#include typedef struct { PetscReal lambda; /* The default step length for the update */ Vec * dX; /* The change in X */ Vec * dF; /* The change in F */ PetscInt m; /* the number of kept previous steps */ } QNContext; #undef __FUNCT__ #define __FUNCT__ "LBGFSApplyJinv_Private" PetscErrorCode LBGFSApplyJinv_Private(SNES snes, PetscInt it, Vec g, Vec z) { PetscErrorCode ierr; QNContext * qn = (QNContext *)snes->data; Vec * dX = qn->dX; Vec * dF = qn->dF; PetscInt k, i; PetscInt m = qn->m; PetscScalar * alpha = PETSC_NULL; PetscScalar * beta = PETSC_NULL; PetscScalar * rho = PETSC_NULL; PetscScalar t; PetscInt l = m; PetscFunctionBegin; if (it < m) l = it+1; ierr = PetscMalloc3(m, PetscScalar, &alpha, m, PetscScalar, &beta, m, PetscScalar, &rho);CHKERRQ(ierr); /* precalculate alpha, beta, rho corresponding to the normal indices*/ for (i = 0; i < l; i++) { ierr = VecDot(dX[i], dF[i], &t);CHKERRQ(ierr); rho[i] = 1. / t; beta[i] = 0; alpha[i] = 0; } ierr = VecCopy(g, z);CHKERRQ(ierr); /* outward recursion starting at iteration k's update and working back */ for (i = 0; i < l; i++) { k = (it - i) % m; ierr = VecDot(dX[k], z, &t);CHKERRQ(ierr); alpha[k] = t / rho[k]; ierr = VecAXPY(z, -alpha[k], dF[k]);CHKERRQ(ierr); } /* inner application of the initial inverse jacobian approximation */ /* right now it's just the identity. Nothing needs to go here. */ /* inward recursion starting at the first update and working forward*/ for (i = l - 1; i >= 0; i--) { k = (it - i) % m; ierr = VecDot(dF[k], z, &t);CHKERRQ(ierr); beta[k] = rho[k]*t; ierr = VecAXPY(z, (alpha[k] - beta[k]), dX[k]); } ierr = PetscFree3(alpha, beta, rho);CHKERRQ(ierr); PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "SNESSolve_QN" static PetscErrorCode SNESSolve_QN(SNES snes) { PetscErrorCode ierr; QNContext * qn = (QNContext*) snes->data; Vec x; Vec f; Vec p, pold; PetscInt i, j, k, l; PetscReal fnorm; PetscScalar gdot; PetscInt m = qn->m; Vec * W = qn->dX; Vec * V = qn->dF; /* basically just a regular newton's method except for the application of the jacobian */ PetscFunctionBegin; x = snes->vec_sol; f = snes->vec_func; p = snes->vec_sol_update; pold = snes->work[0]; snes->reason = SNES_CONVERGED_ITERATING; ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); snes->iter = 0; snes->norm = 0.; ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); ierr = SNESComputeFunction(snes,x,f);CHKERRQ(ierr); if (snes->domainerror) { snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; PetscFunctionReturn(0); } ierr = VecNorm(f, NORM_2, &fnorm);CHKERRQ(ierr); /* fnorm <- ||F|| */ if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"Infinite or not-a-number generated in norm"); ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); snes->norm = fnorm; ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); SNESLogConvHistory(snes,fnorm,0); ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); /* set parameter for default relative tolerance convergence test */ snes->ttol = fnorm*snes->rtol; /* test convergence */ ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); if (snes->reason) PetscFunctionReturn(0); ierr = VecCopy(f, pold);CHKERRQ(ierr); ierr = VecAXPY(x, -1.0, pold);CHKERRQ(ierr); for(i = 0; i < snes->max_its; i++) { ierr = SNESComputeFunction(snes, x, f);CHKERRQ(ierr); ierr = VecNorm(f, NORM_2, &fnorm);CHKERRQ(ierr); if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"Infinite