OK, got it. Thanks. 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: Lundi 30 Octobre 2017 17:37:52 > Objet: Re: [petsc-dev] QR factorization of dense matrix > > Any BV type will do. The default BVSVEC is generally best. > Jose > > > > El 30 oct 2017, a las 17:18, Franck Houssen <[email protected]> > > escribió: > > > > 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)); > >>>> > >>>> > >> > >> > >
