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schur.cc
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1 /*!
2  *
3  * Copyright (C) 2015 Technical University of Liberec. All rights reserved.
4  *
5  * This program is free software; you can redistribute it and/or modify it under
6  * the terms of the GNU General Public License version 3 as published by the
7  * Free Software Foundation. (http://www.gnu.org/licenses/gpl-3.0.en.html)
8  *
9  * This program is distributed in the hope that it will be useful, but WITHOUT
10  * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
11  * FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.
12  *
13  *
14  * @file schur.cc
15  * @ingroup la
16  * @brief Assembly explicit Schur complement for the given linear system.
17  * Provides method for resolution of the full original vector of unknowns.
18  *
19  * Aim: Explicit schur should be faster then implicit, i.e.
20  *
21  * @todo
22  * - vyresit navaznost na lin sys - solve a export seq vektoru, redukce ... ?
23  * - inv_a - predava se pri konstrukci, ale neumoznuje jeji reuse - aktualizaci assemblace
24  * resp. nutno si na ni drzet ukazatel venku ... reseni ?
25  * - ? remove old_4_new - just for LSView
26  * - automatic preallocation
27  * - eliminated block given by IS
28  * - in place Schur
29  * - ? nemodifikovat puvodni system, leda skrze jeho metody
30  */
31 
32 #include <petscvec.h>
33 #include <algorithm>
34 #include <limits>
35 #include <petscmat.h>
36 #include <armadillo>
37 #include <petscis.h>
38 
39 #include "system/sys_profiler.hh"
40 #include "la/distribution.hh"
42 #include "system/system.hh"
43 #include "la/linsys.hh"
44 #include "la/linsys_BDDC.hh"
45 #include "la/schur.hh"
46 
47 /**
48  * Create Schur complement system.
49  * @param[in] orig : original system
50  * @param[in] inv_a : inversion of the A block
51  * @param[in] ia : index set of the A block,
52  * default continuous given by inv_a:
53  * proc 1 2 3
54  *
55  * Orig: ****** ****** ****
56  * IA : *** ** ***
57  *
58  *
59  */
60 
62 : LinSys_PETSC(ds), IsA(ia), state(created)
63 {
64  // check index set
65  OLD_ASSERT(IsA != NULL, "Index set IsA is not defined.\n" );
66 
67  // initialize variables
68  Compl = NULL;
69  IA = NULL;
70  B = NULL;
71  Bt = NULL;
72  xA = NULL;
73  IAB = NULL;
74  IsB = NULL;
75  RHS1 = NULL;
76  RHS2 = NULL;
77  Sol1 = NULL;
78  Sol2 = NULL;
79 
80  // create A block index set
81  ISGetLocalSize(IsA, &loc_size_A);
82 
83  // create B block index set
85  ISCreateStride(PETSC_COMM_WORLD,loc_size_B,rows_ds_->begin()+loc_size_A,1,&IsB);
86 }
87 
88 
90 : LinSys_PETSC(other),
91  loc_size_A(other.loc_size_A), loc_size_B(other.loc_size_B), state(other.state),
92  Compl(other.Compl), ds_(other.ds_)
93 {
94  MatCopy(other.IA, IA, DIFFERENT_NONZERO_PATTERN);
95  MatCopy(other.IAB, IAB, DIFFERENT_NONZERO_PATTERN);
96  ISCopy(other.IsA, IsA);
97  ISCopy(other.IsB, IsB);
98  VecCopy(other.RHS1, RHS1);
99  VecCopy(other.RHS2, RHS2);
100  VecCopy(other.Sol1, Sol1);
101  VecCopy(other.Sol2, Sol2);
102 
103  B = NULL;
104  Bt = NULL;
105  xA = NULL;
106 }
107 
108 
109 
111 {
113 
114  ASSERT_PTR(Compl).error();
115  Compl->set_from_input( in_rec );
116 }
117 
118 /**
119  * COMPUTE A SCHUR COMPLEMENT OF A PETSC MATRIX
120  *
121  * given symmetric original matrix Orig has form
122  * A B x_1 RHS_1
123  * B' C * x_2 = RHS_2
124  * where the first block is given by index set IsA, and the second block by IsB
