1ceb9aaf7SBarry Smith 2af0996ceSBarry Smith #include <petsc/private/matimpl.h> /*I "petscmat.h" I*/ 3ceb9aaf7SBarry Smith 4ceb9aaf7SBarry Smith typedef struct { 5986c4d72SJose E. Roman Mat A; /* sparse matrix */ 6986c4d72SJose E. Roman Mat U,V; /* dense tall-skinny matrices */ 7986c4d72SJose E. Roman Vec c; /* sequential vector containing the diagonal of C */ 8986c4d72SJose E. Roman Vec work1,work2; /* sequential vectors that hold partial products */ 9ab92ecdeSBarry Smith PetscMPIInt nwork; /* length of work vectors */ 10*0575051bSJose E. Roman Vec xl,yl; /* auxiliary sequential vectors for matmult operation */ 11ab92ecdeSBarry Smith } Mat_LRC; 12ab92ecdeSBarry Smith 13ab92ecdeSBarry Smith 14ceb9aaf7SBarry Smith #undef __FUNCT__ 15ab92ecdeSBarry Smith #define __FUNCT__ "MatMult_LRC" 16ab92ecdeSBarry Smith PetscErrorCode MatMult_LRC(Mat N,Vec x,Vec y) 17ceb9aaf7SBarry Smith { 18ab92ecdeSBarry Smith Mat_LRC *Na = (Mat_LRC*)N->data; 19ceb9aaf7SBarry Smith PetscErrorCode ierr; 20ab92ecdeSBarry Smith PetscScalar *w1,*w2; 21*0575051bSJose E. Roman const PetscScalar *a; 22ceb9aaf7SBarry Smith 23ceb9aaf7SBarry Smith PetscFunctionBegin; 24*0575051bSJose E. Roman ierr = VecGetArrayRead(x,&a);CHKERRQ(ierr); 25*0575051bSJose E. Roman ierr = VecPlaceArray(Na->xl,a);CHKERRQ(ierr); 26*0575051bSJose E. Roman ierr = VecGetLocalVector(y,Na->yl);CHKERRQ(ierr); 27*0575051bSJose E. Roman 28ab92ecdeSBarry Smith /* multiply the local part of V with the local part of x */ 29*0575051bSJose E. Roman #if defined(PETSC_USE_COMPLEX) 30*0575051bSJose E. Roman ierr = MatMultHermitianTranspose(Na->V,Na->xl,Na->work1);CHKERRQ(ierr); 31*0575051bSJose E. Roman #else 32*0575051bSJose E. Roman ierr = MatMultTranspose(Na->V,Na->xl,Na->work1);CHKERRQ(ierr); 33*0575051bSJose E. Roman #endif 34ab92ecdeSBarry Smith 3586eed97dSJose E. Roman /* form the sum of all the local multiplies: this is work2 = V'*x = 36ab92ecdeSBarry Smith sum_{all processors} work1 */ 37ab92ecdeSBarry Smith ierr = VecGetArray(Na->work1,&w1);CHKERRQ(ierr); 38ab92ecdeSBarry Smith ierr = VecGetArray(Na->work2,&w2);CHKERRQ(ierr); 39b2566f29SBarry Smith ierr = MPIU_Allreduce(w1,w2,Na->nwork,MPIU_SCALAR,MPIU_SUM,PetscObjectComm((PetscObject)N));CHKERRQ(ierr); 40ab92ecdeSBarry Smith ierr = VecRestoreArray(Na->work1,&w1);CHKERRQ(ierr); 41ab92ecdeSBarry Smith ierr = VecRestoreArray(Na->work2,&w2);CHKERRQ(ierr); 42ab92ecdeSBarry Smith 43986c4d72SJose E. Roman if (Na->c) { /* work2 = C*work2 */ 44986c4d72SJose E. Roman ierr = VecPointwiseMult(Na->work2,Na->c,Na->work2);CHKERRQ(ierr); 45986c4d72SJose E. Roman } 46986c4d72SJose E. Roman 4786eed97dSJose E. Roman if (Na->A) { 4886eed97dSJose E. Roman /* form y = A*x */ 4986eed97dSJose E. Roman ierr = MatMult(Na->A,x,y);CHKERRQ(ierr); 5086eed97dSJose E. Roman /* multiply-add y = y + U*work2 */ 51*0575051bSJose E. Roman ierr = MatMultAdd(Na->U,Na->work2,Na->yl,Na->yl);CHKERRQ(ierr); 5286eed97dSJose E. Roman } else { 5386eed97dSJose E. Roman /* multiply y = U*work2 */ 54*0575051bSJose E. Roman ierr = MatMult(Na->U,Na->work2,Na->yl);CHKERRQ(ierr); 5586eed97dSJose E. Roman } 56*0575051bSJose E. Roman 57*0575051bSJose E. Roman ierr = VecRestoreArrayRead(x,&a);CHKERRQ(ierr); 58*0575051bSJose E. Roman ierr = VecResetArray(Na->xl);CHKERRQ(ierr); 59*0575051bSJose E. Roman ierr = VecRestoreLocalVector(y,Na->yl);CHKERRQ(ierr); 60ceb9aaf7SBarry Smith PetscFunctionReturn(0); 61ceb9aaf7SBarry Smith } 62ceb9aaf7SBarry Smith 63ceb9aaf7SBarry Smith #undef __FUNCT__ 64ab92ecdeSBarry Smith #define __FUNCT__ "MatDestroy_LRC" 65ab92ecdeSBarry Smith PetscErrorCode MatDestroy_LRC(Mat N) 66ceb9aaf7SBarry Smith { 67ab92ecdeSBarry Smith Mat_LRC *Na = (Mat_LRC*)N->data; 68ceb9aaf7SBarry Smith PetscErrorCode ierr; 69ceb9aaf7SBarry Smith 70ceb9aaf7SBarry Smith PetscFunctionBegin; 71bf0cc555SLisandro Dalcin ierr = MatDestroy(&Na->A);CHKERRQ(ierr); 72bf0cc555SLisandro Dalcin ierr = MatDestroy(&Na->U);CHKERRQ(ierr); 73bf0cc555SLisandro Dalcin ierr = MatDestroy(&Na->V);CHKERRQ(ierr); 74986c4d72SJose E. Roman ierr = VecDestroy(&Na->c);CHKERRQ(ierr); 756bf464f9SBarry Smith ierr = VecDestroy(&Na->work1);CHKERRQ(ierr); 766bf464f9SBarry Smith ierr = VecDestroy(&Na->work2);CHKERRQ(ierr); 77*0575051bSJose E. Roman ierr = VecDestroy(&Na->xl);CHKERRQ(ierr); 78*0575051bSJose E. Roman ierr = VecDestroy(&Na->yl);CHKERRQ(ierr); 79bf0cc555SLisandro Dalcin ierr = PetscFree(N->data);CHKERRQ(ierr); 80ceb9aaf7SBarry Smith PetscFunctionReturn(0); 81ceb9aaf7SBarry Smith } 82ceb9aaf7SBarry Smith 83ceb9aaf7SBarry Smith #undef __FUNCT__ 84ab92ecdeSBarry Smith #define __FUNCT__ "MatCreateLRC" 85ceb9aaf7SBarry Smith /*@ 86986c4d72SJose E. Roman MatCreateLRC - Creates a new matrix object that behaves like A + U*C*V' 87ceb9aaf7SBarry Smith 88ceb9aaf7SBarry Smith Collective on Mat 89ceb9aaf7SBarry Smith 909d9032efSJose E. Roman Input Parameters: 9186eed97dSJose E. Roman + A - the (sparse) matrix (can be NULL) 92986c4d72SJose E. Roman . U, V - two dense rectangular (tall and skinny) matrices 93986c4d72SJose E. Roman - c - a sequential vector containing the diagonal of C (can be NULL) 94ceb9aaf7SBarry Smith 95ceb9aaf7SBarry Smith Output Parameter: 96986c4d72SJose E. Roman . N - the matrix that represents A + U*C*V' 97ceb9aaf7SBarry Smith 989d9032efSJose E. Roman Notes: 99986c4d72SJose E. Roman The matrix A + U*C*V' is not formed! Rather the new matrix 100ceb9aaf7SBarry Smith object performs the matrix-vector product by first multiplying by 1019d9032efSJose E. Roman A and then adding the other term. 1029d9032efSJose E. Roman 103986c4d72SJose E. Roman C is a diagonal matrix (represented as a vector) of order k, 104986c4d72SJose E. Roman where k is the number of columns of both U and V. 10586eed97dSJose E. Roman 106986c4d72SJose E. Roman If A is NULL then the new object behaves like a low-rank matrix U*C*V'. 