1*13a62661SPeter Brune #include <../src/snes/impls/ngmres/snesngmres.h> /*I "petscsnes.h" I*/ 219653cdaSPeter Brune #include <petscblaslapack.h> 3a312c225SMatthew G Knepley 4*13a62661SPeter Brune const char *SNESNGMRESRestartTypes[] = {"NONE","PERIODIC","DIFFERENCE","SNESNGMRESRestartType","SNES_NGMRES_RESTART_",0}; 5*13a62661SPeter Brune const char *SNESNGMRESSelectTypes[] = {"NONE","DIFFERENCE","LINESEARCH","SNESNGMRESSelectType","SNES_NGMRES_SELECT_",0}; 6*13a62661SPeter 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 3519653cdaSPeter Brune ierr = PetscFree(ngmres->rwork); 3619653cdaSPeter Brune #endif 3719653cdaSPeter Brune ierr = PetscFree(ngmres->work); 3819653cdaSPeter Brune ierr = PetscFree(snes->data); 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 7819653cdaSPeter Brune ierr = PetscMalloc(sizeof(PetscReal)*ngmres->lwork,&ngmres->rwork); 7919653cdaSPeter Brune #endif 8019653cdaSPeter Brune ierr = PetscMalloc(sizeof(PetscScalar)*ngmres->lwork,&ngmres->work); 8178440776SJed Brown } 82e7058c64SPeter Brune 83e7058c64SPeter Brune /* linesearch setup */ 84e7058c64SPeter Brune ierr = SNESGetOptionsPrefix(snes, &optionsprefix);CHKERRQ(ierr); 85e7058c64SPeter Brune 86*13a62661SPeter 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; 107a312c225SMatthew G Knepley PetscFunctionBegin; 108a312c225SMatthew G Knepley ierr = PetscOptionsHead("SNES NGMRES options");CHKERRQ(ierr); 109*13a62661SPeter Brune ierr = PetscOptionsEnum("-snes_ngmres_select_type","Select type","SNESNGMRESSetSelectType",SNESNGMRESSelectTypes, 110*13a62661SPeter Brune (PetscEnum)ngmres->select_type,(PetscEnum*)&ngmres->select_type,PETSC_NULL);CHKERRQ(ierr); 111*13a62661SPeter Brune ierr = PetscOptionsEnum("-snes_ngmres_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes, 112*13a62661SPeter Brune (PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,PETSC_NULL);CHKERRQ(ierr); 113d2e16ddcSPeter Brune ierr = PetscOptionsBool("-snes_ngmres_anderson", "Use Anderson mixing storage", "SNES", ngmres->anderson, &ngmres->anderson, PETSC_NULL);CHKERRQ(ierr); 11419653cdaSPeter Brune ierr = PetscOptionsInt("-snes_ngmres_m", "Number of directions", "SNES", ngmres->msize, &ngmres->msize, PETSC_NULL);CHKERRQ(ierr); 11528ed4a04SPeter Brune ierr = PetscOptionsInt("-snes_ngmres_restart_it","Tolerance iterations before restart","SNES", ngmres->restart_it, &ngmres->restart_it, PETSC_NULL);CHKERRQ(ierr); 116dfbf837cSBarry Smith ierr = PetscOptionsBool("-snes_ngmres_monitor", "Monitor actions of NGMRES", "SNES", ngmres->monitor ? PETSC_TRUE: PETSC_FALSE, &debug, PETSC_NULL);CHKERRQ(ierr); 117dfbf837cSBarry Smith if (debug) { 118dfbf837cSBarry Smith ngmres->monitor = PETSC_VIEWER_STDOUT_(((PetscObject)snes)->comm);CHKERRQ(ierr); 119dfbf837cSBarry Smith } 1206a7cf640SPeter Brune ierr = PetscOptionsReal("-snes_ngmres_gammaA", "Residual selection constant", "SNES", ngmres->gammaA, &ngmres->gammaA, PETSC_NULL);CHKERRQ(ierr); 1216a7cf640SPeter Brune ierr = PetscOptionsReal("-snes_ngmres_gammaC", " Residual restart constant", "SNES", ngmres->gammaC, &ngmres->gammaC, PETSC_NULL);CHKERRQ(ierr); 1226a7cf640SPeter Brune ierr = PetscOptionsReal("-snes_ngmres_epsilonB", "Difference selection constant", "SNES", ngmres->epsilonB, &ngmres->epsilonB, PETSC_NULL);CHKERRQ(ierr); 1236a7cf640SPeter Brune ierr = PetscOptionsReal("-snes_ngmres_deltaB", "Difference residual selection constant", "SNES", ngmres->deltaB, &ngmres->deltaB, PETSC_NULL);CHKERRQ(ierr); 1244d116c7dSPeter Brune ierr = PetscOptionsBool("-snes_ngmres_single_reduction", "Aggregate reductions", "SNES", ngmres->singlereduction, &ngmres->singlereduction, PETSC_NULL);CHKERRQ(ierr); 125a312c225SMatthew G Knepley ierr = PetscOptionsTail();CHKERRQ(ierr); 1266a7cf640SPeter Brune if ((ngmres->gammaA > ngmres->gammaC) && (ngmres->gammaC > 2.)) ngmres->gammaC = ngmres->gammaA; 1279e764e56SPeter Brune 