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Add vector copy to ilu preconditioner. #506

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merged 1 commit into from
Apr 24, 2020

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fritzgoebel
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@fritzgoebel fritzgoebel commented Apr 22, 2020

This vector copy ensures linearity of the preconditioner when iterative solvers are used for the triangular systems.

Without the additional copy, the solution vector is used as initial guess to the second solver, no matter its content. When only doing a few iterations, this initial guess still has a strong influence on the result and, depending what is in the respective initial guess vecotrs, we cannot assume the following equality:
prec(x_1) + prec(x_2) = prec(x_1 + x_2)

(here, prec(x) means applying the preconditioner to a vector x)

Especially for preconditioned GMRES, this leads to errors in the result.

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LGTM, great catch!

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LGTM! This would affect only when you use an iterative method as a tri-solver right ? Is the overhead of copying acceptable in the case we use a normal direct cusparse tri-solver ?

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@pratikvn Yes, I would argue that the overhead is acceptale.

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LGTM

@@ -176,9 +176,11 @@ class Ilu : public EnableLinOp<
set_cache_to(b);
if (!ReverseApply) {
l_solver_->apply(b, cache_.intermediate.get());
x->copy_from(cache_.intermediate.get());
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I think we copy b to cache (set_cache_to(b)) to make sure the cache is not random filled before.
Should the cache get data from x not b here?
first apply will use x as initial guess
second apply will use cache as initial guess

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I'm not sure that I completely understand the question, but I'm fairly certain that the data from x should not be used since it can be any vector, e.g. the krylo vector from a previous iteration. This doesn't matter for exact triangular solves since they overwrite x with the solution anyway. However, when using iterative triangular solves, this causes problems. The first apply solves:
Ly = b
By setting the cache to b, we use the right hand side as initial guess. Now the second apply solves
Ux = y
and by copying x from the cache, we again use the right hand side as initial guess.

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But I agree with @yhmtsai that x might be a better choice because, in the case of the solving Ly=b you are kind of hard-coding the init guess to b. But if you set the cache to x, would it not be possible for the function calling the preconditioner apply to set the initial guess and if you need it then you can set it to b, right ?

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I see what you mean. However, using the data from x as initial guess for the first solve introduces the same nonlinearity as before, only in a different spot. This way, we would have to ensure linearity of the preconditioner, a "linear operator", from outside the preconditioner before calling it, by putting adequate restrictions to x.
I checked and tried GMRES with the following configurations (without writing extra ode in GMRESpreparing the data in x):

  • only set_cache_to(b): this was the initial version, and gives errors with iterative triangular solves
  • only set_cache_to(x): also gives errors in the result
  • set_cache_to(x) and x->copy_from(cache_.intermediate.get()): also gives errors in the result
  • set_cache_to(b) and x->copy_from(cache_.intermediate.get()): This is the only configuration for which the result GMRES computes is correct when using a few block Jacobi sweeps as triangular solves in the preconditioner.

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I typed up an explanation, hopefully this clarifies:
explanation

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a question about the initial guess of first apply

@yhmtsai yhmtsai added is:bug Something looks wrong. type:solver This is related to the solvers labels Apr 22, 2020
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I just thought about it some more, and am now only more confused about this issue.
According to the LinOp interface, apply(b, x), respectively x=op(b), the linear solver should compute x only based on b.
So with my interpretation of the interface, an iterative solver should only use values from b, but not x.
This also means that the set_cache_to(b) seems superfluous (except for setting the size of the cache) and the iterative solver should use its own internal cache(s) initialized with the right-hand side.
Can you tell me where I am going wrong here?

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codecov bot commented Apr 22, 2020

Codecov Report

Merging #506 into develop will increase coverage by 0.09%.
The diff coverage is 100.00%.

Impacted file tree graph

@@             Coverage Diff             @@
##           develop     #506      +/-   ##
===========================================
+ Coverage    88.52%   88.62%   +0.09%     
===========================================
  Files          268      268              
  Lines        16907    16907              
===========================================
+ Hits         14967    14983      +16     
+ Misses        1940     1924      -16     
Impacted Files Coverage Δ
include/ginkgo/core/preconditioner/ilu.hpp 65.78% <100.00%> (+0.92%) ⬆️
reference/components/format_conversion.hpp 100.00% <0.00%> (ø)
include/ginkgo/core/base/name_demangling.hpp 88.88% <0.00%> (+3.17%) ⬆️
include/ginkgo/core/matrix/hybrid.hpp 84.21% <0.00%> (+10.37%) ⬆️
omp/components/format_conversion.hpp 100.00% <0.00%> (+60.00%) ⬆️

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We are applying a preconditioner to the Krylov vector s to get the preconditioned Krylov search direction p. So, in fact, we want to solve Ap=s - or more precisely LUp=s.

