xref: /petsc/src/snes/impls/ngmres/snesngmres.c (revision 0adebc6ce4218bb5a986f93c65179d861410e0be)
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);
189e764e56SPeter Brune 
19a312c225SMatthew G Knepley   PetscFunctionReturn(0);
20a312c225SMatthew G Knepley }
21a312c225SMatthew G Knepley 
22a312c225SMatthew G Knepley #undef __FUNCT__
23a312c225SMatthew G Knepley #define __FUNCT__ "SNESDestroy_NGMRES"
24a312c225SMatthew G Knepley PetscErrorCode SNESDestroy_NGMRES(SNES snes)
25a312c225SMatthew G Knepley {
26a312c225SMatthew G Knepley   PetscErrorCode ierr;
2778440776SJed Brown   SNES_NGMRES    *ngmres = (SNES_NGMRES*)snes->data;
28a312c225SMatthew G Knepley 
29a312c225SMatthew G Knepley   PetscFunctionBegin;
30a312c225SMatthew G Knepley   ierr = SNESReset_NGMRES(snes);CHKERRQ(ierr);
31f109b39eSPeter Brune   ierr = PetscFree5(ngmres->h, ngmres->beta, ngmres->xi, ngmres->fnorms, ngmres->q);CHKERRQ(ierr);
3219653cdaSPeter Brune   ierr = PetscFree(ngmres->s);CHKERRQ(ierr);
3318aa0c0cSPeter Brune   ierr = PetscFree(ngmres->xnorms);CHKERRQ(ierr);
3419653cdaSPeter Brune #if PETSC_USE_COMPLEX
3522d28d08SBarry Smith   ierr = PetscFree(ngmres->rwork);CHKERRQ(ierr);
3619653cdaSPeter Brune #endif
3722d28d08SBarry Smith   ierr = PetscFree(ngmres->work);CHKERRQ(ierr);
3822d28d08SBarry Smith   ierr = PetscFree(snes->data);CHKERRQ(ierr);
39a312c225SMatthew G Knepley   PetscFunctionReturn(0);
40a312c225SMatthew G Knepley }
41a312c225SMatthew G Knepley 
42a312c225SMatthew G Knepley #undef __FUNCT__
43a312c225SMatthew G Knepley #define __FUNCT__ "SNESSetUp_NGMRES"
44a312c225SMatthew G Knepley PetscErrorCode SNESSetUp_NGMRES(SNES snes)
45a312c225SMatthew G Knepley {
46a312c225SMatthew G Knepley   SNES_NGMRES    *ngmres = (SNES_NGMRES *) snes->data;
47e7058c64SPeter Brune   const char     *optionsprefix;
4819653cdaSPeter Brune   PetscInt       msize,hsize;
49a312c225SMatthew G Knepley   PetscErrorCode ierr;
50a312c225SMatthew G Knepley 
51a312c225SMatthew G Knepley   PetscFunctionBegin;
5278440776SJed Brown   ierr = SNESDefaultGetWork(snes,5);CHKERRQ(ierr);
5378440776SJed Brown   if (!ngmres->Xdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Xdot);CHKERRQ(ierr);}
5478440776SJed Brown   if (!ngmres->Fdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Fdot);CHKERRQ(ierr);}
5578440776SJed Brown   if (!ngmres->setup_called) {
56087dfb9eSxuemin     msize         = ngmres->msize;  /* restart size */
5719653cdaSPeter Brune     hsize         = msize * msize;
58087dfb9eSxuemin 
5998b3e84cSPeter Brune     /* explicit least squares minimization solve */
6019653cdaSPeter Brune     ierr = PetscMalloc5(hsize,PetscScalar,&ngmres->h,
6119653cdaSPeter Brune                         msize,PetscScalar,&ngmres->beta,
6219653cdaSPeter Brune                         msize,PetscScalar,&ngmres->xi,
63f109b39eSPeter Brune                         msize,PetscReal,  &ngmres->fnorms,
6419653cdaSPeter Brune                         hsize,PetscScalar,&ngmres->q);CHKERRQ(ierr);
6518aa0c0cSPeter Brune     if (ngmres->singlereduction) {
6618aa0c0cSPeter Brune       ierr = PetscMalloc(msize*sizeof(PetscReal),&ngmres->xnorms);CHKERRQ(ierr);
6718aa0c0cSPeter Brune     }
6819653cdaSPeter Brune     ngmres->nrhs = 1;
6919653cdaSPeter Brune     ngmres->lda = msize;
7019653cdaSPeter Brune     ngmres->ldb = msize;
7119653cdaSPeter Brune     ierr = PetscMalloc(msize*sizeof(PetscScalar),&ngmres->s);CHKERRQ(ierr);
7219653cdaSPeter Brune     ierr = PetscMemzero(ngmres->h,   hsize*sizeof(PetscScalar));CHKERRQ(ierr);
7319653cdaSPeter Brune     ierr = PetscMemzero(ngmres->q,   hsize*sizeof(PetscScalar));CHKERRQ(ierr);
7419653cdaSPeter Brune     ierr = PetscMemzero(ngmres->xi,  msize*sizeof(PetscScalar));CHKERRQ(ierr);
7519653cdaSPeter Brune     ierr = PetscMemzero(ngmres->beta,msize*sizeof(PetscScalar));CHKERRQ(ierr);
7619653cdaSPeter Brune     ngmres->lwork = 12*msize;
7719653cdaSPeter Brune #if PETSC_USE_COMPLEX
7822d28d08SBarry Smith     ierr = PetscMalloc(sizeof(PetscReal)*ngmres->lwork,&ngmres->rwork);CHKERRQ(ierr);
7919653cdaSPeter Brune #endif
8022d28d08SBarry Smith     ierr = PetscMalloc(sizeof(PetscScalar)*ngmres->lwork,&ngmres->work);CHKERRQ(ierr);
8178440776SJed Brown   }
82e7058c64SPeter Brune 
83e7058c64SPeter Brune   /* linesearch setup */
84e7058c64SPeter Brune   ierr = SNESGetOptionsPrefix(snes, &optionsprefix);CHKERRQ(ierr);
85e7058c64SPeter Brune 
8613a62661SPeter Brune   if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) {
87f1c6b773SPeter Brune     ierr = SNESLineSearchCreate(((PetscObject)snes)->comm, &ngmres->additive_linesearch);CHKERRQ(ierr);
88f1c6b773SPeter Brune     ierr = SNESLineSearchSetSNES(ngmres->additive_linesearch, snes);CHKERRQ(ierr);
891a4f838cSPeter Brune     ierr = SNESLineSearchSetType(ngmres->additive_linesearch, SNESLINESEARCHL2);CHKERRQ(ierr);
90f1c6b773SPeter Brune     ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch, "additive_");CHKERRQ(ierr);
91f1c6b773SPeter Brune     ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch, optionsprefix);CHKERRQ(ierr);
92f1c6b773SPeter Brune     ierr = SNESLineSearchSetFromOptions(ngmres->additive_linesearch);CHKERRQ(ierr);
93e7058c64SPeter Brune   }
94e7058c64SPeter Brune 
9578440776SJed Brown   ngmres->setup_called = PETSC_TRUE;
96a312c225SMatthew G Knepley   PetscFunctionReturn(0);
97a312c225SMatthew G Knepley }
98a312c225SMatthew G Knepley 
99a312c225SMatthew G Knepley #undef __FUNCT__
100a312c225SMatthew G Knepley #define __FUNCT__ "SNESSetFromOptions_NGMRES"
101a312c225SMatthew G Knepley PetscErrorCode SNESSetFromOptions_NGMRES(SNES snes)
102a312c225SMatthew G Knepley {
103a312c225SMatthew G Knepley   SNES_NGMRES   *ngmres = (SNES_NGMRES *) snes->data;
104a312c225SMatthew G Knepley   PetscErrorCode ierr;
