xref: /petsc/include/petscsnes.h (revision b271bb04eaec0d477b629c8be871cf42cb4980f5)

/*
    User interface for the nonlinear solvers package.
*/
#if !defined(__PETSCSNES_H)
#define __PETSCSNES_H
#include "petscksp.h"
PETSC_EXTERN_CXX_BEGIN

/*S
     SNES - Abstract PETSc object that manages all nonlinear solves

   Level: beginner

  Concepts: nonlinear solvers

.seealso:  SNESCreate(), SNESSetType(), SNESType, TS, KSP, KSP, PC
S*/
typedef struct _p_SNES* SNES;

/*E
    SNESType - String with the name of a PETSc SNES method or the creation function
       with an optional dynamic library name, for example
       http://www.mcs.anl.gov/petsc/lib.a:mysnescreate()

   Level: beginner

.seealso: SNESSetType(), SNES
E*/
#define SNESType char*
#define SNESLS   "ls"
#define SNESTR   "tr"
#define SNESTEST "test"

/* Logging support */
extern PetscCookie PETSCSNES_DLLEXPORT SNES_COOKIE;

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESInitializePackage(const char[]);

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESCreate(MPI_Comm,SNES*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDestroy(SNES);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetType(SNES,const SNESType);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorSet(SNES,PetscErrorCode(*)(SNES,PetscInt,PetscReal,void*),void *,PetscErrorCode (*)(void*));
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorCancel(SNES);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetConvergenceHistory(SNES,PetscReal[],PetscInt[],PetscInt,PetscTruth);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetConvergenceHistory(SNES,PetscReal*[],PetscInt *[],PetscInt *);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetUp(SNES);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSolve(SNES,Vec,Vec);

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESAddOptionsChecker(PetscErrorCode (*)(SNES));

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetUpdate(SNES, PetscErrorCode (*)(SNES, PetscInt));
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultUpdate(SNES, PetscInt);

extern PetscFList SNESList;
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESRegisterDestroy(void);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESRegisterAll(const char[]);

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESRegister(const char[],const char[],const char[],PetscErrorCode (*)(SNES));

/*MC
   SNESRegisterDynamic - Adds a method to the nonlinear solver package.

   Synopsis:
   PetscErrorCode SNESRegisterDynamic(char *name_solver,char *path,char *name_create,PetscErrorCode (*routine_create)(SNES))

   Not collective

   Input Parameters:
+  name_solver - name of a new user-defined solver
.  path - path (either absolute or relative) the library containing this solver
.  name_create - name of routine to create method context
-  routine_create - routine to create method context

   Notes:
   SNESRegisterDynamic() may be called multiple times to add several user-defined solvers.

   If dynamic libraries are used, then the fourth input argument (routine_create)
   is ignored.

   Environmental variables such as ${PETSC_ARCH}, ${PETSC_DIR}, ${PETSC_LIB_DIR},
   and others of the form ${any_environmental_variable} occuring in pathname will be
   replaced with appropriate values.

   Sample usage:
.vb
   SNESRegisterDynamic("my_solver",/home/username/my_lib/lib/libg/solaris/mylib.a,
                "MySolverCreate",MySolverCreate);
.ve

   Then, your solver can be chosen with the procedural interface via
$     SNESSetType(snes,"my_solver")
   or at runtime via the option
$     -snes_type my_solver

   Level: advanced

    Note: If your function is not being put into a shared library then use SNESRegister() instead

.keywords: SNES, nonlinear, register

.seealso: SNESRegisterAll(), SNESRegisterDestroy()
M*/
#if defined(PETSC_USE_DYNAMIC_LIBRARIES)
#define SNESRegisterDynamic(a,b,c,d) SNESRegister(a,b,c,0)
#else
#define SNESRegisterDynamic(a,b,c,d) SNESRegister(a,b,c,d)
#endif

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetKSP(SNES,KSP*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetKSP(SNES,KSP);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetSolution(SNES,Vec*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetSolutionUpdate(SNES,Vec*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetFunction(SNES,Vec*,PetscErrorCode(**)(SNES,Vec,Vec,void*),void**);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESView(SNES,PetscViewer);

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetOptionsPrefix(SNES,const char[]);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESAppendOptionsPrefix(SNES,const char[]);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetOptionsPrefix(SNES,const char*[]);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetFromOptions(SNES);

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT MatCreateSNESMF(SNES,Mat*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT MatMFFDComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*,void*);

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT MatDAADSetSNES(Mat,SNES);

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetType(SNES,const SNESType*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorDefault(SNES,PetscInt,PetscReal,void *);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorRange(SNES,PetscInt,PetscReal,void *);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorRatio(SNES,PetscInt,PetscReal,void *);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorSetRatio(SNES,PetscViewerASCIIMonitor);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorSolution(SNES,PetscInt,PetscReal,void *);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorResidual(SNES,PetscInt,PetscReal,void *);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorSolutionUpdate(SNES,PetscInt,PetscReal,void *);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorDefaultShort(SNES,PetscInt,PetscReal,void *);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetTolerances(SNES,PetscReal,PetscReal,PetscReal,PetscInt,PetscInt);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetTolerances(SNES,PetscReal*,PetscReal*,PetscReal*,PetscInt*,PetscInt*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetTrustRegionTolerance(SNES,PetscReal);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetFunctionNorm(SNES,PetscReal*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetIterationNumber(SNES,PetscInt*);

