113a62661SPeter Brune #include <../src/snes/impls/ngmres/snesngmres.h> /*I "petscsnes.h" I*/ 219653cdaSPeter Brune #include <petscblaslapack.h> 3a312c225SMatthew G Knepley 46a6fc655SJed Brown const char *const SNESNGMRESRestartTypes[] = {"NONE","PERIODIC","DIFFERENCE","SNESNGMRESRestartType","SNES_NGMRES_RESTART_",0}; 56a6fc655SJed Brown const char *const SNESNGMRESSelectTypes[] = {"NONE","DIFFERENCE","LINESEARCH","SNESNGMRESSelectType","SNES_NGMRES_SELECT_",0}; 613a62661SPeter Brune 7a312c225SMatthew G Knepley #undef __FUNCT__ 8a312c225SMatthew G Knepley #define __FUNCT__ "SNESReset_NGMRES" 9a312c225SMatthew G Knepley PetscErrorCode SNESReset_NGMRES(SNES snes) 10a312c225SMatthew G Knepley { 11a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 12a312c225SMatthew G Knepley PetscErrorCode ierr; 13a312c225SMatthew G Knepley 14a312c225SMatthew G Knepley PetscFunctionBegin; 15f109b39eSPeter Brune ierr = VecDestroyVecs(ngmres->msize,&ngmres->Fdot);CHKERRQ(ierr); 16f109b39eSPeter Brune ierr = VecDestroyVecs(ngmres->msize,&ngmres->Xdot);CHKERRQ(ierr); 17f1c6b773SPeter Brune ierr = SNESLineSearchDestroy(&ngmres->additive_linesearch);CHKERRQ(ierr); 18a312c225SMatthew G Knepley PetscFunctionReturn(0); 19a312c225SMatthew G Knepley } 20a312c225SMatthew G Knepley 21a312c225SMatthew G Knepley #undef __FUNCT__ 22a312c225SMatthew G Knepley #define __FUNCT__ "SNESDestroy_NGMRES" 23a312c225SMatthew G Knepley PetscErrorCode SNESDestroy_NGMRES(SNES snes) 24a312c225SMatthew G Knepley { 25a312c225SMatthew G Knepley PetscErrorCode ierr; 2678440776SJed Brown SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data; 27a312c225SMatthew G Knepley 28a312c225SMatthew G Knepley PetscFunctionBegin; 29a312c225SMatthew G Knepley ierr = SNESReset_NGMRES(snes);CHKERRQ(ierr); 30f109b39eSPeter Brune ierr = PetscFree5(ngmres->h,ngmres->beta,ngmres->xi,ngmres->fnorms,ngmres->q);CHKERRQ(ierr); 3119653cdaSPeter Brune ierr = PetscFree(ngmres->s);CHKERRQ(ierr); 3218aa0c0cSPeter Brune ierr = PetscFree(ngmres->xnorms);CHKERRQ(ierr); 3319653cdaSPeter Brune #if PETSC_USE_COMPLEX 3422d28d08SBarry Smith ierr = PetscFree(ngmres->rwork);CHKERRQ(ierr); 3519653cdaSPeter Brune #endif 3622d28d08SBarry Smith ierr = PetscFree(ngmres->work);CHKERRQ(ierr); 3722d28d08SBarry Smith ierr = PetscFree(snes->data);CHKERRQ(ierr); 38a312c225SMatthew G Knepley PetscFunctionReturn(0); 39a312c225SMatthew G Knepley } 40a312c225SMatthew G Knepley 41a312c225SMatthew G Knepley #undef __FUNCT__ 42a312c225SMatthew G Knepley #define __FUNCT__ "SNESSetUp_NGMRES" 43a312c225SMatthew G Knepley PetscErrorCode SNESSetUp_NGMRES(SNES snes) 44a312c225SMatthew G Knepley { 45a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 46e7058c64SPeter Brune const char *optionsprefix; 4719653cdaSPeter Brune PetscInt msize,hsize; 48a312c225SMatthew G Knepley PetscErrorCode ierr; 49a312c225SMatthew G Knepley 50a312c225SMatthew G Knepley PetscFunctionBegin; 5178440776SJed Brown ierr = SNESDefaultGetWork(snes,5);CHKERRQ(ierr); 5278440776SJed Brown if (!ngmres->Xdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Xdot);CHKERRQ(ierr);} 5378440776SJed Brown if (!ngmres->Fdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Fdot);CHKERRQ(ierr);} 5478440776SJed Brown if (!ngmres->setup_called) { 55087dfb9eSxuemin msize = ngmres->msize; /* restart size */ 5619653cdaSPeter Brune hsize = msize * msize; 57087dfb9eSxuemin 5898b3e84cSPeter Brune /* explicit least squares minimization solve */ 5919653cdaSPeter Brune ierr = PetscMalloc5(hsize,PetscScalar,&ngmres->h, 6019653cdaSPeter Brune msize,PetscScalar,&ngmres->beta, 6119653cdaSPeter Brune msize,PetscScalar,&ngmres->xi, 62f109b39eSPeter Brune msize,PetscReal, &ngmres->fnorms, 6319653cdaSPeter Brune hsize,PetscScalar,&ngmres->q);CHKERRQ(ierr); 6418aa0c0cSPeter Brune if (ngmres->singlereduction) { 6518aa0c0cSPeter Brune ierr = PetscMalloc(msize*sizeof(PetscReal),&ngmres->xnorms);CHKERRQ(ierr); 6618aa0c0cSPeter Brune } 6719653cdaSPeter Brune ngmres->nrhs = 1; 6819653cdaSPeter Brune ngmres->lda = msize; 