[petsc-users] Incorrect Eigenvalues when Setting KSP and PC types
Hong
hzhang at mcs.anl.gov
Fri Sep 29 11:46:59 CDT 2017
Barry,
When users apply Cholesky to a non-symmetric matrix,
petsc uses his upper half matrix and would produce incorrect solutions
without user's knowledge.
Adding such check under "#PETSC_USE_DEBUG", user sees
1) his code crashes when matrix is non-symmetric
or
2) too slow due to checking, which prompts user to set symmetric flag.
I do not see any harm to call MatIsSymmetric() in this situation.
Hong
On Fri, Sep 29, 2017 at 10:57 AM, Barry Smith <bsmith at mcs.anl.gov> wrote:
>
> No, never do the MatIsSymmetric() that was me just "thinking aloud" in
> my first mail
>
> Barry
>
> > On Sep 29, 2017, at 8:33 AM, Hong <hzhang at mcs.anl.gov> wrote:
> >
> > Taking both suggestions, how about
> >
> > 2) Tests:
> > a) complex build && ftype==CHOLESKY:
> > if (mat->hermitian) throw an "not supported" error
> >
> > b) all builds:
> > if (!mat->sbaij && (CHOLESKY || ICC))
> > if (!mat->symmetric) //user does not indicate mat is symmetric
> > #PETSC_USE_DEBUG
> > call MatIsSymmetric(mat,0.0,&symm)
> > if (!symm) throw an error
> > #else
> > throw an error
> > #endif
> >
> > Hong
> >
> > On Fri, Sep 29, 2017 at 10:25 AM, Barry Smith <bsmith at mcs.anl.gov>
> wrote:
> >
> > No I don't want you to actually check if the matrix is symmetric (too
> expensive) just throw an error if the user has not indicated the
> appropriate properties of the matrix
> >
> >
> > > On Sep 29, 2017, at 8:19 AM, Hong <hzhang at mcs.anl.gov> wrote:
> > >
> > > Thanks for all the input. I can do following:
> > > 1) Move test to MatGetFactor()
> > > - If there is sufficient requests from user, we are able to add
> Hermitian support to petsc sequential Cholesky.
> > >
> > > 2) Tests:
> > > a) complex build && ftype==CHOLESKY:
> > > if (mat->hermitian) throw an "not supported" error
> > >
> > > b) all builds:
> > > if (!sbaij && (CHOLESKY || ICC))
> > > if (!mat->symmetric)
> > > call MatIsSymmetric(mat,0.0,&symm)
> > > if (!symm) throw an error
> > >
> > > Hong
> > >
> > >
> > > On Fri, Sep 29, 2017 at 9:55 AM, Greg Meyer <gregory.meyer at gmail.com>
> wrote:
> > > FYI my perspective as a user--something that really tricked me was
> that after setting the solver to Hermitian problem, the algorithm returned
> real eigenvalues so they seemed OK. When I turned off Hermitian as I was
> trying to debug, the eigenvalues were not at all just real, and thus it was
> clear that they were wrong. So I think the check at least when Hermitian is
> set is very important, since by construction real eigenvalues are returned.
> > >
> > >
> > > On Fri, Sep 29, 2017, 7:37 AM Barry Smith <bsmith at mcs.anl.gov> wrote:
> > >
> > > 1) The test is definitely in the wrong place. If we are testing and
> erroring if using Cholesky and mat is not marked as symmetric or hermitian
> the test should be in MatGetFactor() not in a particular implementation.
> > >
> > > 2) It is a tough call if we should do this check or not. There are
> good arguments in both directions.
> > >
> > > One thing we could do is if the matrix is not marked as
> symmetric/hermitian is we could just check at that point (but expensive) or
> we could just check in debug mode.
> > >
> > > But I think we should require the user to set the flag (note for
> SBAIJ the flag for symmetric (or hermitian? which one) should be
> automatically set at creation).
> > >
> > > Hong can you move the test up to the MatGetFactor() level?
> > >
> > > Thanks
> > > Barry
> > >
> > >
> > > > On Sep 28, 2017, at 11:35 PM, Stefano Zampini <
> stefano.zampini at gmail.com> wrote:
> > > >
> > > > Hong,
> > > >
> > > > I personally believe that commit https://bitbucket.org/petsc/
> petsc/commits/966c94c9cf4fa13d455726ec36800a577e00b171 should be reverted.
> > > > I agree on the fact that when the user sets an option (the hermitian
> one in this case) and that feature is not supported we should throw an
> error (https://bitbucket.org/petsc/petsc/commits/
> 8f21f52c465b775a76cda90fe9c51d0c742078c7) , but I don't like the fact
> that the user is forced to set on option to use a feature that he already
> requested (as in https://bitbucket.org/petsc/petsc/commits/
> 966c94c9cf4fa13d455726ec36800a577e00b171).
> > > >
> > > > Barry, what do you think?
> > > >
> > > > 2017-09-29 5:28 GMT+03:00 Hong <hzhang at mcs.anl.gov>:
> > > > Greg:
> > > > Thanks so much for the detailed response. I am glad to know the
> reason behind it--hopefully we eventually figure out why the solvers have
> this behavior! Hong, I really appreciate you working on a patch to throw an
> error in this case. It definitely bit me and some people using my code...
> Hopefully it doesn't happen to anyone else! :)
> > > >
> > > > I added an error flag for using MUMPS Cholesky factorization on
> Hermitian matrix. See branch hzhang/mumps-HermitianCholesky-errflag
> > > > https://bitbucket.org/petsc/petsc/commits/
> 8f21f52c465b775a76cda90fe9c51d0c742078c7
> > > >
> > > > Jose,
> > > > PETSc does not support Cholesky for Hermitian matrix.
