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 121a4f838cSPeter Brune #define SNESLINESEARCHNCGLINEAR "linear" 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); 54bbd5d0b3SPeter Brune ierr = SNESSetUpMatrices(snes);CHKERRQ(ierr); 55a71552e2SPeter Brune if (snes->pcside == PC_RIGHT) SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNESNCG only supports left preconditioning"); 566c67d002SPeter Brune if (snes->functype == SNES_FUNCTION_DEFAULT) snes->functype = SNES_FUNCTION_UNPRECONDITIONED; 57bdf89e91SBarry Smith ierr = SNESLineSearchRegister(SNESLINESEARCHNCGLINEAR, SNESLineSearchCreate_NCGLinear);CHKERRQ(ierr); 58fef7b6d8SPeter Brune PetscFunctionReturn(0); 59fef7b6d8SPeter Brune } 60fef7b6d8SPeter Brune /* 6105b53524SPeter Brune SNESSetFromOptions_NCG - Sets various parameters for the SNESNCG method. 62fef7b6d8SPeter Brune 63fef7b6d8SPeter Brune Input Parameter: 64fef7b6d8SPeter Brune . snes - the SNES context 65fef7b6d8SPeter Brune 66fef7b6d8SPeter Brune Application Interface Routine: SNESSetFromOptions() 67fef7b6d8SPeter Brune */ 68fef7b6d8SPeter Brune #undef __FUNCT__ 69fef7b6d8SPeter Brune #define __FUNCT__ "SNESSetFromOptions_NCG" 70fef7b6d8SPeter Brune static PetscErrorCode SNESSetFromOptions_NCG(SNES snes) 71fef7b6d8SPeter Brune { 72dfb256c7SPeter Brune SNES_NCG *ncg = (SNES_NCG*)snes->data; 73fef7b6d8SPeter Brune PetscErrorCode ierr; 740a844d1aSPeter Brune PetscBool debug; 75f1c6b773SPeter Brune SNESLineSearch linesearch; 76a11d90f7SPeter Brune SNESNCGType ncgtype=ncg->type; 77fef7b6d8SPeter Brune 78fef7b6d8SPeter Brune PetscFunctionBegin; 79fef7b6d8SPeter Brune ierr = PetscOptionsHead("SNES NCG options");CHKERRQ(ierr); 800298fd71SBarry Smith ierr = PetscOptionsBool("-snes_ncg_monitor","Monitor NCG iterations","SNES",ncg->monitor ? PETSC_TRUE : PETSC_FALSE, &debug, NULL);CHKERRQ(ierr); 810298fd71SBarry Smith ierr = PetscOptionsEnum("-snes_ncg_type","NCG Beta type used","SNESNCGSetType",SNESNCGTypes,(PetscEnum)ncg->type,(PetscEnum*)&ncgtype,NULL);CHKERRQ(ierr); 820a844d1aSPeter Brune ierr = SNESNCGSetType(snes, ncgtype);CHKERRQ(ierr); 83dfb256c7SPeter Brune if (debug) { 84ce94432eSBarry Smith ncg->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));CHKERRQ(ierr); 85dfb256c7SPeter Brune } 86fef7b6d8SPeter Brune ierr = PetscOptionsTail();CHKERRQ(ierr); 879e764e56SPeter Brune if (!snes->linesearch) { 887601faf0SJed Brown ierr = SNESGetLineSearch(snes, &linesearch);CHKERRQ(ierr); 899e764e56SPeter Brune if (!snes->pc) { 901a4f838cSPeter Brune ierr = SNESLineSearchSetType(linesearch, SNESLINESEARCHCP);CHKERRQ(ierr); 919e764e56SPeter Brune } else { 921a4f838cSPeter Brune ierr = SNESLineSearchSetType(linesearch, SNESLINESEARCHL2);CHKERRQ(ierr); 939e764e56SPeter Brune } 949e764e56SPeter Brune } 95fef7b6d8SPeter Brune PetscFunctionReturn(0); 96fef7b6d8SPeter Brune } 97fef7b6d8SPeter Brune 98fef7b6d8SPeter Brune /* 99fef7b6d8SPeter Brune SNESView_NCG - Prints info from the SNESNCG data structure. 