feat(symmetric): support SPD GPU

examples/sparse/CMakeLists.txt

@@ -2,6 +2,8 @@ add_executable(testPoisson2d      EXCLUDE_FROM_ALL testPoisson2d.cpp)
 add_executable(testMMdouble       EXCLUDE_FROM_ALL testMMdouble.cpp)
 add_executable(testPoisson3d      EXCLUDE_FROM_ALL testPoisson3d.cpp)
 add_executable(testMixedPrecision EXCLUDE_FROM_ALL testMixedPrecision.cpp)
+add_executable(testMixedPrecisionSymmetric EXCLUDE_FROM_ALL testMixedPrecisionSymmetric.cpp)
+add_executable(testSymmetric EXCLUDE_FROM_ALL testSymmetric.cpp)
 add_executable(sexample           EXCLUDE_FROM_ALL sexample.c)
 add_executable(dexample           EXCLUDE_FROM_ALL dexample.c)
 add_executable(cexample           EXCLUDE_FROM_ALL cexample.c)
@@ -13,6 +15,8 @@ target_link_libraries(testPoisson2d strumpack)
 target_link_libraries(testMMdouble strumpack)
 target_link_libraries(testPoisson3d strumpack)
 target_link_libraries(testMixedPrecision strumpack)
+target_link_libraries(testMixedPrecisionSymmetric strumpack)
+target_link_libraries(testSymmetric strumpack)
 target_link_libraries(sexample strumpack)
 target_link_libraries(dexample strumpack)
 target_link_libraries(cexample strumpack)
@@ -24,6 +28,8 @@ add_dependencies(examples
   testMMdouble
   testPoisson3d
   testMixedPrecision
+  testMixedPrecisionSymmetric
+  testSymmetric
   sexample
   dexample
   cexample

