183   /* LU factorization */
184   /*------------------*/
185   ierr = PetscPrintf(PETSC_COMM_WORLD," Test LU Solver \n");CHKERRQ(ierr);
186   /* In-place LU */
187   /* Create matrix factor F, with a copy of A */
188   ierr = MatDuplicate(A,MAT_COPY_VALUES,&F);CHKERRQ(ierr);
189   /* Create vector d to test MatSolveAdd() */
190   ierr = VecDuplicate(x,&d);CHKERRQ(ierr);
191   ierr = VecCopy(x,d);CHKERRQ(ierr);
192 
193   /* PF=LU factorization */
194   ierr = MatLUFactor(F,0,0,NULL);CHKERRQ(ierr);
195 
196   /* Solve LUX = PB */
197   ierr = MatSolveAdd(F,b,d,x);CHKERRQ(ierr);
198   ierr = MatMatSolve(F,B,X);CHKERRQ(ierr);
199   ierr = MatDestroy(&F);CHKERRQ(ierr);
200 
201   /* Check norm(A*X - B) */
202   ierr = VecCreate(PETSC_COMM_WORLD,&e);CHKERRQ(ierr);
203   ierr = VecSetSizes(e,m,PETSC_DECIDE);CHKERRQ(ierr);
204   ierr = VecSetFromOptions(e);CHKERRQ(ierr);
205   ierr = MatMult(A,x,c);CHKERRQ(ierr);
206   ierr = MatMult(A,d,e);CHKERRQ(ierr);
207   ierr = VecAXPY(c,-1.0,e);CHKERRQ(ierr);
208   ierr = VecAXPY(c,-1.0,b);CHKERRQ(ierr);
209   ierr = VecNorm(c,NORM_1,&norm);CHKERRQ(ierr);
210   if (norm > tol) {
211     ierr = PetscPrintf(PETSC_COMM_WORLD,"Warning: ||A*x - b||=%g for LU\n",(double)norm);CHKERRQ(ierr);
212   }
213   /* Reuse product C; replace Aher with A */
214   ierr = MatProductReplaceMats(A,NULL,NULL,C);CHKERRQ(ierr);
215   ierr = MatMatMult(A,X,MAT_REUSE_MATRIX,PETSC_DEFAULT,&C);CHKERRQ(ierr);
216   ierr = MatAXPY(C,-1.0,B,SAME_NONZERO_PATTERN);CHKERRQ(ierr);
217   ierr = MatNorm(C,NORM_1,&norm);CHKERRQ(ierr);
218   if (norm > tol) {
219     ierr = PetscPrintf(PETSC_COMM_WORLD,"Warning: ||A*X - B||=%g for LU\n",(double)norm);CHKERRQ(ierr);
220   }
221 
222   /* Out-place LU */
223   ierr = MatGetFactor(A,MATSOLVERSCALAPACK,MAT_FACTOR_LU,&F);CHKERRQ(ierr);
224   ierr = MatLUFactorSymbolic(F,A,0,0,NULL);CHKERRQ(ierr);
225   ierr = MatLUFactorNumeric(F,A,NULL);CHKERRQ(ierr);
226   if (mats_view) {
227     ierr = MatView(F,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
228   }
229   ierr = MatSolve(F,b,x);CHKERRQ(ierr);
230   ierr = MatMatSolve(F,B,X);CHKERRQ(ierr);
231   ierr = MatDestroy(&F);CHKERRQ(ierr);
232 
233   /* Free space */
234   ierr = MatDestroy(&A);CHKERRQ(ierr);
235   ierr = MatDestroy(&Aher);CHKERRQ(ierr);
236   ierr = MatDestroy(&B);CHKERRQ(ierr);
237   ierr = MatDestroy(&C);CHKERRQ(ierr);
238   ierr = MatDestroy(&X);CHKERRQ(ierr);
239   ierr = VecDestroy(&b);CHKERRQ(ierr);
240   ierr = VecDestroy(&c);CHKERRQ(ierr);
241   ierr = VecDestroy(&d);CHKERRQ(ierr);
242   ierr = VecDestroy(&e);CHKERRQ(ierr);
243   ierr = VecDestroy(&x);CHKERRQ(ierr);
244   ierr = PetscRandomDestroy(&rand);CHKERRQ(ierr);
245   ierr = PetscFinalize();
246   return ierr;
247 }
248 
249 /*TEST
250 
251    build:
252       requires: scalapack
253 
254    test:
255       nsize: 2
256       output_file: output/ex245.out
257 
258    test:
259       suffix: 2
260       nsize: 6
261       output_file: output/ex245.out
262 
263 TEST*/
264