xref: /petsc/src/mat/impls/aij/seq/bas/spbas_cholesky.h (revision 71d55d18a6cc105fecd21255dfee54cec910a2af)

/*
   spbas_cholesky_row_alloc:
      in the data arrays, find a place where another row may be stored.
      Return PETSC_ERR_MEM if there is insufficient space to store the
      row, so garbage collection and/or re-allocation may be done.
*/
#undef __FUNCT__
#define __FUNCT__ "spbas_cholesky_row_alloc"
PetscErrorCode spbas_cholesky_row_alloc(spbas_matrix retval, PetscInt k, PetscInt r_nnz,PetscInt * n_alloc_used)
{
   PetscFunctionBegin;
   retval.icols[k]  = &retval.alloc_icol[*n_alloc_used];
   retval.values[k] = &retval.alloc_val[*n_alloc_used];
   *n_alloc_used   += r_nnz;
   if (*n_alloc_used > retval.n_alloc_icol)
   {
      PetscFunctionReturn(PETSC_ERR_MEM);
   }
   else
   {
      PetscFunctionReturn(0);
   }
}


/*
  spbas_cholesky_garbage_collect:
     move the rows which have been calculated so far, as well as
     those currently under construction, to the front of the
     array, while putting them in the proper order.
     When it seems necessary, enlarge the current arrays.

     NB: re-allocation is being simulated using
         PetscMalloc, memcpy, PetscFree, because
         PetscRealloc does not seem to exist.

*/
#undef __FUNCT__
#define __FUNCT__ "spbas_cholesky_garbage_collect"
PetscErrorCode spbas_cholesky_garbage_collect(
      spbas_matrix * result, /* I/O: the Cholesky factor matrix being constructed.
                                   Only the storage, not the contents of this matrix
                                   is changed in this function */
      PetscInt i_row,             /* I  : Number of rows for which the final contents are
				     known */
      PetscInt *n_row_alloc_ok,   /* I/O: Number of rows which are already in their final
				     places in the arrays: they need not be moved any more */
      PetscInt *n_alloc_used,     /* I/O:  */
      PetscInt *max_row_nnz       /*I  : Over-estimate of the number of nonzeros needed to
				    store each row */
     )
{


  /* PSEUDO-CODE:
    1. Choose the appropriate size for the arrays
    2. Rescue the arrays which would be lost during garbage collection
    3. Reallocate and correct administration
    4. Move all arrays so that they are in proper order */

   PetscInt i,j;
   PetscInt nrows = result->nrows;
   PetscInt n_alloc_ok=0;
   PetscInt n_alloc_ok_max=0;

   PetscErrorCode ierr;
   PetscInt need_already= 0;
   PetscInt n_rows_ahead=0;
   PetscInt max_need_extra= 0;
   PetscInt n_alloc_max, n_alloc_est, n_alloc;
   PetscInt n_alloc_now = result->n_alloc_icol;
   PetscInt *alloc_icol_old = result->alloc_icol;
   PetscScalar *alloc_val_old  = result->alloc_val;
   PetscInt *icol_rescue;
   PetscScalar *val_rescue;
   PetscInt n_rescue;
   PetscInt n_row_rescue;
   PetscInt i_here, i_last, n_copy;
   const PetscReal xtra_perc = 20;

   PetscFunctionBegin;

   /*********************************************************
    1. Choose appropriate array size
    Count number of rows and memory usage which is already final */
   for (i=0;i<i_row; i++)
   {
      n_alloc_ok += result->row_nnz[i];
      n_alloc_ok_max += max_row_nnz[i];
   }

   /* Count currently needed memory usage and future memory requirements
      (max, predicted)*/
   for (i=i_row; i<nrows; i++)
   {
      if (result->row_nnz[i]==0)
      {
         max_need_extra  += max_row_nnz[i];
      }
      else
      {
         need_already    += max_row_nnz[i];
         n_rows_ahead++;
      }
   }

   /* Make maximal and realistic memory requirement estimates */
   n_alloc_max = n_alloc_ok + need_already + max_need_extra;
   n_alloc_est = n_alloc_ok + need_already + (int) (((PetscReal) max_need_extra) *
						    ((PetscReal) n_alloc_ok) /((PetscReal) n_alloc_ok_max));

