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remove singularity check for LU decomposition
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sjsprecious committed Sep 27, 2024
1 parent 272b06a commit cc70d62
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Showing 32 changed files with 37 additions and 589 deletions.
3 changes: 1 addition & 2 deletions include/micm/cuda/solver/cuda_lu_decomposition.cuh
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Expand Up @@ -14,8 +14,7 @@ namespace micm
const CudaMatrixParam& A_param,
CudaMatrixParam& L_param,
CudaMatrixParam& U_param,
const LuDecomposeParam& devstruct,
bool& is_singular);
const LuDecomposeParam& devstruct);

/// This is the function that will copy the constant data
/// members of class "CudaLuDecomposition" to the device;
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23 changes: 1 addition & 22 deletions include/micm/cuda/solver/cuda_lu_decomposition.hpp
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Expand Up @@ -85,42 +85,21 @@ namespace micm
/// @param A is the sparse matrix to decompose
/// @param L is the lower triangular matrix created by decomposition
/// @param U is the upper triangular matrix created by decomposition
/// @param is_singular Flag that is set to true if A is singular; false otherwise
template<class SparseMatrixPolicy>
requires(CudaMatrix<SparseMatrixPolicy>&& VectorizableSparse<SparseMatrixPolicy>) void Decompose(
const SparseMatrixPolicy& A,
SparseMatrixPolicy& L,
SparseMatrixPolicy& U,
bool& is_singular) const;

template<class SparseMatrixPolicy>
requires(CudaMatrix<SparseMatrixPolicy>&& VectorizableSparse<SparseMatrixPolicy>) void Decompose(
const SparseMatrixPolicy& A,
SparseMatrixPolicy& L,
SparseMatrixPolicy& U) const;
};

template<class SparseMatrixPolicy>
requires(CudaMatrix<SparseMatrixPolicy>&& VectorizableSparse<SparseMatrixPolicy>) void CudaLuDecomposition::Decompose(
const SparseMatrixPolicy& A,
SparseMatrixPolicy& L,
SparseMatrixPolicy& U,
bool& is_singular) const
{
auto L_param = L.AsDeviceParam(); // we need to update lower matrix so it can't be constant and must be an lvalue
auto U_param = U.AsDeviceParam(); // we need to update upper matrix so it can't be constant and must be an lvalue
micm::cuda::DecomposeKernelDriver(A.AsDeviceParam(), L_param, U_param, this->devstruct_, is_singular);
}

template<class SparseMatrixPolicy>
requires(CudaMatrix<SparseMatrixPolicy>&& VectorizableSparse<SparseMatrixPolicy>) void CudaLuDecomposition::Decompose(
const SparseMatrixPolicy& A,
SparseMatrixPolicy& L,
SparseMatrixPolicy& U) const
{
bool is_singular = false;
auto L_param = L.AsDeviceParam(); // we need to update lower matrix so it can't be constant and must be an lvalue
auto U_param = U.AsDeviceParam(); // we need to update upper matrix so it can't be constant and must be an lvalue
micm::cuda::DecomposeKernelDriver(A.AsDeviceParam(), L_param, U_param, this->devstruct_, is_singular);
micm::cuda::DecomposeKernelDriver(A.AsDeviceParam(), L_param, U_param, this->devstruct_);
}
} // end of namespace micm
1 change: 0 additions & 1 deletion include/micm/cuda/util/cuda_param.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -33,7 +33,6 @@ struct ProcessSetParam
/// This struct could be allocated on the host or device;
struct LuDecomposeParam
{
bool* is_singular = nullptr;
std::pair<std::size_t, std::size_t>* niLU_ = nullptr;
char* do_aik_ = nullptr;
std::size_t* aik_ = nullptr;
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4 changes: 1 addition & 3 deletions include/micm/jit/solver/jit_linear_solver.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -42,12 +42,10 @@ namespace micm

/// @brief Decompose the matrix into upper and lower triangular matrices and general JIT functions
/// @param matrix Matrix that will be factored into lower and upper triangular matrices
/// @param is_singular Flag that will be set to true if matrix is singular; false otherwise
void Factor(
SparseMatrixPolicy& matrix,
SparseMatrixPolicy& lower_matrix,
SparseMatrixPolicy& upper_matrix,
bool& is_singular) const;
SparseMatrixPolicy& upper_matrix) const;

