Numerical Software Libraries forthe Scalable Solution of PDEs

Introduction to PETSc

Satish Balay, Bill Gropp, Lois C. McInnes, Barry Smith

Mathematics and Computer Science DivisionArgonne National Laboratory

full tutorial as presented atthe SIAM Parallel Processing

Conference, March 1999,available via

http://www.mcs.anl.gov/petsc

2

Philosophy

• Writing hand-parallelized application codes from scratch is extremely difficult and time consuming.

• Scalable parallelizing compilers for real application codes are very far in the future.

• We can ease the development of parallel application codes by developing general-purpose, parallel numerical PDE libraries.

• Caveats– Developing parallel, non-trivial PDE solvers that deliver high

performance is still difficult, and requires months (or even years) of concentrated effort.

– PETSc is a toolkit that can reduce the development time, but it is not a black-box PDE solver nor a silver bullet.

3

PETSc Concepts As illustrated via a complete nonlinear PDE

example: flow in a driven cavity

• How to specify the mathematics of the problem– Data objects

• vectors, matrices

• How to solve the problem– Solvers

• linear, nonlinear, and timestepping (ODE) solvers

• Parallel computing complications– Parallel data layout

• structured and unstructured meshes

• Debugging, profiling, extensibility

4

• Advanced– user-defined customization of

algorithms and data structures

• Developer– advanced customizations,

intended primarily for use by library developers

Tutorial Approach

• Beginner – basic functionality, intended

for use by most programmers

• Intermediate– selecting options, performance

evaluation and tuning

From the perspective of an application programmer:

beginnerbeginner

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intermediateintermediate

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advancedadvanced

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developerdeveloper

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Incremental Application Improvement

• Beginner– Get the application “up and walking”

• Intermediate– Experiment with options– Determine opportunities for improvement

• Advanced– Extend algorithms and/or data structures as needed

• Developer– Consider interface and efficiency issues for integration

and interoperability of multiple toolkits

6

Component Interactions for Numerical PDEs

Grids

Steering

Optimization

PDEDiscretization

AlgebraicSolvers

Visualization

DerivativeComputation

PETScemphasis

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CFD on an Unstructured Grid

• 3D incompressible Euler• Tetrahedral grid• Up to 11 million unknowns • Based on a legacy NASA

code, FUN3d, developed by W. K. Anderson

• Fully implicit steady-state• Primary PETSc tools:

nonlinear solvers (SNES) and vector scatters (VecScatter)

Results courtesy of collaborators Dinesh Kaushik and David Keyes, Old Dominion Univ., partially funded by NSF and ASCI level 2 grant

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11,047,096 Unknowns

Scalability for Fixed-Size Problem

Missing data point

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Linear iterations

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128 256 384 512 640 768 896 1024

Nonlinear iterations

01020304050

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Execution time

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Aggregate Gflop/s

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Mflops/s per processor

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Implementation efficiency

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Efficiency

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Average vertices per processor

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600 MHz T3E, 2.8M vertices

Scalability Study

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Multiphase Flow• Oil reservoir simulation: fully implicit, time-dependent • First, and only, fully implicit, parallel compositional simulator• 3D EOS model (8 DoF per cell)• Structured Cartesian mesh• Over 4 million cell blocks, 32 million DoF• Primary PETSc tools: linear solvers (SLES)

– restarted GMRES with Block Jacobi preconditioning – Point-block ILU(0) on each processor

• Over 10.6 gigaflops sustained performance on 128 nodes of an IBM SP. 90+ percent parallel efficiency

Results courtesy of collaborators Peng Wang and Jason Abate, Univ. of Texas at Austin, partially funded by DOE ER FE/MICS

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179,000 unknowns (22,375 cell blocks)

PC and SP Comparison

• PC: Fast ethernet (100 Megabits/second) network of 300 Mhz Pentium PCs with 66 Mhz bus

• SP: 128 node IBM SP with 160 MHz Power2super processors and 2 memory cards

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Speedup Comparison

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The PETSc Programming Model• Goals

– Portable, runs everywhere– Performance– Scalable parallelism

• Approach– Distributed memory, “shared-nothing”

