A Tutorial on Anasazi and Belos 2011 Trilinos User Group Meeting November 1st, 2011 Chris Baker David Day Mike Heroux Mark Hoemmen Rich Lehoucq Mike Parks Heidi Thornquist (Lead) Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL P

Outline  Belos and Anasazi Framework  Background / Motivation  Framework overview  Available solver components  Using Anasazi and Belos  Simple examples  Through Stratimikos (Belos)  Through LOCA (Anasazi)  Summary

Background / Motivation  Several iterative linear solver / eigensolver libraries exist:  PETSc, SLAP, LINSOL, Aztec(OO), …  SLEPc, PRIMME, ARPACK, …  None of the linear solver libraries can efficiently deal with multiple right-hand sides or sequences of linear systems  Stopping criteria are predetermined for most libraries  The underlying linear algebra is static

AztecOO  A C++ wrapper around Aztec library written in C  Algorithms: GMRES, CG, CGS, BiCGSTAB, TFQMR  Offers status testing capabilities  Output verbosity level can be determined by user  Interface requires Epetra objects  Double-precision arithmetic  Interface to matrix-vector product is defined by the user through the Epetra_Operator

ARnoldi PACKage (ARPACK)  Written in Fortran 77  Algorithms: Implicitly Restarted Arnoldi/Lanczos  Static convergence tests  Output formatting, verbosity level is determined by user  Uses LAPACK/BLAS to perform underlying vector space operations  Offers abstract interface to matrix-vector products through reverse communication

Scalable Library for Eigenvalue Problem Computations (SLEPc)  Written in C (Campos, Román, Romero, and Thomás, 2011).  Provides some basic eigensolvers as well as wrappers around: –ARPACK (Lehoucq, Maschhoff, Sorensen, and Yang, 1998) –PRIMME (Stathopoulos, 2006) –BLOPEX (Knyazev, 2007) –BLZPACK (Marques, 1995) –TRLAN (Wu and Simon, 2001)  Native Algorithms: Power/Subspace Iteration, RQI, Arnoldi, KS  Wrapped Algorithms: IRAM/IRLM ( ARPACK ), Block Lanczos ( BLZPACK ), LOBPCG ( BLOPEX ), and Lanczos ( TRLAN )  Static convergence tests  Uses PETSc to perform underlying vector space operations, matrix- vector products, and linear solves  Allows the creation / registration of new matrix-vector products

 Next generation linear solver (Belos) and eigensolver (Anasazi) libraries, written in templated C++.  Iterative methods for solving sparse, matrix-free systems  Provide a generic interface to a collection of algorithms for solving linear problems and eigenproblems.  Algorithms developed with generic programming techniques.  Algorithmic components: Ease the implementation of complex algorithms  Operator/MultiVector interface (and Teuchos::ScalarTraits) : Allow the user to leverage their existing software investment Multi-precision solver capability  Design offers: Interoperability, extensibility, and reusability  Includes block linear solvers and eigensolvers. Anasazi and Belos

Why are Block Solvers Useful?  In general, block solvers enable the use of faster computational kernels.  Block Eigensolvers ( Op(A)X =  X ):  Reliably determine multiple and/or clustered eigenvalues.  Example applications:  Stability analysis / Modal analysis  Bifurcation analysis (LOCA)  Block Linear Solvers ( Op(A)X = B ):  Useful for when multiple solutions are required for the same system of equations.  Example applications:  Perturbation analysis  Optimization problems  Single right-hand sides where A has a handful of small eigenvalues  Inner-iteration of block eigensolvers

Belos Sol ver Categories  Belos provides solvers for:  Single RHS: Ax = b  Multiple RHS (available simultaneously): AX = B  Multiple RHS (available sequentially): Ax i = b i, i=1,…,k  Sequential Linear systems: A i x i = b i, i=1,…,k  Linear Least Squares: min || Ax – b || 2  Leverage research advances of solver community:  Block methods: block GMRES [Vital], block CG/BICG [O’Leary]  “Seed” solvers: hybrid GMRES [Nachtigal, et al.]  “Recycling” solvers for sequences of linear systems [Parks, et al.]  Restarting, orthogonalization techniques

