xref: /petsc/src/snes/impls/ngmres/snesngmres.c (revision 46159c86cfa4b3e91d8dff3530e8f1984d3f5d34)
113a62661SPeter Brune #include <../src/snes/impls/ngmres/snesngmres.h> /*I "petscsnes.h" I*/
219653cdaSPeter Brune #include <petscblaslapack.h>
3a312c225SMatthew G Knepley 
46a6fc655SJed Brown const char *const SNESNGMRESRestartTypes[] = {"NONE","PERIODIC","DIFFERENCE","SNESNGMRESRestartType","SNES_NGMRES_RESTART_",0};
56a6fc655SJed Brown const char *const SNESNGMRESSelectTypes[] = {"NONE","DIFFERENCE","LINESEARCH","SNESNGMRESSelectType","SNES_NGMRES_SELECT_",0};
613a62661SPeter Brune 
7a312c225SMatthew G Knepley #undef __FUNCT__
8a312c225SMatthew G Knepley #define __FUNCT__ "SNESReset_NGMRES"
9a312c225SMatthew G Knepley PetscErrorCode SNESReset_NGMRES(SNES snes)
10a312c225SMatthew G Knepley {
11a312c225SMatthew G Knepley   SNES_NGMRES    *ngmres = (SNES_NGMRES*) snes->data;
12a312c225SMatthew G Knepley   PetscErrorCode ierr;
13a312c225SMatthew G Knepley 
14a312c225SMatthew G Knepley   PetscFunctionBegin;
15f109b39eSPeter Brune   ierr = VecDestroyVecs(ngmres->msize,&ngmres->Fdot);CHKERRQ(ierr);
16f109b39eSPeter Brune   ierr = VecDestroyVecs(ngmres->msize,&ngmres->Xdot);CHKERRQ(ierr);
17f1c6b773SPeter Brune   ierr = SNESLineSearchDestroy(&ngmres->additive_linesearch);CHKERRQ(ierr);
18a312c225SMatthew G Knepley   PetscFunctionReturn(0);
19a312c225SMatthew G Knepley }
20a312c225SMatthew G Knepley 
21a312c225SMatthew G Knepley #undef __FUNCT__
22a312c225SMatthew G Knepley #define __FUNCT__ "SNESDestroy_NGMRES"
23a312c225SMatthew G Knepley PetscErrorCode SNESDestroy_NGMRES(SNES snes)
24a312c225SMatthew G Knepley {
25a312c225SMatthew G Knepley   PetscErrorCode ierr;
2678440776SJed Brown   SNES_NGMRES    *ngmres = (SNES_NGMRES*)snes->data;
27a312c225SMatthew G Knepley 
28a312c225SMatthew G Knepley   PetscFunctionBegin;
29a312c225SMatthew G Knepley   ierr = SNESReset_NGMRES(snes);CHKERRQ(ierr);
30f109b39eSPeter Brune   ierr = PetscFree5(ngmres->h,ngmres->beta,ngmres->xi,ngmres->fnorms,ngmres->q);CHKERRQ(ierr);
3119653cdaSPeter Brune   ierr = PetscFree(ngmres->s);CHKERRQ(ierr);
3218aa0c0cSPeter Brune   ierr = PetscFree(ngmres->xnorms);CHKERRQ(ierr);
3319653cdaSPeter Brune #if PETSC_USE_COMPLEX
3422d28d08SBarry Smith   ierr = PetscFree(ngmres->rwork);CHKERRQ(ierr);
3519653cdaSPeter Brune #endif
3622d28d08SBarry Smith   ierr = PetscFree(ngmres->work);CHKERRQ(ierr);
3722d28d08SBarry Smith   ierr = PetscFree(snes->data);CHKERRQ(ierr);
38a312c225SMatthew G Knepley   PetscFunctionReturn(0);
39a312c225SMatthew G Knepley }
40a312c225SMatthew G Knepley 
41a312c225SMatthew G Knepley #undef __FUNCT__
42a312c225SMatthew G Knepley #define __FUNCT__ "SNESSetUp_NGMRES"
43a312c225SMatthew G Knepley PetscErrorCode SNESSetUp_NGMRES(SNES snes)
44a312c225SMatthew G Knepley {
45a312c225SMatthew G Knepley   SNES_NGMRES    *ngmres = (SNES_NGMRES*) snes->data;
46e7058c64SPeter Brune   const char     *optionsprefix;
4719653cdaSPeter Brune   PetscInt       msize,hsize;
48a312c225SMatthew G Knepley   PetscErrorCode ierr;
49a312c225SMatthew G Knepley 
50a312c225SMatthew G Knepley   PetscFunctionBegin;
51*46159c86SPeter Brune   if (snes->pc && snes->pcside == PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
52*46159c86SPeter Brune     SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE,"SNESNGMRES does not support left preconditioning with unpreconditioned function");
