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#ifndef __TSQR_DistTsqrRB_hpp
#define __TSQR_DistTsqrRB_hpp
#include <Tsqr_ApplyType.hpp>
#include <Tsqr_Combine.hpp>
#include <Tsqr_Matrix.hpp>
#include <Tsqr_StatTimeMonitor.hpp>
#include <Teuchos_ScalarTraits.hpp>
#include <Teuchos_TimeMonitor.hpp>
#include <algorithm>
#include <sstream>
#include <stdexcept>
#include <utility>
#include <vector>
namespace TSQR {
/// \namespace details
/// \brief TSQR implementation details.
/// \author Mark Hoemmen
///
/// \warning TSQR users should not use anything in this namespace.
/// They should not even assume that the namespace will continue
/// to exist between releases. The namespace's name itself or
/// anything it contains may change at any time.
namespace details {
// Force the diagonal of R_mine to be nonnegative, where
// Q_mine*R_mine is a QR factorization.
//
// We only made this a class because C++ (pre-C++11) does not
// allow partial specialization of template functions.
template<class LocalOrdinal, class Scalar, bool isComplex>
class NonnegDiagForcer {
public:
typedef MatView<LocalOrdinal, Scalar> mat_view_type;
// Force the diagonal of R_mine to be nonnegative, where
// Q_mine*R_mine is a QR factorization.
void force (mat_view_type Q_mine, mat_view_type R_mine);
};
// The complex-arithmetic specialization does nothing, since
// _GEQR{2,F} for complex arithmetic returns an R factor with
// nonnegative diagonal already.
template<class LocalOrdinal, class Scalar>
class NonnegDiagForcer<LocalOrdinal, Scalar, true> {
public:
typedef MatView<LocalOrdinal, Scalar> mat_view_type;
void force (mat_view_type Q_mine, mat_view_type R_mine) {
(void) Q_mine;
(void) R_mine;
}
};
// Real-arithmetic specialization.
template<class LocalOrdinal, class Scalar>
class NonnegDiagForcer<LocalOrdinal, Scalar, false> {
public:
typedef MatView<LocalOrdinal, Scalar> mat_view_type;
void force (mat_view_type Q_mine, mat_view_type R_mine) {
typedef Teuchos::ScalarTraits<Scalar> STS;
if (Q_mine.nrows() > 0 && Q_mine.ncols() > 0) {
for (int k = 0; k < R_mine.ncols(); ++k) {
if (R_mine(k,k) < STS::zero()) {
// Scale column k of Q_mine. We use a raw pointer since
// typically there are many rows in Q_mine, so this
// operation should be fast.
Scalar* const Q_k = &Q_mine(0,k);
for (int i = 0; i < Q_mine.nrows(); ++i) {
Q_k[i] = -Q_k[i];
}
// Scale row k of R_mine. R_mine is upper triangular,
// so we only have to scale right of (and including) the
// diagonal entry.
for (int j = k; j < R_mine.ncols(); ++j) {
R_mine(k,j) = -R_mine(k,j);
}
}
}
}
}
};
} // namespace details
/// \class DistTsqrRB
/// \brief Reduce-and-Broadcast (RB) version of DistTsqr.
/// \author Mark Hoemmen
///
/// \tparam LocalOrdinal Corresponds to the "local ordinal" template
/// parameter of Tpetra objects (though TSQR is not Tpetra-specific).
///
/// \tparam Scalar Corresponds to the "scalar" template parameter of
/// Tpetra objects (though TSQR is not Tpetra-specific).
///
/// This class implements the Reduce-and-Broadcast (RB) version of
/// DistTsqr. DistTsqr factors a vertical stack of n by n R
/// factors, one per MPI process. Only the final R factor is
/// broadcast. The implicit Q factor data stay on the MPI process
/// where they were computed.
template<class LocalOrdinal, class Scalar>
class DistTsqrRB {
public:
typedef LocalOrdinal ordinal_type;
typedef Scalar scalar_type;
typedef typename Teuchos::ScalarTraits< scalar_type >::magnitudeType magnitude_type;
typedef MatView<ordinal_type, scalar_type> mat_view_type;
typedef Matrix<ordinal_type, scalar_type> matrix_type;
typedef int rank_type;
typedef Combine<ordinal_type, scalar_type> combine_type;
/// \brief Constructor
///
/// \param messenger [in/out] Smart pointer to a wrapper handling
/// communication between MPI process(es).
