10a844d1aSPeter Brune #include <../src/snes/impls/ncg/snesncgimpl.h> /*I "petscsnes.h" I*/ 2*9e5d0892SLisandro Dalcin const char *const SNESNCGTypes[] = {"FR","PRP","HS","DY","CD","SNESNCGType","SNES_NCG_",NULL}; 3fef7b6d8SPeter Brune 4b5badacbSBarry Smith static PetscErrorCode SNESReset_NCG(SNES snes) 5fef7b6d8SPeter Brune { 6fef7b6d8SPeter Brune PetscFunctionBegin; 7fef7b6d8SPeter Brune PetscFunctionReturn(0); 8fef7b6d8SPeter Brune } 9fef7b6d8SPeter Brune 10fef7b6d8SPeter Brune /* 11fef7b6d8SPeter Brune SNESDestroy_NCG - Destroys the private SNES_NCG context that was created with SNESCreate_NCG(). 12fef7b6d8SPeter Brune 13fef7b6d8SPeter Brune Input Parameter: 14fef7b6d8SPeter Brune . snes - the SNES context 15fef7b6d8SPeter Brune 16fef7b6d8SPeter Brune Application Interface Routine: SNESDestroy() 17fef7b6d8SPeter Brune */ 18b5badacbSBarry Smith static PetscErrorCode SNESDestroy_NCG(SNES snes) 19fef7b6d8SPeter Brune { 20fef7b6d8SPeter Brune PetscErrorCode ierr; 21fef7b6d8SPeter Brune 22fef7b6d8SPeter Brune PetscFunctionBegin; 23fef7b6d8SPeter Brune ierr = PetscFree(snes->data);CHKERRQ(ierr); 24fef7b6d8SPeter Brune PetscFunctionReturn(0); 25fef7b6d8SPeter Brune } 26fef7b6d8SPeter Brune 27fef7b6d8SPeter Brune /* 28fef7b6d8SPeter Brune SNESSetUp_NCG - Sets up the internal data structures for the later use 29fef7b6d8SPeter Brune of the SNESNCG nonlinear solver. 30fef7b6d8SPeter Brune 31fef7b6d8SPeter Brune Input Parameters: 32fef7b6d8SPeter Brune + snes - the SNES context 33fef7b6d8SPeter Brune - x - the solution vector 34fef7b6d8SPeter Brune 35fef7b6d8SPeter Brune Application Interface Routine: SNESSetUp() 36fef7b6d8SPeter Brune */ 37bbd5d0b3SPeter Brune 38b5badacbSBarry Smith static PetscErrorCode SNESSetUp_NCG(SNES snes) 39fef7b6d8SPeter Brune { 40fef7b6d8SPeter Brune PetscErrorCode ierr; 41fef7b6d8SPeter Brune 42fef7b6d8SPeter Brune PetscFunctionBegin; 43fa0ddf94SBarry Smith ierr = SNESSetWorkVecs(snes,2);CHKERRQ(ierr); 44efd4aadfSBarry Smith if (snes->npcside== PC_RIGHT) SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNESNCG only supports left preconditioning"); 456c67d002SPeter Brune if (snes->functype == SNES_FUNCTION_DEFAULT) snes->functype = SNES_FUNCTION_UNPRECONDITIONED; 46fef7b6d8SPeter Brune PetscFunctionReturn(0); 47fef7b6d8SPeter Brune } 48fef7b6d8SPeter Brune 49b5badacbSBarry Smith static PetscErrorCode SNESLineSearchApply_NCGLinear(SNESLineSearch linesearch) 50ea630c6eSPeter Brune { 51ea630c6eSPeter Brune PetscScalar alpha, ptAp; 52bbd5d0b3SPeter Brune Vec X, Y, F, W; 53bbd5d0b3SPeter Brune SNES snes; 54ea630c6eSPeter Brune PetscErrorCode ierr; 55bbd5d0b3SPeter Brune PetscReal *fnorm, *xnorm, *ynorm; 56ea630c6eSPeter Brune 57ea630c6eSPeter Brune PetscFunctionBegin; 58f1c6b773SPeter Brune ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr); 59bbd5d0b3SPeter Brune X = linesearch->vec_sol; 60bbd5d0b3SPeter Brune W = linesearch->vec_sol_new; 61bbd5d0b3SPeter Brune F = linesearch->vec_func; 62bbd5d0b3SPeter Brune Y = linesearch->vec_update; 63bbd5d0b3SPeter Brune fnorm = &linesearch->fnorm; 64bbd5d0b3SPeter Brune xnorm = &linesearch->xnorm; 65bbd5d0b3SPeter Brune ynorm = &linesearch->ynorm; 66bbd5d0b3SPeter Brune 679105210eSPeter Brune if (!snes->jacobian) { 689105210eSPeter Brune ierr = SNESSetUpMatrices(snes);CHKERRQ(ierr); 699105210eSPeter Brune } 709105210eSPeter Brune 71ea630c6eSPeter Brune /* 72ea630c6eSPeter Brune 73d2140ca3SPeter Brune The exact step size for unpreconditioned linear CG is just: 74ea630c6eSPeter Brune