• Requires only a compiler (single node or processor)• Access to data on remote machines through MPI

– Can still exploit “compiler discovered” parallelism on each node (e.g., SMP)

– Hide within parallel objects the details of the communication– User orchestrates communication at a higher abstract level than

message passing

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Computation and Communication KernelsMPI, MPI-IO, BLAS, LAPACK

Profiling Interface

PETSc PDE Application Codes

Object-OrientedMatrices, Vectors, Indices

GridManagement

Linear SolversPreconditioners + Krylov Methods

Nonlinear Solvers,Unconstrained Minimization

ODE Integrators Visualization

Interface

PDE Application Codes

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CompressedSparse Row

(AIJ)

Blocked CompressedSparse Row

(BAIJ)

BlockDiagonal(BDIAG)

Dense Other

Indices Block Indices Stride Other

Index SetsVectors

Line Search Trust Region

Newton-based MethodsOther

Nonlinear Solvers

AdditiveSchwartz

BlockJacobi

Jacobi ILU ICCLU

(Sequential only)Others

Preconditioners

EulerBackward

EulerPseudo Time

SteppingOther

Time Steppers

GMRES CG CGS Bi-CG-STAB TFQMR Richardson Chebychev Other

Krylov Subspace Methods

Matrices

PETSc Numerical Components

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Mesh Definitions: For Our Purposes

• Structured– Determine neighbor relationships

purely from logical I, J, K coordinates

– PETSc support via DA

• Semi-Structured– No direct PETSc support; could

work with tools such as SAMRAI, Overture, Kelp

• Unstructured– Do not explicitly use logical I, J, K

coordinates– PETSc support via lower-level

VecScatter utilities

One is always free to manage the mesh data

as if it isunstructured.

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A Freely Available and Supported Research Code

• Available via http://www.mcs.anl.gov/petsc• Usable in C, C++, and Fortran77/90 (with minor

limitations in Fortran 77/90 due to their syntax)• Users manual in Postscript and HTML formats• Hyperlinked manual pages for all routines • Many tutorial-style examples• Support via email: petsc-maint@mcs.anl.gov

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True Portability

• Tightly coupled systems– Cray T3D/T3E– SGI/Origin– IBM SP– Convex Exemplar

• Loosely coupled systems, e.g., networks of workstations– Sun OS, Solaris 2.5– IBM AIX– DEC Alpha– HP

– Linux– Freebsd– Windows NT/95

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PETSc History• September 1991: begun by Bill and Barry• May 1992: first release of PETSc 1.0• January 1993: joined by Lois• September 1994: begun PETSc 2.0 • June 1995: first release of version 2.0• October 1995: joined by Satish• Now: over 4,000 downloads of version 2.0

• Department of Energy, MICS Program• National Science Foundation, Multidisciplinary

Challenge Program, CISE

PETSc Funding and Support

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A Complete Example:Driven Cavity Model

• Velocity-vorticity formulation, with flow driven by lid and/or bouyancy

• Finite difference discretization with 4 DoF per mesh point

• Primary PETSc tools: SNES, DA

Example code: petsc/src/snes/examples/tutorials/ex8.c

Solution Components

velocity: u velocity: v

temperature: Tvorticity:

[u,v,,T]

Application code author: D. E. Keyes

21PETSc codeUser code

ApplicationInitialization

FunctionEvaluation

JacobianEvaluation

Post-Processing

PC KSPPETSc

Main Routine

Linear Solvers (SLES)

Nonlinear Solvers (SNES)

SolveF(u) = 0

Driven Cavity Solution ApproachA

C D

B

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Driven Cavity Program

• Part A: Data objects (Vec and Mat), Solvers (SNES)

• Part B: Parallel data layout (DA)• Part C: Nonlinear function evaluation

– ghost point updates– local function computation

• Part D: Jacobian evaluation– default colored finite differencing approximation

• Experimentation

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Collectivity

• MPI communicators (MPI_Comm) specify collectivity (processors involved in a computation)

• All PETSc creation routines for solver and data objects are collective with respect to a communicator, e.g., VecCreate(MPI_Comm comm, int m, int M, Vec *x)

• Some operations are collective, while others are not, e.g., – collective: VecNorm( )– not collective: VecGetLocalSize()

• If a sequence of collective routines is used, they must be called in the same order on each processor

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Vectors

• Fundamental objects for storing field solutions, right-hand sides, etc.

