Actual source code: cholesky.c

petsc-master 2015-08-29
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  2: /*
  3:    Defines a direct factorization preconditioner for any Mat implementation
  4:    Note: this need not be consided a preconditioner since it supplies
  5:          a direct solver.
  6: */
  7: #include <../src/ksp/pc/impls/factor/factor.h>         /*I "petscpc.h" I*/

  9: typedef struct {
 10:   PC_Factor hdr;
 11:   PetscReal actualfill;              /* actual fill in factor */
 12:   PetscBool inplace;                 /* flag indicating in-place factorization */
 13:   IS        row,col;                 /* index sets used for reordering */
 14:   PetscBool reuseordering;           /* reuses previous reordering computed */
 15:   PetscBool reusefill;               /* reuse fill from previous Cholesky */
 16: } PC_Cholesky;

 20: static PetscErrorCode  PCFactorSetReuseOrdering_Cholesky(PC pc,PetscBool flag)
 21: {
 22:   PC_Cholesky *lu = (PC_Cholesky*)pc->data;

 25:   lu->reuseordering = flag;
 26:   return(0);
 27: }

 31: static PetscErrorCode  PCFactorSetReuseFill_Cholesky(PC pc,PetscBool flag)
 32: {
 33:   PC_Cholesky *lu = (PC_Cholesky*)pc->data;

 36:   lu->reusefill = flag;
 37:   return(0);
 38: }

 42: static PetscErrorCode PCSetFromOptions_Cholesky(PetscOptions *PetscOptionsObject,PC pc)
 43: {

 47:   PetscOptionsHead(PetscOptionsObject,"Cholesky options");
 48:   PCSetFromOptions_Factor(PetscOptionsObject,pc);
 49:   PetscOptionsTail();
 50:   return(0);
 51: }

 55: static PetscErrorCode PCView_Cholesky(PC pc,PetscViewer viewer)
 56: {
 57:   PC_Cholesky    *chol = (PC_Cholesky*)pc->data;
 59:   PetscBool      iascii;

 62:   PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);
 63:   if (iascii) {
 64:     if (chol->inplace) {
 65:       PetscViewerASCIIPrintf(viewer,"  Cholesky: in-place factorization\n");
 66:     } else {
 67:       PetscViewerASCIIPrintf(viewer,"  Cholesky: out-of-place factorization\n");
 68:     }

 70:     if (chol->reusefill)    {PetscViewerASCIIPrintf(viewer,"  Reusing fill from past factorization\n");}
 71:     if (chol->reuseordering) {PetscViewerASCIIPrintf(viewer,"  Reusing reordering from past factorization\n");}
 72:   }
 73:   PCView_Factor(pc,viewer);
 74:   return(0);
 75: }


 80: static PetscErrorCode PCSetUp_Cholesky(PC pc)
 81: {
 83:   PetscBool      flg;
 84:   PC_Cholesky    *dir = (PC_Cholesky*)pc->data;

 87:   if (dir->reusefill && pc->setupcalled) ((PC_Factor*)dir)->info.fill = dir->actualfill;

 89:   if (dir->inplace) {
 90:     if (dir->row && dir->col && (dir->row != dir->col)) {
 91:       ISDestroy(&dir->row);
 92:     }
 93:     ISDestroy(&dir->col);
 94:     MatGetOrdering(pc->pmat,((PC_Factor*)dir)->ordering,&dir->row,&dir->col);
 95:     if (dir->col && (dir->row != dir->col)) {  /* only use row ordering for SBAIJ */
 96:       ISDestroy(&dir->col);
 97:     }
 98:     if (dir->row) {PetscLogObjectParent((PetscObject)pc,(PetscObject)dir->row);}
 99:     MatCholeskyFactor(pc->pmat,dir->row,&((PC_Factor*)dir)->info);

101:     ((PC_Factor*)dir)->fact = pc->pmat;
102:   } else {
103:     MatInfo info;
104:     if (!pc->setupcalled) {
105:       MatGetOrdering(pc->pmat,((PC_Factor*)dir)->ordering,&dir->row,&dir->col);
106:       /* check if dir->row == dir->col */
107:       ISEqual(dir->row,dir->col,&flg);
108:       if (!flg) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_INCOMP,"row and column permutations must equal");
109:       ISDestroy(&dir->col); /* only pass one ordering into CholeskyFactor */

