FEAST sparse with parallelism error

[LuisGT]

Intel MKL 11.1 update 3

In some cases, using feast with a sparse matrix, dfeast_scsrgv(), the program can't find any eigenvalue. I've run the same problem with same data and parameters in many computers (32bits, 64bits, Intel CPUs, AMD CPUs...), and only works well when:

1. The CPU has only one core
2. The CPU has many cores but I set MKL_NUM_THREADS=1

For example, this is a piece of output when it works:

Intel MKL Extended Eigensolvers: double precision driver
Intel MKL Extended Eigensolvers: List of input parameters fpm(1:64)-- if different from default
Intel MKL Extended Eigensolvers: fpm(1)=1
Intel MKL Extended Eigensolvers: fpm(3)=11
Search interval [4.025678249387654e-004;6.032205425995101e-002]
Intel MKL Extended Eigensolvers: Size subspace 100
#Loop | #Eig  |    Trace     | Error-Trace |  Max-Residual
Intel MKL Extended Eigensolvers: Resize subspace 10
0,3,8.152634965556513e-002,1.000000000000000e+000,8.551406370652709e-001
1,3,8.152638558335801e-002,5.955996247212547e-007,4.938321500736022e-010
2,3,8.152638558335654e-002,2.438652870290242e-014,4.629527481738191e-010
3,3,8.152638558338894e-002,5.371938162384636e-013,1.005998303916379e-009
4,3,8.152638558343898e-002,8.296020990817558e-013,5.923173827457810e-010
5,3,8.152638558343150e-002,1.240031978383434e-013,4.955312287793431e-010
6,3,8.152638558343395e-002,4.049084011047948e-014,4.994981329528280e-010
7,3,8.152638558346401e-002,4.983134072687419e-013,1.094808792578344e-009
8,3,8.152638558338488e-002,1.311811194942921e-012,6.506140369093765e-010
9,3,8.152638558339712e-002,2.029143237354711e-013,6.532719755830238e-010
10,3,8.152638558342154e-002,4.049084011047949e-013,6.415808120734978e-010
11,3,8.152638558347081e-002,8.167186499556941e-013,4.743023834809335e-010
12,3,8.152638558343139e-002,6.533749199645554e-013,6.517576568383395e-010
13,3,8.152638558346884e-002,6.207061739663276e-013,3.966558969833090e-010
14,3,8.152638558345569e-002,2.178683271853641e-013,3.422892146485306e-010
15,3,8.152638558344005e-002,2.592794136619908e-013,6.560782807951622e-010
16,3,8.152638558346825e-002,4.674851540028087e-013,6.617541587530926e-010
17,3,8.152638558343357e-002,5.749239172505014e-013,9.496449710626763e-010
18,3,8.152638558347872e-002,7.483903572692600e-013,8.118187669387088e-010
19,3,8.152638558347403e-002,7.776081793944356e-014,8.062934740915683e-010
20,3,8.152638558344921e-002,4.113501256678257e-013,4.731713012698910e-010
Intel MKL Extended Eigensolvers have successfully converged (to desired tolerance).

This is the same piece of output when it doesn't work:

Extended Eigensolvers: double precision driver
Extended Eigensolvers: List of input parameters fpm(1:64)-- if different from default
Extended Eigensolvers: fpm(1)=1
Extended Eigensolvers: fpm(3)=11
Search interval [4.025678249387654e-004;6.032205425995101e-002]
Extended Eigensolvers: Size subspace 100
#Loop | #Eig  |    Trace     | Error-Trace |  Max-Residual
Extended Eigensolvers: Resize subspace 10
Extended Eigensolvers WARNING: No eigenvalue has been found in the proposed search interval
==>INFO code =: 1

Any suggestion?

[Gennady_F_Intel]

Can you give the cpp of fortran example which we can compile and check the problem? 

[LuisGT]

Hello, Gennady:

In the zip file Attached, you can find:

• EigenSparseSolver.cpp and EigenSparseSolver.h to buil TestProgram.exe
• Gccomp.TMP, Lcomp.TMP and Masa.TMP are input data for TestProgram.exe
• RunProgram.bat runs program with apropiate command-line parameters. You must modify the parametes "Full Path of Directory Data" with the correct directory in were data files are placed.

Thanks!

Fri,

[Gennady_F_Intel]

thanks, we will check the problem

[Gennady_F_Intel]

It seems the problem is caused by ill-conditioning the input matrix. For mitigating the problem - please try to use CTR mode it should help.

for example, on my side, when I set MKL_NUM_THREADS=4 and then set MKL_CBWR=AVX ( my CPU supports this instruction set),

I see the probelm has been resolved. here is the output :

test.exe FEAST 7140 C:\_tmp\_Forums\u515045\  30 0
Arg[0 = Path    ]: <_1.exe>
Arg[1 = Fun.    ]: <FEAST>
Arg[2 = ngdl    ]: <7140>
Arg[3 = Est.    ]: <C:\_tmp\_Forums\u515045\>
Arg[4 = N modos ]: <30>
Arg[5 = hMesg   ]: <0>
Estructura grande: 786 masas no nulas
Intel MKL Extended Eigensolvers: double precision driver
Intel MKL Extended Eigensolvers: List of input parameters fpm(1:64)-- if differe
Intel MKL Extended Eigensolvers: fpm(1)=1
Intel MKL Extended Eigensolvers: fpm(3)=11
Search interval [4.025678249387654e-004;6.032205425995101e-002]
Intel MKL Extended Eigensolvers: Size subspace 100
#Loop | #Eig  |    Trace     | Error-Trace |  Max-Residual
Intel MKL Extended Eigensolvers: Resize subspace 9
0,3,8.152662643466646e-002,1.000000000000000e+000,1.401705246616198e+000
1,3,8.152638558345735e-002,3.992755420392927e-006,8.464923649033275e-010
2,3,8.152638558341449e-002,7.104301946656856e-013,7.273199218427829e-010
3,3,8.152638558337148e-002,7.129608721725905e-013,6.578973692540981e-010
4,3,8.152638558346656e-002,1.576151963618721e-012,7.294627981078312e-010
5,3,8.152638558349780e-002,5.178686425493712e-013,5.309863801850973e-010
6,3,8.152638558342526e-002,1.202531938962933e-012,5.290235569311135e-010
7,3,8.152638558341960e-002,9.386512934702063e-014,7.919877550439916e-010
8,3,8.152638558347067e-002,8.466266568554801e-013,7.991677130398161e-010
9,3,8.152638558344874e-002,3.634973146281681e-013,6.607200006840905e-010
10,3,8.152638558341199e-002,6.092030943894868e-013,4.556686457271172e-010
11,3,8.152638558344574e-002,5.595097906175348e-013,8.606599954732313e-010
12,3,8.152638558346162e-002,2.631904607181167e-013,5.577805973475511e-010
13,3,8.152638558348506e-002,3.885740281056810e-013,5.683167330868062e-010
14,3,8.152638558342930e-002,9.243874747949237e-013,5.940228760491368e-010
......................

/Gennady