Belos Solvers  Hermitian Systems (A = A H )  CG / Block CG  Pseudo-Block CG (Perform single-vector algorithm simultaneously)  RCG (Recycling Conjugate Gradients)  PCPG (Projected CG)  MINRES  Non-Hermitian System (A ≠ A H )  Block GMRES  Pseudo-Block GMRES (Perform single-vector algorithm simultaneously)  Block FGMRES (Variable preconditioner)  Hybrid GMRES  TFQMR  GCRODR / Block GCRODR (Recycling GMRES)  Linear Least Squares  LSQR

Anasazi Categories & Solvers  Anasazi provides solvers for:  Standard eigenvalue problems: AX = X   Generalized eigenvalue problems: AX = BX   Hermitian Eigenproblems  Block Davidson  Locally-Optimal Block Preconditioned Conjugate Gradient (LOBPCG)  Implicit Riemannian Trust-Region (IRTR)  Non-Hermitian Eigenproblems  Block Krylov-Schur (BKS)

Anasazi and Belos (Framework Overview) GMRES Example

Anasazi and Belos (Framework Overview) Multivector Classes

Problem Classes / Operator Classes GMRES Example Anasazi and Belos (Framework Overview) Multivector Classes

GMRES Example Anasazi and Belos (Framework Overview) Problem Classes / Operator Classes Multivector Classes [Mat]OrthoMan ager Class (ICGS, IMGS, DGKS, SVQB, TSQR)

Anasazi and Belos (Framework Overview) StatusTest Class GMRES Example Problem Classes / Operator Classes Multivector Classes [Mat]OrthoMan ager Class (ICGS, IMGS, DGKS, SVQB, TSQR)

Anasazi and Belos (Framework Overview) StatusTest Class GMRES Example Problem Classes / Operator Classes Iteration Class Multivector Classes [Mat]OrthoMan ager Class (ICGS, IMGS, DGKS, SVQB, TSQR)

Anasazi and Belos (Framework Overview) SolverManager Class StatusTest Class GMRES Example Problem Classes / Operator Classes Iteration Class Multivector Classes [Mat]OrthoMan ager Class (ICGS, IMGS, DGKS, SVQB, TSQR)

Anasazi and Belos (Framework Overview) SolverManager Class StatusTest Class OutputManager Class Iteration Class Problem Classes / Operator Classes Multivector Classes SortManager Class [Mat]OrthoMan ager Class (ICGS, IMGS, DGKS, SVQB, TSQR)

Available Solver Components

Linear Algebra Interface  MultiVecTraits  Abstract interface to define the linear algebra required by most iterative solvers: creational methods dot products, norms update methods initialize / randomize  OperatorTraits  Abstract interface to enable the application of an operator to a multivector.  Allows user to leverage existing linear algebra software investment.  Implementations MultiVecTraits MultiVecTraits >

Anasazi Eigenproblem Interface  Provides an interface between the basic iterations and the eigenproblem to be solved.  Abstract base class Anasazi::Eigenproblem  Allows spectral transformations to be removed from the algorithm.  Differentiates between standard and generalized eigenproblems.  Stores number of requested eigenvalues, symmetry, initial vector, auxiliary vectors, stiffness/mass matrix, operator, and eigensolution.  Evecs, Evals, Espace, index, numVecs  Concrete class Anasazi::BasicEigenproblem  Describes standard or general, Hermitian or non-Hermitian eigenproblems.

Belos LinearProblem Interface  Provides an interface between the basic iterations and the linear problem to be solved.  Templated class Belos::LinearProblem  Allows preconditioning to be removed from the algorithm.  Behavior defined through traits mechanisms.  Methods: setOperator(…) / getOperator() setLHS(…) / getLHS() setRHS(…) / getRHS() setLeftPrec(…) / getLeftPrec() / isLeftPrec() setRightPrec(…) / getRightPrec() / isRightPrec() apply(…) / applyOp(…) / applyLeftPrec(…) / applyRightPrec(…) setHermitian(…) / isHermitian() setProblem(…)

