xref: /petsc/src/mat/tests/ex145.c (revision d71ae5a4db6382e7f06317b8d368875286fe9008)

static char help[] = "Tests LU, Cholesky factorization and MatMatSolve() for an Elemental dense matrix.\n\n";

#include <petscmat.h>

int main(int argc, char **argv)
{
  Mat             A, F, B, X, C, Aher, G;
  Vec             b, x, c, d, e;
  PetscInt        m = 5, n, p, i, j, nrows, ncols;
  PetscScalar    *v, *barray, rval;
  PetscReal       norm, tol = 1.e-11;
  PetscMPIInt     size, rank;
  PetscRandom     rand;
  const PetscInt *rows, *cols;
  IS              isrows, iscols;
  PetscBool       mats_view = PETSC_FALSE;
  MatFactorInfo   finfo;

  PetscFunctionBeginUser;
  PetscCall(PetscInitialize(&argc, &argv, (char *)0, help));
  PetscCallMPI(MPI_Comm_rank(PETSC_COMM_WORLD, &rank));
  PetscCallMPI(MPI_Comm_size(PETSC_COMM_WORLD, &size));

  PetscCall(PetscRandomCreate(PETSC_COMM_WORLD, &rand));
  PetscCall(PetscRandomSetFromOptions(rand));

  /* Get local dimensions of matrices */
  PetscCall(PetscOptionsGetInt(NULL, NULL, "-m", &m, NULL));
  n = m;
  PetscCall(PetscOptionsGetInt(NULL, NULL, "-n", &n, NULL));
  p = m / 2;
  PetscCall(PetscOptionsGetInt(NULL, NULL, "-p", &p, NULL));
  PetscCall(PetscOptionsHasName(NULL, NULL, "-mats_view", &mats_view));

  /* Create matrix A */
  PetscCall(PetscPrintf(PETSC_COMM_WORLD, " Create Elemental matrix A\n"));
  PetscCall(MatCreate(PETSC_COMM_WORLD, &A));
  PetscCall(MatSetSizes(A, m, n, PETSC_DECIDE, PETSC_DECIDE));
  PetscCall(MatSetType(A, MATELEMENTAL));
  PetscCall(MatSetFromOptions(A));
  PetscCall(MatSetUp(A));
  /* Set local matrix entries */
  PetscCall(MatGetOwnershipIS(A, &isrows, &iscols));
  PetscCall(ISGetLocalSize(isrows, &nrows));
  PetscCall(ISGetIndices(isrows, &rows));
  PetscCall(ISGetLocalSize(iscols, &ncols));
  PetscCall(ISGetIndices(iscols, &cols));
  PetscCall(PetscMalloc1(nrows * ncols, &v));
  for (i = 0; i < nrows; i++) {
    for (j = 0; j < ncols; j++) {
      PetscCall(PetscRandomGetValue(rand, &rval));
      v[i * ncols + j] = rval;
    }
  }
  PetscCall(MatSetValues(A, nrows, rows, ncols, cols, v, INSERT_VALUES));
  PetscCall(MatAssemblyBegin(A, MAT_FINAL_ASSEMBLY));
  PetscCall(MatAssemblyEnd(A, MAT_FINAL_ASSEMBLY));
  PetscCall(ISRestoreIndices(isrows, &rows));
  PetscCall(ISRestoreIndices(iscols, &cols));
  PetscCall(ISDestroy(&isrows));
  PetscCall(ISDestroy(&iscols));
  PetscCall(PetscFree(v));
  if (mats_view) {
    PetscCall(PetscPrintf(PETSC_COMM_WORLD, "A: nrows %" PetscInt_FMT ", m %" PetscInt_FMT "; ncols %" PetscInt_FMT ", n %" PetscInt_FMT "\n", nrows, m, ncols, n));
    PetscCall(MatView(A, PETSC_VIEWER_STDOUT_WORLD));
  }