• VecCreateMPI(...,Vec *)– MPI_Comm - processors that share the

vector– number of elements local to this processor– total number of elements

• Each process locally owns a subvector of contiguously numbered global indices

proc 3

proc 2

proc 0

proc 4

proc 1

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Sparse Matrices

• Fundamental objects for storing linear operators (e.g., Jacobians)

• MatCreateMPIAIJ(…,Mat *)– MPI_Comm - processors that share the

matrix– number of local rows and columns– number of global rows and columns– optional storage pre-allocation

information

• Each process locally owns a submatrix of contiguously numbered global rows.

proc 3proc 2proc 1

proc 4

proc 0

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Parallel Matrix and Vector Assembly

• Processes may generate any entries in vectors and matrices• Entries need not be generated by the process on which they

ultimately will be stored• PETSc automatically moves data during assembly if necessary

• Vector example:• VecSetValues(Vec,…)

– number of entries to insert/add– indices of entries– values to add– mode:

[INSERT_VALUES,ADD_VALUES]• VecAssemblyBegin(Vec)• VecAssemblyEnd(Vec)

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Matrix Assembly

• MatSetValues(Mat,…)– number of rows to insert/add

– indices of rows and columns

– number of columns to insert/add

– values to add

– mode: [INSERT_VALUES,ADD_VALUES]

• MatAssemblyBegin(Mat)• MatAssemblyEnd(Mat)

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Blocked Sparse Matrices

• For multi-component PDEs• MatCreateMPIBAIJ(…,Ma

t *)– MPI_Comm - processes that

share the matrix– block size– number of local rows and

columns– number of global rows and

columns– optional storage pre-allocation

information

• 3D compressible Euler code• Block size 5• IBM Power2

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Solvers: Usage Concepts

• Linear (SLES)

• Nonlinear (SNES)

• Timestepping (TS)

• Context variables

• Solver options

• Callback routines

• Customization

Solver Classes Usage Concepts

important conceptsimportant concepts

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Nonlinear Solvers (SNES)

Goal: For problems arising from PDEs, support the general solution of F(u) = 0

• Newton-based methods, including– Line search strategies– Trust region approaches– Pseudo-transient continuation– Matrix-free variants

• User provides:– Code to evaluate F(u)– Code to evaluate Jacobian of F(u) (optional)

• or use sparse finite difference approximation• or use automatic differentiation (coming soon!)

• User can customize all phases of solution

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Context Variables

• Are the key to solver organization• Contain the complete state of an algorithm,

including – parameters (e.g., convergence tolerance)– functions that run the algorithm (e.g.,

convergence monitoring routine)– information about the current state (e.g., iteration

number)

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Creating the SNES Context

• C/C++ versionierr =

SNESCreate(MPI_COMM_WORLD,SNES_NONLINEAR_EQUATIONS,&sles);

• Fortran versioncall

SNESCreate(MPI_COMM_WORLD,SNES_NONLINEAR_EQUATIONS,snes,ierr)

• Provides an identical user interface for all linear solvers – uniprocessor and parallel– real and complex numbers

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Basic Nonlinear Solver Code (C/C++)

SNES snes; /* nonlinear solver context */Mat J; /* Jacobian matrix */Vec x, F; /* solution, residual vectors */int n, its; /* problem dimension, number of iterations */ApplicationCtx usercontext; /* user-defined application context */

...

