[petsc-users] Least Square solver LSQR

[Natacha BEREUX]

Thanks a lot for your answer
Best regards
Natacha

On Tue, Jan 6, 2015 at 6:52 PM, Hong <hzhang at mcs.anl.gov> wrote:

> Natacha:
> I can repeat the error with your ex1f.F.
>
> The lsqr solver in PETSc was contributed by a user a decade ago. I'll read
> the original algorithm and investigate it.
>
> I'll let you know the result.
>
> Hong
>
> Dear  PETSc users,
>> I am trying to solve an over determined linear system of equations Ax =b
>> with the least square solver LSQR.
>> The matrix A is rectangular : it has m rows and n columns with m>n.
>> I set the preconditioner to "PCNONE"  (following for instance post
>> https://lists.mcs.anl.gov/mailman/htdig/petsc-users/2012-May/013591.html)
>>
>> Matrix A has the form :
>> A(1:n,1:n)        = Identity(n)
>> A(n+1:m, 1:n) = 0.
>>
>> I define a vector u of size n and set u(1:n) to 1.0
>>
>> The right hand side b= Au.
>>
>> The (fortran) test program is attached (it's
>> petsc-3.5.2/src/ksp/ksp/examples/tutorials/ex1f.F slightly modified)
>>
>> The size of matrix A is defined at runtime
>>
>> The solver ends OK with m=10, n=2 but goes wrong  with  m=10, n=3 (KSP
>> Converged reason = -5)
>>
>> The output is shown below:
>>
>> First run with n=2 columns
>> ====================
>> ./ex1f -ksp_type lsqr -vec_type seq -ksp_monitor -m 10 -n 2
>>
>>   0 KSP Residual norm 1.414213562373e+00
>>   1 KSP Residual norm 3.790370795009e-16
>> KSP Object: 1 MPI processes
>>   type: lsqr
>>   maximum iterations=10000, initial guess is zero
>>   tolerances:  relative=1e-07, absolute=1e-50, divergence=10000
>>   left preconditioning
>>   using UNPRECONDITIONED norm type for convergence test
>> PC Object: 1 MPI processes
>>   type: none
>>   linear system matrix = precond matrix:
>>   Mat Object:   1 MPI processes
>>     type: seqaij
>>     rows=10, cols=2
>>     total: nonzeros=2, allocated nonzeros=50
>>     total number of mallocs used during MatSetValues calls =0
>>       using I-node routines: found 4 nodes, limit used is 5
>>  KSP Converged Reason  2
>> Norm of error < 1.e-12,Iterations =     1
>>
>> Second run, with n=3
>> ================
>> ./ex1f -ksp_type lsqr -vec_type seq -ksp_monitor -m 10 -n 3
>>
>>  0 KSP Residual norm 1.732050807569e+00
>> KSP Object: 1 MPI processes
>>   type: lsqr
>>   maximum iterations=10000, initial guess is zero
>>   tolerances:  relative=1e-07, absolute=1e-50, divergence=10000
>>   left preconditioning
>>   using UNPRECONDITIONED norm type for convergence test
>> PC Object: 1 MPI processes
>>   type: none
>>   linear system matrix = precond matrix:
>>   Mat Object:   1 MPI processes
>>     type: seqaij
>>     rows=10, cols=3
>>     total: nonzeros=3, allocated nonzeros=50
>>     total number of mallocs used during MatSetValues calls =0
>>       using I-node routines: found 5 nodes, limit used is 5
>>  KSP Converged Reason -5
>> Norm of error =  0.1732E+01,  Iterations =     0
>>
>>
>> I am using version 3.5.2 of PETSc library
>>
>> I am probably doing something wrong, but I don't understand what the
>> problem is.
>> Does anyone have an idea of what is going on ?
>> Best regards
>> Natacha
>>
>>
>>
>>
>>
>
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