SupraLU

SupraLU is a Fortran-90 interface to the SuperLU sparse matrix solver,
written in an object-oriented style.

The SuperLU library is written in the C programming language.  For more
information see its website:   http://crd.lbl.gov/~xiaoye/SuperLU  ...

At present, only the serial version of the library is linked through
this interface.

Original author: A. Pletzer, Dec. 2003.
Modifications and documentation: D. McCune, Feb. 2004

SupraLU is being made available as a module in the NTCC Modules Library,
a code sharing projected funded by the US DOE Office of Fusion Energy
Sciences.  The Modules library is at  http://w3.pppl.gov/NTCC  ...

Contact: D. McCune, dmccune@pppl.gov

Copyright -- Princeton University -- PPPL

Home Top


Introduction

SuperLU  is a collection of 3 ANSI C subroutine libraries for solving
sparse linear systems of equations AX = B, where A is a square, non-
singular, n x n sparse matrix, and X and B are dense n x n_rhs matrices,
where n_rhs is the number of right-hand sides and solution vectors.
(ref: User Guide: see  http://crd.lbl.gov/~xiaoye/SuperLU  ... ).

SuperLU comes in a serial flavor and two parallel flavors: Posix-
threaded and MPI-distributed memory.

At present the Fortran interface  SupraLU  is restricted to the serial
SuperLU library, and, ==> n_rhs = 1 <== is assumed, i.e. the context
is solutions for sparse A of linear systems Ax = b, where x and b are
vectors of length n.  Future Enhancements to SupraLU will depend on 
indications of user interest.

Two data type/precisions are supported:

  64 bit real     (real*8)
 128 bit complex  (complex*16)

The Fortran-90 program making use of SupraLU will use a public module
which defines two data types:

   sparseR8_obj  -- real*8 sparse matrix data type
   sparseC16_obj -- complex*16 sparse matrix data type

instances of which can be declared in the programs using the module.
Except for a debugging control (memory leak detection, described below),
the module contains no data: just the data type definitions, and the 
methods for manipulating instances of these data types.

These methods allow the following manipulations of sparse matrix objects:

  -- initialization, allocation, deallocation.
  -- insertion/update of data.
  -- copying; basic comparison of shapes & sparsity patterns.
  -- solution of Ax=b, where A is an n x n sparse matrix and x and b
     are n-vectors.
  -- calculation of det(A)
  -- (sparseC16_obj only): iterative eigenvector solver.
  -- save object in a file (NetCDF format).
  -- load object from a file (NetCDF format).
  -- error reporting.

Typical method calls have the form:

  for real*8 sparse matrix data types:

    call sparseR8_<action>(MR8, [action-dependent arguments...], ier)

      where:  "MR8" is an instance of sparseR8_obj -- a real*8 
                     sparse matrix,

              "[action-dependent arguments...]" specify details of the
              action-- e.g. a filename, for a save or load operation.

              "ier" is a status return code: 0=OK.  For non-zero values,

                   call sparseR8_error(MR8, 6, ier)

              writes the appropriate error message on fortran unit 6.

  for complex*16 sparse matrix data types:

    call sparseC16_<action>(MC16, [action-dependent arguments...], ier)

      where:  "MC16" is an instance of sparseR8_obj -- a complex*16 
                     sparse matrix,

              "[action-dependent arguments...]" specify details of the
              action-- e.g. a filename, for a save or load operation.

              "ier" is a status return code: 0=OK.  For non-zero values,

                   call sparseR8_error(MC16, 6, ier)

              writes the appropriate error message on fortran unit 6.

Each sparse matrix object contains:

  matrix elements: row indices, in ascending order, grouped column by 
                   column in ascending order of column index, along
                   with the corresponding matrix element values.

  rank (n) of matrix.
  size of sparse matrix -- i.e. number of non-zero elements.
  base -- =1 for fortran-style indices (1:n)
          =0 for C-style indices (0:n-1)

  state information:
    (a) whether the matrix object been initialized;
    (b) whether the matrix object size and rank have been set and data 
        arrays allocated;
    (c) whether corresponding C-based SuperLU matrix factorization
        object exists; address of C object;
    (d) whether SuperLU column permutation has been calculated;
    (e) whether matrix LU factorization has been calculated.