100fef7b6d8SPeter Brune 101fef7b6d8SPeter Brune Input Parameters: 102fef7b6d8SPeter Brune + SNES - the SNES context 103fef7b6d8SPeter Brune - viewer - visualization context 104fef7b6d8SPeter Brune 105fef7b6d8SPeter Brune Application Interface Routine: SNESView() 106fef7b6d8SPeter Brune */ 107fef7b6d8SPeter Brune #undef __FUNCT__ 108fef7b6d8SPeter Brune #define __FUNCT__ "SNESView_NCG" 109fef7b6d8SPeter Brune static PetscErrorCode SNESView_NCG(SNES snes, PetscViewer viewer) 110fef7b6d8SPeter Brune { 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) { 117fef7b6d8SPeter Brune } 118fef7b6d8SPeter Brune PetscFunctionReturn(0); 119fef7b6d8SPeter Brune } 120fef7b6d8SPeter Brune 121fef7b6d8SPeter Brune #undef __FUNCT__ 122f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchApply_NCGLinear" 123f1c6b773SPeter Brune PetscErrorCode SNESLineSearchApply_NCGLinear(SNESLineSearch linesearch) 124ea630c6eSPeter Brune { 125ea630c6eSPeter Brune PetscScalar alpha, ptAp; 126bbd5d0b3SPeter Brune Vec X, Y, F, W; 127bbd5d0b3SPeter Brune SNES snes; 128ea630c6eSPeter Brune PetscErrorCode ierr; 129bbd5d0b3SPeter Brune PetscReal *fnorm, *xnorm, *ynorm; 130ea630c6eSPeter Brune MatStructure flg = DIFFERENT_NONZERO_PATTERN; 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 142ea630c6eSPeter Brune /* 143ea630c6eSPeter Brune 144d2140ca3SPeter Brune The exact step size for unpreconditioned linear CG is just: 145ea630c6eSPeter Brune alpha = (r, r) / (p, Ap) = (f, f) / (y, Jy) 146ea630c6eSPeter Brune */ 147a5892487SPeter Brune ierr = SNESComputeJacobian(snes, X, &snes->jacobian, &snes->jacobian_pre, &flg);CHKERRQ(ierr); 148ea630c6eSPeter Brune ierr = VecDot(F, F, &alpha);CHKERRQ(ierr); 149ea630c6eSPeter Brune ierr = MatMult(snes->jacobian, Y, W);CHKERRQ(ierr); 150ea630c6eSPeter Brune ierr = VecDot(Y, W, &ptAp);CHKERRQ(ierr); 151ea630c6eSPeter Brune alpha = alpha / ptAp; 152ce94432eSBarry Smith ierr = PetscPrintf(PetscObjectComm((PetscObject)snes), "alpha: %G\n", PetscRealPart(alpha));CHKERRQ(ierr); 153bbd5d0b3SPeter Brune ierr = VecAXPY(X, alpha, Y);CHKERRQ(ierr); 154bbd5d0b3SPeter Brune ierr = SNESComputeFunction(snes, X, F);CHKERRQ(ierr); 155bbd5d0b3SPeter Brune 156bbd5d0b3SPeter Brune ierr = VecNorm(F, NORM_2, fnorm);CHKERRQ(ierr); 157bbd5d0b3SPeter Brune ierr = VecNorm(X, NORM_2, xnorm);CHKERRQ(ierr); 158bbd5d0b3SPeter Brune ierr = VecNorm(Y, NORM_2, ynorm);CHKERRQ(ierr); 159ea630c6eSPeter Brune PetscFunctionReturn(0); 160ea630c6eSPeter Brune } 161ea630c6eSPeter Brune 162bbd5d0b3SPeter Brune #undef __FUNCT__ 163f1c6b773SPeter Brune #define __FUNCT__ "SNESLineSearchCreate_NCGLinear" 1648cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_NCGLinear(SNESLineSearch linesearch) 165bbd5d0b3SPeter Brune { 166bbd5d0b3SPeter Brune PetscFunctionBegin; 167f1c6b773SPeter Brune linesearch->ops->apply = SNESLineSearchApply_NCGLinear; 1680298fd71SBarry Smith linesearch->ops->destroy = NULL; 1690298fd71SBarry Smith linesearch->ops->setfromoptions = NULL; 1700298fd71SBarry Smith linesearch->ops->reset = NULL; 1710298fd71SBarry Smith linesearch->ops->view = NULL; 1720298fd71SBarry Smith linesearch->ops->setup = NULL; 173bbd5d0b3SPeter Brune PetscFunctionReturn(0); 174bbd5d0b3SPeter Brune } 175bbd5d0b3SPeter Brune 17688d374b2SPeter Brune #undef __FUNCT__ 1778c40d5fbSBarry Smith #define __FUNCT__ "SNESNCGComputeYtJtF_Private" 17888d374b2SPeter Brune /* 17988d374b2SPeter Brune 18088d374b2SPeter Brune Assuming F = SNESComputeFunction(X) compute Y^tJ^tF using a simple secant approximation of the jacobian. 