alpha = (r, r) / (p, Ap) = (f, f) / (y, Jy) 75ea630c6eSPeter Brune */ 76d1e9a80fSBarry Smith ierr = SNESComputeJacobian(snes, X, snes->jacobian, snes->jacobian_pre);CHKERRQ(ierr); 77ea630c6eSPeter Brune ierr = VecDot(F, F, &alpha);CHKERRQ(ierr); 78ea630c6eSPeter Brune ierr = MatMult(snes->jacobian, Y, W);CHKERRQ(ierr); 79ea630c6eSPeter Brune ierr = VecDot(Y, W, &ptAp);CHKERRQ(ierr); 80ea630c6eSPeter Brune alpha = alpha / ptAp; 819105210eSPeter Brune ierr = VecAXPY(X,-alpha,Y);CHKERRQ(ierr); 82bbd5d0b3SPeter Brune ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 83bbd5d0b3SPeter Brune 84bbd5d0b3SPeter Brune ierr = VecNorm(F,NORM_2,fnorm);CHKERRQ(ierr); 85bbd5d0b3SPeter Brune ierr = VecNorm(X,NORM_2,xnorm);CHKERRQ(ierr); 86bbd5d0b3SPeter Brune ierr = VecNorm(Y,NORM_2,ynorm);CHKERRQ(ierr); 87ea630c6eSPeter Brune PetscFunctionReturn(0); 88ea630c6eSPeter Brune } 89ea630c6eSPeter Brune 90b5badacbSBarry Smith /*MC 91b5badacbSBarry Smith SNESLINESEARCHNCGLINEAR - Special line search only for SNESNCG 92b5badacbSBarry Smith 93b5badacbSBarry Smith This line search uses the length "as if" the problem is linear (that is what is computed by the linear CG method) using the Jacobian of the function. 94b5badacbSBarry Smith alpha = (r, r) / (p, Ap) = (f, f) / (y, Jy) where r (f) is the current residual (function value), p (y) is the current search direction. 95b5badacbSBarry Smith 96b5badacbSBarry Smith Notes: This requires a Jacobian-vector product but does not require the solution of a linear system with the Jacobian 97b5badacbSBarry Smith 98b5badacbSBarry Smith This is a "odd-ball" line search, we don't know if it is in the literature or used in practice by anyone. 99b5badacbSBarry Smith 100b5badacbSBarry Smith Level: advanced 101b5badacbSBarry Smith 102b5badacbSBarry Smith .seealso: SNESLineSearchCreate(), SNESLineSearchSetType() 103b5badacbSBarry Smith M*/ 104b5badacbSBarry Smith 1058cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_NCGLinear(SNESLineSearch linesearch) 106bbd5d0b3SPeter Brune { 107bbd5d0b3SPeter Brune PetscFunctionBegin; 108f1c6b773SPeter Brune linesearch->ops->apply = SNESLineSearchApply_NCGLinear; 1090298fd71SBarry Smith linesearch->ops->destroy = NULL; 1100298fd71SBarry Smith linesearch->ops->setfromoptions = NULL; 1110298fd71SBarry Smith linesearch->ops->reset = NULL; 1120298fd71SBarry Smith linesearch->ops->view = NULL; 1130298fd71SBarry Smith linesearch->ops->setup = NULL; 114bbd5d0b3SPeter Brune PetscFunctionReturn(0); 115bbd5d0b3SPeter Brune } 116bbd5d0b3SPeter Brune 11788d374b2SPeter Brune /* 118b5badacbSBarry Smith SNESSetFromOptions_NCG - Sets various parameters for the SNESNCG method. 119b5badacbSBarry Smith 120b5badacbSBarry Smith Input Parameter: 121b5badacbSBarry Smith . snes - the SNES context 122b5badacbSBarry Smith 123b5badacbSBarry Smith Application Interface Routine: SNESSetFromOptions() 124b5badacbSBarry Smith */ 125b5badacbSBarry Smith static PetscErrorCode SNESSetFromOptions_NCG(PetscOptionItems *PetscOptionsObject,SNES snes) 126b5badacbSBarry Smith { 127b5badacbSBarry Smith SNES_NCG *ncg = (SNES_NCG*)snes->data; 128b5badacbSBarry Smith PetscErrorCode ierr; 129b5badacbSBarry Smith PetscBool debug = PETSC_FALSE; 130b5badacbSBarry Smith SNESNCGType ncgtype=ncg->type; 131b5badacbSBarry Smith SNESLineSearch linesearch; 132b5badacbSBarry Smith 133b5badacbSBarry Smith PetscFunctionBegin; 134b5badacbSBarry Smith ierr = PetscOptionsHead(PetscOptionsObject,"SNES NCG options");CHKERRQ(ierr); 135b5badacbSBarry Smith ierr = PetscOptionsBool("-snes_ncg_monitor","Monitor the beta values used in the NCG iterations","SNES",ncg->monitor ? PETSC_TRUE : PETSC_FALSE, &debug, NULL);CHKERRQ(ierr); 136b5badacbSBarry Smith if (debug) { 137b5badacbSBarry Smith ncg->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));CHKERRQ(ierr); 138b5badacbSBarry Smith } 139b5badacbSBarry Smith ierr = PetscOptionsEnum("-snes_ncg_type","NCG Beta type used","SNESNCGSetType",SNESNCGTypes,(PetscEnum)ncg->type,(PetscEnum*)&ncgtype,NULL);CHKERRQ(ierr); 140b5badacbSBarry Smith ierr = SNESNCGSetType(snes, ncgtype);CHKERRQ(ierr); 141b5badacbSBarry Smith ierr = PetscOptionsTail();CHKERRQ(ierr); 142b5badacbSBarry Smith if (!snes->linesearch) { 143b5badacbSBarry Smith ierr = SNESGetLineSearch(snes, &linesearch);CHKERRQ(ierr); 144ec786807SJed Brown if (!((PetscObject)linesearch)->type_name) { 145b5badacbSBarry Smith if (!snes->npc) { 146b5badacbSBarry Smith ierr = SNESLineSearchSetType(linesearch, SNESLINESEARCHCP);CHKERRQ(ierr); 147b5badacbSBarry Smith } else { 148b5badacbSBarry Smith ierr = SNESLineSearchSetType(linesearch, SNESLINESEARCHL2);CHKERRQ(ierr); 149b5badacbSBarry Smith } 150b5badacbSBarry Smith } 151ec786807SJed Brown } 152b5badacbSBarry Smith PetscFunctionReturn(0); 153b5badacbSBarry Smith } 154b5badacbSBarry Smith 155b5badacbSBarry Smith /* 156b5badacbSBarry Smith SNESView_NCG - Prints info from the SNESNCG data structure. 157b5badacbSBarry Smith 158b5badacbSBarry Smith Input Parameters: 159b5badacbSBarry Smith + SNES - the SNES context 160b5badacbSBarry Smith - viewer - visualization context 161b5badacbSBarry Smith 162b5badacbSBarry Smith Application Interface Routine: SNESView() 163b5badacbSBarry Smith */ 164b5badacbSBarry Smith static PetscErrorCode SNESView_NCG(SNES snes, PetscViewer viewer) 165b5badacbSBarry Smith { 166b5badacbSBarry Smith SNES_NCG *ncg = (SNES_NCG *) snes->data; 167b5badacbSBarry Smith PetscBool iascii; 168b5badacbSBarry Smith PetscErrorCode ierr; 169b5badacbSBarry Smith 170b5badacbSBarry Smith PetscFunctionBegin; 171b5badacbSBarry Smith ierr = PetscObjectTypeCompare((PetscObject) viewer, PETSCVIEWERASCII, &iascii);CHKERRQ(ierr); 172b5badacbSBarry Smith if (iascii) { 173b5badacbSBarry Smith ierr = PetscViewerASCIIPrintf(viewer, " type: %s\n", SNESNCGTypes[ncg->type]);CHKERRQ(ierr); 174b5badacbSBarry Smith } 175b5badacbSBarry Smith PetscFunctionReturn(0); 176b5badacbSBarry Smith } 177b5badacbSBarry Smith 178b5badacbSBarry Smith /* 17988d374b2SPeter Brune 18088d374b2SPeter Brune Assuming F = SNESComputeFunction(X) compute Y^tJ^tF using a simple secant approximation of the jacobian. 18188d374b2SPeter Brune 182b5badacbSBarry Smith This routine is not currently used. I don't know what its intended purpose is. 183b5badacbSBarry Smith 184b5badacbSBarry Smith Note it has a hardwired differencing parameter of 1e-5 185b5badacbSBarry Smith 18688d374b2SPeter Brune */ 18767392de3SBarry Smith PetscErrorCode SNESNCGComputeYtJtF_Private(SNES snes, Vec X, Vec F, Vec Y, Vec W, Vec G, PetscScalar * ytJtf) 18867392de3SBarry Smith { 18988d374b2SPeter Brune PetscErrorCode ierr; 19088d374b2SPeter Brune PetscScalar ftf, ftg, fty, h; 19167392de3SBarry Smith 19288d374b2SPeter Brune PetscFunctionBegin; 19388d374b2SPeter Brune ierr = VecDot(F, F, &ftf);CHKERRQ(ierr); 19488d374b2SPeter Brune ierr = VecDot(F, Y, &fty);CHKERRQ(ierr); 19588d374b2SPeter Brune h = 1e-5*fty / fty; 19688d374b2SPeter Brune ierr = VecCopy(X, W);CHKERRQ(ierr); 19788d374b2SPeter Brune ierr = VecAXPY(W, -h, Y);CHKERRQ(ierr); /* this is arbitrary */ 19888d374b2SPeter Brune ierr = SNESComputeFunction(snes, W, G);CHKERRQ(ierr); 19988d374b2SPeter Brune ierr = VecDot(G, F, &ftg);CHKERRQ(ierr); 20088d374b2SPeter Brune *ytJtf = (ftg - ftf) / h; 20188d374b2SPeter Brune PetscFunctionReturn(0); 20288d374b2SPeter Brune } 20388d374b2SPeter Brune 2040a844d1aSPeter Brune /*@ 2050a844d1aSPeter Brune SNESNCGSetType - Sets the conjugate update type for SNESNCG. 