6919653cdaSPeter Brune ngmres->ldb = msize; 7019653cdaSPeter Brune ierr = PetscMalloc(msize*sizeof(PetscScalar),&ngmres->s);CHKERRQ(ierr); 7119653cdaSPeter Brune ierr = PetscMemzero(ngmres->h, hsize*sizeof(PetscScalar));CHKERRQ(ierr); 7219653cdaSPeter Brune ierr = PetscMemzero(ngmres->q, hsize*sizeof(PetscScalar));CHKERRQ(ierr); 7319653cdaSPeter Brune ierr = PetscMemzero(ngmres->xi, msize*sizeof(PetscScalar));CHKERRQ(ierr); 7419653cdaSPeter Brune ierr = PetscMemzero(ngmres->beta,msize*sizeof(PetscScalar));CHKERRQ(ierr); 7519653cdaSPeter Brune ngmres->lwork = 12*msize; 7619653cdaSPeter Brune #if PETSC_USE_COMPLEX 7722d28d08SBarry Smith ierr = PetscMalloc(sizeof(PetscReal)*ngmres->lwork,&ngmres->rwork);CHKERRQ(ierr); 7819653cdaSPeter Brune #endif 7922d28d08SBarry Smith ierr = PetscMalloc(sizeof(PetscScalar)*ngmres->lwork,&ngmres->work);CHKERRQ(ierr); 8078440776SJed Brown } 81e7058c64SPeter Brune 82e7058c64SPeter Brune /* linesearch setup */ 83e7058c64SPeter Brune ierr = SNESGetOptionsPrefix(snes,&optionsprefix);CHKERRQ(ierr); 84e7058c64SPeter Brune 8513a62661SPeter Brune if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) { 86ce94432eSBarry Smith ierr = SNESLineSearchCreate(PetscObjectComm((PetscObject)snes),&ngmres->additive_linesearch);CHKERRQ(ierr); 87f1c6b773SPeter Brune ierr = SNESLineSearchSetSNES(ngmres->additive_linesearch,snes);CHKERRQ(ierr); 881a4f838cSPeter Brune ierr = SNESLineSearchSetType(ngmres->additive_linesearch,SNESLINESEARCHL2);CHKERRQ(ierr); 89f1c6b773SPeter Brune ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,"additive_");CHKERRQ(ierr); 90f1c6b773SPeter Brune ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,optionsprefix);CHKERRQ(ierr); 91f1c6b773SPeter Brune ierr = SNESLineSearchSetFromOptions(ngmres->additive_linesearch);CHKERRQ(ierr); 92e7058c64SPeter Brune } 93e7058c64SPeter Brune 9478440776SJed Brown ngmres->setup_called = PETSC_TRUE; 95a312c225SMatthew G Knepley PetscFunctionReturn(0); 96a312c225SMatthew G Knepley } 97a312c225SMatthew G Knepley 98a312c225SMatthew G Knepley #undef __FUNCT__ 99a312c225SMatthew G Knepley #define __FUNCT__ "SNESSetFromOptions_NGMRES" 100a312c225SMatthew G Knepley PetscErrorCode SNESSetFromOptions_NGMRES(SNES snes) 101a312c225SMatthew G Knepley { 102a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 103a312c225SMatthew G Knepley PetscErrorCode ierr; 104dfbf837cSBarry Smith PetscBool debug; 105f1c6b773SPeter Brune SNESLineSearch linesearch; 1060adebc6cSBarry Smith 107a312c225SMatthew G Knepley PetscFunctionBegin; 108a312c225SMatthew G Knepley ierr = PetscOptionsHead("SNES NGMRES options");CHKERRQ(ierr); 10913a62661SPeter Brune ierr = PetscOptionsEnum("-snes_ngmres_select_type","Select type","SNESNGMRESSetSelectType",SNESNGMRESSelectTypes, 1100298fd71SBarry Smith (PetscEnum)ngmres->select_type,(PetscEnum*)&ngmres->select_type,NULL);CHKERRQ(ierr); 11113a62661SPeter Brune ierr = PetscOptionsEnum("-snes_ngmres_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes, 1120298fd71SBarry Smith (PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,NULL);CHKERRQ(ierr); 1130298fd71SBarry Smith ierr = PetscOptionsBool("-snes_ngmres_candidate", "Use candidate storage", "SNES",ngmres->candidate,&ngmres->candidate,NULL);CHKERRQ(ierr); 114*077c4231SPeter Brune ierr = PetscOptionsBool("-snes_ngmres_approxfunc","Linearly approximate the function", "SNES",ngmres->approxfunc,&ngmres->approxfunc,NULL);CHKERRQ(ierr); 1150298fd71SBarry Smith ierr = PetscOptionsInt("-snes_ngmres_m", "Number of directions", "SNES",ngmres->msize,&ngmres->msize,NULL);CHKERRQ(ierr); 1160298fd71SBarry Smith ierr = PetscOptionsInt("-snes_ngmres_restart", "Iterations before forced restart", "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,NULL);CHKERRQ(ierr); 1170298fd71SBarry Smith ierr = PetscOptionsInt("-snes_ngmres_restart_it", "Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,NULL);CHKERRQ(ierr); 1180298fd71SBarry Smith ierr = PetscOptionsBool("-snes_ngmres_monitor", "Monitor actions of NGMRES", "SNES",ngmres->monitor ? PETSC_TRUE : PETSC_FALSE,&debug,NULL);CHKERRQ(ierr); 119dfbf837cSBarry Smith if (debug) { 120ce94432eSBarry Smith ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));CHKERRQ(ierr); 121dfbf837cSBarry Smith } 1220298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_gammaA", "Residual selection constant", "SNES",ngmres->gammaA,&ngmres->gammaA,NULL);CHKERRQ(ierr); 1230298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_gammaC", "Residual restart constant", "SNES",ngmres->gammaC,&ngmres->gammaC,NULL);CHKERRQ(ierr); 1240298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_epsilonB", "Difference selection constant", "SNES",ngmres->epsilonB,&ngmres->epsilonB,NULL);CHKERRQ(ierr); 1250298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_deltaB", "Difference residual selection constant", "SNES",ngmres->deltaB,&ngmres->deltaB,NULL);CHKERRQ(ierr); 1260298fd71SBarry Smith ierr = PetscOptionsBool("-snes_ngmres_single_reduction", "Aggregate reductions", "SNES",ngmres->singlereduction,&ngmres->singlereduction,NULL);CHKERRQ(ierr); 127a312c225SMatthew G Knepley ierr = PetscOptionsTail();CHKERRQ(ierr); 1286a7cf640SPeter Brune if ((ngmres->gammaA > ngmres->gammaC) && (ngmres->gammaC > 2.)) ngmres->gammaC = ngmres->gammaA; 1299e764e56SPeter Brune 1309e764e56SPeter Brune /* set the default type of the line search if the user hasn't already. */ 1319e764e56SPeter Brune if (!snes->linesearch) { 132f1c6b773SPeter Brune ierr = SNESGetSNESLineSearch(snes,&linesearch);CHKERRQ(ierr); 1331a4f838cSPeter Brune ierr = SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);CHKERRQ(ierr); 1349e764e56SPeter Brune } 135a312c225SMatthew G Knepley PetscFunctionReturn(0); 136a312c225SMatthew G Knepley } 137a312c225SMatthew G Knepley 138a312c225SMatthew G Knepley #undef __FUNCT__ 139a312c225SMatthew G Knepley #define __FUNCT__ "SNESView_NGMRES" 140a312c225SMatthew G Knepley PetscErrorCode SNESView_NGMRES(SNES snes,PetscViewer viewer) 141a312c225SMatthew G Knepley { 142a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 143a312c225SMatthew G Knepley PetscBool iascii; 144a312c225SMatthew G Knepley PetscErrorCode ierr; 145a312c225SMatthew G Knepley 146a312c225SMatthew G Knepley PetscFunctionBegin; 147251f4c67SDmitry Karpeev ierr = PetscObjectTypeCompare((PetscObject) viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr); 148a312c225SMatthew G Knepley if (iascii) { 149f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer," Number of stored past updates: %d\n", ngmres->msize);CHKERRQ(ierr); 150f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer," Residual selection: gammaA=%1.0e, gammaC=%1.0e\n",ngmres->gammaA,ngmres->gammaC);CHKERRQ(ierr); 151f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer," Difference restart: epsilonB=%1.0e, deltaB=%1.0e\n",ngmres->epsilonB,ngmres->deltaB);CHKERRQ(ierr); 152a312c225SMatthew G Knepley } 153a312c225SMatthew G Knepley PetscFunctionReturn(0); 154a312c225SMatthew G Knepley } 155a312c225SMatthew G Knepley 156a312c225SMatthew G Knepley #undef __FUNCT__ 157a312c225SMatthew G Knepley #define __FUNCT__ "SNESSolve_NGMRES" 158a312c225SMatthew G Knepley PetscErrorCode SNESSolve_NGMRES(SNES snes) 159a312c225SMatthew G Knepley { 16038774f0aSPeter Brune 161087dfb9eSxuemin SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 16298b3e84cSPeter Brune /* present solution, residual, and preconditioned residual */ 1639f425c49SPeter Brune Vec X,F,B,D,Y; 164f109b39eSPeter Brune 165f109b39eSPeter Brune /* candidate linear combination answers */ 1664b32a720SPeter Brune Vec XA,FA,XM,FM,FPC; 16719653cdaSPeter Brune 16898b3e84cSPeter Brune /* coefficients and RHS to the minimization problem */ 16918aa0c0cSPeter Brune PetscReal fnorm,fMnorm,fAnorm; 17038774f0aSPeter Brune PetscInt k,k_restart,l,ivec,restart_count = 0; 17119653cdaSPeter Brune 17298b3e84cSPeter Brune /* solution selection data */ 17338774f0aSPeter Brune PetscBool selectRestart; 17438774f0aSPeter Brune PetscReal dnorm,dminnorm = 0.0; 175d484d688SPeter Brune PetscReal