18188d374b2SPeter Brune 18288d374b2SPeter Brune */ 18367392de3SBarry Smith PetscErrorCode SNESNCGComputeYtJtF_Private(SNES snes, Vec X, Vec F, Vec Y, Vec W, Vec G, PetscScalar * ytJtf) 18467392de3SBarry Smith { 18588d374b2SPeter Brune PetscErrorCode ierr; 18688d374b2SPeter Brune PetscScalar ftf, ftg, fty, h; 18767392de3SBarry Smith 18888d374b2SPeter Brune PetscFunctionBegin; 18988d374b2SPeter Brune ierr = VecDot(F, F, &ftf);CHKERRQ(ierr); 19088d374b2SPeter Brune ierr = VecDot(F, Y, &fty);CHKERRQ(ierr); 19188d374b2SPeter Brune h = 1e-5*fty / fty; 19288d374b2SPeter Brune ierr = VecCopy(X, W);CHKERRQ(ierr); 19388d374b2SPeter Brune ierr = VecAXPY(W, -h, Y);CHKERRQ(ierr); /* this is arbitrary */ 19488d374b2SPeter Brune ierr = SNESComputeFunction(snes, W, G);CHKERRQ(ierr); 19588d374b2SPeter Brune ierr = VecDot(G, F, &ftg);CHKERRQ(ierr); 19688d374b2SPeter Brune *ytJtf = (ftg - ftf) / h; 19788d374b2SPeter Brune PetscFunctionReturn(0); 19888d374b2SPeter Brune } 19988d374b2SPeter Brune 2000a844d1aSPeter Brune #undef __FUNCT__ 2010a844d1aSPeter Brune #define __FUNCT__ "SNESNCGSetType" 2020a844d1aSPeter Brune /*@ 2030a844d1aSPeter Brune SNESNCGSetType - Sets the conjugate update type for SNESNCG. 2040a844d1aSPeter Brune 2050a844d1aSPeter Brune Logically Collective on SNES 2060a844d1aSPeter Brune 2070a844d1aSPeter Brune Input Parameters: 2080a844d1aSPeter Brune + snes - the iterative context 2090a844d1aSPeter Brune - btype - update type 2100a844d1aSPeter Brune 2110a844d1aSPeter Brune Options Database: 2120a844d1aSPeter Brune . -snes_ncg_type<prp,fr,hs,dy,cd> 2130a844d1aSPeter Brune 2140a844d1aSPeter Brune Level: intermediate 2150a844d1aSPeter Brune 2160a844d1aSPeter Brune SNESNCGSelectTypes: 2170a844d1aSPeter Brune + SNES_NCG_FR - Fletcher-Reeves update 2180a844d1aSPeter Brune . SNES_NCG_PRP - Polak-Ribiere-Polyak update 2190a844d1aSPeter Brune . SNES_NCG_HS - Hestenes-Steifel update 2200a844d1aSPeter Brune . SNES_NCG_DY - Dai-Yuan update 2210a844d1aSPeter Brune - SNES_NCG_CD - Conjugate Descent update 2220a844d1aSPeter Brune 2230a844d1aSPeter Brune Notes: 2240a844d1aSPeter Brune PRP is the default, and the only one that tolerates generalized search directions. 2250a844d1aSPeter Brune 2260a844d1aSPeter Brune .keywords: SNES, SNESNCG, selection, type, set 2270a844d1aSPeter Brune @*/ 2280adebc6cSBarry Smith PetscErrorCode SNESNCGSetType(SNES snes, SNESNCGType btype) 2290adebc6cSBarry Smith { 2300a844d1aSPeter Brune PetscErrorCode ierr; 2316e111a19SKarl Rupp 2320a844d1aSPeter Brune PetscFunctionBegin; 2330a844d1aSPeter Brune PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 2340a844d1aSPeter Brune ierr = PetscTryMethod(snes,"SNESNCGSetType_C",(SNES,SNESNCGType),(snes,btype));CHKERRQ(ierr); 2350a844d1aSPeter Brune PetscFunctionReturn(0); 2360a844d1aSPeter Brune } 2370a844d1aSPeter Brune 