Orthogonalization Manager  Abstract interface to orthogonalization / orthonormalization routines for multivectors.  Abstract base class [Anasazi/Belos]::[Mat]OrthoManager  void innerProd(…) const;  void norm(…) const;  void project(…) const;  int normalize(…) const;  int projectAndNormalize(…) const;  magnitudeType orthogError(…) const;  magnitudeType orthonormError(…) const;  Concrete classes: Anasazi:: BasicOrthoManager ICGSOrthoManager SVQBOrthoManager Belos:: DGKSOrthoManager ICGSOrthoManager IMGSOrthoManager TSQROrthoManager*

StatusTest Interface  Informs solver iterate of change in state, as defined by user.  Similar to NOX / AztecOO.  Multiple criterion can be logically connected using StatusTestCombo  Abstract base class [Anasazi/Belos]::StatusTest  StatusType checkStatus( Iteration * solver );  StatusType getStatus() const;  void clearStatus();  void reset();  ostream& print( ostream& os, int indent = 0 ) const;  StatusType: Passed, Failed, Undefined  Iteration proceeds until StatusTest returns Passed  Concrete classes: Anasazi:: StatusTestMaxIters StatusTestResNorm StatusTestOrderedResNorm StatusTestOutput Belos:: StatusTestMaxIters StatusTest[Imp/Gen]ResNorm StatusTestResNormOutput StatusTestGeneralOutput

Output Manager Interface  Templated class that enables control of the linear solver output.  Behavior defined through traits mechanism  OutputManager  Get/Set Methods: void setVerbosity( int vbLevel ); int getVerbosity( ); ostream& stream( MsgType type );  Query Methods: bool isVerbosity( MsgType type );  Print Methods: void print( MsgType type, const string output );  Message Types: Errors, Warnings, IterationDetails, OrthoDetails, FinalSummary, TimingDetails, StatusTestDetails, Debug  Default is lowest verbosity ( Errors ), output on one processor.

Anasazi Sort Manager  Abstract interface for managing the sorting of the eigenvalues computed by the eigensolver.  Important tool to complement spectral transformations.  Only two methods:  ReturnType sort(Eigensolver * solver, int n, ST *evals, std::vector *perm=0);  ReturnType sort(Eigensolver * solver, int n, ST *r_evals, ST *i_evals, std::vector *perm=0);  Concrete class Anasazi::BasicSort  Provides basic sorting methods: largest/smallest magnitude largest/smallest real part largest/smallest imaginary part

Anasazi Eigensolver Interface  Provides an abstract interface to Anasazi basic iterations.  Abstract base class Anasazi::Eigensolver  get / reset number of iterations  native residuals  current / maximum subspace size  set / get auxiliary vectors  eigenproblem  initialize / iterate  Concrete solvers (iterations):  Anasazi::BlockKrylovSchur  Anasazi::BlockDavidson  Anasazi::LOBPCG  Anasazi::IRTR

Anasazi Eigensolver Manager  Provides an abstract interface to Anasazi solver managers (solver strategies)  Abstract base class Anasazi::SolverManager  Access to the eigenproblem  Solve the eigenproblem  Solvers are parameter list driven, take two arguments:  Anasazi::Eigenproblem  Teuchos::ParameterList  Concrete solver managers:  Anasazi::BlockKrylovSchurSolMgr  Anasazi::BlockDavidsonSolMgr  Anasazi::LOBPCGSolMgr  Anasazi::IRTRSolMgr

Belos Iteration Interface  Provides an abstract interface to Belos basic iteration kernels.  Abstract base class Belos::Iteration  int getNumIters() const; void resetNumIters(int iter);  Teuchos::RCP getNativeResiduals( … ) const;  Teuchos::RCP getCurrentUpdate() const;  int getBlockSize() const; void setBlockSize(int blockSize);  const LinearProblem & getProblem() const;  void iterate(); void initialize();  Iterations require these classes:  Belos::LinearProblem, Belos::OutputManager, Belos::StatusTest, Belos::OrthoManager  Implementations:  Belos::BlockGmresIter  Belos::BlockFGmresIter  Belos::PseudoBlock[CG/Gmres]Iter  Belos::[Block]GCRODRIter  Belos::[CG/BlockCG]Iter,  Belos::RCGIter  Belos::PCPGIter  Belos::TFQMRIter  Belos::LSQRIter  Belos::MinresIter