  SuperLU control: column permutation option.

Home Top


debugging_method

To generate a trace marking allocation and deallocation of SupraLU
fortran sparse matrix objects and corresponding SuperLU solution
objects:

  call supralu_memtrace(LUN)

     integer, intent(in) :: lun  ! Fortran LUN of open file on which to write
                                 ! trace messages, or, 0 to disable feature.

Over the course of execution of a program:  for each allocation there
should be a deallocation; if not, a memory leak may be present.

Home Top


C_layer

Supralu contains a fortran-callable C layer positioned between the 
fortran methods and the SuperLU C code itself.  These routines are
not documented here, but are present in the module source code:

  dsupralu_meth.c -- R8 C layer
  zsupralu_meth.c -- C16 C layer

The C codes are compiled with a cpp macro F77NAME, so that the C routine
names are exported to ld with the "decoration" -- usually a single 
trailing underscore -- wanted by the fortran compiler.  F77NAME comes
from a suite of NTCC portability tools and is supplied in the NTCC
source code distribution-- look for the f77name.h header file.

Home Top


Dependencies:

  SuperLU --  http://crd.lbl.gov/~xiaoye/SuperLU 
             (makes use of blas linear algebra library)
  EzCDF   --  http://w3.pppl.gov/NTCC  (EzCDF module in the catalog).
  NetCDF  --  http://www.unidata.ucar.edu/packages/netcdf 

Home Top


R8_methods

Summary:

  use supralu_mod   ! define sparseR8_obj and sparseC16_obj & methods...

  type(sparseR8_obj) :: MR8, MR8b

  !  ier is a status return code (integer): 0=OK
  !  MR8, MR8b are instances of SparseR8_obj matrices.

  call sparseR8_error(MR8,lun,ier)  ! write error message
                                    ! to fortran unit (lun).

  call sparseR8_init(MR8)  ! initialize object as unallocated.
  call sparseR8_alloc(MR8, rank, size, base, ier)  ! allocate object
                           ! rank = matrix rank, size = no. of non-
                           ! zero elements, base=0 or 1 to indicate
                           ! C- or Fortran-style element indexing.

  call sparseR8_get_permc(MR8, ipermc, ier)  ! fetch permutation option
  call sparseR8_set_permc(MR8, ipermc, ier)  ! set permutation option

  call sparseR8_set_next(MR8, irow, newcol_flag, value, ier)
                           ! define matrix element, one element at a time
  call sparseR8_set_next_col(MR8, nrow, irow_vec, value_vec, ier)
                           ! define next column of matrix elements
                           ! irow_vec must be in ascending order

  call sparseR8_update_element(MR8, irow, jcol, value, ier)
                           ! update element or define for first time.  If
                           ! the latter, blocks of calls must be given in
                           ! order of ascending (jcol) values, with (irow)
                           ! in strict ascending order within each block.

  call sparseR8_update_column(MR8, nrow, irow_vec, value_vec, jcol, ier)
                           ! update a column of elements or define for
                           ! the first time.  If the latter, calls must
                           ! be made in ascending order of (jcol).
                           ! irow_vec must be in ascending order

  call sparseR8_get_size(MR8, nrows, ncols, ier)
                           ! return no. of rows & no. of columns 
                           ! defined so far.

  call sparseR8_copy(MR8, MR8b, ier)  ! copy MR8 to MR8b
                           ! MR8 should contain data; MR8b should be an
                           ! initialized object.  C-object factorization
                           ! is *not* copied.

  call sparseR8_dmark(MR8, ier)  ! mark that element values of MR8 have
                           ! changed (matrix needs to be re-factored).
                           ! used if MR8 element values are directly
                           ! manipulated by user code.

  call sparseR8_compare_shapes(MR8, MR8b, ier)  ! compare sparsity patterns
                           ! set ier if shapes / sparsity patterns differ.

  call sparseR8_save(MR8, filename, ier)  ! save MR8 to NetCDF file.
  call sparseR8_load(MR8, filename, ier)  ! restore MR8 from NetCDF file.

