Interfacing directly with PETSc


Sometimes, the system we wish to solve can not be described purely in terms of a sum of weak forms that we can then assemble. Or else, it might be, but the resulting assembled operator would be dense. In this chapter, we will see how to solve such problems in a “matrix-free” manner, using Firedrake to assemble the pieces and then providing a matrix object to PETSc which is unassembled. Note that this is a lower-level interface than that described in Support for matrix-free operator application and preconditioning, so you should try that first to see if it suits your needs.

To take a concrete example, let us consider a linear system obtained from a normal variational problem, augmented with a rank-1 perturbation:

\[B := A + \vec{u} \vec{v}^T.\]

Such operators appear, for example, in limited memory quasi-Newton methods such as L-BFGS or Broyden.

The matrix \(B\) is dense, however its action on a vector may be computed in only marginally more work than computing the action of \(A\) since

\[B \vec{x} \equiv A \vec{x} + \vec{u} (\vec{v} \cdot \vec{x}).\]

Accessing PETSc objects

Firedrake builds on top of PETSc for its linear algebra, and therefore all assembled forms provide access to the underlying PETSc object. For assembled bilinear forms, the PETSc object is a Mat; for assembled linear forms, it is a Vec. The ways we access these are different. For a bilinear form, the matrix is obtained with:

petsc_mat = assemble(bilinear_form).M.handle

For a linear form, we need to use a context manager. There are two options available here, depending on whether we want read-only or read-write access to the PETSc object. For read-only access, we use:

with assemble(linear_form).dat.vec_ro as v:
    petsc_vec_ro = v

For read-write access, use:

with assemble(linear_form).dat.vec as v:
    petsc_vec = v

These context managers ensure that if PETSc writes to the vector, Firedrake sees the modification of the values.

Building an operator

To solve the linear system \(Bx = b\) we need to define the operator \(B\) such that PETSc can use it. To do this, we build a Python class that provides a mult method:

class MatrixFreeB(object):

    def __init__(self, A, u, v):
        self.A = A
        self.u = u
        self.v = v

    def mult(self, mat, x, y):
        # y <- A x
        self.A.mult(x, y)

        # alpha <- v^T x
        alpha =

        # y <- y + alpha*u
        y.axpy(alpha, self.u)

Now we must build a PETSc Mat and indicate that it should use this newly defined class to compute the matrix action:

# Import petsc4py namespace
from firedrake.petsc import PETSc

B = PETSc.Mat().create()

# Assemble the bilinear form that defines A and get the concrete
# PETSc matrix
A = assemble(bilinear_form).M.handle

# Now do the same for the linear forms for u and v, making a copy

with assemble(u_form).dat.vec_ro as u_vec:
    u = u_vec.copy()

with assemble(v_form).dat.vec_ro as v_vec:
    v = v_vec.copy()

# Build the matrix "context"
Bctx = MatrixFreeB(A, u, v)

# Set up B
# B is the same size as A


The next step is to build a linear solver object to solve the system. For this we need a PETSc KSP:

ksp = PETSc.KSP().create()



Now we can solve a system using this ksp object:

solution = Function(V)

rhs = assemble(rhs_form)

with rhs.dat.vec_ro as b:
    with solution.dat.vec as x:
        ksp.solve(b, x)

Defining a preconditioner

Since PETSc only knows how to compute the action of \(B\), and does not have access to any of the entries, it will not be able to build a preconditioner for the linear solver. To use a preconditioner, we have to provide PETSc with one. We can do this in one of two ways.

  1. Provide an assembled matrix to the KSP object to be used as a preconditioning matrix. For example, we might use the matrix \(A\). In this case, we merely have to call ksp.setOperators with two arguments:

    ksp.setOperators(B, A)

    Now we solve the system \(Bx = b\), using \(A\) to build a preconditioner.

  2. Provide our own PC object to be used as the preconditioner. This is somewhat more involved. As we did to define the matrix-free action of \(B\), we need to build an object that applies the action of our chosen preconditioner. If we know that our matrix \(B\) has some special structure, this can be more efficient than the previous method.

Providing a custom preconditioner

Recall that we do not explicitly form \(B\) since it is dense, and subsequently its inverse is as well. However, since we know that \(B\) is formed of a full-rank invertible matrix, \(A\), plus a rank-1 update, it is possible to compute its inverse reasonably cheaply using the Sherman-Morrison formula. Let \(A\) be invertible and \(u\) and \(v\) be column vectors such that \(1 + v^T A^{-1} u \neq 0\) then:

\[B^{-1} = (A + u v^T)^{-1} = A^{-1} - \frac{A^{-1}u v^T A^{-1}}{1 + v^T A^{-1} u}.\]

Hence, we see that we can apply the action of \(B^{-1}\) on a vector using only the action of \(A^{-1}\) and some dot products.

With these mathematical preliminaries out of the way, let us move on to the implementation. We need to define an object which has an apply method which applies the action of our preconditioner to a vector. The PETSc PC object will be created with access to the operators we have provided to our solver, so for this class, we won’t pass \(A\), \(u\) and \(v\) explicitly, but rather extract them from the operators in a setUp method:

class MatrixFreePC(object):

    def setUp(self, pc):
        B, P = pc.getOperators()
        # extract the MatrixFreeB object from B
        ctx = B.getPythonContext()
        self.A = ctx.A
        self.u = ctx.u
        self.v = ctx.v
        # Here we build the PC object that uses the concrete,
        # assembled matrix A.  We will use this to apply the action
        # of A^{-1}
        self.pc = PETSc.PC().create()
        # Since u and v do not change, we can build the denominator
        # and the action of A^{-1} on u only once, in the setup
        # phase.
        tmp = self.A.createVecLeft()
        self.pc.apply(self.u, tmp)
        self._Ainvu = tmp
        self._denom = 1 +

    def apply(self, pc, x, y):
        # y <- A^{-1}x
        self.pc.apply(x, y)
        # alpha <- (v^T A^{-1} x) / (1 + v^T A^{-1} u)
        alpha = / self._denom
        # y <- y - alpha * A^{-1}u
        y.axpy(-alpha, self._Ainvu)

Now we extract the PC object from the KSP linear solver and indicate that it should use our matrix free preconditioner

ksp = PETSc.KSP().create()
pc = ksp.pc

before going on to solve the system as before:

solution = Function(V)

rhs = assemble(rhs_form)

with rhs.dat.vec_ro as b:
    with solution.dat.vec as x:
        ksp.solve(b, x)