DistTsqrRB (const Teuchos::RCP< MessengerBase< scalar_type > >& messenger) :
messenger_ (messenger),
totalTime_ (Teuchos::TimeMonitor::getNewTimer ("DistTsqrRB::factorExplicit() total time")),
reduceCommTime_ (Teuchos::TimeMonitor::getNewTimer ("DistTsqrRB::factorReduce() communication time")),
reduceTime_ (Teuchos::TimeMonitor::getNewTimer ("DistTsqrRB::factorReduce() total time")),
bcastCommTime_ (Teuchos::TimeMonitor::getNewTimer ("DistTsqrRB::explicitQBroadcast() communication time")),
bcastTime_ (Teuchos::TimeMonitor::getNewTimer ("DistTsqrRB::explicitQBroadcast() total time"))
{}
/// \brief Fill stats with cumulative timings from \c factorExplicit().
///
/// Fill in the timings vector with cumulative timings from
/// factorExplicit(). The vector gets resized if necessary to fit
/// all the timings.
void
getStats (std::vector< TimeStats >& stats) const
{
const int numTimers = 5;
stats.resize (std::max (stats.size(), static_cast<size_t>(numTimers)));
stats[0] = totalStats_;
stats[1] = reduceCommStats_;
stats[2] = reduceStats_;
stats[3] = bcastCommStats_;
stats[4] = bcastStats_;
}
/// \brief Fill labels with timer labels from \c factorExplicit().
///
/// Fill in the labels vector with the string labels for the
/// timings from factorExplicit(). The vector gets resized if
/// necessary to fit all the labels.
void
getStatsLabels (std::vector< std::string >& labels) const
{
const int numTimers = 5;
labels.resize (std::max (labels.size(), static_cast<size_t>(numTimers)));
labels[0] = totalTime_->name();
labels[1] = reduceCommTime_->name();
labels[2] = reduceTime_->name();
labels[3] = bcastCommTime_->name();
labels[4] = bcastTime_->name();
}
/// Whether or not all diagonal entries of the R factor computed
/// by the QR factorization are guaranteed to be nonnegative.
bool QR_produces_R_factor_with_nonnegative_diagonal () const {
return combine_type::QR_produces_R_factor_with_nonnegative_diagonal();
}
/// \brief Internode TSQR with explicit Q factor
///
/// \param R_mine [in/out] View of a matrix with at least as many
/// rows as columns. On input: upper triangular matrix (R
/// factor from intranode TSQR); different on each process.. On
/// output: R factor from intranode QR factorization; bitwise
/// identical on all processes, since it is effectively
/// broadcast from Proc 0.
///
/// \param Q_mine [out] View of a matrix with the same number of
/// rows as R_mine has columns. On output: this process'
/// component of the internode Q factor. (Write into the top
/// block of this process' entire Q factor, fill the rest of Q
/// with zeros, and call intranode TSQR's apply() on it, to get
/// the final explicit Q factor.)
///
/// \param forceNonnegativeDiagonal [in] If true, then (if
/// necessary) do extra work (modifying both the Q and R
/// factors) in order to force the R factor to have a
/// nonnegative diagonal.
void
factorExplicit (mat_view_type R_mine,
mat_view_type Q_mine,
const bool forceNonnegativeDiagonal=false)
{
StatTimeMonitor totalMonitor (*totalTime_, totalStats_);
// Dimension sanity checks. R_mine should have at least as many
// rows as columns (since we will be working on the upper
// triangle). Q_mine should have the same number of rows as
// R_mine has columns, but Q_mine may have any number of
// columns. (It depends on how many columns of the explicit Q
// factor we want to compute.)
if (R_mine.nrows() < R_mine.ncols())
{
std::ostringstream os;
os << "R factor input has fewer rows (" << R_mine.nrows()
<< ") than columns (" << R_mine.ncols() << ")";
// This is a logic error because TSQR users should not be
// calling this method directly.
throw std::logic_error (os.str());
}
else if (Q_mine.nrows() != R_mine.ncols())
{
std::ostringstream os;
os << "Q factor input must have the same number of rows as the R "
"factor input has columns. Q has " << Q_mine.nrows()
<< " rows, but R has " << R_mine.ncols() << " columns.";
// This is a logic error because TSQR users should not be
// calling this method directly.
throw std::logic_error (os.str());
}
// The factorization is a recursion over processors [P_first, P_last].
const rank_type P_mine = messenger_->rank();
const rank_type P_first = 0;
const rank_type P_last = messenger_->size() - 1;
// Intermediate Q factors are stored implicitly. QFactors[k] is
// an upper triangular matrix of Householder reflectors, and
// tauArrays[k] contains its corresponding scaling factors (TAU,
// in LAPACK notation). These two arrays will be filled in by
// factorReduce(). Different MPI processes will have different
// numbers of elements in these arrays. In fact, on some
// processes these arrays may be empty on output. This is a
// feature, not a bug!