53*46159c86SPeter Brune   }
54fa0ddf94SBarry Smith   ierr = SNESSetWorkVecs(snes,5);CHKERRQ(ierr);
5578440776SJed Brown   if (!ngmres->Xdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Xdot);CHKERRQ(ierr);}
5678440776SJed Brown   if (!ngmres->Fdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Fdot);CHKERRQ(ierr);}
5778440776SJed Brown   if (!ngmres->setup_called) {
58087dfb9eSxuemin     msize = ngmres->msize;          /* restart size */
5919653cdaSPeter Brune     hsize = msize * msize;
60087dfb9eSxuemin 
6198b3e84cSPeter Brune     /* explicit least squares minimization solve */
6219653cdaSPeter Brune     ierr = PetscMalloc5(hsize,PetscScalar,&ngmres->h,
6319653cdaSPeter Brune                         msize,PetscScalar,&ngmres->beta,
6419653cdaSPeter Brune                         msize,PetscScalar,&ngmres->xi,
65f109b39eSPeter Brune                         msize,PetscReal, &ngmres->fnorms,
6619653cdaSPeter Brune                         hsize,PetscScalar,&ngmres->q);CHKERRQ(ierr);
6718aa0c0cSPeter Brune     if (ngmres->singlereduction) {
6818aa0c0cSPeter Brune       ierr = PetscMalloc(msize*sizeof(PetscReal),&ngmres->xnorms);CHKERRQ(ierr);
6918aa0c0cSPeter Brune     }
7019653cdaSPeter Brune     ngmres->nrhs  = 1;
7119653cdaSPeter Brune     ngmres->lda   = msize;
7219653cdaSPeter Brune     ngmres->ldb   = msize;
7319653cdaSPeter Brune     ierr          = PetscMalloc(msize*sizeof(PetscScalar),&ngmres->s);CHKERRQ(ierr);
7419653cdaSPeter Brune     ierr          = PetscMemzero(ngmres->h,   hsize*sizeof(PetscScalar));CHKERRQ(ierr);
7519653cdaSPeter Brune     ierr          = PetscMemzero(ngmres->q,   hsize*sizeof(PetscScalar));CHKERRQ(ierr);
7619653cdaSPeter Brune     ierr          = PetscMemzero(ngmres->xi,  msize*sizeof(PetscScalar));CHKERRQ(ierr);
7719653cdaSPeter Brune     ierr          = PetscMemzero(ngmres->beta,msize*sizeof(PetscScalar));CHKERRQ(ierr);
7819653cdaSPeter Brune     ngmres->lwork = 12*msize;
7919653cdaSPeter Brune #if PETSC_USE_COMPLEX
8022d28d08SBarry Smith     ierr = PetscMalloc(sizeof(PetscReal)*ngmres->lwork,&ngmres->rwork);CHKERRQ(ierr);
8119653cdaSPeter Brune #endif
8222d28d08SBarry Smith     ierr = PetscMalloc(sizeof(PetscScalar)*ngmres->lwork,&ngmres->work);CHKERRQ(ierr);
8378440776SJed Brown   }
84e7058c64SPeter Brune 
85e7058c64SPeter Brune   /* linesearch setup */
86e7058c64SPeter Brune   ierr = SNESGetOptionsPrefix(snes,&optionsprefix);CHKERRQ(ierr);
87e7058c64SPeter Brune 
8813a62661SPeter Brune   if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) {
89ce94432eSBarry Smith     ierr = SNESLineSearchCreate(PetscObjectComm((PetscObject)snes),&ngmres->additive_linesearch);CHKERRQ(ierr);
90f1c6b773SPeter Brune     ierr = SNESLineSearchSetSNES(ngmres->additive_linesearch,snes);CHKERRQ(ierr);
911a4f838cSPeter Brune     ierr = SNESLineSearchSetType(ngmres->additive_linesearch,SNESLINESEARCHL2);CHKERRQ(ierr);
92f1c6b773SPeter Brune     ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,"additive_");CHKERRQ(ierr);
93f1c6b773SPeter Brune     ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,optionsprefix);CHKERRQ(ierr);
94f1c6b773SPeter Brune     ierr = SNESLineSearchSetFromOptions(ngmres->additive_linesearch);CHKERRQ(ierr);
95e7058c64SPeter Brune   }
96e7058c64SPeter Brune 
9778440776SJed Brown   ngmres->setup_called = PETSC_TRUE;
