#ifdef PETSC_RCS_HEADER static char vcid[] = "$Id: snesmfj.c,v 1.70 1998/10/31 23:40:15 bsmith Exp bsmith $"; #endif #include "src/snes/snesimpl.h" /*I "snes.h" I*/ #include "pinclude/pviewer.h" #include typedef struct { /* default context for matrix-free SNES */ SNES snes; /* SNES context */ Vec w; /* work vector */ PCNullSpace sp; /* null space context */ double error_rel; /* square root of relative error in computing function */ double umin; /* minimum allowable u'a value relative to |u|_1 */ Scalar currenth; /* last differencing parameter used */ Scalar *historyh; /* history of h */ int ncurrenth,maxcurrenth; } MFCtx_Private; #undef __FUNC__ #define __FUNC__ "SNESMatrixFreeDestroy_Private" int SNESMatrixFreeDestroy_Private(Mat mat) { int ierr; MFCtx_Private *ctx; PetscFunctionBegin; ierr = MatShellGetContext(mat,(void **)&ctx);CHKERRQ(ierr); ierr = VecDestroy(ctx->w); CHKERRQ(ierr); if (ctx->sp) {ierr = PCNullSpaceDestroy(ctx->sp);CHKERRQ(ierr);} PetscFree(ctx); PetscFunctionReturn(0); } #undef __FUNC__ #define __FUNC__ "SNESMatrixFreeView_Private" /* SNESMatrixFreeView_Private - Views matrix-free parameters. */ int SNESMatrixFreeView_Private(Mat J,Viewer viewer) { int ierr; MFCtx_Private *ctx; MPI_Comm comm; FILE *fd; ViewerType vtype; PetscFunctionBegin; PetscObjectGetComm((PetscObject)J,&comm); ierr = MatShellGetContext(J,(void **)&ctx); CHKERRQ(ierr); ierr = ViewerGetType(viewer,&vtype); CHKERRQ(ierr); ierr = ViewerASCIIGetPointer(viewer,&fd); CHKERRQ(ierr); if (vtype == ASCII_FILE_VIEWER || vtype == ASCII_FILES_VIEWER) { PetscFPrintf(comm,fd," SNES matrix-free approximation:\n"); PetscFPrintf(comm,fd," err=%g (relative error in function evaluation)\n",ctx->error_rel); PetscFPrintf(comm,fd," umin=%g (minimum iterate parameter)\n",ctx->umin); } else { SETERRQ(1,1,"Viewer type not supported for this object"); } PetscFunctionReturn(0); } extern int VecDot_Seq(Vec,Vec,Scalar *); extern int VecNorm_Seq(Vec,NormType,double *); #undef __FUNC__ #define __FUNC__ "SNESMatrixFreeMult_Private" /* SNESMatrixFreeMult_Private - Default matrix-free form for Jacobian-vector product, y = F'(u)*a: y = ( F(u + ha) - F(u) ) /h, where F = nonlinear function, as set by SNESSetFunction() u = current iterate h = difference interval */ int SNESMatrixFreeMult_Private(Mat mat,Vec a,Vec y) { MFCtx_Private *ctx; SNES snes; double ovalues[3],norm, sum, umin; Scalar h, dot, mone = -1.0; Vec w,U,F; int ierr, (*eval_fct)(SNES,Vec,Vec); MPI_Comm comm; #if !defined(USE_PETSC_COMPLEX) double values[3]; #endif PetscFunctionBegin; PLogEventBegin(MAT_MatrixFreeMult,a,y,0,0); PetscObjectGetComm((PetscObject)mat,&comm); ierr = MatShellGetContext(mat,(void **)&ctx); CHKERRQ(ierr); snes = ctx->snes; w = ctx->w; umin = ctx->umin; /* We log matrix-free matrix-vector products separately, so that we can separate the performance monitoring from the cases that use conventional storage. We may eventually modify event logging to associate events with particular objects, hence alleviating the more general problem. */ ierr = SNESGetSolution(snes,&U); CHKERRQ(ierr); if (snes->method_class == SNES_NONLINEAR_EQUATIONS) { eval_fct = SNESComputeFunction; ierr = SNESGetFunction(snes,&F); CHKERRQ(ierr); } else if (snes->method_class == SNES_UNCONSTRAINED_MINIMIZATION) { eval_fct = SNESComputeGradient; ierr = SNESGetGradient(snes,&F); CHKERRQ(ierr); } else SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,0,"Invalid method class"); /* Determine a "good" step size, h */ /* ierr = VecDot(U,a,&dot); CHKERRQ(ierr); ierr = VecNorm(a,NORM_1,&sum); CHKERRQ(ierr); ierr = VecNorm(a,NORM_2,&norm); CHKERRQ(ierr); */ /* Call the Seq Vector routines and then do a single reduction to reduce the number of communications required */ #if !defined(USE_PETSC_COMPLEX) PLogEventBegin(VEC_Dot,U,a,0,0); ierr = VecDot_Seq(U,a,ovalues); CHKERRQ(ierr); PLogEventEnd(VEC_Dot,U,a,0,0); PLogEventBegin(VEC_Norm,a,0,0,0); ierr = VecNorm_Seq(a,NORM_1,ovalues+1); CHKERRQ(ierr); ierr = VecNorm_Seq(a,NORM_2,ovalues+2); CHKERRQ(ierr); ovalues[2] = ovalues[2]*ovalues[2]; PLogEventBarrierBegin(VEC_NormBarrier,0,0,0,0,comm); ierr = MPI_Allreduce(ovalues,values,3,MPI_DOUBLE,MPI_SUM,comm );CHKERRQ(ierr); PLogEventBarrierEnd(VEC_NormBarrier,0,0,0,0,comm); dot = values[0]; sum = values[1]; norm = sqrt(values[2]); PLogEventEnd(VEC_Norm,a,0,0,0); #else { Scalar cvalues[3],covalues[3]; PLogEventBegin(VEC_Dot,U,a,0,0); ierr = VecDot_Seq(U,a,covalues); CHKERRQ(ierr); PLogEventEnd(VEC_Dot,U,a,0,0); PLogEventBegin(VEC_Norm,a,0,0,0); ierr = VecNorm_Seq(a,NORM_1,ovalues+1); CHKERRQ(ierr); ierr = VecNorm_Seq(a,NORM_2,ovalues+2); CHKERRQ(ierr); covalues[1] = ovalues[1]; covalues[2] = ovalues[2]*ovalues[2]; PLogEventBarrierBegin(VEC_NormBarrier,0,0,0,0,comm); ierr = MPI_Allreduce(covalues,cvalues,6,MPI_DOUBLE,MPI_SUM,comm);CHKERRQ(ierr); PLogEventBarrierBegin(VEC_NormBarrier,0,0,0,0,comm); dot = cvalues[0]; sum = PetscReal(cvalues[1]); norm = sqrt(PetscReal(cvalues[2])); PLogEventEnd(VEC_Norm,a,0,0,0); } #endif /* Safeguard for step sizes too small */ if (sum == 0.0) {dot = 1.0; norm = 1.0;} #if defined(USE_PETSC_COMPLEX) else if (PetscAbsScalar(dot) < umin*sum && PetscReal(dot) >= 0.0) dot = umin*sum; else if (PetscAbsScalar(dot) < 0.0 && PetscReal(dot) > -umin*sum) dot = -umin*sum; #else else if (dot < umin*sum && dot >= 0.0) dot = umin*sum; else if (dot < 0.0 && dot > -umin*sum) dot = -umin*sum; #endif h = ctx->error_rel*dot/(norm*norm); /* keep a record of the current differencing parameter h */ ctx->currenth = h; #if defined(USE_PETSC_COMPLEX) PLogInfo(mat,"Current differencing parameter: %g + %g i\n",PetscReal(h),PetscImaginary(h)); #else PLogInfo(mat,"Current differencing parameter: %g\n",h); #endif if (ctx->historyh && ctx->ncurrenth < ctx->maxcurrenth) { ctx->historyh[ctx->ncurrenth++] = h; } /* Evaluate function at F(u + ha) */ ierr = VecWAXPY(&h,a,U,w); CHKERRQ(ierr); ierr = eval_fct(snes,w,y); CHKERRQ(ierr); ierr = VecAXPY(&mone,F,y); CHKERRQ(ierr); h = 1.0/h; ierr = VecScale(&h,y); CHKERRQ(ierr); if (ctx->sp) {ierr = PCNullSpaceRemove(ctx->sp,y); CHKERRQ(ierr);} PLogEventEnd(MAT_MatrixFreeMult,a,y,0,0); PetscFunctionReturn(0); } #undef __FUNC__ #define __FUNC__ "SNESDefaultMatrixFreeCreate" /*@C SNESDefaultMatrixFreeCreate - Creates a matrix-free matrix context for use with a SNES