Now, applying a direct solver, we would just solve Lt=s (forward) and Up=t (backward) with t being some temporary vector.

If we want to iteratively, we use some iteration method L_method->apply(s,t), but here the initial guess plays a role. A smart initial guess for t is the right-hand side s.
The same for the upper solve: U_method->apply(t,p) and t is a good initial guess for p.

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upsj commented Apr 23, 2020

I withdraw my concerns, but we should definitely mention that LinOp::apply(b, x) might still use the values of x.

@hartwiganzt hartwiganzt added the 1:ST:ready-to-merge This PR is ready to merge. label Apr 23, 2020
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I withdraw my concerns, but we should definitely mention that LinOp::apply(b, x) might still use the values of x.

Please add a comment where you feel it is appropriate!

…onditioner when iterative solvers are used for the triangular systems.
@fritzgoebel fritzgoebel force-pushed the ilu_pteconditioner_assure_linearity branch from 0ea2af0 to cdbbab4 Compare April 24, 2020 09:02
@fritzgoebel fritzgoebel merged commit dd890cb into develop Apr 24, 2020
@fritzgoebel fritzgoebel deleted the ilu_pteconditioner_assure_linearity branch April 24, 2020 09:03
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Kudos, SonarCloud Quality Gate passed!

Bug A 0 Bugs
Vulnerability A 0 Vulnerabilities (and Security Hotspot 0 Security Hotspots to review)
Code Smell A 0 Code Smells

No Coverage information No Coverage information
No Duplication information No Duplication information

@tcojean tcojean mentioned this pull request Jun 23, 2020
tcojean added a commit that referenced this pull request Jul 7, 2020
The Ginkgo team is proud to announce the new minor release of Ginkgo version
1.2.0. This release brings full HIP support to Ginkgo, new preconditioners
(ParILUT, ISAI), conversion between double and float for all LinOps, and many
more features and fixes.

Supported systems and requirements:
+ For all platforms, cmake 3.9+
+ Linux and MacOS
  + gcc: 5.3+, 6.3+, 7.3+, all versions after 8.1+
  + clang: 3.9+
  + Intel compiler: 2017+
  + Apple LLVM: 8.0+
  + CUDA module: CUDA 9.0+
  + HIP module: ROCm 2.8+
+ Windows
  + MinGW and CygWin: gcc 5.3+, 6.3+, 7.3+, all versions after 8.1+
  + Microsoft Visual Studio: VS 2017 15.7+
  + CUDA module: CUDA 9.0+, Microsoft Visual Studio
  + OpenMP module: MinGW or CygWin.


The current known issues can be found in the [known issues page](https://github.com/ginkgo-project/ginkgo/wiki/Known-Issues).


# Additions
Here are the main additions to the Ginkgo library. Other thematic additions are listed below.
+ Add full HIP support to Ginkgo [#344](#344), [#357](#357), [#384](#384), [#373](#373), [#391](#391), [#396](#396), [#395](#395), [#393](#393), [#404](#404), [#439](#439), [#443](#443), [#567](#567)
+ Add a new ISAI preconditioner [#489](#489), [#502](#502), [#512](#512), [#508](#508), [#520](#520)
+ Add support for ParILUT and ParICT factorization with ILU preconditioners [#400](#400)
+ Add a new BiCG solver [#438](#438)
+ Add a new permutation matrix format [#352](#352), [#469](#469)
+ Add CSR SpGEMM support [#386](#386), [#398](#398), [#418](#418), [#457](#457)
+ Add CSR SpGEAM support [#556](#556)
+ Make all solvers and preconditioners transposable [#535](#535)
+ Add CsrBuilder and CooBuilder for intrusive access to matrix arrays [#437](#437)
+ Add a standard-compliant allocator based on the Executors [#504](#504)
+ Support conversions for all LinOp between double and float [#521](#521)
+ Add a new boolean to the CUDA and HIP executors to control DeviceReset (default off) [#557](#557)
+ Add a relaxation factor to IR to represent Richardson Relaxation [#574](#574)
+ Add two new stopping criteria, for relative (to `norm(b)`) and absolute residual norm [#577](#577)

### Example additions
+ Templatize all examples to simplify changing the precision [#513](#513)
+ Add a new adaptive precision block-Jacobi example [#507](#507)
+ Add a new IR example [#522](#522)
+ Add a new Mixed Precision Iterative Refinement example [#525](#525)
+ Add a new example on iterative trisolves in ILU preconditioning [#526](#526), [#536](#536), [#550](#550)

### Compilation and library changes
+ Auto-detect compilation settings based on environment [#435](#435), [#537](#537)
+ Add SONAME to shared libraries [#524](#524)
+ Add clang-cuda support [#543](#543)