examples/sparse/testMixedPrecisionSymmetric.cpp

@@ -0,0 +1,178 @@
+//
+// Created by tingxuan on 2023/12/24.
+//
+/*
+ * STRUMPACK -- STRUctured Matrices PACKage, Copyright (c) 2014, The
+ * Regents of the University of California, through Lawrence Berkeley
+ * National Laboratory (subject to receipt of any required approvals
+ * from the U.S. Dept. of Energy).  All rights reserved.
+ *
+ * If you have questions about your rights to use or distribute this
+ * software, please contact Berkeley Lab's Technology Transfer
+ * Department at [email protected].
+ *
+ * NOTICE. This software is owned by the U.S. Department of Energy. As
+ * such, the U.S. Government has been granted for itself and others
+ * acting on its behalf a paid-up, nonexclusive, irrevocable,
+ * worldwide license in the Software to reproduce, prepare derivative
+ * works, and perform publicly and display publicly.  Beginning five
+ * (5) years after the date permission to assert copyright is obtained
+ * from the U.S. Department of Energy, and subject to any subsequent
+ * five (5) year renewals, the U.S. Government is granted for itself
+ * and others acting on its behalf a paid-up, nonexclusive,
+ * irrevocable, worldwide license in the Software to reproduce,
+ * prepare derivative works, distribute copies to the public, perform
+ * publicly and display publicly, and to permit others to do so.
+ *
+ * Developers: Pieter Ghysels, Francois-Henry Rouet, Xiaoye S. Li.
+ *             (Lawrence Berkeley National Lab, Computational Research
+ *             Division).
+ *
+ */
+#include <iostream>
+#include <type_traits>
+#include <random>
+#include <cmath>
+
+#include "StrumpackSparseSolver.hpp"
+#include "StrumpackSparseSolverMixedPrecision.hpp"
+#include "sparse/CSRMatrix.hpp"
+
+using namespace strumpack;
+
+
+/**
+ * Test the STRUMPACK sparse solver, and the mixed precision sparse
+ * solver.
+ *
+ * For working_t == float, the mixed precision solver will
+ * compute the factorization in single precision, but do iterative
+ * refinement in double precision to give a more accurate results than
+ * the standard single precision solver.
+ *
+ * For working_t == double, the mixed precision solver will compute
+ * the factorization in single precision and perform the iterative
+ * refinement in double precision. If the problem is not too
+ * ill-conditioned, this should be about as accurate, and about twice
+ * as fast as the standard double precision solver. The speedup
+ * depends on the relative cost of the sparse triangular solver phase
+ * compared to the sparse LU factorization phase.
+ *
+ * TODO long double
+ */
+template<typename working_t>
+void test(CSRMatrix<working_t,int>& A,
+          DenseMatrix<working_t>& b, DenseMatrix<working_t>& x_exact,
+          int argc, char* argv[]) {
+    int m = b.cols();  // number of right-hand sides
+    auto N = A.size();
+    DenseMatrix<working_t> x(N, m);
+
+    std::cout << std::endl;
+    std::cout << "###############################################" << std::endl;
+    std::cout << "### Working precision: " <<
+              (std::is_same<float,working_t>::value ? "single" : "double")
+              << " #################" << std::endl;
+    std::cout << "###############################################" << std::endl;
+
+    {
+        std::cout << std::endl;
+        std::cout << "### MIXED Precision Solver ####################" << std::endl;
+
+        SparseSolverMixedPrecision<float,double,int> spss;
+        /** options for the outer solver */
+        spss.options().set_Krylov_solver(KrylovSolver::REFINE);
+//     spss.options().set_Krylov_solver(KrylovSolver::PREC_BICGSTAB);
+//     spss.options().set_Krylov_solver(KrylovSolver::PREC_GMRES);
+        spss.options().set_rel_tol(1e-14);
+        spss.options().set_from_command_line(argc, argv);
+
+        /** options for the inner solver */
+        spss.solver().options().set_Krylov_solver(KrylovSolver::DIRECT);
+        spss.solver().options().set_from_command_line(argc, argv);
+        spss.options().set_matching(strumpack::MatchingJob::NONE);
+        spss.solver().options().set_matching(strumpack::MatchingJob::NONE);
+        spss.options().enable_symmetric();
+        spss.solver().options().enable_symmetric();
+
+        spss.set_matrix(A);
+        spss.reorder();
+        spss.factor();
+        spss.solve(b, x);
+
+        std::cout << "# COMPONENTWISE SCALED RESIDUAL = "
+                  << A.max_scaled_residual(x.data(), b.data()) << std::endl;
+        strumpack::blas::axpy(N, -1., x_exact.data(), 1, x.data(), 1);
+        auto nrm_error = strumpack::blas::nrm2(N, x.data(), 1);
+        auto nrm_x_exact = strumpack::blas::nrm2(N, x_exact.data(), 1);
+        std::cout << "# RELATIVE ERROR = " << (nrm_error/nrm_x_exact) << std::endl;
+    }
+
+    std::cout << std::endl;
+}
+
+
+int main(int argc, char* argv[]) {
+
+    std::cout << "long double size in bytes: "
+              << sizeof(long double) << " "
+              << std::endl;
+
+    std::string f;
+    if (argc > 1) f = std::string(argv[1]);
+
+    CSRMatrix<double,int> A_d;
+    A_d.read_matrix_market(f);
+//    auto A_f = cast_matrix<double,int,float>(A_d);
+
+    int N = A_d.size();
+    int m = 1; // nr of RHSs
+    DenseMatrix<double> b_d(N, m), x_true_d(N, m);
+
+
+    // set the exact solution, see:
+    //   http://www.netlib.org/lapack/lawnspdf/lawn165.pdf
+    // page 20
+    std::default_random_engine gen;
+    std::uniform_real_distribution<double> dist(0., std::sqrt(24.));
+    for (int j=0; j<m; j++) {
+        // step 4, use a different tau for each RHS
+        double tau = std::pow(dist(gen), 2.);
+        for (int i=0; i<N; i++)
+            // step 4c
+            x_true_d(i, j) = std::pow(tau, -double(i)/(N-1));
+    }
+
+    // step 6, but in double, not double-double
+    A_d.spmv(x_true_d, b_d);
+    {
+        DenseMatrix<double> x(N, m);
+        // step 7, but in double, not double-double
+        SparseSolver<double,int> spss;
+        // SparseSolverMixedPrecision<double,long double,int> spss;
+        spss.options().enable_symmetric();
+        spss.set_matrix(A_d);
+        spss.options().set_matching(strumpack::MatchingJob::NONE);
+        spss.options().set_Krylov_solver(KrylovSolver::DIRECT);
+        spss.solve(b_d, x);
+
+
+        std::cout << "# COMPONENTWISE SCALED RESIDUAL = "
+                  << A_d.max_scaled_residual(x.data(), b_d.data()) << std::endl;
+        strumpack::blas::axpy(N, -1., x_true_d.data(), 1, x.data(), 1);
+        auto nrm_error = strumpack::blas::nrm2(N, x.data(), 1);
+        auto nrm_x_exact = strumpack::blas::nrm2(N, x_true_d.data(), 1);
+        std::cout << "# RELATIVE ERROR = " << (nrm_error/nrm_x_exact) << std::endl;
+
+    }
+
+    // cast RHS and true solution to single precision
+    DenseMatrix<float> b_f(N, m), x_true_f(N, m);
+    copy(x_true_d, x_true_f);
+    copy(b_d, b_f);
+
+    test<double>(A_d, b_d, x_true_d, argc, argv);
+//  test<float >(A_f, b_f, x_true_f, argc, argv);
+
+    return 0;
+}

