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Re: [Help-gsl] finite element assembly and calling UMFPACK for linear sy

From: Patrick Alken
Subject: Re: [Help-gsl] finite element assembly and calling UMFPACK for linear system solution
Date: Wed, 19 Jun 2019 20:31:17 +0000
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:60.0) Gecko/20100101 Thunderbird/60.6.1

For sorting the indices, take a look at csr_sort_indices from SciPy: (line 

I'll probably end up doing something similar in GSL when I find the time. 
You'll need to convert everything to CSC (sorting row indices instead of 

For the parallel assembly, you'll need to clone the git and compile/install it.

Then, you'll do something like this:

gsl_spmatrix * A = gsl_spmatrix_alloc(M, N);

// non-parallel assembly for GSL to learn sparse pattern
loop i, j
  gsl_spmatrix_set(A, i, j, Aij);

// at this point, GSL has built a binary tree structure of the sparse pattern 
of A; now set a flag to tell gsl_spmatrix_set not to allow modifications of 
that tree
// structure

// now you can safely call gsl_spmatrix_set from multiple threads (taking care 
not to set the same element from different threads of course
#pragma omp parallel for
for (i = 0; i < M; ++i) {
  for (j = 0; j < N; ++j) {
    gsl_spmatrix_set(A, i, j, Aij); // different threads are changing different 
elements of A at the same time

Note that this feature is still experimental and may change slightly before the 
next release. I would be quite interested to hear your experiences with it, and 
whether you have any suggestions for improvement. I have not looked in detail 
at how other sparse matrix libraries do parallel assembly, so there may be 
better ways of doing it, but so far I have used this in my work with good 


On 6/19/19 2:12 PM, Brijesh Upadhaya wrote:
This would be awesome.

I have a nonlinear magnetic problem, so for now I have reduced the number of 
unknowns (Coarse FE mesh). As far as I know the non-zero pattern of the 
nonlinear part of stiffness matrix should remain fixed. The matrix gets 
assembled in every Newton iteration. I think the new multi-threaded feature 
will come handy. I can then increase the number of unknowns as well (use dense 
FE mesh :) ) .

I'll ask you when I get hold of few things for now. I need to make this UMFPACK 
work so I am trying to sort column indices and corresponding values.


On Wed, Jun 19, 2019 at 10:45 PM Patrick Alken 
<address@hidden<mailto:address@hidden>> wrote:
A new feature on the git is the ability to parallelize the assembly of the 
sparse matrix. This feature is not yet documented, but I can give you more 
details if interested.

Essentially you do a first assembly (non-parallized) so GSL can learn the 
non-zero pattern of the matrix. Then, if you want to change the matrix entries 
later (without changing the non-zero pattern), you can essentially "lock" the 
binary tree structure so that no new nodes will be inserted. Then you can 
change existing matrix entries from multiple threads without worrying.

This is useful if you need to build many sparse matrices quickly which all 
share the same non-zero pattern. Let me know if you want more details.


On 6/19/19 1:40 PM, Brijesh Upadhaya wrote:
Thank Patrick for your prompt response.

I saw lots of new update in git.gsl. And yes now I assemble the entire matrix 
and add boundary conditions before compressing it. For now I'll just clone and 
compile the newer version.


On Wed, Jun 19, 2019 at 7:41 PM Patrick Alken 
<address@hidden<mailto:address@hidden>> wrote:

On 6/19/19 9:15 AM, Brijesh Upadhaya wrote:
> Hi everyone,
> I am working on a finite element problem and wanted to ask if anyone of you
> have tried using UMFPACK for the linear algebra. I have following findings
> when using sparse matrix module from gsl-2.5.
> 1. In CCS the row indices are not sorted so UMFPACK gives error (see
> attached example)
Its on my todo list to add a "sorted CSC" and "sorted CSR" spmatrix
type. Hopefully it will get done for the next release.
> 2. Adding boundary conditions were also difficult once compressed, so I
> couldn't utilize gsl_spmatrix_add() to add mass matrix with stiffness
> matrix. Instead I had to do it with triplet and calling the get/set
> routines. Could only add boundary condition at triplet level and compressed
> at the end and passed the pointers to UMFPACK routines.
Yes the triplet (COO) format is designed for easy set/get operations,
using a binary tree for fast lookup and insertion. Once you compress the
matrix, the binary tree disappears, and you can only modify existing
matrix entries - you cannot add new ones. Can't you assemble the entire
matrix, including boundary conditions, before compressing it?
> 3. Another thing (not related to gsl) was that UMFPACK don't use (size_t
> *), instead it has (int *) and (long *) for column pointers and row
> indices. I tried to cast (size_t *) to (long *) to utilize the pointers of
> gsl_spmatrix object.
I have decided to change the size_t pointers to int in gsl_spmatrix, for
the reason you cite. Many external libraries use integer arrays instead
of size_t. This has already been done on the git repository (you can
just clone the gsl git).
> I am bit curious to know if anyone have a better experience. I wanted to
> use direct solver instead of iterative solver.
I would also like to include a direct solver in GSL itself, though I
don't know when I'll have time to implement it.
> King Regards,
> Brijesh

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