/// @brief Solve for x in Ax = b
template<class MatrixPolicy>
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5 changes: 2 additions & 3 deletions include/micm/jit/solver/jit_linear_solver.inl
Original file line number Diff line number Diff line change
Expand Up @@ -60,10 +60,9 @@ namespace micm
inline void JitLinearSolver<L, SparseMatrixPolicy, LuDecompositionPolicy>::Factor(
SparseMatrixPolicy &matrix,
SparseMatrixPolicy &lower_matrix,
SparseMatrixPolicy &upper_matrix,
bool &is_singular) const
SparseMatrixPolicy &upper_matrix) const
{
LinearSolver<SparseMatrixPolicy, LuDecompositionPolicy>::Factor(matrix, lower_matrix, upper_matrix, is_singular);
LinearSolver<SparseMatrixPolicy, LuDecompositionPolicy>::Factor(matrix, lower_matrix, upper_matrix);
}

template<std::size_t L, class SparseMatrixPolicy, class LuDecompositionPolicy>
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3 changes: 1 addition & 2 deletions include/micm/jit/solver/jit_lu_decomposition.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -39,9 +39,8 @@ namespace micm
/// @param A Sparse matrix that will be decomposed
/// @param lower The lower triangular matrix created by decomposition
/// @param upper The upper triangular matrix created by decomposition
/// @param is_singular Flag that will be set to true if A is singular; false otherwise
template<class SparseMatrixPolicy>
void Decompose(const SparseMatrixPolicy &A, SparseMatrixPolicy &lower, SparseMatrixPolicy &upper, bool &is_singular)
void Decompose(const SparseMatrixPolicy &A, SparseMatrixPolicy &lower, SparseMatrixPolicy &upper)
const;

private:
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12 changes: 1 addition & 11 deletions include/micm/jit/solver/jit_lu_decomposition.inl
Original file line number Diff line number Diff line change
Expand Up @@ -209,22 +209,12 @@ namespace micm
void JitLuDecomposition<L>::Decompose(
const SparseMatrixPolicy &A,
SparseMatrixPolicy &lower,
SparseMatrixPolicy &upper,
bool &is_singular) const
SparseMatrixPolicy &upper) const
{
is_singular = false;
decompose_function_(A.AsVector().data(), lower.AsVector().data(), upper.AsVector().data());
for (size_t block = 0; block < A.NumberOfBlocks(); ++block)
{
auto diagonals = upper.DiagonalIndices(block);
for (const auto &diagonal : diagonals)
{
if (upper.AsVector()[diagonal] == 0)
{
is_singular = true;
return;
}
}
}
}
} // namespace micm
4 changes: 1 addition & 3 deletions include/micm/solver/backward_euler.inl
Original file line number Diff line number Diff line change
Expand Up @@ -66,8 +66,6 @@ namespace micm
std::size_t n_successful_integrations = 0;
std::size_t n_convergence_failures = 0;

bool singular = false;

auto derived_class_temporary_variables =
static_cast<BackwardEulerTemporaryVariables<MatrixPolicy>*>(state.temporary_variables_.get());
auto& Yn = derived_class_temporary_variables->Yn_;
Expand Down Expand Up @@ -112,7 +110,7 @@ namespace micm
// (y_{n+1} - y_n) / H = f(t_{n+1}, y_{n+1})

// try to find the root by factoring and solving the linear system
linear_solver_.Factor(state.jacobian_, state.lower_matrix_, state.upper_matrix_, singular);
linear_solver_.Factor(state.jacobian_, state.lower_matrix_, state.upper_matrix_);
result.stats_.decompositions_++;

// forcing_blk in camchem
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4 changes: 1 addition & 3 deletions include/micm/solver/linear_solver.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -78,12 +78,10 @@ namespace micm

/// @brief Decompose the matrix into upper and lower triangular matrices
/// @param matrix Matrix to decompose into lower and upper triangular matrices
/// @param is_singular Flag that is set to true if matrix is singular; false otherwise
void Factor(
const SparseMatrixPolicy& matrix,
SparseMatrixPolicy& lower_matrix,
SparseMatrixPolicy& upper_matrix,
bool& is_singular) const;
SparseMatrixPolicy& upper_matrix) const;