//
// Even though QFactors and tauArrays have the same type has the
// first resp. second elements of DistTsqr::FactorOutput, they
// are not compatible with the output of DistTsqr::factor() and
// cannot be used as the input to DistTsqr::apply() or
// DistTsqr::explicit_Q(). This is because factor() computes a
// general factorization suitable for applying Q (or Q^T or Q^*)
// to any compatible matrix, whereas factorExplicit() computes a
// factorization specifically for the purpose of forming the
// explicit Q factor. The latter lets us use a broadcast to
// compute Q, rather than a more message-intensive all-to-all
// (butterfly).
std::vector< matrix_type > QFactors;
std::vector< std::vector< scalar_type > > tauArrays;
{
StatTimeMonitor reduceMonitor (*reduceTime_, reduceStats_);
factorReduce (R_mine, P_mine, P_first, P_last, QFactors, tauArrays);
}
if (QFactors.size() != tauArrays.size())
{
std::ostringstream os;
os << "QFactors and tauArrays should have the same number of element"
"s after factorReduce() returns, but they do not. QFactors has "
<< QFactors.size() << " elements, but tauArrays has "
<< tauArrays.size() << " elements.";
throw std::logic_error (os.str());
}
Q_mine.fill (scalar_type (0));
if (messenger_->rank() == 0)
{
for (ordinal_type j = 0; j < Q_mine.ncols(); ++j)
Q_mine(j, j) = scalar_type (1);
}
// Scratch space for computing results to send to other processors.
matrix_type Q_other (Q_mine.nrows(), Q_mine.ncols(), scalar_type (0));
const rank_type numSteps = QFactors.size() - 1;
{
StatTimeMonitor bcastMonitor (*bcastTime_, bcastStats_);
explicitQBroadcast (R_mine, Q_mine, Q_other.view(),
P_mine, P_first, P_last,
numSteps, QFactors, tauArrays);
}
if (forceNonnegativeDiagonal &&
! QR_produces_R_factor_with_nonnegative_diagonal()) {
typedef Teuchos::ScalarTraits<Scalar> STS;
details::NonnegDiagForcer<LocalOrdinal, Scalar, STS::isComplex> forcer;
forcer.force (Q_mine, R_mine);
}
}
private:
void
factorReduce (mat_view_type R_mine,
const rank_type P_mine,
const rank_type P_first,
const rank_type P_last,
std::vector< matrix_type >& QFactors,
std::vector< std::vector< scalar_type > >& tauArrays)
{
if (P_last < P_first)
{
std::ostringstream os;
os << "Programming error in factorReduce() recursion: interval "
"[P_first, P_last] is invalid: P_first = " << P_first
<< ", P_last = " << P_last << ".";
throw std::logic_error (os.str());
}
else if (P_mine < P_first || P_mine > P_last)
{
std::ostringstream os;
os << "Programming error in factorReduce() recursion: P_mine (= "
<< P_mine << ") is not in current process rank interval "
<< "[P_first = " << P_first << ", P_last = " << P_last << "]";
throw std::logic_error (os.str());
}
else if (P_last == P_first)
return; // skip singleton intervals (see explanation below)
else
{
// Recurse on two intervals: [P_first, P_mid-1] and [P_mid,
// P_last]. For example, if [P_first, P_last] = [0, 9],
// P_mid = floor( (0+9+1)/2 ) = 5 and the intervals are
// [0,4] and [5,9].
//
// If [P_first, P_last] = [4,6], P_mid = floor( (4+6+1)/2 )
// = 5 and the intervals are [4,4] (a singleton) and [5,6].
// The latter case shows that singleton intervals may arise.
// We treat them as a base case in the recursion. Process 4
// won't be skipped completely, though; it will get combined
// with the result from [5,6].