105dfbf837cSBarry Smith   PetscBool      debug;
106f1c6b773SPeter Brune   SNESLineSearch linesearch;
107*0adebc6cSBarry Smith 
108a312c225SMatthew G Knepley   PetscFunctionBegin;
109a312c225SMatthew G Knepley   ierr = PetscOptionsHead("SNES NGMRES options");CHKERRQ(ierr);
11013a62661SPeter Brune   ierr = PetscOptionsEnum("-snes_ngmres_select_type","Select type","SNESNGMRESSetSelectType",SNESNGMRESSelectTypes,
11113a62661SPeter Brune                           (PetscEnum)ngmres->select_type,(PetscEnum*)&ngmres->select_type,PETSC_NULL);CHKERRQ(ierr);
11213a62661SPeter Brune   ierr = PetscOptionsEnum("-snes_ngmres_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes,
11313a62661SPeter Brune                           (PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,PETSC_NULL);CHKERRQ(ierr);
114d2e16ddcSPeter Brune   ierr = PetscOptionsBool("-snes_ngmres_anderson", "Use Anderson mixing storage",        "SNES", ngmres->anderson,  &ngmres->anderson, PETSC_NULL);CHKERRQ(ierr);
11519653cdaSPeter Brune   ierr = PetscOptionsInt("-snes_ngmres_m",         "Number of directions",               "SNES", ngmres->msize,  &ngmres->msize, PETSC_NULL);CHKERRQ(ierr);
1160c777b0cSPeter Brune   ierr = PetscOptionsInt("-snes_ngmres_restart",   "Iterations before forced restart",   "SNES", ngmres->restart_periodic,  &ngmres->restart_periodic, PETSC_NULL);CHKERRQ(ierr);
11728ed4a04SPeter Brune   ierr = PetscOptionsInt("-snes_ngmres_restart_it","Tolerance iterations before restart","SNES", ngmres->restart_it,  &ngmres->restart_it, PETSC_NULL);CHKERRQ(ierr);
118dfbf837cSBarry Smith   ierr = PetscOptionsBool("-snes_ngmres_monitor",  "Monitor actions of NGMRES",          "SNES", ngmres->monitor ? PETSC_TRUE: PETSC_FALSE, &debug, PETSC_NULL);CHKERRQ(ierr);
119dfbf837cSBarry Smith   if (debug) {
120dfbf837cSBarry Smith     ngmres->monitor = PETSC_VIEWER_STDOUT_(((PetscObject)snes)->comm);CHKERRQ(ierr);
121dfbf837cSBarry Smith   }
1226a7cf640SPeter Brune   ierr = PetscOptionsReal("-snes_ngmres_gammaA",   "Residual selection constant",   "SNES", ngmres->gammaA, &ngmres->gammaA, PETSC_NULL);CHKERRQ(ierr);
1236a7cf640SPeter Brune   ierr = PetscOptionsReal("-snes_ngmres_gammaC", "  Residual restart constant",     "SNES", ngmres->gammaC, &ngmres->gammaC, PETSC_NULL);CHKERRQ(ierr);
1246a7cf640SPeter Brune   ierr = PetscOptionsReal("-snes_ngmres_epsilonB", "Difference selection constant", "SNES", ngmres->epsilonB, &ngmres->epsilonB, PETSC_NULL);CHKERRQ(ierr);
1256a7cf640SPeter Brune   ierr = PetscOptionsReal("-snes_ngmres_deltaB",   "Difference residual selection constant", "SNES", ngmres->deltaB, &ngmres->deltaB, PETSC_NULL);CHKERRQ(ierr);
1264d116c7dSPeter Brune   ierr = PetscOptionsBool("-snes_ngmres_single_reduction", "Aggregate reductions",  "SNES", ngmres->singlereduction, &ngmres->singlereduction, PETSC_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 {
160087dfb9eSxuemin   SNES_NGMRES        *ngmres = (SNES_NGMRES *) snes->data;
16198b3e84cSPeter Brune   /* present solution, residual, and preconditioned residual */
1629f425c49SPeter Brune   Vec                 X, F, B, D, Y;
163f109b39eSPeter Brune 
164f109b39eSPeter Brune   /* candidate linear combination answers */
1654b32a720SPeter Brune   Vec                 XA, FA, XM, FM, FPC;
16619653cdaSPeter Brune 
16798b3e84cSPeter Brune   /* previous iterations to construct the subspace */
168f109b39eSPeter Brune   Vec                 *Fdot = ngmres->Fdot;
169f109b39eSPeter Brune   Vec                 *Xdot = ngmres->Xdot;
17019653cdaSPeter Brune 
17198b3e84cSPeter Brune   /* coefficients and RHS to the minimization problem */
17219653cdaSPeter Brune   PetscScalar         *beta = ngmres->beta;
17319653cdaSPeter Brune   PetscScalar         *xi   = ngmres->xi;
17418aa0c0cSPeter Brune   PetscReal           fnorm, fMnorm, fAnorm;
17519653cdaSPeter Brune   PetscReal           nu;
17619653cdaSPeter Brune   PetscScalar         alph_total = 0.;
17728ed4a04SPeter Brune   PetscInt            i, j, k, k_restart, l, ivec, restart_count = 0;
17819653cdaSPeter Brune 
17998b3e84cSPeter Brune   /* solution selection data */
18019653cdaSPeter Brune   PetscBool           selectA, selectRestart;
18174b542b2SMatthew G Knepley   PetscReal           dnorm, dminnorm = 0.0, dcurnorm;
182d484d688SPeter Brune   PetscReal           fminnorm,xnorm,ynorm;
18319653cdaSPeter Brune 
1841e633543SBarry Smith   SNESConvergedReason reason;
1856e733865SPeter Brune   PetscBool           lssucceed,changed_y,changed_w;
186a312c225SMatthew G Knepley   PetscErrorCode      ierr;
187a312c225SMatthew G Knepley 
188a312c225SMatthew G Knepley   PetscFunctionBegin;
18998b3e84cSPeter Brune   /* variable initialization */
190a312c225SMatthew G Knepley   snes->reason  = SNES_CONVERGED_ITERATING;
191f109b39eSPeter Brune   X             = snes->vec_sol;
192f109b39eSPeter Brune   F             = snes->vec_func;
193f109b39eSPeter Brune   B             = snes->vec_rhs;
194f109b39eSPeter Brune   XA            = snes->vec_sol_update;
195f109b39eSPeter Brune   FA            = snes->work[0];
196f109b39eSPeter Brune   D             = snes->work[1];
197f109b39eSPeter Brune 
198f109b39eSPeter Brune   /* work for the line search */
199f109b39eSPeter Brune   Y             = snes->work[2];
2009f425c49SPeter Brune   XM            = snes->work[3];
2019f425c49SPeter Brune   FM            = snes->work[4];
202a312c225SMatthew G Knepley 
203a312c225SMatthew G Knepley   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
204a312c225SMatthew G Knepley   snes->iter = 0;
205a312c225SMatthew G Knepley   snes->norm = 0.;
206a312c225SMatthew G Knepley   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
20719653cdaSPeter Brune 
20898b3e84cSPeter Brune   /* initialization */
20919653cdaSPeter Brune 
21098b3e84cSPeter Brune   /* r = F(x) */
