[petsc-users] PETSc-MUMPS interface, numeric and symbolic factorisation

Y. Shidi ys453 at cam.ac.uk
Fri May 11 19:00:59 CDT 2018


Alp,
thank you for your suggestion. As Barry pointed out, I want to
keep the symbolic factorization, because the matrix structure
in my problem is unchanged for some iterations (doing some
moving mesh) and this part is also sequential.
Thank you very much for your help and time.

Barry,
I really appreciate your time and help.
I will have a try on this.
The basic idea here is keeping the Mat object, but I am using
MatCreateMPIAIJWithArrays() instead, and this function always
create a new Mat object. I think I get it, I have checked
previously that if I do not destroy the Mat object created by
MatCreateMPIAIJWithArrays() every time, the memory usage is
keep going.

Thank you very much for your help indeed.

Kind Regards,
Shidi


On 2018-05-12 00:37, Smith, Barry F. wrote:
>> On May 11, 2018, at 6:14 PM, Dener, Alp <adener at anl.gov> wrote:
>> 
>> 
>> On May 11, 2018 at 6:03:09 PM, Smith, Barry F. (bsmith at mcs.anl.gov) 
>> wrote:
>> 
>>> 
>>> Shidi,
>>> 
>>> You stated:
>>> 
>>> >> and create the matrix at the beginning of each iteration.
>>> 
>>> We never anticipated your use case where you keep the same KSP and 
>>> make a new matrix for each KSPSolve so we have bugs in PETSc that do 
>>> not handle that case.
>> We do this in TAO for bounded Newton algorithms where the constraints 
>> are handled with an active-set method. We have to construct a new 
>> reduced Hessian with a different size every time the active variable 
>> indexes change.
>> 
>> We don’t completely destroy the KSP solver and create a brand new one 
>> whenever this happens. We simply call KSPReset() followed by 
>> KSPSetOperators(). This preserves the solver type and other KSP 
>> options set in the beginning (e.g.: maximum iterations or various 
>> tolerances), but permits the matrix (and the preconditioner) to be 
>> completely different objects from one KSPSolve() to another.
>> 
>> I don’t know if this behavior is universally supported for all KSP 
>> solvers, but it’s been working bug-free for us for STCG, NASH and GLTR 
>> solvers. I’ve also made it work with GMRES in a separate test. It may 
>> be worth it for Shidi to give it a try and see if it works.
> 
>   Alp,
> 
>   It should work to produce correct answers, unlike now when incorrect
> answers are produced but it doesn't serve Shidi's goal of reusing the
> matrix symbolic factorization.
> 
>   Shidi,
> 
>      Here is how you can get what you want. The first time in you use
> MatCreateMPIAIJWithArrays() to create the matrix. Do NOT destroy the
> matrix at the end of the loop. Instead you use MatSetValues() to
> transfer the values from your i,j,a arrays to the matrix with a simple
> loop for the second and ever other time you build the matrix. Here is
> a prototype (untested) of the routine you need.
> 
> /* The A is the matrix obtained with MatCreateMPIAIJWithArrays(); the
> other arguments are the same as you pass to MatCreateMPIAIJWithArrays
> */
> 
> PetscErrorCode MatCopyValuesMPIAIJWithArrays(Mat A,m,i,j,a)
> {
>    PetscErrorCode ierr;
>    PetscInt              i, row,rstart,nnz;
> 
>   ierr = MatGetOwnershipRange(A,&rstart,NULL);CHKERRQ(ierr);
>   for (ii=0; ii<m; ii++) {
>     row   = ii + rstart;
>     nnz  = i[ii+1]- i[ii];
>     ierr =
> MatSetValues(A,1,&row,nnz,j+i[ii],values+i[ii],INSERT_VALUES);CHKERRQ(ierr);
>   }
>   ierr = MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY);CHKERR(ierr);
>   ierr = MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY);CHKERR(ierr);
>   PetscFunctionReturn(0);
> }
> 
>   Plus it is more efficient than your current code because it does not
> have to build the A from scratch each time.
