xref: /petsc/src/snes/impls/ncg/snesncg.c (revision 4f02bc6a7df4e4b03c783003a8e0899ee35fcb05)
10a844d1aSPeter Brune #include <../src/snes/impls/ncg/snesncgimpl.h> /*I "petscsnes.h" I*/
26a6fc655SJed Brown const char *const SNESNCGTypes[] = {"FR","PRP","HS","DY","CD","SNESNCGType","SNES_NCG_",0};
3fef7b6d8SPeter Brune 
4fef7b6d8SPeter Brune #undef __FUNCT__
5fef7b6d8SPeter Brune #define __FUNCT__ "SNESReset_NCG"
6fef7b6d8SPeter Brune PetscErrorCode SNESReset_NCG(SNES snes)
7fef7b6d8SPeter Brune {
8fef7b6d8SPeter Brune   PetscFunctionBegin;
9fef7b6d8SPeter Brune   PetscFunctionReturn(0);
10fef7b6d8SPeter Brune }
11fef7b6d8SPeter Brune 
129105210eSPeter Brune #define SNESLINESEARCHNCGLINEAR "ncglinear"
13bbd5d0b3SPeter Brune 
14fef7b6d8SPeter Brune /*
15fef7b6d8SPeter Brune   SNESDestroy_NCG - Destroys the private SNES_NCG context that was created with SNESCreate_NCG().
16fef7b6d8SPeter Brune 
17fef7b6d8SPeter Brune   Input Parameter:
18fef7b6d8SPeter Brune . snes - the SNES context
19fef7b6d8SPeter Brune 
20fef7b6d8SPeter Brune   Application Interface Routine: SNESDestroy()
21fef7b6d8SPeter Brune */
22fef7b6d8SPeter Brune #undef __FUNCT__
23fef7b6d8SPeter Brune #define __FUNCT__ "SNESDestroy_NCG"
24fef7b6d8SPeter Brune PetscErrorCode SNESDestroy_NCG(SNES snes)
25fef7b6d8SPeter Brune {
26fef7b6d8SPeter Brune   PetscErrorCode ierr;
27fef7b6d8SPeter Brune 
28fef7b6d8SPeter Brune   PetscFunctionBegin;
29fef7b6d8SPeter Brune   ierr = PetscFree(snes->data);CHKERRQ(ierr);
30fef7b6d8SPeter Brune   PetscFunctionReturn(0);
31fef7b6d8SPeter Brune }
32fef7b6d8SPeter Brune 
33fef7b6d8SPeter Brune /*
34fef7b6d8SPeter Brune    SNESSetUp_NCG - Sets up the internal data structures for the later use
35fef7b6d8SPeter Brune    of the SNESNCG nonlinear solver.
36fef7b6d8SPeter Brune 
37fef7b6d8SPeter Brune    Input Parameters:
38fef7b6d8SPeter Brune +  snes - the SNES context
39fef7b6d8SPeter Brune -  x - the solution vector
40fef7b6d8SPeter Brune 
41fef7b6d8SPeter Brune    Application Interface Routine: SNESSetUp()
42fef7b6d8SPeter Brune  */
43bbd5d0b3SPeter Brune 
448cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_NCGLinear(SNESLineSearch);
45bbd5d0b3SPeter Brune 
46fef7b6d8SPeter Brune #undef __FUNCT__
47fef7b6d8SPeter Brune #define __FUNCT__ "SNESSetUp_NCG"
48fef7b6d8SPeter Brune PetscErrorCode SNESSetUp_NCG(SNES snes)
49fef7b6d8SPeter Brune {
50fef7b6d8SPeter Brune   PetscErrorCode ierr;
51fef7b6d8SPeter Brune 
52fef7b6d8SPeter Brune   PetscFunctionBegin;
53fa0ddf94SBarry Smith   ierr = SNESSetWorkVecs(snes,2);CHKERRQ(ierr);
54a71552e2SPeter Brune   if (snes->pcside == PC_RIGHT) SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNESNCG only supports left preconditioning");
556c67d002SPeter Brune   if (snes->functype == SNES_FUNCTION_DEFAULT) snes->functype = SNES_FUNCTION_UNPRECONDITIONED;
56fef7b6d8SPeter Brune   PetscFunctionReturn(0);
57fef7b6d8SPeter Brune }
58fef7b6d8SPeter Brune /*
5905b53524SPeter Brune   SNESSetFromOptions_NCG - Sets various parameters for the SNESNCG method.