### Other additions
+ Add sorting, searching and merging kernels for GPUs [#403](#403), [#428](#428), [#417](#417), [#455](#455)
+ Add `gko::as` support for smart pointers [#493](#493)
+ Add setters and getters for criterion factories [#527](#527)
+ Add a new method to check whether a solver uses `x` as an initial guess [#531](#531)
+ Add contribution guidelines [#549](#549)

# Fixes
### Algorithms
+ Improve the classical CSR strategy's performance [#401](#401)
+ Improve the CSR automatical strategy [#407](#407), [#559](#559)
+ Memory, speed improvements to the ELL kernel [#411](#411)
+ Multiple improvements and fixes to ParILU [#419](#419), [#427](#427), [#429](#429), [#456](#456), [#544](#544)
+ Fix multiple issues with GMRES [#481](#481), [#523](#523), [#575](#575)
+ Optimize OpenMP matrix conversions [#505](#505)
+ Ensure the linearity of the ILU preconditioner [#506](#506)
+ Fix IR's use of the advanced apply [#522](#522)
+ Fix empty matrices conversions and add tests [#560](#560)

### Other core functionalities
+ Fix complex number support in our math header [#410](#410)
+ Fix CUDA compatibility of the main ginkgo header [#450](#450)
+ Fix isfinite issues [#465](#465)
+ Fix the Array::view memory leak and the array/view copy/move [#485](#485)
+ Fix typos preventing use of some interface functions [#496](#496)
+ Fix the `gko::dim` to abide to the C++ standard [#498](#498)
+ Simplify the executor copy interface [#516](#516)
+ Optimize intermediate storage for Composition [#540](#540)
+ Provide an initial guess for relevant Compositions [#561](#561)
+ Better management of nullptr as criterion [#562](#562)
+ Fix the norm calculations for complex support [#564](#564)

### CUDA and HIP specific
+ Use the return value of the atomic operations in our wrappers [#405](#405)
+ Improve the portability of warp lane masks [#422](#422)
+ Extract thread ID computation into a separate function [#464](#464)
+ Reorder kernel parameters for consistency [#474](#474)
+ Fix the use of `pragma unroll` in HIP [#492](#492)

### Other
+ Fix the Ginkgo CMake installation files [#414](#414), [#553](#553)
+ Fix the Windows compilation [#415](#415)
+ Always use demangled types in error messages [#434](#434), [#486](#486)
+ Add CUDA header dependency to appropriate tests [#452](#452)
+ Fix several sonarqube or compilation warnings [#453](#453), [#463](#463), [#532](#532), [#569](#569)
+ Add shuffle tests [#460](#460)
+ Fix MSVC C2398 error [#490](#490)
+ Fix missing interface tests in test install [#558](#558)

# Tools and ecosystem
### Benchmarks
+ Add better norm support in the benchmarks [#377](#377)
+ Add CUDA 10.1 generic SpMV support in benchmarks [#468](#468), [#473](#473)
+ Add sparse library ILU in benchmarks [#487](#487)
+ Add overhead benchmarking capacities [#501](#501)
+ Allow benchmarking from a matrix list file [#503](#503)
+ Fix benchmarking issue with JSON and non-finite numbers [#514](#514)
+ Fix benchmark logger crashers with OpenMP [#565](#565)

### CI related
+ Improvements to the CI setup with HIP compilation [#421](#421), [#466](#466)
+ Add MacOSX CI support [#470](#470), [#488](#488)
+ Add Windows CI support [#471](#471), [#488](#488), [#510](#510), [#566](#566)
+ Use sanitizers instead of valgrind [#476](#476)
+ Add automatic container generation and update facilities [#499](#499)
+ Fix the CI parallelism settings [#517](#517), [#538](#538), [#539](#539)
+ Make the codecov patch check informational [#519](#519)
+ Add support for LLVM sanitizers with improved thread sanitizer support [#578](#578)

### Test suite
+ Add an assertion for sparsity pattern equality [#416](#416)
+ Add core and reference multiprecision tests support [#448](#448)
+ Speed up GPU tests by avoiding device reset [#467](#467)
+ Change test matrix location string [#494](#494)

### Other
+ Add Ginkgo badges from our tools [#413](#413)
+ Update the `create_new_algorithm.sh` script [#420](#420)
+ Bump copyright and improve license management [#436](#436), [#433](#433)
+ Set clang-format minimum requirement [#441](#441), [#484](#484)
+ Update git-cmake-format [#446](#446), [#484](#484)
+ Disable the development tools by default [#442](#442)
+ Add a script for automatic header formatting [#447](#447)
+ Add GDB pretty printer for `gko::Array` [#509](#509)
+ Improve compilation speed [#533](#533)
+ Add editorconfig support [#546](#546)
+ Add a compile-time check for header self-sufficiency [#552](#552)


# Related PR: #583
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