125  * user has to provide inverse IA of the A-block
126  * we suppose that original matrix have non-zero pattern for the schur complement
127  *
128  * we return: Shur - schur complement, ShurRHS - RHS of the complemented system:
129  * (B' * IA * B - C) * x_2 = (B' * IA * RHS_1 - RHS_2)
130  * IAB - a matrix to compute eliminated part of the solution:
131  * x_1 = IA * RHS_1 - IAB * x_2
132  *
133  * Actually as B' is stored separetly, the routine can be used also for nonsymetric original
134  * system
135  *
136  */
137 
139 {
140  START_TIMER("form schur complement");
141 
142  PetscErrorCode ierr = 0;
143  MatReuse mat_reuse; // reuse structures after first computation of schur
144  PetscScalar *rhs_array, *sol_array;
145 
146  mat_reuse=MAT_REUSE_MATRIX;
147  if (state==created) {
148  mat_reuse=MAT_INITIAL_MATRIX; // indicate first construction
149 
150  // create complement system
151  // TODO: introduce LS as true object, clarify its internal states
152  // create RHS sub vecs RHS1, RHS2
153  VecGetArray(rhs_, &rhs_array);
154  VecCreateMPIWithArray(PETSC_COMM_WORLD,1,loc_size_A,PETSC_DETERMINE,rhs_array,&(RHS1));
155 
156  // create Solution sub vecs Sol1, Compl->solution
157  VecGetArray(solution_, &sol_array);
158  VecCreateMPIWithArray(PETSC_COMM_WORLD,1,loc_size_A,PETSC_DETERMINE,sol_array,&(Sol1));
159 
160  VecCreateMPIWithArray(PETSC_COMM_WORLD,1,loc_size_B,PETSC_DETERMINE,rhs_array+loc_size_A,&(RHS2));
161  VecCreateMPIWithArray(PETSC_COMM_WORLD,1,loc_size_B,PETSC_DETERMINE,sol_array+loc_size_A,&(Sol2));
162 
163  VecRestoreArray(rhs_, &rhs_array);
164  VecRestoreArray(solution_, &sol_array);
165 
166  VecGetArray( Sol2, &sol_array );
167  Compl->set_solution( sol_array );
168 
169  VecRestoreArray( Sol2, &sol_array );
170 
171  }
172 
173  // compose Schur complement
174  // Petsc need some fill estimate for results of multiplication in form nnz(A*B)/(nnz(A)+nnz(B))
175  // for the first Schur compl: IA*B is bounded by ( d*(d+1) )/( d*d+2*d ) <= 5/6 for d<=4
176  // B'*IA*B bounded by ( (d+1)*(d+1) )/ ( d*(d+1) + d ) ~ 1
177  // for the second Schur : IA*B have fill ratio ~ 1.
178  // B'*IA*B ... ( N/2 *(2*N-1) )/( 2 + 2*N ) <= 1.4
179  // nevertheless Petsc does not allows fill ratio below 1. so we use 1.1 for the first
180  // and 1.5 for the second multiplication
181 
182  if (matrix_changed_) {
184 
185  // compute IAB=IA*B, loc_size_B removed
186  ierr+=MatGetSubMatrix(matrix_, IsA, IsB, mat_reuse, &B);
187  ierr+=MatMatMult(IA, B, mat_reuse, 1.0 ,&(IAB)); // 6/7 - fill estimate
188  // compute xA=Bt* IAB = Bt * IA * B, locSizeA removed
189  ierr+=MatGetSubMatrix(matrix_, IsB, IsA, mat_reuse, &(Bt));
190  ierr+=MatMatMult(Bt, IAB, mat_reuse, 1.9 ,&(xA)); // 1.1 - fill estimate (PETSC report values over 1.8)
191 
192  // get C block, loc_size_B removed
193  ierr+=MatGetSubMatrix( matrix_, IsB, IsB, mat_reuse, const_cast<Mat *>( Compl->get_matrix() ) );
194  // compute complement = (-1)cA+xA = Bt*IA*B - C
195  if ( is_negative_definite() ) {
196  ierr+=MatAXPY(*( Compl->get_matrix() ), -1, xA, SUBSET_NONZERO_PATTERN);
197  } else {
198  ierr+=MatScale(*( Compl->get_matrix() ),-1.0);
199  ierr+=MatAXPY(*( Compl->get_matrix() ), 1, xA, SUBSET_NONZERO_PATTERN);
200  }
202 
203  OLD_ASSERT( ierr == 0, "PETSC Error during calculation of Schur complement.\n");
204 
205  }
206 
207  form_rhs();
208 
209  matrix_changed_ = false;
210 
211  state=formed;
212 }
213 
215 {
216  START_TIMER("form rhs");
217  if (rhs_changed_ || matrix_changed_) {