1289e764e56SPeter Brune /* set the default type of the line search if the user hasn't already. */ 1299e764e56SPeter Brune if (!snes->linesearch) { 130f1c6b773SPeter Brune ierr = SNESGetSNESLineSearch(snes, &linesearch);CHKERRQ(ierr); 1311a4f838cSPeter Brune ierr = SNESLineSearchSetType(linesearch, SNESLINESEARCHBASIC);CHKERRQ(ierr); 1329e764e56SPeter Brune } 133a312c225SMatthew G Knepley PetscFunctionReturn(0); 134a312c225SMatthew G Knepley } 135a312c225SMatthew G Knepley 136a312c225SMatthew G Knepley #undef __FUNCT__ 137a312c225SMatthew G Knepley #define __FUNCT__ "SNESView_NGMRES" 138a312c225SMatthew G Knepley PetscErrorCode SNESView_NGMRES(SNES snes, PetscViewer viewer) 139a312c225SMatthew G Knepley { 140a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES *) snes->data; 141a312c225SMatthew G Knepley PetscBool iascii; 142a312c225SMatthew G Knepley PetscErrorCode ierr; 143a312c225SMatthew G Knepley 144a312c225SMatthew G Knepley PetscFunctionBegin; 145a312c225SMatthew G Knepley ierr = PetscTypeCompare((PetscObject) viewer, PETSCVIEWERASCII, &iascii);CHKERRQ(ierr); 146a312c225SMatthew G Knepley if (iascii) { 1479e764e56SPeter Brune 148f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer, " Number of stored past updates: %d\n", ngmres->msize);CHKERRQ(ierr); 149f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer, " Residual selection: gammaA=%1.0e, gammaC=%1.0e\n", ngmres->gammaA, ngmres->gammaC);CHKERRQ(ierr); 150f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer, " Difference restart: epsilonB=%1.0e, deltaB=%1.0e\n", ngmres->epsilonB, ngmres->deltaB);CHKERRQ(ierr); 151a312c225SMatthew G Knepley } 152a312c225SMatthew G Knepley PetscFunctionReturn(0); 153a312c225SMatthew G Knepley } 154a312c225SMatthew G Knepley 155a312c225SMatthew G Knepley #undef __FUNCT__ 156a312c225SMatthew G Knepley #define __FUNCT__ "SNESSolve_NGMRES" 157211b2d39SPeter Brune 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; 181f109b39eSPeter Brune PetscReal dnorm, dminnorm, dcurnorm; 182f109b39eSPeter Brune PetscReal fminnorm; 18319653cdaSPeter Brune 1841e633543SBarry Smith SNESConvergedReason reason; 185f109b39eSPeter Brune PetscBool lssucceed; 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); 223f109b39eSPeter Brune if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF, 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 */ 2548cc86e31SPeter Brune if (snes->pc) { 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] */ 303f109b39eSPeter Brune beta[0] = beta[0] / H(0, 0); 304f109b39eSPeter Brune } else { 30519653cdaSPeter Brune #ifdef PETSC_MISSING_LAPACK_GELSS 30619653cdaSPeter Brune SETERRQ(PETSC_COMM_SELF, PETSC_ERR_SUP, "NGMRES with LS requires the LAPACK GELSS routine."); 3074a0c5b0cSMatthew G Knepley #else 30819653cdaSPeter Brune ngmres->m = PetscBLASIntCast(l); 30919653cdaSPeter Brune ngmres->n = PetscBLASIntCast(l); 31019653cdaSPeter Brune ngmres->info = PetscBLASIntCast(0); 31119653cdaSPeter Brune ngmres->rcond = -1.; 3128e57ea43SSatish Balay ierr = PetscFPTrapPush(PETSC_FP_TRAP_OFF);CHKERRQ(ierr); 31319653cdaSPeter Brune #ifdef PETSC_USE_COMPLEX 31419653cdaSPeter Brune LAPACKgelss_(&ngmres->m, 31519653cdaSPeter Brune &ngmres->n, 31619653cdaSPeter Brune &ngmres->nrhs, 31719653cdaSPeter Brune ngmres->h, 31819653cdaSPeter Brune &ngmres->lda, 31919653cdaSPeter Brune ngmres->beta, 32019653cdaSPeter Brune &ngmres->ldb, 32119653cdaSPeter Brune ngmres->s, 32219653cdaSPeter Brune &ngmres->rcond, 32319653cdaSPeter Brune &ngmres->rank, 32419653cdaSPeter Brune ngmres->work, 32519653cdaSPeter Brune &ngmres->lwork, 32619653cdaSPeter Brune ngmres->rwork, 32719653cdaSPeter Brune &ngmres->info); 32819653cdaSPeter Brune #else 32919653cdaSPeter Brune LAPACKgelss_(&ngmres->m, 33019653cdaSPeter Brune &ngmres->n, 33119653cdaSPeter Brune &ngmres->nrhs, 33219653cdaSPeter Brune ngmres->h, 33319653cdaSPeter Brune &ngmres->lda, 33419653cdaSPeter Brune ngmres->beta, 33519653cdaSPeter Brune &ngmres->ldb, 33619653cdaSPeter Brune ngmres->s, 33719653cdaSPeter Brune &ngmres->rcond, 33819653cdaSPeter Brune &ngmres->rank, 33919653cdaSPeter Brune ngmres->work, 34019653cdaSPeter Brune &ngmres->lwork, 34119653cdaSPeter Brune &ngmres->info); 34219653cdaSPeter Brune #endif 3438e57ea43SSatish Balay ierr = PetscFPTrapPop();CHKERRQ(ierr); 34419653cdaSPeter Brune if (ngmres->info < 0) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_LIB,"Bad argument to GELSS"); 34519653cdaSPeter Brune if (ngmres->info > 0) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_LIB,"SVD failed to converge"); 346a312c225SMatthew G Knepley #endif 347f109b39eSPeter Brune } 348a312c225SMatthew G Knepley 34919653cdaSPeter Brune alph_total = 0.; 35019653cdaSPeter Brune for (i = 0; i < l; i++) { 35119653cdaSPeter Brune alph_total += beta[i]; 352c0bbabecSxuemin } 353f109b39eSPeter Brune 3549f425c49SPeter Brune ierr = VecCopy(XM, XA);CHKERRQ(ierr); 355f109b39eSPeter Brune ierr = VecScale(XA, 1. - alph_total);CHKERRQ(ierr); 356087dfb9eSxuemin 3578c09b6b7SPeter Brune ierr = VecMAXPY(XA, l, beta, Xdot);CHKERRQ(ierr); 358f109b39eSPeter Brune ierr = SNESComputeFunction(snes, XA, FA);CHKERRQ(ierr); 35919653cdaSPeter Brune 3609f425c49SPeter Brune /* differences for selection and restart */ 361*13a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) { 36218aa0c0cSPeter Brune if (ngmres->singlereduction) { 36318aa0c0cSPeter Brune dminnorm = -1.0; 364f109b39eSPeter Brune ierr=VecCopy(XA, D);CHKERRQ(ierr); 36518aa0c0cSPeter Brune ierr=VecAXPY(D, -1.0, XM);CHKERRQ(ierr); 36618aa0c0cSPeter Brune for(i=0;i<l;i++) { 36718aa0c0cSPeter Brune ierr=VecAXPY(Xdot[i],-1.0,XA);CHKERRQ(ierr); 36818aa0c0cSPeter Brune } 36918aa0c0cSPeter Brune ierr = VecNormBegin(FA, NORM_2, &fAnorm);CHKERRQ(ierr); 37018aa0c0cSPeter Brune ierr = VecNormBegin(D, NORM_2, &dnorm);CHKERRQ(ierr); 37118aa0c0cSPeter Brune for (i=0;i<l;i++) { 37218aa0c0cSPeter Brune ierr = VecNormBegin(Xdot[i], NORM_2, &ngmres->xnorms[i]);CHKERRQ(ierr); 37318aa0c0cSPeter Brune } 37418aa0c0cSPeter Brune ierr = VecNormEnd(FA, NORM_2, &fAnorm);CHKERRQ(ierr); 37518aa0c0cSPeter Brune ierr = VecNormEnd(D, NORM_2, &dnorm);CHKERRQ(ierr); 37618aa0c0cSPeter Brune for (i=0;i<l;i++) { 37718aa0c0cSPeter Brune ierr = VecNormEnd(Xdot[i], NORM_2, &ngmres->xnorms[i]);CHKERRQ(ierr); 37818aa0c0cSPeter Brune } 37918aa0c0cSPeter Brune for(i=0;i<l;i++) { 38018aa0c0cSPeter Brune dcurnorm = ngmres->xnorms[i]; 38118aa0c0cSPeter Brune if ((dcurnorm < dminnorm) || (dminnorm < 0.0)) dminnorm = dcurnorm; 38218aa0c0cSPeter Brune ierr=VecAXPY(Xdot[i],1.0,XA);CHKERRQ(ierr); 38318aa0c0cSPeter Brune } 38418aa0c0cSPeter Brune } else { 38518aa0c0cSPeter Brune ierr=VecCopy(XA, D);CHKERRQ(ierr); 38618aa0c0cSPeter Brune ierr=VecAXPY(D, -1.0, XM);CHKERRQ(ierr); 38718aa0c0cSPeter Brune ierr=VecNormBegin(D, NORM_2, &dnorm);CHKERRQ(ierr); 38818aa0c0cSPeter Brune ierr=VecNormBegin(FA, NORM_2, &fAnorm);CHKERRQ(ierr); 38918aa0c0cSPeter Brune ierr=VecNormEnd(D, NORM_2, &dnorm);CHKERRQ(ierr); 39018aa0c0cSPeter Brune ierr=VecNormEnd(FA, NORM_2, &fAnorm);CHKERRQ(ierr); 391f109b39eSPeter Brune dminnorm = -1.0; 39219653cdaSPeter Brune for(i=0;i<l;i++) { 393f109b39eSPeter Brune ierr=VecCopy(XA, D);CHKERRQ(ierr); 394f109b39eSPeter Brune ierr=VecAXPY(D, -1.0, Xdot[i]);CHKERRQ(ierr); 395f109b39eSPeter Brune ierr=VecNorm(D, NORM_2, &dcurnorm);CHKERRQ(ierr); 396f109b39eSPeter Brune if((dcurnorm < dminnorm) || (dminnorm < 0.0)) dminnorm = dcurnorm; 39719653cdaSPeter Brune } 39818aa0c0cSPeter Brune } 399*13a62661SPeter Brune } else { 400*13a62661SPeter Brune ierr = VecNorm(FA, NORM_2, &fAnorm);CHKERRQ(ierr); 401*13a62661SPeter Brune } 4029f425c49SPeter Brune /* combination (additive) or selection (multiplicative) of the N-GMRES solution */ 403*13a62661SPeter Brune