fminnorm,xnorm,ynorm; 17619653cdaSPeter Brune 1771e633543SBarry Smith SNESConvergedReason reason; 17838774f0aSPeter Brune PetscBool lssucceed; 179a312c225SMatthew G Knepley PetscErrorCode ierr; 180a312c225SMatthew G Knepley 181a312c225SMatthew G Knepley PetscFunctionBegin; 18298b3e84cSPeter Brune /* variable initialization */ 183a312c225SMatthew G Knepley snes->reason = SNES_CONVERGED_ITERATING; 184f109b39eSPeter Brune X = snes->vec_sol; 185f109b39eSPeter Brune F = snes->vec_func; 186f109b39eSPeter Brune B = snes->vec_rhs; 187f109b39eSPeter Brune XA = snes->vec_sol_update; 188f109b39eSPeter Brune FA = snes->work[0]; 189f109b39eSPeter Brune D = snes->work[1]; 190f109b39eSPeter Brune 191f109b39eSPeter Brune /* work for the line search */ 192f109b39eSPeter Brune Y = snes->work[2]; 1939f425c49SPeter Brune XM = snes->work[3]; 1949f425c49SPeter Brune FM = snes->work[4]; 195a312c225SMatthew G Knepley 196a312c225SMatthew G Knepley ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 197a312c225SMatthew G Knepley snes->iter = 0; 198a312c225SMatthew G Knepley snes->norm = 0.; 199a312c225SMatthew G Knepley ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 20019653cdaSPeter Brune 20198b3e84cSPeter Brune /* initialization */ 20219653cdaSPeter Brune 20398b3e84cSPeter Brune /* r = F(x) */ 204e4ed7901SPeter Brune if (!snes->vec_func_init_set) { 205f109b39eSPeter Brune ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 206a312c225SMatthew G Knepley if (snes->domainerror) { 207a312c225SMatthew G Knepley snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 208a312c225SMatthew G Knepley PetscFunctionReturn(0); 209a312c225SMatthew G Knepley } 2101aa26658SKarl Rupp } else snes->vec_func_init_set = PETSC_FALSE; 21119653cdaSPeter Brune 212e4ed7901SPeter Brune if (!snes->norm_init_set) { 213f109b39eSPeter Brune ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); 214ce94432eSBarry Smith if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_FP,"Infinite or not-a-number generated in function evaluation"); 215e4ed7901SPeter Brune } else { 216e4ed7901SPeter Brune fnorm = snes->norm_init; 217e4ed7901SPeter Brune snes->norm_init_set = PETSC_FALSE; 218e4ed7901SPeter Brune } 219e4ed7901SPeter Brune fminnorm = fnorm; 22019653cdaSPeter Brune 22198b3e84cSPeter Brune /* q_{00} = nu */ 22238774f0aSPeter Brune SNESNGMRESUpdateSubspace_Private(snes,0,0,F,fnorm,X); 223087dfb9eSxuemin 224a312c225SMatthew G Knepley ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 225f109b39eSPeter Brune snes->norm = fnorm; 226a312c225SMatthew G Knepley ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 227a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr); 228f109b39eSPeter Brune ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 229f109b39eSPeter Brune ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 230a312c225SMatthew G Knepley if (snes->reason) PetscFunctionReturn(0); 231a312c225SMatthew G Knepley 23219653cdaSPeter Brune k_restart = 1; 23319653cdaSPeter Brune l = 1; 23409c08436SPeter Brune for (k=1; k < snes->max_its+1; k++) { 23598b3e84cSPeter Brune /* select which vector of the stored subspace will be updated */ 23698b3e84cSPeter Brune ivec = k_restart % ngmres->msize; /* replace the last used part of the subspace */ 23719653cdaSPeter Brune 23898b3e84cSPeter Brune /* Computation of x^M */ 239c40d0f55SPeter Brune if (snes->pc && snes->pcside == PC_RIGHT) { 2409f425c49SPeter Brune ierr = VecCopy(X,XM);CHKERRQ(ierr); 241e4ed7901SPeter Brune ierr = SNESSetInitialFunction(snes->pc,F);CHKERRQ(ierr); 242e4ed7901SPeter Brune ierr = SNESSetInitialFunctionNorm(snes->pc,fnorm);CHKERRQ(ierr); 24363e7833aSPeter Brune 24463e7833aSPeter Brune ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr); 2459f425c49SPeter Brune ierr = SNESSolve(snes->pc,B,XM);CHKERRQ(ierr); 24663e7833aSPeter Brune ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr); 24763e7833aSPeter Brune 2488cc86e31SPeter Brune ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); 