[petsc-users] Python PETSc performance vs scipy ZVODE

Thu Aug 10 04:47:12 CDT 2023

I would use option 3. Keep a work vector and do a vector summation instead
of the multiple multiplication by scale and 1/scale.

I agree with you the docs are a little misleading here.

On Thu, Aug 10, 2023, 11:40 Niclas Götting <ngoetting at itp.uni-bremen.de>
wrote:

> Thank you both for the very quick answer!
>
> So far, I compiled PETSc with debugging turned on, but I think it should
> still be faster than standard scipy in both cases. Actually, Stefano's
> answer has got me very far already; now I only define the RHS of the ODE
> and no Jacobian (I wonder, why the documentation suggests otherwise,
> though). I had the following four tries at implementing the RHS:
>
>    1. def rhsfunc1(ts, t, u, F):
>        scale = 0.5 * (5 < t < 10)
>        (l + scale * pump).mult(u, F)
>    2. def rhsfunc2(ts, t, u, F):
>        l.mult(u, F)
>        scale = 0.5 * (5 < t < 10)
>        (scale * pump).multAdd(u, F, F)
>    3. def rhsfunc3(ts, t, u, F):
>        l.mult(u, F)
>        scale = 0.5 * (5 < t < 10)
>        if scale != 0:
>            pump.scale(scale)
>            pump.multAdd(u, F, F)
>            pump.scale(1/scale)
>    4. def rhsfunc4(ts, t, u, F):
>        tmp_pump.zeroEntries() # tmp_pump is pump.duplicate()
>        l.mult(u, F)
>        scale = 0.5 * (5 < t < 10)
>        tmp_pump.axpy(scale, pump,
>    structure=PETSc.Mat.Structure.SAME_NONZERO_PATTERN)
>        tmp_pump.multAdd(u, F, F)
>
> They all yield the same results, but with 50it/s, 800it/, 2300it/s and
> 1900it/s, respectively, which is a huge performance boost (almost 7 times
> as fast as scipy, with PETSc debugging still turned on). As the scale
> function will most likely be a gaussian in the future, I think that option
> 3 will be become numerically unstable and I'll have to go with option 4,
> which is already faster than I expected. If you think it is possible to
> speed up the RHS calculation even more, I'd be happy to hear your
> suggestions; the -log_view is attached to this message.
>
> One last point: If I didn't misunderstand the documentation at
> https://petsc.org/release/manual/ts/#special-cases, should this maybe be
> changed?
>
> Best regards
> Niclas
> On 09.08.23 17:51, Stefano Zampini wrote:
>
> TSRK is an explicit solver. Unless you are changing the ts type from
> command line,  the explicit  jacobian should not be needed. On top of
> Barry's suggestion, I would suggest you to write the explicit RHS instead
> of assembly a throw away matrix every time that function needs to be
> sampled.
>
> On Wed, Aug 9, 2023, 17:09 Niclas Götting <ngoetting at itp.uni-bremen.de>
> wrote:
>
>> Hi all,
>>
>> I'm currently trying to convert a quantum simulation from scipy to
>> PETSc. The problem itself is extremely simple and of the form \dot{u}(t)
>> = (A_const + f(t)*B_const)*u(t), where f(t) in this simple test case is
>> a square function. The matrices A_const and B_const are extremely sparse
>> and therefore I thought, the problem will be well suited for PETSc.
>> Currently, I solve the ODE with the following procedure in scipy (I can
>> provide the necessary data files, if needed, but they are just some
>> trace-preserving, very sparse matrices):
>>
>> import numpy as np
>> import scipy.sparse
>> import scipy.integrate
>>
>> from tqdm import tqdm
>>
>>
>> l = np.load("../liouvillian.npy")
>> pump = np.load("../pump_operator.npy")
>> state = np.load("../initial_state.npy")
>>
>> l = scipy.sparse.csr_array(l)
>> pump = scipy.sparse.csr_array(pump)
>>
>> def f(t, y, *args):
>>      return (l + 0.5 * (5 < t < 10) * pump) @ y
>>      #return l @ y # Uncomment for f(t) = 0
>>
>> dt = 0.1
>> NUM_STEPS = 200
>> res = np.empty((NUM_STEPS, 4096), dtype=np.complex128)