   /* Choose array sizes */
   if (n_alloc_max == n_alloc_est)
      { n_alloc = n_alloc_max; }
   else if (n_alloc_now >= n_alloc_est)
      { n_alloc = n_alloc_now; }
   else if (n_alloc_max < n_alloc_est * (1+xtra_perc/100.0))
      { n_alloc  = n_alloc_max;  }
   else
      { n_alloc = (int) (n_alloc_est * (1+xtra_perc/100.0)); }

   /* If new estimate is less than what we already have,
      don't reallocate, just garbage-collect */
   if (n_alloc_max != n_alloc_est && n_alloc < result->n_alloc_icol)
   {
      n_alloc = result->n_alloc_icol;
   }

   /* Motivate dimension choice */
   ierr = PetscInfo1(PETSC_NULL,"   Allocating %d nonzeros: ",n_alloc);CHKERRQ(ierr);
   if (n_alloc_max == n_alloc_est)
      { ierr = PetscInfo(PETSC_NULL,"this is the correct size\n");CHKERRQ(ierr); }
   else if (n_alloc_now >= n_alloc_est)
      { ierr = PetscInfo(PETSC_NULL,"the current size, which seems enough\n");CHKERRQ(ierr); }
   else if (n_alloc_max < n_alloc_est * (1+xtra_perc/100.0))
      { ierr = PetscInfo(PETSC_NULL,"the maximum estimate\n");CHKERRQ(ierr); }
   else
      { ierr = PetscInfo1(PETSC_NULL,"%6.2f %% more than the estimate\n",xtra_perc);CHKERRQ(ierr); }


   /**********************************************************
    2. Rescue arrays which would be lost
    Count how many rows and nonzeros will have to be rescued
    when moving all arrays in place */
   n_row_rescue = 0; n_rescue = 0;
   if (*n_row_alloc_ok==0) { *n_alloc_used = 0; }
   else
   {
      i = *n_row_alloc_ok - 1;
      *n_alloc_used = (result->icols[i]-result->alloc_icol) +
                       result->row_nnz[i];
   }

   for (i=*n_row_alloc_ok; i<nrows; i++)
   {
      i_here = result->icols[i]-result->alloc_icol;
      i_last = i_here + result->row_nnz[i];
      if (result->row_nnz[i]>0)
      {
         if (*n_alloc_used > i_here || i_last > n_alloc)
         {
            n_rescue += result->row_nnz[i];
            n_row_rescue++;
         }

         if (i<i_row) {  *n_alloc_used += result->row_nnz[i];}
         else         {  *n_alloc_used += max_row_nnz[i];}
      }
   }

   /* Allocate rescue arrays */
   ierr = PetscMalloc( n_rescue * sizeof(int), &icol_rescue);
   CHKERRQ(ierr);
   ierr = PetscMalloc( n_rescue * sizeof(PetscScalar), &val_rescue);
   CHKERRQ(ierr);

   /* Rescue the arrays which need rescuing */
   n_row_rescue = 0; n_rescue = 0;
   if (*n_row_alloc_ok==0) { *n_alloc_used = 0; }
   else
   {
      i = *n_row_alloc_ok - 1;
      *n_alloc_used = (result->icols[i]-result->alloc_icol) +
                       result->row_nnz[i];
   }

   for (i=*n_row_alloc_ok; i<nrows; i++)
   {
      i_here = result->icols[i]-result->alloc_icol;
      i_last = i_here + result->row_nnz[i];
      if (result->row_nnz[i]>0)
      {
         if (*n_alloc_used > i_here || i_last > n_alloc)
         {
            memcpy((void*) &icol_rescue[n_rescue],
                   (void*) result->icols[i],
                    result->row_nnz[i] * sizeof(int));
            memcpy((void*) &val_rescue[n_rescue],
                   (void*) result->values[i],
                   result->row_nnz[i] * sizeof(PetscScalar));
            n_rescue += result->row_nnz[i];
            n_row_rescue++;
         }

         if (i<i_row) {  *n_alloc_used += result->row_nnz[i];}
         else         {  *n_alloc_used += max_row_nnz[i];}
      }
   }

   /**********************************************************
    3. Reallocate and correct administration */

   if (n_alloc != result->n_alloc_icol)
   {
      n_copy = MIN(n_alloc,result->n_alloc_icol);

      /* PETSC knows no REALLOC, so we'll REALLOC ourselves.