2060a844d1aSPeter Brune 2070a844d1aSPeter Brune Logically Collective on SNES 2080a844d1aSPeter Brune 2090a844d1aSPeter Brune Input Parameters: 2100a844d1aSPeter Brune + snes - the iterative context 2110a844d1aSPeter Brune - btype - update type 2120a844d1aSPeter Brune 2130a844d1aSPeter Brune Options Database: 214b5badacbSBarry Smith . -snes_ncg_type <prp,fr,hs,dy,cd> -strategy for selecting algorithm for computing beta 2150a844d1aSPeter Brune 2160a844d1aSPeter Brune Level: intermediate 2170a844d1aSPeter Brune 2180a844d1aSPeter Brune SNESNCGSelectTypes: 2190a844d1aSPeter Brune + SNES_NCG_FR - Fletcher-Reeves update 2200a844d1aSPeter Brune . SNES_NCG_PRP - Polak-Ribiere-Polyak update 2210a844d1aSPeter Brune . SNES_NCG_HS - Hestenes-Steifel update 2220a844d1aSPeter Brune . SNES_NCG_DY - Dai-Yuan update 2230a844d1aSPeter Brune - SNES_NCG_CD - Conjugate Descent update 2240a844d1aSPeter Brune 2250a844d1aSPeter Brune Notes: 226b5badacbSBarry Smith SNES_NCG_PRP is the default, and the only one that tolerates generalized search directions. 227b5badacbSBarry Smith 228b5badacbSBarry Smith It is not clear what "generalized search directions" means, does it mean use with a nonlinear preconditioner, 229b5badacbSBarry Smith that is using -npc_snes_type <type>, SNESSetNPC(), or SNESGetNPC()? 2300a844d1aSPeter Brune 2310a844d1aSPeter Brune @*/ 2320adebc6cSBarry Smith PetscErrorCode SNESNCGSetType(SNES snes, SNESNCGType btype) 2330adebc6cSBarry Smith { 2340a844d1aSPeter Brune PetscErrorCode ierr; 2356e111a19SKarl Rupp 2360a844d1aSPeter Brune PetscFunctionBegin; 2370a844d1aSPeter Brune PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 2380a844d1aSPeter Brune ierr = PetscTryMethod(snes,"SNESNCGSetType_C",(SNES,SNESNCGType),(snes,btype));CHKERRQ(ierr); 2390a844d1aSPeter Brune PetscFunctionReturn(0); 2400a844d1aSPeter Brune } 2410a844d1aSPeter Brune 242b5badacbSBarry Smith static PetscErrorCode SNESNCGSetType_NCG(SNES snes, SNESNCGType btype) 2430adebc6cSBarry Smith { 2440a844d1aSPeter Brune SNES_NCG *ncg = (SNES_NCG*)snes->data; 2456e111a19SKarl Rupp 2460a844d1aSPeter Brune PetscFunctionBegin; 2470a844d1aSPeter Brune ncg->type = btype; 2480a844d1aSPeter Brune PetscFunctionReturn(0); 2490a844d1aSPeter Brune } 2500a844d1aSPeter Brune 251fef7b6d8SPeter Brune /* 252fef7b6d8SPeter Brune SNESSolve_NCG - Solves a nonlinear system with the Nonlinear Conjugate Gradient method. 253fef7b6d8SPeter Brune 254fef7b6d8SPeter Brune Input Parameters: 255fef7b6d8SPeter Brune . snes - the SNES context 256fef7b6d8SPeter Brune 257fef7b6d8SPeter Brune Output Parameter: 258fef7b6d8SPeter Brune . outits - number of iterations until termination 259fef7b6d8SPeter Brune 260fef7b6d8SPeter Brune Application Interface Routine: SNESSolve() 261fef7b6d8SPeter Brune */ 262b5badacbSBarry Smith static PetscErrorCode SNESSolve_NCG(SNES snes) 263fef7b6d8SPeter Brune { 264dfb256c7SPeter Brune SNES_NCG *ncg = (SNES_NCG*)snes->data; 26532cc618eSPeter Brune Vec X,dX,lX,F,dXold; 266bbd5d0b3SPeter Brune PetscReal fnorm, ynorm, xnorm, beta = 0.0; 26732cc618eSPeter Brune PetscScalar