or not-a-number generated in norm"); ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); snes->norm = fnorm; ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); SNESLogConvHistory(snes,fnorm,i+1); ierr = SNESMonitor(snes,i+1,fnorm);CHKERRQ(ierr); /* set parameter for default relative tolerance convergence test */ snes->ttol = fnorm*snes->rtol; /* test convergence */ ierr = (*snes->ops->converged)(snes,i+1,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); if (snes->reason) PetscFunctionReturn(0); k = (i) % m; l = m; if (i < l) l = i; ierr = VecCopy(f, p);CHKERRQ(ierr); for (j=0; jmax_its) { ierr = PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", snes->max_its);CHKERRQ(ierr); if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT; } PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "SNESSetUp_QN" static PetscErrorCode SNESSetUp_QN(SNES snes) { QNContext * qn = (QNContext *)snes->data; PetscErrorCode ierr; PetscFunctionBegin; ierr = VecDuplicateVecs(snes->vec_sol, qn->m, &qn->dX);CHKERRQ(ierr); ierr = VecDuplicateVecs(snes->vec_sol, qn->m, &qn->dF);CHKERRQ(ierr); ierr = SNESDefaultGetWork(snes,1);CHKERRQ(ierr); PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "SNESReset_QN" static PetscErrorCode SNESReset_QN(SNES snes) { PetscErrorCode ierr; QNContext * qn; PetscFunctionBegin; if (snes->data) { qn = (QNContext *)snes->data; if (qn->dX) { ierr = VecDestroyVecs(qn->m, &qn->dX);CHKERRQ(ierr); } if (qn->dF) { ierr = VecDestroyVecs(qn->m, &qn->dF);CHKERRQ(ierr); } } if (snes->work) {ierr = VecDestroyVecs(snes->nwork,&snes->work);CHKERRQ(ierr);} PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "SNESDestroy_QN" static PetscErrorCode SNESDestroy_QN(SNES snes) { PetscErrorCode ierr; PetscFunctionBegin; ierr = SNESReset_QN(snes);CHKERRQ(ierr); ierr = PetscFree(snes->data);CHKERRQ(ierr); PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "SNESSetFromOptions_QN" static PetscErrorCode SNESSetFromOptions_QN(SNES snes) { PetscErrorCode ierr; QNContext * qn; PetscFunctionBegin; qn = (QNContext *)snes->data; ierr = PetscOptionsHead("SNES QN options");CHKERRQ(ierr); ierr = PetscOptionsReal("-snes_qn_lambda", "SOR mixing parameter", "SNES", qn->lambda, &qn->lambda, PETSC_NULL);CHKERRQ(ierr); ierr = PetscOptionsInt("-snes_qn_m", "Number of past states saved for L-Broyden methods", "SNES", qn->m, &qn->m, PETSC_NULL);CHKERRQ(ierr); ierr = PetscOptionsTail();CHKERRQ(ierr); PetscFunctionReturn(0); } /* -------------------------------------------------------------------------- */ /*MC SNESQN - Limited-Memory Quasi-Newton methods for the solution of nonlinear systems. Implements a limited-memory "good" Broyden update method. Level: beginner .seealso: SNESCreate(), SNES, SNESSetType(), SNESLS, SNESTR M*/ EXTERN_C_BEGIN #undef __FUNCT__ #define __FUNCT__ "SNESCreate_QN" PetscErrorCode SNESCreate_QN(SNES snes) { PetscErrorCode ierr; QNContext * qn; PetscFunctionBegin; snes->ops->setup = SNESSetUp_QN; snes->ops->solve = SNESSolve_QN; snes->ops->destroy = SNESDestroy_QN; snes->ops->setfromoptions = SNESSetFromOptions_QN; snes->ops->view = 0; snes->ops->reset = SNESReset_QN; ierr = PetscNewLog(snes, QNContext, &qn);CHKERRQ(ierr); snes->data = (void *) qn; qn->m = 10; qn->lambda = 1.; qn->dX = PETSC_NULL; qn->dF = PETSC_NULL; PetscFunctionReturn(0); } EXTERN_C_END