// Adding 1 and doing integer division works like "ceiling."
const rank_type P_mid = (P_first + P_last + 1) / 2;
if (P_mine < P_mid) // Interval [P_first, P_mid-1]
factorReduce (R_mine, P_mine, P_first, P_mid - 1,
QFactors, tauArrays);
else // Interval [P_mid, P_last]
factorReduce (R_mine, P_mine, P_mid, P_last,
QFactors, tauArrays);
// This only does anything if P_mine is either P_first or P_mid.
if (P_mine == P_first)
{
const ordinal_type numCols = R_mine.ncols();
matrix_type R_other (numCols, numCols);
recv_R (R_other, P_mid);
std::vector< scalar_type > tau (numCols);
// Don't shrink the workspace array; doing so may
// require expensive reallocation every time we send /
// receive data.
resizeWork (numCols);
combine_.factor_pair (numCols, R_mine.get(), R_mine.lda(),
R_other.get(), R_other.lda(),
&tau[0], &work_[0]);
QFactors.push_back (R_other);
tauArrays.push_back (tau);
}
else if (P_mine == P_mid)
send_R (R_mine, P_first);
}
}
void
explicitQBroadcast (mat_view_type R_mine,
mat_view_type Q_mine,
mat_view_type Q_other, // workspace
const rank_type P_mine,
const rank_type P_first,
const rank_type P_last,
const rank_type curpos,
std::vector< matrix_type >& QFactors,
std::vector< std::vector< scalar_type > >& tauArrays)
{
if (P_last < P_first)
{
std::ostringstream os;
os << "Programming error in explicitQBroadcast() recursion: interval"
" [P_first, P_last] is invalid: P_first = " << P_first
<< ", P_last = " << P_last << ".";
throw std::logic_error (os.str());
}
else if (P_mine < P_first || P_mine > P_last)
{
std::ostringstream os;
os << "Programming error in explicitQBroadcast() recursion: P_mine "
"(= " << P_mine << ") is not in current process rank interval "
<< "[P_first = " << P_first << ", P_last = " << P_last << "]";
throw std::logic_error (os.str());
}
else if (P_last == P_first)
return; // skip singleton intervals
else
{
// Adding 1 and integer division works like "ceiling."
const rank_type P_mid = (P_first + P_last + 1) / 2;
rank_type newpos = curpos;
if (P_mine == P_first)
{
if (curpos < 0)
{
std::ostringstream os;
os << "Programming error: On the current P_first (= "
<< P_first << ") proc: curpos (= " << curpos << ") < 0";
throw std::logic_error (os.str());
}
// Q_impl, tau: implicitly stored local Q factor.
matrix_type& Q_impl = QFactors[curpos];
std::vector< scalar_type >& tau = tauArrays[curpos];
// Apply implicitly stored local Q factor to
// [Q_mine;
// Q_other]
// where Q_other = zeros(Q_mine.nrows(), Q_mine.ncols()).
// Overwrite both Q_mine and Q_other with the result.
Q_other.fill (scalar_type (0));
combine_.apply_pair (ApplyType::NoTranspose,
Q_mine.ncols(), Q_impl.ncols(),
Q_impl.get(), Q_impl.lda(), &tau[0],
Q_mine.get(), Q_mine.lda(),
Q_other.get(), Q_other.lda(), &work_[0]);
// Send the resulting Q_other, and the final R factor, to P_mid.
send_Q_R (Q_other, R_mine, P_mid);
newpos = curpos - 1;
}
else if (P_mine == P_mid)
// P_first computed my explicit Q factor component.
// Receive it, and the final R factor, from P_first.
recv_Q_R (Q_mine, R_mine, P_first);
if (P_mine < P_mid) // Interval [P_first, P_mid-1]
explicitQBroadcast (R_mine, Q_mine, Q_other,
P_mine, P_first, P_mid - 1,
newpos, QFactors, tauArrays);
else // Interval [P_mid, P_last]
explicitQBroadcast (R_mine, Q_mine, Q_other,
P_mine, P_mid, P_last,
newpos, QFactors, tauArrays);
}
}
template< class ConstMatrixType1, class ConstMatrixType2 >
void
send_Q_R (const ConstMatrixType1& Q,
const ConstMatrixType2& R,
const rank_type destProc)
{
StatTimeMonitor bcastCommMonitor (*bcastCommTime_, bcastCommStats_);
const ordinal_type R_numCols = R.ncols();
const ordinal_type Q_size = Q.nrows() * Q.ncols();
const ordinal_type R_size = (R_numCols * (R_numCols + 1)) / 2;
const ordinal_type numElts = Q_size + R_size;
// Don't shrink the workspace array; doing so would still be
// correct, but may require reallocation of data when it needs
// to grow again.