211e4ed7901SPeter Brune   if (!snes->vec_func_init_set) {
212f109b39eSPeter Brune     ierr = SNESComputeFunction(snes, X, F);CHKERRQ(ierr);
213a312c225SMatthew G Knepley     if (snes->domainerror) {
214a312c225SMatthew G Knepley       snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
215a312c225SMatthew G Knepley       PetscFunctionReturn(0);
216a312c225SMatthew G Knepley     }
217e4ed7901SPeter Brune   } else {
218e4ed7901SPeter Brune     snes->vec_func_init_set = PETSC_FALSE;
219e4ed7901SPeter Brune   }
22019653cdaSPeter Brune 
221e4ed7901SPeter Brune   if (!snes->norm_init_set) {
222f109b39eSPeter Brune     ierr = VecNorm(F, NORM_2, &fnorm);CHKERRQ(ierr);
223b707f0f7SPeter Brune     if (PetscIsInfOrNanReal(fnorm)) SETERRQ(((PetscObject)snes)->comm, PETSC_ERR_FP, "Infinite or not-a-number generated in function evaluation");
224e4ed7901SPeter Brune   } else {
225e4ed7901SPeter Brune     fnorm = snes->norm_init;
226e4ed7901SPeter Brune     snes->norm_init_set = PETSC_FALSE;
227e4ed7901SPeter Brune   }
228e4ed7901SPeter Brune   fminnorm = fnorm;
229e4ed7901SPeter Brune   /* nu = (r, r) */
230e4ed7901SPeter Brune   nu = fnorm*fnorm;
23119653cdaSPeter Brune 
23298b3e84cSPeter Brune   /* q_{00} = nu  */
23319653cdaSPeter Brune   Q(0,0) = nu;
234f109b39eSPeter Brune   ngmres->fnorms[0] = fnorm;
235f109b39eSPeter Brune   /* Fdot[0] = F */
236f109b39eSPeter Brune   ierr = VecCopy(X, Xdot[0]);CHKERRQ(ierr);
237f109b39eSPeter Brune   ierr = VecCopy(F, Fdot[0]);CHKERRQ(ierr);
238087dfb9eSxuemin 
239a312c225SMatthew G Knepley   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
240f109b39eSPeter Brune   snes->norm = fnorm;
241a312c225SMatthew G Knepley   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
242f109b39eSPeter Brune   SNESLogConvHistory(snes, fnorm, 0);
243f109b39eSPeter Brune   ierr = SNESMonitor(snes, 0, fnorm);CHKERRQ(ierr);
244f109b39eSPeter Brune   ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
245a312c225SMatthew G Knepley   if (snes->reason) PetscFunctionReturn(0);
246a312c225SMatthew G Knepley 
24719653cdaSPeter Brune   k_restart = 1;
24819653cdaSPeter Brune   l = 1;
24909c08436SPeter Brune   for (k=1; k < snes->max_its+1; k++) {
25098b3e84cSPeter Brune     /* select which vector of the stored subspace will be updated */
25198b3e84cSPeter Brune     ivec = k_restart % ngmres->msize; /* replace the last used part of the subspace */
25219653cdaSPeter Brune 
25398b3e84cSPeter Brune     /* Computation of x^M */
254c40d0f55SPeter Brune     if (snes->pc && snes->pcside == PC_RIGHT) {
2559f425c49SPeter Brune       ierr = VecCopy(X, XM);CHKERRQ(ierr);
256e4ed7901SPeter Brune       ierr = SNESSetInitialFunction(snes->pc, F);CHKERRQ(ierr);
257e4ed7901SPeter Brune       ierr = SNESSetInitialFunctionNorm(snes->pc, fnorm);CHKERRQ(ierr);
2589f425c49SPeter Brune       ierr = SNESSolve(snes->pc, B, XM);CHKERRQ(ierr);
2598cc86e31SPeter Brune       ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
2608cc86e31SPeter Brune       if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
2618cc86e31SPeter Brune         snes->reason = SNES_DIVERGED_INNER;
2628cc86e31SPeter Brune         PetscFunctionReturn(0);
2638cc86e31SPeter Brune       }
2644b32a720SPeter Brune       ierr = SNESGetFunction(snes->pc, &FPC, PETSC_NULL, PETSC_NULL);CHKERRQ(ierr);
2654b32a720SPeter Brune       ierr = VecCopy(FPC, FM);CHKERRQ(ierr);
2664b32a720SPeter Brune       ierr = SNESGetFunctionNorm(snes->pc, &fMnorm);CHKERRQ(ierr);
2678cc86e31SPeter Brune     } else {
268f109b39eSPeter Brune       /* no preconditioner -- just take gradient descent with line search */
269f109b39eSPeter Brune       ierr = VecCopy(F, Y);CHKERRQ(ierr);
270e7058c64SPeter Brune       ierr = VecCopy(F, FM);CHKERRQ(ierr);
271e7058c64SPeter Brune       ierr = VecCopy(X, XM);CHKERRQ(ierr);
272e7058c64SPeter Brune       fMnorm = fnorm;
273f1c6b773SPeter Brune       ierr = SNESLineSearchApply(snes->linesearch,XM,FM,&fMnorm,Y);CHKERRQ(ierr);
274f1c6b773SPeter Brune       ierr = SNESLineSearchGetSuccess(snes->linesearch, &lssucceed);CHKERRQ(ierr);
275f109b39eSPeter Brune       if (!lssucceed) {
276f109b39eSPeter Brune         if (++snes->numFailures >= snes->maxFailures) {
277f109b39eSPeter Brune           snes->reason = SNES_DIVERGED_LINE_SEARCH;
278f109b39eSPeter Brune           PetscFunctionReturn(0);
279f109b39eSPeter Brune         }
280f109b39eSPeter Brune       }
2816634f59bSPeter Brune     }
2821e633543SBarry Smith 
28398b3e84cSPeter Brune     /* r = F(x) */
2849f425c49SPeter Brune     nu = fMnorm*fMnorm;
2859f425c49SPeter Brune     if (fminnorm > fMnorm) fminnorm = fMnorm;  /* the minimum norm is now of F^M */
28619653cdaSPeter Brune 
28798b3e84cSPeter Brune     /* construct the right hand side and xi factors */
2888c09b6b7SPeter Brune     ierr = VecMDot(FM, l, Fdot, xi);CHKERRQ(ierr);
2898c09b6b7SPeter Brune 
29019653cdaSPeter Brune     for (i = 0; i < l; i++) {
29119653cdaSPeter Brune       beta[i] = nu - xi[i];
29219653cdaSPeter Brune     }
29319653cdaSPeter Brune 
29498b3e84cSPeter Brune     /* construct h */
29519653cdaSPeter Brune     for (j = 0; j < l; j++) {
29619653cdaSPeter Brune       for (i = 0; i < l; i++) {
29719653cdaSPeter Brune         H(i, j) = Q(i, j) - xi[i] - xi[j] + nu;
29819653cdaSPeter Brune       }
29919653cdaSPeter Brune     }
300f109b39eSPeter Brune 
301f109b39eSPeter Brune     if (l == 1) {
302f109b39eSPeter Brune       /* simply set alpha[0] = beta[0] / H[0, 0] */
303bf08dd53SPeter Brune       if (H(0, 0) != 0.) {
304f109b39eSPeter Brune         beta[0] = beta[0] / H(0, 0);
305f109b39eSPeter Brune       } else {
306bf08dd53SPeter Brune         beta[0] = 0.;
307bf08dd53SPeter Brune       }
308bf08dd53SPeter Brune     } else {
30919653cdaSPeter Brune #ifdef PETSC_MISSING_LAPACK_GELSS