107986c4d72SJose E. Roman 108986c4d72SJose E. Roman Use V=U (or V=NULL) for a symmetric low-rank correction, A + U*C*U'. 109986c4d72SJose E. Roman 110986c4d72SJose E. Roman If c is NULL then the low-rank correction is just U*V'. 11186eed97dSJose E. Roman 1129d9032efSJose E. Roman Level: intermediate 113ceb9aaf7SBarry Smith @*/ 114986c4d72SJose E. Roman PetscErrorCode MatCreateLRC(Mat A,Mat U,Vec c,Mat V,Mat *N) 115ceb9aaf7SBarry Smith { 116ceb9aaf7SBarry Smith PetscErrorCode ierr; 117986c4d72SJose E. Roman PetscBool match; 1189d9032efSJose E. Roman PetscInt m,n,k,m1,n1,k1; 119ab92ecdeSBarry Smith Mat_LRC *Na; 120ceb9aaf7SBarry Smith 121ceb9aaf7SBarry Smith PetscFunctionBegin; 12286eed97dSJose E. Roman if (A) PetscValidHeaderSpecific(A,MAT_CLASSID,1); 1239d9032efSJose E. Roman PetscValidHeaderSpecific(U,MAT_CLASSID,2); 124986c4d72SJose E. Roman if (c) PetscValidHeaderSpecific(c,VEC_CLASSID,3); 125986c4d72SJose E. Roman if (V) PetscValidHeaderSpecific(V,MAT_CLASSID,4); 12686eed97dSJose E. Roman else V=U; 12786eed97dSJose E. Roman if (A) PetscCheckSameComm(A,1,U,2); 128986c4d72SJose E. Roman PetscCheckSameComm(U,2,V,4); 129986c4d72SJose E. Roman 130986c4d72SJose E. Roman ierr = PetscObjectTypeCompareAny((PetscObject)U,&match,MATSEQDENSE,MATMPIDENSE,"");CHKERRQ(ierr); 131986c4d72SJose E. Roman if (!match) SETERRQ(PetscObjectComm((PetscObject)U),PETSC_ERR_SUP,"Matrix U must be of type dense"); 132986c4d72SJose E. Roman if (V) { 133986c4d72SJose E. Roman ierr = PetscObjectTypeCompareAny((PetscObject)V,&match,MATSEQDENSE,MATMPIDENSE,"");CHKERRQ(ierr); 134986c4d72SJose E. Roman if (!match) SETERRQ(PetscObjectComm((PetscObject)V),PETSC_ERR_SUP,"Matrix V must be of type dense"); 135986c4d72SJose E. Roman } 1369d9032efSJose E. Roman 1379d9032efSJose E. Roman ierr = MatGetSize(U,NULL,&k);CHKERRQ(ierr); 1389d9032efSJose E. Roman ierr = MatGetSize(V,NULL,&k1);CHKERRQ(ierr); 1399d9032efSJose E. Roman if (k!=k1) SETERRQ(PetscObjectComm((PetscObject)U),PETSC_ERR_ARG_INCOMP,"U and V have different number of columns"); 1409d9032efSJose E. Roman ierr = MatGetLocalSize(U,&m,NULL);CHKERRQ(ierr); 1419d9032efSJose E. Roman ierr = MatGetLocalSize(V,&n,NULL);CHKERRQ(ierr); 14286eed97dSJose E. Roman if (A) { 1439d9032efSJose E. Roman ierr = MatGetLocalSize(A,&m1,&n1);CHKERRQ(ierr); 1449d9032efSJose E. Roman if (m!=m1) SETERRQ(PetscObjectComm((PetscObject)U),PETSC_ERR_ARG_INCOMP,"Local dimensions of U and A do not match"); 1459d9032efSJose E. Roman if (n!