60fef7b6d8SPeter Brune 
61fef7b6d8SPeter Brune   Input Parameter:
62fef7b6d8SPeter Brune . snes - the SNES context
63fef7b6d8SPeter Brune 
64fef7b6d8SPeter Brune   Application Interface Routine: SNESSetFromOptions()
65fef7b6d8SPeter Brune */
66fef7b6d8SPeter Brune #undef __FUNCT__
67fef7b6d8SPeter Brune #define __FUNCT__ "SNESSetFromOptions_NCG"
684416b707SBarry Smith static PetscErrorCode SNESSetFromOptions_NCG(PetscOptionItems *PetscOptionsObject,SNES snes)
69fef7b6d8SPeter Brune {
70dfb256c7SPeter Brune   SNES_NCG       *ncg = (SNES_NCG*)snes->data;
71fef7b6d8SPeter Brune   PetscErrorCode ierr;
7294ae4db5SBarry Smith   PetscBool      debug = PETSC_FALSE;
73f1c6b773SPeter Brune   SNESLineSearch linesearch;
74a11d90f7SPeter Brune   SNESNCGType    ncgtype=ncg->type;
75fef7b6d8SPeter Brune 
76fef7b6d8SPeter Brune   PetscFunctionBegin;
77e55864a3SBarry Smith   ierr = PetscOptionsHead(PetscOptionsObject,"SNES NCG options");CHKERRQ(ierr);
780298fd71SBarry Smith   ierr = PetscOptionsBool("-snes_ncg_monitor","Monitor NCG iterations","SNES",ncg->monitor ? PETSC_TRUE : PETSC_FALSE, &debug, NULL);CHKERRQ(ierr);
79dfb256c7SPeter Brune   if (debug) {
80ce94432eSBarry Smith     ncg->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));CHKERRQ(ierr);
81dfb256c7SPeter Brune   }
8294ae4db5SBarry Smith   ierr = PetscOptionsEnum("-snes_ncg_type","NCG Beta type used","SNESNCGSetType",SNESNCGTypes,(PetscEnum)ncg->type,(PetscEnum*)&ncgtype,NULL);CHKERRQ(ierr);
8394ae4db5SBarry Smith   ierr = SNESNCGSetType(snes, ncgtype);CHKERRQ(ierr);
84fef7b6d8SPeter Brune   ierr = PetscOptionsTail();CHKERRQ(ierr);
859e764e56SPeter Brune   if (!snes->linesearch) {
867601faf0SJed Brown     ierr = SNESGetLineSearch(snes, &linesearch);CHKERRQ(ierr);
879e764e56SPeter Brune     if (!snes->pc) {
881a4f838cSPeter Brune       ierr = SNESLineSearchSetType(linesearch, SNESLINESEARCHCP);CHKERRQ(ierr);
899e764e56SPeter Brune     } else {
901a4f838cSPeter Brune       ierr = SNESLineSearchSetType(linesearch, SNESLINESEARCHL2);CHKERRQ(ierr);
919e764e56SPeter Brune     }
929e764e56SPeter Brune   }
939105210eSPeter Brune   ierr = SNESLineSearchRegister(SNESLINESEARCHNCGLINEAR, SNESLineSearchCreate_NCGLinear);CHKERRQ(ierr);
94fef7b6d8SPeter Brune   PetscFunctionReturn(0);
95fef7b6d8SPeter Brune }
96fef7b6d8SPeter Brune 
97fef7b6d8SPeter Brune /*
98fef7b6d8SPeter Brune   SNESView_NCG - Prints info from the SNESNCG data structure.
99fef7b6d8SPeter Brune 
100fef7b6d8SPeter Brune   Input Parameters:
101fef7b6d8SPeter Brune + SNES - the SNES context
102fef7b6d8SPeter Brune - viewer - visualization context
103fef7b6d8SPeter Brune 
104fef7b6d8SPeter Brune   Application Interface Routine: SNESView()
105fef7b6d8SPeter Brune */
106fef7b6d8SPeter Brune #undef __FUNCT__
107fef7b6d8SPeter Brune #define __FUNCT__ "SNESView_NCG"
108fef7b6d8SPeter Brune static PetscErrorCode SNESView_NCG(SNES snes, PetscViewer viewer)
109fef7b6d8SPeter Brune {
110cc3c3c0fSMatthew G. Knepley   SNES_NCG      *ncg = (SNES_NCG *) snes->data;
111fef7b6d8SPeter Brune   PetscBool      iascii;
112fef7b6d8SPeter Brune   PetscErrorCode ierr;
113fef7b6d8SPeter Brune 
114fef7b6d8SPeter Brune   PetscFunctionBegin;
115251f4c67SDmitry Karpeev   ierr = PetscObjectTypeCompare((PetscObject) viewer, PETSCVIEWERASCII, &iascii);CHKERRQ(ierr);
116fef7b6d8SPeter Brune   if (iascii) {
117cc3c3c0fSMatthew G. Knepley     ierr = PetscViewerASCIIPrintf(viewer, "ncg type: %s\n", SNESNCGTypes[ncg->type]);CHKERRQ(ierr);
118fef7b6d8SPeter Brune   }
119fef7b6d8SPeter Brune   PetscFunctionReturn(0);
