xref: /petsc/src/mat/impls/lrc/lrc.c (revision 2c71b3e237ead271e4f3aa1505f92bf476e3413d)
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 */
100575051bSJose E. Roman   Vec         xl,yl;       /* auxiliary sequential vectors for matmult operation */
11ab92ecdeSBarry Smith } Mat_LRC;
12ab92ecdeSBarry Smith 
13ab92ecdeSBarry Smith PetscErrorCode MatMult_LRC(Mat N,Vec x,Vec y)
14ceb9aaf7SBarry Smith {
15ab92ecdeSBarry Smith   Mat_LRC           *Na = (Mat_LRC*)N->data;
16a639b4dcSJose E. Roman   Mat               Uloc,Vloc;
17ceb9aaf7SBarry Smith   PetscErrorCode    ierr;
18ab92ecdeSBarry Smith   PetscScalar       *w1,*w2;
190575051bSJose E. Roman   const PetscScalar *a;
20ceb9aaf7SBarry Smith 
21ceb9aaf7SBarry Smith   PetscFunctionBegin;
220575051bSJose E. Roman   ierr = VecGetArrayRead(x,&a);CHKERRQ(ierr);
230575051bSJose E. Roman   ierr = VecPlaceArray(Na->xl,a);CHKERRQ(ierr);
240575051bSJose E. Roman   ierr = VecGetLocalVector(y,Na->yl);CHKERRQ(ierr);
25a639b4dcSJose E. Roman   ierr = MatDenseGetLocalMatrix(Na->U,&Uloc);CHKERRQ(ierr);
26a639b4dcSJose E. Roman   ierr = MatDenseGetLocalMatrix(Na->V,&Vloc);CHKERRQ(ierr);
270575051bSJose E. Roman 
28ab92ecdeSBarry Smith   /* multiply the local part of V with the local part of x */
290575051bSJose E. Roman #if defined(PETSC_USE_COMPLEX)
30a639b4dcSJose E. Roman   ierr = MatMultHermitianTranspose(Vloc,Na->xl,Na->work1);CHKERRQ(ierr);
310575051bSJose E. Roman #else
32a639b4dcSJose E. Roman   ierr = MatMultTranspose(Vloc,Na->xl,Na->work1);CHKERRQ(ierr);
330575051bSJose 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);
39820f2d46SBarry Smith   ierr = MPIU_Allreduce(w1,w2,Na->nwork,MPIU_SCALAR,MPIU_SUM,PetscObjectComm((PetscObject)N));CHKERRMPI(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 */
51a639b4dcSJose E. Roman     ierr = MatMultAdd(Uloc,Na->work2,Na->yl,Na->yl);CHKERRQ(ierr);
5286eed97dSJose E. Roman   } else {
5386eed97dSJose E. Roman     /* multiply y = U*work2 */
54a639b4dcSJose E. Roman     ierr = MatMult(Uloc,Na->work2,Na->yl);CHKERRQ(ierr);
5586eed97dSJose E. Roman   }
560575051bSJose E. Roman 
570575051bSJose E. Roman   ierr = VecRestoreArrayRead(x,&a);CHKERRQ(ierr);
580575051bSJose E. Roman   ierr = VecResetArray(Na->xl);CHKERRQ(ierr);
590575051bSJose E. Roman   ierr = VecRestoreLocalVector(y,Na->yl);CHKERRQ(ierr);
60ceb9aaf7SBarry Smith   PetscFunctionReturn(0);
61ceb9aaf7SBarry Smith }
62ceb9aaf7SBarry Smith 
63ab92ecdeSBarry Smith PetscErrorCode MatDestroy_LRC(Mat N)
64ceb9aaf7SBarry Smith {
65ab92ecdeSBarry Smith   Mat_LRC        *Na = (Mat_LRC*)N->data;
66ceb9aaf7SBarry Smith   PetscErrorCode ierr;
67ceb9aaf7SBarry Smith 
68ceb9aaf7SBarry Smith   PetscFunctionBegin;
69bf0cc555SLisandro Dalcin   ierr = MatDestroy(&Na->A);CHKERRQ(ierr);
70bf0cc555SLisandro Dalcin   ierr = MatDestroy(&Na->U);CHKERRQ(ierr);
71bf0cc555SLisandro Dalcin   ierr = MatDestroy(&Na->V);CHKERRQ(ierr);
72986c4d72SJose E. Roman   ierr = VecDestroy(&Na->c);CHKERRQ(ierr);
736bf464f9SBarry Smith   ierr = VecDestroy(&Na->work1);CHKERRQ(ierr);
746bf464f9SBarry Smith   ierr = VecDestroy(&Na->work2);CHKERRQ(ierr);
750575051bSJose E. Roman   ierr = VecDestroy(&Na->xl);CHKERRQ(ierr);
760575051bSJose E. Roman   ierr = VecDestroy(&Na->yl);CHKERRQ(ierr);
