PARDISO, reuse symbolic factorization

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Zohar
Zohar on 19 Dec 2019
Edited: Zohar on 28 Aug 2021
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.
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Accepted Answer

Zohar
Zohar on 21 Dec 2019
Edited: Zohar on 11 May 2021
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:
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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Jeremy Hu
Jeremy Hu on 4 Jul 2020
Ah ok cool, thanks again Zohar!

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