120fef7b6d8SPeter Brune }
121fef7b6d8SPeter Brune 
122fef7b6d8SPeter Brune #undef __FUNCT__
123f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchApply_NCGLinear"
124f1c6b773SPeter Brune PetscErrorCode SNESLineSearchApply_NCGLinear(SNESLineSearch linesearch)
125ea630c6eSPeter Brune {
126ea630c6eSPeter Brune   PetscScalar    alpha, ptAp;
127bbd5d0b3SPeter Brune   Vec            X, Y, F, W;
128bbd5d0b3SPeter Brune   SNES           snes;
129ea630c6eSPeter Brune   PetscErrorCode ierr;
130bbd5d0b3SPeter Brune   PetscReal      *fnorm, *xnorm, *ynorm;
131ea630c6eSPeter Brune 
132ea630c6eSPeter Brune   PetscFunctionBegin;
133f1c6b773SPeter Brune   ierr  = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr);
134bbd5d0b3SPeter Brune   X     = linesearch->vec_sol;
135bbd5d0b3SPeter Brune   W     = linesearch->vec_sol_new;
136bbd5d0b3SPeter Brune   F     = linesearch->vec_func;
137bbd5d0b3SPeter Brune   Y     = linesearch->vec_update;
138bbd5d0b3SPeter Brune   fnorm = &linesearch->fnorm;
139bbd5d0b3SPeter Brune   xnorm = &linesearch->xnorm;
140bbd5d0b3SPeter Brune   ynorm = &linesearch->ynorm;
141bbd5d0b3SPeter Brune 
1429105210eSPeter Brune   if (!snes->jacobian) {
1439105210eSPeter Brune     ierr = SNESSetUpMatrices(snes);CHKERRQ(ierr);
1449105210eSPeter Brune   }
1459105210eSPeter Brune 
146ea630c6eSPeter Brune   /*
147ea630c6eSPeter Brune 
148d2140ca3SPeter Brune    The exact step size for unpreconditioned linear CG is just:
149ea630c6eSPeter Brune    alpha = (r, r) / (p, Ap) = (f, f) / (y, Jy)
150ea630c6eSPeter Brune    */
151d1e9a80fSBarry Smith   ierr  = SNESComputeJacobian(snes, X, snes->jacobian, snes->jacobian_pre);CHKERRQ(ierr);
152ea630c6eSPeter Brune   ierr  = VecDot(F, F, &alpha);CHKERRQ(ierr);
153ea630c6eSPeter Brune   ierr  = MatMult(snes->jacobian, Y, W);CHKERRQ(ierr);
154ea630c6eSPeter Brune   ierr  = VecDot(Y, W, &ptAp);CHKERRQ(ierr);
155ea630c6eSPeter Brune   alpha = alpha / ptAp;
1569105210eSPeter Brune   ierr  = VecAXPY(X,-alpha,Y);CHKERRQ(ierr);
157bbd5d0b3SPeter Brune   ierr  = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
158bbd5d0b3SPeter Brune 
159bbd5d0b3SPeter Brune   ierr = VecNorm(F,NORM_2,fnorm);CHKERRQ(ierr);
160bbd5d0b3SPeter Brune   ierr = VecNorm(X,NORM_2,xnorm);CHKERRQ(ierr);
161bbd5d0b3SPeter Brune   ierr = VecNorm(Y,NORM_2,ynorm);CHKERRQ(ierr);
162ea630c6eSPeter Brune   PetscFunctionReturn(0);
163ea630c6eSPeter Brune }
164ea630c6eSPeter Brune 
165bbd5d0b3SPeter Brune #undef __FUNCT__
166f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchCreate_NCGLinear"
1678cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_NCGLinear(SNESLineSearch linesearch)
168bbd5d0b3SPeter Brune {
169bbd5d0b3SPeter Brune   PetscFunctionBegin;
170f1c6b773SPeter Brune   linesearch->ops->apply          = SNESLineSearchApply_NCGLinear;
1710298fd71SBarry Smith   linesearch->ops->destroy        = NULL;
1720298fd71SBarry Smith   linesearch->ops->setfromoptions = NULL;
1730298fd71SBarry Smith   linesearch->ops->reset          = NULL;
1740298fd71SBarry Smith   linesearch->ops->view           = NULL;
1750298fd71SBarry Smith   linesearch->ops->setup          = NULL;
176bbd5d0b3SPeter Brune   PetscFunctionReturn(0);
177bbd5d0b3SPeter Brune }
178bbd5d0b3SPeter Brune 
17988d374b2SPeter Brune #undef __FUNCT__
1808c40d5fbSBarry Smith #define __FUNCT__ "SNESNCGComputeYtJtF_Private"
18188d374b2SPeter Brune /*
18288d374b2SPeter Brune 
18388d374b2SPeter Brune  Assuming F = SNESComputeFunction(X) compute Y^tJ^tF using a simple secant approximation of the jacobian.