>> solver =
>> scipy.integrate.ode(f).set_integrator("zvode").set_initial_value(state)
>> times = []
>> for i in tqdm(range(NUM_STEPS)):
>>      res[i, :] = solver.integrate(solver.t + dt)
>>      times.append(solver.t)
>>
>> Here, A_const = l, B_const = pump and f(t) = 5 < t < 10. tqdm reports
>> about 330it/s on my machine. When converting the code to PETSc, I came
>> to the following result (according to the chapter
>> https://petsc.org/main/manual/ts/#special-cases)
>>
>> import sys
>> import petsc4py
>> petsc4py.init(args=sys.argv)
>> import numpy as np
>> import scipy.sparse
>>
>> from tqdm import tqdm
>> from petsc4py import PETSc
>>
>> comm = PETSc.COMM_WORLD
>>
>>
>> def mat_to_real(arr):
>>      return np.block([[arr.real, -arr.imag], [arr.imag,
>> arr.real]]).astype(np.float64)
>>
>> def mat_to_petsc_aij(arr):
>>      arr_sc_sp = scipy.sparse.csr_array(arr)
>>      mat = PETSc.Mat().createAIJ(arr.shape[0], comm=comm)
>>      rstart, rend = mat.getOwnershipRange()
>>      print(rstart, rend)
>>      print(arr.shape[0])
>>      print(mat.sizes)
>>      I = arr_sc_sp.indptr[rstart : rend + 1] - arr_sc_sp.indptr[rstart]
>>      J = arr_sc_sp.indices[arr_sc_sp.indptr[rstart] :
>> arr_sc_sp.indptr[rend]]
>>      V = arr_sc_sp.data[arr_sc_sp.indptr[rstart] : arr_sc_sp.indptr[rend]]
>>
>>      print(I.shape, J.shape, V.shape)
>>      mat.setValuesCSR(I, J, V)
>>      mat.assemble()
>>      return mat
>>
>>
>> l = np.load("../liouvillian.npy")
>> l = mat_to_real(l)
>> pump = np.load("../pump_operator.npy")
>> pump = mat_to_real(pump)
>> state = np.load("../initial_state.npy")
>> state = np.hstack([state.real, state.imag]).astype(np.float64)
>>
>> l = mat_to_petsc_aij(l)
>> pump = mat_to_petsc_aij(pump)
>>
>>
>> jac = l.duplicate()
>> for i in range(8192):
>>      jac.setValue(i, i, 0)
>> jac.assemble()
>> jac += l
>>
>> vec = l.createVecRight()
>> vec.setValues(np.arange(state.shape[0], dtype=np.int32), state)
>> vec.assemble()
>>
>>
>> dt = 0.1
>>
>> ts = PETSc.TS().create(comm=comm)
>> ts.setFromOptions()
>> ts.setProblemType(ts.ProblemType.LINEAR)
>> ts.setEquationType(ts.EquationType.ODE_EXPLICIT)
>> ts.setType(ts.Type.RK)
>> ts.setRKType(ts.RKType.RK3BS)
>> ts.setTime(0)
>> print("KSP:", ts.getKSP().getType())
>> print("KSP PC:",ts.getKSP().getPC().getType())
>> print("SNES :", ts.getSNES().getType())
>>
>> def jacobian(ts, t, u, Amat, Pmat):
>>      Amat.zeroEntries()
>>      Amat.aypx(1, l, structure=PETSc.Mat.Structure.SUBSET_NONZERO_PATTERN)
>>      Amat.axpy(0.5 * (5 < t < 10), pump,
>> structure=PETSc.Mat.Structure.SUBSET_NONZERO_PATTERN)
>>
>> ts.setRHSFunction(PETSc.TS.computeRHSFunctionLinear)
>> #ts.setRHSJacobian(PETSc.TS.computeRHSJacobianConstant, l, l) #
>> Uncomment for f(t) = 0
>> ts.setRHSJacobian(jacobian, jac)
>>
>> NUM_STEPS = 200
>> res = np.empty((NUM_STEPS, 8192), dtype=np.float64)
>> times = []
>> rstart, rend = vec.getOwnershipRange()
>> for i in tqdm(range(NUM_STEPS)):
>>      time = ts.getTime()
>>      ts.setMaxTime(time + dt)
>>      ts.solve(vec)
>>      res[i, rstart:rend] = vec.getArray()[:]
>>      times.append(time)
>>
>> I decomposed the complex ODE into a larger real ODE, so that I can
>> easily switch maybe to GPU computation later on. Now, the solutions of
>> both scripts are very much identical, but PETSc runs about 3 times
>> slower at 120it/s on my machine. I don't use MPI for PETSc yet.
>>
>> I strongly suppose that the problem lies within the jacobian definition,
>> as PETSc is about 3 times *faster* than scipy with f(t) = 0 and
>> therefore a constant jacobian.
>>
>> Thank you in advance.
>>
>> All the best,
>> Niclas
>>
>>
>>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.mcs.anl.gov/pipermail/petsc-users/attachments/20230810/c3891b01/attachment.html>