310b707f0f7SPeter Brune       SETERRQ(((PetscObject)snes)->comm, PETSC_ERR_SUP, "NGMRES with LS requires the LAPACK GELSS routine.");
3114a0c5b0cSMatthew G Knepley #else
31219653cdaSPeter Brune     ngmres->m = PetscBLASIntCast(l);
31319653cdaSPeter Brune     ngmres->n = PetscBLASIntCast(l);
31419653cdaSPeter Brune     ngmres->info = PetscBLASIntCast(0);
31519653cdaSPeter Brune     ngmres->rcond = -1.;
3168e57ea43SSatish Balay     ierr = PetscFPTrapPush(PETSC_FP_TRAP_OFF);CHKERRQ(ierr);
31719653cdaSPeter Brune #ifdef PETSC_USE_COMPLEX
31819653cdaSPeter Brune     LAPACKgelss_(&ngmres->m,
31919653cdaSPeter Brune                  &ngmres->n,
32019653cdaSPeter Brune                  &ngmres->nrhs,
32119653cdaSPeter Brune                  ngmres->h,
32219653cdaSPeter Brune                  &ngmres->lda,
32319653cdaSPeter Brune                  ngmres->beta,
32419653cdaSPeter Brune                  &ngmres->ldb,
32519653cdaSPeter Brune                  ngmres->s,
32619653cdaSPeter Brune                  &ngmres->rcond,
32719653cdaSPeter Brune                  &ngmres->rank,
32819653cdaSPeter Brune                  ngmres->work,
32919653cdaSPeter Brune                  &ngmres->lwork,
33019653cdaSPeter Brune                  ngmres->rwork,
33119653cdaSPeter Brune                  &ngmres->info);
33219653cdaSPeter Brune #else
33319653cdaSPeter Brune     LAPACKgelss_(&ngmres->m,
33419653cdaSPeter Brune                  &ngmres->n,
33519653cdaSPeter Brune                  &ngmres->nrhs,
33619653cdaSPeter Brune                  ngmres->h,
33719653cdaSPeter Brune                  &ngmres->lda,
33819653cdaSPeter Brune                  ngmres->beta,
33919653cdaSPeter Brune                  &ngmres->ldb,
34019653cdaSPeter Brune                  ngmres->s,
34119653cdaSPeter Brune                  &ngmres->rcond,
34219653cdaSPeter Brune                  &ngmres->rank,
34319653cdaSPeter Brune                  ngmres->work,
34419653cdaSPeter Brune                  &ngmres->lwork,
34519653cdaSPeter Brune                  &ngmres->info);
34619653cdaSPeter Brune #endif
3478e57ea43SSatish Balay     ierr = PetscFPTrapPop();CHKERRQ(ierr);
348b707f0f7SPeter Brune     if (ngmres->info < 0) SETERRQ(((PetscObject)snes)->comm,PETSC_ERR_LIB,"Bad argument to GELSS");
349b707f0f7SPeter Brune     if (ngmres->info > 0) SETERRQ(((PetscObject)snes)->comm,PETSC_ERR_LIB,"SVD failed to converge");
350a312c225SMatthew G Knepley #endif
351f109b39eSPeter Brune     }
352a312c225SMatthew G Knepley 
353b707f0f7SPeter Brune     for (i=0;i<l;i++) {
354b707f0f7SPeter Brune       if (PetscIsInfOrNanScalar(beta[i])) {
355b707f0f7SPeter Brune         SETERRQ(((PetscObject)snes)->comm,PETSC_ERR_LIB,"SVD generated inconsistent output");
356b707f0f7SPeter Brune       }
357b707f0f7SPeter Brune     }
358b707f0f7SPeter Brune 
35919653cdaSPeter Brune     alph_total = 0.;
36019653cdaSPeter Brune     for (i = 0; i < l; i++) {
36119653cdaSPeter Brune       alph_total += beta[i];
362c0bbabecSxuemin     }
363f109b39eSPeter Brune 
3649f425c49SPeter Brune     ierr = VecCopy(XM, XA);CHKERRQ(ierr);
365f109b39eSPeter Brune     ierr = VecScale(XA, 1. - alph_total);CHKERRQ(ierr);
366087dfb9eSxuemin 
3678c09b6b7SPeter Brune     ierr = VecMAXPY(XA, l, beta, Xdot);CHKERRQ(ierr);
3686e733865SPeter Brune 
3696e733865SPeter Brune     /* check the validity of the step */
370f89ba88eSPeter Brune     ierr = VecCopy(XA,Y);CHKERRQ(ierr);
3716e733865SPeter Brune     ierr = VecAXPY(Y,-1.0,X);CHKERRQ(ierr);
3726e733865SPeter Brune     ierr = SNESLineSearchPostCheck(snes->linesearch,X,Y,XA,&changed_y,&changed_w);CHKERRQ(ierr);
373f109b39eSPeter Brune     ierr = SNESComputeFunction(snes, XA, FA);CHKERRQ(ierr);
37419653cdaSPeter Brune 
3759f425c49SPeter Brune     /* differences for selection and restart */
37613a62661SPeter Brune     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) {
37718aa0c0cSPeter Brune       if (ngmres->singlereduction) {
37818aa0c0cSPeter Brune         dminnorm = -1.0;
379f109b39eSPeter Brune         ierr=VecCopy(XA, D);CHKERRQ(ierr);
38018aa0c0cSPeter Brune         ierr=VecAXPY(D, -1.0, XM);CHKERRQ(ierr);
38118aa0c0cSPeter Brune         for (i=0;i<l;i++) {
38218aa0c0cSPeter Brune           ierr=VecAXPY(Xdot[i],-1.0,XA);CHKERRQ(ierr);
38318aa0c0cSPeter Brune         }
38418aa0c0cSPeter Brune         ierr = VecNormBegin(FA, NORM_2, &fAnorm);CHKERRQ(ierr);
38518aa0c0cSPeter Brune         ierr = VecNormBegin(D, NORM_2, &dnorm);CHKERRQ(ierr);
38618aa0c0cSPeter Brune         for (i=0;i<l;i++) {
38718aa0c0cSPeter Brune           ierr = VecNormBegin(Xdot[i], NORM_2, &ngmres->xnorms[i]);CHKERRQ(ierr);
38818aa0c0cSPeter Brune         }
38918aa0c0cSPeter Brune         ierr = VecNormEnd(FA, NORM_2, &fAnorm);CHKERRQ(ierr);
39018aa0c0cSPeter Brune         ierr = VecNormEnd(D, NORM_2, &dnorm);CHKERRQ(ierr);
39118aa0c0cSPeter Brune         for (i=0;i<l;i++) {
39218aa0c0cSPeter Brune           ierr = VecNormEnd(Xdot[i], NORM_2, &ngmres->xnorms[i]);CHKERRQ(ierr);
39318aa0c0cSPeter Brune         }
39418aa0c0cSPeter Brune         for (i=0;i<l;i++) {
39518aa0c0cSPeter Brune           dcurnorm = ngmres->xnorms[i];
39618aa0c0cSPeter Brune           if ((dcurnorm < dminnorm) || (dminnorm < 0.0)) dminnorm = dcurnorm;
39718aa0c0cSPeter Brune           ierr=VecAXPY(Xdot[i],1.0,XA);CHKERRQ(ierr);
39818aa0c0cSPeter Brune         }
39918aa0c0cSPeter Brune       } else {
40018aa0c0cSPeter Brune         ierr=VecCopy(XA, D);CHKERRQ(ierr);
40118aa0c0cSPeter Brune         ierr=VecAXPY(D, -1.0, XM);CHKERRQ(ierr);
40218aa0c0cSPeter Brune         ierr=VecNormBegin(D, NORM_2, &dnorm);CHKERRQ(ierr);
40318aa0c0cSPeter Brune         ierr=VecNormBegin(FA, NORM_2, &fAnorm);CHKERRQ(ierr);
40418aa0c0cSPeter Brune         ierr=VecNormEnd(D, NORM_2, &dnorm);CHKERRQ(ierr);