  !------------------------------
  !  computational methods:

  call sparseR8_solve(MR8, rhs, ier)  ! **solve** MR8*x = b
                           ! rhs is replaced with the solution on output

  call sparseR8_A_dot_x(MR8, x, res, ier)  ! matrix-vector dot product
                           ! MR8.x -> res
                           ! MR8: n x n sparse matrix; x & res: n-vectors.

  call sparseR8_det(MR8, res_mantissa, res_exponent, ier)  ! determinant
                           ! det(MR8) = res_mantissa * 2**res_exponent
                           ! beware of overflow potential

  !------------------------------

  call sparseR8_free(MR8, ier)      ! deallocate object, free memory.
Home Top


remarks

A.  The reason that sparseR8_init and sparseR8_alloc are separate calls
  is due to a quirk that distinguishes Fortran-90 from "true object 
  oriented languages" like C++:  there is NO automatic constructor;
  the state of a declared sparseR8_obj object in a program is initially 
  UNDEFINED!  sparseR8_init puts the object in a defined but unallocated
  state.  SparseR8_alloc requires the object state to be defined so that
  it can take appropriate action.  For example, if SparseR8_alloc is
  called on an object that is already allocated, its old memory is
  freed via a SparseR8_free call, before new memory is allocated.  BUT 
  if sparseR8_init is called on an already-allocated object, the 
  associated memory is lost (a memory leak occurs)!  Rules of thumb:

    1.  sparseR8_init ... an object only once, before first use.  If
        there is no prior sparseR8_init call, any supraLU call will
        post an error code.

    2.  sparseR8_alloc ... as often as desired.  A sparseR8_free call
        of any prior allocation will be generated.

    3.  sparseR8_free ... after last use of object, or if the object
        data is no longer needed.  If an object is local to a subroutine,
        sparseR8_free it before exiting!  This is not automatic!  Take
        care to avoid memory leaks:  there are no automatic destructors
        in Fortran-90!

    4.  sparseR8_free ... also frees associated C factorization data.
        Even if Fortran-2000 someday introduces automatic destructors
        for Fortran objects, the fact that sparseR8_obj is a *mixed 
        language* object means sparseR8_free calls will still be needed.

    5.  after sparseR8_free, an object is still in a known state, so,
        for any object instance, extra sparseR8_init calls after the
        initial sparseR8_init call are never required, and should be
        avoided due to the memory leak hazard.

B.  Copy and save/load operations only copy the fortran object contents;
  if the object copied from or saved contained an associated C object
  with factorization data, this information is *not* passed on to the
  object copied to or loaded from disk.  This has performance 
  implications.  Overcoming this limitation is a possible future
  upgrade for this software.

C.  Factorization state does survive within individual objects.  Thus
  if matrix A is factored due to a sparseR8_solve or sparseR8_det call, 
  the factorization information is retained.  If multiple A*x = b 
  problems are to be solved with no change to A, the computationally
  expensive LU factorization of A is only evaluated once; subsequent
  solutions of A*x = b are much faster than the initial solution.

D.  If the rank or sparsity pattern (shape) of a matrix changes, it 
  should generally be re-allocated and reconstructed in its entirety.
  If the shape does not change, but matrix element values do change, 
  the matrix will need to be re-factored, but, a costly column
  permutation calculation will not need to be redone.  When
  sparseR8_update_column or sparseR8_update_element methods are
  applied to modify elements in an existing matrix, the object
  state is reset to indicate LU factorization pending but with
  column permutation still intact.

E.  Although normally only non-zero elements are specified when 
  building a sparse matrix, it is allowed for some elements to be
  zero as long as the whole matrix is not rendered singular.  This
  allows "place-holders" to be inserted in a sparse matrix structure,
  so that a later update allows select new non-zero elements to be 
  introduced.  However, having a large number of zero-value place 
  holders could degrade the efficiency of the LU factorization 
  calculation, and is not recommended.