2498cc86e31SPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 2508cc86e31SPeter Brune snes->reason = SNES_DIVERGED_INNER; 2518cc86e31SPeter Brune PetscFunctionReturn(0); 2528cc86e31SPeter Brune } 2530298fd71SBarry Smith ierr = SNESGetFunction(snes->pc,&FPC,NULL,NULL);CHKERRQ(ierr); 2544b32a720SPeter Brune ierr = VecCopy(FPC,FM);CHKERRQ(ierr); 2554b32a720SPeter Brune ierr = SNESGetFunctionNorm(snes->pc,&fMnorm);CHKERRQ(ierr); 2568cc86e31SPeter Brune } else { 257f109b39eSPeter Brune /* no preconditioner -- just take gradient descent with line search */ 258f109b39eSPeter Brune ierr = VecCopy(F,Y);CHKERRQ(ierr); 259e7058c64SPeter Brune ierr = VecCopy(F,FM);CHKERRQ(ierr); 260e7058c64SPeter Brune ierr = VecCopy(X,XM);CHKERRQ(ierr); 2611aa26658SKarl Rupp 262e7058c64SPeter Brune fMnorm = fnorm; 2631aa26658SKarl Rupp 264f1c6b773SPeter Brune ierr = SNESLineSearchApply(snes->linesearch,XM,FM,&fMnorm,Y);CHKERRQ(ierr); 265f1c6b773SPeter Brune ierr = SNESLineSearchGetSuccess(snes->linesearch,&lssucceed);CHKERRQ(ierr); 266f109b39eSPeter Brune if (!lssucceed) { 267f109b39eSPeter Brune if (++snes->numFailures >= snes->maxFailures) { 268f109b39eSPeter Brune snes->reason = SNES_DIVERGED_LINE_SEARCH; 269f109b39eSPeter Brune PetscFunctionReturn(0); 270f109b39eSPeter Brune } 271f109b39eSPeter Brune } 2726634f59bSPeter Brune } 273f6408107SPeter Brune ierr = SNESNGMRESFormCombinedSolution_Private(snes,l,XM,FM,fMnorm,X,XA,FA);CHKERRQ(ierr); 27498b3e84cSPeter Brune /* r = F(x) */ 2759f425c49SPeter Brune if (fminnorm > fMnorm) fminnorm = fMnorm; /* the minimum norm is now of F^M */ 27619653cdaSPeter Brune 2779f425c49SPeter Brune /* differences for selection and restart */ 27813a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) { 279fa8c639aSPeter Brune ierr = SNESNGMRESCalculateDifferences_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,&fAnorm);CHKERRQ(ierr); 28013a62661SPeter Brune } else { 28113a62661SPeter Brune ierr = VecNorm(FA,NORM_2,&fAnorm);CHKERRQ(ierr); 28213a62661SPeter Brune } 283ce94432eSBarry Smith if (PetscIsInfOrNanReal(fAnorm)) SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_FP,"Infinite or not-a-number generated in function evaluation"); 2841aa26658SKarl Rupp 2859f425c49SPeter Brune /* combination (additive) or selection (multiplicative) of the N-GMRES solution */ 286fa8c639aSPeter Brune ierr = SNESNGMRESSelect_Private(snes,k_restart,XM,FM,fMnorm,XA,FA,fAnorm,dnorm,fminnorm,dminnorm,X,F,Y,&fnorm);CHKERRQ(ierr); 28719653cdaSPeter Brune selectRestart = PETSC_FALSE; 28813a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) { 28921687c63SPeter Brune ierr = SNESNGMRESSelectRestart_Private(snes,l,fAnorm,dnorm,fminnorm,dminnorm,&selectRestart);CHKERRQ(ierr); 29028ed4a04SPeter Brune /* if the restart conditions persist for more than restart_it iterations, restart. */ 2911aa26658SKarl Rupp if (selectRestart) restart_count++; 2921aa26658SKarl Rupp else restart_count = 0; 29313a62661SPeter Brune } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) { 29413a62661SPeter Brune if (k_restart > ngmres->restart_periodic) { 29513a62661SPeter Brune if (ngmres->monitor) ierr = PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);CHKERRQ(ierr); 29613a62661SPeter Brune restart_count = ngmres->restart_it; 29713a62661SPeter Brune } 29813a62661SPeter Brune } 29928ed4a04SPeter Brune /* restart after restart conditions have persisted for a fixed number of iterations */ 30028ed4a04SPeter Brune if (restart_count >= ngmres->restart_it) { 301dfbf837cSBarry Smith if (ngmres->monitor) { 302dfbf837cSBarry Smith ierr = PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);CHKERRQ(ierr); 303dfbf837cSBarry Smith } 30428ed4a04SPeter Brune restart_count = 0; 30519653cdaSPeter Brune k_restart = 1; 30619653cdaSPeter Brune l = 1; 30798b3e84cSPeter Brune /* q_{00} = nu */ 30838774f0aSPeter Brune if (ngmres->candidate) { 309fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,0,0,FM,fMnorm,XM);CHKERRQ(ierr); 310d2e16ddcSPeter Brune } else { 311fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,0,0,F,fMnorm,X);CHKERRQ(ierr); 