  /* Create rhs matrix B */
  PetscCall(PetscPrintf(PETSC_COMM_WORLD, " Create rhs matrix B\n"));
  PetscCall(MatCreate(PETSC_COMM_WORLD, &B));
  PetscCall(MatSetSizes(B, m, p, PETSC_DECIDE, PETSC_DECIDE));
  PetscCall(MatSetType(B, MATELEMENTAL));
  PetscCall(MatSetFromOptions(B));
  PetscCall(MatSetUp(B));
  PetscCall(MatGetOwnershipIS(B, &isrows, &iscols));
  PetscCall(ISGetLocalSize(isrows, &nrows));
  PetscCall(ISGetIndices(isrows, &rows));
  PetscCall(ISGetLocalSize(iscols, &ncols));
  PetscCall(ISGetIndices(iscols, &cols));
  PetscCall(PetscMalloc1(nrows * ncols, &v));
  for (i = 0; i < nrows; i++) {
    for (j = 0; j < ncols; j++) {
      PetscCall(PetscRandomGetValue(rand, &rval));
      v[i * ncols + j] = rval;
    }
  }
  PetscCall(MatSetValues(B, nrows, rows, ncols, cols, v, INSERT_VALUES));
  PetscCall(MatAssemblyBegin(B, MAT_FINAL_ASSEMBLY));
  PetscCall(MatAssemblyEnd(B, MAT_FINAL_ASSEMBLY));
  PetscCall(ISRestoreIndices(isrows, &rows));
  PetscCall(ISRestoreIndices(iscols, &cols));
  PetscCall(ISDestroy(&isrows));
  PetscCall(ISDestroy(&iscols));
  PetscCall(PetscFree(v));
  if (mats_view) {
    PetscCall(PetscPrintf(PETSC_COMM_WORLD, "B: nrows %" PetscInt_FMT ", m %" PetscInt_FMT "; ncols %" PetscInt_FMT ", p %" PetscInt_FMT "\n", nrows, m, ncols, p));
    PetscCall(MatView(B, PETSC_VIEWER_STDOUT_WORLD));
  }

  /* Create rhs vector b and solution x (same size as b) */
  PetscCall(VecCreate(PETSC_COMM_WORLD, &b));
  PetscCall(VecSetSizes(b, m, PETSC_DECIDE));
  PetscCall(VecSetFromOptions(b));
  PetscCall(VecGetArray(b, &barray));
  for (j = 0; j < m; j++) {
    PetscCall(PetscRandomGetValue(rand, &rval));
    barray[j] = rval;
  }
  PetscCall(VecRestoreArray(b, &barray));
  PetscCall(VecAssemblyBegin(b));
  PetscCall(VecAssemblyEnd(b));
  if (mats_view) {
    PetscCall(PetscSynchronizedPrintf(PETSC_COMM_WORLD, "[%d] b: m %" PetscInt_FMT "\n", rank, m));
    PetscCall(PetscSynchronizedFlush(PETSC_COMM_WORLD, PETSC_STDOUT));
    PetscCall(VecView(b, PETSC_VIEWER_STDOUT_WORLD));
  }
  PetscCall(VecDuplicate(b, &x));

  /* Create matrix X - same size as B */
  PetscCall(PetscPrintf(PETSC_COMM_WORLD, " Create solution matrix X\n"));
  PetscCall(MatCreate(PETSC_COMM_WORLD, &X));
  PetscCall(MatSetSizes(X, m, p, PETSC_DECIDE, PETSC_DECIDE));
  PetscCall(MatSetType(X, MATELEMENTAL));
  PetscCall(MatSetFromOptions(X));
  PetscCall(MatSetUp(X));
  PetscCall(MatAssemblyBegin(X, MAT_FINAL_ASSEMBLY));
  PetscCall(MatAssemblyEnd(X, MAT_FINAL_ASSEMBLY));

  /* Cholesky factorization */
  /*------------------------*/
  PetscCall(PetscPrintf(PETSC_COMM_WORLD, " Create Elemental matrix Aher\n"));
  PetscCall(MatHermitianTranspose(A, MAT_INITIAL_MATRIX, &Aher));
  PetscCall(MatAXPY(Aher, 1.0, A, SAME_NONZERO_PATTERN)); /* Aher = A + A^T */
  if (rank == 0) {                                        /* add 100.0 to diagonals of Aher to make it spd */

