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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), IsB(ib), 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  C = NULL;
73  xA = NULL;
74  IAB = NULL;
75  IsB = NULL;
76  RHS1 = NULL;
77  RHS2 = NULL;
78  Sol1 = NULL;
79  Sol2 = NULL;
80 
81  // create A block index set
82  ISGetLocalSize(IsA, &loc_size_A);
83 
84  // create B block index set
85  if ( IsB == nullptr ) {
86 
87  // compute dual indexset
88 
89  vector<bool> a_used(ds->lsize(), false);
90 
91  const PetscInt *loc_indices;
92  ISGetIndices(IsA, &loc_indices);
93  for(uint i=0; i < loc_size_A; i++)
94  a_used[ loc_indices[i] - ds->begin()] = true;
95  ISRestoreIndices(IsA, &loc_indices);
96 
97  loc_size_B = ds->lsize() - loc_size_A;
98  PetscInt *b_indices;
99  PetscMalloc(sizeof(PetscInt)*loc_size_B, &b_indices);
100  for(uint i=0, j=0; i < ds->lsize(); i++)
101  if (! a_used[i]) b_indices[j++] = i + ds->begin();
102  ISCreateGeneral(PETSC_COMM_WORLD, loc_size_B, b_indices, PETSC_COPY_VALUES, &IsB);
103  } else {
104  ISGetLocalSize(IsB, &loc_size_B);
105  }
106 }
107 
108 
110 : LinSys_PETSC(other),
111  loc_size_A(other.loc_size_A), loc_size_B(other.loc_size_B), state(other.state),
112  Compl(other.Compl), ds_(other.ds_)
113 {
114  MatCopy(other.IA, IA, DIFFERENT_NONZERO_PATTERN);
115  MatCopy(other.IAB, IAB, DIFFERENT_NONZERO_PATTERN);
116  ISCopy(other.IsA, IsA);
117  ISCopy(other.IsB, IsB);
118  VecCopy(other.RHS1, RHS1);
119  VecCopy(other.RHS2, RHS2);
120  VecCopy(other.Sol1, Sol1);
121  VecCopy(other.Sol2, Sol2);
122 
123  B = NULL;
124  Bt = NULL;
125  xA = NULL;
126  C = NULL;
127 }
128 
129 
130 
132 {
134 
135  ASSERT_PTR(Compl).error();
136  Compl->set_from_input( in_rec );
137 }
138 
139 /**
140  * COMPUTE A SCHUR COMPLEMENT OF A PETSC MATRIX
141  *
142  * given symmetric original matrix Orig has form
143  * A B x_1 RHS_1
144  * B' C * x_2 = RHS_2
145  * where the first block is given by index set IsA, and the second block by IsB
146  * user has to provide inverse IA of the A-block
147  * we suppose that original matrix have non-zero pattern for the schur complement
148  *
149  * we return: Shur - schur complement, ShurRHS - RHS of the complemented system:
150  * (B' * IA * B - C) * x_2 = (B' * IA * RHS_1 - RHS_2)
151  * IAB - a matrix to compute eliminated part of the solution:
152  * x_1 = IA * RHS_1 - IAB * x_2
153  *
154  * Actually as B' is stored separetly, the routine can be used also for nonsymetric original
155  * system
156  *
157  */
158 
160 {
161  START_TIMER("form schur complement");
162 
163 
164  PetscErrorCode ierr = 0;
165  MatReuse mat_reuse; // reuse structures after first computation of schur
166  MatStructure mat_subset_pattern;
167  PetscScalar *rhs_array, *sol_array;
168 
169  mat_reuse=MAT_REUSE_MATRIX;
170  mat_subset_pattern=SUBSET_NONZERO_PATTERN;
171  if (state==created) {
172  mat_reuse=MAT_INITIAL_MATRIX; // indicate first construction
173  mat_subset_pattern=DIFFERENT_NONZERO_PATTERN;
174 
175  // create complement system
176  // TODO: introduce LS as true object, clarify its internal states
177  // create RHS sub vecs RHS1, RHS2
178  VecGetArray(rhs_, &rhs_array);
179  VecCreateMPIWithArray(PETSC_COMM_WORLD,1,loc_size_A,PETSC_DETERMINE,rhs_array,&(RHS1));
180 
181  // create Solution sub vecs Sol1, Compl->solution
182  VecGetArray(solution_, &sol_array);
183  VecCreateMPIWithArray(PETSC_COMM_WORLD,1,loc_size_A,PETSC_DETERMINE,sol_array,&(Sol1));
184 
185  VecCreateMPIWithArray(PETSC_COMM_WORLD,1,loc_size_B,PETSC_DETERMINE,rhs_array+loc_size_A,&(RHS2));
186  VecCreateMPIWithArray(PETSC_COMM_WORLD,1,loc_size_B,PETSC_DETERMINE,sol_array+loc_size_A,&(Sol2));
187 
188  VecRestoreArray(rhs_, &rhs_array);
189  VecRestoreArray(solution_, &sol_array);
190 
191  VecGetArray( Sol2, &sol_array );
192  Compl->set_solution( sol_array );
193 
194  VecRestoreArray( Sol2, &sol_array );
195 
196 
197  }
198  DebugOut() << print_var(mat_reuse) << print_var(matrix_changed_) << print_var(state);
199 
200  // compose Schur complement
201  // Petsc need some fill estimate for results of multiplication in form nnz(A*B)/(nnz(A)+nnz(B))
202  // for the first Schur compl: IA*B is bounded by ( d*(d+1) )/( d*d+2*d ) <= 5/6 for d<=4
203  // B'*IA*B bounded by ( (d+1)*(d+1) )/ ( d*(d+1) + d ) ~ 1
204  // for the second Schur : IA*B have fill ratio ~ 1.