40518aa0c0cSPeter Brune         ierr=VecNormEnd(FA, NORM_2, &fAnorm);CHKERRQ(ierr);
406f109b39eSPeter Brune         dminnorm = -1.0;
40719653cdaSPeter Brune         for (i=0;i<l;i++) {
408f109b39eSPeter Brune           ierr=VecCopy(XA, D);CHKERRQ(ierr);
409f109b39eSPeter Brune           ierr=VecAXPY(D, -1.0, Xdot[i]);CHKERRQ(ierr);
410f109b39eSPeter Brune           ierr=VecNorm(D, NORM_2, &dcurnorm);CHKERRQ(ierr);
411f109b39eSPeter Brune           if ((dcurnorm < dminnorm) || (dminnorm < 0.0)) dminnorm = dcurnorm;
41219653cdaSPeter Brune         }
41318aa0c0cSPeter Brune       }
41413a62661SPeter Brune     } else {
41513a62661SPeter Brune       ierr = VecNorm(FA, NORM_2, &fAnorm);CHKERRQ(ierr);
41613a62661SPeter Brune     }
417b707f0f7SPeter Brune     if (PetscIsInfOrNanReal(fAnorm)) SETERRQ(((PetscObject)snes)->comm, PETSC_ERR_FP, "Infinite or not-a-number generated in function evaluation");
4189f425c49SPeter Brune     /* combination (additive) or selection (multiplicative) of the N-GMRES solution */
41913a62661SPeter Brune     if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) {
4209f425c49SPeter Brune       /* X = X + \lambda(XA - X) */
4219f425c49SPeter Brune       if (ngmres->monitor) {
4229f425c49SPeter Brune         ierr = PetscViewerASCIIPrintf(ngmres->monitor, "||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fMnorm);CHKERRQ(ierr);
4239f425c49SPeter Brune       }
42413a62661SPeter Brune       ierr = VecCopy(FM, F);CHKERRQ(ierr);
42513a62661SPeter Brune       ierr = VecCopy(XM, X);CHKERRQ(ierr);
4269f425c49SPeter Brune       ierr = VecCopy(XA, Y);CHKERRQ(ierr);
427eb1825c3SPeter Brune       ierr = VecAYPX(Y, -1.0, X);CHKERRQ(ierr);
428d484d688SPeter Brune       fnorm = fMnorm;
429f1c6b773SPeter Brune       ierr = SNESLineSearchApply(ngmres->additive_linesearch,X,F,&fnorm,Y);CHKERRQ(ierr);
430f1c6b773SPeter Brune       ierr = SNESLineSearchGetSuccess(ngmres->additive_linesearch, &lssucceed);CHKERRQ(ierr);
4319f425c49SPeter Brune       if (!lssucceed) {
4329f425c49SPeter Brune         if (++snes->numFailures >= snes->maxFailures) {
4339f425c49SPeter Brune           snes->reason = SNES_DIVERGED_LINE_SEARCH;
4349f425c49SPeter Brune           PetscFunctionReturn(0);
4359f425c49SPeter Brune         }
4369f425c49SPeter Brune       }
4379f425c49SPeter Brune       if (ngmres->monitor) {
4389f425c49SPeter Brune         ierr = PetscViewerASCIIPrintf(ngmres->monitor, "Additive solution: ||F||_2 = %e\n", fnorm);CHKERRQ(ierr);
4399f425c49SPeter Brune       }
44013a62661SPeter Brune     } else if (ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) {
4419f425c49SPeter Brune       selectA = PETSC_TRUE;
4429f425c49SPeter Brune       /* Conditions for choosing the accelerated answer */
4439f425c49SPeter Brune       /* Criterion A -- the norm of the function isn't increased above the minimum by too much */
4449f425c49SPeter Brune       if (fAnorm >= ngmres->gammaA*fminnorm) {
4459f425c49SPeter Brune         selectA = PETSC_FALSE;
4469f425c49SPeter Brune       }
4479f425c49SPeter Brune       /* Criterion B -- the choice of x^A isn't too close to some other choice */
448cf22de31SPeter Brune       if (ngmres->epsilonB*dnorm<dminnorm || PetscSqrtReal(fnorm)<ngmres->deltaB*PetscSqrtReal(fminnorm)) {
44919653cdaSPeter Brune       } else {
45019653cdaSPeter Brune         selectA=PETSC_FALSE;
45119653cdaSPeter Brune       }
45219653cdaSPeter Brune       if (selectA) {
453dfbf837cSBarry Smith         if (ngmres->monitor) {
4549e764e56SPeter Brune           ierr = PetscViewerASCIIPrintf(ngmres->monitor, "picked X_A, ||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fMnorm);CHKERRQ(ierr);
455dfbf837cSBarry Smith         }
45698b3e84cSPeter Brune         /* copy it over */
457f109b39eSPeter Brune         fnorm = fAnorm;
458f109b39eSPeter Brune         nu = fnorm*fnorm;
459f109b39eSPeter Brune         ierr = VecCopy(FA, F);CHKERRQ(ierr);
460f109b39eSPeter Brune         ierr = VecCopy(XA, X);CHKERRQ(ierr);
46119653cdaSPeter Brune       } else {
462dfbf837cSBarry Smith         if (ngmres->monitor) {
4635b0d26cfSPeter Brune           ierr = PetscViewerASCIIPrintf(ngmres->monitor, "picked X_M, ||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fMnorm);CHKERRQ(ierr);
464dfbf837cSBarry Smith         }
4659f425c49SPeter Brune         fnorm = fMnorm;
4669f425c49SPeter Brune         nu = fnorm*fnorm;
467d484d688SPeter Brune         ierr = VecCopy(XM, Y);CHKERRQ(ierr);
468d484d688SPeter Brune         ierr = VecAXPY(Y,-1.0,X);CHKERRQ(ierr);
4699f425c49SPeter Brune         ierr = VecCopy(FM, F);CHKERRQ(ierr);
4709f425c49SPeter Brune         ierr = VecCopy(XM, X);CHKERRQ(ierr);
4719f425c49SPeter Brune       }
47213a62661SPeter Brune     } else { /* none */
47313a62661SPeter Brune       fnorm = fAnorm;
47413a62661SPeter Brune       nu = fnorm*fnorm;
47513a62661SPeter Brune       ierr = VecCopy(FA, F);CHKERRQ(ierr);
47613a62661SPeter Brune       ierr = VecCopy(XA, X);CHKERRQ(ierr);
47719653cdaSPeter Brune     }
478211b2d39SPeter Brune 
47919653cdaSPeter Brune     selectRestart = PETSC_FALSE;
48013a62661SPeter Brune     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) {
48198b3e84cSPeter Brune       /* difference stagnation restart */
482cf22de31SPeter Brune       if ((ngmres->epsilonB*dnorm > dminnorm) && (PetscSqrtReal(fAnorm) > ngmres->deltaB*PetscSqrtReal(fminnorm))) {
483dfbf837cSBarry Smith         if (ngmres->monitor) {
484f109b39eSPeter Brune           ierr = PetscViewerASCIIPrintf(ngmres->monitor, "difference restart: %e > %e\n", ngmres->epsilonB*dnorm, dminnorm);CHKERRQ(ierr);
485dfbf837cSBarry Smith         }
48619653cdaSPeter Brune         selectRestart = PETSC_TRUE;
48719653cdaSPeter Brune       }