if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) { 4049f425c49SPeter Brune /* X = X + \lambda(XA - X) */ 4059f425c49SPeter Brune if (ngmres->monitor) { 4069f425c49SPeter Brune ierr = PetscViewerASCIIPrintf(ngmres->monitor, "||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fMnorm);CHKERRQ(ierr); 4079f425c49SPeter Brune } 408*13a62661SPeter Brune ierr = VecCopy(FM, F);CHKERRQ(ierr); 409*13a62661SPeter Brune ierr = VecCopy(XM, X);CHKERRQ(ierr); 4109f425c49SPeter Brune ierr = VecCopy(XA, Y);CHKERRQ(ierr); 411*13a62661SPeter Brune fnorm = fMnorm; 412eb1825c3SPeter Brune ierr = VecAYPX(Y, -1.0, X);CHKERRQ(ierr); 413f1c6b773SPeter Brune ierr = SNESLineSearchApply(ngmres->additive_linesearch,X,F,&fnorm,Y);CHKERRQ(ierr); 414f1c6b773SPeter Brune ierr = SNESLineSearchGetSuccess(ngmres->additive_linesearch, &lssucceed);CHKERRQ(ierr); 4159f425c49SPeter Brune if (!lssucceed) { 4169f425c49SPeter Brune if (++snes->numFailures >= snes->maxFailures) { 4179f425c49SPeter Brune snes->reason = SNES_DIVERGED_LINE_SEARCH; 4189f425c49SPeter Brune PetscFunctionReturn(0); 4199f425c49SPeter Brune } 4209f425c49SPeter Brune } 4219f425c49SPeter Brune if (ngmres->monitor) { 4229f425c49SPeter Brune ierr = PetscViewerASCIIPrintf(ngmres->monitor, "Additive solution: ||F||_2 = %e\n", fnorm);CHKERRQ(ierr); 4239f425c49SPeter Brune } 424*13a62661SPeter Brune } else if (ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) { 4259f425c49SPeter Brune selectA = PETSC_TRUE; 4269f425c49SPeter Brune /* Conditions for choosing the accelerated answer */ 4279f425c49SPeter Brune /* Criterion A -- the norm of the function isn't increased above the minimum by too much */ 4289f425c49SPeter Brune if (fAnorm >= ngmres->gammaA*fminnorm) { 4299f425c49SPeter Brune selectA = PETSC_FALSE; 4309f425c49SPeter Brune } 4319f425c49SPeter Brune /* Criterion B -- the choice of x^A isn't too close to some other choice */ 432cf22de31SPeter Brune if (ngmres->epsilonB*dnorm<dminnorm || PetscSqrtReal(fnorm)<ngmres->deltaB*PetscSqrtReal(fminnorm)) { 43319653cdaSPeter Brune } else { 43419653cdaSPeter Brune selectA=PETSC_FALSE; 43519653cdaSPeter Brune } 43619653cdaSPeter Brune if (selectA) { 437dfbf837cSBarry Smith if (ngmres->monitor) { 4389e764e56SPeter Brune ierr = PetscViewerASCIIPrintf(ngmres->monitor, "picked X_A, ||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fMnorm);CHKERRQ(ierr); 439dfbf837cSBarry Smith } 44098b3e84cSPeter Brune /* copy it over */ 441f109b39eSPeter Brune fnorm = fAnorm; 442f109b39eSPeter Brune nu = fnorm*fnorm; 443f109b39eSPeter Brune ierr = VecCopy(FA, F);CHKERRQ(ierr); 444f109b39eSPeter Brune ierr = VecCopy(XA, X);CHKERRQ(ierr); 44519653cdaSPeter Brune } else { 446dfbf837cSBarry Smith if (ngmres->monitor) { 447f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(ngmres->monitor, "picked X_M, ||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fnorm);CHKERRQ(ierr); 448dfbf837cSBarry Smith } 4499f425c49SPeter Brune fnorm = fMnorm; 4509f425c49SPeter Brune nu = fnorm*fnorm; 4519f425c49SPeter Brune ierr = VecCopy(FM, F);CHKERRQ(ierr); 4529f425c49SPeter Brune ierr = VecCopy(XM, X);CHKERRQ(ierr); 4539f425c49SPeter Brune } 454*13a62661SPeter Brune } else { /* none */ 455*13a62661SPeter Brune fnorm = fAnorm; 456*13a62661SPeter Brune nu = fnorm*fnorm; 457*13a62661SPeter Brune ierr = VecCopy(FA, F);CHKERRQ(ierr); 458*13a62661SPeter Brune ierr = VecCopy(XA, X);CHKERRQ(ierr); 45919653cdaSPeter Brune } 460211b2d39SPeter Brune 46119653cdaSPeter Brune selectRestart = PETSC_FALSE; 462*13a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) { 46398b3e84cSPeter Brune /* difference stagnation restart */ 464cf22de31SPeter Brune if((ngmres->epsilonB*dnorm > dminnorm) && (PetscSqrtReal(fAnorm) > ngmres->deltaB*PetscSqrtReal(fminnorm))) { 465dfbf837cSBarry Smith if (ngmres->monitor) { 466f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(ngmres->monitor, "difference