218  MatMultTranspose(IAB, RHS1, *( Compl->get_rhs() ));
219  VecAXPY(*( Compl->get_rhs() ), -1, RHS2);
220  if ( is_negative_definite() ) {
221  VecScale(*( Compl->get_rhs() ), -1.0);
222  }
224  rhs_changed_ = false;
225  }
226 
227  state=formed;
228 }
229 
230 
231 
232 void SchurComplement::set_tolerances(double r_tol, double a_tol, unsigned int max_it)
233 {
234  LinSys_PETSC::set_tolerances(r_tol, a_tol, max_it);
235  if (Compl !=nullptr) Compl->set_tolerances(r_tol, a_tol, max_it);
236 }
237 
239 {
240  ASSERT_PTR(ls).error();
241  Compl = ls;
242 }
243 
244 
246 {
247  ds_ = new Distribution(loc_size_B, PETSC_COMM_WORLD);
248  return ds_;
249 }
250 
252 {
253  START_TIMER("create inversion matrix");
254  PetscInt ncols, pos_start, pos_start_IA;
255 
256  MatReuse mat_reuse=MAT_REUSE_MATRIX;
257  if (state==created) mat_reuse=MAT_INITIAL_MATRIX; // indicate first construction
258 
259  MatGetSubMatrix(matrix_, IsA, IsA, mat_reuse, &IA);
260  MatGetOwnershipRange(matrix_,&pos_start,PETSC_NULL);
261  MatGetOwnershipRange(IA,&pos_start_IA,PETSC_NULL);
262 
263  std::vector<PetscInt> submat_rows;
264  const PetscInt *cols;
265  const PetscScalar *vals;
266 
267  std::vector<unsigned int> processed_rows(loc_size_A,0);
268 
269  unsigned int mat_block=1; //actual processed block of matrix
270  for(unsigned int loc_row=0; loc_row < processed_rows.size(); loc_row++) {
271  if (processed_rows[loc_row] != 0) continue;
272 
273  PetscInt min=std::numeric_limits<int>::max(), max=-1, size_submat;
274  PetscInt b_vals = 0; // count of values stored in B-block of Orig system
275  submat_rows.clear();
276  MatGetRow(matrix_, loc_row + pos_start, &ncols, &cols, PETSC_NULL);
277  for (PetscInt i=0; i<ncols; i++) {
278  if (cols[i] < pos_start || cols[i] >= pos_start+loc_size_A) {
279  b_vals++;
280  } else {
281  if (cols[i] < min) {
282  min=cols[i];
283  }
284  if (cols[i] > max) {
285  max=cols[i];
286  }
287  }
288  }
289  size_submat = max - min + 1;
290  OLD_ASSERT(ncols-b_vals == size_submat, "Submatrix cannot contains empty values.\n");
291 
292  MatRestoreRow(matrix_, loc_row + pos_start, &ncols, &cols, PETSC_NULL);
293  arma::mat submat2(size_submat, size_submat);
294  submat2.zeros();
295  for (PetscInt i=0; i<size_submat; i++) {
296  processed_rows[ loc_row + i ] = mat_block;
297  submat_rows.push_back( i + loc_row + pos_start_IA );
298  MatGetRow(matrix_, i + loc_row + pos_start, &ncols, &cols, &vals);
299  for (PetscInt j=0; j<ncols; j++) {
300  if (cols[j] >= pos_start && cols[j] < pos_start+loc_size_A) {
301  submat2( i, cols[j] - loc_row - pos_start ) = vals[j];
302  }
303  }
304  MatRestoreRow(matrix_, i + loc_row + pos_start, &ncols, &cols, &vals);
305  }
306  // get inversion matrix
307  arma::mat invmat = submat2.i();
308  // stored to inversion IA matrix
309  const PetscInt* rows = &submat_rows[0];
310  MatSetValues(IA, submat_rows.size(), rows, submat_rows.size(), rows, invmat.memptr(), INSERT_VALUES);
311 
312  mat_block++;
313  }
314 
315  MatAssemblyBegin(IA, MAT_FINAL_ASSEMBLY);
316  MatAssemblyEnd(IA, MAT_FINAL_ASSEMBLY);
317 }
318 
319 
321 {
322  if (Compl != NULL) {
323  return Compl->get_solution_precision();
324  }
325  return std::numeric_limits<double>::infinity();
326 }
327 
328 
330  START_TIMER("SchurComplement::solve");
331  this->form_schur();
332  int converged_reason = Compl->solve();
333 
334  // TODO: Resolve step is not necessary inside of nonlinear solver. Can optimize.