> 
>    Good luck
> 
>   Barry
> 
> 
> 
> 
> 
> 
> 
>> 
>>> 
>>> 
>>> Barry
>>> 
>>> 
>>> > On May 11, 2018, at 5:58 PM, Y. Shidi <ys453 at cam.ac.uk> wrote:
>>> >
>>> > Thank you for your reply.
>>> >> For now, if you give the same Mat object back, it will do what you
>>> >> expect.
>>> > Sorry, I am confused here.
>>> > The same Mat object, is it that I do not destroy the Mat at the
>>> > end of iteration?
>>> > Moreover, which function should I actually call to put the Mat
>>> > object back?
>>> > Sorry for being stupid on this.
>>> >
>>> > Kind Regards,
>>> > Shidi
>>> >
>>> >
>>> >
>>> > On 2018-05-11 18:10, Matthew Knepley wrote:
>>> >> On Fri, May 11, 2018 at 1:02 PM, Y. Shidi <ys453 at cam.ac.uk> wrote:
>>> >>> Thank you very much for your reply, Barry.
>>> >>>> This is a bug in PETSc. Since you are providing a new matrix
>>> >>>> with
>>> >>>> the same "state" value as the previous matrix the PC code the
>>> >>>> following code
>>> >>> So what you mean is that every time I change the value in the
>>> >>> matrix,
>>> >>> the PETSc only determines if the nonzero pattern change but not the
>>> >>> values, and if it is unchanged neither of symbolic and numeric
>>> >>> happens.
>>> >> No, that is not what Barry is saying.
>>> >> PETSc looks at the matrix.
>>> >> If the structure has changed, it does symbolic and numeric
>>> >> factorization.
>>> >> If only values have changes, it does numeric factorization.
>>> >> HOWEVER, you gave it a new matrix with accidentally the same state
>>> >> marker,
>>> >> so it thought nothing had changed. We will fix this by also checking
>>> >> the pointer.
>>> >> For now, if you give the same Mat object back, it will do what you
>>> >> expect.
>>> >> Matt
>>> >>> I found the following code:
>>> >>> if (!pc->setupcalled) {
>>> >>> ierr = PetscInfo(pc,"Setting up PC for first
>>> >>> timen");CHKERRQ(ierr);
>>> >>> pc->flag = DIFFERENT_NONZERO_PATTERN;
>>> >>> } else if (matstate == pc->matstate) {
>>> >>> ierr = PetscInfo(pc,"Leaving PC with identical preconditioner
>>> >>> since operator is unchangedn");CHKERRQ(ierr);
>>> >>> PetscFunctionReturn(0);
>>> >>> } else {
>>> >>> if (matnonzerostate > pc->matnonzerostate) {
>>> >>> ierr = PetscInfo(pc,"Setting up PC with different nonzero
>>> >>> patternn");CHKERRQ(ierr);
>>> >>> pc->flag = DIFFERENT_NONZERO_PATTERN;
>>> >>> } else {
>>> >>> ierr = PetscInfo(pc,"Setting up PC with same nonzero
>>> >>> patternn");CHKERRQ(ierr);
>>> >>> pc->flag = SAME_NONZERO_PATTERN;
>>> >>> }
>>> >>> }
>>> >>> and I commend out "else if (matstate == pc->matstate){}", so it
>>> >>> will do "Setting up PC with same nonzero patternn"; and it seems
>>> >>> work in my case, only "MatFactorNumeric_MUMPS()" is calling in the
>>> >>> subsequent iterations. But I am not quite sure, need some more
>>> >>> tests.
>>> >>> Thank you very much for your help indeed.
>>> >>> Kind Regards,
>>> >>> Shidi
>>> >>> On 2018-05-11 16:13, Smith, Barry F. wrote:
>>> >>> On May 11, 2018, at 8:14 AM, Y. Shidi <ys453 at cam.ac.uk> wrote:
>>> >>> Thank you for your reply.
>>> >>> How are you changing the matrix? Do you remember to assemble?
>>> >>> I use MatCreateMPIAIJWithArrays() to create the matrix,
>>> >>> and after that I call MatAssemblyBegin() and MatAssemblyEnd().
>>> >> If you use MatCreateMPIAIJWithArrays() you don't need to call
>>> >> MatAssemblyBegin() and MatAssemblyEnd().
>>> >>> But I actually destroy the matrix at the end of each iteration
>>> >>> and create the matrix at the beginning of each iteration.
>>> >> This is a bug in PETSc. Since you are providing a new matrix with
>>> >> the same "state" value as the previous matrix the PC code the
>>> >> following code
>>> >> kicks in:
>>> >> ierr =
>>> >> PetscObjectStateGet((PetscObject)pc->pmat,&matstate);CHKERRQ(ierr);
