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minor fix and a unit test for NNLSSolver (#271)
* a unit test for NNLSSolver::solve_parallel_with_scalapack. * minor update in parameters. * L2 norm criterion and minor fix. * stylization * reflecting the comments. * carom verify termination * stylization
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
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| /****************************************************************************** | ||
| * | ||
| * Copyright (c) 2013-2024, Lawrence Livermore National Security, LLC | ||
| * and other libROM project developers. See the top-level COPYRIGHT | ||
| * file for details. | ||
| * | ||
| * SPDX-License-Identifier: (Apache-2.0 OR MIT) | ||
| * | ||
| *****************************************************************************/ | ||
|
|
||
| #ifdef CAROM_HAS_GTEST | ||
|
|
||
| #include<gtest/gtest.h> | ||
| #include "linalg/NNLS.h" | ||
| #include <algorithm> | ||
| #include <cmath> | ||
| #include <cstdio> | ||
| #include <cstring> // for memcpy | ||
| #include <random> | ||
| #include "mpi.h" | ||
| #include "utils/mpi_utils.h" | ||
|
|
||
| /** | ||
| * Simple smoke test to make sure Google Test is properly linked | ||
| */ | ||
| TEST(GoogleTestFramework, GoogleTestFrameworkFound) { | ||
| SUCCEED(); | ||
| } | ||
|
|
||
| TEST(NNLS, solve_with_LINF) | ||
| { | ||
| int nproc; | ||
| int rank; | ||
| MPI_Comm_size(MPI_COMM_WORLD, &nproc); | ||
| MPI_Comm_rank(MPI_COMM_WORLD, &rank); | ||
|
|
||
| const int nrow = 50; | ||
| const int ncol = 200; | ||
| const int ncol_local = CAROM::split_dimension(ncol); | ||
| std::vector<int> row_offset(nproc + 1); | ||
| const int total_cols = CAROM::get_global_offsets(ncol_local, row_offset, | ||
| MPI_COMM_WORLD); | ||
| const double rel_tol = 0.05; | ||
| const double nnls_tol = 1.0e-11; | ||
| const int true_nnz = 44; | ||
|
|
||
| std::default_random_engine generator; | ||
| generator.seed( | ||
| 1234); // fix the seed to keep the same result for different nproc. | ||
| std::uniform_real_distribution<> uniform_distribution(0.0, 1.0); | ||
| std::normal_distribution<double> normal_distribution(0.0, 1.0); | ||
|
|
||
| // distribute from a global matrix to keep the same system for different nproc. | ||
| CAROM::Matrix Gt(ncol, nrow, false); | ||
| for (int i = 0; i < ncol; i++) | ||
| for (int j = 0; j < nrow; j++) | ||
| Gt(i, j) = normal_distribution(generator); | ||
| Gt.distribute(ncol_local); | ||
|
|
||
| CAROM::Vector fom_sol(ncol_local, true); | ||
| CAROM::Vector rom_sol(ncol_local, true); | ||
| CAROM::Vector rhs(nrow, false); | ||
|
|
||
| // distribute from a global matrix to keep the same system for different nproc. | ||
| CAROM::Vector fom_sol_serial(ncol, false); | ||
| for (int c = 0; c < ncol; c++) | ||
| fom_sol_serial(c) = uniform_distribution(generator); | ||
| for (int c = 0; c < ncol_local; c++) | ||
| fom_sol(c) = fom_sol_serial(row_offset[rank] + c); | ||
