[petsc-users] PCLU diverges where PCILU converges on Dense Matrix

[Smith, Barry F.]

  1) Run the problem with -ksp_view_mat and -ksp_view_rhs and mail petsc-maint at mcs.anl.gov  the resulting file produced called binaryoutput

   2) By default PCLU does a reordering to reduce fill that could introduce a zero pivoit, PCILU does not do a reordering by default. You can use -pc_factor_mat_ordering_type none to force no reordering (PCLU does not do numerical pivoting for stability so can fail with zero pivots).

   3) If you need to solve these tiny 7 by 7 systems many times (presumably you are solving these to set up a large algebraic system solved afterwards) then you probably don't want to use KSP to solve them. You can use the low level kernel PetscKernel_A_gets_inverse_A_7() that does do pivoting followed by a multiply like

s1 = v[0]*x1 + v[6]*x2  + v[12]*x3 + v[18]*x4 + v[24]*x5 + v[30]*x6;
      s2 = v[1]*x1 + v[7]*x2  + v[13]*x3 + v[19]*x4 + v[25]*x5 + v[31]*x6;
      s3 = v[2]*x1 + v[8]*x2  + v[14]*x3 + v[20]*x4 + v[26]*x5 + v[32]*x6;
      s4 = v[3]*x1 + v[9]*x2  + v[15]*x3 + v[21]*x4 + v[27]*x5 + v[33]*x6;
      s5 = v[4]*x1 + v[10]*x2 + v[16]*x3 + v[22]*x4 + v[28]*x5 + v[34]*x6;
      s6 = v[5]*x1 + v[11]*x2 + v[17]*x3 + v[23]*x4 + v[29]*x5 + v[35]*x6;

where v is the dense 7 by 7 matrix (stored column oriented like Fortran) an the x are the seven values of the right hand side.

   Barry





> On Mar 10, 2018, at 5:22 AM, Ali Berk Kahraman <aliberkkahraman at yahoo.com> wrote:
> 
> Hello All,
> 
> I am trying to get the finite difference coefficients for a given irregular grid. For this, I follow the following webpage, which tells me to solve a linear system.
> 
> http://web.media.mit.edu/~crtaylor/calculator.html
> 
> I solve a 7 unknown linear system with a 7x7 dense matrix to get the finite difference coefficients. Since I will call this code many many many times in my overall project, I need it to be as fast, yet as exact as possible. So I use PCLU. I make sure that there are no zero diagonals on the matrix, I swap required rows for it. However, PCLU still diverges with the output at the end of this e-mail. It indicates "FACTOR_NUMERIC_ZEROPIVOT" , but as I have written above I make sure there are no zero main diagonal entries on the matrix. When I use PCILU instead, it converges pretty well.
> 
> So my question is, is PCILU the same thing mathematically as PCLU when applied on a small dense matrix? I need to know if I get the exact solution with PCILU, because my whole project will depend on the accuracy of the finite differences.
> 
> Best Regards,
> 
> Ali Berk Kahraman
> M.Sc. Student, Mechanical Engineering Dept.
> Boğaziçi Uni., Istanbul, Turkey
> 
> Linear solve did not converge due to DIVERGED_PCSETUP_FAILED iterations 0
>                PCSETUP_FAILED due to FACTOR_NUMERIC_ZEROPIVOT
> KSP Object: 1 MPI processes
>   type: gmres
>     restart=30, using Classical (unmodified) Gram-Schmidt Orthogonalization with no iterative refinement
>     happy breakdown tolerance 1e-30
>   maximum iterations=10000, initial guess is zero
>   tolerances:  relative=1e-05, absolute=1e-50, divergence=10000.
>   left preconditioning
>   using PRECONDITIONED norm type for convergence test
> PC Object: 1 MPI processes
>   type: lu
>     out-of-place factorization
>     tolerance for zero pivot 2.22045e-14
>     matrix ordering: nd
>     factor fill ratio given 5., needed 1.
>       Factored matrix follows:
>         Mat Object: 1 MPI processes
>           type: seqaij
>           rows=7, cols=7
>           package used to perform factorization: petsc
>           total: nonzeros=49, allocated nonzeros=49
>           total number of mallocs used during MatSetValues calls =0
>             using I-node routines: found 2 nodes, limit used is 5
>   linear system matrix = precond matrix:
>   Mat Object: 1 MPI processes
>     type: seqaij
>     rows=7, cols=7
>     total: nonzeros=49, allocated nonzeros=49
>     total number of mallocs used during MatSetValues calls =0
>       using I-node routines: found 2 nodes, limit used is 5
> 
>