restart: %e > %e\n", ngmres->epsilonB*dnorm, dminnorm);CHKERRQ(ierr); 467dfbf837cSBarry Smith } 46819653cdaSPeter Brune selectRestart = PETSC_TRUE; 46919653cdaSPeter Brune } 47098b3e84cSPeter Brune /* residual stagnation restart */ 471cf22de31SPeter Brune if (PetscSqrtReal(fAnorm) > ngmres->gammaC*PetscSqrtReal(fminnorm)) { 472dfbf837cSBarry Smith if (ngmres->monitor) { 473cf22de31SPeter Brune ierr = PetscViewerASCIIPrintf(ngmres->monitor, "residual restart: %e > %e\n", PetscSqrtReal(fAnorm), ngmres->gammaC*PetscSqrtReal(fminnorm));CHKERRQ(ierr); 474dfbf837cSBarry Smith } 47519653cdaSPeter Brune selectRestart = PETSC_TRUE; 47619653cdaSPeter Brune } 47728ed4a04SPeter Brune /* if the restart conditions persist for more than restart_it iterations, restart. */ 47819653cdaSPeter Brune if (selectRestart) { 47928ed4a04SPeter Brune restart_count++; 48028ed4a04SPeter Brune } else { 48128ed4a04SPeter Brune restart_count = 0; 48228ed4a04SPeter Brune } 483*13a62661SPeter Brune } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) { 484*13a62661SPeter Brune if (k_restart > ngmres->restart_periodic) { 485*13a62661SPeter Brune if (ngmres->monitor) ierr = PetscViewerASCIIPrintf(ngmres->monitor, "periodic restart after %D iterations\n", k_restart);CHKERRQ(ierr); 486*13a62661SPeter Brune restart_count = ngmres->restart_it; 487*13a62661SPeter Brune } 488*13a62661SPeter Brune } 48928ed4a04SPeter Brune /* restart after restart conditions have persisted for a fixed number of iterations */ 49028ed4a04SPeter Brune if (restart_count >= ngmres->restart_it) { 491dfbf837cSBarry Smith if (ngmres->monitor){ 492dfbf837cSBarry Smith ierr = PetscViewerASCIIPrintf(ngmres->monitor, "Restarted at iteration %d\n", k_restart);CHKERRQ(ierr); 493dfbf837cSBarry Smith } 49428ed4a04SPeter Brune restart_count = 0; 49519653cdaSPeter Brune k_restart = 1; 49619653cdaSPeter Brune l = 1; 49798b3e84cSPeter Brune /* q_{00} = nu */ 498d2e16ddcSPeter Brune if (ngmres->anderson) { 499d2e16ddcSPeter Brune ngmres->fnorms[0] = fMnorm; 500d2e16ddcSPeter Brune nu = fMnorm*fMnorm; 501d2e16ddcSPeter Brune Q(0,0) = nu; 502d2e16ddcSPeter Brune /* Fdot[0] = F */ 503d2e16ddcSPeter Brune ierr = VecCopy(XM, Xdot[0]);CHKERRQ(ierr); 504d2e16ddcSPeter Brune ierr = VecCopy(FM, Fdot[0]);CHKERRQ(ierr); 505d2e16ddcSPeter Brune } else { 506f109b39eSPeter Brune ngmres->fnorms[0] = fnorm; 507f109b39eSPeter Brune nu = fnorm*fnorm; 50819653cdaSPeter Brune Q(0,0) = nu; 509f109b39eSPeter Brune /* Fdot[0] = F */ 510f109b39eSPeter Brune ierr = VecCopy(X, Xdot[0]);CHKERRQ(ierr); 511f109b39eSPeter Brune ierr = VecCopy(F, Fdot[0]);CHKERRQ(ierr); 512d2e16ddcSPeter Brune } 51319653cdaSPeter Brune } else { 51498b3e84cSPeter Brune /* select the current size of the subspace */ 5151e633543SBarry Smith if (l < ngmres->msize) l++; 51619653cdaSPeter Brune k_restart++; 51798b3e84cSPeter Brune /* place the current entry in the list of previous entries */ 518d2e16ddcSPeter Brune if (ngmres->anderson) { 519d2e16ddcSPeter Brune ierr = VecCopy(FM, Fdot[ivec]);CHKERRQ(ierr); 520d2e16ddcSPeter Brune ierr = VecCopy(XM, Xdot[ivec]);CHKERRQ(ierr); 521d2e16ddcSPeter Brune ngmres->fnorms[ivec] = fMnorm; 522d2e16ddcSPeter Brune if (fminnorm > fMnorm) fminnorm = fMnorm; /* the minimum norm is now of FM */ 52318aa0c0cSPeter Brune xi[ivec] = fMnorm*fMnorm; 524d2e16ddcSPeter Brune for (i = 0; i < l; i++) { 52518aa0c0cSPeter Brune Q(i, ivec) = xi[i]; 52618aa0c0cSPeter Brune Q(ivec, i) = xi[i]; 527d2e16ddcSPeter Brune } 528d2e16ddcSPeter Brune } else { 529f109b39eSPeter Brune ierr = VecCopy(F, Fdot[ivec]);CHKERRQ(ierr); 530f109b39eSPeter Brune ierr = VecCopy(X, Xdot[ivec]);CHKERRQ(ierr); 531f109b39eSPeter Brune ngmres->fnorms[ivec] = fnorm; 532d2e16ddcSPeter Brune if (fminnorm > fnorm) fminnorm = fnorm; /* the minimum norm is now of FA */ 53318aa0c0cSPeter Brune ierr = VecMDot(F, l, Fdot, xi);CHKERRQ(ierr); 