Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Added the posibility to modify the control paramteres of UMFPACK alg #482

Open
wants to merge 10 commits into
base: main
Choose a base branch
from
28 changes: 23 additions & 5 deletions src/factorization.jl
Original file line number Diff line number Diff line change
Expand Up @@ -723,22 +723,39 @@ end

################################## Factorizations which require solve! overloads

# Default control array of 20 elements from Umfpack

#!!!ATTENTION
#These array could change and whenever there will be a change in the SparseArrays package this array must be changed
const default_control=SparseArrays.UMFPACK.get_umfpack_control(Float64,Int64)

"""
`UMFPACKFactorization(;reuse_symbolic=true, check_pattern=true)`
`UMFPACKFactorization(;reuse_symbolic=true, check_pattern=true, control=Vector{Float64}(20))`

A fast sparse multithreaded LU-factorization which specializes on sparsity
patterns with “more structure”.
ChrisRackauckas marked this conversation as resolved.
Show resolved Hide resolved

## Fields

* `reuse_symbolic`: Whether the symbolic factorization is reused between calls. This requires that the sparsity pattern is
preserved. Defaults to true.
* `check_pattern`: Whether the sparsity pattern is checked for changes to allow for symbolic factorization caching.
The default is true.
* `control`: A control vector for more options to pass to UMFPACK. See the UMFPACK documentation for more details.
Copy link
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

We should fill in the details here, since it has been unchanged for 20 years. Is there something simple that can be pasted, quoted, or linked to?

Copy link
Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

eventualli we could somehow insert the table present in the doc of UFMPACK
image

Copy link
Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

do u think would be appropriate?


!!! note

By default, the SparseArrays.jl are implemented for efficiency by caching the
symbolic factorization. I.e., if `set_A` is used, it is expected that the new
`A` has the same sparsity pattern as the previous `A`. If this algorithm is to
ChrisRackauckas marked this conversation as resolved.
Show resolved Hide resolved
be used in a context where that assumption does not hold, set `reuse_symbolic=false`.

"""
Base.@kwdef struct UMFPACKFactorization <: AbstractFactorization

Base.@kwdef struct UMFPACKFactorization{T <: Union{Nothing, Vector{Float64}}} <: AbstractFactorization
reuse_symbolic::Bool = true
check_pattern::Bool = true # Check factorization re-use
control::T=nothing
end

const PREALLOCATED_UMFPACK = SparseArrays.UMFPACK.UmfpackLU(SparseMatrixCSC(0, 0, [1],
Expand Down Expand Up @@ -771,6 +788,7 @@ end
function SciMLBase.solve!(cache::LinearCache, alg::UMFPACKFactorization; kwargs...)
A = cache.A
A = convert(AbstractMatrix, A)
isnothing(alg.control) ? control=default_control : control=alg.control
if cache.isfresh
cacheval = @get_cacheval(cache, :UMFPACKFactorization)
if alg.reuse_symbolic
Expand All @@ -782,15 +800,15 @@ function SciMLBase.solve!(cache::LinearCache, alg::UMFPACKFactorization; kwargs.
fact = lu(
SparseMatrixCSC(size(A)..., getcolptr(A), rowvals(A),
nonzeros(A)),
check = false)
check = false, control=control)
else
fact = lu!(cacheval,
SparseMatrixCSC(size(A)..., getcolptr(A), rowvals(A),
nonzeros(A)), check = false)
nonzeros(A)), check = false, control=control)
end
else
fact = lu(SparseMatrixCSC(size(A)..., getcolptr(A), rowvals(A), nonzeros(A)),
check = false)
check = false, control=control)
end
cache.cacheval = fact
cache.isfresh = false
Expand Down
12 changes: 12 additions & 0 deletions test/controlvectortest.jl
Original file line number Diff line number Diff line change
@@ -0,0 +1,12 @@
using SparseArrays, LinearSolve

A = sparse(rand(3,3));
b=rand(3);
prob = LinearProblem(A, b);

#check without control Vector
u=solve(prob,UMFPACKFactorization()).u

#check plugging in a control vector
controlv=SparseArrays.UMFPACK.get_umfpack_control(Float64,Int64)
u=solve(prob,UMFPACKFactorization(control=controlv)).u
Loading