xref: /petsc/src/mat/tests/ex245.c (revision d24d420451aab1d024a728b511d7b61b40627436)

static char help[] = "Tests LU, Cholesky factorization and MatMatSolve() for a ScaLAPACK 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;
  PetscErrorCode ierr;
  PetscInt       m=5,n,p,i,j,nrows,ncols;
  PetscScalar    *v,*barray,rval;
  PetscReal      norm,tol=1.e5*PETSC_MACHINE_EPSILON;
  PetscMPIInt    size,rank;
  PetscRandom    rand;
  const PetscInt *rows,*cols;
  IS             isrows,iscols;
  PetscBool      mats_view=PETSC_FALSE;

  ierr = PetscInitialize(&argc,&argv,(char*) 0,help);if (ierr) return ierr;
  ierr = MPI_Comm_rank(PETSC_COMM_WORLD,&rank);CHKERRQ(ierr);
  ierr = MPI_Comm_size(PETSC_COMM_WORLD,&size);CHKERRQ(ierr);

  ierr = PetscRandomCreate(PETSC_COMM_WORLD,&rand);CHKERRQ(ierr);
  ierr = PetscRandomSetFromOptions(rand);CHKERRQ(ierr);

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

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

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

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

  /* Create matrix X - same size as B */
  ierr = PetscPrintf(PETSC_COMM_WORLD," Create solution matrix X\n");CHKERRQ(ierr);
  ierr = MatDuplicate(B,MAT_DO_NOT_COPY_VALUES,&X);CHKERRQ(ierr);

  /* Cholesky factorization */
  /*------------------------*/
  ierr = PetscPrintf(PETSC_COMM_WORLD," Create ScaLAPACK matrix Aher\n");CHKERRQ(ierr);
  ierr = MatHermitianTranspose(A,MAT_INITIAL_MATRIX,&Aher);CHKERRQ(ierr);
  ierr = MatAXPY(Aher,1.0,A,SAME_NONZERO_PATTERN);CHKERRQ(ierr); /* Aher = A + A^T */
  ierr = MatShift(Aher,100.0);CHKERRQ(ierr);  /* add 100.0 to diagonals of Aher to make it spd */
  if (mats_view) {
    ierr = PetscPrintf(PETSC_COMM_WORLD, "Aher:\n");CHKERRQ(ierr);
    ierr = MatView(Aher,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
  }

  /* Cholesky factorization */
  /*------------------------*/
  ierr = PetscPrintf(PETSC_COMM_WORLD," Test Cholesky Solver \n");CHKERRQ(ierr);
  /* In-place Cholesky */
  /* Create matrix factor G, with a copy of Aher */
  ierr = MatDuplicate(Aher,MAT_COPY_VALUES,&G);CHKERRQ(ierr);

  /* G = L * L^T */
  ierr = MatCholeskyFactor(G,0,0);CHKERRQ(ierr);
  if (mats_view) {
    ierr = PetscPrintf(PETSC_COMM_WORLD, "Cholesky Factor G:\n");CHKERRQ(ierr);
    ierr = MatView(G,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
  }

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

  /* Out-place Cholesky */
  ierr = MatGetFactor(Aher,MATSOLVERSCALAPACK,MAT_FACTOR_CHOLESKY,&G);CHKERRQ(ierr);
  ierr = MatCholeskyFactorSymbolic(G,Aher,0,NULL);CHKERRQ(ierr);
  ierr = MatCholeskyFactorNumeric(G,Aher,NULL);CHKERRQ(ierr);
  if (mats_view) {
    ierr = MatView(G,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
  }
  ierr = MatSolve(G,b,x);CHKERRQ(ierr);
  ierr = MatMatSolve(G,B,X);CHKERRQ(ierr);
  ierr = MatDestroy(&G);CHKERRQ(ierr);

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

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

  /* LU factorization */
  /*------------------*/
  ierr = PetscPrintf(PETSC_COMM_WORLD," Test LU Solver \n");CHKERRQ(ierr);
  /* In-place LU */
  /* Create matrix factor F, with a copy of A */
  ierr = MatDuplicate(A,MAT_COPY_VALUES,&F);CHKERRQ(ierr);
  /* Create vector d to test MatSolveAdd() */
  ierr = VecDuplicate(x,&d);CHKERRQ(ierr);
  ierr = VecCopy(x,d);CHKERRQ(ierr);

  /* PF=LU factorization */
  ierr = MatLUFactor(F,0,0,NULL);CHKERRQ(ierr);

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

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

  /* Out-place LU */
  ierr = MatGetFactor(A,MATSOLVERSCALAPACK,MAT_FACTOR_LU,&F);CHKERRQ(ierr);
  ierr = MatLUFactorSymbolic(F,A,0,0,NULL);CHKERRQ(ierr);
  ierr = MatLUFactorNumeric(F,A,NULL);CHKERRQ(ierr);
  if (mats_view) {
    ierr = MatView(F,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
  }
  ierr = MatSolve(F,b,x);CHKERRQ(ierr);
  ierr = MatMatSolve(F,B,X);CHKERRQ(ierr);
  ierr = MatDestroy(&F);CHKERRQ(ierr);

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

/*TEST

   build:
      requires: scalapack

   test:
      nsize: 2
      output_file: output/ex245.out

   test:
      suffix: 2
      nsize: 6
      output_file: output/ex245.out

TEST*/