98a312c225SMatthew G Knepley   PetscFunctionReturn(0);
99a312c225SMatthew G Knepley }
100a312c225SMatthew G Knepley 
101a312c225SMatthew G Knepley #undef __FUNCT__
102a312c225SMatthew G Knepley #define __FUNCT__ "SNESSetFromOptions_NGMRES"
103a312c225SMatthew G Knepley PetscErrorCode SNESSetFromOptions_NGMRES(SNES snes)
104a312c225SMatthew G Knepley {
105a312c225SMatthew G Knepley   SNES_NGMRES    *ngmres = (SNES_NGMRES*) snes->data;
106a312c225SMatthew G Knepley   PetscErrorCode ierr;
107dfbf837cSBarry Smith   PetscBool      debug;
108f1c6b773SPeter Brune   SNESLineSearch linesearch;
1090adebc6cSBarry Smith 
110a312c225SMatthew G Knepley   PetscFunctionBegin;
111a312c225SMatthew G Knepley   ierr = PetscOptionsHead("SNES NGMRES options");CHKERRQ(ierr);
11213a62661SPeter Brune   ierr = PetscOptionsEnum("-snes_ngmres_select_type","Select type","SNESNGMRESSetSelectType",SNESNGMRESSelectTypes,
1130298fd71SBarry Smith                           (PetscEnum)ngmres->select_type,(PetscEnum*)&ngmres->select_type,NULL);CHKERRQ(ierr);
11413a62661SPeter Brune   ierr = PetscOptionsEnum("-snes_ngmres_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes,
1150298fd71SBarry Smith                           (PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,NULL);CHKERRQ(ierr);
1160298fd71SBarry Smith   ierr = PetscOptionsBool("-snes_ngmres_candidate", "Use candidate storage",              "SNES",ngmres->candidate,&ngmres->candidate,NULL);CHKERRQ(ierr);
117077c4231SPeter Brune   ierr = PetscOptionsBool("-snes_ngmres_approxfunc","Linearly approximate the function", "SNES",ngmres->approxfunc,&ngmres->approxfunc,NULL);CHKERRQ(ierr);
1180298fd71SBarry Smith   ierr = PetscOptionsInt("-snes_ngmres_m",          "Number of directions",               "SNES",ngmres->msize,&ngmres->msize,NULL);CHKERRQ(ierr);
1190298fd71SBarry Smith   ierr = PetscOptionsInt("-snes_ngmres_restart",    "Iterations before forced restart",   "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,NULL);CHKERRQ(ierr);
1200298fd71SBarry Smith   ierr = PetscOptionsInt("-snes_ngmres_restart_it", "Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,NULL);CHKERRQ(ierr);
1210298fd71SBarry Smith   ierr = PetscOptionsBool("-snes_ngmres_monitor",   "Monitor actions of NGMRES",          "SNES",ngmres->monitor ? PETSC_TRUE : PETSC_FALSE,&debug,NULL);CHKERRQ(ierr);
122dfbf837cSBarry Smith   if (debug) {
123ce94432eSBarry Smith     ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));CHKERRQ(ierr);
124dfbf837cSBarry Smith   }
1250298fd71SBarry Smith   ierr = PetscOptionsReal("-snes_ngmres_gammaA",    "Residual selection constant",   "SNES",ngmres->gammaA,&ngmres->gammaA,NULL);CHKERRQ(ierr);
1260298fd71SBarry Smith   ierr = PetscOptionsReal("-snes_ngmres_gammaC",    "Residual restart constant",     "SNES",ngmres->gammaC,&ngmres->gammaC,NULL);CHKERRQ(ierr);
1270298fd71SBarry Smith   ierr = PetscOptionsReal("-snes_ngmres_epsilonB",  "Difference selection constant", "SNES",ngmres->epsilonB,&ngmres->epsilonB,NULL);CHKERRQ(ierr);
1280298fd71SBarry Smith   ierr = PetscOptionsReal("-snes_ngmres_deltaB",    "Difference residual selection constant", "SNES",ngmres->deltaB,&ngmres->deltaB,NULL);CHKERRQ(ierr);
1290298fd71SBarry Smith   ierr = PetscOptionsBool("-snes_ngmres_single_reduction", "Aggregate reductions",  "SNES",ngmres->singlereduction,&ngmres->singlereduction,NULL);CHKERRQ(ierr);
