It was not clear to me when I read the doc. That's OK now: got it to work, thanks Jose ! Just to make sure, to make it work, I had to set a BV type: I chose BVMAT as I use BVCreateFromMat. Is that the good type ? (BVVECS works too)
Franck ----- Mail original ----- > De: "Jose E. Roman" <[email protected]> > À: "Franck Houssen" <[email protected]> > Cc: "For users of the development version of PETSc" <[email protected]> > Envoyé: Samedi 28 Octobre 2017 16:56:22 > Objet: Re: [petsc-dev] QR factorization of dense matrix > > Matrix R must be mxm. > BVOrthogonalize computes Z=Q*R, where Q overwrites Z. > Jose > > > El 28 oct 2017, a las 13:11, Franck Houssen <[email protected]> > > escribió: > > > > I've seen that !... But can't get BVOrthogonalize to work. > > > > I tried: > > Mat Z; MatCreateSeqDense(PETSC_COMM_SELF, n, m, NULL, &Z); > > ...; // MatSetValues(Z, ...) > > BVCreate(PETSC_COMM_SELF, &bv); > > BVCreateFromMat(Z, &bv); // Z is tall-skinny > > Mat R; MatCreateSeqDense(PETSC_COMM_SELF, n, m, NULL, &R); // Same n, m > > than Z. > > BVOrthogonalize(bv, R); > > > > But BVOrthogonalize fails with : > >> [0]PETSC ERROR: Nonconforming object sizes > >> [0]PETSC ERROR: Mat argument is not square, it has 1 rows and 3 columns > > > > So, as I didn't get what's wrong, I was looking for another way to do this. > > > > Franck > > > > ----- Mail original ----- > >> De: "Jose E. Roman" <[email protected]> > >> À: "Franck Houssen" <[email protected]> > >> Cc: "For users of the development version of PETSc" > >> <[email protected]> > >> Envoyé: Vendredi 27 Octobre 2017 19:03:37 > >> Objet: Re: [petsc-dev] QR factorization of dense matrix > >> > >> Franck, > >> > >> SLEPc has some support for this, but it is intended only for tall-skinny > >> matrices, that is, when the number of columns is much smaller than rows. > >> For > >> an almost square matrix you should not use it. > >> > >> Have a look at this > >> http://slepc.upv.es/documentation/current/docs/manualpages/BV/BVOrthogonalize.html > >> http://slepc.upv.es/documentation/current/docs/manualpages/BV/BVOrthogBlockType.html > >> > >> You can see there are three methods. All of them have drawbacks: > >> GS: This is a Gram-Schmidt QR, computed column by column, so it is slower > >> than the other two. However, it is robust. > >> CHOL: Cholesky QR, it is not numerically stable. In the future we will add > >> Cholesky QR2. > >> TSQR: Unfortunately this is not implemented in parallel. I wanted to add > >> the > >> parallel version for 3.8, but didn't have time. It will be added soon. > >> > >> You can use BVCreateFromMat() to create a BV object from a Mat. > >> > >> Jose > >> > >> > >>> El 27 oct 2017, a las 18:39, Franck Houssen <[email protected]> > >>> escribió: > >>> > >>> I am looking for QR factorization of (sequential) dense matrix: is this > >>> available in PETSc ? I "just" need the diagonal of R (I do not need > >>> neither the full content of R, nor Q) > >>> > >>> I found that (old !) thread > >>> https://lists.mcs.anl.gov/pipermail/petsc-users/2013-November/019577.html > >>> that says it could be implemented: has it been done ? > >>> As for a direct solve, the way to go is "KSPSetType(ksp, KSPPREONLY); > >>> PCSetType(pc, PCLU);", I was expecting something like "KSPSetType(ksp, > >>> KSPPREONLY); PCSetType(pc, PCQR);"... But it seems there is no PCQR > >>> available. Or is it possible to do that using "an iterative way" with a > >>> specific kind of KSP that triggers a Gram Schmidt orthogonalization in > >>> back-end ? (I have seen a KSPLSQR but could I get Q and R back ? As I > >>> understand this, I would say no: I would say the user can only get the > >>> solution) > >>> > >>> Is it possible to QR a (sequential) dense matrix in PETSc ? If yes, what > >>> are the steps to follow ? > >>> > >>> Franck > >>> > >>> My understanding is that DGEQRF from lapack can do "more" than what I > >>> need, > >>> but, no sure to get if I can use it from PETSc through a KSP: > >>>>> git grep DGEQRF > >>> include/petscblaslapack_stdcall.h:# define LAPACKgeqrf_ DGEQRF > >>>>> git grep LAPACKgeqrf_ > >>> include/petscblaslapack.h:PETSC_EXTERN void > >>> LAPACKgeqrf_(PetscBLASInt*,PetscBLASInt*,PetscScalar*,PetscBLASInt*,PetscScalar*,PetscScalar*,PetscBLASInt*,PetscBLASInt*); > >>> include/petscblaslapack_mangle.h:#define LAPACKgeqrf_ > >>> PETSCBLAS(geqrf,GEQRF) > >>> include/petscblaslapack_stdcall.h:# define LAPACKgeqrf_ SGEQRF > >>> include/petscblaslapack_stdcall.h:# define LAPACKgeqrf_ DGEQRF > >>> include/petscblaslapack_stdcall.h:# define LAPACKgeqrf_ CGEQRF > >>> include/petscblaslapack_stdcall.h:# define LAPACKgeqrf_ ZGEQRF > >>> include/petscblaslapack_stdcall.h:PETSC_EXTERN void PETSC_STDCALL > >>> LAPACKgeqrf_(PetscBLASInt*,PetscBLASInt*,PetscScalar*,PetscBLASInt*,PetscScalar*,PetscScalar*,PetscBLASInt*,PetscBLASInt*); > >>> src/dm/dt/interface/dt.c: > >>> PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&M,&N,A,&lda,tau,work,&ldwork,&info)); > >>> src/dm/dt/interface/dtfv.c: > >>> LAPACKgeqrf_(&M,&N,A,&lda,tau,work,&ldwork,&info); > >>> src/ksp/ksp/impls/gmres/agmres/agmres.c: > >>> PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&lC, &KspSize, > >>> agmres->hh_origin, &ldH, agmres->tau, agmres->work, &lwork, &info)); > >>> src/ksp/pc/impls/bddc/bddcprivate.c: > >>> PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&Blas_M,&Blas_N,qr_basis,&Blas_LDA,qr_tau,&lqr_work_t,&lqr_work,&lierr)); > >>> src/ksp/pc/impls/bddc/bddcprivate.c: > >>> PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&Blas_M,&Blas_N,qr_basis,&Blas_LDA,qr_tau,qr_work,&lqr_work,&lierr)); > >>> src/ksp/pc/impls/gamg/agg.c: > >>> PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&Mdata, &N, qqc, &LDA, > >>> TAU, WORK, &LWORK, &INFO)); > >>> src/tao/leastsquares/impls/pounders/pounders.c: > >>> PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->mwork,&blasmaxmn,&info)); > >>> src/tao/leastsquares/impls/pounders/pounders.c: > >>> PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->mwork,&blasmaxmn,&info)); > >> > >> > >