111:       flg  = PETSC_FALSE;
112:       PetscOptionsGetBool(((PetscObject)pc)->prefix,"-pc_factor_nonzeros_along_diagonal",&flg,NULL);
113:       if (flg) {
114:         PetscReal tol = 1.e-10;
115:         PetscOptionsGetReal(((PetscObject)pc)->prefix,"-pc_factor_nonzeros_along_diagonal",&tol,NULL);
116:         MatReorderForNonzeroDiagonal(pc->pmat,tol,dir->row,dir->row);
117:       }
118:       if (dir->row) {PetscLogObjectParent((PetscObject)pc,(PetscObject)dir->row);}
119:       if (!((PC_Factor*)dir)->fact) {
120:         MatGetFactor(pc->pmat,((PC_Factor*)dir)->solvertype,MAT_FACTOR_CHOLESKY,&((PC_Factor*)dir)->fact);
121:       }
122:       MatCholeskyFactorSymbolic(((PC_Factor*)dir)->fact,pc->pmat,dir->row,&((PC_Factor*)dir)->info);
123:       MatGetInfo(((PC_Factor*)dir)->fact,MAT_LOCAL,&info);
124:       dir->actualfill = info.fill_ratio_needed;
125:       PetscLogObjectParent((PetscObject)pc,(PetscObject)((PC_Factor*)dir)->fact);
126:     } else if (pc->flag != SAME_NONZERO_PATTERN) {
127:       if (!dir->reuseordering) {
128:         ISDestroy(&dir->row);
129:         MatGetOrdering(pc->pmat,((PC_Factor*)dir)->ordering,&dir->row,&dir->col);
130:         ISDestroy(&dir->col); /* only use dir->row ordering in CholeskyFactor */

132:         flg  = PETSC_FALSE;
133:         PetscOptionsGetBool(((PetscObject)pc)->prefix,"-pc_factor_nonzeros_along_diagonal",&flg,NULL);
134:         if (flg) {
135:           PetscReal tol = 1.e-10;
136:           PetscOptionsGetReal(((PetscObject)pc)->prefix,"-pc_factor_nonzeros_along_diagonal",&tol,NULL);
137:           MatReorderForNonzeroDiagonal(pc->pmat,tol,dir->row,dir->row);
138:         }
139:         if (dir->row) {PetscLogObjectParent((PetscObject)pc,(PetscObject)dir->row);}
140:       }
141:       MatDestroy(&((PC_Factor*)dir)->fact);
142:       MatGetFactor(pc->pmat,((PC_Factor*)dir)->solvertype,MAT_FACTOR_CHOLESKY,&((PC_Factor*)dir)->fact);
143:       MatCholeskyFactorSymbolic(((PC_Factor*)dir)->fact,pc->pmat,dir->row,&((PC_Factor*)dir)->info);
144:       MatGetInfo(((PC_Factor*)dir)->fact,MAT_LOCAL,&info);
145:       dir->actualfill = info.fill_ratio_needed;
146:       PetscLogObjectParent((PetscObject)pc,(PetscObject)((PC_Factor*)dir)->fact);
147:     }
148:     MatCholeskyFactorNumeric(((PC_Factor*)dir)->fact,pc->pmat,&((PC_Factor*)dir)->info);
149:   }
150:   return(0);
151: }

155: static PetscErrorCode PCReset_Cholesky(PC pc)
156: {
157:   PC_Cholesky    *dir = (PC_Cholesky*)pc->data;

161:   if (!dir->inplace && ((PC_Factor*)dir)->fact) {MatDestroy(&((PC_Factor*)dir)->fact);}
162:   ISDestroy(&dir->row);
163:   ISDestroy(&dir->col);
164:   return(0);
165: }

169: static PetscErrorCode PCDestroy_Cholesky(PC pc)
170: {
171:   PC_Cholesky    *dir = (PC_Cholesky*)pc->data;