examples/sparse/testSymmetric.cpp

@@ -0,0 +1,168 @@
+//
+// Created by tingxuan on 2023/12/24.
+//
+/*
+ * STRUMPACK -- STRUctured Matrices PACKage, Copyright (c) 2014, The
+ * Regents of the University of California, through Lawrence Berkeley
+ * National Laboratory (subject to receipt of any required approvals
+ * from the U.S. Dept. of Energy).  All rights reserved.
+ *
+ * If you have questions about your rights to use or distribute this
+ * software, please contact Berkeley Lab's Technology Transfer
+ * Department at [email protected].
+ *
+ * NOTICE. This software is owned by the U.S. Department of Energy. As
+ * such, the U.S. Government has been granted for itself and others
+ * acting on its behalf a paid-up, nonexclusive, irrevocable,
+ * worldwide license in the Software to reproduce, prepare derivative
+ * works, and perform publicly and display publicly.  Beginning five
+ * (5) years after the date permission to assert copyright is obtained
+ * from the U.S. Department of Energy, and subject to any subsequent
+ * five (5) year renewals, the U.S. Government is granted for itself
+ * and others acting on its behalf a paid-up, nonexclusive,
+ * irrevocable, worldwide license in the Software to reproduce,
+ * prepare derivative works, distribute copies to the public, perform
+ * publicly and display publicly, and to permit others to do so.
+ *
+ * Developers: Pieter Ghysels, Francois-Henry Rouet, Xiaoye S. Li.
+ *             (Lawrence Berkeley National Lab, Computational Research
+ *             Division).
+ *
+ */
+#include <iostream>
+#include <type_traits>
+#include <random>
+#include <cmath>
+#include <eigen3/Eigen/Dense>
+
+#include "StrumpackSparseSolver.hpp"
+#include "StrumpackSparseSolverMixedPrecision.hpp"
+#include "sparse/CSRMatrix.hpp"
+
+using namespace strumpack;
+
+
+/**
+ * Test the STRUMPACK sparse solver, and the mixed precision sparse
+ * solver.
+ *
+ * For working_t == float, the mixed precision solver will
+ * compute the factorization in single precision, but do iterative
+ * refinement in double precision to give a more accurate results than
+ * the standard single precision solver.
+ *
+ * For working_t == double, the mixed precision solver will compute
+ * the factorization in single precision and perform the iterative
+ * refinement in double precision. If the problem is not too
+ * ill-conditioned, this should be about as accurate, and about twice
+ * as fast as the standard double precision solver. The speedup
+ * depends on the relative cost of the sparse triangular solver phase
+ * compared to the sparse LU factorization phase.
+ *
+ * TODO long double
+ */
+template<typename working_t>
+void test(CSRMatrix<working_t,int>& A,
+          DenseMatrix<working_t>& b, DenseMatrix<working_t>& x_exact,
+          int argc, char* argv[]) {
+    int m = b.cols();  // number of right-hand sides
+    auto N = A.size();
+    DenseMatrix<working_t> x(N, m);
+
+    std::cout << std::endl;
+    std::cout << "###############################################" << std::endl;
+    std::cout << "### Working precision: " <<
+              (std::is_same<float,working_t>::value ? "single" : "double")
+              << " #################" << std::endl;
+    std::cout << "###############################################" << std::endl;
+
+    {
+        std::cout << std::endl;
+        std::cout << "### MIXED Precision Solver ####################" << std::endl;
+
+        SparseSolverMixedPrecision<float,double,int> spss;
+        /** options for the outer solver */