Belos Solver Manager  Provides an abstract interface to Belos solver managers (solver strategies)  Abstract base class Belos::SolverManager  void setProblem(…); void setParameters(…);  const Belos::LinearProblem & getProblem() const;  Teuchos::RCP getValidParameters() const;  Teuchos::RCP getCurrentParameters() const;  Belos::ReturnType solve();  int getNumIters();  Solvers are parameter list driven, take two arguments:  Belos::LinearProblem  Teuchos::ParameterList [validated]  Implementations:  Belos::BlockGmresSolMgr  Belos::PseudoBlock[CG/Gmres]SolMgr  Belos::[Block]GCRODRSolMgr  Belos::BlockCGSolMgr  Belos::RCGSolMgr  Belos::PCPGSolMgr  Belos::TFQMRSolMgr  Belos::LSQRSolMgr  Belos::MinresSolMgr

Simple Examples

Anasazi Eigensolver Example (Construct the eigenproblem) // Create eigenproblem const int nev = 5; RefCountPtr > problem = Teuchos::rcp( new Anasazi::BasicEigenproblem (K,M,ivec) ); // // Inform the eigenproblem that it is Hermitian problem->setHermitian(true); // // Set the number of eigenvalues requested problem->setNEV( nev ); // // Inform the eigenproblem that you are done passing it information bool ret = problem->setProblem(); if (boolret != true) { // Anasazi::BasicEigenproblem::SetProblem() returned with error!!! … }

Anasazi Eigensolver Example (Construct and run the eigensolver) // Create parameter list to pass into the solver manager Teuchos::ParameterList MyPL; MyPL.set( "Verbosity", Anasazi::Errors + Anasazi::Warnings ); MyPL.set( "Which", "SM" ); MyPL.set( "Block Size", 5 ); MyPL.set( "Num Blocks", 8 ); MyPL.set( "Maximum Restarts", 100 ); MyPL.set( "Convergence Tolerance", 1.0e-6 ); MyPL.set( "Use Locking", true ); MyPL.set( "Locking Tolerance", tol/10 ); // // Create the solver manager Anasazi::BlockDavidsonSolMgr MySolverMan(problem, MyPL); // Solve the problem to the specified tolerances or length Anasazi::ReturnType returnCode = MySolverMan.solve(); if (returnCode != Anasazi::Converged) { // Solver failed!!! // But wait, we may still have some eigenpairs. }

Anasazi Eigensolver Example (Retrieve the eigenpairs) // Get the eigenvalues and eigenvectors from the eigenproblem Anasazi::Eigensolution sol = problem->getSolution(); std::vector evals = sol.Evals; RefCountPtr evecs = sol.Evecs; int numev = sol.numVecs; // // Check to see if there are any computed eigenpairs if (numev > 0) { // Do something with computed eigenpairs … } …

Belos Linear Solver Example (Construct the linear problem) int main(int argc, char *argv[]) { MPI_Init(&argc,&argv); Epetra_MpiComm Comm(MPI_COMM_WORLD); int MyPID = Comm.MyPID(); typedef double ST; typedef Teuchos::ScalarTraits SCT; typedef SCT::magnitudeType MT; typedef Epetra_MultiVector MV; typedef Epetra_Operator OP; typedef Belos::MultiVecTraits MVT; typedef Belos::OperatorTraits OPT; using Teuchos::ParameterList; using Teuchos::RCP; using Teuchos::rcp; // Get the problem std::string filename("orsirr1.hb"); RCP Map; RCP A; RCP B, X; RCP vecB, vecX; EpetraExt::readEpetraLinearSystem(filename, Comm, &A, &Map, &vecX, &vecB); X = Teuchos::rcp_implicit_cast (vecX); B = Teuchos::rcp_implicit_cast (vecB); Parameters for Templates Get linear system from disk Trilinos/packages/belos/epetra/example/BlockGmres/BlockGmresEpetraExFile.cpp