48898b3e84cSPeter Brune       /* residual stagnation restart */
489cf22de31SPeter Brune       if (PetscSqrtReal(fAnorm) > ngmres->gammaC*PetscSqrtReal(fminnorm)) {
490dfbf837cSBarry Smith         if (ngmres->monitor) {
491cf22de31SPeter Brune           ierr = PetscViewerASCIIPrintf(ngmres->monitor, "residual restart: %e > %e\n", PetscSqrtReal(fAnorm), ngmres->gammaC*PetscSqrtReal(fminnorm));CHKERRQ(ierr);
492dfbf837cSBarry Smith         }
49319653cdaSPeter Brune         selectRestart = PETSC_TRUE;
49419653cdaSPeter Brune       }
49528ed4a04SPeter Brune       /* if the restart conditions persist for more than restart_it iterations, restart. */
49619653cdaSPeter Brune       if (selectRestart) {
49728ed4a04SPeter Brune         restart_count++;
49828ed4a04SPeter Brune       } else {
49928ed4a04SPeter Brune         restart_count = 0;
50028ed4a04SPeter Brune       }
50113a62661SPeter Brune     } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) {
50213a62661SPeter Brune       if (k_restart > ngmres->restart_periodic) {
50313a62661SPeter Brune         if (ngmres->monitor) ierr = PetscViewerASCIIPrintf(ngmres->monitor, "periodic restart after %D iterations\n", k_restart);CHKERRQ(ierr);
50413a62661SPeter Brune         restart_count = ngmres->restart_it;
50513a62661SPeter Brune       }
50613a62661SPeter Brune     }
50728ed4a04SPeter Brune     /* restart after restart conditions have persisted for a fixed number of iterations */
50828ed4a04SPeter Brune     if (restart_count >= ngmres->restart_it) {
509dfbf837cSBarry Smith       if (ngmres->monitor){
510dfbf837cSBarry Smith         ierr = PetscViewerASCIIPrintf(ngmres->monitor, "Restarted at iteration %d\n", k_restart);CHKERRQ(ierr);
511dfbf837cSBarry Smith       }
51228ed4a04SPeter Brune       restart_count = 0;
51319653cdaSPeter Brune       k_restart = 1;
51419653cdaSPeter Brune       l = 1;
51598b3e84cSPeter Brune       /* q_{00} = nu */
516d2e16ddcSPeter Brune       if (ngmres->anderson) {
517d2e16ddcSPeter Brune         ngmres->fnorms[0] = fMnorm;
518d2e16ddcSPeter Brune         nu = fMnorm*fMnorm;
519d2e16ddcSPeter Brune         Q(0,0) = nu;
520d2e16ddcSPeter Brune         /* Fdot[0] = F */
521d2e16ddcSPeter Brune         ierr = VecCopy(XM, Xdot[0]);CHKERRQ(ierr);
522d2e16ddcSPeter Brune         ierr = VecCopy(FM, Fdot[0]);CHKERRQ(ierr);
523d2e16ddcSPeter Brune       } else {
524f109b39eSPeter Brune         ngmres->fnorms[0] = fnorm;
525f109b39eSPeter Brune         nu = fnorm*fnorm;
52619653cdaSPeter Brune         Q(0,0) = nu;
527f109b39eSPeter Brune         /* Fdot[0] = F */
528f109b39eSPeter Brune         ierr = VecCopy(X, Xdot[0]);CHKERRQ(ierr);
529f109b39eSPeter Brune         ierr = VecCopy(F, Fdot[0]);CHKERRQ(ierr);
530d2e16ddcSPeter Brune       }
53119653cdaSPeter Brune     } else {
53298b3e84cSPeter Brune       /* select the current size of the subspace */
5331e633543SBarry Smith       if (l < ngmres->msize) l++;
53419653cdaSPeter Brune       k_restart++;
53598b3e84cSPeter Brune       /* place the current entry in the list of previous entries */
536d2e16ddcSPeter Brune       if (ngmres->anderson) {
537d2e16ddcSPeter Brune         ierr = VecCopy(FM, Fdot[ivec]);CHKERRQ(ierr);
538d2e16ddcSPeter Brune         ierr = VecCopy(XM, Xdot[ivec]);CHKERRQ(ierr);
539d2e16ddcSPeter Brune         ngmres->fnorms[ivec] = fMnorm;
540d2e16ddcSPeter Brune         if (fminnorm > fMnorm) fminnorm = fMnorm;  /* the minimum norm is now of FM */
54118aa0c0cSPeter Brune         xi[ivec] = fMnorm*fMnorm;
542d2e16ddcSPeter Brune         for (i = 0; i < l; i++) {
54318aa0c0cSPeter Brune           Q(i, ivec) = xi[i];
54418aa0c0cSPeter Brune           Q(ivec, i) = xi[i];
545d2e16ddcSPeter Brune         }
546d2e16ddcSPeter Brune       } else {
547f109b39eSPeter Brune         ierr = VecCopy(F, Fdot[ivec]);CHKERRQ(ierr);
548f109b39eSPeter Brune         ierr = VecCopy(X, Xdot[ivec]);CHKERRQ(ierr);
549f109b39eSPeter Brune         ngmres->fnorms[ivec] = fnorm;
550d2e16ddcSPeter Brune         if (fminnorm > fnorm) fminnorm = fnorm;  /* the minimum norm is now of FA */
55118aa0c0cSPeter Brune         ierr = VecMDot(F, l, Fdot, xi);CHKERRQ(ierr);
55219653cdaSPeter Brune         for (i = 0; i < l; i++) {
55318aa0c0cSPeter Brune           Q(i, ivec) = xi[i];
55418aa0c0cSPeter Brune           Q(ivec, i) = xi[i];
55519653cdaSPeter Brune         }
55619653cdaSPeter Brune       }
557d2e16ddcSPeter Brune     }
55819653cdaSPeter Brune 
5598409ca45SMatthew G Knepley     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
560087dfb9eSxuemin     snes->iter = k;
561f109b39eSPeter Brune     snes->norm = fnorm;
5628409ca45SMatthew G Knepley     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
5638409ca45SMatthew G Knepley     SNESLogConvHistory(snes, snes->norm, snes->iter);
5648409ca45SMatthew G Knepley     ierr = SNESMonitor(snes, snes->iter, snes->norm);CHKERRQ(ierr);
565d484d688SPeter Brune     ierr = VecNormBegin(Y,NORM_2,&ynorm);CHKERRQ(ierr);
566d484d688SPeter Brune     ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr);
567d484d688SPeter Brune     ierr = VecNormEnd(Y,NORM_2,&ynorm);CHKERRQ(ierr);
568d484d688SPeter Brune     ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr);
569d484d688SPeter Brune     ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
570087dfb9eSxuemin     if (snes->reason) PetscFunctionReturn(0);
571a312c225SMatthew G Knepley   }
572a312c225SMatthew G Knepley   snes->reason = SNES_DIVERGED_MAX_IT;
573a312c225SMatthew G Knepley   PetscFunctionReturn(0);
574a312c225SMatthew G Knepley }
575a312c225SMatthew G Knepley 
57613a62661SPeter Brune #undef __FUNCT__
57713a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType"
57813a62661SPeter Brune /*@
57913a62661SPeter Brune     SNESNGMRESSetRestartType - Sets the restart type for SNESNGMRES.
