Example #1
0
static int pmatfactor(void*MM, int *flag){
  plapackM* ctx=(plapackM*)MM;
  int info,dummy;
  double ddxerror;
  DSDPFunctionBegin;
  wallclock(&ctx->t1);
  info=PLA_Obj_set_to_one(ctx->wVec);DSDPCHKERR(info);
  info=PLA_Obj_set_to_zero(ctx->vVec);DSDPCHKERR(info);
  info=PLA_Symv( PLA_LOWER_TRIANGULAR, ctx->one, ctx->AMat, ctx->wVec, ctx->zero, ctx->vVec ); DSDPCHKERR(info);
  *flag=0;
  info = PLA_Chol(PLA_LOWER_TRIANGULAR, ctx->AMat); DSDPCHKERR(info);
  if (info!=0) {
    *flag=1;
    printf("PLAPACK WARNING: Non positive-definite Matrix M : Row: %d\n",info);
  }
  info = PLA_Trsv(PLA_LOWER_TRIANGULAR, PLA_NO_TRANSPOSE, PLA_NONUNIT_DIAG, ctx->AMat, ctx->vVec);DSDPCHKERR(info);
  info = PLA_Trsv(PLA_LOWER_TRIANGULAR, PLA_TRANSPOSE, PLA_NONUNIT_DIAG, ctx->AMat,ctx->vVec); DSDPCHKERR(info);  

  info=PLA_Obj_set_to_minus_one(ctx->wVec);DSDPCHKERR(info); 
  info=PLA_Axpy( ctx->one, ctx->vVec, ctx->wVec );DSDPCHKERR(info); 
  info=PLA_Nrm2( ctx->wVec, ctx->dxerror );DSDPCHKERR(info); 
  PLA_Obj_get_local_contents( ctx->dxerror, PLA_NO_TRANS, &dummy, &dummy,
			      &ddxerror, 1, 1 );
  if (ddxerror/sqrt(1.0*ctx->global_size) > 0.1){
    *flag=1;
    if (ctx->rank==-1){
      printf("PDSDPPLAPACK: Non positive-definite Matrix. %4.2e\n",ddxerror);
    }
  }
  wallclock(&ctx->t2);
  ctx->tsolve+=ctx->t2-ctx->t1;
  PPDSDPPrintTime(ctx->rank,"PLAPACK: Factor M",ctx->t2-ctx->t1,ctx->tsolve);
  PPDSDPPrintTime(ctx->rank,"Subtotal Time",0,ctx->t2-ctx->t1);
  DSDPFunctionReturn(0);
}
Example #2
0
static int pmatmult(void *MM, double x[], double y[], int n){
  plapackM* ctx=(plapackM*)MM;
  double d_one=1.0,drank=1.0/ctx->nprocs;
  int i,info;

  DSDPFunctionBegin;
  info=PLA_Obj_set_to_zero(ctx->vVec);DSDPCHKERR(info);
  info=PLA_Obj_set_to_zero(ctx->wVec);DSDPCHKERR(info);
  info=PLA_API_begin();DSDPCHKERR(info);
  info=PLA_Obj_API_open(ctx->vVec);DSDPCHKERR(info);
  info=PLA_API_axpy_vector_to_global(n, &d_one, x, 1, 
				     ctx->vVec, 0); DSDPCHKERR(info);
  /* Copy solution from PLAPACK vector to DSDPVector */
  info=PLA_Obj_API_close(ctx->vVec); DSDPCHKERR(info);
  info=PLA_API_end(); DSDPCHKERR(info);

  PLA_Symv( PLA_LOWER_TRIANGULAR, ctx->one, ctx->AMat, ctx->vVec, ctx->zero, ctx->wVec ); 
  /* Copy solution from PLAPACK vector to DSDPVector */

  memset((void*)y,0,n*sizeof(double));
  info=PLA_API_begin();
  info=PLA_Obj_API_open(ctx->wVec);

  info=PLA_API_axpy_global_to_vector(n, &d_one, ctx->wVec, 0,
				     y, 1); DSDPCHKERR(info);
  info=PLA_Obj_API_close(ctx->wVec); DSDPCHKERR(info);
  info=PLA_API_end(); DSDPCHKERR(info);
  for (i=0;i<n;i++){ y[i]*=drank;}  /* Should be in PLA_API_axpy_vector_to_global */