	 Allocate new icol-data, copy old contents */
      ierr = PetscMalloc(  n_alloc * sizeof(int),
                           &result->alloc_icol); CHKERRQ(ierr);
      memcpy(result->alloc_icol, alloc_icol_old, n_copy*sizeof(int));

      /* Update administration, Reset pointers to new arrays  */
      result->n_alloc_icol = n_alloc;
      for (i=0; i<nrows; i++)
      {
          result->icols[i] =  result->alloc_icol +
                  (result->icols[i]  - alloc_icol_old);
          result->values[i] =  result->alloc_val +
                  (result->icols[i]  - result->alloc_icol);
      }

      /* Delete old array */
      ierr = PetscFree(alloc_icol_old);  CHKERRQ(ierr);

      /* Allocate new value-data, copy old contents */
      ierr = PetscMalloc(  n_alloc * sizeof(PetscScalar),
                           &result->alloc_val); CHKERRQ(ierr);
      memcpy(result->alloc_val, alloc_val_old, n_copy*sizeof(PetscScalar));

      /* Update administration, Reset pointers to new arrays  */
      result->n_alloc_val  = n_alloc;
      for (i=0; i<nrows; i++)
      {
          result->values[i] =  result->alloc_val +
                  (result->icols[i]  - result->alloc_icol);
      }

      /* Delete old array */
      ierr = PetscFree(alloc_val_old);  CHKERRQ(ierr);
   }


   /*********************************************************
    4. Copy all the arrays to their proper places */
   n_row_rescue = 0; n_rescue = 0;
   if (*n_row_alloc_ok==0) { *n_alloc_used = 0; }
   else
   {
      i = *n_row_alloc_ok - 1;
      *n_alloc_used = (result->icols[i]-result->alloc_icol) +
                       result->row_nnz[i];
   }

   for (i=*n_row_alloc_ok; i<nrows; i++)
   {
      i_here = result->icols[i]-result->alloc_icol;
      i_last = i_here + result->row_nnz[i];

      result->icols[i] = result->alloc_icol + *n_alloc_used;
      result->values[i]= result->alloc_val  + *n_alloc_used;

      if (result->row_nnz[i]>0)
      {
         if (*n_alloc_used > i_here || i_last > n_alloc)
         {
            memcpy((void*) result->icols[i],
                   (void*) &icol_rescue[n_rescue],
                    result->row_nnz[i] * sizeof(int));
            memcpy((void*) result->values[i],
                   (void*) &val_rescue[n_rescue],
                    result->row_nnz[i] * sizeof(PetscScalar));
            n_rescue += result->row_nnz[i];
            n_row_rescue++;
         }
         else
         {
            for (j=0; j<result->row_nnz[i]; j++)
            {
                result->icols[i][j]   = result->alloc_icol[i_here+j];
                result->values[i][j]  = result->alloc_val[ i_here+j];
            }
         }
         if (i<i_row) {  *n_alloc_used += result->row_nnz[i];}
         else         {  *n_alloc_used += max_row_nnz[i];}
      }
   }

   /* Delete the rescue arrays */
   ierr = PetscFree(icol_rescue); CHKERRQ(ierr);
   ierr = PetscFree(val_rescue);  CHKERRQ(ierr);
   *n_row_alloc_ok = i_row;

   PetscFunctionReturn(0);

}

/*
  spbas_incomplete_cholesky:
     incomplete Cholesky decomposition of a square, symmetric,
     positive definite matrix.

     In case negative diagonals are encountered, function returns
     NEGATIVE_DIAGONAL. When this happens, call this function again
     with a larger epsdiag_in, a less sparse pattern, and/or a smaller
     droptol
*/
#undef __FUNCT__
#define __FUNCT__ "spbas_incomplete_cholesky"
PetscErrorCode spbas_incomplete_cholesky(
        Mat A, const PetscInt *rip, const PetscInt *riip,
        spbas_matrix pattern,
        PetscReal droptol, PetscReal epsdiag_in,
        spbas_matrix * matrix_L)
{
   PetscInt jL;
   Mat_SeqAIJ     *a=(Mat_SeqAIJ*)A->data;
   PetscInt       *ai=a->i,*aj=a->j;
   MatScalar      *aa=a->a;
   PetscInt nrows, ncols;
   PetscInt *max_row_nnz;
   PetscErrorCode ierr;
   spbas_matrix retval;
   PetscScalar * diag;
   PetscScalar * val;
   PetscScalar * lvec;
   PetscScalar epsdiag;
   PetscInt i,j,k;
   const PetscTruth do_values = PETSC_TRUE;
   PetscInt * r1_icol; PetscScalar *r1_val;
   PetscInt * r_icol; PetscInt r_nnz; PetscScalar *r_val;
   PetscInt * A_icol; PetscInt A_nnz; PetscScalar *A_val;
   PetscInt * p_icol; PetscInt p_nnz;
   PetscInt n_row_alloc_ok = 0;  /* number of rows which have been stored
				    correctly in the matrix */
   PetscInt n_alloc_used = 0;    /* part of result->icols and result->values
				    which is currently being used */
   PetscFunctionBegin;