58013a62661SPeter Brune 
58113a62661SPeter Brune     Logically Collective on SNES
58213a62661SPeter Brune 
58313a62661SPeter Brune     Input Parameters:
58413a62661SPeter Brune +   snes - the iterative context
58513a62661SPeter Brune -   rtype - restart type
58613a62661SPeter Brune 
58713a62661SPeter Brune     Options Database:
58813a62661SPeter Brune +   -snes_ngmres_restart_type<difference,periodic,none> - set the restart type
5890c777b0cSPeter Brune -   -snes_ngmres_restart[30] - sets the number of iterations before restart for periodic
59013a62661SPeter Brune 
59113a62661SPeter Brune     Level: intermediate
59213a62661SPeter Brune 
59313a62661SPeter Brune     SNESNGMRESRestartTypes:
59413a62661SPeter Brune +   SNES_NGMRES_RESTART_NONE - never restart
59513a62661SPeter Brune .   SNES_NGMRES_RESTART_DIFFERENCE - restart based upon difference criteria
59613a62661SPeter Brune -   SNES_NGMRES_RESTART_PERIODIC - restart after a fixed number of iterations
59713a62661SPeter Brune 
59813a62661SPeter Brune     Notes:
59913a62661SPeter Brune     The default line search used is the L2 line search and it requires two additional function evaluations.
60013a62661SPeter Brune 
60113a62661SPeter Brune .keywords: SNES, SNESNGMRES, restart, type, set SNESLineSearch
60213a62661SPeter Brune @*/
603*0adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType(SNES snes, SNESNGMRESRestartType rtype)
604*0adebc6cSBarry Smith {
60513a62661SPeter Brune   PetscErrorCode ierr;
60613a62661SPeter Brune   PetscFunctionBegin;
60713a62661SPeter Brune   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
60813a62661SPeter Brune   ierr = PetscTryMethod(snes,"SNESNGMRESSetRestartType_C",(SNES,SNESNGMRESRestartType),(snes,rtype));CHKERRQ(ierr);
60913a62661SPeter Brune   PetscFunctionReturn(0);
61013a62661SPeter Brune }
61113a62661SPeter Brune 
61213a62661SPeter Brune #undef __FUNCT__
61313a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType"
61413a62661SPeter Brune /*@
61513a62661SPeter Brune     SNESNGMRESSetSelectType - Sets the selection type for SNESNGMRES.  This determines how the candidate solution and
61613a62661SPeter Brune     combined solution are used to create the next iterate.
61713a62661SPeter Brune 
61813a62661SPeter Brune     Logically Collective on SNES
61913a62661SPeter Brune 
62013a62661SPeter Brune     Input Parameters:
62113a62661SPeter Brune +   snes - the iterative context
62213a62661SPeter Brune -   stype - selection type
62313a62661SPeter Brune 
62413a62661SPeter Brune     Options Database:
62513a62661SPeter Brune .   -snes_ngmres_select_type<difference,none,linesearch>
62613a62661SPeter Brune 
62713a62661SPeter Brune     Level: intermediate
62813a62661SPeter Brune 
62913a62661SPeter Brune     SNESNGMRESSelectTypes:
63013a62661SPeter Brune +   SNES_NGMRES_SELECT_NONE - choose the combined solution all the time
63113a62661SPeter Brune .   SNES_NGMRES_SELECT_DIFFERENCE - choose based upon the selection criteria
63213a62661SPeter Brune -   SNES_NGMRES_SELECT_LINESEARCH - choose based upon line search combination
63313a62661SPeter Brune 
63413a62661SPeter Brune     Notes:
63513a62661SPeter Brune     The default line search used is the L2 line search and it requires two additional function evaluations.
63613a62661SPeter Brune 
63713a62661SPeter Brune .keywords: SNES, SNESNGMRES, selection, type, set SNESLineSearch
63813a62661SPeter Brune @*/
639*0adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType(SNES snes, SNESNGMRESSelectType stype)
640*0adebc6cSBarry Smith {
64113a62661SPeter Brune   PetscErrorCode ierr;
64213a62661SPeter Brune   PetscFunctionBegin;
64313a62661SPeter Brune   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
64413a62661SPeter Brune   ierr = PetscTryMethod(snes,"SNESNGMRESSetSelectType_C",(SNES,SNESNGMRESSelectType),(snes,stype));CHKERRQ(ierr);
64513a62661SPeter Brune   PetscFunctionReturn(0);
64613a62661SPeter Brune }
64713a62661SPeter Brune 
64813a62661SPeter Brune EXTERN_C_BEGIN
64913a62661SPeter Brune #undef __FUNCT__
65013a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType_NGMRES"
651*0adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes, SNESNGMRESSelectType stype)
652*0adebc6cSBarry Smith {
65313a62661SPeter Brune   SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data;
65413a62661SPeter Brune   PetscFunctionBegin;
65513a62661SPeter Brune   ngmres->select_type = stype;
65613a62661SPeter Brune   PetscFunctionReturn(0);
65713a62661SPeter Brune }
65813a62661SPeter Brune 
65913a62661SPeter Brune #undef __FUNCT__
66013a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType_NGMRES"
661*0adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes, SNESNGMRESRestartType rtype)
662*0adebc6cSBarry Smith {
66313a62661SPeter Brune   SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data;
66413a62661SPeter Brune   PetscFunctionBegin;
66513a62661SPeter Brune   ngmres->restart_type = rtype;
66613a62661SPeter Brune   PetscFunctionReturn(0);
66713a62661SPeter Brune }
66813a62661SPeter Brune EXTERN_C_END
66913a62661SPeter Brune 
670dfbf837cSBarry Smith /*MC
6711867fe5bSPeter Brune   SNESNGMRES - The Nonlinear Generalized Minimum Residual method.