=n1) SETERRQ(PetscObjectComm((PetscObject)V),PETSC_ERR_ARG_INCOMP,"Local dimensions of V and A do not match"); 14686eed97dSJose E. Roman } 147986c4d72SJose E. Roman if (c) { 148986c4d72SJose E. Roman ierr = VecGetSize(c,&k1);CHKERRQ(ierr); 149986c4d72SJose E. Roman if (k!=k1) SETERRQ(PetscObjectComm((PetscObject)c),PETSC_ERR_ARG_INCOMP,"The length of c does not match the number of columns of U and V"); 150986c4d72SJose E. Roman ierr = VecGetLocalSize(c,&k1);CHKERRQ(ierr); 151986c4d72SJose E. Roman if (k!=k1) SETERRQ(PetscObjectComm((PetscObject)c),PETSC_ERR_ARG_INCOMP,"c must be a sequential vector"); 152986c4d72SJose E. Roman } 1539d9032efSJose E. Roman 15486eed97dSJose E. Roman ierr = MatCreate(PetscObjectComm((PetscObject)U),N);CHKERRQ(ierr); 1559d9032efSJose E. Roman ierr = MatSetSizes(*N,m,n,PETSC_DECIDE,PETSC_DECIDE);CHKERRQ(ierr); 156ab92ecdeSBarry Smith ierr = PetscObjectChangeTypeName((PetscObject)*N,MATLRC);CHKERRQ(ierr); 157ceb9aaf7SBarry Smith 158b00a9115SJed Brown ierr = PetscNewLog(*N,&Na);CHKERRQ(ierr); 15938f2d2fdSLisandro Dalcin (*N)->data = (void*)Na; 160ceb9aaf7SBarry Smith Na->A = A; 161986c4d72SJose E. Roman Na->c = c; 162ab92ecdeSBarry Smith 163ab92ecdeSBarry Smith ierr = MatDenseGetLocalMatrix(U,&Na->U);CHKERRQ(ierr); 164ab92ecdeSBarry Smith ierr = MatDenseGetLocalMatrix(V,&Na->V);CHKERRQ(ierr); 16586eed97dSJose E. Roman if (A) { ierr = PetscObjectReference((PetscObject)A);CHKERRQ(ierr); } 166ab92ecdeSBarry Smith ierr = PetscObjectReference((PetscObject)Na->U);CHKERRQ(ierr); 167ab92ecdeSBarry Smith ierr = PetscObjectReference((PetscObject)Na->V);CHKERRQ(ierr); 168986c4d72SJose E. Roman if (c) { ierr = PetscObjectReference((PetscObject)c);CHKERRQ(ierr); } 169ceb9aaf7SBarry Smith 170d0f46423SBarry Smith ierr = VecCreateSeq(PETSC_COMM_SELF,U->cmap->N,&Na->work1);CHKERRQ(ierr); 171ab92ecdeSBarry Smith ierr = VecDuplicate(Na->work1,&Na->work2);CHKERRQ(ierr); 172986c4d72SJose E. Roman ierr = PetscMPIIntCast(U->cmap->N,&Na->nwork);CHKERRQ(ierr); 173ab92ecdeSBarry Smith 174*0575051bSJose E. Roman ierr = VecCreateSeqWithArray(PETSC_COMM_SELF,1,V->rmap->n,NULL,&Na->xl);CHKERRQ(ierr); 175*0575051bSJose E. Roman ierr = VecCreateSeqWithArray(PETSC_COMM_SELF,1,U->rmap->n,NULL,&Na->yl);CHKERRQ(ierr); 176*0575051bSJose E. Roman 177ab92ecdeSBarry Smith (*N)->ops->destroy = MatDestroy_LRC; 178ab92ecdeSBarry Smith (*N)->ops->mult = MatMult_LRC; 179ceb9aaf7SBarry Smith (*N)->assembled = PETSC_TRUE; 18026c5da1bSJose E. Roman (*N)->preallocated = PETSC_TRUE; 1819d9032efSJose E. Roman (*N)->cmap->N = V->rmap->N; 1829d9032efSJose E. Roman (*N)->rmap->N = U->rmap->N; 1839d9032efSJose E. Roman (*N)->cmap->n = V->rmap->n; 1849d9032efSJose E. Roman (*N)->rmap->n = U->rmap->n; 185ceb9aaf7SBarry Smith PetscFunctionReturn(0); 186ceb9aaf7SBarry Smith } 187ceb9aaf7SBarry Smith 188