18488d374b2SPeter Brune 
18588d374b2SPeter Brune  */
18667392de3SBarry Smith PetscErrorCode SNESNCGComputeYtJtF_Private(SNES snes, Vec X, Vec F, Vec Y, Vec W, Vec G, PetscScalar * ytJtf)
18767392de3SBarry Smith {
18888d374b2SPeter Brune   PetscErrorCode ierr;
18988d374b2SPeter Brune   PetscScalar    ftf, ftg, fty, h;
19067392de3SBarry Smith 
19188d374b2SPeter Brune   PetscFunctionBegin;
19288d374b2SPeter Brune   ierr   = VecDot(F, F, &ftf);CHKERRQ(ierr);
19388d374b2SPeter Brune   ierr   = VecDot(F, Y, &fty);CHKERRQ(ierr);
19488d374b2SPeter Brune   h      = 1e-5*fty / fty;
19588d374b2SPeter Brune   ierr   = VecCopy(X, W);CHKERRQ(ierr);
19688d374b2SPeter Brune   ierr   = VecAXPY(W, -h, Y);CHKERRQ(ierr);          /* this is arbitrary */
19788d374b2SPeter Brune   ierr   = SNESComputeFunction(snes, W, G);CHKERRQ(ierr);
19888d374b2SPeter Brune   ierr   = VecDot(G, F, &ftg);CHKERRQ(ierr);
19988d374b2SPeter Brune   *ytJtf = (ftg - ftf) / h;
20088d374b2SPeter Brune   PetscFunctionReturn(0);
20188d374b2SPeter Brune }
20288d374b2SPeter Brune 
2030a844d1aSPeter Brune #undef __FUNCT__
2040a844d1aSPeter Brune #define __FUNCT__ "SNESNCGSetType"
2050a844d1aSPeter Brune /*@
2060a844d1aSPeter Brune     SNESNCGSetType - Sets the conjugate update type for SNESNCG.
2070a844d1aSPeter Brune 
2080a844d1aSPeter Brune     Logically Collective on SNES
2090a844d1aSPeter Brune 
2100a844d1aSPeter Brune     Input Parameters:
2110a844d1aSPeter Brune +   snes - the iterative context
2120a844d1aSPeter Brune -   btype - update type
2130a844d1aSPeter Brune 
2140a844d1aSPeter Brune     Options Database:
2150a844d1aSPeter Brune .   -snes_ncg_type<prp,fr,hs,dy,cd>
2160a844d1aSPeter Brune 
2170a844d1aSPeter Brune     Level: intermediate
2180a844d1aSPeter Brune 
2190a844d1aSPeter Brune     SNESNCGSelectTypes:
2200a844d1aSPeter Brune +   SNES_NCG_FR - Fletcher-Reeves update
2210a844d1aSPeter Brune .   SNES_NCG_PRP - Polak-Ribiere-Polyak update
2220a844d1aSPeter Brune .   SNES_NCG_HS - Hestenes-Steifel update
2230a844d1aSPeter Brune .   SNES_NCG_DY - Dai-Yuan update
2240a844d1aSPeter Brune -   SNES_NCG_CD - Conjugate Descent update
2250a844d1aSPeter Brune 
2260a844d1aSPeter Brune    Notes:
2270a844d1aSPeter Brune    PRP is the default, and the only one that tolerates generalized search directions.
2280a844d1aSPeter Brune 
2290a844d1aSPeter Brune .keywords: SNES, SNESNCG, selection, type, set
2300a844d1aSPeter Brune @*/
2310adebc6cSBarry Smith PetscErrorCode SNESNCGSetType(SNES snes, SNESNCGType btype)
2320adebc6cSBarry Smith {
2330a844d1aSPeter Brune   PetscErrorCode ierr;
2346e111a19SKarl Rupp 
2350a844d1aSPeter Brune   PetscFunctionBegin;
2360a844d1aSPeter Brune   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
2370a844d1aSPeter Brune   ierr = PetscTryMethod(snes,"SNESNCGSetType_C",(SNES,SNESNCGType),(snes,btype));CHKERRQ(ierr);
2380a844d1aSPeter Brune   PetscFunctionReturn(0);
2390a844d1aSPeter Brune }
2400a844d1aSPeter Brune 
2410a844d1aSPeter Brune #undef __FUNCT__
2420a844d1aSPeter Brune #define __FUNCT__ "SNESNCGSetType_NCG"
2430adebc6cSBarry Smith PetscErrorCode SNESNCGSetType_NCG(SNES snes, SNESNCGType btype)
2440adebc6cSBarry Smith {
2450a844d1aSPeter Brune   SNES_NCG *ncg = (SNES_NCG*)snes->data;
2466e111a19SKarl Rupp 
2470a844d1aSPeter Brune   PetscFunctionBegin;
2480a844d1aSPeter Brune   ncg->type = btype;
2490a844d1aSPeter Brune   PetscFunctionReturn(0);
2500a844d1aSPeter Brune }
2510a844d1aSPeter Brune 
252fef7b6d8SPeter Brune /*
253fef7b6d8SPeter Brune   SNESSolve_NCG - Solves a nonlinear system with the Nonlinear Conjugate Gradient method.
