xref: /petsc/src/snes/impls/ngmres/anderson.c (revision b6bfaf9a0a178e626c17e7b8aafd5e3bedcd9a6d)
1 #include <../src/snes/impls/ngmres/snesngmres.h> /*I "petscsnes.h" I*/
2 
3 PETSC_EXTERN PetscErrorCode SNESDestroy_NGMRES(SNES);
4 PETSC_EXTERN PetscErrorCode SNESReset_NGMRES(SNES);
5 PETSC_EXTERN PetscErrorCode SNESSetUp_NGMRES(SNES);
6 PETSC_EXTERN PetscErrorCode SNESView_NGMRES(SNES,PetscViewer);
7 
8 
9 #undef __FUNCT__
10 #define __FUNCT__ "SNESSetFromOptions_Anderson"
11 PetscErrorCode SNESSetFromOptions_Anderson(SNES snes)
12 {
13   SNES_NGMRES   *ngmres = (SNES_NGMRES *) snes->data;
14   PetscErrorCode ierr;
15   PetscBool      debug;
16   SNESLineSearch linesearch;
17 
18   PetscFunctionBegin;
19   ierr = PetscOptionsHead("SNES NGMRES options");CHKERRQ(ierr);
20   ierr = PetscOptionsInt("-snes_anderson_m","Number of directions","SNES",ngmres->msize,&ngmres->msize,PETSC_NULL);CHKERRQ(ierr);
21   ierr = PetscOptionsReal("-snes_anderson_beta","Number of directions","SNES",ngmres->andersonBeta,&ngmres->andersonBeta,PETSC_NULL);CHKERRQ(ierr);
22   ierr = PetscOptionsBool("-snes_anderson_monitor","Monitor actions of NGMRES","SNES",ngmres->monitor ? PETSC_TRUE: PETSC_FALSE,&debug,PETSC_NULL);CHKERRQ(ierr);
23   if (debug) {
24     ngmres->monitor = PETSC_VIEWER_STDOUT_(((PetscObject)snes)->comm);CHKERRQ(ierr);
25   }
26   ierr = PetscOptionsTail();CHKERRQ(ierr);
27   /* set the default type of the line search if the user hasn't already. */
28   if (!snes->linesearch) {
29     ierr = SNESGetSNESLineSearch(snes,&linesearch);CHKERRQ(ierr);
30     ierr = SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);CHKERRQ(ierr);
31   }
32   PetscFunctionReturn(0);
33 }
34 
35 #undef __FUNCT__
36 #define __FUNCT__ "SNESSolve_Anderson"
37 PetscErrorCode SNESSolve_Anderson(SNES snes)
38 {
39   SNES_NGMRES        *ngmres = (SNES_NGMRES *) snes->data;
40   /* present solution, residual, and preconditioned residual */
41   Vec                 X,F,B;
42 
43   /* candidate linear combination answers */
44   Vec                 XA,FA,XM,FM,FPC;
45 
46   /* coefficients and RHS to the minimization problem */
47   PetscReal           fnorm,fMnorm;
48   PetscInt            k,k_restart,l,ivec;
49 
50   SNESConvergedReason reason;
51   PetscErrorCode      ierr;
52 
53   PetscFunctionBegin;
54   /* variable initialization */
55   snes->reason  = SNES_CONVERGED_ITERATING;
56   X             = snes->vec_sol;
57   F             = snes->vec_func;
58   B             = snes->vec_rhs;
59   XA            = snes->vec_sol_update;
60   FA            = snes->work[0];
61 
62   /* work for the line search */
63   XM            = snes->work[3];
64   FM            = snes->work[4];
65 
66   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
67   snes->iter = 0;
68   snes->norm = 0.;
69   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
70 
71   /* initialization */
72 
73   /* r = F(x) */
74   if (!snes->vec_func_init_set) {
75     ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
76     if (snes->domainerror) {
77       snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
78       PetscFunctionReturn(0);
79     }
80   } else {
81     snes->vec_func_init_set = PETSC_FALSE;
82   }
83 
84   if (!snes->norm_init_set) {
85     ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);
86     if (PetscIsInfOrNanReal(fnorm)) SETERRQ(((PetscObject)snes)->comm,PETSC_ERR_FP,"Infinite or not-a-number generated in function evaluation");
87   } else {
88     fnorm = snes->norm_init;
89     snes->norm_init_set = PETSC_FALSE;
90   }
91   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
92   snes->norm = fnorm;
93   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
94   SNESLogConvHistory(snes,fnorm,0);
95   ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);
96   ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
97   if (snes->reason) PetscFunctionReturn(0);
98 
99   k_restart = 0;
100   l = 0;
101   for (k=1; k < snes->max_its+1; k++) {
102     /* select which vector of the stored subspace will be updated */
103     ivec = k_restart % ngmres->msize;
104     if (snes->pc && snes->pcside == PC_RIGHT) {