672a312c225SMatthew G Knepley 
673dfbf837cSBarry Smith    Level: beginner
674dfbf837cSBarry Smith 
6751867fe5bSPeter Brune    Options Database:
67613a62661SPeter Brune +  -snes_ngmres_select_type<difference,none,linesearch> - choose the select between candidate and combined solution
67713a62661SPeter Brune +  -snes_ngmres_restart_type<difference,none,periodic> - choose the restart conditions
67813a62661SPeter Brune .  -snes_ngmres_anderson         - Use Anderson mixing NGMRES variant which combines candidate solutions instead of actual solutions
67913a62661SPeter Brune .  -snes_ngmres_m                - Number of stored previous solutions and residuals
68013a62661SPeter Brune .  -snes_ngmres_restart_it       - Number of iterations the restart conditions hold before restart
68113a62661SPeter Brune .  -snes_ngmres_gammaA           - Residual tolerance for solution select between the candidate and combination
68213a62661SPeter Brune .  -snes_ngmres_gammaC           - Residual tolerance for restart
68313a62661SPeter Brune .  -snes_ngmres_epsilonB         - Difference tolerance between subsequent solutions triggering restart
68413a62661SPeter Brune .  -snes_ngmres_deltaB           - Difference tolerance between residuals triggering restart
68513a62661SPeter Brune .  -snes_ngmres_monitor          - Prints relevant information about the ngmres iteration
68613a62661SPeter Brune .  -snes_linesearch_type <basic,basicnonorms,quadratic,critical> - Line search type used for the default smoother
68713a62661SPeter Brune -  -additive_snes_linesearch_type - linesearch type used to select between the candidate and combined solution with additive select type
6881867fe5bSPeter Brune 
6891867fe5bSPeter Brune    Notes:
6901867fe5bSPeter Brune 
6911867fe5bSPeter Brune    The N-GMRES method combines m previous solutions into a minimum-residual solution by solving a small linearized
6921867fe5bSPeter Brune    optimization problem at each iteration.
6931867fe5bSPeter Brune 
6941867fe5bSPeter Brune    References:
6951867fe5bSPeter Brune 
696dfbf837cSBarry Smith    "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", C. W. Oosterlee and T. Washio,
697dfbf837cSBarry Smith    SIAM Journal on Scientific Computing, 21(5), 2000.
698dfbf837cSBarry Smith 
699dfbf837cSBarry Smith    This is also the same as the algorithm called Anderson acceleration introduced in "D. G. Anderson. Iterative procedures for nonlinear integral equations.
700dfbf837cSBarry Smith    J. Assoc. Comput. Mach., 12:547–560, 1965."
701dfbf837cSBarry Smith 
702dfbf837cSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types)
703dfbf837cSBarry Smith M*/
704a312c225SMatthew G Knepley 
705a312c225SMatthew G Knepley EXTERN_C_BEGIN
706a312c225SMatthew G Knepley #undef __FUNCT__
707a312c225SMatthew G Knepley #define __FUNCT__ "SNESCreate_NGMRES"
708a312c225SMatthew G Knepley PetscErrorCode SNESCreate_NGMRES(SNES snes)
709a312c225SMatthew G Knepley {
710a312c225SMatthew G Knepley   SNES_NGMRES   *ngmres;
711a312c225SMatthew G Knepley   PetscErrorCode ierr;
712a312c225SMatthew G Knepley 
713a312c225SMatthew G Knepley   PetscFunctionBegin;
714a312c225SMatthew G Knepley   snes->ops->destroy        = SNESDestroy_NGMRES;
715a312c225SMatthew G Knepley   snes->ops->setup          = SNESSetUp_NGMRES;
716a312c225SMatthew G Knepley   snes->ops->setfromoptions = SNESSetFromOptions_NGMRES;
717a312c225SMatthew G Knepley   snes->ops->view           = SNESView_NGMRES;
718a312c225SMatthew G Knepley   snes->ops->solve          = SNESSolve_NGMRES;
719a312c225SMatthew G Knepley   snes->ops->reset          = SNESReset_NGMRES;
720a312c225SMatthew G Knepley 
72142f4f86dSBarry Smith   snes->usespc          = PETSC_TRUE;
7222c155ee1SBarry Smith   snes->usesksp         = PETSC_FALSE;
7232c155ee1SBarry Smith 
724a312c225SMatthew G Knepley   ierr = PetscNewLog(snes, SNES_NGMRES, &ngmres);CHKERRQ(ierr);
725a312c225SMatthew G Knepley   snes->data = (void*) ngmres;
726d2e16ddcSPeter Brune   ngmres->msize = 30;
72719653cdaSPeter Brune 
72888976e71SPeter Brune   if (!snes->tolerancesset) {
7290e444f03SPeter Brune     snes->max_funcs = 30000;
7300e444f03SPeter Brune     snes->max_its   = 10000;
73188976e71SPeter Brune   }
7320e444f03SPeter Brune 
733d2e16ddcSPeter Brune   ngmres->anderson   = PETSC_FALSE;
734d2e16ddcSPeter Brune 
735e7058c64SPeter Brune   ngmres->additive_linesearch = PETSC_NULL;
736e7058c64SPeter Brune 
73728ed4a04SPeter Brune   ngmres->restart_it = 2;
73813a62661SPeter Brune   ngmres->restart_periodic = 30;
739f109b39eSPeter Brune   ngmres->gammaA     = 2.0;
740f109b39eSPeter Brune   ngmres->gammaC     = 2.0;
741cac108bcSPeter Brune   ngmres->deltaB     = 0.9;
742cac108bcSPeter Brune   ngmres->epsilonB   = 0.1;
743e7058c64SPeter Brune 
74413a62661SPeter Brune   ngmres->restart_type   = SNES_NGMRES_RESTART_DIFFERENCE;
74513a62661SPeter Brune   ngmres->select_type    = SNES_NGMRES_SELECT_DIFFERENCE;
74613a62661SPeter Brune 
74713a62661SPeter Brune   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESNGMRESSetSelectType_C","SNESNGMRESSetSelectType_NGMRES", SNESNGMRESSetSelectType_NGMRES);CHKERRQ(ierr);
74813a62661SPeter Brune   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESNGMRESSetRestartType_C","SNESNGMRESSetRestartType_NGMRES", SNESNGMRESSetRestartType_NGMRES);CHKERRQ(ierr);
74913a62661SPeter Brune 
750a312c225SMatthew G Knepley   PetscFunctionReturn(0);
751a312c225SMatthew G Knepley }
752a312c225SMatthew G Knepley EXTERN_C_END
753