Home Top


Code_example

The source code for the supralu_mod modules (supralu_mod.f90) contains
its own test methods, sparseR8_test and sparseC16_test; more extensive
code examples can be found by examining this code.  A shortened example
is given here...

program foo

  use supralu_mod
  implicit NONE

  type(sparseR8_obj) :: MR8
  integer :: ier
  integer rank, size, base
  integer i
  integer, parameter :: r8 = selected_real_kind(12,100)

  real(r8), dimension(:), allocatable :: x, rhs, res

  call sparseR8_init(MR8)

  rank = 5   ! n=5, n x n matrix
  size = 11  ! no. of nominal non-zero elements in sparse matrix
  base = 0   ! C-like indexing (0:n-1) for row/column indices

  call sparseR8_alloc(MR8, rank, size, base, ier)
  if(ier.ne.0) call sparseR8_error(MR8, 6, ier)

  ! matrix to store:  MR8               (rhs)
  ! [ 0 2 x 7 x ]              [x(1)]   [1]
  ! [ 1 3 x x x ]          MR8*[x(2)] = [2]
  ! [ x x 4 x x ]              [x(3)]   [3]
  ! [ x x 5 8 0 ]              [x(4)]   [4]
  ! [ x x 6 x 9 ]              [x(5)]   [5]  ... will be solved.

  ! call sparseR8_update_column(MR8, nr, irow(1:nr), val(1:nr), jcol, ier)
  ! new matrix: columns must be presented in left to right order!

  call sparseR8_update_column(MR8, 2, (/0, 1/), (/0.0_r8, 1.0_r8/), 0, ier)
  call sparseR8_update_column(MR8, 2, (/0, 1/), (/2.0_r8, 3.0_r8/), 1, ier)
  call sparseR8_update_column(MR8, 2, (/2, 3, 4/), (/4.0_r8, 5.0_r8, 6.0_r8/),&
          & 2, ier)
  call sparseR8_update_column(MR8, 2, (/0, 3/), (/7.0_r8, 8.0_r8/), 3, ier)
  call sparseR8_update_column(MR8, 2, (/3, 4/), (/0.0_r8, 9.0_r8/), 4, ier)

  !  if base=1 had been used, the integer values in the irow(:) and jcol
  !  arguments would have had fortran-style index values (1:5) instead of
  !  (0:4)... i.e. adding +1 to each value.

  ! now form, solve, and check results of Ax=b problem...

  allocate(x(rank), rhs(rank), res(rank))

  rhs = (/ (i, i=1,rank) /)
  x = rhs

  call sparseR8_solve(MR8, x, ier)
  if(ier.ne.0) call sparseR8_error(MR8, 6, ier)

  call sparseR8_A_dot_x(MR8, x, res, ier)
  write(6,*) ' measure of error in solution: ', &
    sqrt(abs(sum((res - rhs)**2)/rank))

  call sparseR8_free(MR8, ier)
  deallocate(x, rhs, res)

end program foo

Home Top


Element_indexing:base

When sparse matrix objects are allocated, a "base" argument is
specified with value zero (0) or one (1).

 => 0 means:  element indexing C-style -- i.e. indices run from 0 to n-1
for a rank n matrix.

 => 1 means:  element indexing fortran-style -- i.e. indices run from 1 to n
for a rank n matrix.

Home Top


SparseR8_init

    subroutine sparseR8_init(this)

      !  most basic initialization of sparseR8_obj -- put pointers in
      !  defined NULL state.

      implicit none
      type(sparseR8_obj) :: this

Home Top


SparseR8_alloc

  Note: rank & size are actually upper bounds; after allocation, smaller
  matrices may be defined.

    subroutine sparseR8_alloc(this, rank, size, base, ier)

      !  allocate memory for sparse matrix object.  Object must have
      !  been initialized.  If memory was already allocated, it is
      !  freed first.

      implicit none
      type(sparseR8_obj) :: this
      integer, intent(in) :: rank  ! rank (n) of sparse matrix
      integer, intent(in) :: size  ! no. of non-zero elements << n**2
      integer, intent(in) :: base  ! =0: C-indexing; =1: Fortran-indexing
      integer, intent(out) :: ier  !  status code; 0=OK

Home Top


SparseR8_get_permc

  column permutation option defined for SuperLU.  Default should
  be used by non-experts.