   /* Convert the Manteuffel shift from 'fraction of average diagonal' to
      dimensioned value */
   ierr = MatGetSize(A, &nrows, &ncols); CHKERRQ(ierr);
   ierr = MatGetTrace(A, &epsdiag); CHKERRQ(ierr);
   epsdiag *= epsdiag_in / nrows;
   ierr = PetscInfo2(PETSC_NULL,"   Dimensioned Manteuffel shift %G Drop tolerance %G\n", PetscRealPart(epsdiag),droptol);CHKERRQ(ierr);

   if (droptol<1e-10) {droptol=1e-10;}

   if ( (nrows != pattern.nrows) ||
        (ncols != pattern.ncols) ||
        (ncols != nrows) )
   {
      SETERRQ( PETSC_ERR_ARG_INCOMP,
               "Dimension error in spbas_incomplete_cholesky\n");
   }

   retval.nrows = nrows;
   retval.ncols = nrows;
   retval.nnz   = pattern.nnz/10;
   retval.col_idx_type = SPBAS_COLUMN_NUMBERS;
   retval.block_data = PETSC_TRUE;

   ierr =  spbas_allocate_pattern(&retval, do_values); CHKERRQ(ierr);
   memset((void*) retval.row_nnz, 0, nrows*sizeof(int));
   ierr =  spbas_allocate_data(&retval); CHKERRQ(ierr);
   retval.nnz   = 0;

   ierr = PetscMalloc(nrows*sizeof(PetscScalar), &diag); CHKERRQ(ierr);
   ierr = PetscMalloc(nrows*sizeof(PetscScalar), &val);  CHKERRQ(ierr);
   ierr = PetscMalloc(nrows*sizeof(PetscScalar), &lvec); CHKERRQ(ierr);
   ierr = PetscMalloc(nrows*sizeof(int), &max_row_nnz);  CHKERRQ(ierr);
   if (!(diag && val && lvec && max_row_nnz))
   {
      SETERRQ( PETSC_ERR_MEM,
              "Allocation error in spbas_incomplete_cholesky\n");
   }

   memset((void*) val, 0, nrows*sizeof(PetscScalar));
   memset((void*) lvec, 0, nrows*sizeof(PetscScalar));
   memset((void*) max_row_nnz, 0, nrows*sizeof(int));

   /* Check correct format of sparseness pattern */
   if (pattern.col_idx_type != SPBAS_DIAGONAL_OFFSETS)
   {
      SETERRQ( PETSC_ERR_SUP_SYS,
               "Error in spbas_incomplete_cholesky: must have diagonal offsets in pattern\n");
   }

   /* Count the nonzeros on transpose of pattern */
   for (i = 0; i<nrows; i++)
   {
      p_nnz  = pattern.row_nnz[i];
      p_icol = pattern.icols[i];
      for (j=0; j<p_nnz; j++)
      {
         max_row_nnz[i+p_icol[j]]++;
      }
   }

   /* Calculate rows of L */
   for (i = 0; i<nrows; i++)
   {
      p_nnz  = pattern.row_nnz[i];
      p_icol = pattern.icols[i];

      r_nnz  = retval.row_nnz[i];
      r_icol = retval.icols[i];
      r_val  = retval.values[i];
      A_nnz  = ai[rip[i]+1] - ai[rip[i]];
      A_icol = &aj[ai[rip[i]]];
      A_val  = &aa[ai[rip[i]]];

      /* Calculate  val += A(i,i:n)'; */
      for (j=0; j<A_nnz; j++)
      {
         k = riip[A_icol[j]];
         if (k>=i) { val[k] = A_val[j]; }
      }