130a312c225SMatthew G Knepley   ierr = PetscOptionsTail();CHKERRQ(ierr);
1316a7cf640SPeter Brune   if ((ngmres->gammaA > ngmres->gammaC) && (ngmres->gammaC > 2.)) ngmres->gammaC = ngmres->gammaA;
1329e764e56SPeter Brune 
1339e764e56SPeter Brune   /* set the default type of the line search if the user hasn't already. */
1349e764e56SPeter Brune   if (!snes->linesearch) {
1357601faf0SJed Brown     ierr = SNESGetLineSearch(snes,&linesearch);CHKERRQ(ierr);
1361a4f838cSPeter Brune     ierr = SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);CHKERRQ(ierr);
1379e764e56SPeter Brune   }
138a312c225SMatthew G Knepley   PetscFunctionReturn(0);
139a312c225SMatthew G Knepley }
140a312c225SMatthew G Knepley 
141a312c225SMatthew G Knepley #undef __FUNCT__
142a312c225SMatthew G Knepley #define __FUNCT__ "SNESView_NGMRES"
143a312c225SMatthew G Knepley PetscErrorCode SNESView_NGMRES(SNES snes,PetscViewer viewer)
144a312c225SMatthew G Knepley {
145a312c225SMatthew G Knepley   SNES_NGMRES    *ngmres = (SNES_NGMRES*) snes->data;
146a312c225SMatthew G Knepley   PetscBool      iascii;
147a312c225SMatthew G Knepley   PetscErrorCode ierr;
148a312c225SMatthew G Knepley 
149a312c225SMatthew G Knepley   PetscFunctionBegin;
150251f4c67SDmitry Karpeev   ierr = PetscObjectTypeCompare((PetscObject) viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
151a312c225SMatthew G Knepley   if (iascii) {
152f109b39eSPeter Brune     ierr = PetscViewerASCIIPrintf(viewer,"  Number of stored past updates: %d\n", ngmres->msize);CHKERRQ(ierr);
153f109b39eSPeter Brune     ierr = PetscViewerASCIIPrintf(viewer,"  Residual selection: gammaA=%1.0e, gammaC=%1.0e\n",ngmres->gammaA,ngmres->gammaC);CHKERRQ(ierr);
154f109b39eSPeter Brune     ierr = PetscViewerASCIIPrintf(viewer,"  Difference restart: epsilonB=%1.0e, deltaB=%1.0e\n",ngmres->epsilonB,ngmres->deltaB);CHKERRQ(ierr);
155a312c225SMatthew G Knepley   }
156a312c225SMatthew G Knepley   PetscFunctionReturn(0);
157a312c225SMatthew G Knepley }
158a312c225SMatthew G Knepley 
159a312c225SMatthew G Knepley #undef __FUNCT__
160a312c225SMatthew G Knepley #define __FUNCT__ "SNESSolve_NGMRES"
161a312c225SMatthew G Knepley PetscErrorCode SNESSolve_NGMRES(SNES snes)
162a312c225SMatthew G Knepley {
16338774f0aSPeter Brune 
164087dfb9eSxuemin   SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data;
16598b3e84cSPeter Brune   /* present solution, residual, and preconditioned residual */
1669f425c49SPeter Brune   Vec X,F,B,D,Y;
167f109b39eSPeter Brune 
168f109b39eSPeter Brune   /* candidate linear combination answers */
1694b32a720SPeter Brune   Vec XA,FA,XM,FM,FPC;
17019653cdaSPeter Brune 
17198b3e84cSPeter Brune   /* coefficients and RHS to the minimization problem */
17218aa0c0cSPeter Brune   PetscReal fnorm,fMnorm,fAnorm;
17338774f0aSPeter Brune   PetscInt  k,k_restart,l,ivec,restart_count = 0;
17419653cdaSPeter Brune 
17598b3e84cSPeter Brune   /* solution selection data */
17638774f0aSPeter Brune   PetscBool selectRestart;
17738774f0aSPeter Brune   PetscReal dnorm,dminnorm = 0.0;
178d484d688SPeter Brune   PetscReal fminnorm,xnorm,ynorm;
17919653cdaSPeter Brune 
1801e633543SBarry Smith   SNESConvergedReason reason;
18138774f0aSPeter Brune   PetscBool           lssucceed;
182a312c225SMatthew G Knepley   PetscErrorCode      ierr;
183a312c225SMatthew G Knepley 
184a312c225SMatthew G Knepley   PetscFunctionBegin;