53419653cdaSPeter Brune for (i = 0; i < l; i++) { 53518aa0c0cSPeter Brune Q(i, ivec) = xi[i]; 53618aa0c0cSPeter Brune Q(ivec, i) = xi[i]; 53719653cdaSPeter Brune } 53819653cdaSPeter Brune } 539d2e16ddcSPeter Brune } 54019653cdaSPeter Brune 5418409ca45SMatthew G Knepley ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 542087dfb9eSxuemin snes->iter = k; 543f109b39eSPeter Brune snes->norm = fnorm; 5448409ca45SMatthew G Knepley ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 5458409ca45SMatthew G Knepley SNESLogConvHistory(snes, snes->norm, snes->iter); 5468409ca45SMatthew G Knepley ierr = SNESMonitor(snes, snes->iter, snes->norm);CHKERRQ(ierr); 5478409ca45SMatthew G Knepley 54818aa0c0cSPeter Brune ierr = (*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 549087dfb9eSxuemin if (snes->reason) PetscFunctionReturn(0); 550a312c225SMatthew G Knepley } 551a312c225SMatthew G Knepley snes->reason = SNES_DIVERGED_MAX_IT; 552a312c225SMatthew G Knepley PetscFunctionReturn(0); 553a312c225SMatthew G Knepley } 554a312c225SMatthew G Knepley 555*13a62661SPeter Brune #undef __FUNCT__ 556*13a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType" 557*13a62661SPeter Brune /*@ 558*13a62661SPeter Brune SNESNGMRESSetRestartType - Sets the restart type for SNESNGMRES. 559*13a62661SPeter Brune 560*13a62661SPeter Brune Logically Collective on SNES 561*13a62661SPeter Brune 562*13a62661SPeter Brune Input Parameters: 563*13a62661SPeter Brune + snes - the iterative context 564*13a62661SPeter Brune - rtype - restart type 565*13a62661SPeter Brune 566*13a62661SPeter Brune Options Database: 567*13a62661SPeter Brune + -snes_ngmres_restart_type<difference,periodic,none> - set the restart type 568*13a62661SPeter Brune - -snes_ngmres_restart_periodic[30] - sets the number of iterations before restart for periodic 569*13a62661SPeter Brune 570*13a62661SPeter Brune Level: intermediate 571*13a62661SPeter Brune 572*13a62661SPeter Brune SNESNGMRESRestartTypes: 573*13a62661SPeter Brune + SNES_NGMRES_RESTART_NONE - never restart 574*13a62661SPeter Brune . SNES_NGMRES_RESTART_DIFFERENCE - restart based upon difference criteria 575*13a62661SPeter Brune - SNES_NGMRES_RESTART_PERIODIC - restart after a fixed number of iterations 576*13a62661SPeter Brune 577*13a62661SPeter Brune Notes: 578*13a62661SPeter Brune The default line search used is the L2 line search and it requires two additional function evaluations. 579*13a62661SPeter Brune 580*13a62661SPeter Brune .keywords: SNES, SNESNGMRES, restart, type, set SNESLineSearch 581*13a62661SPeter Brune @*/ 582*13a62661SPeter Brune PetscErrorCode SNESNGMRESSetRestartType(SNES snes, SNESNGMRESRestartType rtype) { 583*13a62661SPeter Brune PetscErrorCode ierr; 584*13a62661SPeter Brune PetscFunctionBegin; 585*13a62661SPeter Brune PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 586*13a62661SPeter Brune ierr = PetscTryMethod(snes,"SNESNGMRESSetRestartType_C",(SNES,SNESNGMRESRestartType),(snes,rtype));CHKERRQ(ierr); 587*13a62661SPeter Brune PetscFunctionReturn(0); 588*13a62661SPeter Brune } 589*13a62661SPeter Brune 590*13a62661SPeter Brune #undef __FUNCT__ 591*13a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType" 592*13a62661SPeter Brune /*@ 593*13a62661SPeter Brune SNESNGMRESSetSelectType - Sets the selection type for SNESNGMRES. This determines how the candidate solution and 594*13a62661SPeter Brune combined solution are used to create the next iterate. 