[petsc-dev] QR factorization of dense matrix

Mon Oct 30 11:37:52 CDT 2017

Any BV type will do. The default BVSVEC is generally best.
Jose

> El 30 oct 2017, a las 17:18, Franck Houssen <franck.houssen at inria.fr> escribió:
> 
> 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));
>>>> 
>>>> 
>> 
>> 