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Jan 23 23:57

adambaskerville commented #273

Jack Poulson

@poulson

and you are correct that ScaLAPACK does not support 64-bit integers (and the problem is in the library itself, not Elemental)

I've been working on getting the LP solvers to work on all of the http://www.netlib.org/lp/data/ examples using a symmetric-indefinite solver and hadn't been checking in as much as I should have

Ryan H. Lewis

@rhl-

@poulson ping?

Is there any reason why we can’t further generalize elastic net to penalize l1||Gx||_1 + l2||Gx||_2 for a square matrix G.

or even two matrices G,H (where in my case G=H)

Ryan H. Lewis

@rhl-

to make it simple, i’m thinking of G and H as diagonal matrices.

Looking at the EN code, it looks like I need to just patch up the corresponding bits of the objective function

Ryan H. Lewis

@rhl-

If I change it to: l_1 ||Gx|| + l_2||Hx|| then I need to stick H on the upper two entries of the diagonal of Q in your EN function, and then (assuming G = diag(g)) stick the entries of g in where the first two array of ones are..

and H can be an arbitrary matrix. Not sure how to do the same thing for G here.. but, I don’t need it.

Jack Poulson

@poulson

There's no reason that wouldn't be possible, but it wouldn't be "Elastic Net" anymore

it's still a QP

Ryan H. Lewis

@rhl-

@poulson was thinking of doing elastic net with a regularizer. E.g. in ||Ax-b|| making ||(AP^{-1})Px-b|| then saying z = Px

Aidan Dang

@AidanGG

Hi all, I've got an example of a matrix that's giving me problems, as a .bin file from El::Write. It's about 63MB. What's the easiest way for me to send it?

Jack Poulson

@poulson

is there a website you can post it to and link to?

Aidan Dang

@AidanGG

I'll chuck it on my google drive

Jack Poulson

@poulson

is there any context for this matrix?

Aidan Dang

@AidanGG

It was generated as part of a tensor network calculation

Jack Poulson

@poulson

was it an intermediate step in an alternating algorithm?

Aidan Dang

@AidanGG

I'm using the svd to cut a matrix into two, then using the svd to cut one of those, and so on

Jack Poulson

@poulson

Aidan Dang

@AidanGG

I'm fairly certain the matrix I have doesn't have any undefineds/NaNs

Jack Poulson

@poulson

it would be good to see if Octave can safely compute the SVD of that matrix as well

my guess is that it would take about 10 minutes

Aidan Dang

@AidanGG

I think scalapack does

Jack Poulson

@poulson

assuming roughly a 3 thousand by 3 thousand matrix

ScaLAPACK uses the QR algorithm

have you tested Elemental's QR algorithm on it?

Aidan Dang

@AidanGG

is that through bidiagSVDctrl.useQR?

Jack Poulson

@poulson

yes, that is the best way

Aidan Dang

@AidanGG

Ok, it still doesn't work

Jack Poulson

@poulson

what is the error/exception?

Aidan Dang

@AidanGG

Did not converge all singular values

Jack Poulson

@poulson

one can increase the maximum number of iterations to see if it was almost converging

Aidan Dang

@AidanGG

Is that qrCtrl.maxIterPerVal?

Jack Poulson

@poulson

bidiagSVDCtrl.qrCtrl.maxIterPerVal = 20 could be tried

yes

Also, did you verify that ScaLAPACK returned with INFO=0?

Aidan Dang

@AidanGG

Oh, I haven't, but the final results were sensible, so I assumed it was ok

https://drive.google.com/open?id=0B3uyvVfsuP46NGhrQzBpdnYyZzg

Jack Poulson

@poulson

I would recommend checking for the sake of consistency, as it could very well be that there is one small troublesome singular value

Aidan Dang

@AidanGG

https://drive.google.com/open?id=0B3uyvVfsuP46RGxTYTNKekhYRmc

Jack Poulson

@poulson

you can also tell Elemental not to worry if the singular values don't all converge

Aidan Dang

@AidanGG

those are my distmatrix.bin and test script

I've tried setting qrctrl.demandconverged to false, but I don't think that worked either

Jack Poulson

@poulson

it still complained about not converging?

I haven't tested that option explicitly but tried to set it up

I'm downloading it now

I have about ten minutes to make/drink coffee, figure this out, and run to work but can hopefully find something

Aidan Dang

@AidanGG

Please don't stress too much about it, you've been a great help.

If I set demandconverged to false, it appears to hang