[petsc-dev] QR factorization of dense matrix

Tue Oct 31 10:17:28 CDT 2017

OK, got it. Thanks.

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: Lundi 30 Octobre 2017 17:37:52
> Objet: Re: [petsc-dev] QR factorization of dense matrix
> 
> 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));
> >>>> 
> >>>> 
> >> 
> >> 
> 
> 