|
|
||
| Gt.transposeMult(fom_sol, rhs); | ||
| rom_sol = 0.0; | ||
|
|
||
| CAROM::Vector rhs_lb(rhs); | ||
| CAROM::Vector rhs_ub(rhs); | ||
|
|
||
| for (int i = 0; i < rhs.dim(); ++i) | ||
| { | ||
| double delta = rel_tol * abs(rhs(i)); | ||
| rhs_lb(i) -= delta; | ||
| rhs_ub(i) += delta; | ||
| } | ||
|
|
||
| CAROM::NNLSSolver nnls(nnls_tol, 0, 0, 2); | ||
| nnls.solve_parallel_with_scalapack(Gt, rhs_lb, rhs_ub, rom_sol); | ||
|
|
||
| int nnz = 0; | ||
| for (int i = 0; i < rom_sol.dim(); ++i) | ||
| { | ||
| if (rom_sol(i) != 0.0) | ||
| { | ||
| nnz++; | ||
| } | ||
| } | ||
|
|
||
| std::cout << rank << ": Number of nonzeros in NNLS solution: " << nnz | ||
| << ", out of " << rom_sol.dim() << std::endl; | ||
|
|
||
| MPI_Allreduce(MPI_IN_PLACE, &nnz, 1, MPI_INT, MPI_SUM, MPI_COMM_WORLD); | ||
|
|
||
| if (rank == 0) | ||
| std::cout << "Global number of nonzeros in NNLS solution: " << nnz << std::endl; | ||
| EXPECT_EQ(nnz, true_nnz); | ||
|
|
||
| // Check residual of NNLS solution | ||
| CAROM::Vector res(Gt.numColumns(), false); | ||
| Gt.transposeMult(rom_sol, res); | ||
|
|
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| const double normGsol = res.norm(); | ||
| const double normRHS = rhs.norm(); | ||
|
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| res -= rhs; | ||
| const double relNorm = res.norm() / std::max(normGsol, normRHS); | ||
| std::cout << rank << ": relative residual norm for NNLS solution of Gs = Gw: " | ||
| << relNorm << std::endl; | ||
|
|
||
| double max_error = 0.0; | ||
| for (int k = 0; k < res.dim(); k++) | ||
| { | ||
| max_error = std::max(max_error, abs(res(k) / rhs(k))); | ||
| // printf("rank %d, error(%d): %.3e\n", rank, k, abs(res(k) / rhs(k))); | ||
| EXPECT_TRUE(abs(res(k)) < rel_tol * abs(rhs(k)) + nnls_tol); | ||
| } | ||
| if (rank == 0) | ||
| printf("maximum error: %.5e\n", max_error); | ||
| } | ||
|
|
||
| TEST(NNLS, solve_with_L2) | ||
| { | ||
| int nproc; | ||
| int rank; | ||
| MPI_Comm_size(MPI_COMM_WORLD, &nproc); | ||
| MPI_Comm_rank(MPI_COMM_WORLD, &rank); | ||
|
|
||
| const int nrow = 30; | ||
| const int ncol = 100; | ||
| const int ncol_local = CAROM::split_dimension(ncol); | ||
| std::vector<int> row_offset(nproc + 1); | ||
| const int total_cols = CAROM::get_global_offsets(ncol_local, row_offset, | ||
| MPI_COMM_WORLD); | ||
| const double rel_tol = 0.05; | ||
| const double nnls_tol = 1.0e-11; | ||
| const int true_nnz = 21; | ||
|
|
||
| std::default_random_engine generator; | ||
| generator.seed( | ||
| 1234); // fix the seed to keep the same result for different nproc. | ||
| std::uniform_real_distribution<> uniform_distribution(0.0, 1.0); | ||
| std::normal_distribution<double> normal_distribution(0.0, 1.0); | ||
|
|
||
| // distribute from a global matrix to keep the same system for different nproc. | ||
| CAROM::Matrix Gt(ncol, nrow, false); | ||
| for (int i = 0; i < ncol; i++) | ||
| for (int j = 0; j < nrow; j++) | ||