  DSDPFunctionReturn(0);
}
void create_problem( PLA_Obj A, PLA_Obj x, PLA_Obj b )
{
  PLA_Obj  
    zero = NULL,    
    one = NULL,
    A_cur = NULL,
    A11 = NULL;

  int size, me, nprocs, i, j, fill_blocksize, this_fill_blocksize, type_size;
  double d_one = 1.0, time;

  void *locA;

  void *local_buf;
  int  local_m, local_n, local_ldim, local_stride, global_length;

  MPI_Datatype
    datatype;
  
  PLA_Obj_global_length( A, &size );

  PLA_Obj_datatype ( A, &datatype );
  MPI_Type_size ( datatype, &type_size);

  MPI_Comm_rank( MPI_COMM_WORLD, &me );
  MPI_Comm_size( MPI_COMM_WORLD, &nprocs );

  PLA_Create_constants_conf_to( A, NULL, &zero, &one );

  srand48( me * 1793 );

  PLA_Obj_local_length( A, &local_m );
  PLA_Obj_local_width(  A, &local_n );
  PLA_Obj_local_buffer( A, (void **) &local_buf );
  PLA_Obj_local_ldim(   A, &local_ldim );



#define FILL_METHOD FILL_LOCAL_RANDOM
#if FILL_METHOD

  /************************************************************************
    Fill the matrices.

    NOTE:  There are two versions of the fill routine in this file.  The
    version directly below this comment simply fills the local portions of 
    the matrix and vector with random numbers.  To use this version, the 
    line directly above this comment should read "#define FILL_METHOD FILL_LOCAL_RANDOM".

    The other version of the fill algorithm uses the PLAPACK Application 
    Interface, which allows each processor to create a portion of the matrix
    or vector (regardless of the true location on the machine of that portion)
    and then submit the piece through a call to the PLAPACK API.  To use 
    this version of the algorithm, the line directly above this comment should 
    read "#define FILL_METHOD FILL_THROUGH_API".

    The API version of the algorithm has a parameter called "fill_blocksize"
    that determines the width of the column blocks to be submitted to the
    matrix.  The number of independent messages generated by the API is
    inversely proportional to the fill_blocksize, and significant network
    contention (or even deadlock on some systems) may occur if the
    fill_blocksize is taken too small.
    **********************************************************************/

  for (j=0; j<local_n; j++ )
    for (i=0; i<local_m; i++ )
      if ( datatype == MPI_DOUBLE )
	{
	  ( (double *) local_buf )[ j*local_ldim + i ] = drand48() * 2.0 -1.0;
	}
      else if ( datatype == MPI_FLOAT )
	{
	  ( (float *) local_buf)[ j*local_ldim + i ] = (float) (drand48() * 2.0 -1.0);
	}
      else if ( datatype == MPI_DOUBLE_COMPLEX )
	{
	  ((PLA_DOUBLE_COMPLEX *)local_buf)[ j*local_ldim + i ].real = drand48() * 2.0 -1.0;
	  ((PLA_DOUBLE_COMPLEX *)local_buf)[ j*local_ldim + i ].imaginary = drand48() * 2.0 -1.0;
	}
      else if ( datatype == MPI_COMPLEX )
	{
	  ((PLA_COMPLEX *)local_buf)[ j*local_ldim + i ].real = (float) drand48() * 2.0 -1.0;
	  ((PLA_COMPLEX *)local_buf)[ j*local_ldim + i ].imaginary = (float) drand48() * 2.0 -1.0;
	}
	