254fef7b6d8SPeter Brune 
255fef7b6d8SPeter Brune   Input Parameters:
256fef7b6d8SPeter Brune . snes - the SNES context
257fef7b6d8SPeter Brune 
258fef7b6d8SPeter Brune   Output Parameter:
259fef7b6d8SPeter Brune . outits - number of iterations until termination
260fef7b6d8SPeter Brune 
261fef7b6d8SPeter Brune   Application Interface Routine: SNESSolve()
262fef7b6d8SPeter Brune */
263fef7b6d8SPeter Brune #undef __FUNCT__
264fef7b6d8SPeter Brune #define __FUNCT__ "SNESSolve_NCG"
265fef7b6d8SPeter Brune PetscErrorCode SNESSolve_NCG(SNES snes)
266fef7b6d8SPeter Brune {
267dfb256c7SPeter Brune   SNES_NCG             *ncg = (SNES_NCG*)snes->data;
26832cc618eSPeter Brune   Vec                  X,dX,lX,F,dXold;
269bbd5d0b3SPeter Brune   PetscReal            fnorm, ynorm, xnorm, beta = 0.0;
27032cc618eSPeter Brune   PetscScalar          dXdotdX, dXolddotdXold, dXdotdXold, lXdotdX, lXdotdXold;
271fef7b6d8SPeter Brune   PetscInt             maxits, i;
272fef7b6d8SPeter Brune   PetscErrorCode       ierr;
273422a814eSBarry Smith   SNESLineSearchReason lsresult = SNES_LINESEARCH_SUCCEEDED;
274f1c6b773SPeter Brune   SNESLineSearch       linesearch;
275b7281c8aSPeter Brune   SNESConvergedReason  reason;
27688d374b2SPeter Brune 
277fef7b6d8SPeter Brune   PetscFunctionBegin;
2786c4ed002SBarry Smith   if (snes->xl || snes->xu || snes->ops->computevariablebounds) SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name);
279c579b300SPatrick Farrell 
280fffbeea8SBarry Smith   ierr = PetscCitationsRegister(SNESCitation,&SNEScite);CHKERRQ(ierr);
281fef7b6d8SPeter Brune   snes->reason = SNES_CONVERGED_ITERATING;
282fef7b6d8SPeter Brune 
283fef7b6d8SPeter Brune   maxits = snes->max_its;            /* maximum number of iterations */
284fef7b6d8SPeter Brune   X      = snes->vec_sol;            /* X^n */
28532cc618eSPeter Brune   dXold  = snes->work[0];            /* The previous iterate of X */
28688d374b2SPeter Brune   dX     = snes->work[1];            /* the preconditioned direction */
287169e2be8SPeter Brune   lX     = snes->vec_sol_update;     /* the conjugate direction */
288fef7b6d8SPeter Brune   F      = snes->vec_func;           /* residual vector */
289fef7b6d8SPeter Brune 
2907601faf0SJed Brown   ierr = SNESGetLineSearch(snes, &linesearch);CHKERRQ(ierr);
2919e764e56SPeter Brune 
292e04113cfSBarry Smith   ierr       = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
293fef7b6d8SPeter Brune   snes->iter = 0;
294fef7b6d8SPeter Brune   snes->norm = 0.;
295e04113cfSBarry Smith   ierr       = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
296fef7b6d8SPeter Brune 
297bbd5d0b3SPeter Brune   /* compute the initial function and preconditioned update dX */
298a71552e2SPeter Brune 
299a71552e2SPeter Brune   if (snes->pc && snes->functype == SNES_FUNCTION_PRECONDITIONED) {
300be95d8f1SBarry Smith     ierr = SNESApplyNPC(snes,X,NULL,dX);CHKERRQ(ierr);
301b7281c8aSPeter Brune     ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
302b7281c8aSPeter Brune     if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
303b7281c8aSPeter Brune       snes->reason = SNES_DIVERGED_INNER;
304b7281c8aSPeter Brune       PetscFunctionReturn(0);
305b7281c8aSPeter Brune     }
306a71552e2SPeter Brune     ierr = VecCopy(dX,F);CHKERRQ(ierr);
307a71552e2SPeter Brune     ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);
308a71552e2SPeter Brune   } else {
309e4ed7901SPeter Brune     if (!snes->vec_func_init_set) {
310fef7b6d8SPeter Brune       ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
3111aa26658SKarl Rupp     } else snes->vec_func_init_set = PETSC_FALSE;
312c1c75074SPeter Brune 
313fef7b6d8SPeter Brune     /* convergence test */
314a71552e2SPeter Brune     ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);
315422a814eSBarry Smith     SNESCheckFunctionNorm(snes,fnorm);
316a71552e2SPeter Brune     ierr = VecCopy(F,dX);CHKERRQ(ierr);
317a71552e2SPeter Brune   }
318a71552e2SPeter Brune   if (snes->pc) {
319a71552e2SPeter Brune     if (snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
320be95d8f1SBarry Smith       ierr = SNESApplyNPC(snes,X,F,dX);CHKERRQ(ierr);
321b7281c8aSPeter Brune       ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
322b7281c8aSPeter Brune       if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
323b7281c8aSPeter Brune         snes->reason = SNES_DIVERGED_INNER;
324b7281c8aSPeter Brune         PetscFunctionReturn(0);
325b7281c8aSPeter Brune       }
