topic Re:question about MKL matrix-matrix multiplier. in Intel® oneAPI Math Kernel Library

question about MKL matrix-matrix multiplier.

SUKLA — Mon, 28 Dec 2020 17:50:46 GMT

I am using Intel MKL (compilers_and_libraries_2020.4.311). "mkl_sparse_d_mm" produces wrong result while "mkl_dcsrmv" and "mkl_sparse_d_mv" produces the correct result. Can anybody tell me what I am doing wrong? I want to use "SPARSE_LAYOUT_COLUMN_MAJOR" for dense matrix. Basically MKL is accessing B matrix differently that I intended to use.

Sukla

#include <sstream>
#include <iostream>

#include <mkl.h>
#include <stdio.h>
#include <string.h>

#include <sstream>

int main(int argc, char ** argv)
{
MKL_INT mkl_nrow = 2;
MKL_INT mkl_ncol = 3;
MKL_INT mkl_numVec = 2;
MKL_INT amklIaPtr[4] = {0,2,4,6};
MKL_INT amklJaPtr[6] = { 0,1,0,1,0,1 };

double aValuePtr[6] = { 1.,2.0 ,0.0 ,5.,-1,-2.};
double bValuePtr[] = { 1.,2.0,5.,2.,3.,-5 ,-.1,-0.2,0.3};
double resultProd[10] ;

double alpha = 1.0, beta = 0.;
char matdescra[6] = { 'S','U','N','C',' ',' ' };
matdescra[0] = 'G';
char transa='T';
for (int icol = 0; icol < mkl_numVec; icol++) {
mkl_dcsrmv(&transa, &mkl_ncol, &mkl_nrow, &alpha, matdescra, aValuePtr, &amklJaPtr[0],
&amklIaPtr[0], &amklIaPtr[1], &bValuePtr[icol*mkl_ncol],
&beta, &resultProd[icol*mkl_nrow]);
}
// ************ CORRECT ANSWER *********************
// resultProd[4] = { -4.0,2.0,7.0,29.0 };
// ************ CORRECT ANSWER *********************

sparse_matrix_t aMatrix;
sparse_index_base_t indexing = SPARSE_INDEX_BASE_ZERO;
sparse_status_t status = mkl_sparse_d_create_csc(
&aMatrix, indexing, /* indexing: C-style or Fortran-style */
mkl_nrow, mkl_ncol,
amklIaPtr, &amklIaPtr[1], amklJaPtr, aValuePtr);
sparse_operation_t spOp = SPARSE_OPERATION_NON_TRANSPOSE;
matrix_descr descr = { SPARSE_MATRIX_TYPE_GENERAL, SPARSE_FILL_MODE_LOWER, SPARSE_DIAG_NON_UNIT };
for(int icol=0; icol< mkl_numVec; icol++){
status = mkl_sparse_d_mv(
spOp,
alpha,
aMatrix,
descr, /* sparse_matrix_type_t + sparse_fill_mode_t + sparse_diag_type_t */
&bValuePtr[icol*mkl_ncol],
beta,
&resultProd[icol*mkl_nrow]);
}

// ************ CORRECT ANSWER *********************
// resultProd[4] = { -4.0,2.0,7.0,29.0 };
// ************ CORRECT ANSWER *********************

status = mkl_sparse_d_mm(
spOp,
alpha,
aMatrix,
descr, /* sparse_matrix_type_t + sparse_fill_mode_t + sparse_diag_type_t */
SPARSE_LAYOUT_COLUMN_MAJOR, /* storage scheme for the dense matrix: C-style or Fortran-style */
bValuePtr,
mkl_numVec,
mkl_ncol, //---> Something Wrong here
beta,
resultProd,
mkl_nrow);
// ************ WRONG ANSWER *********************
// resultProd[4] = { 1.1,2.2,12.2,19.4 };
// ************ WRONG ANSWER *********************

return 0;

Re: question about MKL matrix-matrix multiplier.

mecej4 — Tue, 29 Dec 2020 01:31:37 GMT

I have not inspected every line of your code, but it strikes me that the problem you have is that the sparse matrix represented is the transpose of A, rather than A itself. If mkl_nrow = 2, the arrays (using notation in MKL Ref. Man.) pntre[] and pntrb[] should each have 2 entries. The representation is required to be the CSR representation of A, not of its transpose.

Re: question about MKL matrix-matrix multiplier.

SUKLA — Tue, 29 Dec 2020 05:29:46 GMT

Mecej,

However, I am using mkl_sparse_d_create_csc instead of mkl_sparse_d_create_csr. I do not think I need to do transpose here. Please help.

Re: question about MKL matrix-matrix multiplier.

SUKLA — Tue, 29 Dec 2020 05:31:00 GMT

Furthermore, MatrixVector multiplication works without transposing.

Re: question about MKL matrix-matrix multiplier.

mecej4 — Tue, 29 Dec 2020 15:29:51 GMT

Sorry, I overlooked the part where you used mkl_sparse_d_create_csc rather than the _csr version.

Re:question about MKL matrix-matrix multiplier.

GouthamK_Intel — Tue, 05 Jan 2021 12:32:13 GMT

Hi Sukla,

We are able to reproduce the issue which you are facing on our end. We are escalating this thread to a Subject Matter Expert(SME) who will guide you further.

Have a Good day!

Thanks & Regards

Goutham

Re: Re:question about MKL matrix-matrix multiplier.

SUKLA — Wed, 06 Jan 2021 00:11:12 GMT

Goutam,

Let me know when I can get new MKL library to test it. I have another question about EFAST. Does the B matrix have to be positive definite? Can it not be semi-positive definite? I can not to get eigenvalue from FEAST if the B matrix is semi-positive definite (I have zero row and columns for particulation degree-of-freedom in B matrix.).

Sukla

Re:question about MKL matrix-matrix multiplier.

Gennady_F_Intel — Wed, 06 Jan 2021 04:40:45 GMT

B has to be positive devined

Re:question about MKL matrix-matrix multiplier.

Gennady_F_Intel — Fri, 26 Mar 2021 02:49:40 GMT

The cause of the issue has been investigated:

The status returned by the mkl_sparse_d_mm() call is == SPARSE_STATUS_SUCCESS even though it should return SPARSE_STATUS_NOT_SUPPORTED.

Please check the documentation - https://software.intel.com/content/www/us/en/develop/documentation/onemkl-developer-reference-c/top/blas-and-sparse-blas-routines/inspector-executor-sparse-blas-routines/inspector-executor-sparse-blas-execution-routines/mkl-sparse-mm.html

You called SPARSE_INDEX_BASE_ZERO and CSC format but this configuration doesn’t support.

Re:question about MKL matrix-matrix multiplier.

Gennady_F_Intel — Mon, 05 Apr 2021 02:46:21 GMT

The issue is closing and we will no longer respond to this thread. If you require additional assistance from Intel, please start a new thread. Any further interaction in this thread will be considered community only.

Re: Re:question about MKL matrix-matrix multiplier.

SUKLA — Mon, 31 Oct 2022 02:24:33 GMT

Hello Gennady,

B matrix is symmetry semi-positive definite. Both A and B matrices are large and sparse. I understand the some of the eigenvalues could be infinite. Do you have any suggesion how to use B matrix as semi-positive definite matrix when upper limit is specified?

Sukla