18598b3e84cSPeter Brune   /* variable initialization */
186a312c225SMatthew G Knepley   snes->reason = SNES_CONVERGED_ITERATING;
187f109b39eSPeter Brune   X            = snes->vec_sol;
188f109b39eSPeter Brune   F            = snes->vec_func;
189f109b39eSPeter Brune   B            = snes->vec_rhs;
190f109b39eSPeter Brune   XA           = snes->vec_sol_update;
191f109b39eSPeter Brune   FA           = snes->work[0];
192f109b39eSPeter Brune   D            = snes->work[1];
193f109b39eSPeter Brune 
194f109b39eSPeter Brune   /* work for the line search */
195f109b39eSPeter Brune   Y  = snes->work[2];
1969f425c49SPeter Brune   XM = snes->work[3];
1979f425c49SPeter Brune   FM = snes->work[4];
198a312c225SMatthew G Knepley 
199ce8c27fbSBarry Smith   ierr       = PetscObjectAMSTakeAccess((PetscObject)snes);CHKERRQ(ierr);
200a312c225SMatthew G Knepley   snes->iter = 0;
201a312c225SMatthew G Knepley   snes->norm = 0.;
202ce8c27fbSBarry Smith   ierr       = PetscObjectAMSGrantAccess((PetscObject)snes);CHKERRQ(ierr);
20319653cdaSPeter Brune 
20498b3e84cSPeter Brune   /* initialization */
20519653cdaSPeter Brune 
20698b3e84cSPeter Brune   /* r = F(x) */
207e4ed7901SPeter Brune   if (!snes->vec_func_init_set) {
208f109b39eSPeter Brune     ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
209a312c225SMatthew G Knepley     if (snes->domainerror) {
210a312c225SMatthew G Knepley       snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
211a312c225SMatthew G Knepley       PetscFunctionReturn(0);
212a312c225SMatthew G Knepley     }
2131aa26658SKarl Rupp   } else snes->vec_func_init_set = PETSC_FALSE;
21419653cdaSPeter Brune 
215e4ed7901SPeter Brune   if (!snes->norm_init_set) {
216f109b39eSPeter Brune     ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);
217189a9710SBarry Smith     if (PetscIsInfOrNanReal(fnorm)) {
218189a9710SBarry Smith       snes->reason = SNES_DIVERGED_FNORM_NAN;
219189a9710SBarry Smith       PetscFunctionReturn(0);
220189a9710SBarry Smith     }
221e4ed7901SPeter Brune   } else {
222e4ed7901SPeter Brune     fnorm               = snes->norm_init;
223e4ed7901SPeter Brune     snes->norm_init_set = PETSC_FALSE;
224e4ed7901SPeter Brune   }
225e4ed7901SPeter Brune   fminnorm = fnorm;
22619653cdaSPeter Brune 
22798b3e84cSPeter Brune   /* q_{00} = nu  */
22838774f0aSPeter Brune   SNESNGMRESUpdateSubspace_Private(snes,0,0,F,fnorm,X);
229087dfb9eSxuemin 
230ce8c27fbSBarry Smith   ierr       = PetscObjectAMSTakeAccess((PetscObject)snes);CHKERRQ(ierr);
231f109b39eSPeter Brune   snes->norm = fnorm;
232ce8c27fbSBarry Smith   ierr       = PetscObjectAMSGrantAccess((PetscObject)snes);CHKERRQ(ierr);
233a71f0d7dSBarry Smith   ierr       = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr);
234f109b39eSPeter Brune   ierr       = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);
235f109b39eSPeter Brune   ierr       = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
236a312c225SMatthew G Knepley   if (snes->reason) PetscFunctionReturn(0);
237a312c225SMatthew G Knepley 
23819653cdaSPeter Brune   k_restart = 1;
23919653cdaSPeter Brune   l         = 1;
24009c08436SPeter Brune   for (k=1; k < snes->max_its+1; k++) {
24198b3e84cSPeter Brune     /* select which vector of the stored subspace will be updated */
24298b3e84cSPeter Brune     ivec = k_restart % ngmres->msize; /* replace the last used part of the subspace */