bool verbose = false, debug = false, proc_verbose = false; int frequency = -1; // frequency of status test output. int blocksize = 1; // blocksize int numrhs = 1; // number of right-hand sides to solve for int maxiters = 100; // maximum number of iterations allowed int maxsubspace = 50; // maximum number of blocks int maxrestarts = 15; // number of restarts allowed MT tol = 1.0e-5; // relative residual tolerance const int NumGlobalElements = B->GlobalLength(); ParameterList belosList; belosList.set( "Num Blocks", maxsubspace); // Maximum number of blocks in Krylov factorization belosList.set( "Block Size", blocksize ); // Blocksize to be used by iterative solver belosList.set( "Maximum Iterations", maxiters ); // Maximum number of iterations allowed belosList.set( "Maximum Restarts", maxrestarts ); // Maximum number of restarts allowed belosList.set( "Convergence Tolerance", tol ); // Relative convergence tolerance requested int verbosity = Belos::Errors + Belos::Warnings; if (verbose) { verbosity += Belos::TimingDetails + Belos::StatusTestDetails; if (frequency > 0) belosList.set( "Output Frequency", frequency ); } if (debug) { verbosity += Belos::Debug; } belosList.set( "Verbosity", verbosity ); Solver Parameters ParameterList for SolverManager Trilinos/packages/belos/epetra/example/BlockGmres/BlockGmresEpetraExFile.cpp Belos Linear Solver Example (Set the solver parameters)

// Construct linear problem instance. Belos::LinearProblem problem( A, X, B ); bool set = problem.setProblem(); if (set == false) { std::cout << std::endl << "ERROR: Belos::LinearProblem failed to set up correctly!" << std::endl; return -1; } // Start block GMRES iteration Belos::OutputManager My_OM(); // Create solver manager. RCP > newSolver = rcp( new Belos::BlockGmresSolMgr (rcp(&problem,false), rcp(&belosList,false))); // Solve Belos::ReturnType ret = newSolver->solve(); if (ret!=Belos::Converged) { std::cout << std::endl << "ERROR: Belos did not converge!" << std::endl; return -1; } std::cout << std::endl << "SUCCESS: Belos converged!" << std::endl; return 0; LinearProblem Object SolverManager Object Template Parameters Trilinos/packages/belos/epetra/example/BlockGmres/BlockGmresEpetraExFile.cpp Belos Linear Solver Example (Solve the linear problem)

Other Interfaces to Anasazi / Belos

 Stratimikos:  Thyra-based linear solver and preconditioner strategy package MultiVecTraits > OperatorTraits,Thyra::LinearOpBase >  Stratimikos-Belos Interface  Intent: access current Belos solver managers using a factory interface  Implements Thyra::LinearOpWithSolveFactory / Thyra::LinearOpWithSolve  Stratimikos interface uses valid parameter list generated from Belos  Check out: stratimikos/adapters/belos/example/LOWSFactory/[Epetra/Tpetra] Stratimikos-Belos Interface

Linear Stability Analysis Through Anasazi and LOCA  LOCA provides parameter continuation and bifurcation tracking for large-scale codes  Changes in stability of steady-states indicated by eigenvalues of linearized system crossing imaginary axis  LOCA provides interface to Anasazi to compute eigenvalues  Interfaced through NOX/LOCA abstract layers  No additional work necessary once LOCA is supported  LOCA provides spectral transformations to emphasize eigenvalues near imaginary axis  Jacobian-inverse –  Shift-invert –  Cayley – stepperList.set("Compute Eigenvalues", true); Teuchos::ParameterList& aList = stepperList.sublist("Eigensolver"); aList.set("Method", "Anasazi"); aList.set("Block Size", 1) aList.set("Num Blocks", 50); aList.set("Num Eigenvalues", 3) aList.set("Step Size", 1); aList.set("Maximum Restarts",1); aList.set("Operator", "Cayley"); aList.set("Cayley Pole", 0.1); aList.set("Cayley Zero", -0.1); aList.set("Sorting Order", "CA");

Summary Belos and Anasazi are next-generation linear and eigensolver libraries Designed for interoperability, extensibility, and reusability Belos and Anasazi are readily available: Can be used as standalone linear and eigensolvers Belos available through Stratimikos Anasazi available through LOCA Check out the Trilinos Tutorial See website for more: