349 lines
12 KiB
C++
349 lines
12 KiB
C++
#include "fesa/solvers/linear/mkl_pardiso_solver.h"
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#include <mkl.h>
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#include <algorithm>
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#include <array>
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#include <cmath>
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#include <cstddef>
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#include <limits>
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#include <memory>
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#include <string>
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#include <utility>
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#include <vector>
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#include "fesa/math/sparse_matrix.h"
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#include "fesa/math/vector.h"
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namespace fesa {
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namespace {
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/// @brief Builds a structured linear-solver failure.
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Status SolverFailure(const std::string& code, const std::string& identity,
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const std::string& message) {
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return Status::Failure(
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FailureCategory::kSolver,
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{{Severity::kError, code, {{}, 0U}, "PARDISO", identity, message}});
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}
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/// @brief Translates a PARDISO phase error into the stable solver taxonomy.
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Status PardisoFailure(const MKL_INT phase, const MKL_INT error) {
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std::string code;
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std::string reason;
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switch (error) {
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case -4:
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code = "pardiso-zero-or-negative-pivot";
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reason = "zero or negative pivot";
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break;
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case -7:
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code = "pardiso-singular-diagonal";
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reason = "singular diagonal";
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break;
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case -8:
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code = "pardiso-integer-overflow";
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reason = "32-bit backend integer overflow";
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break;
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case 21:
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case 22:
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case 23:
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case 24:
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code = "pardiso-invalid-csr";
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reason = "matrix checker rejected the CSR indices";
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break;
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default:
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code = phase == 11 ? "pardiso-analysis-failed"
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: phase == 22 ? "pardiso-factorization-failed"
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: phase == 33 ? "pardiso-solve-failed"
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: "pardiso-release-failed";
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reason = "backend error";
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break;
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}
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const std::string phase_text = std::to_string(phase);
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const std::string error_text = std::to_string(error);
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return SolverFailure(code, "phase=" + phase_text + ",error=" + error_text,
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"oneMKL PARDISO phase " + phase_text +
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" failed with error " + error_text + " (" + reason +
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").");
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}
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/// @brief Reports whether a public size fits the private MKL integer type.
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bool ConvertsToMklInt(const std::size_t value) {
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return value <=
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static_cast<std::size_t>((std::numeric_limits<MKL_INT>::max)());
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}
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} // namespace
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class MklPardisoSolver::Impl {
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public:
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Impl() = default;
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~Impl() { static_cast<void>(Release()); }
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/// @brief Validates and factorizes one public CSR matrix.
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Status Factorize(const SparseMatrix& matrix) {
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const MKL_INT release_error = Release();
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if (release_error != 0) {
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return PardisoFailure(-1, release_error);
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}
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const Status csr_status = matrix.Validate();
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if (!csr_status.IsOk()) {
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return SolverFailure("solver-invalid-csr", "public-csr",
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"The public sparse matrix failed CSR validation.");
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}
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if (matrix.Rows() != matrix.Columns()) {
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return SolverFailure("solver-matrix-not-square", "matrix-shape",
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"PARDISO factorization requires a square matrix.");
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}
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if (matrix.Rows() == 0U) {
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// A fully constrained model has no free equations. Preserve the
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// observable factorize/solve lifecycle without creating backend
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// state or calling PARDISO with its invalid n=0 input.
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factorized_ = true;
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return Status::Ok();
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}
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if (!ConvertsToMklInt(matrix.Rows()) ||
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!ConvertsToMklInt(matrix.Values().size())) {
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return SolverFailure(
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"solver-dimension-overflow", "matrix-shape",
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"Sparse matrix dimensions exceed the oneMKL integer range.");
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}
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const Status copy_status = CopyValidatedUpperTriangle(matrix);
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if (!copy_status.IsOk()) {
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ClearOwnedArrays();
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return copy_status;
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}
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// PARDISO owns internal memory behind pt after phase 11. Initialize
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// once per factorization and retain it until refactorization/destruction.
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pt_.fill(nullptr);
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iparm_.fill(0);
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pardisoinit(pt_.data(), &mtype_, iparm_.data());
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iparm_[26] = 1; // Validate sorted CSR integer arrays.