dXdotdX, dXolddotdXold, dXdotdXold, lXdotdX, lXdotdXold; 268fef7b6d8SPeter Brune PetscInt maxits, i; 269fef7b6d8SPeter Brune PetscErrorCode ierr; 270422a814eSBarry Smith SNESLineSearchReason lsresult = SNES_LINESEARCH_SUCCEEDED; 271f1c6b773SPeter Brune SNESLineSearch linesearch; 272b7281c8aSPeter Brune SNESConvergedReason reason; 27388d374b2SPeter Brune 274fef7b6d8SPeter Brune PetscFunctionBegin; 2756c4ed002SBarry 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); 276c579b300SPatrick Farrell 277fffbeea8SBarry Smith ierr = PetscCitationsRegister(SNESCitation,&SNEScite);CHKERRQ(ierr); 278fef7b6d8SPeter Brune snes->reason = SNES_CONVERGED_ITERATING; 279fef7b6d8SPeter Brune 280fef7b6d8SPeter Brune maxits = snes->max_its; /* maximum number of iterations */ 281fef7b6d8SPeter Brune X = snes->vec_sol; /* X^n */ 28232cc618eSPeter Brune dXold = snes->work[0]; /* The previous iterate of X */ 28388d374b2SPeter Brune dX = snes->work[1]; /* the preconditioned direction */ 284169e2be8SPeter Brune lX = snes->vec_sol_update; /* the conjugate direction */ 285fef7b6d8SPeter Brune F = snes->vec_func; /* residual vector */ 286fef7b6d8SPeter Brune 2877601faf0SJed Brown ierr = SNESGetLineSearch(snes, &linesearch);CHKERRQ(ierr); 2889e764e56SPeter Brune 289e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 290fef7b6d8SPeter Brune snes->iter = 0; 291fef7b6d8SPeter Brune snes->norm = 0.; 292e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 293fef7b6d8SPeter Brune 294bbd5d0b3SPeter Brune /* compute the initial function and preconditioned update dX */ 295a71552e2SPeter Brune 296efd4aadfSBarry Smith if (snes->npc && snes->functype == SNES_FUNCTION_PRECONDITIONED) { 297be95d8f1SBarry Smith ierr = SNESApplyNPC(snes,X,NULL,dX);CHKERRQ(ierr); 298efd4aadfSBarry Smith ierr = SNESGetConvergedReason(snes->npc,&reason);CHKERRQ(ierr); 299b7281c8aSPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 300b7281c8aSPeter Brune snes->reason = SNES_DIVERGED_INNER; 301b7281c8aSPeter Brune PetscFunctionReturn(0); 302b7281c8aSPeter Brune } 303a71552e2SPeter Brune ierr = VecCopy(dX,F);CHKERRQ(ierr); 304a71552e2SPeter Brune ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); 305a71552e2SPeter Brune } else { 306e4ed7901SPeter Brune if (!snes->vec_func_init_set) { 307fef7b6d8SPeter Brune ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 3081aa26658SKarl Rupp } else snes->vec_func_init_set = PETSC_FALSE; 309c1c75074SPeter Brune 310fef7b6d8SPeter Brune /* convergence test */ 311a71552e2SPeter Brune ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); 312422a814eSBarry Smith SNESCheckFunctionNorm(snes,fnorm); 313a71552e2SPeter Brune ierr = VecCopy(F,dX);CHKERRQ(ierr); 314a71552e2SPeter Brune } 315efd4aadfSBarry Smith if (snes->npc) { 316a71552e2SPeter Brune if (snes->functype == SNES_FUNCTION_UNPRECONDITIONED) { 317be95d8f1SBarry Smith ierr = SNESApplyNPC(snes,X,F,dX);CHKERRQ(ierr); 318efd4aadfSBarry Smith ierr = SNESGetConvergedReason(snes->npc,&reason);CHKERRQ(ierr); 319b7281c8aSPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 320b7281c8aSPeter Brune snes->reason = SNES_DIVERGED_INNER; 321b7281c8aSPeter Brune PetscFunctionReturn(0); 322b7281c8aSPeter Brune } 323a71552e2SPeter Brune } 324a71552e2SPeter Brune } 325a71552e2SPeter Brune ierr = VecCopy(dX,lX);CHKERRQ(ierr); 32632cc618eSPeter Brune ierr = VecDot(dX, dX, &dXdotdX);CHKERRQ(ierr); 327a71552e2SPeter Brune 328a71552e2SPeter Brune 329e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 330fef7b6d8SPeter Brune