xref: /petsc/src/mat/tests/ex245.c (revision b122ec5aa1bd4469eb4e0673542fb7de3f411254)
1 
2 static char help[] = "Tests LU, Cholesky factorization and MatMatSolve() for a ScaLAPACK dense matrix.\n\n";
3 
4 #include <petscmat.h>
5 
6 int main(int argc,char **argv)
7 {
8   Mat            A,F,B,X,C,Aher,G;
9   Vec            b,x,c,d,e;
10   PetscInt       m=5,n,p,i,j,nrows,ncols;
11   PetscScalar    *v,*barray,rval;
12   PetscReal      norm,tol=1.e5*PETSC_MACHINE_EPSILON;
13   PetscMPIInt    size,rank;
14   PetscRandom    rand;
15   const PetscInt *rows,*cols;
16   IS             isrows,iscols;
17   PetscBool      mats_view=PETSC_FALSE;
18 
19   CHKERRQ(PetscInitialize(&argc,&argv,(char*) 0,help));
20   CHKERRMPI(MPI_Comm_rank(PETSC_COMM_WORLD,&rank));
21   CHKERRMPI(MPI_Comm_size(PETSC_COMM_WORLD,&size));
22 
23   CHKERRQ(PetscRandomCreate(PETSC_COMM_WORLD,&rand));
24   CHKERRQ(PetscRandomSetFromOptions(rand));
25 
26   /* Get local dimensions of matrices */
27   CHKERRQ(PetscOptionsGetInt(NULL,NULL,"-m",&m,NULL));
28   n    = m;
29   CHKERRQ(PetscOptionsGetInt(NULL,NULL,"-n",&n,NULL));
30   p    = m/2;
31   CHKERRQ(PetscOptionsGetInt(NULL,NULL,"-p",&p,NULL));
32   CHKERRQ(PetscOptionsHasName(NULL,NULL,"-mats_view",&mats_view));
33 
34   /* Create matrix A */
35   CHKERRQ(PetscPrintf(PETSC_COMM_WORLD," Create ScaLAPACK matrix A\n"));
36   CHKERRQ(MatCreate(PETSC_COMM_WORLD,&A));
37   CHKERRQ(MatSetSizes(A,m,n,PETSC_DECIDE,PETSC_DECIDE));
38   CHKERRQ(MatSetType(A,MATSCALAPACK));
39   CHKERRQ(MatSetFromOptions(A));
40   CHKERRQ(MatSetUp(A));
41   /* Set local matrix entries */
42   CHKERRQ(MatGetOwnershipIS(A,&isrows,&iscols));
43   CHKERRQ(ISGetLocalSize(isrows,&nrows));
44   CHKERRQ(ISGetIndices(isrows,&rows));
45   CHKERRQ(ISGetLocalSize(iscols,&ncols));
46   CHKERRQ(ISGetIndices(iscols,&cols));
47   CHKERRQ(PetscMalloc1(nrows*ncols,&v));
48   for (i=0;i<nrows;i++) {
49     for (j=0;j<ncols;j++) {
50       CHKERRQ(PetscRandomGetValue(rand,&rval));
51       v[i*ncols+j] = rval;
52     }
53   }
54   CHKERRQ(MatSetValues(A,nrows,rows,ncols,cols,v,INSERT_VALUES));
55   CHKERRQ(MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY));
56   CHKERRQ(MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY));
57   CHKERRQ(ISRestoreIndices(isrows,&rows));
58   CHKERRQ(ISRestoreIndices(iscols,&cols));
59   CHKERRQ(ISDestroy(&isrows));
60   CHKERRQ(ISDestroy(&iscols));
61   CHKERRQ(PetscFree(v));
62   if (mats_view) {