2380a844d1aSPeter Brune #undef __FUNCT__ 2390a844d1aSPeter Brune #define __FUNCT__ "SNESNCGSetType_NCG" 2400adebc6cSBarry Smith PetscErrorCode SNESNCGSetType_NCG(SNES snes, SNESNCGType btype) 2410adebc6cSBarry Smith { 2420a844d1aSPeter Brune SNES_NCG *ncg = (SNES_NCG*)snes->data; 2436e111a19SKarl Rupp 2440a844d1aSPeter Brune PetscFunctionBegin; 2450a844d1aSPeter Brune ncg->type = btype; 2460a844d1aSPeter Brune PetscFunctionReturn(0); 2470a844d1aSPeter Brune } 2480a844d1aSPeter Brune 249fef7b6d8SPeter Brune /* 250fef7b6d8SPeter Brune SNESSolve_NCG - Solves a nonlinear system with the Nonlinear Conjugate Gradient method. 251fef7b6d8SPeter Brune 252fef7b6d8SPeter Brune Input Parameters: 253fef7b6d8SPeter Brune . snes - the SNES context 254fef7b6d8SPeter Brune 255fef7b6d8SPeter Brune Output Parameter: 256fef7b6d8SPeter Brune . outits - number of iterations until termination 257fef7b6d8SPeter Brune 258fef7b6d8SPeter Brune Application Interface Routine: SNESSolve() 259fef7b6d8SPeter Brune */ 260fef7b6d8SPeter Brune #undef __FUNCT__ 261fef7b6d8SPeter Brune #define __FUNCT__ "SNESSolve_NCG" 262fef7b6d8SPeter Brune 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; 270fef7b6d8SPeter Brune PetscBool lsSuccess = PETSC_TRUE; 271f1c6b773SPeter Brune SNESLineSearch linesearch; 272b7281c8aSPeter Brune SNESConvergedReason reason; 27388d374b2SPeter Brune 274fef7b6d8SPeter Brune PetscFunctionBegin; 275fef7b6d8SPeter Brune snes->reason = SNES_CONVERGED_ITERATING; 276fef7b6d8SPeter Brune 277fef7b6d8SPeter Brune maxits = snes->max_its; /* maximum number of iterations */ 278fef7b6d8SPeter Brune X = snes->vec_sol; /* X^n */ 27932cc618eSPeter Brune dXold = snes->work[0]; /* The previous iterate of X */ 28088d374b2SPeter Brune dX = snes->work[1]; /* the preconditioned direction */ 281169e2be8SPeter Brune lX = snes->vec_sol_update; /* the conjugate direction */ 282fef7b6d8SPeter Brune F = snes->vec_func; /* residual vector */ 283fef7b6d8SPeter Brune 2847601faf0SJed Brown ierr = SNESGetLineSearch(snes, &linesearch);CHKERRQ(ierr); 2859e764e56SPeter Brune 286*e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 287fef7b6d8SPeter Brune snes->iter = 0; 288fef7b6d8SPeter Brune snes->norm = 0.; 289*e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 290fef7b6d8SPeter Brune 291bbd5d0b3SPeter Brune /* compute the initial function and preconditioned update dX */ 292a71552e2SPeter Brune 293a71552e2SPeter Brune if (snes->pc && snes->functype == SNES_FUNCTION_PRECONDITIONED) { 294a71552e2SPeter Brune ierr = SNESApplyPC(snes,X,NULL,NULL,dX);CHKERRQ(ierr); 295b7281c8aSPeter Brune ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); 296b7281c8aSPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 297b7281c8aSPeter Brune snes->reason = SNES_DIVERGED_INNER; 298b7281c8aSPeter Brune PetscFunctionReturn(0); 299b7281c8aSPeter Brune } 300a71552e2SPeter Brune ierr = VecCopy(dX,F);CHKERRQ(ierr); 301a71552e2SPeter Brune ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); 302a71552e2SPeter Brune } else { 303e4ed7901SPeter Brune if (!snes->vec_func_init_set) { 304fef7b6d8SPeter Brune ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 305fef7b6d8SPeter Brune if (snes->domainerror) { 306fef7b6d8SPeter Brune snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 307fef7b6d8SPeter Brune PetscFunctionReturn(0); 308fef7b6d8SPeter Brune } 3091aa26658SKarl Rupp } else snes->vec_func_init_set = PETSC_FALSE; 310e4ed7901SPeter Brune if (!snes->norm_init_set) { 311fef7b6d8SPeter Brune /* convergence test */ 312a71552e2SPeter Brune ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); 313189a9710SBarry Smith if (PetscIsInfOrNanReal(fnorm)) { 314189a9710SBarry Smith snes->reason = SNES_DIVERGED_FNORM_NAN; 315189a9710SBarry Smith PetscFunctionReturn(0); 316189a9710SBarry Smith } 317e4ed7901SPeter Brune } else { 318e4ed7901SPeter Brune fnorm = snes->norm_init; 319e4ed7901SPeter Brune snes->norm_init_set = PETSC_FALSE; 320e4ed7901SPeter Brune } 321a71552e2SPeter Brune ierr = VecCopy(F,dX);CHKERRQ(ierr); 322a71552e2SPeter Brune } 323a71552e2SPeter Brune if (snes->pc) { 324a71552e2SPeter Brune if (snes->functype == SNES_FUNCTION_UNPRECONDITIONED) { 325a71552e2SPeter Brune ierr = SNESApplyPC(snes,X,F,&fnorm,dX);CHKERRQ(ierr); 326b7281c8aSPeter Brune ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); 327b7281c8aSPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 328b7281c8aSPeter Brune snes->reason = SNES_DIVERGED_INNER; 329b7281c8aSPeter Brune PetscFunctionReturn(0); 330b7281c8aSPeter Brune } 331a71552e2SPeter Brune } 332a71552e2SPeter Brune } 333a71552e2SPeter Brune ierr = VecCopy(dX,lX);CHKERRQ(ierr); 33432cc618eSPeter Brune ierr = VecDot(dX, dX, &dXdotdX);CHKERRQ(ierr); 335a71552e2SPeter Brune 336a71552e2SPeter Brune 337*e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 338fef7b6d8SPeter Brune snes->norm = fnorm; 339*e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 340a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr); 341fef7b6d8SPeter Brune ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 342fef7b6d8SPeter Brune 343fef7b6d8SPeter Brune /* set parameter for default relative tolerance convergence test */ 344fef7b6d8SPeter Brune snes->ttol = fnorm*snes->rtol; 345fef7b6d8SPeter Brune /* test convergence */ 346fef7b6d8SPeter Brune ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 347fef7b6d8SPeter Brune if (snes->reason) PetscFunctionReturn(0); 348fef7b6d8SPeter Brune 349fef7b6d8SPeter Brune /* Call general purpose update function */ 350fef7b6d8SPeter Brune if (snes->ops->update) { 351fef7b6d8SPeter Brune ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 352fef7b6d8SPeter Brune } 353fef7b6d8SPeter Brune 354fef7b6d8SPeter Brune /* first update -- just use the (preconditioned) residual direction for the initial conjugate direction */ 355bbd5d0b3SPeter Brune 35609c08436SPeter Brune for (i = 1; i < maxits + 1; i++) { 357fef7b6d8SPeter Brune lsSuccess = PETSC_TRUE; 35829c94e34SPeter Brune /* some update types require the old update direction or conjugate direction */ 3590a844d1aSPeter Brune if (ncg->type != SNES_NCG_FR) { 36032cc618eSPeter Brune ierr = VecCopy(dX, dXold);CHKERRQ(ierr); 36188d374b2SPeter Brune } 362f1c6b773SPeter