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iparm_[34] = 1; // Consume the project's native zero-based CSR.
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permutation_.assign(static_cast<std::size_t>(equation_count_), 0);
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owns_pardiso_state_ = true;
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MKL_INT phase = 11;
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MKL_INT error = 0;
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CallPardiso(phase, nullptr, nullptr, error);
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if (error != 0) {
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const Status failure = PardisoFailure(phase, error);
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static_cast<void>(Release());
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return failure;
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}
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phase = 22;
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error = 0;
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CallPardiso(phase, nullptr, nullptr, error);
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if (error != 0) {
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const Status failure = PardisoFailure(phase, error);
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static_cast<void>(Release());
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return failure;
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}
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factorized_ = true;
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return Status::Ok();
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}
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/// @brief Substitutes one RHS while preserving solution on failure.
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Status Solve(const Vector& rhs, Vector& solution) {
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if (!factorized_) {
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return SolverFailure(
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"solver-not-factorized", "factorization-state",
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"Substitution requires a successful retained factorization.");
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}
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const std::size_t size = static_cast<std::size_t>(equation_count_);
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if (rhs.Size() != size || solution.Size() != size) {
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return SolverFailure(
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"solver-vector-dimension-mismatch", "rhs-or-solution",
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"RHS and solution dimensions must match the factorized matrix.");
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}
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for (std::size_t index = 0U; index < rhs.Size(); ++index) {
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if (!std::isfinite(rhs[index])) {
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return SolverFailure("nonfinite-solver-rhs", std::to_string(index),
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"PARDISO RHS values must be finite.");
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}
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}
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if (size == 0U) {
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return Status::Ok();
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}
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std::vector<double> rhs_copy(rhs.Data(), rhs.Data() + rhs.Size());
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Vector candidate{size};
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MKL_INT phase = 33;
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MKL_INT error = 0;
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CallPardiso(phase, rhs_copy.data(), candidate.Data(), error);
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if (error != 0) {
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return PardisoFailure(phase, error);
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}
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for (std::size_t index = 0U; index < candidate.Size(); ++index) {
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if (!std::isfinite(candidate[index])) {
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return SolverFailure(
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"nonfinite-solver-solution", std::to_string(index),
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"PARDISO substitution produced a nonfinite solution.");
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}
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}
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solution = std::move(candidate);
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return Status::Ok();
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}
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private:
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/// @brief Validates symmetry and copies the upper triangle for PARDISO.
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Status CopyValidatedUpperTriangle(const SparseMatrix& matrix) {
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const auto& public_offsets = matrix.RowOffsets();
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const auto& public_columns = matrix.ColumnIndices();
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const auto& public_values = matrix.Values();
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double matrix_scale = 0.0;
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for (const double value : public_values) {
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matrix_scale = (std::max)(matrix_scale, std::abs(value));
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}
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for (std::size_t row = 0U; row < matrix.Rows(); ++row) {
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for (std::size_t position = public_offsets[row];
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position < public_offsets[row + 1U]; ++position) {
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const std::size_t column = public_columns[position];
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const auto reverse_begin =
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public_columns.begin() +
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static_cast<std::ptrdiff_t>(public_offsets[column]);
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const auto reverse_end =
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public_columns.begin() +
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static_cast<std::ptrdiff_t>(public_offsets[column + 1U]);
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const auto reverse = std::lower_bound(reverse_begin, reverse_end, row);
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if (reverse == reverse_end || *reverse != row) {
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return SolverFailure(
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"solver-matrix-not-symmetric",
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std::to_string(row) + ":" + std::to_string(column),
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"The full public CSR must contain both symmetric entries.");
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}
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const std::size_t reverse_position = static_cast<std::size_t>(
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std::distance(public_columns.begin(), reverse));
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const double left = public_values[position];
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const double right = public_values[reverse_position];
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const double difference = std::abs(left - right);
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// The approved symmetry test is normalized by the matrix's
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// actual nonzero scale, without an absolute unit-size floor.
