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Integrated Singular Value Decomposition (iSVD)

Information

This library is a C implementation of the Integrated Singular Value Decomposition (iSVD), which is an parallel algorithm for computing low-rank approximate singular value decomposition of large size matrices.

Git

Documentation

Author

Tutorial

  • \ref tutorial_main

Requirements

  • CMake 2.8.11+ (CMake 3.0+ recommended).
  • C/C++ compiler with C99/C++98 standard support (GCC 4.4+ recommended).
  • BLAS & LAPACK library (Used for multi-core parallelization).
  • MPI Library with 2.2+ standard support (MPICH 1.2+ or OpenMPI 1.7+).

Optional

Installation

Please use the following commands to create Makefiles

cd <isvd-source-folder>
mkdir build
cd build
cmake ..

Options

Use the following command to set options

ccmake ..

The following table are the main options

Option Detail Note
ISVD_BLAS the selection BLAS/LAPACK library. Options: BLAS/MKL
ISVD_BUILD_DEMO build demo codes.
ISVD_BUILD_DOC build documentation.
ISVD_BUILD_LIB build libraries.
ISVD_BUILD_TEST build unit tests.
ISVD_INDEX_TYPE the selection index type. Options: 32/64
ISVD_OMP the selection OpenMP library. Options: OFF/GOMP/IOMP
ISVD_USE_GPU enable GPU support.
ISVD_TEST_VERBOSE enable verbose unit tests.
GTEST_ROOT the root path of Google Test. Require ISVD_BUILD_TEST
INTEL_ROOT the root path of Intel libraries. Require ISVD_BLAS = MKL
MKL_ROOT the root path of Intel MKL. Require ISVD_BLAS = MKL
MPI_PROCS the number of MPI processes. Only used in demo codes.
OMP_THRDS the number of OpenMP threads. Only used in demo/check codes.

Makefile

The following table are the main Makefile rules

Command Detail Options
make all build all libraries
make install install package
make check build and run unit tests Require ISVD_BUILD_TEST
make doc build documentation Require ISVD_BUILD_DOC
make help display make-rules

Test installation

  • Set ISVD_BUILD_TEST using ccmake. (Also recommended to unset ISVD_TEST_VERBOSE if GPU is enabled).
  • Run make check
    • Known issue: RealSingle_WenYinIntegration.Test.# / s_integrate_wen_yin_# fail the test.

Usage

  • Define ISVD_USE_ILP64 before include isvd.h to use 64-bit integer.
  • All 64bit libraries and executables are named with suffix _64.
  • The header files are located in build/include
  • The libraries are located in build/lib

Libraries

Please link exactly one library for all categories.

  • Correct
    • gcc test.c -I<include-path> -L<library-path> -Wl,-rpath <library-path> -lisvd_core -lisvd_la_mkl_iomp -lisvd_gpu_magma
    • gcc test.c -I<include-path> -L<library-path> -Wl,-rpath <library-path> -lisvd_core -lisvd_la_blas -lisvd_gpu_none
  • Wrong
    • gcc test.c -I<include-path> -L<library-path> -Wl,-rpath <library-path> -lisvd_core
      • (Some category of libraries are not linked)
    • gcc test.c -I<include-path> -L<library-path> -Wl,-rpath <library-path> -lisvd_core -lisvd_la_blas -lisvd_gpu_magma -lisvd_gpu_none
      • (Some category of libraries are linked multiple times)
Name Category Detail Options
isvd_core Core Core routines
isvd_la_blas Linear Algebra Sequential Plain BLAS ISVD_BLAS=BLAS, ISVD_OMP=NO
isvd_la_mkl Linear Algebra Sequential Intel MKL ISVD_BLAS=MKL, ISVD_OMP=NO
isvd_la_mkl_gomp Linear Algebra Parallel Intel MKL using GNU OpenMP ISVD_BLAS=MKL, ISVD_OMP=GOMP
isvd_la_mkl_iomp Linear Algebra Parallel Intel MKL using Intel OpenMP ISVD_BLAS=MKL, ISVD_OMP=IOMP
isvd_gpu_none GPU No GPU ISVD_USE_GPU=NO
isvd_gpu_magma GPU MAGMA GPU ISVD_USE_GPU=YES

Q&A

How to set CMake options?

  • Use ccmake .. or ccmake <path-to-source> in the build folder.
  • Press <Enter> on the option you want to change, change it, and press <Enter> again.
  • After changing the options, press <c> to configure, and press <g> to generate Makefiles if configured successfully.
  • To quit without saving, press <q>.

Why isn't Intel MKL found?

  • Source mklvars.sh in the bin folder of your Intel MKL to set the environment variables.

Why isn't Google Test found?

  • Set GTEST_ROOT to a folder containing include and lib of Google Test.

How to enable multithread support?

  • Set ISVD_OMP with ccmake before building libraries.
  • Make sure your LAPACK&BLAS / Intel MKL uses supports multithreading.

How to use 64-bit integer?

  • Set ISVD_USE_ILP64 with ccmake before building libraries; or
  • Add -DISVD_USE_ILP64 to compile flag.
  • Make sure your LAPACK&BLAS / Intel MKL uses 64bit integer.

Error "make[2]: *** No rule to make target 'tmp/......" occurs. How to solve it?

  • Use cmake . to and recompile again.
  • Note that the tmp folder will be deleted after make clean.

Reference

License {#Readme_License}