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetNonlinearStepFailures(SNES,PetscInt*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetMaxNonlinearStepFailures(SNES,PetscInt);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetMaxNonlinearStepFailures(SNES,PetscInt*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetNumberFunctionEvals(SNES,PetscInt*);

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetLagPreconditioner(SNES,PetscInt);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetLagPreconditioner(SNES,PetscInt*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetLagJacobian(SNES,PetscInt);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetLagJacobian(SNES,PetscInt*);

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetLinearSolveIterations(SNES,PetscInt*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetLinearSolveFailures(SNES,PetscInt*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetMaxLinearSolveFailures(SNES,PetscInt);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetMaxLinearSolveFailures(SNES,PetscInt*);

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESKSPSetUseEW(SNES,PetscTruth);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESKSPGetUseEW(SNES,PetscTruth*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESKSPSetParametersEW(SNES,PetscInt,PetscReal,PetscReal,PetscReal,PetscReal,PetscReal,PetscReal);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESKSPGetParametersEW(SNES,PetscInt*,PetscReal*,PetscReal*,PetscReal*,PetscReal*,PetscReal*,PetscReal*);

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorLGCreate(const char[],const char[],int,int,int,int,PetscDrawLG*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorLG(SNES,PetscInt,PetscReal,void*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorLGDestroy(PetscDrawLG);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorLGRangeCreate(const char[],const char[],int,int,int,int,PetscDrawLG*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorLGRange(SNES,PetscInt,PetscReal,void*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorLGRangeDestroy(PetscDrawLG);

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetApplicationContext(SNES,void *);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetApplicationContext(SNES,void **);

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetFunctionDomainError(SNES);
/*E
    SNESConvergedReason - reason a SNES method was said to
         have converged or diverged

   Level: beginner

   The two most common reasons for divergence are
$   1) an incorrectly coded or computed Jacobian or
$   2) failure or lack of convergence in the linear system (in this case we recommend
$      testing with -pc_type lu to eliminate the linear solver as the cause of the problem).

   Diverged Reasons:
.    SNES_DIVERGED_LOCAL_MIN - this can only occur when using the line-search variant of SNES.
       The line search wants to minimize Q(alpha) = 1/2 || F(x + alpha s) ||^2_2  this occurs
       at Q'(alpha) = s^T F'(x+alpha s)^T F(x+alpha s) = 0. If s is the Newton direction - F'(x)^(-1)F(x) then
       you get Q'(alpha) = -F(x)^T F'(x)^(-1)^T F'(x+alpha s)F(x+alpha s); when alpha = 0
       Q'(0) = - ||F(x)||^2_2 which is always NEGATIVE if F'(x) is invertible. This means the Newton
       direction is a descent direction and the line search should succeed if alpha is small enough.

       If F'(x) is NOT invertible AND F'(x)^T F(x) = 0 then Q'(0) = 0 and the Newton direction
       is NOT a descent direction so the line search will fail. All one can do at this point
       is change the initial guess and try again.

       An alternative explanation: Newton's method can be regarded as replacing the function with
       its linear approximation and minimizing the 2-norm of that. That is F(x+s) approx F(x) + F'(x)s
       so we minimize || F(x) + F'(x) s ||^2_2; do this using Least Squares. If F'(x) is invertible then
       s = - F'(x)^(-1)F(x) otherwise F'(x)^T F'(x) s = -F'(x)^T F(x). If F'(x)^T F(x) is NOT zero then there
       exists a nontrival (that is F'(x)s != 0) solution to the equation and this direction is
       s = - [F'(x)^T F'(x)]^(-1) F'(x)^T F(x) so Q'(0) = - F(x)^T F'(x) [F'(x)^T F'(x)]^(-T) F'(x)^T F(x)
       = - (F'(x)^T F(x)) [F'(x)^T F'(x)]^(-T) (F'(x)^T F(x)). Since we are assuming (F'(x)^T F(x)) != 0
       and F'(x)^T F'(x) has no negative eigenvalues Q'(0) < 0 so s is a descent direction and the line
       search should succeed for small enough alpha.

       Note that this RARELY happens in practice. Far more likely the linear system is not being solved
       (well enough?) or the Jacobian is wrong.

   SNES_DIVERGED_MAX_IT means that the solver reached the maximum number of iterations without satisfying any
   convergence criteria. SNES_CONVERGED_ITS means that SNESSkipConverged() was chosen as the convergence test;
   thus the usual convergence criteria have not been checked and may or may not be satisfied.

   Developer Notes: this must match finclude/petscsnes.h

       The string versions of these are in SNESConvergedReason, if you change any value here you must
     also adjust that array.