  
  PLA_Obj_local_length( x, &local_m );
  PLA_Obj_local_buffer( x, (void **) &local_buf );
  PLA_Obj_local_stride( x, &local_stride );
  
  for (i=0; i<local_m; i++ )
      if ( datatype == MPI_DOUBLE )
	{
	  ((double*) local_buf)[ i*local_stride ] = drand48() * 2.0 -1.0;
	}
      else if ( datatype == MPI_FLOAT )
	{
	  ((float *)local_buf)[ i*local_stride ] = (float) (drand48() * 2.0 -1.0);
	}
      else if ( datatype == MPI_DOUBLE_COMPLEX )
	{
	  ((PLA_DOUBLE_COMPLEX *)local_buf)[ i*local_stride ].real = drand48() * 2.0 -1.0;
	  ((PLA_DOUBLE_COMPLEX *)local_buf)[ i*local_stride ].imaginary = drand48() * 2.0 -1.0;
	}
      else if ( datatype == MPI_COMPLEX )
	{
	  ((PLA_COMPLEX *)local_buf)[ i*local_stride ].real = (float) drand48() * 2.0 -1.0;
	  ((PLA_COMPLEX *)local_buf)[ i*local_stride ].imaginary = (float) drand48() * 2.0 -1.0;
	}

#else
  /***********************************************************************************
    Alternate version of the problem creation using the PLAPACK Application interface.

    To use, edit the line marked "PROBLEM CREATION METHOD" above to read
    "#define FILL_METHOD FILL_THROUGH_API".
    **********************************************************************************/

  if ( 0 == me ) 
    printf("Using PLAPACK application interface to create problem.\n");

  MPI_Barrier ( MPI_COMM_WORLD);
  time = MPI_Wtime ();

  PLA_API_begin();
  PLA_Obj_API_open(A);
  PLA_Obj_API_open(x);

  fill_blocksize = 10;

  locA = (void *) malloc( type_size * size * fill_blocksize  );
  
  for (j=me*fill_blocksize;j< size; j+=nprocs*fill_blocksize) {
    this_fill_blocksize = min( fill_blocksize, size - j);
    for (i=0; i < size*this_fill_blocksize; i++)  {   /* This loop determines the values to put into matrix */
      if ( MPI_DOUBLE == datatype )
	((double *)locA)[i]=drand48() * 2.0 - 1.0;      
      else if ( MPI_FLOAT == datatype )
	((float *)locA)[i]=drand48() * 2.0 - 1.0;      
      else if ( MPI_DOUBLE_COMPLEX == datatype ) {
	((double *)locA)[2*i]=drand48() * 2.0 - 1.0;      
	((double *)locA)[2*i+1]=drand48() * 2.0 - 1.0;      
      }
      else if ( MPI_COMPLEX == datatype ) {
	((float *)locA)[2*i]=drand48() * 2.0 - 1.0;      
	((float *)locA)[2*i+1]=drand48() * 2.0 - 1.0;      
      }
      else
	printf("Unhandled datatype in create_problem().\n");
    }
    PLA_API_axpy_matrix_to_global(size, 
				  this_fill_blocksize, 
				  &d_one, 
				  locA, 
				  size, 
				  A, 
				  0, j );
  }
  
  if (0==me) {                                  /* processor zero alone fills the vector */
    for (i=0; i<size; i++)
      if ( MPI_DOUBLE == datatype )
	((double *)locA)[i]=drand48() * 2.0 - 1.0;      
      else if ( MPI_FLOAT == datatype )
	((float *)locA)[i]=drand48() * 2.0 - 1.0;      
      else if ( MPI_DOUBLE_COMPLEX == datatype ) {
	((double *)locA)[2*i]=drand48() * 2.0 - 1.0;      
	((double *)locA)[2*i+1]=drand48() * 2.0 - 1.0;      
      }
      else if ( MPI_COMPLEX == datatype ) {
	((float *)locA)[2*i]=drand48() * 2.0 - 1.0;      
	((float *)locA)[2*i+1]=drand48() * 2.0 - 1.0;      
      }
      else
	printf("Unhandled datatype in create_problem().\n");

    PLA_API_axpy_vector_to_global( size, &d_one, locA, 1, x, 0);
  }
  
  free( locA );
  
  PLA_Obj_API_close(A);
  PLA_Obj_API_close(x);
  PLA_API_end(); 
  
  MPI_Barrier ( MPI_COMM_WORLD);
  time = MPI_Wtime () - time;

  if ( 0 == me ) {
    printf("time for problem creation: %e seconds\n", time);
  }

