[petsc-users] Incomplete Cholesky Factorization in petsc

[Wenlong Gong]

My main project is written in R that's why I need a wrapper function of
ICC(0) in order to call it from R. I tried the IncompleteCholesky() in
rcppEigen, basically the Eigen library but it turns out to be a modified
incomplete Cholesky. Beside that, I didn't find any incomplete Cholesky
functions available in R so I turned to the petsc.

I will apply this ICC for very big sparse matrix and hope the function to
have almost linear computation complexity. I didn't write the function by
myself because it might be too slow comparing to an well-written and
optimized ICC() in existing C/C++ library.

-Wendy

On Tue, Dec 5, 2017 at 1:49 PM, Smith, Barry F. <bsmith at mcs.anl.gov> wrote:

>
>
> > On Dec 5, 2017, at 9:32 AM, Wenlong Gong <wenlonggong at gmail.com> wrote:
> >
> > Barry, Thank you for the reply! It makes sense If two IC() function
> returns slightly different factored matrix. But the IC factor matrix from
> PETSc is not even close to what I get from ichol in Matlab.
> > Ultimately I need this incomplete cholesky factorization function
> wrapped in R once it gives correct result.
>
>    What do you mean by wrapped in R?
>
>    Does R not have a ICC(0)? ICC(0) with the natural ordering is actually
> very simple to write. You could easily write it presumably directly in R or
> in C in a format callable from R.
>
>    Barry
>
>
>
> > Not sure if I used the easiest way to get IC so I also seek for help on
> getting a concise version of IC().
> >
> > -Wendy
> >
> >
> > On Mon, Dec 4, 2017 at 10:07 PM, Smith, Barry F. <bsmith at mcs.anl.gov>
> wrote:
> >
> >   I'm not sure what your goal is. In general two different IC(0) codes
> might produce slightly different factorizations based on implementation
> details even if they claim to run the same algorithm so I don't think there
> is a reason to try to compare the factors they produce.
> >
> >   In addition PETSc, as well as most IC/ILU/LU  codes store the factored
> matrices in a "non-conventional" form that is optimized for performance so
> it is not easy to just pull out the "factors" to look at them or compare
> them.
> >
> >     Barry
> >
> >
> > > On Dec 4, 2017, at 9:07 PM, Wenlong Gong <wenlonggong at gmail.com>
> wrote:
> > >
> > > Hello,
> > >
> > > I'm trying to use the Incomplete Cholesky Factorization for a sparse
> matrix in petsc. I started with a 10*10 matrix and used ksp and pc in order
> to get the ICC(0) factor, with no fill-in, natural ordering. However, the
> returned factor matrix does not match with the answer I got from matlab
> ichol() function.
> > >
> > > The code with the hard-coded data is attached here. I would appreciate
> if anyone could help check if I did anything wrong.Please let me know if
> there is easier way to get this incomplete cholesky factor. Thanks!
> > >
> > > Best regards,
> > > Wendy
> > >
> > > <repex.c>
> >
> >
>
>
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