312d2e16ddcSPeter Brune } 31319653cdaSPeter Brune } else { 31498b3e84cSPeter Brune /* select the current size of the subspace */ 3151e633543SBarry Smith if (l < ngmres->msize) l++; 31619653cdaSPeter Brune k_restart++; 31798b3e84cSPeter Brune /* place the current entry in the list of previous entries */ 31838774f0aSPeter Brune if (ngmres->candidate) { 31938774f0aSPeter Brune if (fminnorm > fMnorm) fminnorm = fMnorm; 320fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fMnorm,XM);CHKERRQ(ierr); 321d2e16ddcSPeter Brune } else { 32238774f0aSPeter Brune if (fminnorm > fnorm) fminnorm = fnorm; 323fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,F,fnorm,X);CHKERRQ(ierr); 32419653cdaSPeter Brune } 325d2e16ddcSPeter Brune } 32619653cdaSPeter Brune 3278409ca45SMatthew G Knepley ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 328087dfb9eSxuemin snes->iter = k; 329f109b39eSPeter Brune snes->norm = fnorm; 3308409ca45SMatthew G Knepley ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 331a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,snes->norm,snes->iter);CHKERRQ(ierr); 3328409ca45SMatthew G Knepley ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 333d484d688SPeter Brune ierr = VecNormBegin(Y,NORM_2,&ynorm);CHKERRQ(ierr); 334d484d688SPeter Brune ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr); 335d484d688SPeter Brune ierr = VecNormEnd(Y,NORM_2,&ynorm);CHKERRQ(ierr); 336d484d688SPeter Brune ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr); 337d484d688SPeter Brune ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 338087dfb9eSxuemin if (snes->reason) PetscFunctionReturn(0); 339a312c225SMatthew G Knepley } 340a312c225SMatthew G Knepley snes->reason = SNES_DIVERGED_MAX_IT; 341a312c225SMatthew G Knepley PetscFunctionReturn(0); 342a312c225SMatthew G Knepley } 343a312c225SMatthew G Knepley 34413a62661SPeter Brune #undef __FUNCT__ 34513a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType" 34613a62661SPeter Brune /*@ 34713a62661SPeter Brune SNESNGMRESSetRestartType - Sets the restart type for SNESNGMRES. 34813a62661SPeter Brune 34913a62661SPeter Brune Logically Collective on SNES 35013a62661SPeter Brune 35113a62661SPeter Brune Input Parameters: 35213a62661SPeter Brune + snes - the iterative context 35313a62661SPeter Brune - rtype - restart type 35413a62661SPeter Brune 35513a62661SPeter Brune Options Database: 35613a62661SPeter Brune + -snes_ngmres_restart_type<difference,periodic,none> - set the restart type 3570c777b0cSPeter Brune - -snes_ngmres_restart[30] - sets the number of iterations before restart for periodic 35813a62661SPeter Brune 35913a62661SPeter Brune Level: intermediate 36013a62661SPeter Brune 36113a62661SPeter Brune SNESNGMRESRestartTypes: 36213a62661SPeter Brune + SNES_NGMRES_RESTART_NONE - never restart 36313a62661SPeter Brune . SNES_NGMRES_RESTART_DIFFERENCE - restart based upon difference criteria 36413a62661SPeter Brune - SNES_NGMRES_RESTART_PERIODIC - restart after a fixed number of iterations 36513a62661SPeter Brune 36613a62661SPeter Brune Notes: 36713a62661SPeter Brune The default line search used is the L2 line search and it requires two additional function evaluations. 36813a62661SPeter Brune 36913a62661SPeter Brune .keywords: SNES, SNESNGMRES, restart, type, set SNESLineSearch 37013a62661SPeter Brune @*/ 3710adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType(SNES snes,SNESNGMRESRestartType rtype) 3720adebc6cSBarry Smith { 37313a62661SPeter Brune PetscErrorCode ierr; 3745fd66863SKarl Rupp 37513a62661SPeter Brune PetscFunctionBegin; 37613a62661SPeter Brune PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 37713a62661SPeter Brune ierr = PetscTryMethod(snes,"SNESNGMRESSetRestartType_C",(SNES,SNESNGMRESRestartType),(snes,rtype));CHKERRQ(ierr); 37813a62661SPeter Brune PetscFunctionReturn(0); 37913a62661SPeter Brune } 38013a62661SPeter Brune 38113a62661SPeter Brune #undef __FUNCT__ 38213a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType" 38313a62661SPeter Brune /*@ 38413a62661SPeter Brune SNESNGMRESSetSelectType - Sets the selection type for SNESNGMRES. This determines how the candidate solution and 38513a62661SPeter Brune combined solution are used to create the next iterate. 