PARDISO, reuse symbolic factorization

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Zohar
Zohar 2019-12-19
编辑： Zohar 2021-8-28
I installed the matlab package from pardiso-project.org, and I built the .mex linking with libpardiso600-WIN-X86-64.lib.
I'm solving in a loop a series of problems Ax=b, where A changes, but still has the same sparsity pattern. To exploit that, in the initialization, I only perform symbolic factoriazation once (which supposes to allocate the data structures), and I free it only once; this is the general idea:
pardiso_info = []
bSolverInitialized = 0;
for i = 1:n
A = As{i};
rhs = rhses{i};
A = A + eps*speye(size(A)); % diagonal must be full
A = tril(A);
% initialize
if ~bSolverInitialized
bSolverInitialized = 1;
pardiso_info = pardisoinit(-2,0);
% Analyze the matrix and compute a symbolic factorization.
pardiso_info = pardisoreorder(A, pardiso_info, false);
end
% Compute the numeric factorization
pardiso_info = pardisofactor(A, pardiso_info, false);
% Compute the solutions using the symbolic factorization
[sol, obj.pardiso_info] = pardisosolve(A, rhs, pardiso_info, false);
end
pardisofree(pardiso_info);
clear pardiso_info;
I execute this code many times (in an outer loop). Matlab memory usage increases until it hangs. I suspect a memory leak, and pardiso is my prime suspect. I'll need to do further testing to try and pinpoint the problem, but I thought to verify first that I'm using it correctly since the manual didn't mention reusing symbolic factorization.
I'm not sure if it's the right place for the question. pardiso-project.org doesn't seem to have a forum, but Intel may support it as part of MKL.
  2 个评论
Yiyeung Lau
Yiyeung Lau 2021-5-11
Hi Zohar, could you please elaborate how you solve the memory issues? I'm using the pardiso's MATLAB interface too (on a Ubuntu system), and I encounter fatal error from MATLAB whenever I call the pardisofactor function and when A is not diagonal (the function works fine if A is diagonal). The error message reads:
malloc.c:4036: _int_malloc: Assertion `(unsigned long) (size) >= (unsigned long) (nb)' failed
Do you have any idea how to deal with this? Thank you very much!

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Zohar
Zohar 2019-12-21
编辑：Zohar 2021-5-11
I played with it a bit. I tried tracking the memory allocations using 'profile -memory on' and 'memory'. Unfortunately, the memory management in matlab is a fickle thing:
  • When an array is allocated, some of the memory can be reserved.
  • When you fill an array, allocation may occur.
  • There's the garbage collection who's reponsible to free the memory, and it's unpredicatable.
Pardiso had nothing to do with the leak, and what I did seems fine. Pure luck led me to my logger. Through a socket, I send messages to a local app (since I'm calling matlab from cpp, and I want to see output). I used tcpip for that. I didn't see anywhere mentioned that delete should be called in the end:
https://au.mathworks.com/help/instrument/tcpip.html
Also, adding delete didn't help.
Now, I'm using instead tcpclient, and for now, the leak seems to be resolved.
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Zohar
Zohar 2020-7-4
My mex is set up for vs2019, and I built it with:
names = {'pardisoinit' 'pardisoreorder' 'pardisofactor' 'pardisosolve' 'pardisofree'};
for i = 1:length(names)
name = names{i};
mex('-llibpardiso600-WIN-X86-64', '-output', name, 'common.cpp', 'matlabmatrix.cpp', 'sparsematrix.cpp', 'pardisoinfo.cpp', [name '.cpp'])
end

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