solver. This matrix can be used as the Jacobian argument for the routine SNESSetJacobian(). Collective on SNES and Vec Input Parameters: + snes - the SNES context - x - vector where SNES solution is to be stored. Output Parameter: . J - the matrix-free matrix Notes: The matrix-free matrix context merely contains the function pointers and work space for performing finite difference approximations of Jacobian-vector products, J(u)*a, via .vb J(u)*a = [J(u+h*a) - J(u)]/h where h = error_rel*u'a/||a||^2 if |u'a| > umin*||a||_{1} = error_rel*umin*sign(u'a)*||a||_{1}/||a||^2 otherwise where error_rel = square root of relative error in function evaluation umin = minimum iterate parameter .ve The user can set these parameters via SNESDefaultMatrixFreeSetParameters(). See the nonlinear solvers chapter of the users manual for details. The user should call MatDestroy() when finished with the matrix-free matrix context. Options Database Keys: + -snes_mf_err - Sets error_rel . -snes_mf_unim - Sets umin - -snes_mf_ksp_monitor - KSP monitor routine that prints differencing h .keywords: SNES, default, matrix-free, create, matrix .seealso: MatDestroy(), SNESDefaultMatrixFreeSetParameters(), SNESDefaultMatrixFreeSetHHistory(), SNESDefaultMatrixFreeResetHHistory(), SNESDefaultMatrixFreeGetH(),SNESDefaultMatrixFreeKSPMonitor() @*/ int SNESDefaultMatrixFreeCreate(SNES snes,Vec x, Mat *J) { MPI_Comm comm; MFCtx_Private *mfctx; int n, nloc, ierr, flg; char p[64]; PetscFunctionBegin; mfctx = (MFCtx_Private *) PetscMalloc(sizeof(MFCtx_Private)); CHKPTRQ(mfctx); PLogObjectMemory(snes,sizeof(MFCtx_Private)); mfctx->sp = 0; mfctx->snes = snes; mfctx->error_rel = 1.e-8; /* assumes double precision */ mfctx->umin = 1.e-6; mfctx->currenth = 0.0; mfctx->historyh = PETSC_NULL; mfctx->ncurrenth = 0; mfctx->maxcurrenth = 0; ierr = OptionsGetDouble(snes->prefix,"-snes_mf_err",&mfctx->error_rel,&flg); CHKERRQ(ierr); ierr = OptionsGetDouble(snes->prefix,"-snes_mf_umin",&mfctx->umin,&flg); CHKERRQ(ierr); ierr = OptionsHasName(PETSC_NULL,"-help",&flg); CHKERRQ(ierr); PetscStrcpy(p,"-"); if (snes->prefix) PetscStrcat(p,snes->prefix); if (flg) { (*PetscHelpPrintf)(snes->comm," %ssnes_mf_err : set sqrt rel error in function (default %g)\n",p,mfctx->error_rel); (*PetscHelpPrintf)(snes->comm," %ssnes_mf_umin see users manual (default %g)\n",p,mfctx->umin); } ierr = VecDuplicate(x,&mfctx->w); CHKERRQ(ierr); ierr = PetscObjectGetComm((PetscObject)x,&comm); CHKERRQ(ierr); ierr = VecGetSize(x,&n); CHKERRQ(ierr); ierr = VecGetLocalSize(x,&nloc); CHKERRQ(ierr); ierr = MatCreateShell(comm,nloc,n,n,n,mfctx,J); CHKERRQ(ierr); ierr = MatShellSetOperation(*J,MATOP_MULT,(void*)SNESMatrixFreeMult_Private);CHKERRQ(ierr); ierr = MatShellSetOperation(*J,MATOP_DESTROY,(void *)SNESMatrixFreeDestroy_Private);CHKERRQ(ierr); ierr = MatShellSetOperation(*J,MATOP_VIEW,(void *)SNESMatrixFreeView_Private); CHKERRQ(ierr); PLogObjectParent(*J,mfctx->w); PLogObjectParent(snes,*J); PetscFunctionReturn(0); } #undef __FUNC__ #define __FUNC__ "SNESDefaultMatrixFreeGetH" /*@ SNESDefaultMatrixFreeGetH - Gets the last h that was used as the differencing parameter. Not Collective