snes->norm = fnorm; 331e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 332a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr); 333fef7b6d8SPeter Brune ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 334fef7b6d8SPeter Brune 335fef7b6d8SPeter Brune /* test convergence */ 336fef7b6d8SPeter Brune ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 337fef7b6d8SPeter Brune if (snes->reason) PetscFunctionReturn(0); 338fef7b6d8SPeter Brune 339fef7b6d8SPeter Brune /* Call general purpose update function */ 340fef7b6d8SPeter Brune if (snes->ops->update) { 341fef7b6d8SPeter Brune ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 342fef7b6d8SPeter Brune } 343fef7b6d8SPeter Brune 344fef7b6d8SPeter Brune /* first update -- just use the (preconditioned) residual direction for the initial conjugate direction */ 345bbd5d0b3SPeter Brune 34609c08436SPeter Brune for (i = 1; i < maxits + 1; i++) { 34729c94e34SPeter Brune /* some update types require the old update direction or conjugate direction */ 3480a844d1aSPeter Brune if (ncg->type != SNES_NCG_FR) { 34932cc618eSPeter Brune ierr = VecCopy(dX, dXold);CHKERRQ(ierr); 35088d374b2SPeter Brune } 351f1c6b773SPeter Brune ierr = SNESLineSearchApply(linesearch,X,F,&fnorm,lX);CHKERRQ(ierr); 352422a814eSBarry Smith ierr = SNESLineSearchGetReason(linesearch, &lsresult);CHKERRQ(ierr); 353422a814eSBarry Smith ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr); 354422a814eSBarry Smith if (lsresult) { 355fef7b6d8SPeter Brune if (++snes->numFailures >= snes->maxFailures) { 356fef7b6d8SPeter Brune snes->reason = SNES_DIVERGED_LINE_SEARCH; 3575d10c001SPeter Brune PetscFunctionReturn(0); 358fef7b6d8SPeter Brune } 359fef7b6d8SPeter Brune } 360e71169deSBarry Smith if (snes->nfuncs >= snes->max_funcs && snes->max_funcs >= 0) { 361fef7b6d8SPeter Brune snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 3625d10c001SPeter Brune PetscFunctionReturn(0); 363fef7b6d8SPeter Brune } 364fef7b6d8SPeter Brune /* Monitor convergence */ 365e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 366169e2be8SPeter Brune snes->iter = i; 367fef7b6d8SPeter Brune snes->norm = fnorm; 368c1e67a49SFande Kong snes->xnorm = xnorm; 369c1e67a49SFande Kong snes->ynorm = ynorm; 370e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 371a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,snes->norm,0);CHKERRQ(ierr); 372fef7b6d8SPeter Brune ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 373302dbbaeSPeter Brune 374fef7b6d8SPeter Brune /* Test for convergence */ 375d484d688SPeter Brune ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 3765d10c001SPeter Brune if (snes->reason) PetscFunctionReturn(0); 377302dbbaeSPeter Brune 378302dbbaeSPeter Brune /* Call general purpose update function */ 379302dbbaeSPeter Brune if (snes->ops->update) { 380302dbbaeSPeter Brune ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 381302dbbaeSPeter Brune } 382efd4aadfSBarry Smith if (snes->npc) { 383a71552e2SPeter Brune if (snes->functype == SNES_FUNCTION_PRECONDITIONED) { 384be95d8f1SBarry Smith ierr = SNESApplyNPC(snes,X,NULL,dX);CHKERRQ(ierr); 385efd4aadfSBarry Smith ierr = SNESGetConvergedReason(snes->npc,&reason);CHKERRQ(ierr); 386b7281c8aSPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 387b7281c8aSPeter Brune snes->reason = SNES_DIVERGED_INNER; 388b7281c8aSPeter Brune PetscFunctionReturn(0); 389b7281c8aSPeter Brune } 390a71552e2SPeter Brune ierr = VecCopy(dX,F);CHKERRQ(ierr); 391a71552e2SPeter Brune } else { 392be95d8f1SBarry