Brune ierr = SNESLineSearchApply(linesearch,X,F,&fnorm,lX);CHKERRQ(ierr); 363f1c6b773SPeter Brune ierr = SNESLineSearchGetSuccess(linesearch, &lsSuccess);CHKERRQ(ierr); 364fef7b6d8SPeter Brune if (!lsSuccess) { 365fef7b6d8SPeter Brune if (++snes->numFailures >= snes->maxFailures) { 366fef7b6d8SPeter Brune snes->reason = SNES_DIVERGED_LINE_SEARCH; 3675d10c001SPeter Brune PetscFunctionReturn(0); 368fef7b6d8SPeter Brune } 369fef7b6d8SPeter Brune } 370fef7b6d8SPeter Brune if (snes->nfuncs >= snes->max_funcs) { 371fef7b6d8SPeter Brune snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 3725d10c001SPeter Brune PetscFunctionReturn(0); 373fef7b6d8SPeter Brune } 374fef7b6d8SPeter Brune if (snes->domainerror) { 375fef7b6d8SPeter Brune snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 376fef7b6d8SPeter Brune PetscFunctionReturn(0); 377fef7b6d8SPeter Brune } 378f1c6b773SPeter Brune ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr); 379fef7b6d8SPeter Brune /* Monitor convergence */ 380*e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 381169e2be8SPeter Brune snes->iter = i; 382fef7b6d8SPeter Brune snes->norm = fnorm; 383*e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 384a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,snes->norm,0);CHKERRQ(ierr); 385fef7b6d8SPeter Brune ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 386302dbbaeSPeter Brune 387fef7b6d8SPeter Brune /* Test for convergence */ 388d484d688SPeter Brune ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 3895d10c001SPeter Brune if (snes->reason) PetscFunctionReturn(0); 390302dbbaeSPeter Brune 391302dbbaeSPeter Brune /* Call general purpose update function */ 392302dbbaeSPeter Brune if (snes->ops->update) { 393302dbbaeSPeter Brune ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 394302dbbaeSPeter Brune } 395a71552e2SPeter Brune if (snes->pc) { 396a71552e2SPeter Brune if (snes->functype == SNES_FUNCTION_PRECONDITIONED) { 397a71552e2SPeter Brune ierr = SNESApplyPC(snes,X,NULL,NULL,dX);CHKERRQ(ierr); 398b7281c8aSPeter Brune ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); 399b7281c8aSPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 400b7281c8aSPeter Brune snes->reason = SNES_DIVERGED_INNER; 401b7281c8aSPeter Brune PetscFunctionReturn(0); 402b7281c8aSPeter Brune } 403a71552e2SPeter Brune ierr = VecCopy(dX,F);CHKERRQ(ierr); 404a71552e2SPeter Brune } else { 405a71552e2SPeter Brune ierr = SNESApplyPC(snes,X,F,&fnorm,dX);CHKERRQ(ierr); 406b7281c8aSPeter Brune ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); 407b7281c8aSPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 408b7281c8aSPeter Brune snes->reason = SNES_DIVERGED_INNER; 409b7281c8aSPeter Brune PetscFunctionReturn(0); 410b7281c8aSPeter Brune } 411302dbbaeSPeter Brune } 412a3685310SPeter Brune } else { 413a3685310SPeter Brune ierr = VecCopy(F,dX);CHKERRQ(ierr); 414302dbbaeSPeter Brune } 415302dbbaeSPeter Brune 41629c94e34SPeter Brune /* compute the conjugate direction lX = dX + beta*lX with beta = ((dX, dX) / (dX_old, dX_old) (Fletcher-Reeves update)*/ 4170a844d1aSPeter Brune switch (ncg->type) { 4180a844d1aSPeter Brune case SNES_NCG_FR: /* Fletcher-Reeves */ 41932cc618eSPeter Brune dXolddotdXold= dXdotdX; 42032cc618eSPeter Brune ierr = VecDot(dX, dX, &dXdotdX);CHKERRQ(ierr); 42132cc618eSPeter Brune beta = PetscRealPart(dXdotdX / dXolddotdXold); 422dfb256c7SPeter Brune break; 4230a844d1aSPeter Brune case SNES_NCG_PRP: /* Polak-Ribiere-Poylak */ 42432cc618eSPeter Brune dXolddotdXold= dXdotdX; 42532cc618eSPeter Brune ierr = VecDotBegin(dX, dX, &dXdotdXold);CHKERRQ(ierr); 42632cc618eSPeter Brune ierr = VecDotBegin(dXold, dX, &dXdotdXold);CHKERRQ(ierr); 42732cc618eSPeter Brune ierr = VecDotEnd(dX, dX, &dXdotdX);CHKERRQ(ierr); 42832cc618eSPeter Brune ierr = VecDotEnd(dXold, dX, &dXdotdXold);CHKERRQ(ierr); 42932cc618eSPeter Brune beta = PetscRealPart(((dXdotdX - dXdotdXold) / dXolddotdXold)); 430dfb256c7SPeter Brune if (beta < 0.0) beta = 0.0; /* restart */ 431dfb256c7SPeter Brune break; 4320a844d1aSPeter Brune case SNES_NCG_HS: /* Hestenes-Stiefel */ 43332cc618eSPeter Brune ierr = VecDotBegin(dX, dX, &dXdotdX);CHKERRQ(ierr); 43432cc618eSPeter Brune ierr = VecDotBegin(dX, dXold, &dXdotdXold);CHKERRQ(ierr); 43532cc618eSPeter Brune ierr = VecDotBegin(lX, dX, &lXdotdX);CHKERRQ(ierr); 43632cc618eSPeter Brune ierr = VecDotBegin(lX, dXold, &lXdotdXold);CHKERRQ(ierr); 43732cc618eSPeter Brune ierr = VecDotEnd(dX, dX, &dXdotdX);CHKERRQ(ierr); 43832cc618eSPeter Brune ierr = VecDotEnd(dX, dXold, &dXdotdXold);CHKERRQ(ierr); 43932cc618eSPeter Brune ierr = VecDotEnd(lX, dX, &lXdotdX);CHKERRQ(ierr); 44032cc618eSPeter Brune ierr = VecDotEnd(lX, dXold, &lXdotdXold);CHKERRQ(ierr); 44132cc618eSPeter Brune beta = PetscRealPart((dXdotdX - dXdotdXold) / (lXdotdX - lXdotdXold)); 442dfb256c7SPeter Brune break; 4430a844d1aSPeter Brune case SNES_NCG_DY: /* Dai-Yuan */ 44432cc618eSPeter Brune ierr = VecDotBegin(dX, dX, &dXdotdX);CHKERRQ(ierr); 44532cc618eSPeter Brune ierr = VecDotBegin(lX, dX, &lXdotdX);CHKERRQ(ierr); 44632cc618eSPeter Brune ierr = VecDotBegin(lX, dXold, &lXdotdXold);CHKERRQ(ierr); 44732cc618eSPeter Brune ierr = VecDotEnd(dX, dX, &dXdotdX);CHKERRQ(ierr); 44832cc618eSPeter Brune ierr = VecDotEnd(lX, dX, &lXdotdX);CHKERRQ(ierr); 44932cc618eSPeter Brune ierr = VecDotEnd(lX, dXold, &lXdotdXold);CHKERRQ(ierr); 45032cc618eSPeter Brune beta = PetscRealPart(dXdotdX / (lXdotdXold - lXdotdX));CHKERRQ(ierr); 451dfb256c7SPeter Brune break; 4520a844d1aSPeter Brune case SNES_NCG_CD: /* Conjugate Descent */ 45332cc618eSPeter Brune ierr = VecDotBegin(dX, dX, &dXdotdX);CHKERRQ(ierr); 45432cc618eSPeter Brune ierr = VecDotBegin(lX, dXold, &lXdotdXold);CHKERRQ(ierr); 45532cc618eSPeter Brune ierr = VecDotEnd(dX, dX, &dXdotdX);CHKERRQ(ierr); 45632cc618eSPeter Brune ierr = VecDotEnd(lX, dXold, &lXdotdXold);CHKERRQ(ierr); 45732cc618eSPeter Brune beta = PetscRealPart(dXdotdX / lXdotdXold);CHKERRQ(ierr); 458dfb256c7SPeter Brune break; 459dfb256c7SPeter Brune } 460dfb256c7SPeter Brune if (ncg->monitor) { 461646217ecSPeter Brune ierr = PetscViewerASCIIPrintf(ncg->monitor, "beta = %e\n", beta);CHKERRQ(ierr); 462dfb256c7SPeter Brune } 463dfb256c7SPeter Brune ierr = VecAYPX(lX, beta, dX);CHKERRQ(ierr); 464fef7b6d8SPeter Brune } 465fef7b6d8SPeter Brune ierr = PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", maxits);CHKERRQ(ierr); 466fef7b6d8SPeter Brune if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT; 467fef7b6d8SPeter Brune PetscFunctionReturn(0); 468fef7b6d8SPeter Brune } 469fef7b6d8SPeter Brune 4700a844d1aSPeter Brune 4710a844d1aSPeter Brune 472fef7b6d8SPeter Brune /*MC 473fef7b6d8SPeter Brune SNESNCG - Nonlinear Conjugate-Gradient method for the solution of general nonlinear systems. 474fef7b6d8SPeter Brune 475fef7b6d8SPeter Brune Level: beginner 476fef7b6d8SPeter Brune 477fef7b6d8SPeter Brune Options Database: 4781867fe5bSPeter Brune + -snes_ncg_type <fr, prp, dy, hs, cd> - Choice of conjugate-gradient update parameter. 47941a8cb50SPeter Brune . -snes_linesearch_type <cp,l2,basic> - Line search type. 4801867fe5bSPeter Brune - -snes_ncg_monitor - Print relevant information about the ncg iteration. 481fef7b6d8SPeter Brune 482fef7b6d8SPeter Brune Notes: This solves the nonlinear system of equations F(x) = 0 using the nonlinear generalization of the conjugate 483fef7b6d8SPeter Brune gradient method. This may be used with a nonlinear preconditioner used to pick the new search directions, but otherwise 484fef7b6d8SPeter Brune chooses the initial search direction as F(x) for the initial guess x. 485fef7b6d8SPeter Brune 486fef7b6d8SPeter Brune 48704d7464bSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESNEWTONTR, SNESNGMRES, SNESNQN 488fef7b6d8SPeter Brune M*/ 489fef7b6d8SPeter Brune #undef __FUNCT__ 490fef7b6d8SPeter Brune #define __FUNCT__ "SNESCreate_NCG" 4918cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESCreate_NCG(SNES snes) 492fef7b6d8SPeter Brune { 493fef7b6d8SPeter Brune PetscErrorCode ierr; 494ea630c6eSPeter Brune SNES_NCG * neP; 495fef7b6d8SPeter Brune 496fef7b6d8SPeter Brune PetscFunctionBegin; 497fef7b6d8SPeter Brune snes->ops->destroy = SNESDestroy_NCG; 498fef7b6d8SPeter Brune snes->ops->setup = SNESSetUp_NCG; 499fef7b6d8SPeter Brune snes->ops->setfromoptions = SNESSetFromOptions_NCG; 500fef7b6d8SPeter Brune snes->ops->view = SNESView_NCG; 501fef7b6d8SPeter Brune snes->ops->solve = SNESSolve_NCG; 502fef7b6d8SPeter Brune snes->ops->reset = SNESReset_NCG; 503fef7b6d8SPeter Brune 504fef7b6d8SPeter Brune snes->usesksp = PETSC_FALSE; 505fef7b6d8SPeter Brune snes->usespc = PETSC_TRUE; 506a71552e2SPeter Brune snes->pcside = PC_LEFT; 507fef7b6d8SPeter Brune 50888976e71SPeter Brune if (!snes->tolerancesset) { 5090e444f03SPeter Brune snes->max_funcs = 30000; 5100e444f03SPeter Brune snes->max_its = 10000; 511c522fa08SPeter Brune snes->stol = 1e-20; 51288976e71SPeter Brune } 5130e444f03SPeter Brune 514fef7b6d8SPeter Brune ierr = PetscNewLog(snes, SNES_NCG, &neP);CHKERRQ(ierr); 515fef7b6d8SPeter Brune snes->data = (void*) neP; 5160298fd71SBarry Smith neP->monitor = NULL; 5170a844d1aSPeter Brune neP->type = SNES_NCG_PRP; 518bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESNCGSetType_C", SNESNCGSetType_NCG);CHKERRQ(ierr); 519fef7b6d8SPeter Brune PetscFunctionReturn(0); 520fef7b6d8SPeter Brune } 521