Re: [petsc-users] Python PETSc performance vs scipy ZVODE
On the basis of your suggestion, I tried using vode for the real-valued problem with scipy and I get roughly the same speed as before with scipy, which could have three reasons 1. (Z)VODE is slower than plain RK (however, I must admit that I'm not quite sure what (Z)VODE does precisely) 2. Sparse matrix operations in scipy are slow. Some of them are even written in pure python. 3. The RHS function in scipy must *return* a vector and therefore allocates new memory for each iteration. Parallelizing the code is of course a goal of mine, but I believe this will only become relevant for larger systems, which I want to investigate in the near future. Regarding the RHS Jacobian, I see why defining RHSFunction vs RHSJacobian should be computationally equivalent, but I found it much easier to optimize the RHSFunction in this case, and I'm not quite sure as to why the documentation is so specific in strictly recommending the pattern of only providing a Jacobian and not a RHS function, while that should be equivalent. Lastly, I'm aware that another performance boost awaits upon turning off the debugging functionality, but for this simple test I just wanted to see, if there is *any* improvement in performance and I was very much surprised over the factor of 7 with debugging turned on already. Thank you all for the interesting input and have a nice day! Niclas On 15.08.23 00:37, Zhang, Hong wrote: PETSs is not necessarily faster than scipy for your problem when executed in serial. But you get benefits when running in parallel. The PETSc code you wrote uses float64 while your scipy code uses complex128, so the comparison may not be fair. In addition, using the RHS Jacobian does not necessarily make your PETSc code slower. In your case, the bottleneck is the matrix operations. For best performance, you should avoid adding two sparse matrices (especially with different sparsity patterns) which is very costly. So one MatMult + one MultAdd is the best option. MatAXPY with the same nonzero pattern would be a bit slower but still faster than MatAXPY with subset nonzero pattern, which you used in the Jacobian function. I echo Barry’s suggestion that debugging should be turned off before you do any performance study. Hong (Mr.) On Aug 10, 2023, at 4:40 AM, Niclas Götting wrote: Thank you both for the very quick answer! So far, I compiled PETSc with debugging turned on, but I think it should still be faster than standard scipy in both cases. Actually, Stefano's answer has got me very far already; now I only define the RHS of the ODE and no Jacobian (I wonder, why the documentation suggests otherwise, though). I had the following four tries at implementing the RHS: 1. def rhsfunc1(ts, t, u, F): scale = 0.5 * (5 < t < 10) (l + scale * pump).mult(u, F) 2. def rhsfunc2(ts, t, u, F): l.mult(u, F) scale = 0.5 * (5 < t < 10) (scale * pump).multAdd(u, F, F) 3. def rhsfunc3(ts, t, u, F): l.mult(u, F) scale = 0.5 * (5 < t < 10) if scale != 0: pump.scale(scale) pump.multAdd(u, F, F) pump.scale(1/scale) 4. def rhsfunc4(ts, t, u, F): tmp_pump.zeroEntries() # tmp_pump is pump.duplicate() l.mult(u, F) scale = 0.5 * (5 < t < 10) tmp_pump.axpy(scale, pump, structure=PETSc.Mat.Structure.SAME_NONZERO_PATTERN) tmp_pump.multAdd(u, F, F) They all yield the same results, but with 50it/s, 800it/, 2300it/s and 1900it/s, respectively, which is a huge performance boost (almost 7 times as fast as scipy, with PETSc debugging still turned on). As the scale function will most likely be a gaussian in the future, I think that option 3 will be become numerically unstable and I'll have to go with option 4, which is already faster than I expected. If you think it is possible to speed up the RHS calculation even more, I'd be happy to hear your suggestions; the -log_view is attached to this message. One last point: If I didn't misunderstand the documentation at https://petsc.org/release/manual/ts/#special-cases, should this maybe be changed? Best regards Niclas On 09.08.23 17:51, Stefano Zampini wrote: TSRK is an explicit solver. Unless you are changing the ts type from command line, the explicit jacobian should not be needed. On top of Barry's suggestion, I would suggest you to write the explicit RHS instead of assembly a throw away matrix every time that function needs to be sampled. On Wed, Aug 9, 2023, 17:09 Niclas Götting wrote: Hi all, I'm currently trying to convert a quantum simulation from scipy to PETSc. The problem itself is extremely simple and of the form \dot{u}(t) = (A_const + f(t)*B_const)*u(t), where f(t) in this simple test case is a square function. The matrices A_const and B_const are extremely sparse and therefore I thought, the problem will be well suited for PETSc.
Re: [petsc-users] Python PETSc performance vs scipy ZVODE
PETSs is not necessarily faster than scipy for your problem when executed in serial. But you get benefits when running in parallel. The PETSc code you wrote uses float64 while your scipy code uses complex128, so the comparison may not be fair. In addition, using the RHS Jacobian does not necessarily make your PETSc code slower. In your case, the bottleneck is the matrix operations. For best performance, you should avoid adding two sparse matrices (especially with different sparsity patterns) which is very costly. So one MatMult + one MultAdd is the best option. MatAXPY with the same nonzero pattern would be a bit slower but still faster than MatAXPY with subset nonzero pattern, which you used in the Jacobian function. I echo Barry’s suggestion that debugging should be turned off before you do any performance study. Hong (Mr.) On Aug 10, 2023, at 4:40 AM, Niclas Götting wrote: Thank you both for the very quick answer! So far, I compiled PETSc with debugging turned on, but I think it should still be faster than standard scipy in both cases. Actually, Stefano's answer has got me very far already; now I only define the RHS of the ODE and no Jacobian (I wonder, why the documentation suggests otherwise, though). I had the following four tries at implementing the RHS: 1. def rhsfunc1(ts, t, u, F): scale = 0.5 * (5 < t < 10) (l + scale * pump).mult(u, F) 2. def rhsfunc2(ts, t, u, F): l.mult(u, F) scale = 0.5 * (5 < t < 10) (scale * pump).multAdd(u, F, F) 3. def rhsfunc3(ts, t, u, F): l.mult(u, F) scale = 0.5 * (5 < t < 10) if scale != 0: pump.scale(scale) pump.multAdd(u, F, F) pump.scale(1/scale) 4. def rhsfunc4(ts, t, u, F): tmp_pump.zeroEntries() # tmp_pump is pump.duplicate() l.mult(u, F) scale = 0.5 * (5 < t < 10) tmp_pump.axpy(scale, pump, structure=PETSc.Mat.Structure.SAME_NONZERO_PATTERN) tmp_pump.multAdd(u, F, F) They all yield the same results, but with 50it/s, 800it/, 2300it/s and 1900it/s, respectively, which is a huge performance boost (almost 7 times as fast as scipy, with PETSc debugging still turned on). As the scale function will most likely be a gaussian in the future, I think that option 3 will be become numerically unstable and I'll have to go with option 4, which is already faster than I expected. If you think it is possible to speed up the RHS calculation even more, I'd be happy to hear your suggestions; the -log_view is attached to this message. One last point: If I didn't misunderstand the documentation at https://petsc.org/release/manual/ts/#special-cases, should this maybe be changed? Best regards Niclas On 09.08.23 17:51, Stefano Zampini wrote: TSRK is an explicit solver. Unless you are changing the ts type from command line, the explicit jacobian should not be needed. On top of Barry's suggestion, I would suggest you to write the explicit RHS instead of assembly a throw away matrix every time that function needs to be sampled. On Wed, Aug 9, 2023, 17:09 Niclas Götting mailto:ngoett...