Input Parameters: . mat - the matrix obtained with SNESDefaultMatrixFreeCreate() Output Paramter: . h - the differencing step size .keywords: SNES, matrix-free, parameters .seealso: SNESDefaultMatrixFreeCreate(),SNESDefaultMatrixFreeSetHHistory(), SNESDefaultMatrixFreeResetHHistory(),SNESDefaultMatrixFreeKSPMonitor() @*/ int SNESDefaultMatrixFreeGetH(Mat mat,Scalar *h) { MFCtx_Private *ctx; int ierr; PetscFunctionBegin; ierr = MatShellGetContext(mat,(void **)&ctx); CHKERRQ(ierr); if (ctx) { *h = ctx->currenth; } PetscFunctionReturn(0); } #undef __FUNC__ #define __FUNC__ "SNESDefaultMatrixFreeKSPMonitor" /* SNESDefaultMatrixFreeKSPMonitor - A KSP monitor for use with the default PETSc SNES matrix free routines. Prints the h differencing parameter used at each timestep. */ int SNESDefaultMatrixFreeKSPMonitor(KSP ksp,int n,double rnorm,void *dummy) { PC pc; MFCtx_Private *ctx; int ierr; Mat mat; MPI_Comm comm; PetscTruth nonzeroinitialguess; PetscFunctionBegin; ierr = PetscObjectGetComm((PetscObject)ksp,&comm);CHKERRQ(ierr); ierr = KSPGetPC(ksp,&pc); CHKERRQ(ierr); ierr = KSPGetInitialGuessNonzero(ksp,&nonzeroinitialguess);CHKERRQ(ierr); ierr = PCGetOperators(pc,&mat,PETSC_NULL,PETSC_NULL); CHKERRQ(ierr); ierr = MatShellGetContext(mat,(void **)&ctx); CHKERRQ(ierr); if (n > 0 || nonzeroinitialguess) { #if defined(USE_PETSC_COMPLEX) PetscPrintf(comm,"%d KSP Residual norm %14.12e h %g + %g i\n",n,rnorm, PetscReal(ctx->currenth),PetscImaginary(ctx->currenth)); #else PetscPrintf(comm,"%d KSP Residual norm %14.12e h %g \n",n,rnorm,ctx->currenth); #endif } else { PetscPrintf(comm,"%d KSP Residual norm %14.12e\n",n,rnorm); } PetscFunctionReturn(0); } #undef __FUNC__ #define __FUNC__ "SNESDefaultMatrixFreeSetParameters" /*@ SNESDefaultMatrixFreeSetParameters - Sets the parameters for the approximation of matrix-vector products using finite differences. Collective on Mat Input Parameters: + mat - the matrix free matrix created via SNESDefaultMatrixFreeCreate() . error_rel - relative error (should be set to the square root of the relative error in the function evaluations) - umin - minimum allowable u-value Notes: The default matrix-free matrix-vector product routine computes .vb J(u)*a = [J(u+h*a) - J(u)]/h where h = error_rel*u'a/||a||^2 if |u'a| > umin*||a||_{1} = error_rel*umin*sign(u'a)*||a||_{1}/||a||^2 else .ve Options Database Keys: + -snes_mf_err - Sets error_rel - -snes_mf_unim - Sets umin .keywords: SNES, matrix-free, parameters .seealso: SNESDefaultMatrixFreeCreate(),SNESDefaultMatrixFreeGetH(), SNESDefaultMatrixFreeSetHHistory(), SNESDefaultMatrixFreeResetHHistory(), SNESDefaultMatrixFreeKSPMonitor() @*/ int SNESDefaultMatrixFreeSetParameters(Mat mat,double error,double umin) { MFCtx_Private *ctx; int ierr; PetscFunctionBegin; ierr = MatShellGetContext(mat,(void **)&ctx); CHKERRQ(ierr); if (ctx) { if (error != PETSC_DEFAULT) ctx->error_rel = error; if (umin != PETSC_DEFAULT) ctx->umin = umin; } PetscFunctionReturn(0); } #undef __FUNC__ #define __FUNC__ "SNESDefaultMatrixFreeAddNullSpace" /*@ SNESDefaultMatrixFreeAddNullSpace - Provides a null space that an operator is supposed to have. Since roundoff will