> > > >
> > > > The linear solver table probably needs to be updated. I have tried
> several Cholesky solvers. With mkl_pardiso I get an explicit error message
> that it does not support Cholesky with complex scalars. The rest (PETSc,
> MUMPS, CHOLMOD) give a wrong answer (without error message). The problem is
> not related to your matrix, nor to shift-and-invert in SLEPc. I tried with
> ex1.c under PETSC_DIR/src/ksp/ksp/examples/tutorials. The example works
> in complex scalars, but the matrix is real. As soon as you add complex
> entries Cholesky fails, for instance adding this:
> > > > ierr = MatSetValue(A,0,1,1.0+PETSC_i,INSERT_VALUES);CHKERRQ(ierr);
> > > > ierr = MatSetValue(A,1,0,1.0-PETSC_i,INSERT_VALUES);CHKERRQ(ierr);
> > > >
> > > > In this case, you must call
> > > > MatSetOption(A,MAT_HERMITIAN,PETSC_TRUE);
> > > >
> > > > Then, petsc will throw an error for '-pc_type cholesky'.
> > > >
> > > > I don't know if it is a bug or that the algorithm cannot support
> complex Hermitian matrices. Maybe Hong can confirm any of these. In the
> latter case, I agree that all packages should give an error message, as
> mkl_pardiso does.
> > > >
> > > > I also add an error flag for Cholesky/ICC if user does not set
> > > > MatSetOption(A,MAT_SYMMETRIC,PETSC_TRUE) for aij matrix.
> > > > See https://bitbucket.org/petsc/petsc/commits/
> 966c94c9cf4fa13d455726ec36800a577e00b171
> > > >
> > > > Let me know if you have any comments about this fix.
> > > >
> > > > Hong
> > > >
> > > > > El 25 sept 2017, a las 7:17, Greg Meyer <gregory.meyer at gmail.com>
> escribió:
> > > > >
> > > > > Hi all,
> > > > >
> > > > > Hong--looking at your link, there may be no special algorithm for
> Hermitian matrices in MUMPS, but that doesn't mean it can't solve them like
> it would any matrix. Furthermore it appears that Cholesky of complex
> matrices is supported from this link: https://www.mcs.anl.gov/petsc/
> documentation/linearsolvertable.html
> > > > >
> > > > > So do you or anyone have any idea why I get incorrect eigenvalues?
> > > > >
> > > > > Thanks,
> > > > > Greg
> > > > >
> > > > > On Thu, Sep 21, 2017 at 5:51 PM Greg Meyer <
> gregory.meyer at gmail.com> wrote:
> > > > > Ok, thanks. It seems that PETSc clearly should throw an error in
> this case instead of just giving incorrect answers? I am surprised that it
> does not throw an error...
> > > > >
> > > > > On Thu, Sep 21, 2017 at 5:24 PM Hong <hzhang at mcs.anl.gov> wrote:
> > > > > Greg :
> > > > > Yes, they are Hermitian.
> > > > >
> > > > > PETSc does not support Cholesky factorization for Hermitian.
> > > > > It seems mumps does not support Hermitian either
> > > > > https://lists.mcs.anl.gov/mailman/htdig/petsc-users/
> 2015-November/027541.html
> > > > >
> > > > > Hong
> > > > >
> > > > >
> > > > > On Thu, Sep 21, 2017 at 3:43 PM Hong <hzhang at mcs.anl.gov> wrote:
> > > > > Greg:
> > > > >
> > > > > OK, the difference is whether LU or Cholesky factorization is
> used. But I would hope that neither one should give incorrect eigenvalues,
> and when I run with the latter it does!
> > > > > Are your matrices symmetric/Hermitian?
> > > > > Hong
> > > > >
> > > > > On Thu, Sep 21, 2017 at 2:05 PM Hong <hzhang at mcs.anl.gov> wrote:
> > > > > Gregory :
> > > > > Use '-eps_view' for both runs to check the algorithms being used.
> > > > > Hong
> > > > >
> > > > > Hi all,
> > > > >
> > > > > I'm using shift-invert with EPS to solve for eigenvalues. I find
> that if I do only
> > > > >
> > > > > ...
> > > > > ierr = EPSGetST(eps,&st);CHKERRQ(ierr);
> > > > > ierr = STSetType(st,STSINVERT);CHKERRQ(ierr);
> > > > > ...
> > > > >
> > > > > in my code I get correct eigenvalues. But if I do
> > > > >
> > > > > ...
> > > > > ierr = EPSGetST(eps,&st);CHKERRQ(ierr);
> > > > > ierr = STSetType(st,STSINVERT);CHKERRQ(ierr);
> > > > > ierr = STGetKSP(st,&ksp);CHKERRQ(ierr);
> > > > > ierr = KSPGetPC(ksp,&pc);CHKERRQ(ierr);
> > > > > ierr = KSPSetType(ksp,KSPPREONLY);CHKERRQ(ierr);
> > > > > ierr = PCSetType(pc,PCCHOLESKY);CHKERRQ(ierr);
> > > > > ...
> > > > >
> > > > > the eigenvalues found by EPS are completely wrong! Somehow I
> thought I was supposed to do the latter, from the examples etc, but I guess
> that was not correct? I attach the full piece of test code and a test
> matrix.
> > > > >
> > > > > Best,
> > > > > Greg
> > > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > --
> > > > Stefano
> > >
> > >
> >
> >
>
>
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