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