38613a62661SPeter Brune 38713a62661SPeter Brune Logically Collective on SNES 38813a62661SPeter Brune 38913a62661SPeter Brune Input Parameters: 39013a62661SPeter Brune + snes - the iterative context 39113a62661SPeter Brune - stype - selection type 39213a62661SPeter Brune 39313a62661SPeter Brune Options Database: 39413a62661SPeter Brune . -snes_ngmres_select_type<difference,none,linesearch> 39513a62661SPeter Brune 39613a62661SPeter Brune Level: intermediate 39713a62661SPeter Brune 39813a62661SPeter Brune SNESNGMRESSelectTypes: 39913a62661SPeter Brune + SNES_NGMRES_SELECT_NONE - choose the combined solution all the time 40013a62661SPeter Brune . SNES_NGMRES_SELECT_DIFFERENCE - choose based upon the selection criteria 40113a62661SPeter Brune - SNES_NGMRES_SELECT_LINESEARCH - choose based upon line search combination 40213a62661SPeter Brune 40313a62661SPeter Brune Notes: 40413a62661SPeter Brune The default line search used is the L2 line search and it requires two additional function evaluations. 40513a62661SPeter Brune 40613a62661SPeter Brune .keywords: SNES, SNESNGMRES, selection, type, set SNESLineSearch 40713a62661SPeter Brune @*/ 4080adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType(SNES snes,SNESNGMRESSelectType stype) 4090adebc6cSBarry Smith { 41013a62661SPeter Brune PetscErrorCode ierr; 4115fd66863SKarl Rupp 41213a62661SPeter Brune PetscFunctionBegin; 41313a62661SPeter Brune PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 41413a62661SPeter Brune ierr = PetscTryMethod(snes,"SNESNGMRESSetSelectType_C",(SNES,SNESNGMRESSelectType),(snes,stype));CHKERRQ(ierr); 41513a62661SPeter Brune PetscFunctionReturn(0); 41613a62661SPeter Brune } 41713a62661SPeter Brune 41813a62661SPeter Brune EXTERN_C_BEGIN 41913a62661SPeter Brune #undef __FUNCT__ 42013a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType_NGMRES" 4210adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes,SNESNGMRESSelectType stype) 4220adebc6cSBarry Smith { 42313a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data; 4245fd66863SKarl Rupp 42513a62661SPeter Brune PetscFunctionBegin; 42613a62661SPeter Brune ngmres->select_type = stype; 42713a62661SPeter Brune PetscFunctionReturn(0); 42813a62661SPeter Brune } 42913a62661SPeter Brune 43013a62661SPeter Brune #undef __FUNCT__ 43113a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType_NGMRES" 4320adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes,SNESNGMRESRestartType rtype) 4330adebc6cSBarry Smith { 43413a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data; 4355fd66863SKarl Rupp 43613a62661SPeter Brune PetscFunctionBegin; 43713a62661SPeter Brune ngmres->restart_type = rtype; 43813a62661SPeter Brune PetscFunctionReturn(0); 43913a62661SPeter Brune } 44013a62661SPeter Brune EXTERN_C_END 44113a62661SPeter Brune 442dfbf837cSBarry Smith /*MC 4431867fe5bSPeter Brune SNESNGMRES - The Nonlinear Generalized Minimum Residual method. 444a312c225SMatthew G Knepley 445dfbf837cSBarry Smith Level: beginner 446dfbf837cSBarry Smith 4471867fe5bSPeter Brune Options Database: 44813a62661SPeter Brune + -snes_ngmres_select_type<difference,none,linesearch> - choose the select between candidate and combined solution 44938774f0aSPeter Brune . -snes_ngmres_restart_type<difference,none,periodic> - choose the restart conditions 45038774f0aSPeter Brune . -snes_ngmres_candidate - Use NGMRES variant which combines candidate solutions instead of actual solutions 45113a62661SPeter Brune . -snes_ngmres_m - Number of stored previous solutions and residuals 45213a62661SPeter Brune . -snes_ngmres_restart_it - Number of iterations the restart conditions hold before restart 45313a62661SPeter Brune . -snes_ngmres_gammaA - Residual tolerance for solution select between the candidate and combination 45413a62661SPeter