    subroutine sparseR8_get_permc(this, ipermc, ier)

      implicit NONE
      type(sparseR8_obj) :: this
      integer, intent(out) :: ipermc  ! permutation control (returned)
      integer, intent(out) :: ier  !  status code; 0=OK

Home Top


SparseR8_set_permc

  column permutation option defined for SuperLU.  Default should
  be used by non-experts.

    subroutine sparseR8_set_permc(this, ipermc, ier)

      implicit NONE
      type(sparseR8_obj) :: this
      integer, intent(in) :: ipermc  ! permutation control (set)
      integer, intent(out) :: ier  !  status code; 0=OK

Home Top


SparseR8_set_next

  see note on element indexing.

    subroutine sparseR8_set_next(this, row, newcol_flag, value, ier)

      ! Set next value. Must iterate down each column 
      ! running from left to right.
    
      implicit none
      type(sparseR8_obj) :: this
      integer, intent(in) :: row         ! element row index
      logical, intent(in) :: newcol_flag ! .TRUE. if new column, else .FALSE.
      real(r8), intent(in) :: value      ! element value
      integer, intent(out) :: ier  !  status code; 0=OK

Home Top


SparseR8_set_next_col

  see note on element indexing.

    subroutine sparseR8_set_next_col(this, nrow, rowvec, valvec, ier)

      ! Set next column of values. Must iterate over columns
      ! running from left to right.
    
      implicit none
      type(sparseR8_obj) :: this
      integer, intent(in) :: nrow          ! no. of non-zero row elements
      integer, intent(in) :: rowvec(nrow)  ! element indices (ascending order)
      real(r8), intent(in) :: valvec(nrow) ! element values
      integer, intent(out) :: ier  !  status code; 0=OK

Home Top


SparseR8_update_element

  see note on element indexing.

    subroutine sparseR8_update_element(this, irow, jcol, value, ier)

      ! update specified element of sparse matrix
      ! if matrix has been factored, only an existing element can be
      ! updated; if the matrix is new, new elements may be added, but
      ! *only* in increasing order of row index within increasing order
      ! of column index.

      implicit none
      type(sparseR8_obj) :: this
      integer, intent(in) :: irow    ! element row index
      integer, intent(in) :: jcol    ! element column index
      real(r8), intent(in) :: value  ! element value
      integer, intent(out) :: ier  !  status code; 0=OK

Home Top


SparseR8_update_column

  see note on element indexing.

    subroutine sparseR8_update_column(this, nrow, irows, vals, jcol, ier)
      ! update elements in a column.

      ! if this is an update to elements of an existing column in a matrix
      ! that has already been defined, then, the rows specified must match
      ! exactly the sparsity pattern in the matrix as it was originally 
      ! defined.

      ! if the matrix is new, then, columns must be presented in ascending
      ! order, i.e. moving from left to right.

      implicit none
      type(sparseR8_obj) :: this
      integer, intent(in) :: nrow        ! no. of rows
      integer, intent(in) :: irows(nrow) ! row indices
      real(r8), intent(in) :: vals(nrow)  ! corresponding element values
      integer, intent(in) :: jcol        ! column index
      integer, intent(out) :: ier  !  status code; 0=OK

Home Top


SparseR8_get_size

    subroutine sparseR8_get_size(this, nrows, ncols, ier)

      ! Return no of rows and columns

      implicit none
      type(sparseR8_obj) :: this
      integer, intent(out) :: nrows, ncols
      integer, intent(out) :: ier  !  status code; 0=OK

Home Top


SparseR8_copy

    subroutine sparseR8_copy(this, that, ier)

      ! Copy this into that. this should contain data; 
      ! that should be initialized.

      implicit none
      type(sparseR8_obj) :: this, that
      integer, intent(out) :: ier  !  status code; 0=OK

Home Top


SparseR8_dmark

  Note: this routine is called automatically if sparseR8_update_element
  or sparseR8_update_column is called.