MatCreate(MPI_COMM_WORLD,n,n,&J);VecCreate(MPI_COMM_WORLD,n,&x);VecDuplicate(x,&F);

SNESCreate(MPI_COMM_WORLD,SNES_NONLINEAR_EQUATIONS,&snes); SNESSetFunction(snes,F,EvaluateFunction,usercontext);SNESSetJacobian(snes,J,EvaluateJacobian,usercontext);SNESSetFromOptions(snes);SNESSolve(snes,x,&its);

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Basic Nonlinear Solver Code (Fortran)

SNES snesMat JVec x, Fint n, its

...

call MatCreate(MPI_COMM_WORLD,n,n,J,ierr)call VecCreate(MPI_COMM_WORLD,n,x,ierr)call VecDuplicate(x,F,ierr)

call SNESCreate(MPI_COMM_WORLD,SNES_NONLINEAR_EQUATIONS,snes,ierr)call SNESSetFunction(snes,F,EvaluateFunction,PETSC_NULL,ierr)call SNESSetJacobian(snes,J,EvaluateJacobian,PETSC_NULL,ierr)call SNESSetFromOptions(snes,ierr)call SNESSolve(snes,x,its,ierr)

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Solvers Based on Callbacks

• User provides routines to perform actions that the library requires. For example,– SNESSetFunction(SNES,...)

• uservector - vector to store function values

• userfunction - name of the user’s function

• usercontext - pointer to private data for the user’s function

• Now, whenever the library needs to evaluate the user’s nonlinear function, the solver may call the application code directly with its own local state.

• usercontext: serves as an application context object. Data are handled through such opaque objects; the library never sees irrelevant application data

important conceptimportant concept

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Sample Application Context:Driven Cavity Problem

typedef struct { /* - - - - - - - - - - - - - - - - basic application data - - - - - - - - - - - - -

- - - - */ double lid_velocity, prandtl, grashof; /* problem parameters

*/ int mx, my; /* discretization

parameters */ int mc; /* number of DoF per

node */ int draw_contours; /* flag - drawing

contours */ /* - - - - - - - - - - - - - - - - - - - - parallel data - - - - - - - - - - - - - - - -

- - - - - */ MPI_Comm comm; /* communicator */ DA da; /* distributed array */ Vec localF, localX; /* local ghosted vectors */} AppCtx;

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Sample Function Evaluation Code:Driven Cavity Problem

UserComputeFunction(SNES snes, Vec X, Vec F, void *ptr){ AppCtx *user = (AppCtx *) ptr; /* user-defined

application context */ int istart, iend, jstart, jend; /* local starting and

ending grid points */ Scalar *f; /* local vector data */ …. /* Communicate nonlocal ghost point data */ VecGetArray( F, &f ); /* Compute local function components; insert into f[ ] */ VecRestoreArray( F, &f ); ….return 0;}

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Sample Local Computational Loops:

Driven Cavity Problem#define U(i) 4*(i)#define V(i) 4*(i)+1#define Omega(i) 4*(i)+2#define Temp(i) 4*(i)+3….for ( j = jstart; j<jend; j++ ) { row = (j - gys) * gxm + istart - gxs - 1; for ( i = istart; i<iend; i++ ) { row++; u = x[U(row)]; uxx = (two * u - x[ U (row-1)] - x [U (row+1) ] ) * hydhx; uyy = (two * u - x[ U (row-gxm)] - x [ U (row+gxm) ] ) *

hxdhy; f [U(row)] = uxx + uyy - p5 * (x [ (Omega (row+gxm)] - x

[Omega (row-gxm)] ) * hx; } } ….

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Customization Options

• Procedural Interface– Provides a great deal of control on a usage-by-usage

basis inside a single code

– Gives full flexibility inside an application

• Command Line Interface– Applies same rule to all queries via a database

– Enables the user to have complete control at runtime, with no extra coding

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Setting Solver Options within Code

• SNESSetTolerances(SNES snes, double atol, double rtol, double stol, int maxits, int maxf)

• SNESSetType(SNES snes,SNESType type)

• etc.

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Uniform access to all linear and nonlinear solvers

• -ksp_type [cg,gmres,bcgs,tfqmr,…]• -pc_type [lu,ilu,jacobi,sor,asm,…]• -snes_type [ls,tr,…]

• -snes_line_search <line search method>• -sles_ls <parameters>• -snes_rtol <relative_tol> • etc...