175:   PCReset_Cholesky(pc);
176:   PetscFree(((PC_Factor*)dir)->ordering);
177:   PetscFree(((PC_Factor*)dir)->solvertype);
178:   PetscFree(pc->data);
179:   return(0);
180: }

184: static PetscErrorCode PCApply_Cholesky(PC pc,Vec x,Vec y)
185: {
186:   PC_Cholesky    *dir = (PC_Cholesky*)pc->data;

190:   if (dir->inplace) {
191:     MatSolve(pc->pmat,x,y);
192:   } else {
193:     MatSolve(((PC_Factor*)dir)->fact,x,y);
194:   }
195:   return(0);
196: }

200: static PetscErrorCode PCApplyTranspose_Cholesky(PC pc,Vec x,Vec y)
201: {
202:   PC_Cholesky    *dir = (PC_Cholesky*)pc->data;

206:   if (dir->inplace) {
207:     MatSolveTranspose(pc->pmat,x,y);
208:   } else {
209:     MatSolveTranspose(((PC_Factor*)dir)->fact,x,y);
210:   }
211:   return(0);
212: }

214: /* -----------------------------------------------------------------------------------*/

218: static PetscErrorCode  PCFactorSetUseInPlace_Cholesky(PC pc,PetscBool flg)
219: {
220:   PC_Cholesky *dir = (PC_Cholesky*)pc->data;

223:   dir->inplace = flg;
224:   return(0);
225: }

229: static PetscErrorCode  PCFactorGetUseInPlace_Cholesky(PC pc,PetscBool *flg)
230: {
231:   PC_Cholesky *dir = (PC_Cholesky*)pc->data;

234:   *flg = dir->inplace;
235:   return(0);
236: }

238: /* -----------------------------------------------------------------------------------*/

242: /*@
243:    PCFactorSetReuseOrdering - When similar matrices are factored, this
244:    causes the ordering computed in the first factor to be used for all
245:    following factors.

247:    Logically Collective on PC

249:    Input Parameters:
250: +  pc - the preconditioner context
251: -  flag - PETSC_TRUE to reuse else PETSC_FALSE

253:    Options Database Key:
254: .  -pc_factor_reuse_ordering - Activate PCFactorSetReuseOrdering()

256:    Level: intermediate

258: .keywords: PC, levels, reordering, factorization, incomplete, LU

260: .seealso: PCFactorSetReuseFill()
261: @*/
262: PetscErrorCode  PCFactorSetReuseOrdering(PC pc,PetscBool flag)
263: {

269:   PetscTryMethod(pc,"PCFactorSetReuseOrdering_C",(PC,PetscBool),(pc,flag));
270:   return(0);
271: }

273: /*MC
274:    PCCHOLESKY - Uses a direct solver, based on Cholesky factorization, as a preconditioner

276:    Options Database Keys:
277: +  -pc_factor_reuse_ordering - Activate PCFactorSetReuseOrdering()
278: .  -pc_factor_mat_solver_package - Actives PCFactorSetMatSolverPackage() to choose the direct solver, like superlu
279: .  -pc_factor_reuse_fill - Activates PCFactorSetReuseFill()
280: .  -pc_factor_fill <fill> - Sets fill amount
281: .  -pc_factor_in_place - Activates in-place factorization
282: -  -pc_factor_mat_ordering_type <nd,rcm,...> - Sets ordering routine

284:    Notes: Not all options work for all matrix formats

286:    Level: beginner

288:    Concepts: Cholesky factorization, direct solver

290:    Notes: Usually this will compute an "exact" solution in one iteration and does
291:           not need a Krylov method (i.e. you can use -ksp_type preonly, or
292:           KSPSetType(ksp,KSPPREONLY) for the Krylov method

294: .seealso:  PCCreate(), PCSetType(), PCType (for list of available types), PC,
295:            PCILU, PCLU, PCICC, PCFactorSetReuseOrdering(), PCFactorSetReuseFill(), PCFactorGetMatrix(),
296:            PCFactorSetFill(), PCFactorSetShiftNonzero(), PCFactorSetShiftType(), PCFactorSetShiftAmount()
297:            PCFactorSetUseInPlace(), PCFactorGetUseInPlace(), PCFactorSetMatOrderingType()