326a71552e2SPeter Brune     }
327a71552e2SPeter Brune   }
328a71552e2SPeter Brune   ierr = VecCopy(dX,lX);CHKERRQ(ierr);
32932cc618eSPeter Brune   ierr = VecDot(dX, dX, &dXdotdX);CHKERRQ(ierr);
330a71552e2SPeter Brune 
331a71552e2SPeter Brune 
332e04113cfSBarry Smith   ierr       = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
333fef7b6d8SPeter Brune   snes->norm = fnorm;
334e04113cfSBarry Smith   ierr       = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
335a71f0d7dSBarry Smith   ierr       = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr);
336fef7b6d8SPeter Brune   ierr       = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);
337fef7b6d8SPeter Brune 
338fef7b6d8SPeter Brune   /* test convergence */
339fef7b6d8SPeter Brune   ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
340fef7b6d8SPeter Brune   if (snes->reason) PetscFunctionReturn(0);
341fef7b6d8SPeter Brune 
342fef7b6d8SPeter Brune   /* Call general purpose update function */
343fef7b6d8SPeter Brune   if (snes->ops->update) {
344fef7b6d8SPeter Brune     ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
345fef7b6d8SPeter Brune   }
346fef7b6d8SPeter Brune 
347fef7b6d8SPeter Brune   /* first update -- just use the (preconditioned) residual direction for the initial conjugate direction */
348bbd5d0b3SPeter Brune 
34909c08436SPeter Brune   for (i = 1; i < maxits + 1; i++) {
35029c94e34SPeter Brune     /* some update types require the old update direction or conjugate direction */
3510a844d1aSPeter Brune     if (ncg->type != SNES_NCG_FR) {
35232cc618eSPeter Brune       ierr = VecCopy(dX, dXold);CHKERRQ(ierr);
35388d374b2SPeter Brune     }
354f1c6b773SPeter Brune     ierr = SNESLineSearchApply(linesearch,X,F,&fnorm,lX);CHKERRQ(ierr);
355422a814eSBarry Smith     ierr = SNESLineSearchGetReason(linesearch, &lsresult);CHKERRQ(ierr);
356422a814eSBarry Smith     ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr);
357422a814eSBarry Smith     if (lsresult) {
358fef7b6d8SPeter Brune       if (++snes->numFailures >= snes->maxFailures) {
359fef7b6d8SPeter Brune         snes->reason = SNES_DIVERGED_LINE_SEARCH;
3605d10c001SPeter Brune         PetscFunctionReturn(0);
361fef7b6d8SPeter Brune       }
362fef7b6d8SPeter Brune     }
363fef7b6d8SPeter Brune     if (snes->nfuncs >= snes->max_funcs) {
364fef7b6d8SPeter Brune       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
3655d10c001SPeter Brune       PetscFunctionReturn(0);
366fef7b6d8SPeter Brune     }
367fef7b6d8SPeter Brune     /* Monitor convergence */
368e04113cfSBarry Smith     ierr       = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
369169e2be8SPeter Brune     snes->iter = i;
370fef7b6d8SPeter Brune     snes->norm = fnorm;
371e04113cfSBarry Smith     ierr       = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
372a71f0d7dSBarry Smith     ierr       = SNESLogConvergenceHistory(snes,snes->norm,0);CHKERRQ(ierr);
373fef7b6d8SPeter Brune     ierr       = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
374302dbbaeSPeter Brune 
375fef7b6d8SPeter Brune     /* Test for convergence */
376d484d688SPeter Brune     ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
3775d10c001SPeter Brune     if (snes->reason) PetscFunctionReturn(0);
378302dbbaeSPeter Brune 
379302dbbaeSPeter Brune     /* Call general purpose update function */
380302dbbaeSPeter Brune     if (snes->ops->update) {
381302dbbaeSPeter Brune       ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
382302dbbaeSPeter Brune     }
383a71552e2SPeter Brune     if (snes->pc) {
384a71552e2SPeter Brune       if (snes->functype == SNES_FUNCTION_PRECONDITIONED) {
385be95d8f1SBarry Smith         ierr = SNESApplyNPC(snes,X,NULL,dX);CHKERRQ(ierr);
386b7281c8aSPeter Brune         ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
387b7281c8aSPeter Brune         if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
388b7281c8aSPeter Brune           snes->reason = SNES_DIVERGED_INNER;
389b7281c8aSPeter Brune           PetscFunctionReturn(0);
390b7281c8aSPeter Brune         }
391a71552e2SPeter Brune         ierr = VecCopy(dX,F);CHKERRQ(ierr);
392a71552e2SPeter Brune       } else {
393be95d8f1SBarry Smith         ierr = SNESApplyNPC(snes,X,F,dX);CHKERRQ(ierr);
394b7281c8aSPeter Brune         ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
395b7281c8aSPeter Brune         if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
396b7281c8aSPeter Brune           snes->reason = SNES_DIVERGED_INNER;
