Thank you Dr. Zimmerman and Dr. Marin. I greatly appreciate your valuable inputs.
Cheers! Shruti On Mon, Oct 19, 2015 at 10:15 AM, Jose Luis Marin <mari...@gridquant.com> wrote: > > I'd like to add that Matlab keeps incorporating the latest sparse direct > solvers coming from Tim Davis and his group from TAMU / U. of Florida ( > SuiteSparse <http://faculty.cse.tamu.edu/davis/suitesparse.html>) into > their new versions. I believe that if the Jacobian is symmetric, current > versions of MATLAB will use CHOLMOD, while if it's not, they will use > UMFPACK. > > This is great because these are solid, state of the art direct solvers; > however, as far as I know, there is still no way in Matlab to tune the > spparms in order to deactivate their multifrontal / supernodal variants and > just use the "simplicial" variants instead. In some testing we did a while > ago on the C version of SuiteSparse, the multifrontal and supernodal > approaches performed worse on the kind matrices that one typically obtains > in power networks. It made sense, because those techniques are essentially > trying to find denser blocks in order to use the BLAS, and power systems > matrices are just too sparse for that approach to pay off. I hope Matlab > implements the KLU solver as an option some day, because my hunch is that > KLU is the fastest solver for power systems problems (it was used on Xyce, > a SPICE-like simulator). > > > -- > Jose L. Marin > Gridquant España SL > Grupo AIA > > > On Mon, Oct 19, 2015 at 3:04 PM, Ray Zimmerman <r...@cornell.edu> wrote: > >> I would also mention, for those who are interested, that version 5.1 of >> MATPOWER includes a wrapper function mplinsolve() >> <http://www.pserc.cornell.edu//matpower/docs/ref/matpower5.1/mplinsolve.html> >> that >> allows you to choose between different linear solvers for computing the >> Newton update step in the MIPS interior-point OPF algorithm. Currently this >> includes only Matlab’s built-in \ operator or the optional PARDISO. >> >> If I remember correctly, for the Newton-Raphson power flow, I stuck with >> using Matlab’s \ operator directly rather than mplinsolve() >> <http://www.pserc.cornell.edu//matpower/docs/ref/matpower5.1/mplinsolve.html>, >> because even for the largest systems I tried, there was little or no >> advantage to PARDISO, and the extra overhead was noticeable on small >> systems. >> >> Ray >> >> >> On Oct 19, 2015, at 1:05 AM, Shruti Rao <sra...@asu.edu> wrote: >> >> Thank you Dr. Abhyankar for the guidance. I appreciate your time and >> effort. >> >> Shruti >> >> On Sun, Oct 18, 2015 at 10:02 PM, Abhyankar, Shrirang G. <abhy...@anl.gov >> > wrote: >> >>> Shruti, >>> MATPOWER does use “\” operator for the linear solves. However note >>> that, internally, MATLAB does perform some sort of matrix reordering to >>> reduce the fill-ins in the factored matrix. For instance, UMFPACK uses an >>> approximate minimum degree reordering scheme by default. >>> >>> Shri >>> >>> From: Shruti Rao <sra...@asu.edu> >>> Reply-To: MATPOWER discussion forum <matpowe...@list.cornell.edu> >>> Date: Sunday, October 18, 2015 at 8:31 PM >>> To: MATPOWER discussion forum <matpowe...@list.cornell.edu> >>> Subject: Re: Question about sparsity-based implementation in MATPower >>> >>> Thank you Dr. Abhyakar, >>> >>> My main aim was to confirm that MATPower uses the inbuilt "\" to solve >>> the matrix equations and not Tinney or some other form of reordering and >>> then LU factorization followed by forward,backward substitutions. From your >>> response I assume that it is true that MATpower uses "\" right? >>> >>> Thank you for your response. >>> >>> >>> >>> On Sun, Oct 18, 2015 at 6:27 PM, Abhyankar, Shrirang G. <abhy...@anl.gov >>> > wrote: >>> >>>> Hi Shruti, >>>> The direct linear solver used by MATLAB depends on the symmetry of >>>> the Jacobian matrix. For MATPOWER test cases that have symmetric Jacobians >>>> (due to inactive taps), a Cholesky factorization is used (LL^T = A). For >>>> cases that lead to non-symmetric Jacobian, MATLAB uses UMFPACK for >>>> performing the linear solve. >>>> >>>> Shri >>>> >>>> From: Shruti Rao <sra...@asu.edu> >>>> Reply-To: MATPOWER discussion forum <matpowe...@list.cornell.edu> >>>> Date: Sunday, October 18, 2015 at 5:37 PM >>>> To: MATPOWER discussion forum <matpowe...@list.cornell.edu> >>>> Subject: Question about sparsity-based implementation in MATPower >>>> >>>> Greetings MATPower community, >>>> >>>> I had a question about the way sparsity-based techniques are used in >>>> the Newton-Raphson solver of the power flow algorithm in MATPower. >>>> >>>> I ran the code step-by-step and from my understanding, the way the >>>> sparsity of the Jacobian matrix is exploited is that it is created as a >>>> MATLAB "sparse" matrix wherein only the non-zeros are stored with the >>>> respective matrix positions and then the MATLAB operator "\" is invoked >>>> while calculating dx = -(J \ F); where J is the Jacobian and F is the >>>> vector of mismatches. >>>> >>>> MATLAB "\" by default exploits the sparsity of the matrix by using a LU >>>> solver. The kind of solver "\" uses actually depends on the matrix >>>> structure if it is diagonal/tridiagonal/banded and so on (Flowchart >>>> obtained from Mathworks website attached in the email). I assume based on >>>> the typical structure of the Jacobian that an LU solver is most likely to >>>> be chosen. >>>> >>>> Is my understanding correct or am I missing something out? Thank you >>>> for your time and effort. >>>> >>>> >>>> -- >>>> Best Regards, >>>> Shruti Dwarkanath Rao >>>> >>>> Graduate Research Assistant >>>> School of Electrical, Computer and Energy Engineering >>>> Arizona State University >>>> Tempe, AZ, 85281 >>>> 650 996 0116 >>>> >>>> >>> >>> >>> -- >>> Best Regards, >>> Shruti Dwarkanath Rao >>> >>> Graduate Research Assistant >>> School of Electrical, Computer and Energy Engineering >>> Arizona State University >>> Tempe, AZ, 85281 >>> 650 996 0116 >>> >>> >> >> >> -- >> Best Regards, >> Shruti Dwarkanath Rao >> >> Graduate Research Assistant >> School of Electrical, Computer and Energy Engineering >> Arizona State University >> Tempe, AZ, 85281 >> 650 996 0116 >> >> >> > -- Best Regards, Shruti Dwarkanath Rao Graduate Research Assistant School of Electrical, Computer and Energy Engineering Arizona State University Tempe, AZ, 85281 650 996 0116