>>> >> ierr = MatGetNonzeroState(pc->pmat,&matnonzerostate);CHKERRQ(ierr);
>>> >> if (!pc->setupcalled) {
>>> >> ierr = PetscInfo(pc,"Setting up PC for first
>>> >> timen");CHKERRQ(ierr);
>>> >> pc->flag = DIFFERENT_NONZERO_PATTERN;
>>> >> } else if (matstate == pc->matstate) {
>>> >> ierr = PetscInfo(pc,"Leaving PC with identical preconditioner
>>> >> since operator is unchangedn");CHKERRQ(ierr);
>>> >> PetscFunctionReturn(0);
>>> >> and it returns without refactoring.
>>> >> We need an additional check that the matrix also remains the same.
>>> >> We will also need a test example that reproduces the problem to
>>> >> confirm that we have fixed it.
>>> >> Barry
>>> >>> Cheers,
>>> >>> Shidi
>>> >>> On 2018-05-11 12:59, Matthew Knepley wrote:
>>> >>> On Fri, May 11, 2018 at 7:14 AM, Y. Shidi <ys453 at cam.ac.uk> wrote:
>>> >>> Dear Matt,
>>> >>> Thank you for your help last time.
>>> >>> I want to get more detail about the Petsc-MUMPS factorisation;
>>> >>> so I go to look the code "/src/mat/impls/aij/mpi/mumps/mumps.c".
>>> >>> And I found the following functions are quite important to
>>> >>> the question:
>>> >>> PetscErrorCode MatCholeskyFactorSymbolic_MUMPS(Mat F,Mat A,IS
>>> >>> r,const MatFactorInfo *info);
>>> >>> PetscErrorCode MatFactorNumeric_MUMPS(Mat F,Mat A,const
>>> >>> MatFactorInfo *info);
>>> >>> PetscErrorCode MatSolve_MUMPS(Mat A,Vec b,Vec x);
>>> >>> I print some sentence to trace when these functions are called.
>>> >>> Then I test my code; the values in the matrix is changing but the
>>> >>> structure stays the same. Below is the output.
>>> >>> We can see that at 0th step, all the symbolic, numeric and solve
>>> >>> are called; in the subsequent steps only the solve stage is called,
>>> >>> the numeric step is not called.
>>> >>> How are you changing the matrix? Do you remember to assemble?
>>> >>> Matt
>>> >>> Iteration 0 Step 0.0005 Time 0.0005
>>> >>> [INFO]: Direct Solver setup
>>> >>> MatCholeskyFactorSymbolic_MUMPS
>>> >>> finish MatCholeskyFactorSymbolic_MUMPS
>>> >>> MatFactorNumeric_MUMPS
>>> >>> finish MatFactorNumeric_MUMPS
>>> >>> MatSolve_MUMPS
>>> >>> Iteration 1 Step 0.0005 Time 0.0005
>>> >>> MatSolve_MUMPS
>>> >>> Iteration 2 Step 0.0005 Time 0.001
>>> >>> MatSolve_MUMPS
>>> >>> [INFO]: End of program!!!
>>> >>> I am wondering if there is any possibility to split the numeric
>>> >>> and solve stage (as you mentioned using KSPSolve).
>>> >>> Thank you very much indeed.
>>> >>> Kind Regards,
>>> >>> Shidi
>>> >>> On 2018-05-04 21:10, Y. Shidi wrote:
>>> >>> Thank you very much for your reply.
>>> >>> That is really clear.
>>> >>> Kind Regards,
>>> >>> Shidi
>>> >>> On 2018-05-04 21:05, Matthew Knepley wrote:
>>> >>> On Fri, May 4, 2018 at 3:54 PM, Y. Shidi <ys453 at cam.ac.uk> wrote:
>>> >>> Dear Matt,
>>> >>> Thank you very much for your reply!
>>> >>> So what you mean is that I can just do the KSPSolve() every
>>> >>> iteration
>>> >>> once the MUMPS is set?
>>> >>> Yes.
>>> >>> That means inside the KSPSolve() the numerical factorization is
>>> >>> performed. If that is the case, it seems that the ksp object is
>>> >>> not changed when the values in the matrix are changed.
>>> >>> Yes.
>>> >>> Or do I need to call both KSPSetOperators() and KSPSolve()?
>>> >>> If you do SetOperators, it will redo the factorization. If you do
>>> >>> not,
>>> >>> it will look
>>> >>> at the Mat object, determine that the structure has not changed,
>>> >>> and
>>> >>> just redo
>>> >>> the numerical factorization.
>>> >>> Thanks,
>>> >>> Matt
>>> >>> On 2018-05-04 14:44, Matthew Knepley wrote:
>>> >>> On Fri, May 4, 2018 at 9:40 AM, Y. Shidi <ys453 at cam.ac.uk> wrote:
>>> >>> Dear PETSc users,
>>> >>> I am currently using MUMPS to solve linear systems directly.