299: M*/

303: PETSC_EXTERN PetscErrorCode PCCreate_Cholesky(PC pc)
304: {
306:   PC_Cholesky    *dir;

309:   PetscNewLog(pc,&dir);

311:   ((PC_Factor*)dir)->fact = 0;
312:   dir->inplace            = PETSC_FALSE;

314:   MatFactorInfoInitialize(&((PC_Factor*)dir)->info);

316:   ((PC_Factor*)dir)->factortype         = MAT_FACTOR_CHOLESKY;
317:   ((PC_Factor*)dir)->info.fill          = 5.0;
318:   ((PC_Factor*)dir)->info.shifttype     = (PetscReal) MAT_SHIFT_NONE;
319:   ((PC_Factor*)dir)->info.shiftamount   = 0.0;
320:   ((PC_Factor*)dir)->info.zeropivot     = 100.0*PETSC_MACHINE_EPSILON;
321:   ((PC_Factor*)dir)->info.pivotinblocks = 1.0;

323:   dir->col = 0;
324:   dir->row = 0;

326:   PetscStrallocpy(MATORDERINGNATURAL,(char**)&((PC_Factor*)dir)->ordering);
327:   PetscStrallocpy(MATSOLVERPETSC,&((PC_Factor*)dir)->solvertype);

329:   dir->reusefill        = PETSC_FALSE;
330:   dir->reuseordering    = PETSC_FALSE;
331:   pc->data              = (void*)dir;

333:   pc->ops->destroy           = PCDestroy_Cholesky;
334:   pc->ops->reset             = PCReset_Cholesky;
335:   pc->ops->apply             = PCApply_Cholesky;
336:   pc->ops->applytranspose    = PCApplyTranspose_Cholesky;
337:   pc->ops->setup             = PCSetUp_Cholesky;
338:   pc->ops->setfromoptions    = PCSetFromOptions_Cholesky;
339:   pc->ops->view              = PCView_Cholesky;
340:   pc->ops->applyrichardson   = 0;
341:   pc->ops->getfactoredmatrix = PCFactorGetMatrix_Factor;

343:   PetscObjectComposeFunction((PetscObject)pc,"PCFactorSetUpMatSolverPackage_C",PCFactorSetUpMatSolverPackage_Factor);
344:   PetscObjectComposeFunction((PetscObject)pc,"PCFactorSetMatSolverPackage_C",PCFactorSetMatSolverPackage_Factor);
345:   PetscObjectComposeFunction((PetscObject)pc,"PCFactorGetMatSolverPackage_C",PCFactorGetMatSolverPackage_Factor);
346:   PetscObjectComposeFunction((PetscObject)pc,"PCFactorSetZeroPivot_C",PCFactorSetZeroPivot_Factor);
347:   PetscObjectComposeFunction((PetscObject)pc,"PCFactorSetShiftType_C",PCFactorSetShiftType_Factor);
348:   PetscObjectComposeFunction((PetscObject)pc,"PCFactorSetShiftAmount_C",PCFactorSetShiftAmount_Factor);
349:   PetscObjectComposeFunction((PetscObject)pc,"PCFactorSetFill_C",PCFactorSetFill_Factor);
350:   PetscObjectComposeFunction((PetscObject)pc,"PCFactorSetUseInPlace_C",PCFactorSetUseInPlace_Cholesky);
351:   PetscObjectComposeFunction((PetscObject)pc,"PCFactorGetUseInPlace_C",PCFactorGetUseInPlace_Cholesky);
352:   PetscObjectComposeFunction((PetscObject)pc,"PCFactorSetMatOrderingType_C",PCFactorSetMatOrderingType_Factor);
353:   PetscObjectComposeFunction((PetscObject)pc,"PCFactorSetReuseOrdering_C",PCFactorSetReuseOrdering_Cholesky);
354:   PetscObjectComposeFunction((PetscObject)pc,"PCFactorSetReuseFill_C",PCFactorSetReuseFill_Cholesky);
355:   return(0);
356: }