  An explicit call to this routine is needed if user code manipulates
  object data members directly, without going through method calls.

    subroutine sparseR8_dmark(this, ier)

      !  mark that data has changed-- LU factorization needs to be 
      !  recomputed

      implicit none
      type(sparseR8_obj) :: this
      integer, intent(out) :: ier  !  status code; 0=OK

Home Top


SparseR8_compare_shapes

    subroutine sparseR8_compare_shapes(this, that, ier)

      ! Compare two sparse matrices
      ! status code is set if shapes do not match, or if there is 
      ! some other error, e.g. "this" or "that" not initialized.

      implicit none
      type(sparseR8_obj) :: this, that
      integer, intent(out) :: ier  !  status code; 0 = SHAPES MATCH

Home Top


SparseR8_save

    subroutine sparseR8_save(this, filename, ier)

      ! Save object data in netCDF file 'filename'

      use ezcdf
      implicit none
      type(sparseR8_obj) :: this
      character(*), intent(in) :: filename
      integer, intent(out) :: ier  !  status code; 0=OK

Home Top


SparseR8_load

    subroutine sparseR8_load(this, filename, ier)

      ! Load data from netCDF file 'filename'
      ! Memory associated with existing data is deallocated first.

      use ezcdf
      implicit none
      type(sparseR8_obj) :: this
      character(*), intent(in) :: filename
      integer, intent(out) :: ier  !  status code; 0=OK

Home Top


SparseR8_solve

    subroutine sparseR8_solve(this, rhs, ier)

      ! Solve matrix system  A*x=b
      ! "this" is A, "rhs" is b on input, x on output.
      
      implicit none
      type(sparseR8_obj) :: this
      real(r8), intent(inout) :: rhs(:) ! right-hand side vector;
                                        ! solution vector upon return
      integer, intent(out) :: ier  !  status code; 0=OK

Home Top


SparseR8_A_dot_x

    subroutine sparseR8_A_dot_x(this, x, res, ier)

      ! matrix . x => res

      implicit none
      type(sparseR8_obj) :: this
      real(r8), intent(in) :: x(:) ! vector
      real(r8), intent(out) :: res(:) ! result
      integer, intent(out) :: ier  !  status code; 0=OK

Home Top


SparseR8_det

  Caution: determinant value returned in mantissa-exponent form due to
  overflow possibility for large matrices!

    subroutine sparseR8_det(this, res_mantissa, res_exponent, ier)

      ! Return the determinant of A in the form of 
      ! res_mantissa * 2**res_exponent

      implicit none
      type(sparseR8_obj) :: this
      real(r8), intent(out) :: res_mantissa
      integer, intent(out) :: res_exponent
      integer, intent(out) :: ier  !  status code; 0=OK

Home Top


SparseR8_free

      ! Destructor  -- deallocate memory associated with object
      !  this includes associated C object memory (if any).

      implicit none
      type(sparseR8_obj) :: this
      integer, intent(out) :: ier  !  status code; 0=OK

Home Top


SparseR8_error

    subroutine sparseR8_error(this, nunit, ier)
      
      ! Error handler -- write message 
      
      implicit none
      type(sparseR8_obj) :: this
      integer, intent(in) :: nunit ! output channel (Fortran LUN)
      integer, intent(in) :: ier  !  status code  **INPUT**

Home Top


C16_methods

See the R8_methods:
For every sparse_R8_<action> method, there is a precisely analogous
sparseC16_<action> method, with identical arguments except that the
sparseR8_obj arguments are sparseC16_obj arguments instead.

There is one exception.  Because even R8 matrices can have complex
eigenvector solutions, only a C16 version of the following routine
is provided:

    subroutine sparseC16_eigen(Amat, Bmat, x, lambda, tol, nmax, ier)

      ! Solve A * x = lambda B * x by inverse iterations

      type(sparseC16_obj) :: Amat, Bmat ! Must have the same sparsity pattern! 
      complex(r8), intent(inout) :: lambda ! initial guess/computed eigenvalue
      complex(r8), intent(inout) :: x(:) ! initial egenvector guess/computed eigenvector
      real(r8), intent(inout) :: tol ! tolerance
      integer, intent(inout) :: nmax ! max number of iterations      
      integer, intent(out) :: ier
Home Top


About this document

This Document was created by hlptohtml

  • Written By:
  • Manish Vachharajani(mvachhar@pppl.gov)