335  this->resolve();
336  return converged_reason;
337 }
338 
339 
340 /**
341  * COMPUTE ELIMINATED PART OF THE ORIG. SYS. & RESTORE RHS and SOLUTION VECTORS
342  * x_1 = IA * RHS_1 - IAB * x_2
343  */
344 
346 {
347  this->form_schur();
348 
349  START_TIMER("SchurComplemet::resolve without form schur");
350 
351  chkerr(MatMult(IAB,Compl->get_solution(),Sol1));
352  chkerr(VecScale(Sol1,-1));
353  chkerr(MatMultAdd(IA,RHS1,Sol1,Sol1));
354 }
355 
356 
358 {
359  //DebugOut() << print_var(LinSys_PETSC::compute_residual());
360  resolve();
362 }
363 
364 
365 
366 /**
367  * SCHUR COMPLEMENT destructor
368  */
370 
371  if ( B != NULL ) MatDestroy(&B);
372  if ( Bt != NULL ) MatDestroy(&Bt);
373  if ( xA != NULL ) MatDestroy(&xA);
374  if ( IA != NULL ) MatDestroy(&IA);
375  if ( IAB != NULL ) MatDestroy(&IAB);
376  if ( IsA != NULL ) ISDestroy(&IsA);
377  if ( IsB != NULL ) ISDestroy(&IsB);
378  if ( RHS1 != NULL ) VecDestroy(&RHS1);
379  if ( RHS2 != NULL ) VecDestroy(&RHS2);
380  if ( Sol1 != NULL ) VecDestroy(&Sol1);
381  if ( Sol2 != NULL ) VecDestroy(&Sol2);
382  if ( IA != NULL ) MatDestroy(&IA);
383 
384  if (Compl != NULL) delete Compl;
385 
386 }
bool is_negative_definite()
Definition: linsys.hh:513
void set_complement(LinSys_PETSC *ls)
Set complement LinSys object.
Definition: schur.cc:238
void resolve()
Definition: schur.cc:345
const Mat * get_matrix() override
Definition: linsys_PETSC.hh:57
void set_tolerances(double r_tol, double a_tol, unsigned int max_it) override
Definition: schur.cc:232
bool matrix_changed_
true if the matrix was changed since the last solve
Definition: linsys.hh:595
void set_from_input(const Input::Record in_rec) override
Wrappers for linear systems based on MPIAIJ and MATIS format.
Definition: schur.hh:55
int solve() override
void set_rhs_changed()
Definition: linsys.hh:193
Vec rhs_
PETSc vector constructed with vx array.
LinSys_PETSC * Compl
Definition: schur.hh:154
void chkerr(unsigned int ierr)
Replacement of new/delete operator in the spirit of xmalloc.
Definition: system.hh:147
int loc_size_B
Definition: schur.hh:146
bool rhs_changed_
true if the right hand side was changed since the last solve
Definition: linsys.hh:596
Distribution * ds_
Definition: schur.hh:156
double get_solution_precision() override
~SchurComplement()
Definition: schur.cc:369
void form_rhs()
Definition: schur.cc:214
Assembly explicit Schur complement for the given linear system. Provides method for resolution of the...
SchurState state
Definition: schur.hh:151
#define OLD_ASSERT(...)
Definition: global_defs.h:131
const Vec & get_solution()
Definition: linsys.hh:257
unsigned int begin(int proc) const
get starting local index
Accessor to the data with type Type::Record.
Definition: accessors.hh:292
#define START_TIMER(tag)
Starts a timer with specified tag.
const Distribution * rows_ds_
final distribution of rows of MH matrix
Definition: linsys.hh:588
void set_from_input(const Input::Record in_rec) override
Definition: schur.cc:110
double compute_residual() override
Definition: schur.cc:357
void form_schur()
Definition: schur.cc:138
int loc_size_A
Definition: schur.hh:146
int solve() override
Definition: schur.cc:329
void set_solution(double *sol_array)
Definition: linsys.hh:265
double compute_residual() override
SchurComplement(IS ia, Distribution *ds)
Definition: schur.cc:61
void create_inversion_matrix()
create IA matrix
Definition: schur.cc:251
Support classes for parallel programing.
double get_solution_precision() override
get precision of solving
Definition: schur.cc:320
const Vec * get_rhs() override
Definition: linsys_PETSC.hh:62
Distribution * make_complement_distribution()
get distribution of complement object if complement is defined
Definition: schur.cc:245
Definition: schur.hh:56
#define ASSERT_PTR(ptr)
Definition of assert macro checking non-null pointer (PTR)
Definition: asserts.hh:335
void set_matrix_changed()
Definition: linsys.hh:187
void set_tolerances(double r_tol, double a_tol, unsigned int max_it) override
Definition: linsys_PETSC.cc:90
Mat matrix_
Petsc matrix of the problem.
Vec solution_
PETSc vector constructed with vb array.
Definition: linsys.hh:598
Solver based on Multilevel BDDC - using corresponding class of OpenFTL package.
unsigned int lsize(int proc) const
get local size