resizeWork (numElts);
// Pack the Q data into the workspace array.
mat_view_type Q_contig (Q.nrows(), Q.ncols(), &work_[0], Q.nrows());
deep_copy (Q_contig, Q);
// Pack the R data into the workspace array.
pack_R (R, &work_[Q_size]);
messenger_->send (&work_[0], numElts, destProc, 0);
}
template< class MatrixType1, class MatrixType2 >
void
recv_Q_R (MatrixType1& Q,
MatrixType2& R,
const rank_type srcProc)
{
StatTimeMonitor bcastCommMonitor (*bcastCommTime_, bcastCommStats_);
const ordinal_type R_numCols = R.ncols();
const ordinal_type Q_size = Q.nrows() * Q.ncols();
const ordinal_type R_size = (R_numCols * (R_numCols + 1)) / 2;
const ordinal_type numElts = Q_size + R_size;
// Don't shrink the workspace array; doing so would still be
// correct, but may require reallocation of data when it needs
// to grow again.
resizeWork (numElts);
messenger_->recv (&work_[0], numElts, srcProc, 0);
// Unpack the C data from the workspace array.
deep_copy (Q, mat_view_type (Q.nrows(), Q.ncols(), &work_[0], Q.nrows()));
// Unpack the R data from the workspace array.
unpack_R (R, &work_[Q_size]);
}
template< class ConstMatrixType >
void
send_R (const ConstMatrixType& R, const rank_type destProc)
{
StatTimeMonitor reduceCommMonitor (*reduceCommTime_, reduceCommStats_);
const ordinal_type numCols = R.ncols();
const ordinal_type numElts = (numCols * (numCols+1)) / 2;
// Don't shrink the workspace array; doing so would still be
// correct, but may require reallocation of data when it needs
// to grow again.
resizeWork (numElts);
// Pack the R data into the workspace array.
pack_R (R, &work_[0]);
messenger_->send (&work_[0], numElts, destProc, 0);
}
template< class MatrixType >
void
recv_R (MatrixType& R, const rank_type srcProc)
{
StatTimeMonitor reduceCommMonitor (*reduceCommTime_, reduceCommStats_);
const ordinal_type numCols = R.ncols();
const ordinal_type numElts = (numCols * (numCols+1)) / 2;
// Don't shrink the workspace array; doing so would still be
// correct, but may require reallocation of data when it needs
// to grow again.
resizeWork (numElts);
messenger_->recv (&work_[0], numElts, srcProc, 0);
// Unpack the R data from the workspace array.
unpack_R (R, &work_[0]);
}
template< class MatrixType >
static void
unpack_R (MatrixType& R, const scalar_type buf[])
{
ordinal_type curpos = 0;
for (ordinal_type j = 0; j < R.ncols(); ++j)
{
scalar_type* const R_j = &R(0, j);
for (ordinal_type i = 0; i <= j; ++i)
R_j[i] = buf[curpos++];
}
}
template< class ConstMatrixType >
static void
pack_R (const ConstMatrixType& R, scalar_type buf[])
{
ordinal_type curpos = 0;
for (ordinal_type j = 0; j < R.ncols(); ++j)
{
const scalar_type* const R_j = &R(0, j);
for (ordinal_type i = 0; i <= j; ++i)
buf[curpos++] = R_j[i];
}
}
void
resizeWork (const ordinal_type numElts)
{
typedef typename std::vector< scalar_type >::size_type vec_size_type;
work_.resize (std::max (work_.size(), static_cast< vec_size_type >(numElts)));
}
private:
combine_type combine_;
Teuchos::RCP< MessengerBase< scalar_type > > messenger_;
std::vector< scalar_type > work_;
// Timers for various phases of the factorization. Time is
// cumulative over all calls of factorExplicit().
Teuchos::RCP< Teuchos::Time > totalTime_;
Teuchos::RCP< Teuchos::Time > reduceCommTime_;
Teuchos::RCP< Teuchos::Time > reduceTime_;
Teuchos::RCP< Teuchos::Time > bcastCommTime_;
Teuchos::RCP< Teuchos::Time > bcastTime_;
TimeStats totalStats_, reduceCommStats_, reduceStats_, bcastCommStats_, bcastStats_;
};
} // namespace TSQR
#endif // __TSQR_DistTsqrRB_hpp
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