595*13a62661SPeter Brune 596*13a62661SPeter Brune Logically Collective on SNES 597*13a62661SPeter Brune 598*13a62661SPeter Brune Input Parameters: 599*13a62661SPeter Brune + snes - the iterative context 600*13a62661SPeter Brune - stype - selection type 601*13a62661SPeter Brune 602*13a62661SPeter Brune Options Database: 603*13a62661SPeter Brune . -snes_ngmres_select_type<difference,none,linesearch> 604*13a62661SPeter Brune 605*13a62661SPeter Brune Level: intermediate 606*13a62661SPeter Brune 607*13a62661SPeter Brune SNESNGMRESSelectTypes: 608*13a62661SPeter Brune + SNES_NGMRES_SELECT_NONE - choose the combined solution all the time 609*13a62661SPeter Brune . SNES_NGMRES_SELECT_DIFFERENCE - choose based upon the selection criteria 610*13a62661SPeter Brune - SNES_NGMRES_SELECT_LINESEARCH - choose based upon line search combination 611*13a62661SPeter Brune 612*13a62661SPeter Brune Notes: 613*13a62661SPeter Brune The default line search used is the L2 line search and it requires two additional function evaluations. 614*13a62661SPeter Brune 615*13a62661SPeter Brune .keywords: SNES, SNESNGMRES, selection, type, set SNESLineSearch 616*13a62661SPeter Brune @*/ 617*13a62661SPeter Brune 618*13a62661SPeter Brune PetscErrorCode SNESNGMRESSetSelectType(SNES snes, SNESNGMRESSelectType stype) { 619*13a62661SPeter Brune PetscErrorCode ierr; 620*13a62661SPeter Brune PetscFunctionBegin; 621*13a62661SPeter Brune PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 622*13a62661SPeter Brune ierr = PetscTryMethod(snes,"SNESNGMRESSetSelectType_C",(SNES,SNESNGMRESSelectType),(snes,stype));CHKERRQ(ierr); 623*13a62661SPeter Brune PetscFunctionReturn(0); 624*13a62661SPeter Brune } 625*13a62661SPeter Brune 626*13a62661SPeter Brune 627*13a62661SPeter Brune EXTERN_C_BEGIN 628*13a62661SPeter Brune #undef __FUNCT__ 629*13a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType_NGMRES" 630*13a62661SPeter Brune 631*13a62661SPeter Brune PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes, SNESNGMRESSelectType stype) { 632*13a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 633*13a62661SPeter Brune PetscFunctionBegin; 634*13a62661SPeter Brune ngmres->select_type = stype; 635*13a62661SPeter Brune PetscFunctionReturn(0); 636*13a62661SPeter Brune } 637*13a62661SPeter Brune 638*13a62661SPeter Brune #undef __FUNCT__ 639*13a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType_NGMRES" 640*13a62661SPeter Brune 641*13a62661SPeter Brune PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes, SNESNGMRESRestartType rtype) { 642*13a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 643*13a62661SPeter Brune PetscFunctionBegin; 644*13a62661SPeter Brune ngmres->restart_type = rtype; 645*13a62661SPeter Brune PetscFunctionReturn(0); 646*13a62661SPeter Brune } 647*13a62661SPeter Brune EXTERN_C_END 648*13a62661SPeter Brune 649*13a62661SPeter Brune 650dfbf837cSBarry Smith /*MC 6511867fe5bSPeter Brune SNESNGMRES - The Nonlinear Generalized Minimum Residual method. 652a312c225SMatthew G Knepley 653dfbf837cSBarry Smith Level: beginner 654dfbf837cSBarry Smith 6551867fe5bSPeter Brune Options Database: 656*13a62661SPeter Brune + -snes_ngmres_select_type<difference,none,linesearch> - choose the select between candidate and combined solution 657*13a62661SPeter Brune + -snes_ngmres_restart_type<difference,none,periodic> - choose the restart conditions 658*13a62661SPeter Brune . -snes_ngmres_anderson - Use Anderson mixing NGMRES variant which combines candidate solutions instead of actual solutions 659*13a62661SPeter Brune . -snes_ngmres_m - Number of stored previous solutions and residuals 660*13a62661SPeter Brune . -snes_ngmres_restart_it - Number of iterations the restart conditions hold before restart 661*13a62661SPeter Brune . -snes_ngmres_gammaA - Residual tolerance for solution select between the candidate and combination 662*13a62661SPeter Brune . -snes_ngmres_gammaC - Residual tolerance for restart 663*13a62661SPeter Brune . -snes_ngmres_epsilonB - Difference tolerance between subsequent solutions triggering restart 664*13a62661SPeter Brune . -snes_ngmres_deltaB - Difference tolerance between residuals triggering restart 665*13a62661SPeter Brune . -snes_ngmres_monitor - Prints relevant information about the ngmres iteration 666*13a62661SPeter Brune . -snes_linesearch_type <basic,basicnonorms,quadratic,critical> - Line search type used for the default smoother 667*13a62661SPeter Brune - -additive_snes_linesearch_type - linesearch type used to select between the candidate and combined solution with additive select type 6681867fe5bSPeter Brune 6691867fe5bSPeter Brune Notes: 6701867fe5bSPeter Brune 6711867fe5bSPeter Brune The N-GMRES method combines m previous solutions into a minimum-residual solution by solving a small linearized 6721867fe5bSPeter Brune optimization problem at each iteration. 