63     CHKERRQ(PetscPrintf(PETSC_COMM_WORLD, "A: nrows %" PetscInt_FMT ", m %" PetscInt_FMT "; ncols %" PetscInt_FMT ", n %" PetscInt_FMT "\n",nrows,m,ncols,n));
64     CHKERRQ(MatView(A,PETSC_VIEWER_STDOUT_WORLD));
65   }
66 
67   /* Create rhs matrix B */
68   CHKERRQ(PetscPrintf(PETSC_COMM_WORLD," Create rhs matrix B\n"));
69   CHKERRQ(MatCreate(PETSC_COMM_WORLD,&B));
70   CHKERRQ(MatSetSizes(B,m,p,PETSC_DECIDE,PETSC_DECIDE));
71   CHKERRQ(MatSetType(B,MATSCALAPACK));
72   CHKERRQ(MatSetFromOptions(B));
73   CHKERRQ(MatSetUp(B));
74   CHKERRQ(MatGetOwnershipIS(B,&isrows,&iscols));
75   CHKERRQ(ISGetLocalSize(isrows,&nrows));
76   CHKERRQ(ISGetIndices(isrows,&rows));
77   CHKERRQ(ISGetLocalSize(iscols,&ncols));
78   CHKERRQ(ISGetIndices(iscols,&cols));
79   CHKERRQ(PetscMalloc1(nrows*ncols,&v));
80   for (i=0;i<nrows;i++) {
81     for (j=0;j<ncols;j++) {
82       CHKERRQ(PetscRandomGetValue(rand,&rval));
83       v[i*ncols+j] = rval;
84     }
85   }
86   CHKERRQ(MatSetValues(B,nrows,rows,ncols,cols,v,INSERT_VALUES));
87   CHKERRQ(MatAssemblyBegin(B,MAT_FINAL_ASSEMBLY));
88   CHKERRQ(MatAssemblyEnd(B,MAT_FINAL_ASSEMBLY));
89   CHKERRQ(ISRestoreIndices(isrows,&rows));
90   CHKERRQ(ISRestoreIndices(iscols,&cols));
91   CHKERRQ(ISDestroy(&isrows));
92   CHKERRQ(ISDestroy(&iscols));
93   CHKERRQ(PetscFree(v));
94   if (mats_view) {
95     CHKERRQ(PetscPrintf(PETSC_COMM_WORLD, "B: nrows %" PetscInt_FMT ", m %" PetscInt_FMT "; ncols %" PetscInt_FMT ", p %" PetscInt_FMT "\n",nrows,m,ncols,p));
96     CHKERRQ(MatView(B,PETSC_VIEWER_STDOUT_WORLD));
97   }
98 
99   /* Create rhs vector b and solution x (same size as b) */
100   CHKERRQ(VecCreate(PETSC_COMM_WORLD,&b));
101   CHKERRQ(VecSetSizes(b,m,PETSC_DECIDE));
102   CHKERRQ(VecSetFromOptions(b));
103   CHKERRQ(VecGetArray(b,&barray));
104   for (j=0;j<m;j++) {
105     CHKERRQ(PetscRandomGetValue(rand,&rval));
106     barray[j] = rval;
107   }
108   CHKERRQ(VecRestoreArray(b,&barray));
109   CHKERRQ(VecAssemblyBegin(b));
110   CHKERRQ(VecAssemblyEnd(b));
111   if (mats_view) {
112     CHKERRQ(PetscSynchronizedPrintf(PETSC_COMM_WORLD, "[%d] b: m %" PetscInt_FMT "\n",rank,m));
113     CHKERRQ(PetscSynchronizedFlush(PETSC_COMM_WORLD,PETSC_STDOUT));
114     CHKERRQ(VecView(b,PETSC_VIEWER_STDOUT_WORLD));
115   }
116   CHKERRQ(VecDuplicate(b,&x));
117 
118   /* Create matrix X - same size as B */
119   CHKERRQ(PetscPrintf(PETSC_COMM_WORLD," Create solution matrix X\n"));