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const bool is_symmetric = matrix_scale == 0.0
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? difference == 0.0
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: difference <= 1.0e-12 * matrix_scale;
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if (!is_symmetric) {
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return SolverFailure(
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"solver-matrix-not-symmetric",
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std::to_string(row) + ":" + std::to_string(column),
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"The full public CSR values violate the approved symmetry "
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"tolerance.");
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}
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}
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}
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equation_count_ = static_cast<MKL_INT>(matrix.Rows());
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row_offsets_.clear();
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column_indices_.clear();
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values_.clear();
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row_offsets_.reserve(matrix.Rows() + 1U);
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row_offsets_.push_back(0);
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for (std::size_t row = 0U; row < matrix.Rows(); ++row) {
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bool has_diagonal = false;
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for (std::size_t position = public_offsets[row];
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position < public_offsets[row + 1U]; ++position) {
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const std::size_t column = public_columns[position];
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if (column < row) {
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continue;
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}
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if (!ConvertsToMklInt(column) ||
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!ConvertsToMklInt(column_indices_.size())) {
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return SolverFailure(
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"solver-dimension-overflow",
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std::to_string(row) + ":" + std::to_string(column),
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"CSR indices exceed the oneMKL integer range.");
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}
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has_diagonal = has_diagonal || column == row;
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column_indices_.push_back(static_cast<MKL_INT>(column));
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values_.push_back(public_values[position]);
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}
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if (!has_diagonal) {
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return SolverFailure(
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"solver-missing-diagonal", std::to_string(row),
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"Every PARDISO SPD row must retain its diagonal slot.");
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}
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if (!ConvertsToMklInt(column_indices_.size())) {
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return SolverFailure(
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"solver-dimension-overflow", std::to_string(row),
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"CSR row offsets exceed the oneMKL integer range.");
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}
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row_offsets_.push_back(static_cast<MKL_INT>(column_indices_.size()));
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}
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return Status::Ok();
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}
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/// @brief Calls PARDISO with retained private arrays and phase state.
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void CallPardiso(const MKL_INT phase, double* rhs, double* solution,
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MKL_INT& error) {
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pardiso(pt_.data(), &max_factorizations_, &matrix_number_, &mtype_, &phase,
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&equation_count_, values_.data(), row_offsets_.data(),
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column_indices_.data(), permutation_.data(), &rhs_count_,
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iparm_.data(), &message_level_, rhs, solution, &error);
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}
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/// @brief Releases backend state and resets every retained array.
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MKL_INT Release() noexcept {
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MKL_INT error = 0;
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if (owns_pardiso_state_) {
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const MKL_INT phase = -1;
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double placeholder = 0.0;
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CallPardiso(phase, &placeholder, &placeholder, error);
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}
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owns_pardiso_state_ = false;
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factorized_ = false;
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pt_.fill(nullptr);
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iparm_.fill(0);
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permutation_.clear();
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ClearOwnedArrays();
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return error;
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}
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/// @brief Clears FESA-owned CSR arrays without touching backend state.
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void ClearOwnedArrays() noexcept {
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equation_count_ = 0;
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row_offsets_.clear();
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column_indices_.clear();
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values_.clear();
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}
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std::array<void*, 64U> pt_{};
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std::array<MKL_INT, 64U> iparm_{};
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std::vector<MKL_INT> row_offsets_;
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std::vector<MKL_INT> column_indices_;
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std::vector<MKL_INT> permutation_;
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std::vector<double> values_;
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MKL_INT equation_count_{0};
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MKL_INT max_factorizations_{1};
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MKL_INT matrix_number_{1};
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MKL_INT mtype_{2};
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MKL_INT rhs_count_{1};
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MKL_INT message_level_{0};
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bool owns_pardiso_state_{false};
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bool factorized_{false};
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};
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MklPardisoSolver::MklPardisoSolver() : impl_{std::make_unique<Impl>()} {}
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MklPardisoSolver::~MklPardisoSolver() = default;
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Status MklPardisoSolver::Factorize(const SparseMatrix& matrix) {
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return impl_->Factorize(matrix);
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}
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Status MklPardisoSolver::Solve(const Vector& rhs, Vector& solution) const {
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return impl_->Solve(rhs, solution);
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}
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} // namespace fesa
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