205  // B'*IA*B ... ( N/2 *(2*N-1) )/( 2 + 2*N ) <= 1.4
206  // nevertheless Petsc does not allows fill ratio below 1. so we use 1.1 for the first
207  // and 1.5 for the second multiplication
208 
209  // TODO:
210  // In order to let PETSC allocate structure of the complement we can not perform MatGetSubMatrix
211  // and MatAXPY on the same complement matrix, since one operation change the matrix structure for the other.
212  //
213  // Probably no way to make this optimal using high level methods. We should have our own
214  // format for schur complement matrix, store local systems and perform elimination localy.
215  // Or even better assembly the complement directly. (not compatible with raw P0 method)
216 
217  if (matrix_changed_) {
219 
220  // compute IAB=IA*B, loc_size_B removed
221  ierr+=MatGetSubMatrix(matrix_, IsA, IsB, mat_reuse, &B);
222  ierr+=MatMatMult(IA, B, mat_reuse, 1.0 ,&(IAB)); // 6/7 - fill estimate
223  // compute xA=Bt* IAB = Bt * IA * B, locSizeA removed
224  ierr+=MatGetSubMatrix(matrix_, IsB, IsA, mat_reuse, &(Bt));
225  ierr+=MatMatMult(Bt, IAB, mat_reuse, 1.9 ,&(xA)); // 1.1 - fill estimate (PETSC report values over 1.8)
226 
227  // get C block, loc_size_B removed
228  ierr+=MatGetSubMatrix( matrix_, IsB, IsB, mat_reuse, &C);
229 
230  if (state==created) MatDuplicate(C, MAT_DO_NOT_COPY_VALUES, const_cast<Mat *>( Compl->get_matrix() ) );
231  MatZeroEntries( *( Compl->get_matrix()) );
232 
233  // compute complement = (-1)cA+xA = Bt*IA*B - C
234  if ( is_negative_definite() ) {
235  ierr+=MatAXPY(*( Compl->get_matrix() ), 1, C, SUBSET_NONZERO_PATTERN);
236  ierr+=MatAXPY(*( Compl->get_matrix() ), -1, xA, mat_subset_pattern);
237  } else {
238  ierr+=MatAXPY(*( Compl->get_matrix() ), -1, C, SUBSET_NONZERO_PATTERN);
239  ierr+=MatAXPY(*( Compl->get_matrix() ), 1, xA, mat_subset_pattern);
240  }
242 
243  OLD_ASSERT( ierr == 0, "PETSC Error during calculation of Schur complement.\n");
244 
245  }
246 
247  form_rhs();
248 
249  matrix_changed_ = false;
250 
251  state=formed;
252 }
253 
255 {
256  START_TIMER("form rhs");
257  if (rhs_changed_ || matrix_changed_) {
258  MatMultTranspose(IAB, RHS1, *( Compl->get_rhs() ));
259  VecAXPY(*( Compl->get_rhs() ), -1, RHS2);
260  if ( is_negative_definite() ) {
261  VecScale(*( Compl->get_rhs() ), -1.0);
262  }
264  rhs_changed_ = false;
265  }
266 
267  state=formed;
268 }
269 
270 
271 
272 void SchurComplement::set_tolerances(double r_tol, double a_tol, unsigned int max_it)
273 {
274  LinSys_PETSC::set_tolerances(r_tol, a_tol, max_it);
275  if (Compl !=nullptr) Compl->set_tolerances(r_tol, a_tol, max_it);
276 }
277 
279 {
280  ASSERT_PTR(ls).error();
281  Compl = ls;
282 }
283 
284 
286 {
287  ds_ = new Distribution(loc_size_B, PETSC_COMM_WORLD);
288  return ds_;
289 }
290 
292 {
293  START_TIMER("create inversion matrix");
294  PetscInt ncols, pos_start, pos_start_IA;
295 
296  MatReuse mat_reuse=MAT_REUSE_MATRIX;
297  if (state==created) mat_reuse=MAT_INITIAL_MATRIX; // indicate first construction
298 
299  MatGetSubMatrix(matrix_, IsA, IsA, mat_reuse, &IA);
300 