1

2

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Runtime Script Example

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Customization via Callbacks:Setting a user-defined line search routine

SNESSetLineSearch(SNES snes,int(*ls)(…),void *lsctx)

where available line search routines ls( ) include:

– SNESCubicLineSearch( ) - cubic line search– SNESQuadraticLineSearch( ) - quadratic line search– SNESNoLineSearch( ) - full Newton step– SNESNoLineSearchNoNorms( ) - full Newton step but calculates

no norms (faster in parallel, useful when using a fixed number of Newton iterations instead of usual convergence testing)

– YourOwnFavoriteLineSearchRoutine( ) - whatever you like

2

3

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SNES: Review of Basic Usage

• SNESCreate( ) - Create SNES context• SNESSetFunction( ) - Set function eval. routine• SNESSetJacobian( ) - Set Jacobian eval. routine • SNESSetFromOptions( ) - Set runtime solver

options for [SNES,SLES, KSP,PC]• SNESSolve( ) - Run nonlinear solver• SNESView( ) - View solver options

actually used at runtime (alternative: -snes_view)

• SNESDestroy( ) - Destroy solver

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SNES: Review of Selected Options

Functionality ProceduralInterface

Runtime Option

Set nonlinear solver SNESSetType( ) -snes_ type [ls,tr,umls,umtr,…]Set monitoring routine

SNESSetMonitor( ) -snes_ monitor –snes_ xmonitor, …

Set convergence tolerances

SNESSetTolerances( )-snes_ rtol <rt> -snes_ atol <at> -snes _max_ its <its>

Set line search routine SNESSetLineSearch( )-snes_ eq_ ls [cubic,quadratic,…]View solver options SNESView( ) -snes_ viewSet linear solveroptions

SNESGetSLES( ) SLESGetKSP( ) SLESGetPC( )

-ksp_ type <ksptype> -ksp_ rtol <krt> -pc_ type <pctype> …

And many more options...

1

2

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SNES: Example Programs

• ex1.c, ex1f.F - basic uniprocessor codes • ex4.c, ex4f.F - uniprocessor nonlinear PDE (1

DoF per node)• ex5.c, ex5f.F - parallel nonlinear PDE (1 DoF per

node)

• ex8.c - parallel nonlinear PDE (multiple DoF per node, driven cavity problem)

And many more examples ...

Location: petsc/src/snes/examples/tutorials/

1

2

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Data Layout and Ghost Values : Usage Concepts

• Structured– DA objects

• Unstructured– VecScatter

objects

• Geometric data• Data structure creation• Ghost point updates• Local numerical computation

Mesh Types Usage Concepts

Managing field data layout and required ghost values is the key to high performance of most PDE-based parallel programs.

important conceptsimportant concepts

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Ghost Values

Local node Ghost node

Ghost values: To evaluate a local function f(x) , each process requires its local portion of the vector x as well as its ghost values -- or bordering portions of x that are owned by neighboring processes.

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Communication and Physical Discretization

Communication

Data StructureCreation

Ghost PointData Structures

Ghost PointUpdates

LocalNumerical

ComputationGeometric

Data

DAAO

DACreate( ) DAGlobalToLocal( )Loops overI,J,Kindices

stencil[implicit]

VecScatterAOVecScatterCreate( ) VecScatter( ) Loops over

entities

elementsedges

vertices

unstructured meshes

structured meshes 1

2

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Global and Local Representations

Local node

Ghost node

0 1 2 3 4

5 9

Global: each process stores a unique local set of vertices (and each vertex is owned by exactly one process)

Local: each process stores a unique local set of vertices as well as ghost nodes from neighboring processes

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Distributed Arrays

Proc 10

Proc 0 Proc 1

Proc 10

Proc 0 Proc 1

Box-type

stencil

Star-type

stencil

Data layout and ghost values

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Logically Regular Meshes

• DA - Distributed Array: object containing info about vector layout across processes and communication of ghost values

• Form a DA (1, 2, or 3-dim)– DACreate2d(….,DA *)

• DA_[NON,X,Y,XY]PERIODIC• number of grid points in x- and y-directions• processors in x- and y-directions• degrees of freedom per node• stencil width• ...