24319653cdaSPeter Brune 
24498b3e84cSPeter Brune     /* Computation of x^M */
245c40d0f55SPeter Brune     if (snes->pc && snes->pcside == PC_RIGHT) {
2469f425c49SPeter Brune       ierr = VecCopy(X,XM);CHKERRQ(ierr);
247e4ed7901SPeter Brune       ierr = SNESSetInitialFunction(snes->pc,F);CHKERRQ(ierr);
248e4ed7901SPeter Brune       ierr = SNESSetInitialFunctionNorm(snes->pc,fnorm);CHKERRQ(ierr);
24963e7833aSPeter Brune 
25063e7833aSPeter Brune       ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr);
2519f425c49SPeter Brune       ierr = SNESSolve(snes->pc,B,XM);CHKERRQ(ierr);
25263e7833aSPeter Brune       ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr);
25363e7833aSPeter Brune 
2548cc86e31SPeter Brune       ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
2558cc86e31SPeter Brune       if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
2568cc86e31SPeter Brune         snes->reason = SNES_DIVERGED_INNER;
2578cc86e31SPeter Brune         PetscFunctionReturn(0);
2588cc86e31SPeter Brune       }
2590298fd71SBarry Smith       ierr = SNESGetFunction(snes->pc,&FPC,NULL,NULL);CHKERRQ(ierr);
2604b32a720SPeter Brune       ierr = VecCopy(FPC,FM);CHKERRQ(ierr);
2614b32a720SPeter Brune       ierr = SNESGetFunctionNorm(snes->pc,&fMnorm);CHKERRQ(ierr);
2628cc86e31SPeter Brune     } else {
263f109b39eSPeter Brune       /* no preconditioner -- just take gradient descent with line search */
264f109b39eSPeter Brune       ierr = VecCopy(F,Y);CHKERRQ(ierr);
265e7058c64SPeter Brune       ierr = VecCopy(F,FM);CHKERRQ(ierr);
266e7058c64SPeter Brune       ierr = VecCopy(X,XM);CHKERRQ(ierr);
2671aa26658SKarl Rupp 
268e7058c64SPeter Brune       fMnorm = fnorm;
2691aa26658SKarl Rupp 
270f1c6b773SPeter Brune       ierr = SNESLineSearchApply(snes->linesearch,XM,FM,&fMnorm,Y);CHKERRQ(ierr);
271f1c6b773SPeter Brune       ierr = SNESLineSearchGetSuccess(snes->linesearch,&lssucceed);CHKERRQ(ierr);
272f109b39eSPeter Brune       if (!lssucceed) {
273f109b39eSPeter Brune         if (++snes->numFailures >= snes->maxFailures) {
274f109b39eSPeter Brune           snes->reason = SNES_DIVERGED_LINE_SEARCH;
275f109b39eSPeter Brune           PetscFunctionReturn(0);
276f109b39eSPeter Brune         }
277f109b39eSPeter Brune       }
2786634f59bSPeter Brune     }
279f6408107SPeter Brune     ierr = SNESNGMRESFormCombinedSolution_Private(snes,l,XM,FM,fMnorm,X,XA,FA);CHKERRQ(ierr);
28098b3e84cSPeter Brune     /* r = F(x) */
2819f425c49SPeter Brune     if (fminnorm > fMnorm) fminnorm = fMnorm;  /* the minimum norm is now of F^M */
28219653cdaSPeter Brune 
2839f425c49SPeter Brune     /* differences for selection and restart */
28413a62661SPeter Brune     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) {
285fa8c639aSPeter Brune       ierr = SNESNGMRESCalculateDifferences_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,&fAnorm);CHKERRQ(ierr);
28613a62661SPeter Brune     } else {
28713a62661SPeter Brune       ierr = VecNorm(FA,NORM_2,&fAnorm);CHKERRQ(ierr);
28813a62661SPeter Brune     }
289189a9710SBarry Smith     if (PetscIsInfOrNanReal(fAnorm)) {
290189a9710SBarry Smith       snes->reason = SNES_DIVERGED_FNORM_NAN;
291189a9710SBarry Smith       PetscFunctionReturn(0);
292189a9710SBarry Smith     }
2931aa26658SKarl Rupp 
2949f425c49SPeter Brune     /* combination (additive) or selection (multiplicative) of the N-GMRES solution */
