[petsc-dev] QR factorization of dense matrix

[Franck Houssen]

I've seen that !... But can't get BVOrthogonalize to work.

I tried:
Mat Z; MatCreateSeqDense(PETSC_COMM_SELF, n, m, NULL, &Z);
...; // MatSetValues(Z, ...)
BVCreate(PETSC_COMM_SELF, &bv);
BVCreateFromMat(Z, &bv); // Z is tall-skinny
Mat R; MatCreateSeqDense(PETSC_COMM_SELF, n, m, NULL, &R); // Same n, m than Z.
BVOrthogonalize(bv, R);

But BVOrthogonalize fails with :
> [0]PETSC ERROR: Nonconforming object sizes
> [0]PETSC ERROR: Mat argument is not square, it has 1 rows and 3 columns

So, as I didn't get what's wrong, I was looking for another way to do this.

Franck

----- Mail original -----
> De: "Jose E. Roman" <jroman at dsic.upv.es>
> À: "Franck Houssen" <franck.houssen at inria.fr>
> Cc: "For users of the development version of PETSc" <petsc-dev at mcs.anl.gov>
> Envoyé: Vendredi 27 Octobre 2017 19:03:37
> Objet: Re: [petsc-dev] QR factorization of dense matrix
> 
> Franck,
> 
> SLEPc has some support for this, but it is intended only for tall-skinny
> matrices, that is, when the number of columns is much smaller than rows. For
> an almost square matrix you should not use it.
> 
> Have a look at this
> http://slepc.upv.es/documentation/current/docs/manualpages/BV/BVOrthogonalize.html
> http://slepc.upv.es/documentation/current/docs/manualpages/BV/BVOrthogBlockType.html
> 
> You can see there are three methods. All of them have drawbacks:
> GS: This is a Gram-Schmidt QR, computed column by column, so it is slower
> than the other two. However, it is robust.
> CHOL: Cholesky QR, it is not numerically stable. In the future we will add
> Cholesky QR2.
> TSQR: Unfortunately this is not implemented in parallel. I wanted to add the
> parallel version for 3.8, but didn't have time. It will be added soon.
> 
> You can use BVCreateFromMat() to create a BV object from a Mat.
> 
> Jose
> 
> 
> > El 27 oct 2017, a las 18:39, Franck Houssen <franck.houssen at inria.fr>
> > escribió:
> > 
> > I am looking for QR factorization of (sequential) dense matrix: is this
> > available in PETSc ? I "just" need the diagonal of R (I do not need
> > neither the full content of R, nor Q)
> > 
> > I found that (old !) thread
> > https://lists.mcs.anl.gov/pipermail/petsc-users/2013-November/019577.html
> > that says it could be implemented: has it been done ?
> > As for a direct solve, the way to go is "KSPSetType(ksp, KSPPREONLY);
> > PCSetType(pc, PCLU);", I was expecting something like "KSPSetType(ksp,
> > KSPPREONLY); PCSetType(pc, PCQR);"... But it seems there is no PCQR
> > available. Or is it possible to do that using "an iterative way" with a
> > specific kind of KSP that triggers a Gram Schmidt orthogonalization in
> > back-end ? (I have seen a KSPLSQR but could I get Q and R back ? As I
> > understand this, I would say no: I would say the user can only get the
> > solution)
> > 
> > Is it possible to QR a (sequential) dense matrix in PETSc ? If yes, what
> > are the steps to follow ?
> > 
> > Franck
> > 
> > My understanding is that DGEQRF from lapack can do "more" than what I need,
> > but, no sure to get if I can use it from PETSc through a KSP:
> > >> git grep DGEQRF
> > include/petscblaslapack_stdcall.h:#  define LAPACKgeqrf_ DGEQRF
> > >> git grep LAPACKgeqrf_
> > include/petscblaslapack.h:PETSC_EXTERN void
> > LAPACKgeqrf_(PetscBLASInt*,PetscBLASInt*,PetscScalar*,PetscBLASInt*,PetscScalar*,PetscScalar*,PetscBLASInt*,PetscBLASInt*);
> > include/petscblaslapack_mangle.h:#define LAPACKgeqrf_
> > PETSCBLAS(geqrf,GEQRF)
> > include/petscblaslapack_stdcall.h:#  define LAPACKgeqrf_ SGEQRF
> > include/petscblaslapack_stdcall.h:#  define LAPACKgeqrf_ DGEQRF
> > include/petscblaslapack_stdcall.h:#  define LAPACKgeqrf_ CGEQRF
> > include/petscblaslapack_stdcall.h:#  define LAPACKgeqrf_ ZGEQRF
> > include/petscblaslapack_stdcall.h:PETSC_EXTERN void PETSC_STDCALL
> > LAPACKgeqrf_(PetscBLASInt*,PetscBLASInt*,PetscScalar*,PetscBLASInt*,PetscScalar*,PetscScalar*,PetscBLASInt*,PetscBLASInt*);
> > src/dm/dt/interface/dt.c:
> > PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&M,&N,A,&lda,tau,work,&ldwork,&info));
> > src/dm/dt/interface/dtfv.c:
> > LAPACKgeqrf_(&M,&N,A,&lda,tau,work,&ldwork,&info);
> > src/ksp/ksp/impls/gmres/agmres/agmres.c:
> > PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&lC, &KspSize,
> > agmres->hh_origin, &ldH, agmres->tau, agmres->work, &lwork, &info));
> > src/ksp/pc/impls/bddc/bddcprivate.c:
> > PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&Blas_M,&Blas_N,qr_basis,&Blas_LDA,qr_tau,&lqr_work_t,&lqr_work,&lierr));
> > src/ksp/pc/impls/bddc/bddcprivate.c:
> > PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&Blas_M,&Blas_N,qr_basis,&Blas_LDA,qr_tau,qr_work,&lqr_work,&lierr));
> > src/ksp/pc/impls/gamg/agg.c:
> > PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&Mdata, &N, qqc, &LDA,
> > TAU, WORK, &LWORK, &INFO));
> > src/tao/leastsquares/impls/pounders/pounders.c:
> > PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->mwork,&blasmaxmn,&info));
> > src/tao/leastsquares/impls/pounders/pounders.c:
> > PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->mwork,&blasmaxmn,&info));
> 
>