Brune . -snes_ngmres_gammaC - Residual tolerance for restart 45513a62661SPeter Brune . -snes_ngmres_epsilonB - Difference tolerance between subsequent solutions triggering restart 45613a62661SPeter Brune . -snes_ngmres_deltaB - Difference tolerance between residuals triggering restart 45713a62661SPeter Brune . -snes_ngmres_monitor - Prints relevant information about the ngmres iteration 45813a62661SPeter Brune . -snes_linesearch_type <basic,basicnonorms,quadratic,critical> - Line search type used for the default smoother 45913a62661SPeter Brune - -additive_snes_linesearch_type - linesearch type used to select between the candidate and combined solution with additive select type 4601867fe5bSPeter Brune 4611867fe5bSPeter Brune Notes: 4621867fe5bSPeter Brune 4631867fe5bSPeter Brune The N-GMRES method combines m previous solutions into a minimum-residual solution by solving a small linearized 4641867fe5bSPeter Brune optimization problem at each iteration. 4651867fe5bSPeter Brune 4661867fe5bSPeter Brune References: 4671867fe5bSPeter Brune 468dfbf837cSBarry Smith "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", C. W. Oosterlee and T. Washio, 469dfbf837cSBarry Smith SIAM Journal on Scientific Computing, 21(5), 2000. 470dfbf837cSBarry Smith 471dfbf837cSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types) 472dfbf837cSBarry Smith M*/ 473a312c225SMatthew G Knepley 474a312c225SMatthew G Knepley EXTERN_C_BEGIN 475a312c225SMatthew G Knepley #undef __FUNCT__ 476a312c225SMatthew G Knepley #define __FUNCT__ "SNESCreate_NGMRES" 477a312c225SMatthew G Knepley PetscErrorCode SNESCreate_NGMRES(SNES snes) 478a312c225SMatthew G Knepley { 479a312c225SMatthew G Knepley SNES_NGMRES *ngmres; 480a312c225SMatthew G Knepley PetscErrorCode ierr; 481a312c225SMatthew G Knepley 482a312c225SMatthew G Knepley PetscFunctionBegin; 483a312c225SMatthew G Knepley snes->ops->destroy = SNESDestroy_NGMRES; 484a312c225SMatthew G Knepley snes->ops->setup = SNESSetUp_NGMRES; 485a312c225SMatthew G Knepley snes->ops->setfromoptions = SNESSetFromOptions_NGMRES; 486a312c225SMatthew G Knepley snes->ops->view = SNESView_NGMRES; 487a312c225SMatthew G Knepley snes->ops->solve = SNESSolve_NGMRES; 488a312c225SMatthew G Knepley snes->ops->reset = SNESReset_NGMRES; 489a312c225SMatthew G Knepley 49042f4f86dSBarry Smith snes->usespc = PETSC_TRUE; 4912c155ee1SBarry Smith snes->usesksp = PETSC_FALSE; 4922c155ee1SBarry Smith 493a312c225SMatthew G Knepley ierr = PetscNewLog(snes,SNES_NGMRES,&ngmres);CHKERRQ(ierr); 494a312c225SMatthew G Knepley snes->data = (void*) ngmres; 495d2e16ddcSPeter Brune ngmres->msize = 30; 49619653cdaSPeter Brune 49788976e71SPeter Brune if (!snes->tolerancesset) { 4980e444f03SPeter Brune snes->max_funcs = 30000; 4990e444f03SPeter Brune snes->max_its = 10000; 50088976e71SPeter Brune } 5010e444f03SPeter Brune 50238774f0aSPeter Brune ngmres->candidate = PETSC_FALSE; 503d2e16ddcSPeter Brune 5040298fd71SBarry Smith ngmres->additive_linesearch = NULL; 505*077c4231SPeter Brune ngmres->approxfunc = PETSC_FALSE; 50628ed4a04SPeter Brune ngmres->restart_it = 2; 50713a62661SPeter Brune ngmres->restart_periodic = 30; 508f109b39eSPeter Brune ngmres->gammaA = 2.0; 509f109b39eSPeter Brune ngmres->gammaC = 2.0; 510cac108bcSPeter Brune ngmres->deltaB = 0.9; 511cac108bcSPeter Brune ngmres->epsilonB = 0.1; 512e7058c64SPeter Brune 51313a62661SPeter Brune ngmres->restart_type = SNES_NGMRES_RESTART_DIFFERENCE; 51413a62661SPeter Brune ngmres->select_type = SNES_NGMRES_SELECT_DIFFERENCE; 51513a62661SPeter Brune 51613a62661SPeter Brune ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESNGMRESSetSelectType_C","SNESNGMRESSetSelectType_NGMRES",SNESNGMRESSetSelectType_NGMRES);CHKERRQ(ierr); 51713a62661SPeter Brune ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESNGMRESSetRestartType_C","SNESNGMRESSetRestartType_NGMRES",SNESNGMRESSetRestartType_NGMRES);CHKERRQ(ierr); 518a312c225SMatthew G Knepley PetscFunctionReturn(0); 519a312c225SMatthew G Knepley } 520a312c225SMatthew G Knepley EXTERN_C_END 521