/// @brief Solve for x in Ax = b. x should be a copy of b and after Solve finishes x will contain the result
template<class MatrixPolicy>
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5 changes: 2 additions & 3 deletions include/micm/solver/linear_solver.inl
Original file line number Diff line number Diff line change
Expand Up @@ -111,12 +111,11 @@ namespace micm
inline void LinearSolver<SparseMatrixPolicy, LuDecompositionPolicy>::Factor(
const SparseMatrixPolicy& matrix,
SparseMatrixPolicy& lower_matrix,
SparseMatrixPolicy& upper_matrix,
bool& is_singular) const
SparseMatrixPolicy& upper_matrix) const
{
MICM_PROFILE_FUNCTION();

lu_decomp_.template Decompose<SparseMatrixPolicy>(matrix, lower_matrix, upper_matrix, is_singular);
lu_decomp_.template Decompose<SparseMatrixPolicy>(matrix, lower_matrix, upper_matrix);
}

template<class SparseMatrixPolicy, class LuDecompositionPolicy>
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7 changes: 2 additions & 5 deletions include/micm/solver/lu_decomposition.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -122,19 +122,16 @@ namespace micm
/// @param A Sparse matrix to decompose
/// @param L The lower triangular matrix created by decomposition
/// @param U The upper triangular matrix created by decomposition
/// @param is_singular Flag that is set to true if A is singular; false otherwise
template<class SparseMatrixPolicy>
requires(!VectorizableSparse<SparseMatrixPolicy>) void Decompose(
const SparseMatrixPolicy& A,
SparseMatrixPolicy& L,
SparseMatrixPolicy& U,
bool& is_singular) const;
SparseMatrixPolicy& U) const;
template<class SparseMatrixPolicy>
requires(VectorizableSparse<SparseMatrixPolicy>) void Decompose(
const SparseMatrixPolicy& A,
SparseMatrixPolicy& L,
SparseMatrixPolicy& U,
bool& is_singular) const;
SparseMatrixPolicy& U) const;

private:
/// @brief Initialize arrays for the LU decomposition
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35 changes: 2 additions & 33 deletions include/micm/solver/lu_decomposition.inl
Original file line number Diff line number Diff line change
Expand Up @@ -168,11 +168,9 @@ namespace micm
requires(!VectorizableSparse<SparseMatrixPolicy>) inline void LuDecomposition::Decompose(
const SparseMatrixPolicy& A,
SparseMatrixPolicy& L,
SparseMatrixPolicy& U,
bool& is_singular) const
SparseMatrixPolicy& U) const
{
MICM_PROFILE_FUNCTION();
is_singular = false;

// Loop over blocks
for (std::size_t i_block = 0; i_block < A.NumberOfBlocks(); ++i_block)
Expand Down Expand Up @@ -226,30 +224,19 @@ namespace micm
L_vector[lki_nkj->first] -= L_vector[lkj_uji->first] * U_vector[lkj_uji->second];
++lkj_uji;
}

if (U_vector[*uii] == 0.0)
{
is_singular = true;
}
L_vector[lki_nkj->first] /= U_vector[*uii];
++lki_nkj;
++uii;
}
}
// check the bottom right corner of the matrix
if (U_vector[*uii] == 0.0)
{
is_singular = true;
}
}
}

template<class SparseMatrixPolicy>
requires(VectorizableSparse<SparseMatrixPolicy>) inline void LuDecomposition::Decompose(
const SparseMatrixPolicy& A,
SparseMatrixPolicy& L,
SparseMatrixPolicy& U,
bool& is_singular) const
SparseMatrixPolicy& U) const
{
MICM_PROFILE_FUNCTION();

Expand All @@ -258,7 +245,6 @@ namespace micm
const std::size_t A_GroupSizeOfFlatBlockSize = A.GroupSize(A.FlatBlockSize());
const std::size_t L_GroupSizeOfFlatBlockSize = L.GroupSize(L.FlatBlockSize());
const std::size_t U_GroupSizeOfFlatBlockSize = U.GroupSize(U.FlatBlockSize());
is_singular = false;

