#include PETSC_INTERN PetscErrorCode SNESDiffParameterCreate_More(SNES,Vec,void**); PETSC_INTERN PetscErrorCode SNESDiffParameterCompute_More(SNES,void*,Vec,Vec,PetscReal*,PetscReal*); PETSC_INTERN PetscErrorCode SNESDiffParameterDestroy_More(void*); /* Data used by Jorge's diff parameter computation method */ typedef struct { Vec *workv; /* work vectors */ FILE *fp; /* output file */ PetscInt function_count; /* count of function evaluations for diff param estimation */ double fnoise_min; /* minimim allowable noise */ double hopt_min; /* minimum allowable hopt */ double h_first_try; /* first try for h used in diff parameter estimate */ PetscInt fnoise_resets; /* number of times we've reset the noise estimate */ PetscInt hopt_resets; /* number of times we've reset the hopt estimate */ } DIFFPAR_MORE; PETSC_INTERN PetscErrorCode SNESDefaultMatrixFreeSetParameters2(Mat,double,double,double); PETSC_INTERN PetscErrorCode SNESUnSetMatrixFreeParameter(SNES snes); PETSC_INTERN PetscErrorCode SNESNoise_dnest_(PetscInt*,PetscScalar*,PetscScalar*,PetscScalar*,PetscScalar*,PetscScalar*,PetscInt*,PetscScalar*); static PetscErrorCode JacMatMultCompare(SNES,Vec,Vec,double); PetscErrorCode SNESDiffParameterCreate_More(SNES snes,Vec x,void **outneP) { DIFFPAR_MORE *neP; Vec w; PetscRandom rctx; /* random number generator context */ PetscBool flg; char noise_file[PETSC_MAX_PATH_LEN]; PetscFunctionBegin; PetscCall(PetscNewLog(snes,&neP)); neP->function_count = 0; neP->fnoise_min = 1.0e-20; neP->hopt_min = 1.0e-8; neP->h_first_try = 1.0e-3; neP->fnoise_resets = 0; neP->hopt_resets = 0; /* Create work vectors */ PetscCall(VecDuplicateVecs(x,3,&neP->workv)); w = neP->workv[0]; /* Set components of vector w to random numbers */ PetscCall(PetscRandomCreate(PetscObjectComm((PetscObject)snes),&rctx)); PetscCall(PetscRandomSetFromOptions(rctx)); PetscCall(VecSetRandom(w,rctx)); PetscCall(PetscRandomDestroy(&rctx)); /* Open output file */ PetscCall(PetscOptionsGetString(((PetscObject)snes)->options,((PetscObject)snes)->prefix,"-snes_mf_noise_file",noise_file,sizeof(noise_file),&flg)); if (flg) neP->fp = fopen(noise_file,"w"); else neP->fp = fopen("noise.out","w"); PetscCheck(neP->fp,PETSC_COMM_SELF,PETSC_ERR_FILE_OPEN,"Cannot open file"); PetscCall(PetscInfo(snes,"Creating Jorge's differencing parameter context\n")); *outneP = neP; PetscFunctionReturn(0); } PetscErrorCode SNESDiffParameterDestroy_More(void *nePv) { DIFFPAR_MORE *neP = (DIFFPAR_MORE*)nePv; int err; PetscFunctionBegin; /* Destroy work vectors and close output file */ PetscCall(VecDestroyVecs(3,&neP->workv)); err = fclose(neP->fp); PetscCheck(!err,PETSC_COMM_SELF,PETSC_ERR_SYS,"fclose() failed on file"); PetscCall(PetscFree(neP)); PetscFunctionReturn(0); } PetscErrorCode SNESDiffParameterCompute_More(SNES snes,void *nePv,Vec x,Vec p,double *fnoise,double *hopt) { DIFFPAR_MORE *neP = (DIFFPAR_MORE*)nePv; Vec w, xp, fvec; /* work vectors to use in computing h */ double zero = 0.0, hl, hu, h, fnoise_s, fder2_s; PetscScalar alpha; PetscScalar fval[7], tab[7][7], eps[7], f = -1; double rerrf = -1., fder2; PetscInt iter, k, i, j, info; PetscInt nf = 7; /* number of function evaluations */ PetscInt fcount; MPI_Comm comm; FILE *fp; PetscBool noise_test = PETSC_FALSE; PetscFunctionBegin; PetscCall(PetscObjectGetComm((PetscObject)snes,&comm)); /* Call to SNESSetUp() just to set data structures in SNES context */ if (!snes->setupcalled) PetscCall(SNESSetUp(snes)); w = neP->workv[0]; xp = neP->workv[1]; fvec = neP->workv[2]; fp = neP->fp; /* Initialize parameters */ hl = zero; hu = zero; h = neP->h_first_try; fnoise_s = zero; fder2_s = zero; fcount = neP->function_count; /* We have 5 tries to attempt to compute a good hopt value */ PetscCall(SNESGetIterationNumber(snes,&i)); PetscCall(PetscFPrintf(comm,fp,"\n ------- SNES iteration %" PetscInt_FMT " ---------\n",i)); for (iter=0; iter<5; iter++) { neP->h_first_try = h; /* Compute the nf function values needed to estimate the noise from the difference table */ for (k=0; kfunction_count++; PetscCall(VecDot(fvec,w,&fval[k])); } f = fval[(nf+1)/2 - 1]; /* Construct