[petsc-dev] QR factorization of dense matrix

[Franck Houssen]

It was not clear to me when I read the doc. That's OK now: got it to work, thanks Jose !
Just to make sure, to make it work, I had to set a BV type: I chose BVMAT as I use BVCreateFromMat. Is that the good type ? (BVVECS works too)

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: Samedi 28 Octobre 2017 16:56:22
> Objet: Re: [petsc-dev] QR factorization of dense matrix
> 
> Matrix R must be mxm.
> BVOrthogonalize computes Z=Q*R, where Q overwrites Z.
> Jose
> 
> > El 28 oct 2017, a las 13:11, Franck Houssen <franck.houssen at inria.fr>
> > escribió:
> > 
> > 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));
> >> 
> >> 
> 
>