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

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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 -----

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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

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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 :

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[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 -----

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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/BVOrthogonaliz... http://slepc.upv.es/documentation/current/docs/manualpages/BV/BVOrthogBlockT...

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

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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:

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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));