Smith ierr = SNESApplyNPC(snes,X,F,dX);CHKERRQ(ierr); 393efd4aadfSBarry Smith ierr = SNESGetConvergedReason(snes->npc,&reason);CHKERRQ(ierr); 394b7281c8aSPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 395b7281c8aSPeter Brune snes->reason = SNES_DIVERGED_INNER; 396b7281c8aSPeter Brune PetscFunctionReturn(0); 397b7281c8aSPeter Brune } 398302dbbaeSPeter Brune } 399a3685310SPeter Brune } else { 400a3685310SPeter Brune ierr = VecCopy(F,dX);CHKERRQ(ierr); 401302dbbaeSPeter Brune } 402302dbbaeSPeter Brune 40329c94e34SPeter Brune /* compute the conjugate direction lX = dX + beta*lX with beta = ((dX, dX) / (dX_old, dX_old) (Fletcher-Reeves update)*/ 4040a844d1aSPeter Brune switch (ncg->type) { 4050a844d1aSPeter Brune case SNES_NCG_FR: /* Fletcher-Reeves */ 40632cc618eSPeter Brune dXolddotdXold= dXdotdX; 40732cc618eSPeter Brune ierr = VecDot(dX, dX, &dXdotdX);CHKERRQ(ierr); 40832cc618eSPeter Brune beta = PetscRealPart(dXdotdX / dXolddotdXold); 409dfb256c7SPeter Brune break; 4100a844d1aSPeter Brune case SNES_NCG_PRP: /* Polak-Ribiere-Poylak */ 41132cc618eSPeter Brune dXolddotdXold= dXdotdX; 41232cc618eSPeter Brune ierr = VecDotBegin(dX, dX, &dXdotdXold);CHKERRQ(ierr); 41332cc618eSPeter Brune ierr = VecDotBegin(dXold, dX, &dXdotdXold);CHKERRQ(ierr); 41432cc618eSPeter Brune ierr = VecDotEnd(dX, dX, &dXdotdX);CHKERRQ(ierr); 41532cc618eSPeter Brune ierr = VecDotEnd(dXold, dX, &dXdotdXold);CHKERRQ(ierr); 41632cc618eSPeter Brune beta = PetscRealPart(((dXdotdX - dXdotdXold) / dXolddotdXold)); 417dfb256c7SPeter Brune if (beta < 0.0) beta = 0.0; /* restart */ 418dfb256c7SPeter Brune break; 4190a844d1aSPeter Brune case SNES_NCG_HS: /* Hestenes-Stiefel */ 42032cc618eSPeter Brune ierr = VecDotBegin(dX, dX, &dXdotdX);CHKERRQ(ierr); 42132cc618eSPeter Brune ierr = VecDotBegin(dX, dXold, &dXdotdXold);CHKERRQ(ierr); 42232cc618eSPeter Brune ierr = VecDotBegin(lX, dX, &lXdotdX);CHKERRQ(ierr); 42332cc618eSPeter Brune ierr = VecDotBegin(lX, dXold, &lXdotdXold);CHKERRQ(ierr); 42432cc618eSPeter Brune ierr = VecDotEnd(dX, dX, &dXdotdX);CHKERRQ(ierr); 42532cc618eSPeter Brune ierr = VecDotEnd(dX, dXold, &dXdotdXold);CHKERRQ(ierr); 42632cc618eSPeter Brune ierr = VecDotEnd(lX, dX, &lXdotdX);CHKERRQ(ierr); 42732cc618eSPeter Brune ierr = VecDotEnd(lX, dXold, &lXdotdXold);CHKERRQ(ierr); 42832cc618eSPeter Brune beta = PetscRealPart((dXdotdX - dXdotdXold) / (lXdotdX - lXdotdXold)); 429dfb256c7SPeter Brune break; 4300a844d1aSPeter Brune case SNES_NCG_DY: /* Dai-Yuan */ 43132cc618eSPeter Brune ierr = VecDotBegin(dX, dX, &dXdotdX);CHKERRQ(ierr); 43232cc618eSPeter Brune ierr = VecDotBegin(lX, dX, &lXdotdX);CHKERRQ(ierr); 43332cc618eSPeter Brune ierr = VecDotBegin(lX, dXold, &lXdotdXold);CHKERRQ(ierr); 43432cc618eSPeter Brune ierr = VecDotEnd(dX, dX, &dXdotdX);CHKERRQ(ierr); 43532cc618eSPeter Brune ierr = VecDotEnd(lX, dX, &lXdotdX);CHKERRQ(ierr); 43632cc618eSPeter Brune ierr = VecDotEnd(lX, dXold, &lXdotdXold);CHKERRQ(ierr); 43732cc618eSPeter Brune beta = PetscRealPart(dXdotdX / (lXdotdXold - lXdotdX));CHKERRQ(ierr); 438dfb256c7SPeter Brune break; 4390a844d1aSPeter Brune case SNES_NCG_CD: /* Conjugate Descent */ 44032cc618eSPeter Brune ierr = VecDotBegin(dX, dX, &dXdotdX);CHKERRQ(ierr); 44132cc618eSPeter Brune ierr = VecDotBegin(lX, dXold, &lXdotdXold);CHKERRQ(ierr); 44232cc618eSPeter Brune ierr = VecDotEnd(dX, dX, &dXdotdX);CHKERRQ(ierr); 44332cc618eSPeter Brune ierr = VecDotEnd(lX, dXold, &lXdotdXold);CHKERRQ(ierr); 44432cc618eSPeter Brune beta = PetscRealPart(dXdotdX / lXdotdXold);CHKERRQ(ierr); 445dfb256c7SPeter Brune break; 446dfb256c7SPeter Brune } 447dfb256c7SPeter Brune if (ncg->monitor) { 4487904a332SBarry Smith ierr = PetscViewerASCIIPrintf(ncg->monitor, "beta = %e\n", (double)beta);CHKERRQ(ierr); 449dfb256c7SPeter Brune } 450dfb256c7SPeter Brune ierr = VecAYPX(lX, beta, dX);CHKERRQ(ierr); 451fef7b6d8SPeter Brune } 452fef7b6d8SPeter Brune ierr = PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", maxits);CHKERRQ(ierr); 453fef7b6d8SPeter Brune if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT; 454fef7b6d8SPeter Brune PetscFunctionReturn(0); 455fef7b6d8SPeter Brune } 456fef7b6d8SPeter Brune 457fef7b6d8SPeter Brune /*MC 458fef7b6d8SPeter Brune SNESNCG - Nonlinear Conjugate-Gradient method for the solution of general nonlinear systems. 459fef7b6d8SPeter Brune 460fef7b6d8SPeter Brune Level: beginner 461fef7b6d8SPeter Brune 462fef7b6d8SPeter Brune Options Database: 4634f02bc6aSBarry Smith + -snes_ncg_type <fr, prp, dy, hs, cd> - Choice of conjugate-gradient update parameter, default is prp. 46441a8cb50SPeter Brune . -snes_linesearch_type <cp,l2,basic> - Line search type. 465b5badacbSBarry Smith - -snes_ncg_monitor - Print the beta values used in the ncg iteration, . 466fef7b6d8SPeter Brune 46795452b02SPatrick Sanan Notes: 46895452b02SPatrick Sanan This solves the nonlinear system of equations F(x) = 0 using the nonlinear generalization of the conjugate 469fef7b6d8SPeter Brune gradient method. This may be used with a nonlinear preconditioner used to pick the new search directions, but otherwise 470fef7b6d8SPeter Brune chooses the initial search direction as F(x) for the initial guess x. 471fef7b6d8SPeter Brune 4722d547940SBarry Smith Only supports left non-linear preconditioning. 4732d547940SBarry Smith 474b5badacbSBarry Smith Default line search is SNESLINESEARCHCP, unless a nonlinear preconditioner is used with -npc_snes_type <type>, SNESSetNPC(), or SNESGetNPC() then 475b5badacbSBarry Smith SNESLINESEARCHL2 is used. Also supports the special purpose line search SNESLINESEARCHNCGLINEAR 476b5badacbSBarry Smith 4774f02bc6aSBarry Smith References: 47896a0c994SBarry Smith . 1. - Peter R. Brune, Matthew G. Knepley, Barry F. Smith, and Xuemin Tu,"Composing Scalable Nonlinear Algebraic Solvers", 4794f02bc6aSBarry Smith SIAM Review, 57(4), 2015 480cc3c3c0fSMatthew G. Knepley 481fef7b6d8SPeter Brune 482b5badacbSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESNEWTONTR, SNESNGMRES, SNESQN, SNESLINESEARCHNCGLINEAR, SNESNCGSetType(), SNESNCGGetType(), SNESLineSearchSetType() 483fef7b6d8SPeter Brune M*/ 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; 498efd4aadfSBarry Smith snes->usesnpc = PETSC_TRUE; 499efd4aadfSBarry Smith snes->npcside = PC_LEFT; 500fef7b6d8SPeter Brune 5014fc747eaSLawrence Mitchell snes->alwayscomputesfinalresidual = PETSC_TRUE; 5024fc747eaSLawrence Mitchell 50388976e71SPeter Brune if (!snes->tolerancesset) { 5040e444f03SPeter Brune snes->max_funcs = 30000; 5050e444f03SPeter Brune snes->max_its = 10000; 506c522fa08SPeter Brune snes->stol = 1e-20; 50788976e71SPeter Brune } 5080e444f03SPeter Brune 509b00a9115SJed Brown ierr = PetscNewLog(snes,&neP);CHKERRQ(ierr); 510fef7b6d8SPeter Brune snes->data = (void*) neP; 5110298fd71SBarry Smith neP->monitor = NULL; 5120a844d1aSPeter Brune neP->type = SNES_NCG_PRP; 513bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESNCGSetType_C", SNESNCGSetType_NCG);CHKERRQ(ierr); 514fef7b6d8SPeter Brune PetscFunctionReturn(0); 515fef7b6d8SPeter Brune } 516