295fa8c639aSPeter Brune     ierr          = SNESNGMRESSelect_Private(snes,k_restart,XM,FM,fMnorm,XA,FA,fAnorm,dnorm,fminnorm,dminnorm,X,F,Y,&fnorm);CHKERRQ(ierr);
29619653cdaSPeter Brune     selectRestart = PETSC_FALSE;
29713a62661SPeter Brune     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) {
29821687c63SPeter Brune       ierr = SNESNGMRESSelectRestart_Private(snes,l,fAnorm,dnorm,fminnorm,dminnorm,&selectRestart);CHKERRQ(ierr);
29928ed4a04SPeter Brune       /* if the restart conditions persist for more than restart_it iterations, restart. */
3001aa26658SKarl Rupp       if (selectRestart) restart_count++;
3011aa26658SKarl Rupp       else restart_count = 0;
30213a62661SPeter Brune     } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) {
30313a62661SPeter Brune       if (k_restart > ngmres->restart_periodic) {
30413a62661SPeter Brune         if (ngmres->monitor) ierr = PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);CHKERRQ(ierr);
30513a62661SPeter Brune         restart_count = ngmres->restart_it;
30613a62661SPeter Brune       }
30713a62661SPeter Brune     }
30828ed4a04SPeter Brune     /* restart after restart conditions have persisted for a fixed number of iterations */
30928ed4a04SPeter Brune     if (restart_count >= ngmres->restart_it) {
310dfbf837cSBarry Smith       if (ngmres->monitor) {
311dfbf837cSBarry Smith         ierr = PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);CHKERRQ(ierr);
312dfbf837cSBarry Smith       }
31328ed4a04SPeter Brune       restart_count = 0;
31419653cdaSPeter Brune       k_restart     = 1;
31519653cdaSPeter Brune       l             = 1;
31698b3e84cSPeter Brune       /* q_{00} = nu */
31738774f0aSPeter Brune       if (ngmres->candidate) {
318fa8c639aSPeter Brune         ierr = SNESNGMRESUpdateSubspace_Private(snes,0,0,FM,fMnorm,XM);CHKERRQ(ierr);
319d2e16ddcSPeter Brune       } else {
320fa8c639aSPeter Brune         ierr = SNESNGMRESUpdateSubspace_Private(snes,0,0,F,fMnorm,X);CHKERRQ(ierr);
321d2e16ddcSPeter Brune       }
32219653cdaSPeter Brune     } else {
32398b3e84cSPeter Brune       /* select the current size of the subspace */
3241e633543SBarry Smith       if (l < ngmres->msize) l++;
32519653cdaSPeter Brune       k_restart++;
32698b3e84cSPeter Brune       /* place the current entry in the list of previous entries */
32738774f0aSPeter Brune       if (ngmres->candidate) {
32838774f0aSPeter Brune         if (fminnorm > fMnorm) fminnorm = fMnorm;
329fa8c639aSPeter Brune         ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fMnorm,XM);CHKERRQ(ierr);
330d2e16ddcSPeter Brune       } else {
33138774f0aSPeter Brune         if (fminnorm > fnorm) fminnorm = fnorm;
332fa8c639aSPeter Brune         ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,F,fnorm,X);CHKERRQ(ierr);
33319653cdaSPeter Brune       }
334d2e16ddcSPeter Brune     }
33519653cdaSPeter Brune 
336ce8c27fbSBarry Smith     ierr       = PetscObjectAMSTakeAccess((PetscObject)snes);CHKERRQ(ierr);
337087dfb9eSxuemin     snes->iter = k;
338f109b39eSPeter Brune     snes->norm = fnorm;
339ce8c27fbSBarry Smith     ierr = PetscObjectAMSGrantAccess((PetscObject)snes);CHKERRQ(ierr);
340a71f0d7dSBarry Smith     ierr = SNESLogConvergenceHistory(snes,snes->norm,snes->iter);CHKERRQ(ierr);
3418409ca45SMatthew G Knepley     ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
342d484d688SPeter Brune     ierr = VecNormBegin(Y,NORM_2,&ynorm);CHKERRQ(ierr);