120   CHKERRQ(MatDuplicate(B,MAT_DO_NOT_COPY_VALUES,&X));
121 
122   /* Cholesky factorization */
123   /*------------------------*/
124   CHKERRQ(PetscPrintf(PETSC_COMM_WORLD," Create ScaLAPACK matrix Aher\n"));
125   CHKERRQ(MatHermitianTranspose(A,MAT_INITIAL_MATRIX,&Aher));
126   CHKERRQ(MatAXPY(Aher,1.0,A,SAME_NONZERO_PATTERN)); /* Aher = A + A^T */
127   CHKERRQ(MatShift(Aher,100.0));  /* add 100.0 to diagonals of Aher to make it spd */
128   if (mats_view) {
129     CHKERRQ(PetscPrintf(PETSC_COMM_WORLD, "Aher:\n"));
130     CHKERRQ(MatView(Aher,PETSC_VIEWER_STDOUT_WORLD));
131   }
132 
133   /* Cholesky factorization */
134   /*------------------------*/
135   CHKERRQ(PetscPrintf(PETSC_COMM_WORLD," Test Cholesky Solver \n"));
136   /* In-place Cholesky */
137   /* Create matrix factor G, with a copy of Aher */
138   CHKERRQ(MatDuplicate(Aher,MAT_COPY_VALUES,&G));
139 
140   /* G = L * L^T */
141   CHKERRQ(MatCholeskyFactor(G,0,0));
142   if (mats_view) {
143     CHKERRQ(PetscPrintf(PETSC_COMM_WORLD, "Cholesky Factor G:\n"));
144     CHKERRQ(MatView(G,PETSC_VIEWER_STDOUT_WORLD));
145   }
146 
147   /* Solve L * L^T x = b and L * L^T * X = B */
148   CHKERRQ(MatSolve(G,b,x));
149   CHKERRQ(MatMatSolve(G,B,X));
150   CHKERRQ(MatDestroy(&G));
151 
152   /* Out-place Cholesky */
153   CHKERRQ(MatGetFactor(Aher,MATSOLVERSCALAPACK,MAT_FACTOR_CHOLESKY,&G));
154   CHKERRQ(MatCholeskyFactorSymbolic(G,Aher,0,NULL));
155   CHKERRQ(MatCholeskyFactorNumeric(G,Aher,NULL));
156   if (mats_view) {
157     CHKERRQ(MatView(G,PETSC_VIEWER_STDOUT_WORLD));
158   }
159   CHKERRQ(MatSolve(G,b,x));
160   CHKERRQ(MatMatSolve(G,B,X));
161   CHKERRQ(MatDestroy(&G));
162 
163   /* Check norm(Aher*x - b) */
164   CHKERRQ(VecCreate(PETSC_COMM_WORLD,&c));
165   CHKERRQ(VecSetSizes(c,m,PETSC_DECIDE));
166   CHKERRQ(VecSetFromOptions(c));
167   CHKERRQ(MatMult(Aher,x,c));
168   CHKERRQ(VecAXPY(c,-1.0,b));
169   CHKERRQ(VecNorm(c,NORM_1,&norm));
170   if (norm > tol) {
171     CHKERRQ(PetscPrintf(PETSC_COMM_WORLD,"Warning: ||Aher*x - b||=%g for Cholesky\n",(double)norm));
172   }
173 
174   /* Check norm(Aher*X - B) */
175   CHKERRQ(MatMatMult(Aher,X,MAT_INITIAL_MATRIX,PETSC_DEFAULT,&C));
176   CHKERRQ(MatAXPY(C,-1.0,B,SAME_NONZERO_PATTERN));
177   CHKERRQ(MatNorm(C,NORM_1,&norm));
178   if (norm > tol) {
179     CHKERRQ(PetscPrintf(PETSC_COMM_WORLD,"Warning: ||Aher*X - B||=%g for Cholesky\n",(double)norm));
180   }
181 
182   /* LU factorization */
183   /*------------------*/