    /* TODO: Replace this with a call to El::ShiftDiagonal( A, 100.),
             or at least pre-allocate the right amount of space */
    PetscInt M, N;
    PetscCall(MatGetSize(Aher, &M, &N));
    for (i = 0; i < M; i++) {
      rval = 100.0;
      PetscCall(MatSetValues(Aher, 1, &i, 1, &i, &rval, ADD_VALUES));
    }
  }
  PetscCall(MatAssemblyBegin(Aher, MAT_FINAL_ASSEMBLY));
  PetscCall(MatAssemblyEnd(Aher, MAT_FINAL_ASSEMBLY));
  if (mats_view) {
    PetscCall(PetscPrintf(PETSC_COMM_WORLD, "Aher:\n"));
    PetscCall(MatView(Aher, PETSC_VIEWER_STDOUT_WORLD));
  }

  /* Cholesky factorization */
  /*------------------------*/
  PetscCall(PetscPrintf(PETSC_COMM_WORLD, " Test Cholesky Solver \n"));
  /* In-place Cholesky */
  /* Create matrix factor G, then copy Aher to G */
  PetscCall(MatCreate(PETSC_COMM_WORLD, &G));
  PetscCall(MatSetSizes(G, m, n, PETSC_DECIDE, PETSC_DECIDE));
  PetscCall(MatSetType(G, MATELEMENTAL));
  PetscCall(MatSetFromOptions(G));
  PetscCall(MatSetUp(G));
  PetscCall(MatAssemblyBegin(G, MAT_FINAL_ASSEMBLY));
  PetscCall(MatAssemblyEnd(G, MAT_FINAL_ASSEMBLY));
  PetscCall(MatCopy(Aher, G, SAME_NONZERO_PATTERN));

  /* Only G = U^T * U is implemented for now */
  PetscCall(MatCholeskyFactor(G, 0, 0));
  if (mats_view) {
    PetscCall(PetscPrintf(PETSC_COMM_WORLD, "Cholesky Factor G:\n"));
    PetscCall(MatView(G, PETSC_VIEWER_STDOUT_WORLD));
  }

  /* Solve U^T * U x = b and U^T * U X = B */
  PetscCall(MatSolve(G, b, x));
  PetscCall(MatMatSolve(G, B, X));
  PetscCall(MatDestroy(&G));

  /* Out-place Cholesky */
  PetscCall(MatGetFactor(Aher, MATSOLVERELEMENTAL, MAT_FACTOR_CHOLESKY, &G));
  PetscCall(MatCholeskyFactorSymbolic(G, Aher, 0, &finfo));
  PetscCall(MatCholeskyFactorNumeric(G, Aher, &finfo));
  if (mats_view) PetscCall(MatView(G, PETSC_VIEWER_STDOUT_WORLD));
  PetscCall(MatSolve(G, b, x));
  PetscCall(MatMatSolve(G, B, X));
  PetscCall(MatDestroy(&G));

  /* Check norm(Aher*x - b) */
  PetscCall(VecCreate(PETSC_COMM_WORLD, &c));
  PetscCall(VecSetSizes(c, m, PETSC_DECIDE));
  PetscCall(VecSetFromOptions(c));
  PetscCall(MatMult(Aher, x, c));
  PetscCall(VecAXPY(c, -1.0, b));
  PetscCall(VecNorm(c, NORM_1, &norm));
  if (norm > tol) PetscCall(PetscPrintf(PETSC_COMM_WORLD, "Warning: |Aher*x - b| for Cholesky %g\n", (double)norm));

  /* Check norm(Aher*X - B) */
  PetscCall(MatMatMult(Aher, X, MAT_INITIAL_MATRIX, PETSC_DEFAULT, &C));
  PetscCall(MatAXPY(C, -1.0, B, SAME_NONZERO_PATTERN));
  PetscCall(MatNorm(C, NORM_1, &norm));
  if (norm > tol) PetscCall(PetscPrintf(PETSC_COMM_WORLD, "Warning: |Aher*X - B| for Cholesky %g\n", (double)norm));

  /* LU factorization */
  /*------------------*/
  PetscCall(PetscPrintf(PETSC_COMM_WORLD, " Test LU Solver \n"));
  /* In-place LU */
  /* Create matrix factor F, then copy A to F */
  PetscCall(MatCreate(PETSC_COMM_WORLD, &F));
  PetscCall(MatSetSizes(F, m, n, PETSC_DECIDE, PETSC_DECIDE));
  PetscCall(MatSetType(F, MATELEMENTAL));
  PetscCall(MatSetFromOptions(F));
  PetscCall(MatSetUp(F));
  PetscCall(MatAssemblyBegin(F, MAT_FINAL_ASSEMBLY));
  PetscCall(MatAssemblyEnd(F, MAT_FINAL_ASSEMBLY));
  PetscCall(MatCopy(A, F, SAME_NONZERO_PATTERN));
  /* Create vector d to test MatSolveAdd() */
  PetscCall(VecDuplicate(x, &d));
  PetscCall(VecCopy(x, d));

  /* PF=LU or F=LU factorization - perms is ignored by Elemental;
     set finfo.dtcol !0 or 0 to enable/disable partial pivoting */
  finfo.dtcol = 0.1;
  PetscCall(MatLUFactor(F, 0, 0, &finfo));

  /* Solve LUX = PB or LUX = B */
  PetscCall(MatSolveAdd(F, b, d, x));
  PetscCall(MatMatSolve(F, B, X));
  PetscCall(MatDestroy(&F));

  /* Check norm(A*X - B) */
  PetscCall(VecCreate(PETSC_COMM_WORLD, &e));
  PetscCall(VecSetSizes(e, m, PETSC_DECIDE));
  PetscCall(VecSetFromOptions(e));
  PetscCall(MatMult(A, x, c));
  PetscCall(MatMult(A, d, e));
  PetscCall(VecAXPY(c, -1.0, e));
  PetscCall(VecAXPY(c, -1.0, b));
  PetscCall(VecNorm(c, NORM_1, &norm));
  if (norm > tol) PetscCall(PetscPrintf(PETSC_COMM_WORLD, "Warning: |A*x - b| for LU %g\n", (double)norm));
  /* Reuse product C; replace Aher with A */
  PetscCall(MatProductReplaceMats(A, NULL, NULL, C));
  PetscCall(MatMatMult(A, X, MAT_REUSE_MATRIX, PETSC_DEFAULT, &C));
  PetscCall(MatAXPY(C, -1.0, B, SAME_NONZERO_PATTERN));
  PetscCall(MatNorm(C, NORM_1, &norm));
  if (norm > tol) PetscCall(PetscPrintf(PETSC_COMM_WORLD, "Warning: |A*X - B| for LU %g\n", (double)norm));

  /* Out-place LU */
  PetscCall(MatGetFactor(A, MATSOLVERELEMENTAL, MAT_FACTOR_LU, &F));
  PetscCall(MatLUFactorSymbolic(F, A, 0, 0, &finfo));
  PetscCall(MatLUFactorNumeric(F, A, &finfo));
  if (mats_view) PetscCall(MatView(F, PETSC_VIEWER_STDOUT_WORLD));
  PetscCall(MatSolve(F, b, x));
  PetscCall(MatMatSolve(F, B, X));
  PetscCall(MatDestroy(&F));

  /* Free space */
  PetscCall(MatDestroy(&A));
  PetscCall(MatDestroy(&Aher));
  PetscCall(MatDestroy(&B));
  PetscCall(MatDestroy(&C));
  PetscCall(MatDestroy(&X));
  PetscCall(VecDestroy(&b));
  PetscCall(VecDestroy(&c));
  PetscCall(VecDestroy(&d));
  PetscCall(VecDestroy(&e));
  PetscCall(VecDestroy(&x));
  PetscCall(PetscRandomDestroy(&rand));
  PetscCall(PetscFinalize());
  return 0;
}

/*TEST

   build:
      requires: elemental

   test:
      nsize: 2
      output_file: output/ex145.out

   test:
      suffix: 2
      nsize: 6
      output_file: output/ex145.out

TEST*/