77bf0cc555SLisandro Dalcin   ierr = PetscFree(N->data);CHKERRQ(ierr);
78267ca84cSJose E. Roman   ierr = PetscObjectComposeFunction((PetscObject)N,"MatLRCGetMats_C",0);CHKERRQ(ierr);
79267ca84cSJose E. Roman   PetscFunctionReturn(0);
80267ca84cSJose E. Roman }
81267ca84cSJose E. Roman 
82267ca84cSJose E. Roman PetscErrorCode MatLRCGetMats_LRC(Mat N,Mat *A,Mat *U,Vec *c,Mat *V)
83267ca84cSJose E. Roman {
84267ca84cSJose E. Roman   Mat_LRC *Na = (Mat_LRC*)N->data;
85267ca84cSJose E. Roman 
86267ca84cSJose E. Roman   PetscFunctionBegin;
87267ca84cSJose E. Roman   if (A) *A = Na->A;
88267ca84cSJose E. Roman   if (U) *U = Na->U;
89267ca84cSJose E. Roman   if (c) *c = Na->c;
90267ca84cSJose E. Roman   if (V) *V = Na->V;
91267ca84cSJose E. Roman   PetscFunctionReturn(0);
92267ca84cSJose E. Roman }
93267ca84cSJose E. Roman 
94267ca84cSJose E. Roman /*@
95267ca84cSJose E. Roman    MatLRCGetMats - Returns the constituents of an LRC matrix
96267ca84cSJose E. Roman 
97267ca84cSJose E. Roman    Collective on Mat
98267ca84cSJose E. Roman 
99267ca84cSJose E. Roman    Input Parameter:
100267ca84cSJose E. Roman .  N - matrix of type LRC
101267ca84cSJose E. Roman 
102267ca84cSJose E. Roman    Output Parameters:
103267ca84cSJose E. Roman +  A - the (sparse) matrix
1046b867d5aSJose E. Roman .  U - first dense rectangular (tall and skinny) matrix
1056b867d5aSJose E. Roman .  c - a sequential vector containing the diagonal of C
1066b867d5aSJose E. Roman -  V - second dense rectangular (tall and skinny) matrix
107267ca84cSJose E. Roman 
108267ca84cSJose E. Roman    Note:
109267ca84cSJose E. Roman    The returned matrices need not be destroyed by the caller.
110267ca84cSJose E. Roman 
111267ca84cSJose E. Roman    Level: intermediate
112267ca84cSJose E. Roman 
113267ca84cSJose E. Roman .seealso: MatCreateLRC()
114267ca84cSJose E. Roman @*/
115267ca84cSJose E. Roman PetscErrorCode  MatLRCGetMats(Mat N,Mat *A,Mat *U,Vec *c,Mat *V)
116267ca84cSJose E. Roman {
117267ca84cSJose E. Roman   PetscErrorCode ierr;
118267ca84cSJose E. Roman 
119267ca84cSJose E. Roman   PetscFunctionBegin;
120267ca84cSJose E. Roman   ierr = PetscUseMethod(N,"MatLRCGetMats_C",(Mat,Mat*,Mat*,Vec*,Mat*),(N,A,U,c,V));CHKERRQ(ierr);
121ceb9aaf7SBarry Smith   PetscFunctionReturn(0);
122ceb9aaf7SBarry Smith }
123ceb9aaf7SBarry Smith 
124ceb9aaf7SBarry Smith /*@
125986c4d72SJose E. Roman    MatCreateLRC - Creates a new matrix object that behaves like A + U*C*V'
126ceb9aaf7SBarry Smith 
127ceb9aaf7SBarry Smith    Collective on Mat
128ceb9aaf7SBarry Smith 
1299d9032efSJose E. Roman    Input Parameters:
13086eed97dSJose E. Roman +  A    - the (sparse) matrix (can be NULL)
131986c4d72SJose E. Roman .  U, V - two dense rectangular (tall and skinny) matrices
132986c4d72SJose E. Roman -  c    - a sequential vector containing the diagonal of C (can be NULL)
133ceb9aaf7SBarry Smith 
134ceb9aaf7SBarry Smith    Output Parameter:
135986c4d72SJose E. Roman .  N    - the matrix that represents A + U*C*V'
136ceb9aaf7SBarry Smith 
1379d9032efSJose E. Roman    Notes:
138986c4d72SJose E. Roman    The matrix A + U*C*V' is not formed! Rather the new matrix
139ceb9aaf7SBarry Smith    object performs the matrix-vector product by first multiplying by
1409d9032efSJose E. Roman    A and then adding the other term.