| Gt(i, j) = normal_distribution(generator); | ||
| Gt.distribute(ncol_local); | ||
|
|
||
| CAROM::Vector fom_sol(ncol_local, true); | ||
| CAROM::Vector rom_sol(ncol_local, true); | ||
| CAROM::Vector rhs(nrow, false); | ||
|
|
||
| // distribute from a global matrix to keep the same system for different nproc. | ||
| CAROM::Vector fom_sol_serial(ncol, false); | ||
| for (int c = 0; c < ncol; c++) | ||
| fom_sol_serial(c) = uniform_distribution(generator); | ||
| for (int c = 0; c < ncol_local; c++) | ||
| fom_sol(c) = fom_sol_serial(row_offset[rank] + c); | ||
|
|
||
| Gt.transposeMult(fom_sol, rhs); | ||
| rom_sol = 0.0; | ||
|
|
||
| CAROM::Vector rhs_lb(rhs); | ||
| CAROM::Vector rhs_ub(rhs); | ||
|
|
||
| for (int i = 0; i < rhs.dim(); ++i) | ||
| { | ||
| double delta = rel_tol * abs(rhs(i)); | ||
| rhs_lb(i) -= delta; | ||
| rhs_ub(i) += delta; | ||
| } | ||
|
|
||
| CAROM::NNLSSolver nnls(nnls_tol, 0, 0, 2, 1.0e-4, 1.0e-14, 100000, 100000, | ||
| CAROM::NNLS_termination::L2); | ||
| nnls.solve_parallel_with_scalapack(Gt, rhs_lb, rhs_ub, rom_sol); | ||
|
|
||
| int nnz = 0; | ||
| for (int i = 0; i < rom_sol.dim(); ++i) | ||
| { | ||
| if (rom_sol(i) != 0.0) | ||
| { | ||
| nnz++; | ||
| } | ||
| } | ||
|
|
||
| std::cout << rank << ": Number of nonzeros in NNLS solution: " << nnz | ||
| << ", out of " << rom_sol.dim() << std::endl; | ||
|
|
||
| MPI_Allreduce(MPI_IN_PLACE, &nnz, 1, MPI_INT, MPI_SUM, MPI_COMM_WORLD); | ||
|
|
||
| if (rank == 0) | ||
| std::cout << "Global number of nonzeros in NNLS solution: " << nnz << std::endl; | ||
| EXPECT_EQ(nnz, true_nnz); | ||
|
|
||
| // Check residual of NNLS solution | ||
| CAROM::Vector res(Gt.numColumns(), false); | ||
| Gt.transposeMult(rom_sol, res); | ||
|
|
||
| const double normGsol = res.norm(); | ||
| const double normRHS = rhs.norm(); | ||
|
|
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| res -= rhs; | ||
| const double relNorm = res.norm() / std::max(normGsol, normRHS); | ||
| std::cout << rank << ": relative residual norm for NNLS solution of Gs = Gw: " | ||
| << relNorm << std::endl; | ||
|
|
||
| EXPECT_TRUE(res.norm() < rel_tol * normRHS + nnls_tol); | ||
| double max_error = 0.0; | ||
| for (int k = 0; k < res.dim(); k++) | ||
| { | ||
| max_error = std::max(max_error, abs(res(k) / rhs(k))); | ||
| } | ||
| if (rank == 0) | ||
| printf("maximum error: %.5e\n", max_error); | ||
| } | ||
|
|
||
| int main(int argc, char* argv[]) | ||
| { | ||
| ::testing::InitGoogleTest(&argc, argv); | ||
| MPI_Init(&argc, &argv); | ||
| int result = RUN_ALL_TESTS(); | ||
| MPI_Finalize(); | ||
| return result; | ||
| } | ||
|
|
||
| #else // #ifndef CAROM_HAS_GTEST | ||
|
|
||
| int main() | ||
| { | ||
| std::cout << "libROM was compiled without Google Test support, so unit " | ||
| << "tests have been disabled. To enable unit tests, compile " | ||
| << "libROM with Google Test support." << std::endl; | ||
| } | ||
|
|
||
| #endif // #endif CAROM_HAS_GTEST |