@itp.uni-bremen.de>> wrote: Hi all, I'm currently trying to convert a quantum simulation from scipy to PETSc. The problem itself is extremely simple and of the form \dot{u}(t) = (A_const + f(t)*B_const)*u(t), where f(t) in this simple test case is a square function. The matrices A_const and B_const are extremely sparse and therefore I thought, the problem will be well suited for PETSc. Currently, I solve the ODE with the following procedure in scipy (I can provide the necessary data files, if needed, but they are just some trace-preserving, very sparse matrices): import numpy as np import scipy.sparse import scipy.integrate from tqdm import tqdm l = np.load("../liouvillian.npy") pump = np.load("../pump_operator.npy") state = np.load("../initial_state.npy") l = scipy.sparse.csr_array(l) pump = scipy.sparse.csr_array(pump) def f(t, y, *args): return (l + 0.5 * (5 < t < 10) * pump) @ y #return l @ y # Uncomment for f(t) = 0 dt = 0.1 NUM_STEPS = 200 res = np.empty((NUM_STEPS, 4096), dtype=np.complex128) solver = scipy.integrate.ode(f).set_integrator("zvode").set_initial_value(state) times = [] for i in tqdm(range(NUM_STEPS)): res[i, :] = solver.integrate(solver.t + dt) times.append(solver.t) Here, A_const = l, B_const = pump and f(t) = 5 < t < 10. tqdm reports about 330it/s on my machine. When converting the code to PETSc, I came to the following result (according to the chapter https://petsc.org/main/manual/ts/#special-cases) import sys import petsc4py petsc4py.init(args=sys.argv) import numpy as np import scipy.sparse from tqdm import tqdm from petsc4py import PETSc comm = PETSc.COMM_WORLD def mat_to_real(arr): return np.block([[arr.real, -arr.imag], [arr.imag, arr.real]]).astype(np.float64) def mat_to_petsc_aij(arr): arr_sc_sp = scipy.sparse.csr_array(arr) mat = PETSc.Mat().createAIJ(arr.shape[0], comm=comm) rstart, rend =
Re: [petsc-users] Python PETSc performance vs scipy ZVODE
Alright. Again, thank you very much for taking the time to answer my beginner questions! Still a lot to learn.. Have a good day! On 10.08.23 12:27, Stefano Zampini wrote: Then just do the multiplications you need. My proposal was for the example function you were showing. On Thu, Aug 10, 2023, 12:25 Niclas Götting wrote: You are absolutely right for this specific case (I get about 2400it/s instead of 2100it/s). However, the single square function will be replaced by a series of gaussian pulses in the future, which will never be zero. Maybe one could do an approximation and skip the second mult, if the gaussians are close to zero. On 10.08.23 12:16, Stefano Zampini wrote: If you do the mult of "pump" inside an if it should be faster On Thu, Aug 10, 2023, 12:12 Niclas Götting wrote: If I understood you right, this should be the resulting RHS: def rhsfunc5(ts, t, u, F): l.mult(u, F) pump.mult(u, tmp_vec) scale = 0.5 * (5 < t < 10) F.axpy(scale, tmp_vec) It is a little bit slower than option 3, but with about 2100it/s consistently ~10% faster than option 4. Thank you very much for the suggestion! On 10.08.23 11:47, Stefano Zampini wrote: I would use option 3. Keep a work vector and do a vector summation instead of the multiple multiplication by scale and 1/scale. I agree with you the docs are a little misleading here. On Thu, Aug 10, 2023, 11:40 Niclas Götting wrote: Thank you both for the very quick answer! So far, I compiled PETSc with debugging turned on, but I think it should still be faster than standard scipy in both cases. Actually, Stefano's answer has got me very far already; now I only define the RHS of the ODE and no Jacobian (I wonder, why the documentation suggests otherwise, though). I had the following four tries at implementing the RHS: 1. def rhsfunc1(ts, t, u, F): scale = 0.5 * (5 < t < 10) (l + scale * pump).mult(u, F) 2. def rhsfunc2(ts, t, u, F): l.mult(u, F) scale = 0.5 * (5 < t < 10) (scale * pump).multAdd(u, F, F) 3. def rhsfunc3(ts, t, u, F): l.mult(u, F) scale = 0.5 * (5 < t < 10) if scale != 0: pump.scale(scale) pump.multAdd(u, F, F) pump.scale(1/scale) 4. def rhsfunc4(ts, t, u, F): tmp_pump.zeroEntries() # tmp_pump is pump.duplicate() l.mult(u, F) scale = 0.5 * (5 < t < 10) tmp_pump.axpy(scale, pump, structure=PETSc.Mat.Structure.SAME_NONZERO_PATTERN) tmp_pump.multAdd(u, F, F) They all yield the same results, but with 50it/s, 800it/, 2300it/s and 1900it/s, respectively, which is a huge performance boost (almost 7 times as fast as scipy, with PETSc debugging still turned on). As the scale function will most likely be a gaussian in the future, I think that option 3 will be become numerically unstable and I'll have to go with option 4, which is already faster than I expected. If you think it is possible to speed up the RHS calculation even more, I'd be happy to hear your suggestions; the -log_view is attached to this message. One last point: If I didn't misunderstand the documentation at https://petsc.org/release/manual/ts/#special-cases, should this maybe be changed? Best regards Niclas On 09.08.23 17:51, Stefano Zampini wrote: TSRK is an explicit solver. Unless you are changing the ts type from command line, the explicit jacobian should not be needed. On top of Barry's suggestion, I would suggest you to write the explicit RHS instead of assembly a throw away matrix every time that function needs to be sampled. On Wed, Aug 9, 2023, 17:09 Niclas Götting wrote: Hi all, I'm currently trying to convert a quantum simulation from scipy to PETSc. The problem itself is extremely simple and of the form \dot{u}(t) = (A_const + f(t)*B_const)*u(t), where f(t) in this simple test case is a square function. The matrices A_const and B_const are extremely sparse and therefore I thought, the problem will be well
Re: [petsc-users] Python PETSc performance vs scipy ZVODE
Then just do the multiplications you need. My proposal was for the example function you were showing. On Thu, Aug 10, 2023, 12:25 Niclas Götting wrote: > You are absolutely right for this specific case (I get about 2400it/s > instead of 2100it/s). However, the single square function will be replaced > by a series of gaussian pulses in the future, which will never be zero. > Maybe one could do an approximation and skip the second mult, if the > gaussians are close to zero. > On 10.08.23 12:16, Stefano Zampini wrote: > > If you do the mult of "pump" inside an if it should be faster > > On Thu, Aug 10, 2023, 12:12 Niclas Götting > wrote: > >> If I understood you right, this should be the resulting RHS: >> >> def rhsfunc5(ts, t, u, F): >> l.mult(u, F) >> pump.mult(u, tmp_vec) >> scale = 0.5 * (5 < t < 10) >> F.axpy(scale, tmp_vec) >> >> It is a little bit slower than option 3, but with about 2100it/s >> consistently ~10% faster than option 4. >> >> Thank you very much for the suggestion! >> On 10.08.23 11:47, Stefano Zampini wrote: >> >> I would use option 3. Keep a work vector and do a vector summation >> instead of the multiple multiplication by scale and 1/scale. >> >> I agree with you the docs are a little misleading here. >> >> On Thu, Aug 10, 2023, 11:40 Niclas Götting >> wrote: >> >>> Thank you both for the very quick answer! >>> >>> So far, I compiled PETSc with debugging turned on, but I think it should >>> still be faster than standard scipy in both cases. Actually, Stefano's >>> answer has got me very far already; now I only define the RHS of the ODE >>> and no Jacobian (I wonder, why the documentation suggests otherwise, >>> though). I had the following four tries at implementing the RHS: >>> >>>1. def rhsfunc1(ts, t, u, F): >>>scale = 0.5 * (5 < t < 10) >>>(l + scale * pump).mult(u, F) >>>2. def rhsfunc2(ts, t, u, F): >>>l.mult(u, F) >>>scale = 0.5 * (5 < t < 10) >>>(scale * pump).multAdd(u, F, F) >>>3. def rhsfunc3(ts, t, u, F): >>>l.mult(u, F) >>>scale = 0.5 * (5 < t < 10) >>>if scale != 0: >>>pump.scale(scale) >>>pump.multAdd(u, F, F) >>>pump.scale(1/scale) >>>4. def rhsfunc4(ts, t, u, F): >>>tmp_pump.zeroEntries() # tmp_pump is pump.duplicate() >>>l.mult(u, F) >>>scale = 0.5 * (5 < t < 10) >>>tmp_pump.axpy(scale, pump, >>>structure=PETSc.Mat.Structure.SAME_NONZERO_PATTERN) >>>tmp_pump.multAdd(u, F, F) >>> >>> They all yield the same results, but with 50it/s, 800it/, 2300it/s and >>> 1900it/s, respectively, which is a huge performance boost (almost 7 times >>> as fast as scipy, with PETSc debugging still turned on). As the scale >>> function will most likely be a gaussian in the future, I think that option >>> 3 will be become numerically unstable and I'll have to go with option 4, >>> which is already faster than I expected. If you think it is possible to >>> speed up the RHS calculation even more, I'd be happy to hear your >>> suggestions; the -log_view is attached to this message. >>> >>> One last point: If I didn't misunderstand the documentation at >>> https://petsc.org/release/manual/ts/#special-cases, should this maybe >>> be changed? >>> >>> Best regards >>> Niclas >>> On 09.08.23 17:51, Stefano Zampini wrote: >>> >>> TSRK is an explicit solver. Unless you are changing the ts type from >>> command line, the explicit jacobian should not be needed. On top of >>> Barry's suggestion, I would suggest you to write the explicit RHS instead >>> of assembly a throw away matrix every time that function needs to be >>> sampled. >>> >>> On Wed, Aug 9, 2023, 17:09 Niclas Götting >>> wrote: >>> Hi all, I'm currently trying to convert a quantum simulation from scipy to PETSc. The problem itself is extremely simple and of the form \dot{u}(t) = (A_const + f(t)*B_const)*u(t), where f(t) in this simple test case is a square function. The matrices A_const and B_const are extremely sparse and therefore I thought, the problem will be well suited for PETSc. Currently, I solve the ODE with the following procedure in scipy (I can provide the necessary data files, if needed, but they are just some trace-preserving, very sparse matrices): import numpy as np import scipy.sparse import scipy.integrate from tqdm import tqdm l = np.load("../liouvillian.npy") pump = np.load("../pump_operator.npy") state = np.load("../initial_state.npy") l = scipy.sparse.csr_array(l) pump = scipy.sparse.csr_array(pump) def f(t, y, *args): return (l + 0.5 * (5 < t < 10) * pump) @ y #return l @ y # Uncomment for f(t) = 0 dt = 0.1 NUM_STEPS = 200 res = np.empty((NUM_STEPS, 4096), dtype=np.complex128) solver =
Re: [petsc-users] Python PETSc performance vs scipy ZVODE
You are absolutely right for this specific case (I get about 2400it/s instead of 2100it/s). However, the single square function will be replaced by a series of gaussian pulses in the future, which will never be zero. Maybe one could do an approximation and skip the second mult, if the gaussians are close to zero. On 10.08.23 12:16, Stefano Zampini wrote: If you do the mult of "pump" inside an if it should be faster On Thu, Aug 10, 2023, 12:12 Niclas Götting wrote: If I understood you right, this should be the resulting RHS: def rhsfunc5(ts, t, u, F): l.mult(u, F) pump.mult(u, tmp_vec) scale = 0.5 * (5 < t < 10) F.axpy(scale, tmp_vec) It is a little bit slower than option 3, but with about 2100it/s consistently ~10% faster than option 4. Thank you very much for the suggestion! On 10.08.23 11:47, Stefano Zampini wrote: I would use option 3. Keep a work vector and do a vector summation instead of the multiple multiplication by scale and 1/scale. I agree with you the docs are a little misleading here. On Thu, Aug 10, 2023, 11:40 Niclas Götting wrote: Thank you both for the very quick answer! So far, I compiled PETSc with debugging turned on, but I think it should still be faster than standard scipy in both cases. Actually, Stefano's answer has got me very far already; now I only define the RHS of the ODE and no Jacobian (I wonder, why the documentation suggests otherwise, though). I had the following four tries at implementing the RHS: 1. def rhsfunc1(ts, t, u, F): scale = 0.5 * (5 < t < 10) (l + scale * pump).mult(u, F) 2. def rhsfunc2(ts, t, u, F): l.mult(u, F) scale = 0.5 * (5 < t < 10) (scale * pump).multAdd(u, F, F) 3. def rhsfunc3(ts, t, u, F): l.mult(u, F) scale = 0.5 * (5 < t < 10) if scale != 0: pump.scale(scale) pump.multAdd(u, F, F) pump.scale(1/scale) 4. def rhsfunc4(ts, t, u, F): tmp_pump.zeroEntries() # tmp_pump is pump.duplicate() l.mult(u, F) scale = 0.5 * (5 < t < 10) tmp_pump.axpy(scale, pump, structure=PETSc.Mat.Structure.SAME_NONZERO_PATTERN) tmp_pump.multAdd(u, F, F) They all yield the same results, but with 50it/s, 800it/, 2300it/s and 1900it/s, respectively, which is a huge performance boost (almost 7 times as fast as scipy, with PETSc debugging still turned on). As the scale function will most likely be a gaussian in the future, I think that option 3 will be become numerically unstable and I'll have to go with option 4, which is already faster than I expected. If you think it is possible to speed up the RHS calculation even more, I'd be happy to hear your suggestions; the -log_view is attached to this message. One last point: If I didn't misunderstand the documentation at https://petsc.org/release/manual/ts/#special-cases, should this maybe be changed? Best regards Niclas On 09.08.23 17:51, Stefano Zampini wrote: TSRK is an explicit solver. Unless you are changing the ts type from command line, the explicit jacobian should not be needed. On top of Barry's suggestion, I would suggest you to write the explicit RHS instead of assembly a throw away matrix every time that function needs to be sampled. On Wed, Aug 9, 2023, 17:09 Niclas Götting wrote: Hi all, I'm currently trying to convert a quantum simulation from scipy to PETSc. The problem itself is extremely simple and of the form \dot{u}(t) = (A_const + f(t)*B_const)*u(t), where f(t) in this simple test case is a square function. The matrices A_const and B_const are extremely sparse and therefore I thought, the problem will be well suited for PETSc. Currently, I solve the ODE with the following procedure in scipy (I can provide the necessary data files, if needed, but they are just some trace-preserving, very sparse matrices): import numpy as np import scipy.sparse import scipy.integrate from tqdm import tqdm l = np.load("../liouvillian.npy") pump = np.load("../pump_operator.npy") state = np.load("../initial_state.npy") l = scipy.sparse.csr_array(l) pump = scipy.sparse.csr_array(pump) def f(t, y, *args): return (l + 0.5 * (5 < t < 10) * pump) @ y
Re: [petsc-users] Python PETSc performance vs scipy ZVODE
If you do the mult of "pump" inside an if it should be faster On Thu, Aug 10, 2023, 12:12 Niclas Götting wrote: > If I understood you right, this should be the resulting RHS: > > def rhsfunc5(ts, t, u, F): > l.mult(u, F) > pump.mult(u, tmp_vec) > scale = 0.5 * (5 < t < 10) > F.axpy(scale, tmp_vec) > > It is a little bit slower than option 3, but with about 2100it/s > consistently ~10% faster than option 4. > > Thank you very much for the suggestion! > On 10.08.23 11:47, Stefano Zampini wrote: > > I would use option 3. Keep a work vector and do a vector summation instead > of the multiple multiplication by scale and 1/scale. > > I agree with you the docs are a little misleading here. > > On Thu, Aug 10, 2023, 11:40 Niclas Götting > wrote: > >> Thank you both for the very quick answer! >> >> So far, I compiled PETSc with debugging turned on, but I think it should >> still be faster than standard scipy in both cases. Actually, Stefano's >> answer has got me very far already; now I only define the RHS of the ODE >> and no Jacobian (I wonder, why the documentation suggests otherwise, >> though). I had the following four tries at implementing the RHS: >> >>1. def rhsfunc1(ts, t, u, F): >>scale = 0.5 * (5 < t < 10) >>(l + scale * pump).mult(u, F) >>2. def rhsfunc2(ts, t, u, F): >>l.mult(u, F) >>scale = 0.5 * (5 < t < 10) >>(scale * pump).multAdd(u, F, F) >>3. def rhsfunc3(ts, t, u, F): >>l.mult(u, F) >>scale = 0.5 * (5 < t < 10) >>if scale != 0: >>pump.scale(scale) >>pump.multAdd(u, F, F) >>pump.scale(1/scale) >>4. def rhsfunc4(ts, t, u, F): >>tmp_pump.zeroEntries() # tmp_pump is pump.duplicate() >>l.mult(u, F) >>scale = 0.5 * (5 < t < 10) >>tmp_pump.axpy(scale, pump, >>structure=PETSc.Mat.Structure.SAME_NONZERO_PATTERN) >>tmp_pump.multAdd(u, F, F) >> >> They all yield the same results, but with 50it/s, 800it/, 2300it/s and >> 1900it/s, respectively, which is a huge performance boost (almost 7 times >> as fast as scipy, with PETSc debugging still turned on). As the scale >> function will most likely be a gaussian in the future, I think that option >> 3 will be become numerically unstable and I'll have to go with option 4, >> which is already faster than I expected. If you think it is possible to >> speed up the RHS calculation even more, I'd be happy to hear your >> suggestions; the -log_view is attached to this message. >> >> One last point: If I didn't misunderstand the documentation at >> https://petsc.org/release/manual/ts/#special-cases, should this maybe be >> changed? >> >> Best regards >> Niclas >> On 09.08.23 17:51, Stefano Zampini wrote: >> >> TSRK is an explicit solver. Unless you are changing the ts type from >> command line, the explicit jacobian should not be needed. On top of >> Barry's suggestion, I would suggest you to write the explicit RHS instead >> of assembly a throw away matrix every time that function needs to be >> sampled. >> >> On Wed, Aug 9, 2023, 17:09 Niclas Götting >> wrote: >> >>> Hi all, >>> >>> I'm currently trying to convert a quantum simulation from scipy to >>> PETSc. The problem itself is extremely simple and of the form \dot{u}(t) >>> = (A_const + f(t)*B_const)*u(t), where f(t) in this simple test case is >>> a square function. The matrices A_const and B_const are extremely sparse >>> and therefore I thought, the problem will be well suited for PETSc. >>> Currently, I solve the ODE with the following procedure in scipy (I can >>> provide the necessary data files, if needed, but they are just some >>> trace-preserving, very sparse matrices): >>> >>> import numpy as np >>> import scipy.sparse >>> import scipy.integrate >>> >>> from tqdm import tqdm >>> >>> >>> l = np.load("../liouvillian.npy") >>> pump = np.load("../pump_operator.npy") >>> state = np.load("../initial_state.npy") >>> >>> l = scipy.sparse.csr_array(l) >>> pump = scipy.sparse.csr_array(pump) >>> >>> def f(t, y, *args): >>> return (l + 0.5 * (5 < t < 10) * pump) @ y >>> #return l @ y # Uncomment for f(t) = 0 >>> >>> dt = 0.1 >>> NUM_STEPS = 200 >>> res = np.empty((NUM_STEPS, 4096), dtype=np.complex128) >>> solver = >>> scipy.integrate.ode(f).set_integrator("zvode").set_initial_value(state) >>> times = [] >>> for i in tqdm(range(NUM_STEPS)): >>> res[i, :] = solver.integrate(solver.t + dt) >>> times.append(solver.t) >>> >>> Here, A_const = l, B_const = pump and f(t) = 5 < t < 10. tqdm reports >>> about 330it/s on my machine. When converting the code to PETSc, I came >>> to the following result (according to the chapter >>> https://petsc.org/main/manual/ts/#special-cases) >>> >>> import sys >>> import petsc4py >>> petsc4py.init(args=sys.argv) >>> import numpy as np >>> import scipy.sparse >>> >>> from tqdm import tqdm >>> from petsc4py import PETSc >>> >>> comm = PETSc.COMM_WORLD >>> >>> >>> def mat_to_real(arr): >>>
Re: [petsc-users] Python PETSc performance vs scipy ZVODE