#endif

  /* Make A positive definite by adding a large value to the diagonal */

  PLA_Obj_view_all( A, &A_cur );
  PLA_Obj_global_length ( A, &global_length);
  while ( TRUE ){
    PLA_Obj_global_length( A_cur, &size );
    if ( 0 == size ) break;
    PLA_Obj_split_4( A_cur, 1, 1, &A11, PLA_DUMMY,
		    PLA_DUMMY, &A_cur );
    PLA_Obj_local_length( A11, &local_m );
    PLA_Obj_local_width ( A11, &local_n );
    if ( local_m == 1 && local_n == 1 ) {
      PLA_Obj_local_buffer( A11, (void **) &local_buf );

      if ( datatype == MPI_DOUBLE )
	*(double *)local_buf += (double) global_length;
      else if ( MPI_FLOAT == datatype )
	*(float *)local_buf += (float) global_length;
      else if ( datatype == MPI_DOUBLE_COMPLEX){
	((double *)local_buf)[0] += (double) global_length;
	((double *)local_buf)[1] = 0.0;
      }
      else if ( datatype == MPI_COMPLEX){
	((float *)local_buf)[0] += (float) global_length;
	((float *)local_buf)[1] = 0.0;
      }
      else
	printf("Unhandled datatype in create_problem().\n");
    }
  }
      
  if ( datatype == MPI_DOUBLE || datatype == MPI_FLOAT )
    PLA_Symv( PLA_LOWER_TRIANGULAR, one, A, x, zero, b ); 
  else
    PLA_Hemv( PLA_LOWER_TRIANGULAR, one, A, x, zero, b ); 

  PLA_Obj_free( &zero );         PLA_Obj_free( &one );
  PLA_Obj_free( &A_cur);         PLA_Obj_free ( &A11);
}
int PLA_Apply_sym_House( int uplo, PLA_Obj A, PLA_Obj u, PLA_Obj beta )
/*
  PLA_Apply_sym_House

  Purpose:
  
  Apply a Householder orthogonal similarity transformation to
  matrix A:

  Form    A <- ( I + beta u u^T ) A ( I + beta u u^T )
            =  A + beta u w^T + beta w u^T
   where w = v + beta/2 u^T v u   and  v = A u

   Assumptions:
   A is a PLA_MATRIX, u is a PLA_MVECTOR of width 1 with
   (implicitly) unit first entry, and beta is a PLA_MSCALAR
   duplicated on all nodes.
*/
{
  PLA_Obj
    u_1 = NULL, u_1_copy = NULL,  
    v = NULL, 
    zero = NULL, one = NULL, two = NULL,
    alpha = NULL; 
  double 
    d_two = 2.0;

  PLA_Create_constants_conf_to( A, NULL, &zero, &one );

  /* Set first entry of u to one, saving the old value in u_1_copy */
  PLA_Obj_horz_split_2( u, 1, &u_1,
                               PLA_DUMMY );
  PLA_Mvector_create_conf_to( u_1, 1, &u_1_copy );
  PLA_Local_copy( u_1, u_1_copy );
  PLA_Obj_set_to_one( u_1 );

  /* Compute v = A u */
  PLA_Mvector_create_conf_to( u, 1, &v );
  PLA_Symv( uplo, one, A, u, zero, v );

  /* Compute alpha = u^T v */
  PLA_Mscalar_create_conf_to( beta, PLA_ALL_ROWS, PLA_ALL_COLS, &alpha );
  PLA_Dot( u, v, alpha );

  /* Compute alpha = beta/2 * u^T v */
  PLA_Mscalar_create_conf_to( beta, PLA_ALL_ROWS, PLA_ALL_COLS, &two );
  PLA_Obj_set( two, MPI_DOUBLE, &d_two );

  PLA_Local_scal( beta, alpha );
  PLA_Local_inv_scal( two, alpha );

  /* Compute v = w = v + beta/2 * u^T v u */
  PLA_Local_axpy( alpha, u, v );

  /* Update A = A + beta u w^T + beta w u^T */
  PLA_Syr2( uplo, beta, u, v, A );

  /* Restore first entry of u */
  PLA_Local_copy( u_1_copy, u_1 );

  /* Free temporary objects */
  PLA_Obj_free( &u_1 );
  PLA_Obj_free( &u_1_copy );
  PLA_Obj_free( &v );
  PLA_Obj_free( &zero );
  PLA_Obj_free( &one );
  PLA_Obj_free( &two );
  PLA_Obj_free( &alpha );

  return PLA_SUCCESS;
}