|
|
Ublas : |
From: Karl Meerbergen (karl.meerbergen_at_[hidden])
Date: 2007-09-07 16:16:56
Sure. I understand. Good luck!
pinacle wrote:
> Hi Karl,
>
> My program will deal with LU for a large sparse matrix. So your suggestions
> are valid to me. I know the renumbering is very important. I don't really
> know how ublas' LU deals with sparse matrix and renumbering, but it has an
> LU factorization with permutation. To have an optimized program is the final
> goal, but have a working program is my concern right now.
>
> Thanks for your advice.
> Feng
>
> -----Original Message-----
> From: ublas-bounces_at_[hidden] [mailto:ublas-bounces_at_[hidden]]
> On Behalf Of Karl Meerbergen
> Sent: Friday, September 07, 2007 10:11 AM
> To: ublas mailing list
> Subject: Re: [ublas] lu factorize cannot be compiled on sparse complex
> matrix?
>
> Hi Feng,
>
> I am rather worried about memory consumption. How does lu_factorize deal
> with sparsity? I guess it does not reorder the rows and columns to reduce
> fill in during the factorization. Without good renumbering you may end up
> with a full factorization.
>
> Hopefully, this makes clear what I want to say.
>
> Karl
>
>
>
>
> you better use a dense matrixpinacle wrote:
>
>> Hi Karl,
>>
>> I understand UBLAS may be slower since it uses a lot c++ features. For
>> accessing the i-th (or i+1) element in an array A, A(i) for UBLAS
>> vector will be slower than A[i] for C array. But UBLAS is quite
>> straight forward for me to implement general calculations comparing
>> with using arrays with pointers. If the binding of UMFPACK could
>> improve the performance to a good extent, I'll give it a try.
>>
>> BTW, I've solved my compile problem by changing the LINE 147 of lu.cpp
>>
> from
>
>> project (mci, range (i + 1, size1)) *= value_type (1) / m (i, i); to
>> project (mci, range (i + 1, size1)) *= value_type (1);
>> project (mci, range (i + 1, size1)) /= m (i, i);
>>
>> Hope the developer could give a fix on this file. In fact, I feel the
>> lu.cpp is not well checked or maintained. I saw several discussions
>> about it before, but it still remains unchanged.
>>
>> Cheers!
>> Feng
>>
>> -----Original Message-----
>> From: ublas-bounces_at_[hidden]
>> [mailto:ublas-bounces_at_[hidden]]
>> On Behalf Of Karl Meerbergen
>> Sent: Thursday, September 06, 2007 11:33 PM
>> To: ublas mailing list
>> Subject: Re: [ublas] lu factorize cannot be compiled on sparse complex
>> matrix?
>>
>> Dear Feng Gao,
>>
>> It surprises me that many people are trying to use ublas routines for
>> solving linear systems, while excellent external software is available:
>> LAPACK for dense matrices, UMFPACK, MUMPS for sparse.
>>
>> In your example, you are trying to solve a 5x5 system of a sparse
>> matrix. I guess this is just a small test example to make sure the
>> code works. Suppose you want to solve a 20,000x20,0000 sparse system.
>> Which performance do you expect to obtain with lu_factorize? For a
>> sparse matrix, this is, in general, going to be a disaster.
>>
>> I suggest to spend some time to develop a link with external software
>> rather than (sorry for being so rude) wasting your time using
>> lu_factorize. There are C++ bindings to UMFPACK in boost.sandbox. I am
>> currently working on MUMPS bindings, which I hope to make available
>> soon. You will have to spend some time installing packages and
>> compiling and linking, maybe a day or half a day. It may be a
>> frustrating and hard job, but once you have done this, your code will have
>>
> a good performance.
>
>> Have a nice day,
>>
>> Karl
>>
>>
>>
>> pinacle wrote:
>>
>>
>>> Dear all,
>>>
>>> I've been using UBLAS for solving problems like Ax=b, where A is a
>>> complex dense matrix, and x and b are complex dense vectors. Today, I
>>> tried to change A to a sparse matrix, but I got compiling errors as:
>>> Error 10 error C2784: 'matrix_binary_scalar2_traits<E1,const
>>> T2,boost::numeric::ublas::scalar_divides<E1::value_type,T2>>::result_
>>> t ype boost::numeric::ublas::operator /(const
>>> boost::numeric::ublas::matrix_expression<E> &,const T2 &)' : could
>>> not deduce template argument for 'const
>>> boost::numeric::ublas::matrix_expression<E> &' from
>>>
> 'std::complex<double>'
>
>>> D:\boost\boost\numeric\ublas\lu.hpp 147
>>>
>>> But if I use real sparse A, no error appears. So the conclusion now
>>> is that lu_factorize works for real matrices no matter dense or
>>> sparse, and works for complex dense matrix, but doesn't work for
>>> complex sparse
>>>
>>>
>> matrix.
>>
>>
>>> I do need a lu_factorize (and lu_substitute of course) working for
>>> complex sparse matrices. How could I solve the problem? BTW, I am
>>> using boost 1.34.0.
>>>
>>> Here is a sample code for testing:
>>>
>>> #include <complex>
>>> #include <iostream>
>>>
>>> #include <boost/numeric/ublas/storage_sparse.hpp>
>>> #include <boost/numeric/ublas/matrix.hpp> #include
>>> <boost/numeric/ublas/vector.hpp> #include
>>> <boost/numeric/ublas/matrix_sparse.hpp>
>>> #include <boost/numeric/ublas/io.hpp> #include
>>> <boost/numeric/ublas/triangular.hpp>
>>> #include <boost/numeric/ublas/lu.hpp>
>>>
>>> using namespace boost::numeric::ublas; using namespace std;
>>>
>>> int main(int argc, char *argv[])
>>> {
>>> const size_t size = 5;
>>>
>>> // error:
>>> //compressed_matrix<complex<double> > A(size, size);
>>> //compressed_matrix<complex<double> > ALU(size, size);
>>> // good:
>>> compressed_matrix<double> A(size, size);
>>> compressed_matrix<double> ALU(size, size);
>>>
>>> permutation_matrix<> pm(size);
>>>
>>> for (size_t i=0; i<A.size1(); ++i) {
>>> if (i>=1) {
>>> A.push_back(i,i-1,-2.0);
>>> }
>>> A.push_back(i,i,4);
>>> if (i+1<A.size2()) {
>>> A.push_back(i,i+1,-1.0);
>>> }
>>> }
>>> ALU = A;
>>> lu_factorize(ALU,pm); // LU factorized
>>>
>>> cout << "A = " << A << endl;
>>> cout << "ALU = " << ALU << endl;
>>>
>>> return EXIT_SUCCESS;
>>> };
>>>
>>> Thanks,
>>> Feng Gao
>>>
>>>
>>> _______________________________________________
>>> ublas mailing list
>>> ublas_at_[hidden]
>>> http://lists.boost.org/mailman/listinfo.cgi/ublas
>>>
>>>
>>>
>> _______________________________________________
>> ublas mailing list
>> ublas_at_[hidden]
>> http://lists.boost.org/mailman/listinfo.cgi/ublas
>>
>>
>
>
> _______________________________________________
> ublas mailing list
> ublas_at_[hidden]
> http://lists.boost.org/mailman/listinfo.cgi/ublas
>