xref: /petsc/src/snes/impls/ngmres/snesngmres.c (revision 077c4231e34fe2fc24e74260814973911a0e4bce)
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