1419d9032efSJose E. Roman 
142986c4d72SJose E. Roman    C is a diagonal matrix (represented as a vector) of order k,
143986c4d72SJose E. Roman    where k is the number of columns of both U and V.
14486eed97dSJose E. Roman 
145986c4d72SJose E. Roman    If A is NULL then the new object behaves like a low-rank matrix U*C*V'.
146986c4d72SJose E. Roman 
147986c4d72SJose E. Roman    Use V=U (or V=NULL) for a symmetric low-rank correction, A + U*C*U'.
148986c4d72SJose E. Roman 
149986c4d72SJose E. Roman    If c is NULL then the low-rank correction is just U*V'.
15086eed97dSJose E. Roman 
1519d9032efSJose E. Roman    Level: intermediate
152267ca84cSJose E. Roman 
153267ca84cSJose E. Roman .seealso: MatLRCGetMats()
154ceb9aaf7SBarry Smith @*/
155986c4d72SJose E. Roman PetscErrorCode MatCreateLRC(Mat A,Mat U,Vec c,Mat V,Mat *N)
156ceb9aaf7SBarry Smith {
157ceb9aaf7SBarry Smith   PetscErrorCode ierr;
158986c4d72SJose E. Roman   PetscBool      match;
1599d9032efSJose E. Roman   PetscInt       m,n,k,m1,n1,k1;
160ab92ecdeSBarry Smith   Mat_LRC        *Na;
161ceb9aaf7SBarry Smith 
162ceb9aaf7SBarry Smith   PetscFunctionBegin;
16386eed97dSJose E. Roman   if (A) PetscValidHeaderSpecific(A,MAT_CLASSID,1);
1649d9032efSJose E. Roman   PetscValidHeaderSpecific(U,MAT_CLASSID,2);
165986c4d72SJose E. Roman   if (c) PetscValidHeaderSpecific(c,VEC_CLASSID,3);
166986c4d72SJose E. Roman   if (V) PetscValidHeaderSpecific(V,MAT_CLASSID,4);
16786eed97dSJose E. Roman   else V=U;
16886eed97dSJose E. Roman   if (A) PetscCheckSameComm(A,1,U,2);
169986c4d72SJose E. Roman   PetscCheckSameComm(U,2,V,4);
170986c4d72SJose E. Roman 
171986c4d72SJose E. Roman   ierr = PetscObjectTypeCompareAny((PetscObject)U,&match,MATSEQDENSE,MATMPIDENSE,"");CHKERRQ(ierr);
172*2c71b3e2SJacob Faibussowitsch   PetscCheckFalse(!match,PetscObjectComm((PetscObject)U),PETSC_ERR_SUP,"Matrix U must be of type dense");
173986c4d72SJose E. Roman   if (V) {
174986c4d72SJose E. Roman     ierr = PetscObjectTypeCompareAny((PetscObject)V,&match,MATSEQDENSE,MATMPIDENSE,"");CHKERRQ(ierr);
175*2c71b3e2SJacob Faibussowitsch     PetscCheckFalse(!match,PetscObjectComm((PetscObject)V),PETSC_ERR_SUP,"Matrix V must be of type dense");
176986c4d72SJose E. Roman   }
1779d9032efSJose E. Roman 
1789d9032efSJose E. Roman   ierr = MatGetSize(U,NULL,&k);CHKERRQ(ierr);
1799d9032efSJose E. Roman   ierr = MatGetSize(V,NULL,&k1);CHKERRQ(ierr);
180*2c71b3e2SJacob Faibussowitsch   PetscCheckFalse(k!=k1,PetscObjectComm((PetscObject)U),PETSC_ERR_ARG_INCOMP,"U and V have different number of columns (%" PetscInt_FMT " vs %" PetscInt_FMT ")",k,k1);
1819d9032efSJose E. Roman   ierr = MatGetLocalSize(U,&m,NULL);CHKERRQ(ierr);
1829d9032efSJose E. Roman   ierr = MatGetLocalSize(V,&n,NULL);CHKERRQ(ierr);
18386eed97dSJose E. Roman   if (A) {
1849d9032efSJose E. Roman     ierr = MatGetLocalSize(A,&m1,&n1);CHKERRQ(ierr);
185*2c71b3e2SJacob Faibussowitsch     PetscCheckFalse(m!=m1,PetscObjectComm((PetscObject)U),PETSC_ERR_ARG_INCOMP,"Local dimensions of U %" PetscInt_FMT " and A %" PetscInt_FMT " do not match",m,m1);