.seealso: SNESSolve(), SNESGetConvergedReason(), KSPConvergedReason, SNESSetConvergenceTest()
E*/
typedef enum {/* converged */
              SNES_CONVERGED_FNORM_ABS         =  2, /* ||F|| < atol */
              SNES_CONVERGED_FNORM_RELATIVE    =  3, /* ||F|| < rtol*||F_initial|| */
              SNES_CONVERGED_PNORM_RELATIVE    =  4, /* Newton computed step size small; || delta x || < tol */
              SNES_CONVERGED_ITS               =  5, /* maximum iterations reached */
              SNES_CONVERGED_TR_DELTA          =  7,
              /* diverged */
              SNES_DIVERGED_FUNCTION_DOMAIN    = -1,
              SNES_DIVERGED_FUNCTION_COUNT     = -2,
              SNES_DIVERGED_LINEAR_SOLVE       = -3,
              SNES_DIVERGED_FNORM_NAN          = -4,
              SNES_DIVERGED_MAX_IT             = -5,
              SNES_DIVERGED_LS_FAILURE         = -6,
              SNES_DIVERGED_LOCAL_MIN          = -8,  /* || J^T b || is small, implies converged to local minimum of F() */
              SNES_CONVERGED_ITERATING         =  0} SNESConvergedReason;
extern const char **SNESConvergedReasons;

/*MC
     SNES_CONVERGED_FNORM_ABS - 2-norm(F) <= abstol

   Level: beginner

.seealso:  SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances()

M*/

/*MC
     SNES_CONVERGED_FNORM_RELATIVE - 2-norm(F) <= rtol*2-norm(F(x_0)) where x_0 is the initial guess

   Level: beginner

.seealso:  SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances()

M*/

/*MC
     SNES_CONVERGED_PNORM_RELATIVE - The 2-norm of the last step <= xtol * 2-norm(x) where x is the current
          solution and xtol is the 4th argument to SNESSetTolerances()

   Level: beginner

.seealso:  SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances()

M*/

/*MC
     SNES_DIVERGED_FUNCTION_COUNT - The user provided function has been called more times then the final
         argument to SNESSetTolerances()

   Level: beginner

.seealso:  SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances()

M*/

/*MC
     SNES_DIVERGED_FNORM_NAN - the 2-norm of the current function evaluation is not-a-number (NaN), this
      is usually caused by a division of 0 by 0.

   Level: beginner

.seealso:  SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances()

M*/

/*MC
     SNES_DIVERGED_MAX_IT - SNESSolve() has reached the maximum number of iterations requested

   Level: beginner

.seealso:  SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances()

M*/

/*MC
     SNES_DIVERGED_LS_FAILURE - The line search has failed. This only occurs for a SNESType of SNESLS

   Level: beginner

.seealso:  SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances()

M*/

/*MC
     SNES_DIVERGED_LOCAL_MIN - the algorithm seems to have stagnated at a local minimum that is not zero

   Level: beginner

.seealso:  SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances()

M*/

/*MC
     SNES_CONERGED_ITERATING - this only occurs if SNESGetConvergedReason() is called during the SNESSolve()

   Level: beginner

.seealso:  SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances()

M*/

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetConvergenceTest(SNES,PetscErrorCode (*)(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*),void*,PetscErrorCode (*)(void*));
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultConverged(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSkipConverged(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetConvergedReason(SNES,SNESConvergedReason*);

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDAFormFunction(SNES,Vec,Vec,void*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDAComputeJacobianWithAdic(SNES,Vec,Mat*,Mat*,MatStructure*,void*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDAComputeJacobianWithAdifor(SNES,Vec,Mat*,Mat*,MatStructure*,void*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDAComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*,void*);

/* --------- Solving systems of nonlinear equations --------------- */
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetFunction(SNES,Vec,PetscErrorCode(*)(SNES,Vec,Vec,void*),void *);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESComputeFunction(SNES,Vec,Vec);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetJacobian(SNES,Mat,Mat,PetscErrorCode(*)(SNES,Vec,Mat*,Mat*,MatStructure*,void*),void *);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetJacobian(SNES,Mat*,Mat*,PetscErrorCode(**)(SNES,Vec,Mat*,Mat*,MatStructure*,void*),void **);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*,void*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultComputeJacobianColor(SNES,Vec,Mat*,Mat*,MatStructure*,void*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetRhs(SNES,Vec*);

/* --------- Routines specifically for line search methods --------------- */
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet(SNES,PetscErrorCode(*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNo(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscTruth*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNoNorms(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscTruth*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchCubic(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscTruth*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchQuadratic(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscTruth*);

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck(SNES,PetscErrorCode(*)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck(SNES,PetscErrorCode(*)(SNES,Vec,Vec,void*,PetscTruth*),void*);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetParams(SNES,PetscReal,PetscReal);
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchGetParams(SNES,PetscReal*,PetscReal*);

EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESTestLocalMin(SNES);

/* Should this routine be private? */
EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*);

PETSC_EXTERN_CXX_END
#endif