+        spss.options().set_Krylov_solver(KrylovSolver::REFINE);
+//     spss.options().set_Krylov_solver(KrylovSolver::PREC_BICGSTAB);
+//     spss.options().set_Krylov_solver(KrylovSolver::PREC_GMRES);
+        spss.options().set_rel_tol(1e-14);
+        spss.options().set_from_command_line(argc, argv);
+
+        /** options for the inner solver */
+        spss.solver().options().set_Krylov_solver(KrylovSolver::DIRECT);
+        spss.solver().options().set_from_command_line(argc, argv);
+        spss.options().set_matching(strumpack::MatchingJob::NONE);
+        spss.solver().options().set_matching(strumpack::MatchingJob::NONE);
+        spss.options().enable_symmetric();
+        spss.solver().options().enable_symmetric();
+
+        spss.set_matrix(A);
+        spss.reorder();
+        spss.factor();
+        spss.solve(b, x);
+
+        std::cout << "# COMPONENTWISE SCALED RESIDUAL = "
+                  << A.max_scaled_residual(x.data(), b.data()) << std::endl;
+        strumpack::blas::axpy(N, -1., x_exact.data(), 1, x.data(), 1);
+        auto nrm_error = strumpack::blas::nrm2(N, x.data(), 1);
+        auto nrm_x_exact = strumpack::blas::nrm2(N, x_exact.data(), 1);
+        std::cout << "# RELATIVE ERROR = " << (nrm_error/nrm_x_exact) << std::endl;
+    }
+
+    std::cout << std::endl;
+}
+
+
+int main(int argc, char* argv[]) {
+
+    std::cout << "long double size in bytes: "
+              << sizeof(long double) << " "
+              << std::endl;
+
+    std::string f="/home/tingxuan/CLionProjects/nd6k/matrix.mtx";
+    if (argc > 1) f = std::string(argv[1]);
+
+    CSRMatrix<double,int> A_d;
+    A_d.read_matrix_market(f);
+//    auto A_f = cast_matrix<double,int,float>(A_d);
+
+    int N = A_d.size();
+    int m = 1; // nr of RHSs
+    DenseMatrix<double> b_d(N, m), x_true_d(N, m);
+
+
+    // set the exact solution, see:
+    //   http://www.netlib.org/lapack/lawnspdf/lawn165.pdf
+    // page 20
+    std::default_random_engine gen;
+    std::uniform_real_distribution<double> dist(0., std::sqrt(24.));
+    for (int j=0; j<m; j++) {
+        // step 4, use a different tau for each RHS
+        double tau = std::pow(dist(gen), 2.);
+        for (int i=0; i<N; i++)
+            // step 4c
+            x_true_d(i, j) = std::pow(tau, -double(i)/(N-1));
+    }
+
+    // step 6, but in double, not double-double
+    A_d.spmv(x_true_d, b_d);
+    {
+        DenseMatrix<double> x(N, m);
+        // step 7, but in double, not double-double
+        SparseSolver<double,int> spss;
+        // SparseSolverMixedPrecision<double,long double,int> spss;
+        spss.options().enable_symmetric();
+        spss.set_matrix(A_d);
+        spss.options().set_matching(strumpack::MatchingJob::NONE);
+        spss.options().set_Krylov_solver(KrylovSolver::DIRECT);
+        spss.solve(b_d, x);
+
+        Eigen::Map<Eigen::MatrixXd> vec_true(x_true_d.data(), N, m);
+        std::cout<<"x_true_d="<<vec_true<<std::endl;
+
+        Eigen::Map<Eigen::MatrixXd> vec(x.data(), N, m);
+        std::cout<<"x_solve="<<vec<<std::endl;
+
+    }
+    return 0;
+}

src/SparseSolverBase.cpp

@@ -333,8 +333,11 @@ namespace strumpack {
       }
     }
 
-    equil_ = matrix()->equilibration();
-    matrix()->equilibrate(equil_);
+    // TODO(Jie): disable equilibration for sym temperately
+    if (!matrix()->symm_sparse()){
+      equil_ = matrix()->equilibration();
+      matrix()->equilibrate(equil_);
+    }
     if (opts_.verbose() && is_root_)
       std::cout << "# matrix equilibration, r_cond = "
                 << equil_.rcond << " , c_cond = " << equil_.ccond