xref: /petsc/src/mat/impls/lrc/lrc.c (revision 0575051bb73012f2ba419badb39151cb6298121b)
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