>>> >>> Generally, we use ICNTL(7) or ICNTL(29) to do the preprocessing
>>> >>> step and then solve the system.
>>> >>> In my code, the values in the matrix is changed in each iteration,
>>> >>> but the structure of the matrix stays the same, which means the
>>> >>> performance can be improved if symbolic factorisation is only
>>> >>> performed once. Hence, it is necessary to split the symbolic
>>> >>> and numeric factorisation. However, I cannot find a specific step
>>> >>> (control parameter) to perform the numeric factorisation.
>>> >>> I have used ICNTL(3) and ICNTL(4) to print the MUMPS information,
>>> >>> it seems that the symbolic and numeric factorisation always perform
>>> >>> together.
>>> >>> If you use KSPSolve instead, it will automatically preserve the
>>> >>> symbolic
>>> >>> factorization.
>>> >>> Thanks,
>>> >>> Matt
>>> >>> So I am wondering if anyone has an idea about it.
>>> >>> Below is how I set up MUMPS solver:
>>> >>> PC pc;
>>> >>> PetscBool flg_mumps, flg_mumps_ch;
>>> >>> flg_mumps = PETSC_FALSE;
>>> >>> flg_mumps_ch = PETSC_FALSE;
>>> >>> PetscOptionsGetBool(NULL, NULL, "-use_mumps_lu", &flg_mumps,
>>> >>> NULL);
>>> >>> PetscOptionsGetBool(NULL, NULL, "-use_mumps_ch", &flg_mumps_ch,
>>> >>> NULL);
>>> >>> if(flg_mumps ||flg_mumps_ch)
>>> >>> {
>>> >>> KSPSetType(_ksp, KSPPREONLY);
>>> >>> PetscInt ival,icntl;
>>> >>> PetscReal val;
>>> >>> KSPGetPC(_ksp, &pc);
>>> >>> /// Set preconditioner type
>>> >>> if(flg_mumps)
>>> >>> {
>>> >>> PCSetType(pc, PCLU);
>>> >>> }
>>> >>> else if(flg_mumps_ch)
>>> >>> {
>>> >>> MatSetOption(A, MAT_SPD, PETSC_TRUE);
>>> >>> PCSetType(pc, PCCHOLESKY);
>>> >>> }
>>> >>> PCFactorSetMatSolverPackage(pc, MATSOLVERMUMPS);
>>> >>> PCFactorSetUpMatSolverPackage(pc);
>>> >>> PCFactorGetMatrix(pc, &_F);
>>> >>> icntl = 7; ival = 0;
>>> >>> MatMumpsSetIcntl( _F, icntl, ival );
>>> >>> MatMumpsSetIcntl(_F, 3, 6);
>>> >>> MatMumpsSetIcntl(_F, 4, 2);
>>> >>> }
>>> >>> KSPSetUp(_ksp);
>>> >>> Kind Regards,
>>> >>> Shidi
>>> >>> --
>>> >>> What most experimenters take for granted before they begin their
>>> >>> experiments is infinitely more interesting than any results to
>>> >>> which
>>> >>> their experiments lead.
>>> >>> -- Norbert Wiener
>>> >>> https://www.cse.buffalo.edu/~knepley/ [1] [1] [1] [1]
>>> >>> Links:
>>> >>> ------
>>> >>> [1] http://www.caam.rice.edu/~mk51/ [2] [2] [2]
>>> >>> --
>>> >>> What most experimenters take for granted before they begin their
>>> >>> experiments is infinitely more interesting than any results to
>>> >>> which
>>> >>> their experiments lead.
>>> >>> -- Norbert Wiener
>>> >>> https://www.cse.buffalo.edu/~knepley/ [1] [1] [2]
>>> >>> Links:
>>> >>> ------
>>> >>> [1] https://www.cse.buffalo.edu/~knepley/ [1] [1]
>>> >>> [2] http://www.caam.rice.edu/~mk51/ [2] [2]
>>> >>> --
>>> >>> What most experimenters take for granted before they begin their
>>> >>> experiments is infinitely more interesting than any results to
>>> >>> which
>>> >>> their experiments lead.
>>> >>> -- Norbert Wiener
>>> >>> https://www.cse.buffalo.edu/~knepley/ [1] [2]
>>> >>> Links:
>>> >>> ------
>>> >>> [1] https://www.cse.buffalo.edu/~knepley/ [1]
>>> >>> [2] http://www.caam.rice.edu/~mk51/ [2]
>>> >> --
>>> >> What most experimenters take for granted before they begin their
>>> >> experiments is infinitely more interesting than any results to which
>>> >> their experiments lead.
>>> >> -- Norbert Wiener
>>> >> https://www.cse.buffalo.edu/~knepley/ [2]
>>> >> Links:
>>> >> ------
>>> >> [1] https://www.cse.buffalo.edu/~knepley/
>>> >> [2] http://www.caam.rice.edu/~mk51/
>> Alp Dener
>> Postdoctoral Appointee
>> Argonne National Laboratory
>> Mathematics and Computer Science Division
>> 


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