xref: /petsc/src/snes/impls/ncg/snesncg.c (revision e04113cf637149666d9c83678a5abc4e1b351bcc)
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