If I understood you right, this should be the resulting RHS: def rhsfunc5(ts, t, u, F): l.mult(u, F) pump.mult(u, tmp_vec) scale = 0.5 * (5 < t < 10) F.axpy(scale, tmp_vec) It is a little bit slower than option 3, but with about 2100it/s consistently ~10% faster than option 4. Thank you very much for the suggestion! On 10.08.23 11:47, Stefano Zampini wrote: I would use option 3. Keep a work vector and do a vector summation instead of the multiple multiplication by scale and 1/scale. I agree with you the docs are a little misleading here. On Thu, Aug 10, 2023, 11:40 Niclas Götting wrote: Thank you both for the very quick answer! So far, I compiled PETSc with debugging turned on, but I think it should still be faster than standard scipy in both cases. Actually, Stefano's answer has got me very far already; now I only define the RHS of the ODE and no Jacobian (I wonder, why the documentation suggests otherwise, though). I had the following four tries at implementing the RHS: 1. def rhsfunc1(ts, t, u, F): scale = 0.5 * (5 < t < 10) (l + scale * pump).mult(u, F) 2. def rhsfunc2(ts, t, u, F): l.mult(u, F) scale = 0.5 * (5 < t < 10) (scale * pump).multAdd(u, F, F) 3. def rhsfunc3(ts, t, u, F): l.mult(u, F) scale = 0.5 * (5 < t < 10) if scale != 0: pump.scale(scale) pump.multAdd(u, F, F) pump.scale(1/scale) 4. def rhsfunc4(ts, t, u, F): tmp_pump.zeroEntries() # tmp_pump is pump.duplicate() l.mult(u, F) scale = 0.5 * (5 < t < 10) tmp_pump.axpy(scale, pump, structure=PETSc.Mat.Structure.SAME_NONZERO_PATTERN) tmp_pump.multAdd(u, F, F) They all yield the same results, but with 50it/s, 800it/, 2300it/s and 1900it/s, respectively, which is a huge performance boost (almost 7 times as fast as scipy, with PETSc debugging still turned on). As the scale function will most likely be a gaussian in the future, I think that option 3 will be become numerically unstable and I'll have to go with option 4, which is already faster than I expected. If you think it is possible to speed up the RHS calculation even more, I'd be happy to hear your suggestions; the -log_view is attached to this message. One last point: If I didn't misunderstand the documentation at https://petsc.org/release/manual/ts/#special-cases, should this maybe be changed? Best regards Niclas On 09.08.23 17:51, Stefano Zampini wrote: TSRK is an explicit solver. Unless you are changing the ts type from command line, the explicit jacobian should not be needed. On top of Barry's suggestion, I would suggest you to write the explicit RHS instead of assembly a throw away matrix every time that function needs to be sampled. On Wed, Aug 9, 2023, 17:09 Niclas Götting wrote: Hi all, I'm currently trying to convert a quantum simulation from scipy to PETSc. The problem itself is extremely simple and of the form \dot{u}(t) = (A_const + f(t)*B_const)*u(t), where f(t) in this simple test case is a square function. The matrices A_const and B_const are extremely sparse and therefore I thought, the problem will be well suited for PETSc. Currently, I solve the ODE with the following procedure in scipy (I can provide the necessary data files, if needed, but they are just some trace-preserving, very sparse matrices): import numpy as np import scipy.sparse import scipy.integrate from tqdm import tqdm l = np.load("../liouvillian.npy") pump = np.load("../pump_operator.npy") state = np.load("../initial_state.npy") l = scipy.sparse.csr_array(l) pump = scipy.sparse.csr_array(pump) def f(t, y, *args): return (l + 0.5 * (5 < t < 10) * pump) @ y #return l @ y # Uncomment for f(t) = 0 dt = 0.1 NUM_STEPS = 200 res = np.empty((NUM_STEPS, 4096), dtype=np.complex128) solver = scipy.integrate.ode(f).set_integrator("zvode").set_initial_value(state) times = [] for i in tqdm(range(NUM_STEPS)): res[i, :] = solver.integrate(solver.t + dt) times.append(solver.t) Here, A_const = l, B_const = pump and f(t) = 5 < t < 10. tqdm reports about 330it/s on my machine. When converting the code to PETSc, I came to the following result (according to the chapter https://petsc.org/main/manual/ts/#special-cases) import sys import petsc4py petsc4py.init(args=sys.argv) import numpy as np import scipy.sparse from tqdm import
Re: [petsc-users] Python PETSc performance vs scipy ZVODE
I would use option 3. Keep a work vector and do a vector summation instead of the multiple multiplication by scale and 1/scale. I agree with you the docs are a little misleading here. On Thu, Aug 10, 2023, 11:40 Niclas Götting wrote: > Thank you both for the very quick answer! > > So far, I compiled PETSc with debugging turned on, but I think it should > still be faster than standard scipy in both cases. Actually, Stefano's > answer has got me very far already; now I only define the RHS of the ODE > and no Jacobian (I wonder, why the documentation suggests otherwise, > though). I had the following four tries at implementing the RHS: > >1. def rhsfunc1(ts, t, u, F): >scale = 0.5 * (5 < t < 10) >(l + scale * pump).mult(u, F) >2. def rhsfunc2(ts, t, u, F): >l.mult(u, F) >scale = 0.5 * (5 < t < 10) >(scale * pump).multAdd(u, F, F) >3. def rhsfunc3(ts, t, u, F): >l.mult(u, F) >scale = 0.5 * (5 < t < 10) >if scale != 0: >pump.scale(scale) >pump.multAdd(u, F, F) >pump.scale(1/scale) >4. def rhsfunc4(ts, t, u, F): >tmp_pump.zeroEntries() # tmp_pump is pump.duplicate() >l.mult(u, F) >scale = 0.5 * (5 < t < 10) >tmp_pump.axpy(scale, pump, >structure=PETSc.Mat.Structure.SAME_NONZERO_PATTERN) >tmp_pump.multAdd(u, F, F) > > They all yield the same results, but with 50it/s, 800it/, 2300it/s and > 1900it/s, respectively, which is a huge performance boost (almost 7 times > as fast as scipy, with PETSc debugging still turned on). As the scale > function will most likely be a gaussian in the future, I think that option > 3 will be become numerically unstable and I'll have to go with option 4, > which is already faster than I expected. If you think it is possible to > speed up the RHS calculation even more, I'd be happy to hear your > suggestions; the -log_view is attached to this message. > > One last point: If I didn't misunderstand the documentation at > https://petsc.org/release/manual/ts/#special-cases, should this maybe be > changed? > > Best regards > Niclas > On 09.08.23 17:51, Stefano Zampini wrote: > > TSRK is an explicit solver. Unless you are changing the ts type from > command line, the explicit jacobian should not be needed. On top of > Barry's suggestion, I would suggest you to write the explicit RHS instead > of assembly a throw away matrix every time that function needs to be > sampled. > > On Wed, Aug 9, 2023, 17:09 Niclas Götting > wrote: > >> Hi all, >> >> I'm currently trying to convert a quantum simulation from scipy to >> PETSc. The problem itself is extremely simple and of the form \dot{u}(t) >> = (A_const + f(t)*B_const)*u(t), where f(t) in this simple test case is >> a square function. The matrices A_const and B_const are extremely sparse >> and therefore I thought, the