// Loop over groups of blocks
for (std::size_t i_group = 0; i_group < A.NumberOfGroups(A_BlockSize); ++i_group)
Expand Down Expand Up @@ -328,29 +314,12 @@ namespace micm
const std::size_t uii_deref = *uii;
for (std::size_t i_cell = 0; i_cell < n_cells; ++i_cell)
{
if (U_vector[uii_deref + i_cell] == 0.0)
{
is_singular = true;
}
L_vector[lki_nkj_first + i_cell] /= U_vector[uii_deref + i_cell];
}
++lki_nkj;
++uii;
}
}
const std::size_t uii_deref = *uii;
if (n_cells != A_GroupVectorSize)
{
// check the bottom right corner of the matrix
for (std::size_t i_cell = 0; i_cell < n_cells; ++i_cell)
{
if (U_vector[uii_deref + i_cell] == 0.0)
{
is_singular = true;
break;
}
}
}
}
}

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2 changes: 0 additions & 2 deletions include/micm/solver/rosenbrock.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -105,14 +105,12 @@ namespace micm
/// @brief Perform the LU decomposition of the matrix
/// @param H The time step
/// @param gamma The gamma value
/// @param singular A flag to indicate if the matrix is singular
/// @param number_densities The number densities
/// @param stats The solver stats
/// @param state The state
void LinearFactor(
double& H,
const double gamma,
bool& singular,
const auto& number_densities,
SolverStats& stats,
auto& state) const;
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36 changes: 5 additions & 31 deletions include/micm/solver/rosenbrock.inl
Original file line number Diff line number Diff line change
Expand Up @@ -69,14 +69,8 @@ namespace micm
// Repeat step calculation until current step accepted
while (!accepted)
{
bool is_singular{ false };
// Form and factor the rosenbrock ode jacobian
LinearFactor(H, parameters_.gamma_[0], is_singular, Y, stats, state);
if (is_singular)
{
result.state_ = SolverState::RepeatedlySingularMatrix;
break;
}
LinearFactor(H, parameters_.gamma_[0], Y, stats, state);

// Compute the stages
for (uint64_t stage = 0; stage < parameters_.stages_; ++stage)
Expand Down Expand Up @@ -230,37 +224,17 @@ namespace micm
inline void AbstractRosenbrockSolver<RatesPolicy, LinearSolverPolicy, Derived>::LinearFactor(
double& H,
const double gamma,
bool& singular,
const auto& number_densities,
SolverStats& stats,
auto& state) const
{
MICM_PROFILE_FUNCTION();

uint64_t n_consecutive = 0;
singular = false;
while (true)
{
double alpha = 1 / (H * gamma);
static_cast<const Derived*>(this)->AlphaMinusJacobian(state.jacobian_, alpha);

linear_solver_.Factor(state.jacobian_, state.lower_matrix_, state.upper_matrix_, singular);
stats.decompositions_ += 1;
double alpha = 1 / (H * gamma);
static_cast<const Derived*>(this)->AlphaMinusJacobian(state.jacobian_, alpha);

// if we are checking for singularity and the matrix is not singular, we can break the loop
// if we are not checking for singularity, we always break the loop
if (!singular || !parameters_.check_singularity_)
break;

stats.singular_ += 1;
if (++n_consecutive > 5)
break;
H /= 2;
// Reconstruct the Jacobian matrix if a substepping is performed here
state.jacobian_.Fill(0);
rates_.SubtractJacobianTerms(state.rate_constants_, number_densities, state.jacobian_);
stats.jacobian_updates_ += 1;
}
linear_solver_.Factor(state.jacobian_, state.lower_matrix_, state.upper_matrix_);
stats.decompositions_ += 1;
}

template<class RatesPolicy, class LinearSolverPolicy, class Derived>
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2 changes: 0 additions & 2 deletions include/micm/solver/rosenbrock_solver_parameters.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -63,8 +63,6 @@ namespace micm
std::vector<double> absolute_tolerance_;
double relative_tolerance_{ 1e-6 };

bool check_singularity_{ false }; // Check for singular A matrix in linear solve of A x = b

// Print RosenbrockSolverParameters to console
void Print() const;

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4 changes: 0 additions & 4 deletions include/micm/solver/solver_result.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -45,9 +45,6 @@ namespace micm
uint64_t decompositions_{};
/// @brief The number of linear solves
uint64_t solves_{};
/// @brief The number of times a singular matrix is detected. For now, this will always be zero as we assume the matrix
/// is never singular
uint64_t singular_{};

/// @brief Set all member variables to zero
void Reset();
Expand All @@ -62,7 +59,6 @@ namespace micm
rejected_ = 0;
decompositions_ = 0;
solves_ = 0;
singular_ = 0;
}

inline std::string SolverStateToString(const SolverState& state)
Expand Down
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