397b7281c8aSPeter Brune           PetscFunctionReturn(0);
398b7281c8aSPeter Brune         }
399302dbbaeSPeter Brune       }
400a3685310SPeter Brune     } else {
401a3685310SPeter Brune       ierr = VecCopy(F,dX);CHKERRQ(ierr);
402302dbbaeSPeter Brune     }
403302dbbaeSPeter Brune 
40429c94e34SPeter Brune     /* compute the conjugate direction lX = dX + beta*lX with beta = ((dX, dX) / (dX_old, dX_old) (Fletcher-Reeves update)*/
4050a844d1aSPeter Brune     switch (ncg->type) {
4060a844d1aSPeter Brune     case SNES_NCG_FR: /* Fletcher-Reeves */
40732cc618eSPeter Brune       dXolddotdXold= dXdotdX;
40832cc618eSPeter Brune       ierr         = VecDot(dX, dX, &dXdotdX);CHKERRQ(ierr);
40932cc618eSPeter Brune       beta         = PetscRealPart(dXdotdX / dXolddotdXold);
410dfb256c7SPeter Brune       break;
4110a844d1aSPeter Brune     case SNES_NCG_PRP: /* Polak-Ribiere-Poylak */
41232cc618eSPeter Brune       dXolddotdXold= dXdotdX;
41332cc618eSPeter Brune       ierr         = VecDotBegin(dX, dX, &dXdotdXold);CHKERRQ(ierr);
41432cc618eSPeter Brune       ierr         = VecDotBegin(dXold, dX, &dXdotdXold);CHKERRQ(ierr);
41532cc618eSPeter Brune       ierr         = VecDotEnd(dX, dX, &dXdotdX);CHKERRQ(ierr);
41632cc618eSPeter Brune       ierr         = VecDotEnd(dXold, dX, &dXdotdXold);CHKERRQ(ierr);
41732cc618eSPeter Brune       beta         = PetscRealPart(((dXdotdX - dXdotdXold) / dXolddotdXold));
418dfb256c7SPeter Brune       if (beta < 0.0) beta = 0.0; /* restart */
419dfb256c7SPeter Brune       break;
4200a844d1aSPeter Brune     case SNES_NCG_HS: /* Hestenes-Stiefel */
42132cc618eSPeter Brune       ierr = VecDotBegin(dX, dX, &dXdotdX);CHKERRQ(ierr);
42232cc618eSPeter Brune       ierr = VecDotBegin(dX, dXold, &dXdotdXold);CHKERRQ(ierr);
42332cc618eSPeter Brune       ierr = VecDotBegin(lX, dX, &lXdotdX);CHKERRQ(ierr);
42432cc618eSPeter Brune       ierr = VecDotBegin(lX, dXold, &lXdotdXold);CHKERRQ(ierr);
42532cc618eSPeter Brune       ierr = VecDotEnd(dX, dX, &dXdotdX);CHKERRQ(ierr);
42632cc618eSPeter Brune       ierr = VecDotEnd(dX, dXold, &dXdotdXold);CHKERRQ(ierr);
42732cc618eSPeter Brune       ierr = VecDotEnd(lX, dX, &lXdotdX);CHKERRQ(ierr);
42832cc618eSPeter Brune       ierr = VecDotEnd(lX, dXold, &lXdotdXold);CHKERRQ(ierr);
42932cc618eSPeter Brune       beta = PetscRealPart((dXdotdX - dXdotdXold) / (lXdotdX - lXdotdXold));
430dfb256c7SPeter Brune       break;
4310a844d1aSPeter Brune     case SNES_NCG_DY: /* Dai-Yuan */
43232cc618eSPeter Brune       ierr = VecDotBegin(dX, dX, &dXdotdX);CHKERRQ(ierr);
43332cc618eSPeter Brune       ierr = VecDotBegin(lX, dX, &lXdotdX);CHKERRQ(ierr);
43432cc618eSPeter Brune       ierr = VecDotBegin(lX, dXold, &lXdotdXold);CHKERRQ(ierr);
43532cc618eSPeter Brune       ierr = VecDotEnd(dX, dX, &dXdotdX);CHKERRQ(ierr);
43632cc618eSPeter Brune       ierr = VecDotEnd(lX, dX, &lXdotdX);CHKERRQ(ierr);
43732cc618eSPeter Brune       ierr = VecDotEnd(lX, dXold, &lXdotdXold);CHKERRQ(ierr);
43832cc618eSPeter Brune       beta = PetscRealPart(dXdotdX / (lXdotdXold - lXdotdX));CHKERRQ(ierr);
439dfb256c7SPeter Brune       break;
4400a844d1aSPeter Brune     case SNES_NCG_CD: /* Conjugate Descent */
44132cc618eSPeter Brune       ierr = VecDotBegin(dX, dX, &dXdotdX);CHKERRQ(ierr);
44232cc618eSPeter Brune       ierr = VecDotBegin(lX, dXold, &lXdotdXold);CHKERRQ(ierr);
44332cc618eSPeter Brune       ierr = VecDotEnd(dX, dX, &dXdotdX);CHKERRQ(ierr);
44432cc618eSPeter Brune       ierr = VecDotEnd(lX, dXold, &lXdotdXold);CHKERRQ(ierr);
44532cc618eSPeter Brune       beta = PetscRealPart(dXdotdX / lXdotdXold);CHKERRQ(ierr);
446dfb256c7SPeter Brune       break;
447dfb256c7SPeter Brune     }
448dfb256c7SPeter Brune     if (ncg->monitor) {
4497904a332SBarry Smith       ierr = PetscViewerASCIIPrintf(ncg->monitor, "beta = %e\n", (double)beta);CHKERRQ(ierr);
450dfb256c7SPeter Brune     }
451dfb256c7SPeter Brune     ierr = VecAYPX(lX, beta, dX);CHKERRQ(ierr);
452fef7b6d8SPeter Brune   }
453fef7b6d8SPeter Brune   ierr = PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", maxits);CHKERRQ(ierr);
454fef7b6d8SPeter Brune   if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
455fef7b6d8SPeter Brune   PetscFunctionReturn(0);
456fef7b6d8SPeter Brune }
457fef7b6d8SPeter Brune 
4580a844d1aSPeter Brune 
4590a844d1aSPeter Brune 
460fef7b6d8SPeter Brune /*MC
461fef7b6d8SPeter Brune   SNESNCG - Nonlinear Conjugate-Gradient method for the solution of general nonlinear systems.