problem will be well suited for PETSc. >> Currently, I solve the ODE with the following procedure in scipy (I can >> provide the necessary data files, if needed, but they are just some >> trace-preserving, very sparse matrices): >> >> import numpy as np >> import scipy.sparse >> import scipy.integrate >> >> from tqdm import tqdm >> >> >> l = np.load("../liouvillian.npy") >> pump = np.load("../pump_operator.npy") >> state = np.load("../initial_state.npy") >> >> l = scipy.sparse.csr_array(l) >> pump = scipy.sparse.csr_array(pump) >> >> def f(t, y, *args): >> return (l + 0.5 * (5 < t < 10) * pump) @ y >> #return l @ y # Uncomment for f(t) = 0 >> >> dt = 0.1 >> NUM_STEPS = 200 >> res = np.empty((NUM_STEPS, 4096), dtype=np.complex128) >> solver = >> scipy.integrate.ode(f).set_integrator("zvode").set_initial_value(state) >> times = [] >> for i in tqdm(range(NUM_STEPS)): >> res[i, :] = solver.integrate(solver.t + dt) >> times.append(solver.t) >> >> Here, A_const = l, B_const = pump and f(t) = 5 < t < 10. tqdm reports >> about 330it/s on my machine. When converting the code to PETSc, I came >> to the following result (according to the chapter >> https://petsc.org/main/manual/ts/#special-cases) >> >> import sys >> import petsc4py >> petsc4py.init(args=sys.argv) >> import numpy as np >> import scipy.sparse >> >> from tqdm import tqdm >> from petsc4py import PETSc >> >> comm = PETSc.COMM_WORLD >> >> >> def mat_to_real(arr): >> return np.block([[arr.real, -arr.imag], [arr.imag, >> arr.real]]).astype(np.float64) >> >> def mat_to_petsc_aij(arr): >> arr_sc_sp = scipy.sparse.csr_array(arr) >> mat = PETSc.Mat().createAIJ(arr.shape[0], comm=comm) >> rstart, rend = mat.getOwnershipRange() >> print(rstart, rend) >> print(arr.shape[0]) >> print(mat.sizes) >> I = arr_sc_sp.indptr[rstart : rend + 1] - arr_sc_sp.indptr[rstart] >> J = arr_sc_sp.indices[arr_sc_sp.indptr[rstart] : >> arr_sc_sp.indptr[rend]] >> V = arr_sc_sp.data[arr_sc_sp.indptr[rstart] : arr_sc_sp.indptr[rend]] >> >> print(I.shape, J.shape, V.shape) >>
Re: [petsc-users] Python PETSc performance vs scipy ZVODE
Thank you both for the very quick answer! So far, I compiled PETSc with debugging turned on, but I think it should still be faster than standard scipy in both cases. Actually, Stefano's answer has got me very far already; now I only define the RHS of the ODE and no Jacobian (I wonder, why the documentation suggests otherwise, though). I had the following four tries at implementing the RHS: 1. def rhsfunc1(ts, t, u, F): scale = 0.5 * (5 < t < 10) (l + scale * pump).mult(u, F) 2. def rhsfunc2(ts, t, u, F): l.mult(u, F) scale = 0.5 * (5 < t < 10) (scale * pump).multAdd(u, F, F) 3. def rhsfunc3(ts, t, u, F): l.mult(u, F) scale = 0.5 * (5 < t < 10) if scale != 0: pump.scale(scale) pump.multAdd(u, F, F) pump.scale(1/scale) 4. def rhsfunc4(ts, t, u, F): tmp_pump.zeroEntries() # tmp_pump is pump.duplicate() l.mult(u, F) scale = 0.5 * (5 < t < 10) tmp_pump.axpy(scale, pump, structure=PETSc.Mat.Structure.SAME_NONZERO_PATTERN) tmp_pump.multAdd(u, F, F) They all yield the same results, but with 50it/s, 800it/, 2300it/s and 1900it/s, respectively, which is a huge performance boost (almost 7 times as fast as scipy, with PETSc debugging still turned on). As the scale function will most likely be a gaussian in the future, I think that option 3 will be become numerically unstable and I'll have to go with option 4, which is already faster than I expected. If you think it is possible to speed up the RHS calculation even more, I'd be happy to hear your suggestions; the -log_view is attached to this message. One last point: If I didn't misunderstand the documentation at https://petsc.org/release/manual/ts/#special-cases, should this maybe be changed? Best regards Niclas On 09.08.23 17:51, Stefano Zampini wrote: TSRK is an explicit solver. Unless you are changing the ts type from command line, the explicit jacobian should not be needed. On top of Barry's suggestion, I would suggest you to write the explicit RHS instead of assembly a throw away matrix every time that function needs to be sampled. On Wed, Aug 9, 2023, 17:09 Niclas Götting wrote: Hi all, I'm currently trying to convert a quantum simulation from scipy to PETSc. The problem itself is extremely simple and of the form \dot{u}(t) = (A_const + f(t)*B_const)*u(t), where f(t) in this simple test case is a square function. The matrices A_const and B_const are extremely sparse and therefore I thought, the problem will be well suited for PETSc. Currently, I solve the ODE with the following procedure in scipy (I can provide the necessary data files, if needed, but they are just some trace-preserving, very sparse matrices): import numpy as np import scipy.sparse import scipy.integrate from tqdm import tqdm l = np.load("../liouvillian.npy") pump = np.load("../pump_operator.npy") state = np.load("../initial_state.npy") l = scipy.sparse.csr_array(l) pump = scipy.sparse.csr_array(pump) def f(t, y, *args): return (l + 0.5 * (5 < t < 10) * pump) @ y #return l @ y # Uncomment for f(t) = 0 dt = 0.1 NUM_STEPS = 200 res = np.empty((NUM_STEPS, 4096), dtype=np.complex128) solver = scipy.integrate.ode(f).set_integrator("zvode").set_initial_value(state) times = [] for i in tqdm(range(NUM_STEPS)): res[i, :] = solver.integrate(solver.t + dt) times.append(solver.t) Here, A_const = l, B_const = pump and f(t) = 5 < t < 10. tqdm reports about 330it/s on my machine. When converting the code to PETSc, I came to the following result (according to the chapter https://petsc.org/main/manual/ts/#special-cases) import sys import petsc4py petsc4py.init(args=sys.argv) import numpy as np import scipy.sparse from tqdm import tqdm from petsc4py import PETSc comm = PETSc.COMM_WORLD def mat_to_real(arr): return np.block([[arr.real, -arr.imag], [arr.imag, arr.real]]).astype(np.float64) def mat_to_petsc_aij(arr): arr_sc_sp = scipy.sparse.csr_array(arr) mat = PETSc.Mat().createAIJ(arr.shape[0], comm=comm) rstart, rend = mat.getOwnershipRange() print(rstart, rend) print(arr.shape[0]) print(mat.sizes) I = arr_sc_sp.indptr[rstart : rend + 1] - arr_sc_sp.indptr[rstart] J = arr_sc_sp.indices[arr_sc_sp.indptr[rstart] : arr_sc_sp.indptr[rend]] V = arr_sc_sp.data[arr_sc_sp.indptr[rstart] : arr_sc_sp.indptr[rend]] print(I.shape, J.shape, V.shape) mat.setValuesCSR(I, J, V) mat.assemble() return mat l = np.load("../liouvillian.npy") l = mat_to_real(l) pump = np.load("../pump_operator.npy") pump = mat_to_real(pump) state = np.load("../initial_state.npy")
Re: [petsc-users] Python PETSc performance vs scipy ZVODE