the difference table */ for (i=0; ifnoise_min) { PetscCall(PetscFPrintf(comm,fp,"Resetting fnoise: fnoise1 = %g, fnoise_min = %g\n",(double)*fnoise,(double)neP->fnoise_min)); *fnoise = neP->fnoise_min; neP->fnoise_resets++; } if (*hopt < neP->hopt_min) { PetscCall(PetscFPrintf(comm,fp,"Resetting hopt: hopt1 = %g, hopt_min = %g\n",(double)*hopt,(double)neP->hopt_min)); *hopt = neP->hopt_min; neP->hopt_resets++; } PetscCall(PetscFPrintf(comm,fp,"Errors in derivative:\n")); PetscCall(PetscFPrintf(comm,fp,"f = %g, fnoise = %g, fder2 = %g, hopt = %g\n",(double)f,(double)*fnoise,(double)fder2,(double)*hopt)); /* For now, compute h **each** MV Mult!! */ /* PetscCall(PetscOptionsHasName(NULL,"-matrix_free_jorge_each_mvp",&flg)); if (!flg) { Mat mat; PetscCall(SNESGetJacobian(snes,&mat,NULL,NULL)); PetscCall(SNESDefaultMatrixFreeSetParameters2(mat,PETSC_DEFAULT,PETSC_DEFAULT,*hopt)); } */ fcount = neP->function_count - fcount; PetscCall(PetscInfo(snes,"fct_now = %" PetscInt_FMT ", fct_cum = %" PetscInt_FMT ", rerrf=%g, sqrt(noise)=%g, h_more=%g\n",fcount,neP->function_count,(double)rerrf,(double)PetscSqrtReal(*fnoise),(double)*hopt)); PetscCall(PetscOptionsGetBool(NULL,NULL,"-noise_test",&noise_test,NULL)); if (noise_test) { PetscCall(JacMatMultCompare(snes,x,p,*hopt)); } PetscFunctionReturn(0); } PetscErrorCode JacMatMultCompare(SNES snes,Vec x,Vec p,double hopt) { Vec yy1, yy2; /* work vectors */ PetscViewer view2; /* viewer */ Mat J; /* analytic Jacobian (set as preconditioner matrix) */ Mat Jmf; /* matrix-free Jacobian (set as true system matrix) */ double h; /* differencing parameter */ Vec f; PetscScalar alpha; PetscReal yy1n,yy2n,enorm; PetscInt i; PetscBool printv = PETSC_FALSE; char filename[32]; MPI_Comm comm; PetscFunctionBegin; PetscCall(PetscObjectGetComm((PetscObject)snes,&comm)); /* Compute function and analytic Jacobian at x */ PetscCall(SNESGetJacobian(snes,&Jmf,&J,NULL,NULL)); PetscCall(SNESComputeJacobian(snes,x,Jmf,J)); PetscCall(SNESGetFunction(snes,&f,NULL,NULL)); PetscCall(SNESComputeFunction(snes,x,f)); /* Duplicate work vectors */ PetscCall(VecDuplicate(x,&yy2)); PetscCall(VecDuplicate(x,&yy1)); /* Compute true matrix-vector product */ PetscCall(MatMult(J,p,yy1)); PetscCall(VecNorm(yy1,NORM_2,&yy1n)); /* View product vector if desired */ PetscCall(PetscOptionsGetBool(NULL,NULL,"-print_vecs",&printv,NULL)); if (printv) { PetscCall(PetscViewerASCIIOpen(comm,"y1.out",&view2)); PetscCall(PetscViewerPushFormat(view2,PETSC_VIEWER_ASCII_COMMON)); PetscCall(VecView(yy1,view2)); PetscCall(PetscViewerPopFormat(view2)); PetscCall(PetscViewerDestroy(&view2)); } /* Test Jacobian-vector product computation */ alpha = -1.0; h = 0.01 * hopt; for (i=0; i<5; i++) { /* Set differencing parameter for matrix-free multiplication */ PetscCall(SNESDefaultMatrixFreeSetParameters2(Jmf,PETSC_DEFAULT,PETSC_DEFAULT,h)); /* Compute matrix-vector product via differencing approximation */ PetscCall(MatMult(Jmf,p,yy2)); PetscCall(VecNorm(yy2,NORM_2,&yy2n)); /* View product vector if desired */ if (printv) { sprintf(filename,"y2.%d.out",(int)i); PetscCall(PetscViewerASCIIOpen(comm,filename,&view2)); PetscCall(PetscViewerPushFormat(view2,PETSC_VIEWER_ASCII_COMMON)); PetscCall(VecView(yy2,view2)); PetscCall(PetscViewerPopFormat(view2)); PetscCall(PetscViewerDestroy(&view2)); } /* Compute relative error */ PetscCall(VecAXPY(yy2,alpha,yy1)); PetscCall(VecNorm(yy2,NORM_2,&enorm)); enorm = enorm/yy1n; PetscCall(PetscFPrintf(comm,stdout,"h = %g: relative error = %g\n",(double)h,(double)enorm)); h *= 10.0; } PetscFunctionReturn(0); } static PetscInt lin_its_total = 0; PetscErrorCode SNESNoiseMonitor(SNES snes,PetscInt its,double fnorm,void *dummy) { PetscInt lin_its; PetscFunctionBegin; PetscCall(SNESGetLinearSolveIterations(snes,&lin_its)); lin_its_total += lin_its; PetscCall(PetscPrintf(PetscObjectComm((PetscObject)snes), "iter = %" PetscInt_FMT ", SNES Function norm = %g, lin_its = %" PetscInt_FMT ", total_lin_its = %" PetscInt_FMT "\n",its,(double)fnorm,lin_its,lin_its_total)); PetscCall(SNESUnSetMatrixFreeParameter(snes)); PetscFunctionReturn(0); }