• Update ghostpoints– DAGlobalToLocalBegin(DA,…)– DAGlobalToLocalEnd(DA,…)

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Vectors and DAs

• The DA object contains information about the data layout and ghost values, but not the actual field data, which is contained in PETSc vectors

• Global vector: parallel – each process stores a unique local portion– DACreateGlobalVector(DA da,Vec *gvec);

• Local work vector: sequential– each processor stores its local portion plus ghost values– DACreateLocalVector(DA da,Vec *lvec);– uses “natural” local numbering of indices (0,1,…nlocal-1)

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Updating the Local Representation

• DAGlobalToLocalBegin(DA,– Vec global_vec,– INSERT_VALUES or ADD_VALUES– Vec local_vec);

• DAGlobalToLocal End(DA,…)

Two-step process that enables overlapping computation and communication

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Profiling• Integrated monitoring of

– time– floating-point performance– memory usage– communication

• All PETSc events are logged if compiled with -DPETSC_LOG (default); can also profile application code segments

• Print summary data with option: -log_summary• See supplementary handout with summary data

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Driven Cavity: Running the program (1)

• 1 processor: (thermally-driven flow)– mpirun -np 1 ex8 -snes_mf -snes_monitor -grashof

1000.0 -lidvelocity 0.0

• 2 processors, view DA (and pausing for mouse input):– mpirun -np 2 ex8 -snes_mf -snes_monitor

-da_view_draw -draw_pause -1

• View contour plots of converging iterates – mpirun ex8 -snes_mf -snes_monitor -snes_vecmonitor

Matrix-free Jacobian approximation with no preconditioning (via -snes_mf) … does not use explicit Jacobian evaluation

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Driven Cavity: Running the program (2)

• Use MatFDColoring for sparse finite difference Jacobian approximation; view SNES options used at runtime– mpirun ex8 -snes_view -mat_view_info

• Set trust region Newton method instead of default line search– mpirun ex8 -snes_type tr -snes_view -snes_monitor

• Set transpose-free QMR as Krylov method; set relative KSP convergence tolerance to be .01– mpirun ex8 -ksp_type tfqmr -ksp_rtol .01 -snes_monitor

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Sample Error TracebackBreakdown in ILU factorization due to a zero pivot

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Sample Memory Corruption Error

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Sample Out-of-Memory Error

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Sample Floating Point Error

62

Summary

• Using callbacks to set up the problems for nonlinear solvers

• Managing data layout and ghost point communication with DAs (for structured meshes) and VecScatters (for unstructured meshes)

• Evaluating parallel functions and Jacobians• Consistent profiling and error handling

63

Extensibility Issues

• Most PETSc objects are designed to allow one to “drop in” a new implementation with a new set of data structures (similar to implementing a new class in C++).

• Heavily commented example codes include– Krylov methods: petsc/src/sles/ksp/impls/cg– preconditioners: petsc/src/sles/pc/impls/jacobi

• Feel free to discuss more details with us in person.

64

Caveats Revisited

• Developing parallel, non-trivial PDE solvers that deliver high performance is still difficult, and requires months (or even years) of concentrated effort.

• PETSc is a toolkit that can ease these difficulties and reduce the development time, but it is not a black-box PDE solver nor a silver bullet.

• Users are invited to interact directly with us regarding correctness or performance issues by writing to petsc-maint@mcs.anl.gov.

65

Where is PETSc headed next?

• As parallel programming models continue to evolve, so will PETSc

• New algorithms• Extended tools for parallel mesh/vector

manipulation• Numerical software interoperability issues, e.g.,

in collaboration with – Argonne colleagues in the ALICE project

• http://www.mcs.anl.gov/alice – DOE colleagues in the Common Component

Architecture (CCA) Forum• http://www.acl.lanl.gov/cca-forum

66

References

• PETSc Users Manual, by Balay, Gropp, McInnes, and Smith

• Using MPI, by Gropp, Lusk, and Skjellum• MPI Homepage: http://www.mpi-forum.org• Domain Decomposition, by Smith, Bjorstad, and

Gropp

67

PETSc at NERSC

• Installed on CRAY T3E-900: mcurie.nersc.gov • Info available via: http://acts.nersc.gov/petsc• Access via modules package

– module load petsc

• Sample makefile– $PETSC_DIR/src/sles/examples/tutorials/makefile

• Sample example program– $PETSC_DIR/src/sles/examples/tutorials/ex2.c

• this example is discussed in detail in Part I of the PETSc Users Manual, available via http://www.mcs.anl.gov/petsc