6731867fe5bSPeter Brune 6741867fe5bSPeter Brune References: 6751867fe5bSPeter Brune 676dfbf837cSBarry Smith "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", C. W. Oosterlee and T. Washio, 677dfbf837cSBarry Smith SIAM Journal on Scientific Computing, 21(5), 2000. 678dfbf837cSBarry Smith 679dfbf837cSBarry Smith This is also the same as the algorithm called Anderson acceleration introduced in "D. G. Anderson. Iterative procedures for nonlinear integral equations. 680dfbf837cSBarry Smith J. Assoc. Comput. Mach., 12:547–560, 1965." 681dfbf837cSBarry Smith 682dfbf837cSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types) 683dfbf837cSBarry Smith M*/ 684a312c225SMatthew G Knepley 685a312c225SMatthew G Knepley EXTERN_C_BEGIN 686a312c225SMatthew G Knepley #undef __FUNCT__ 687a312c225SMatthew G Knepley #define __FUNCT__ "SNESCreate_NGMRES" 688a312c225SMatthew G Knepley PetscErrorCode SNESCreate_NGMRES(SNES snes) 689a312c225SMatthew G Knepley { 690a312c225SMatthew G Knepley SNES_NGMRES *ngmres; 691a312c225SMatthew G Knepley PetscErrorCode ierr; 692a312c225SMatthew G Knepley 693a312c225SMatthew G Knepley PetscFunctionBegin; 694a312c225SMatthew G Knepley snes->ops->destroy = SNESDestroy_NGMRES; 695a312c225SMatthew G Knepley snes->ops->setup = SNESSetUp_NGMRES; 696a312c225SMatthew G Knepley snes->ops->setfromoptions = SNESSetFromOptions_NGMRES; 697a312c225SMatthew G Knepley snes->ops->view = SNESView_NGMRES; 698a312c225SMatthew G Knepley snes->ops->solve = SNESSolve_NGMRES; 699a312c225SMatthew G Knepley snes->ops->reset = SNESReset_NGMRES; 700a312c225SMatthew G Knepley 70142f4f86dSBarry Smith snes->usespc = PETSC_TRUE; 7022c155ee1SBarry Smith snes->usesksp = PETSC_FALSE; 7032c155ee1SBarry Smith 704a312c225SMatthew G Knepley ierr = PetscNewLog(snes, SNES_NGMRES, &ngmres);CHKERRQ(ierr); 705a312c225SMatthew G Knepley snes->data = (void*) ngmres; 706d2e16ddcSPeter Brune ngmres->msize = 30; 70719653cdaSPeter Brune 70888976e71SPeter Brune if (!snes->tolerancesset) { 7090e444f03SPeter Brune snes->max_funcs = 30000; 7100e444f03SPeter Brune snes->max_its = 10000; 71188976e71SPeter Brune } 7120e444f03SPeter Brune 713d2e16ddcSPeter Brune ngmres->anderson = PETSC_FALSE; 714d2e16ddcSPeter Brune 715e7058c64SPeter Brune ngmres->additive_linesearch = PETSC_NULL; 716e7058c64SPeter Brune 71728ed4a04SPeter Brune ngmres->restart_it = 2; 718*13a62661SPeter Brune ngmres->restart_periodic = 30; 719f109b39eSPeter Brune ngmres->gammaA = 2.0; 720f109b39eSPeter Brune ngmres->gammaC = 2.0; 721cac108bcSPeter Brune ngmres->deltaB = 0.9; 722cac108bcSPeter Brune ngmres->epsilonB = 0.1; 723e7058c64SPeter Brune 724*13a62661SPeter Brune ngmres->restart_type = SNES_NGMRES_RESTART_DIFFERENCE; 725*13a62661SPeter Brune ngmres->select_type = SNES_NGMRES_SELECT_DIFFERENCE; 726*13a62661SPeter Brune 727*13a62661SPeter Brune ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESNGMRESSetSelectType_C","SNESNGMRESSetSelectType_NGMRES", SNESNGMRESSetSelectType_NGMRES);CHKERRQ(ierr); 728*13a62661SPeter Brune ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESNGMRESSetRestartType_C","SNESNGMRESSetRestartType_NGMRES", SNESNGMRESSetRestartType_NGMRES);CHKERRQ(ierr); 729*13a62661SPeter Brune 730a312c225SMatthew G Knepley PetscFunctionReturn(0); 731a312c225SMatthew G Knepley } 732a312c225SMatthew G Knepley EXTERN_C_END 733