create a small component in the null space, if you know the null space you may have it automatically removed. Collective on Mat Input Parameters: + J - the matrix-free matrix context . has_cnst - PETSC_TRUE or PETSC_FALSE, indicating if null space has constants . n - number of vectors (excluding constant vector) in null space - vecs - the vectors that span the null space (excluding the constant vector); these vectors must be orthonormal .keywords: SNES, matrix-free, null space .seealso: SNESDefaultMatrixFreeGetH(), SNESDefaultMatrixFreeCreate(), SNESDefaultMatrixFreeSetHHistory(), SNESDefaultMatrixFreeResetHHistory(), SNESDefaultMatrixFreeKSPMonitor(), SNESDefaultMatrixFreeSetParameters() @*/ int SNESDefaultMatrixFreeAddNullSpace(Mat J,int has_cnst,int n,Vec *vecs) { int ierr; MFCtx_Private *ctx; MPI_Comm comm; PetscFunctionBegin; PetscObjectGetComm((PetscObject)J,&comm); ierr = MatShellGetContext(J,(void **)&ctx); CHKERRQ(ierr); /* no context indicates that it is not the "matrix free" matrix type */ if (!ctx) PetscFunctionReturn(0); ierr = PCNullSpaceCreate(comm,has_cnst,n,vecs,&ctx->sp); CHKERRQ(ierr); PetscFunctionReturn(0); } #undef __FUNC__ #define __FUNC__ "SNESDefaultMatrixFreeSetHHistory" /*@ SNESDefaultMatrixFreeSetHHistory - Sets an array to collect a history of the differencing values h computed for the matrix free product Collective on Mat Input Parameters: + J - the matrix-free matrix context . histroy - space to hold the h history - nhistory - number of entries in history, if more h are generated than nhistory the later ones are discarded Notes: Use SNESDefaultMatrixFreeResetHHistory() to reset the history counter and collect a new batch of h. .keywords: SNES, matrix-free, h history, differencing history .seealso: SNESDefaultMatrixFreeGetH(), SNESDefaultMatrixFreeCreate(), SNESDefaultMatrixFreeResetHHistory(), SNESDefaultMatrixFreeKSPMonitor(), SNESDefaultMatrixFreeSetParameters() @*/ int SNESDefaultMatrixFreeSetHHistory(Mat J,Scalar *history,int nhistory) { int ierr; MFCtx_Private *ctx; PetscFunctionBegin; ierr = MatShellGetContext(J,(void **)&ctx); CHKERRQ(ierr); /* no context indicates that it is not the "matrix free" matrix type */ if (!ctx) PetscFunctionReturn(0); ctx->historyh = history; ctx->maxcurrenth = nhistory; ctx->currenth = 0; PetscFunctionReturn(0); } /*@ SNESDefaultMatrixFreeResetHHistory - Resets the counter to zero to begin collecting a new set of differencing histories. Collective on Mat Input Parameters: . J - the matrix-free matrix context Notes: Use SNESDefaultMatrixFreeSetHHistory() to create the original history counter .keywords: SNES, matrix-free, h history, differencing history .seealso: SNESDefaultMatrixFreeGetH(), SNESDefaultMatrixFreeCreate(), SNESDefaultMatrixFreeSetHHistory(), SNESDefaultMatrixFreeKSPMonitor(), SNESDefaultMatrixFreeSetParameters() @*/ int SNESDefaultMatrixFreeResetHHistory(Mat J) { int ierr; MFCtx_Private *ctx; PetscFunctionBegin; ierr = MatShellGetContext(J,(void **)&ctx); CHKERRQ(ierr); /* no context indicates that it is not the "matrix free" matrix type */ if (!ctx) PetscFunctionReturn(0); ctx->currenth = 0; PetscFunctionReturn(0); }