105       ierr = VecCopy(X,XM);CHKERRQ(ierr);
106       ierr = SNESSetInitialFunction(snes->pc,F);CHKERRQ(ierr);
107       ierr = SNESSetInitialFunctionNorm(snes->pc,fnorm);CHKERRQ(ierr);
108 
109       ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr);
110       ierr = SNESSolve(snes->pc,B,XM);CHKERRQ(ierr);
111       ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr);
112 
113       ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
114       if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
115         snes->reason = SNES_DIVERGED_INNER;
116         PetscFunctionReturn(0);
117       }
118       ierr = SNESGetFunction(snes->pc,&FPC,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr);
119       ierr = VecCopy(FPC,FM);CHKERRQ(ierr);
120       ierr = SNESGetFunctionNorm(snes->pc,&fMnorm);CHKERRQ(ierr);
121       if (ngmres->andersonBeta != 1.0) {
122         VecAXPBY(XM,(1.0 - ngmres->andersonBeta),ngmres->andersonBeta,X);CHKERRQ(ierr);
123       }
124     } else {
125       ierr = VecCopy(F,FM);CHKERRQ(ierr);
126       ierr = VecCopy(X,XM);CHKERRQ(ierr);
127       ierr = VecAXPY(XM,-ngmres->andersonBeta,FM);CHKERRQ(ierr);
128       fMnorm = fnorm;
129     }
130 
131     ierr = SNESNGMRESFormCombinedSolution_Private(snes,l,XM,FM,fMnorm,X,XA,FA);
132 
133     if (l < ngmres->msize)l++;
134     k_restart++;
135     ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fnorm,XM);
136 
137     ierr = VecNorm(FA,NORM_2,&fnorm);CHKERRQ(ierr);
138     ierr = VecCopy(XA,X);CHKERRQ(ierr);
139     ierr = VecCopy(FA,F);CHKERRQ(ierr);
140 
141     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
142     snes->iter = k;
143     snes->norm = fnorm;
144     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
145     SNESLogConvHistory(snes,snes->norm,snes->iter);
146     ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
147     ierr = (*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
148     if (snes->reason) PetscFunctionReturn(0);
149   }
150   snes->reason = SNES_DIVERGED_MAX_IT;
151   PetscFunctionReturn(0);
152 }
153 
154 /*MC
155   SNESAnderson - Anderson Mixing method.
156 
157    Level: beginner
158 
159    Options Database:
160 +  -snes_anderson_m                - Number of stored previous solutions and residuals
161 .  -snes_anderson_beta             - Relaxation parameter; X_{update} = X + \beta F
162 -  -snes_anderson_monitor          - Prints relevant information about the ngmres iteration
163 
164    Notes:
165 
166    The Anderson Mixing method combines m previous solutions into a minimum-residual solution by solving a small linearized
167    optimization problem at each iteration.
168 
169    References:
170 
171     "D. G. Anderson. Iterative procedures for nonlinear integral equations.
172     J. Assoc. Comput. Mach., 12:547–560, 1965."
173 
174 .seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types)
175 M*/
176 
177 EXTERN_C_BEGIN
178 #undef __FUNCT__
179 #define __FUNCT__ "SNESCreate_Anderson"
180 PetscErrorCode SNESCreate_Anderson(SNES snes)
181 {
182   SNES_NGMRES   *ngmres;
183   PetscErrorCode ierr;
184 
185   PetscFunctionBegin;
186   snes->ops->destroy        = SNESDestroy_NGMRES;
187   snes->ops->setup          = SNESSetUp_NGMRES;
188   snes->ops->setfromoptions = SNESSetFromOptions_Anderson;
189   snes->ops->view           = SNESView_NGMRES;
190   snes->ops->solve          = SNESSolve_Anderson;
191   snes->ops->reset          = SNESReset_NGMRES;
192 
193   snes->usespc          = PETSC_TRUE;
194   snes->usesksp         = PETSC_FALSE;
195 
196   ierr = PetscNewLog(snes,SNES_NGMRES,&ngmres);CHKERRQ(ierr);
197   snes->data = (void*) ngmres;
198   ngmres->msize = 30;
199 
200   if (!snes->tolerancesset) {
201     snes->max_funcs = 30000;
202     snes->max_its   = 10000;
203   }
204 
205   ngmres->additive_linesearch = PETSC_NULL;
206 
207   ngmres->restart_it = 2;
208   ngmres->restart_periodic = 30;
209   ngmres->gammaA     = 2.0;
210   ngmres->gammaC     = 2.0;
211   ngmres->deltaB     = 0.9;
212   ngmres->epsilonB   = 0.1;
213 
214   ngmres->andersonBeta = 1.0;
215   PetscFunctionReturn(0);
216 }
217 EXTERN_C_END
218