      /*  Add regularization */
      val[i] += epsdiag;

      /* Calculate lvec   = diag(D(0:i-1)) * L(0:i-1,i);
	 val(i) = A(i,i) - L(0:i-1,i)' * lvec */
      for ( j=0; j<r_nnz; j++)
      {
         k           = r_icol[j];
         lvec[k]     = diag[k] * r_val[j];
         val[i]     -= r_val[j] * lvec[k];
      }

      /* Calculate the new diagonal */
      diag[i] = val[i];
      if (PetscRealPart(diag[i])<droptol)
      {
         ierr = PetscInfo(PETSC_NULL,"Error in spbas_incomplete_cholesky:\n");
         ierr = PetscInfo1(PETSC_NULL,"Negative diagonal in row %d\n",i+1);

         /* Delete the whole matrix at once. */
         ierr = spbas_delete(retval);
         return NEGATIVE_DIAGONAL;
      }

      /* If necessary, allocate arrays */
      if (r_nnz==0)
      {
         ierr = spbas_cholesky_row_alloc( retval, i, 1, &n_alloc_used);
         if (ierr == PETSC_ERR_MEM)
         {
            ierr = spbas_cholesky_garbage_collect( &retval,  i, &n_row_alloc_ok,
                               &n_alloc_used, max_row_nnz);
            CHKERRQ(ierr);
            ierr = spbas_cholesky_row_alloc( retval, i, 1, &n_alloc_used);
         }
         CHKERRQ(ierr);
         r_icol = retval.icols[i];
         r_val  = retval.values[i];
      }

      /* Now, fill in */
      r_icol[r_nnz] = i;
      r_val [r_nnz] = 1.0;
      r_nnz++;
      retval.row_nnz[i]++;

      retval.nnz += r_nnz;

      /* Calculate
         val(i+1:n) = (A(i,i+1:n)- L(0:i-1,i+1:n)' * lvec)/diag(i) */
      for (j=1; j<p_nnz; j++)
      {
         k = i+p_icol[j];
         r1_icol = retval.icols[k];
         r1_val  = retval.values[k];
         for (jL=0; jL<retval.row_nnz[k]; jL++)
         {
            val[k] -= r1_val[jL] * lvec[r1_icol[jL]];
         }
         val[k] /= diag[i];

         if (PetscAbsScalar(val[k]) > droptol || PetscAbsScalar(val[k])< -droptol)
         {
	   /* If necessary, allocate arrays */
            if (retval.row_nnz[k]==0)
            {
               ierr = spbas_cholesky_row_alloc( retval, k, max_row_nnz[k],
                            &n_alloc_used);
               if (ierr == PETSC_ERR_MEM)
               {
                  ierr = spbas_cholesky_garbage_collect(
                                     &retval,  i, &n_row_alloc_ok,
                                     &n_alloc_used, max_row_nnz);
                  CHKERRQ(ierr);
                  ierr = spbas_cholesky_row_alloc( retval, k, max_row_nnz[k],
                            &n_alloc_used);
                  r_icol = retval.icols[i];
                  r_val  = retval.values[i];
               }
               CHKERRQ(ierr);
            }

            retval.icols[k][retval.row_nnz[k]] = i;
            retval.values[k][retval.row_nnz[k]] = val[k];
            retval.row_nnz[k]++;
         }
         val[k] = 0;
      }

      /*Erase the values used in the work arrays */
      for (j=0; j<r_nnz; j++) { lvec[r_icol[j]] = 0; }
   }

   ierr=PetscFree(lvec); CHKERRQ(ierr); ierr=PetscFree(val); CHKERRQ(ierr);

   ierr = spbas_cholesky_garbage_collect( &retval, nrows, &n_row_alloc_ok,
                                     &n_alloc_used, max_row_nnz);
   ierr=PetscFree(max_row_nnz); CHKERRQ(ierr);

   /* Place the inverse of the diagonals in the matrix */
   for (i=0; i<nrows; i++)
   {
      r_nnz = retval.row_nnz[i];
      retval.values[i][r_nnz-1] = 1.0 / diag[i];
      for (j=0; j<r_nnz-1; j++)
      {
         retval.values[i][j] *= -1;
      }
   }
   ierr=PetscFree(diag); CHKERRQ(ierr);


   *matrix_L = retval;

   PetscFunctionReturn(0);
}