184   CHKERRQ(PetscPrintf(PETSC_COMM_WORLD," Test LU Solver \n"));
185   /* In-place LU */
186   /* Create matrix factor F, with a copy of A */
187   CHKERRQ(MatDuplicate(A,MAT_COPY_VALUES,&F));
188   /* Create vector d to test MatSolveAdd() */
189   CHKERRQ(VecDuplicate(x,&d));
190   CHKERRQ(VecCopy(x,d));
191 
192   /* PF=LU factorization */
193   CHKERRQ(MatLUFactor(F,0,0,NULL));
194 
195   /* Solve LUX = PB */
196   CHKERRQ(MatSolveAdd(F,b,d,x));
197   CHKERRQ(MatMatSolve(F,B,X));
198   CHKERRQ(MatDestroy(&F));
199 
200   /* Check norm(A*X - B) */
201   CHKERRQ(VecCreate(PETSC_COMM_WORLD,&e));
202   CHKERRQ(VecSetSizes(e,m,PETSC_DECIDE));
203   CHKERRQ(VecSetFromOptions(e));
204   CHKERRQ(MatMult(A,x,c));
205   CHKERRQ(MatMult(A,d,e));
206   CHKERRQ(VecAXPY(c,-1.0,e));
207   CHKERRQ(VecAXPY(c,-1.0,b));
208   CHKERRQ(VecNorm(c,NORM_1,&norm));
209   if (norm > tol) {
210     CHKERRQ(PetscPrintf(PETSC_COMM_WORLD,"Warning: ||A*x - b||=%g for LU\n",(double)norm));
211   }
212   /* Reuse product C; replace Aher with A */
213   CHKERRQ(MatProductReplaceMats(A,NULL,NULL,C));
214   CHKERRQ(MatMatMult(A,X,MAT_REUSE_MATRIX,PETSC_DEFAULT,&C));
215   CHKERRQ(MatAXPY(C,-1.0,B,SAME_NONZERO_PATTERN));
216   CHKERRQ(MatNorm(C,NORM_1,&norm));
217   if (norm > tol) {
218     CHKERRQ(PetscPrintf(PETSC_COMM_WORLD,"Warning: ||A*X - B||=%g for LU\n",(double)norm));
219   }
220 
221   /* Out-place LU */
222   CHKERRQ(MatGetFactor(A,MATSOLVERSCALAPACK,MAT_FACTOR_LU,&F));
223   CHKERRQ(MatLUFactorSymbolic(F,A,0,0,NULL));
224   CHKERRQ(MatLUFactorNumeric(F,A,NULL));
225   if (mats_view) {
226     CHKERRQ(MatView(F,PETSC_VIEWER_STDOUT_WORLD));
227   }
228   CHKERRQ(MatSolve(F,b,x));
229   CHKERRQ(MatMatSolve(F,B,X));
230   CHKERRQ(MatDestroy(&F));
231 
232   /* Free space */
233   CHKERRQ(MatDestroy(&A));
234   CHKERRQ(MatDestroy(&Aher));
235   CHKERRQ(MatDestroy(&B));
236   CHKERRQ(MatDestroy(&C));
237   CHKERRQ(MatDestroy(&X));
238   CHKERRQ(VecDestroy(&b));
239   CHKERRQ(VecDestroy(&c));
240   CHKERRQ(VecDestroy(&d));
241   CHKERRQ(VecDestroy(&e));
242   CHKERRQ(VecDestroy(&x));
243   CHKERRQ(PetscRandomDestroy(&rand));
244   CHKERRQ(PetscFinalize());
245   return 0;
246 }
247 
248 /*TEST
249 
250    build:
251       requires: scalapack
252 
253    test:
254       nsize: 2
255       output_file: output/ex245.out
256 
257    test:
258       suffix: 2
259       nsize: 6
260       output_file: output/ex245.out
261 
262 TEST*/
263