301  MatGetOwnershipRange(matrix_,&pos_start,PETSC_NULL);
302  MatGetOwnershipRange(IA,&pos_start_IA,PETSC_NULL);
303 
304  std::vector<PetscInt> submat_rows;
305  const PetscInt *cols;
306  const PetscScalar *vals;
307 
308  std::vector<unsigned int> processed_rows(loc_size_A,0);
309 
310  unsigned int mat_block=1; //actual processed block of matrix
311  for(unsigned int loc_row=0; loc_row < processed_rows.size(); loc_row++) {
312  if (processed_rows[loc_row] != 0) continue;
313 
314  PetscInt min=std::numeric_limits<int>::max(), max=-1, size_submat;
315  PetscInt b_vals = 0; // count of values stored in B-block of Orig system
316  submat_rows.clear();
317  MatGetRow(matrix_, loc_row + pos_start, &ncols, &cols, PETSC_NULL);
318  for (PetscInt i=0; i<ncols; i++) {
319  if (cols[i] < pos_start || cols[i] >= pos_start+loc_size_A) {
320  b_vals++;
321  } else {
322  if (cols[i] < min) {
323  min=cols[i];
324  }
325  if (cols[i] > max) {
326  max=cols[i];
327  }
328  }
329  }
330  size_submat = max - min + 1;
331  OLD_ASSERT(ncols-b_vals == size_submat, "Submatrix cannot contains empty values.\n");
332 
333  MatRestoreRow(matrix_, loc_row + pos_start, &ncols, &cols, PETSC_NULL);
334  arma::mat submat2(size_submat, size_submat);
335  submat2.zeros();
336  for (PetscInt i=0; i<size_submat; i++) {
337  processed_rows[ loc_row + i ] = mat_block;
338  submat_rows.push_back( i + loc_row + pos_start_IA );
339  MatGetRow(matrix_, i + loc_row + pos_start, &ncols, &cols, &vals);
340  for (PetscInt j=0; j<ncols; j++) {
341  if (cols[j] >= pos_start && cols[j] < pos_start+loc_size_A) {
342  submat2( i, cols[j] - loc_row - pos_start ) = vals[j];
343  }
344  }
345  MatRestoreRow(matrix_, i + loc_row + pos_start, &ncols, &cols, &vals);
346  }
347  // get inversion matrix
348  arma::mat invmat = submat2.i();
349  // stored to inversion IA matrix
350  const PetscInt* rows = &submat_rows[0];
351  MatSetValues(IA, submat_rows.size(), rows, submat_rows.size(), rows, invmat.memptr(), INSERT_VALUES);
352 
353  mat_block++;
354  }
355 
356  MatAssemblyBegin(IA, MAT_FINAL_ASSEMBLY);
357  MatAssemblyEnd(IA, MAT_FINAL_ASSEMBLY);
358 
359 
360  /*
361  MatCreateMPIAIJSumSeqAIJ(PETSC_COMM_WORLD, locIA, PETSC_DECIDE, PETSC_DECIDE, reuse, &IA);
362  */
363 }
364 
365 
367 {
368  if (Compl != NULL) {
369  return Compl->get_solution_precision();
370  }
371  return std::numeric_limits<double>::infinity();
372 }
373 
374 
376  START_TIMER("SchurComplement::solve");
377  this->form_schur();
378 
379  //output schur complement in matlab file
380 // string output_file = FilePath("schur.m", FilePath::output_file);
381 // PetscViewer viewer;
382 // PetscViewerASCIIOpen(PETSC_COMM_WORLD, output_file.c_str(), &viewer);
383 // PetscViewerSetFormat(viewer, PETSC_VIEWER_ASCII_MATLAB);
384 // MatView( *const_cast<Mat*>(Compl->get_matrix()), viewer);
385 // VecView( *const_cast<Vec*>(Compl->get_rhs()), viewer);
386 
387  LinSys::SolveInfo si = Compl->solve();
388 // VecView(Compl->get_solution(), viewer);
389 
390  // TODO: Resolve step is not necessary inside of nonlinear solver. Can optimize.