TSRK is an explicit solver. Unless you are changing the ts type from command line, the explicit jacobian should not be needed. On top of Barry's suggestion, I would suggest you to write the explicit RHS instead of assembly a throw away matrix every time that function needs to be sampled. On Wed, Aug 9, 2023, 17:09 Niclas Götting wrote: > Hi all, > > I'm currently trying to convert a quantum simulation from scipy to > PETSc. The problem itself is extremely simple and of the form \dot{u}(t) > = (A_const + f(t)*B_const)*u(t), where f(t) in this simple test case is > a square function. The matrices A_const and B_const are extremely sparse > and therefore I thought, the problem will be well suited for PETSc. > Currently, I solve the ODE with the following procedure in scipy (I can > provide the necessary data files, if needed, but they are just some > trace-preserving, very sparse matrices): > > import numpy as np > import scipy.sparse > import scipy.integrate > > from tqdm import tqdm > > > l = np.load("../liouvillian.npy") > pump = np.load("../pump_operator.npy") > state = np.load("../initial_state.npy") > > l = scipy.sparse.csr_array(l) > pump = scipy.sparse.csr_array(pump) > > def f(t, y, *args): > return (l + 0.5 * (5 < t < 10) * pump) @ y > #return l @ y # Uncomment for f(t) = 0 > > dt = 0.1 > NUM_STEPS = 200 > res = np.empty((NUM_STEPS, 4096), dtype=np.complex128) > solver = > scipy.integrate.ode(f).set_integrator("zvode").set_initial_value(state) > times = [] > for i in tqdm(range(NUM_STEPS)): > res[i, :] = solver.integrate(solver.t + dt) > times.append(solver.t) > > Here, A_const = l, B_const = pump and f(t) = 5 < t < 10. tqdm reports > about 330it/s on my machine. When converting the code to PETSc, I came > to the following result (according to the chapter > https://petsc.org/main/manual/ts/#special-cases) > > import sys > import petsc4py > petsc4py.init(args=sys.argv) > import numpy as np > import scipy.sparse > > from tqdm import tqdm > from petsc4py import PETSc > > comm = PETSc.COMM_WORLD > > > def mat_to_real(arr): > return np.block([[arr.real, -arr.imag], [arr.imag, > arr.real]]).astype(np.float64) > > def mat_to_petsc_aij(arr): > arr_sc_sp = scipy.sparse.csr_array(arr) > mat = PETSc.Mat().createAIJ(arr.shape[0], comm=comm) > rstart, rend = mat.getOwnershipRange() > print(rstart, rend) > print(arr.shape[0]) > print(mat.sizes) > I = arr_sc_sp.indptr[rstart : rend + 1] - arr_sc_sp.indptr[rstart] > J = arr_sc_sp.indices[arr_sc_sp.indptr[rstart] : > arr_sc_sp.indptr[rend]] > V = arr_sc_sp.data[arr_sc_sp.indptr[rstart] : arr_sc_sp.indptr[rend]] > > print(I.shape, J.shape, V.shape) > mat.setValuesCSR(I, J, V) > mat.assemble() > return mat > > > l = np.load("../liouvillian.npy") > l = mat_to_real(l) > pump = np.load("../pump_operator.npy") > pump = mat_to_real(pump) > state = np.load("../initial_state.npy") > state = np.hstack([state.real, state.imag]).astype(np.float64) > > l = mat_to_petsc_aij(l) > pump = mat_to_petsc_aij(pump) > > > jac = l.duplicate() > for i in range(8192): > jac.setValue(i, i, 0) > jac.assemble() > jac += l > > vec = l.createVecRight() > vec.setValues(np.arange(state.shape[0], dtype=np.int32), state) > vec.assemble() > > > dt = 0.1 > > ts = PETSc.TS().create(comm=comm) > ts.setFromOptions() > ts.setProblemType(ts.ProblemType.LINEAR) > ts.setEquationType(ts.EquationType.ODE_EXPLICIT) > ts.setType(ts.Type.RK) > ts.setRKType(ts.RKType.RK3BS) > ts.setTime(0) > print("KSP:", ts.getKSP().getType()) > print("KSP PC:",ts.getKSP().getPC().getType()) > print("SNES :", ts.getSNES().getType()) > > def jacobian(ts, t, u, Amat, Pmat): > Amat.zeroEntries() > Amat.aypx(1, l, structure=PETSc.Mat.Structure.SUBSET_NONZERO_PATTERN) > Amat.axpy(0.5 * (5 < t < 10), pump, > structure=PETSc.Mat.Structure.SUBSET_NONZERO_PATTERN) > > ts.setRHSFunction(PETSc.TS.computeRHSFunctionLinear) > #ts.setRHSJacobian(PETSc.TS.computeRHSJacobianConstant, l, l) # > Uncomment for f(t) = 0 > ts.setRHSJacobian(jacobian, jac) > > NUM_STEPS = 200 > res = np.empty((NUM_STEPS, 8192), dtype=np.float64) > times = [] > rstart, rend = vec.getOwnershipRange() > for i in tqdm(range(NUM_STEPS)): > time = ts.getTime() > ts.setMaxTime(time + dt) > ts.solve(vec) > res[i, rstart:rend] = vec.getArray()[:] > times.append(time) > > I decomposed the complex ODE into a larger real ODE, so that I can > easily switch maybe to GPU computation later on. Now, the solutions of > both scripts are very much identical, but PETSc runs about 3 times > slower at 120it/s on my machine. I don't use MPI for PETSc yet. > > I strongly suppose that the problem lies within the jacobian definition, > as PETSc is about 3 times *faster* than scipy with f(t) = 0 and > therefore a constant jacobian. > > Thank you in advance. > > All the best, > Niclas > > >
Re: [petsc-users] Python PETSc performance vs scipy ZVODE
Was PETSc built with debugging turned off; so ./configure --with-debugging=0 ? Can you run with the equivalent of -log_view to get information about the time spent in the various operations and send that information. The data generated is the best starting point for determining where the code is spending the time. Thanks Barry > On Aug 9, 2023, at 9:40 AM, Niclas Götting > wrote: > > Hi all, > > I'm currently trying to convert a quantum simulation from scipy to PETSc. The > problem itself is extremely simple and of the form \dot{u}(t) = (A_const + > f(t)*B_const)*u(t), where f(t) in this simple test case is a square function. > The matrices A_const and B_const are extremely sparse and therefore I > thought, the problem will be well suited for PETSc. Currently, I solve the > ODE with the following procedure in scipy (I can provide the necessary data > files, if needed, but they are just some trace-preserving, very sparse > matrices): > > import numpy as np > import scipy.sparse > import scipy.integrate > > from tqdm import tqdm > > > l = np.load("../liouvillian.npy") > pump = np.load("../pump_operator.npy") > state = np.load("../initial_state.npy") > > l = scipy.sparse.csr_array(l) > pump = scipy.sparse.csr_array(pump) > > def f(t, y, *args): > return (l + 0.5 * (5 < t < 10) * pump) @ y > #return l @ y # Uncomment for f(t) = 0 > > dt = 0.1 > NUM_STEPS = 200 > res = np.empty((NUM_STEPS, 4096), dtype=np.complex128) > solver = > scipy.integrate.ode(f).set_integrator("zvode").set_initial_value(state) > times = [] > for i in tqdm(range(NUM_STEPS)): > res[i, :] = solver.integrate(solver.t + dt) > times.append(solver.t) > > Here, A_const = l, B_const = pump and f(t) = 5 < t < 10. tqdm reports about > 330it/s on my machine. When converting the code to PETSc, I came to the > following result (according to the chapter > https://petsc.org/main/manual/ts/#special-cases) > > import sys > import petsc4py > petsc4py.init(args=sys.argv) > import numpy as np > import scipy.sparse > > from tqdm import tqdm > from petsc4py import PETSc > > comm = PETSc.COMM_WORLD > > > def mat_to_real(arr): > return np.block([[arr.real, -arr.imag], [arr.imag, > arr.real]]).astype(np.float64) > > def