462fef7b6d8SPeter Brune 
463fef7b6d8SPeter Brune   Level: beginner
464fef7b6d8SPeter Brune 
465fef7b6d8SPeter Brune   Options Database:
466*4f02bc6aSBarry Smith +   -snes_ncg_type <fr, prp, dy, hs, cd> - Choice of conjugate-gradient update parameter, default is prp.
46741a8cb50SPeter Brune .   -snes_linesearch_type <cp,l2,basic> - Line search type.
4681867fe5bSPeter Brune -   -snes_ncg_monitor - Print relevant information about the ncg iteration.
469fef7b6d8SPeter Brune 
470fef7b6d8SPeter Brune    Notes: This solves the nonlinear system of equations F(x) = 0 using the nonlinear generalization of the conjugate
471fef7b6d8SPeter Brune           gradient method.  This may be used with a nonlinear preconditioner used to pick the new search directions, but otherwise
472fef7b6d8SPeter Brune           chooses the initial search direction as F(x) for the initial guess x.
473fef7b6d8SPeter Brune 
474*4f02bc6aSBarry Smith    References:
475*4f02bc6aSBarry Smith 
476*4f02bc6aSBarry Smith     Peter R. Brune, Matthew G. Knepley, Barry F. Smith, and Xuemin Tu,"Composing Scalable Nonlinear Algebraic Solvers",
477*4f02bc6aSBarry Smith    SIAM Review, 57(4), 2015
478cc3c3c0fSMatthew G. Knepley 
479fef7b6d8SPeter Brune 
48004d7464bSBarry Smith .seealso:  SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESNEWTONTR, SNESNGMRES, SNESNQN
481fef7b6d8SPeter Brune M*/
482fef7b6d8SPeter Brune #undef __FUNCT__
483fef7b6d8SPeter Brune #define __FUNCT__ "SNESCreate_NCG"
4848cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESCreate_NCG(SNES snes)
485fef7b6d8SPeter Brune {
486fef7b6d8SPeter Brune   PetscErrorCode ierr;
487ea630c6eSPeter Brune   SNES_NCG       * neP;
488fef7b6d8SPeter Brune 
489fef7b6d8SPeter Brune   PetscFunctionBegin;
490fef7b6d8SPeter Brune   snes->ops->destroy        = SNESDestroy_NCG;
491fef7b6d8SPeter Brune   snes->ops->setup          = SNESSetUp_NCG;
492fef7b6d8SPeter Brune   snes->ops->setfromoptions = SNESSetFromOptions_NCG;
493fef7b6d8SPeter Brune   snes->ops->view           = SNESView_NCG;
494fef7b6d8SPeter Brune   snes->ops->solve          = SNESSolve_NCG;
495fef7b6d8SPeter Brune   snes->ops->reset          = SNESReset_NCG;
496fef7b6d8SPeter Brune 
497fef7b6d8SPeter Brune   snes->usesksp = PETSC_FALSE;
498fef7b6d8SPeter Brune   snes->usespc  = PETSC_TRUE;
499a71552e2SPeter Brune   snes->pcside  = PC_LEFT;
500fef7b6d8SPeter Brune 
50188976e71SPeter Brune   if (!snes->tolerancesset) {
5020e444f03SPeter Brune     snes->max_funcs = 30000;
5030e444f03SPeter Brune     snes->max_its   = 10000;
504c522fa08SPeter Brune     snes->stol      = 1e-20;
50588976e71SPeter Brune   }
5060e444f03SPeter Brune 
507b00a9115SJed Brown   ierr         = PetscNewLog(snes,&neP);CHKERRQ(ierr);
508fef7b6d8SPeter Brune   snes->data   = (void*) neP;
5090298fd71SBarry Smith   neP->monitor = NULL;
5100a844d1aSPeter Brune   neP->type    = SNES_NCG_PRP;
511bdf89e91SBarry Smith   ierr         = PetscObjectComposeFunction((PetscObject)snes,"SNESNCGSetType_C", SNESNCGSetType_NCG);CHKERRQ(ierr);
512fef7b6d8SPeter Brune   PetscFunctionReturn(0);
513fef7b6d8SPeter Brune }
514