186*2c71b3e2SJacob Faibussowitsch     PetscCheckFalse(n!=n1,PetscObjectComm((PetscObject)V),PETSC_ERR_ARG_INCOMP,"Local dimensions of V %" PetscInt_FMT " and A %" PetscInt_FMT " do not match",n,n1);
18786eed97dSJose E. Roman   }
188986c4d72SJose E. Roman   if (c) {
189986c4d72SJose E. Roman     ierr = VecGetSize(c,&k1);CHKERRQ(ierr);
190*2c71b3e2SJacob Faibussowitsch     PetscCheckFalse(k!=k1,PetscObjectComm((PetscObject)c),PETSC_ERR_ARG_INCOMP,"The length of c %" PetscInt_FMT " does not match the number of columns of U and V (%" PetscInt_FMT ")",k1,k);
191986c4d72SJose E. Roman     ierr = VecGetLocalSize(c,&k1);CHKERRQ(ierr);
192*2c71b3e2SJacob Faibussowitsch     PetscCheckFalse(k!=k1,PetscObjectComm((PetscObject)c),PETSC_ERR_ARG_INCOMP,"c must be a sequential vector");
193986c4d72SJose E. Roman   }
1949d9032efSJose E. Roman 
19586eed97dSJose E. Roman   ierr = MatCreate(PetscObjectComm((PetscObject)U),N);CHKERRQ(ierr);
1969d9032efSJose E. Roman   ierr = MatSetSizes(*N,m,n,PETSC_DECIDE,PETSC_DECIDE);CHKERRQ(ierr);
197ab92ecdeSBarry Smith   ierr = PetscObjectChangeTypeName((PetscObject)*N,MATLRC);CHKERRQ(ierr);
198ceb9aaf7SBarry Smith 
199b00a9115SJed Brown   ierr       = PetscNewLog(*N,&Na);CHKERRQ(ierr);
20038f2d2fdSLisandro Dalcin   (*N)->data = (void*)Na;
201ceb9aaf7SBarry Smith   Na->A      = A;
202a639b4dcSJose E. Roman   Na->U      = U;
203986c4d72SJose E. Roman   Na->c      = c;
204a639b4dcSJose E. Roman   Na->V      = V;
205ab92ecdeSBarry Smith 
20686eed97dSJose E. Roman   if (A) { ierr = PetscObjectReference((PetscObject)A);CHKERRQ(ierr); }
207ab92ecdeSBarry Smith   ierr = PetscObjectReference((PetscObject)Na->U);CHKERRQ(ierr);
208ab92ecdeSBarry Smith   ierr = PetscObjectReference((PetscObject)Na->V);CHKERRQ(ierr);
209986c4d72SJose E. Roman   if (c) { ierr = PetscObjectReference((PetscObject)c);CHKERRQ(ierr); }
210ceb9aaf7SBarry Smith 
211d0f46423SBarry Smith   ierr = VecCreateSeq(PETSC_COMM_SELF,U->cmap->N,&Na->work1);CHKERRQ(ierr);
212ab92ecdeSBarry Smith   ierr = VecDuplicate(Na->work1,&Na->work2);CHKERRQ(ierr);
213986c4d72SJose E. Roman   ierr = PetscMPIIntCast(U->cmap->N,&Na->nwork);CHKERRQ(ierr);
214ab92ecdeSBarry Smith 
2150575051bSJose E. Roman   ierr = VecCreateSeqWithArray(PETSC_COMM_SELF,1,V->rmap->n,NULL,&Na->xl);CHKERRQ(ierr);
2160575051bSJose E. Roman   ierr = VecCreateSeqWithArray(PETSC_COMM_SELF,1,U->rmap->n,NULL,&Na->yl);CHKERRQ(ierr);
2170575051bSJose E. Roman 
218ab92ecdeSBarry Smith   (*N)->ops->destroy = MatDestroy_LRC;
219ab92ecdeSBarry Smith   (*N)->ops->mult    = MatMult_LRC;
220ceb9aaf7SBarry Smith   (*N)->assembled    = PETSC_TRUE;
22126c5da1bSJose E. Roman   (*N)->preallocated = PETSC_TRUE;
2229d9032efSJose E. Roman   (*N)->cmap->N      = V->rmap->N;
2239d9032efSJose E. Roman   (*N)->rmap->N      = U->rmap->N;
2249d9032efSJose E. Roman   (*N)->cmap->n      = V->rmap->n;
2259d9032efSJose E. Roman   (*N)->rmap->n      = U->rmap->n;
226267ca84cSJose E. Roman 
227267ca84cSJose E. Roman   ierr = PetscObjectComposeFunction((PetscObject)(*N),"MatLRCGetMats_C",MatLRCGetMats_LRC);CHKERRQ(ierr);
228ceb9aaf7SBarry Smith   PetscFunctionReturn(0);
229ceb9aaf7SBarry Smith }
230