mat_to_petsc_aij(arr): > arr_sc_sp = scipy.sparse.csr_array(arr) > mat = PETSc.Mat().createAIJ(arr.shape[0], comm=comm) > rstart, rend = mat.getOwnershipRange() > print(rstart, rend) > print(arr.shape[0]) > print(mat.sizes) > I = arr_sc_sp.indptr[rstart : rend + 1] - arr_sc_sp.indptr[rstart] > J = arr_sc_sp.indices[arr_sc_sp.indptr[rstart] : arr_sc_sp.indptr[rend]] > V = arr_sc_sp.data[arr_sc_sp.indptr[rstart] : arr_sc_sp.indptr[rend]] > > print(I.shape, J.shape, V.shape) > mat.setValuesCSR(I, J, V) > mat.assemble() > return mat > > > l = np.load("../liouvillian.npy") > l = mat_to_real(l) > pump = np.load("../pump_operator.npy") > pump = mat_to_real(pump) > state = np.load("../initial_state.npy") > state = np.hstack([state.real, state.imag]).astype(np.float64) > > l = mat_to_petsc_aij(l) > pump = mat_to_petsc_aij(pump) > > > jac = l.duplicate() > for i in range(8192): > jac.setValue(i, i, 0) > jac.assemble() > jac += l > > vec = l.createVecRight() > vec.setValues(np.arange(state.shape[0], dtype=np.int32), state) > vec.assemble() > > > dt = 0.1 > > ts = PETSc.TS().create(comm=comm) > ts.setFromOptions() > ts.setProblemType(ts.ProblemType.LINEAR) > ts.setEquationType(ts.EquationType.ODE_EXPLICIT) > ts.setType(ts.Type.RK) > ts.setRKType(ts.RKType.RK3BS) > ts.setTime(0) > print("KSP:", ts.getKSP().getType()) > print("KSP PC:",ts.getKSP().getPC().getType()) > print("SNES :", ts.getSNES().getType()) > > def jacobian(ts, t, u, Amat, Pmat): > Amat.zeroEntries() > Amat.aypx(1, l, structure=PETSc.Mat.Structure.SUBSET_NONZERO_PATTERN) > Amat.axpy(0.5 * (5 < t < 10), pump, > structure=PETSc.Mat.Structure.SUBSET_NONZERO_PATTERN) > > ts.setRHSFunction(PETSc.TS.computeRHSFunctionLinear) > #ts.setRHSJacobian(PETSc.TS.computeRHSJacobianConstant, l, l) # Uncomment for > f(t) = 0 > ts.setRHSJacobian(jacobian, jac) > > NUM_STEPS = 200 > res = np.empty((NUM_STEPS, 8192), dtype=np.float64) > times = [] > rstart, rend = vec.getOwnershipRange() > for i in tqdm(range(NUM_STEPS)): > time = ts.getTime() > ts.setMaxTime(time + dt) > ts.solve(vec) > res[i, rstart:rend] = vec.getArray()[:] > times.append(time) > > I decomposed the complex ODE into a larger real ODE, so that I can easily > switch maybe to GPU computation later on. Now, the solutions of both scripts > are very much identical, but PETSc runs about 3 times slower at 120it/s on my > machine. I don't use MPI for PETSc yet. > > I strongly suppose that the problem lies within the jacobian definition, as > PETSc is about 3 times *faster* than scipy with f(t) = 0 and therefore a > constant jacobian. > > Thank you in advance. > > All the
[petsc-users] Python PETSc performance vs scipy ZVODE
Hi all, I'm currently trying to convert a quantum simulation from scipy to PETSc. The problem itself is extremely simple and of the form \dot{u}(t) = (A_const + f(t)*B_const)*u(t), where f(t) in this simple test case is a square function. The matrices A_const and B_const are extremely sparse and therefore I thought, the problem will be well suited for PETSc. Currently, I solve the ODE with the following procedure in scipy (I can provide the necessary data files, if needed, but they are just some trace-preserving, very sparse matrices): import numpy as np import scipy.sparse import scipy.integrate from tqdm import tqdm l = np.load("../liouvillian.npy") pump = np.load("../pump_operator.npy") state = np.load("../initial_state.npy") l = scipy.sparse.csr_array(l) pump = scipy.sparse.csr_array(pump) def f(t, y, *args): return (l + 0.5 * (5 < t < 10) * pump) @ y #return l @ y # Uncomment for f(t) = 0 dt = 0.1 NUM_STEPS = 200 res = np.empty((NUM_STEPS, 4096), dtype=np.complex128) solver = scipy.integrate.ode(f).set_integrator("zvode").set_initial_value(state) times = [] for i in tqdm(range(NUM_STEPS)): res[i, :] = solver.integrate(solver.t + dt) times.append(solver.t) Here, A_const = l, B_const = pump and f(t) = 5 < t < 10. tqdm reports about 330it/s on my machine. When converting the code to PETSc, I came to the following result (according to the chapter https://petsc.org/main/manual/ts/#special-cases) import sys import petsc4py petsc4py.init(args=sys.argv) import numpy as np import scipy.sparse from tqdm import tqdm from petsc4py import PETSc comm = PETSc.COMM_WORLD def mat_to_real(arr): return np.block([[arr.real, -arr.imag], [arr.imag, arr.real]]).astype(np.float64) def mat_to_petsc_aij(arr): arr_sc_sp = scipy.sparse.csr_array(arr) mat = PETSc.Mat().createAIJ(arr.shape[0], comm=comm) rstart, rend = mat.getOwnershipRange() print(rstart, rend) print(arr.shape[0]) print(mat.sizes) I = arr_sc_sp.indptr[rstart : rend + 1] - arr_sc_sp.indptr[rstart] J = arr_sc_sp.indices[arr_sc_sp.indptr[rstart] : arr_sc_sp.indptr[rend]] V = arr_sc_sp.data[arr_sc_sp.indptr[rstart] : arr_sc_sp.indptr[rend]] print(I.shape, J.shape, V.shape) mat.setValuesCSR(I, J, V) mat.assemble() return mat l = np.load("../liouvillian.npy") l = mat_to_real(l) pump = np.load("../pump_operator.npy") pump = mat_to_real(pump) state = np.load("../initial_state.npy") state = np.hstack([state.real, state.imag]).astype(np.float64) l = mat_to_petsc_aij(l) pump = mat_to_petsc_aij(pump) jac = l.duplicate() for i in range(8192): jac.setValue(i, i, 0) jac.assemble() jac += l vec = l.createVecRight() vec.setValues(np.arange(state.shape[0], dtype=np.int32), state) vec.assemble() dt = 0.1 ts = PETSc.TS().create(comm=comm) ts.setFromOptions() ts.setProblemType(ts.ProblemType.LINEAR) ts.setEquationType(ts.EquationType.ODE_EXPLICIT) ts.setType(ts.Type.RK) ts.setRKType(ts.RKType.RK3BS) ts.setTime(0) print("KSP:", ts.getKSP().getType()) print("KSP PC:",ts.getKSP().getPC().getType()) print("SNES :", ts.getSNES().getType()) def jacobian(ts, t, u, Amat, Pmat): Amat.zeroEntries() Amat.aypx(1, l, structure=PETSc.Mat.Structure.SUBSET_NONZERO_PATTERN) Amat.axpy(0.5 * (5 < t < 10), pump, structure=PETSc.Mat.Structure.SUBSET_NONZERO_PATTERN) ts.setRHSFunction(PETSc.TS.computeRHSFunctionLinear) #ts.setRHSJacobian(PETSc.TS.computeRHSJacobianConstant, l, l) # Uncomment for f(t) = 0 ts.setRHSJacobian(jacobian, jac) NUM_STEPS = 200 res = np.empty((NUM_STEPS, 8192), dtype=np.float64) times = [] rstart, rend = vec.getOwnershipRange() for i in tqdm(range(NUM_STEPS)): time = ts.getTime() ts.setMaxTime(time + dt) ts.solve(vec) res[i, rstart:rend] = vec.getArray()[:] times.append(time) I decomposed the complex ODE into a larger real ODE, so that I can easily switch maybe to GPU computation later on. Now, the solutions of both scripts are very much identical, but PETSc runs about 3 times slower at 120it/s on my machine. I don't use MPI for PETSc yet. I strongly suppose that the problem lies within the jacobian definition, as PETSc is about 3 times *faster* than scipy with f(t) = 0 and therefore a constant jacobian. Thank you in advance. All the best, Niclas