391  this->resolve();
392  return si;
393 }
394 
395 
396 /**
397  * COMPUTE ELIMINATED PART OF THE ORIG. SYS. & RESTORE RHS and SOLUTION VECTORS
398  * x_1 = IA * RHS_1 - IAB * x_2
399  */
400 
402 {
403  this->form_schur();
404 
405  START_TIMER("SchurComplemet::resolve without form schur");
406 
407  chkerr(MatMult(IAB,Compl->get_solution(),Sol1));
408  chkerr(VecScale(Sol1,-1));
409  chkerr(MatMultAdd(IA,RHS1,Sol1,Sol1));
410 }
411 
412 
414 {
415  //DebugOut() << print_var(LinSys_PETSC::compute_residual());
416  resolve();
418 }
419 
420 
421 
422 /**
423  * SCHUR COMPLEMENT destructor
424  */
426 
427  if ( B != NULL ) chkerr(MatDestroy(&B));
428  if ( Bt != NULL ) chkerr(MatDestroy(&Bt));
429  if ( C != NULL ) chkerr(MatDestroy(&C));
430  if ( xA != NULL ) chkerr(MatDestroy(&xA));
431  if ( IA != NULL ) chkerr(MatDestroy(&IA));
432  if ( IAB != NULL ) chkerr(MatDestroy(&IAB));
433  if ( IsA != NULL ) chkerr(ISDestroy(&IsA));
434  if ( IsB != NULL ) chkerr(ISDestroy(&IsB));
435  if ( RHS1 != NULL ) chkerr(VecDestroy(&RHS1));
436  if ( RHS2 != NULL ) chkerr(VecDestroy(&RHS2));
437  if ( Sol1 != NULL ) chkerr(VecDestroy(&Sol1));
438  if ( Sol2 != NULL ) chkerr(VecDestroy(&Sol2));
439  if ( IA != NULL ) chkerr(MatDestroy(&IA));
440 
441  if (Compl != NULL) delete Compl;
442 
443 }
bool is_negative_definite()
Definition: linsys.hh:580
void set_complement(LinSys_PETSC *ls)
Set complement LinSys object.
Definition: schur.cc:278
unsigned int uint
void resolve()
Definition: schur.cc:401
const Mat * get_matrix() override
Definition: linsys_PETSC.hh:69
void set_tolerances(double r_tol, double a_tol, unsigned int max_it) override
Definition: schur.cc:272
bool matrix_changed_
true if the matrix was changed since the last solve
Definition: linsys.hh:661
void set_from_input(const Input::Record in_rec) override
LinSys::SolveInfo solve() override
Wrappers for linear systems based on MPIAIJ and MATIS format.
Definition: schur.hh:59
void set_rhs_changed()
Definition: linsys.hh:218
Vec rhs_
PETSc vector constructed with vx array.
LinSys_PETSC * Compl
Definition: schur.hh:160
LinSys::SolveInfo solve() override
Definition: schur.cc:375
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:152
bool rhs_changed_
true if the right hand side was changed since the last solve
Definition: linsys.hh:662
Distribution * ds_
Definition: schur.hh:162
double get_solution_precision() override
~SchurComplement()
Definition: schur.cc:425
void form_rhs()
Definition: schur.cc:254
SchurComplement(Distribution *ds, IS ia, IS ib=nullptr)
Definition: schur.cc:61
Assembly explicit Schur complement for the given linear system. Provides method for resolution of the...
SchurState state
Definition: schur.hh:157
#define OLD_ASSERT(...)
Definition: global_defs.h:131
const Vec & get_solution()
Definition: linsys.hh:282
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.
void set_from_input(const Input::Record in_rec) override
Definition: schur.cc:131
double compute_residual() override
Definition: schur.cc:413
void form_schur()
Definition: schur.cc:159
int loc_size_A
Definition: schur.hh:152
double compute_residual() override
void set_solution(Vec sol_vec)
Definition: linsys.hh:290
void create_inversion_matrix()
create IA matrix
Definition: schur.cc:291
Support classes for parallel programing.
double get_solution_precision() override
get precision of solving
Definition: schur.cc:366
const Vec * get_rhs() override
Definition: linsys_PETSC.hh:74
Distribution * make_complement_distribution()
get distribution of complement object if complement is defined
Definition: schur.cc:285
Definition: schur.hh:60
#define ASSERT_PTR(ptr)
Definition of assert macro checking non-null pointer (PTR)
Definition: asserts.hh:335
void set_matrix_changed()
Definition: linsys.hh:212
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.
#define print_var(var)
Definition: logger.hh:260
#define DebugOut()
Macro defining &#39;debug&#39; record of log.
Definition: logger.hh:252
Vec solution_
PETSc vector constructed with vb array.
Definition: linsys.hh:664
Solver based on Multilevel BDDC - using corresponding class of OpenFTL package.
unsigned int lsize(int proc) const
get local size