343d484d688SPeter Brune     ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr);
344d484d688SPeter Brune     ierr = VecNormEnd(Y,NORM_2,&ynorm);CHKERRQ(ierr);
345d484d688SPeter Brune     ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr);
346d484d688SPeter Brune     ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
347087dfb9eSxuemin     if (snes->reason) PetscFunctionReturn(0);
348a312c225SMatthew G Knepley   }
349a312c225SMatthew G Knepley   snes->reason = SNES_DIVERGED_MAX_IT;
350a312c225SMatthew G Knepley   PetscFunctionReturn(0);
351a312c225SMatthew G Knepley }
352a312c225SMatthew G Knepley 
35313a62661SPeter Brune #undef __FUNCT__
35413a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType"
35513a62661SPeter Brune /*@
35613a62661SPeter Brune     SNESNGMRESSetRestartType - Sets the restart type for SNESNGMRES.
35713a62661SPeter Brune 
35813a62661SPeter Brune     Logically Collective on SNES
35913a62661SPeter Brune 
36013a62661SPeter Brune     Input Parameters:
36113a62661SPeter Brune +   snes - the iterative context
36213a62661SPeter Brune -   rtype - restart type
36313a62661SPeter Brune 
36413a62661SPeter Brune     Options Database:
36513a62661SPeter Brune +   -snes_ngmres_restart_type<difference,periodic,none> - set the restart type
3660c777b0cSPeter Brune -   -snes_ngmres_restart[30] - sets the number of iterations before restart for periodic
36713a62661SPeter Brune 
36813a62661SPeter Brune     Level: intermediate
36913a62661SPeter Brune 
37013a62661SPeter Brune     SNESNGMRESRestartTypes:
37113a62661SPeter Brune +   SNES_NGMRES_RESTART_NONE - never restart
37213a62661SPeter Brune .   SNES_NGMRES_RESTART_DIFFERENCE - restart based upon difference criteria
37313a62661SPeter Brune -   SNES_NGMRES_RESTART_PERIODIC - restart after a fixed number of iterations
37413a62661SPeter Brune 
37513a62661SPeter Brune     Notes:
37613a62661SPeter Brune     The default line search used is the L2 line search and it requires two additional function evaluations.
37713a62661SPeter Brune 
37813a62661SPeter Brune .keywords: SNES, SNESNGMRES, restart, type, set SNESLineSearch
37913a62661SPeter Brune @*/
3800adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType(SNES snes,SNESNGMRESRestartType rtype)
3810adebc6cSBarry Smith {
38213a62661SPeter Brune   PetscErrorCode ierr;
3835fd66863SKarl Rupp 
38413a62661SPeter Brune   PetscFunctionBegin;
38513a62661SPeter Brune   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
38613a62661SPeter Brune   ierr = PetscTryMethod(snes,"SNESNGMRESSetRestartType_C",(SNES,SNESNGMRESRestartType),(snes,rtype));CHKERRQ(ierr);
38713a62661SPeter Brune   PetscFunctionReturn(0);
38813a62661SPeter Brune }
38913a62661SPeter Brune 
39013a62661SPeter Brune #undef __FUNCT__
39113a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType"
39213a62661SPeter Brune /*@
39313a62661SPeter Brune     SNESNGMRESSetSelectType - Sets the selection type for SNESNGMRES.  This determines how the candidate solution and
39413a62661SPeter Brune     combined solution are used to create the next iterate.
39513a62661SPeter Brune 
39613a62661SPeter Brune     Logically Collective on SNES
39713a62661SPeter Brune 
39813a62661SPeter Brune     Input Parameters:
39913a62661SPeter Brune +   snes - the iterative context
40013a62661SPeter Brune -   stype - selection type
40113a62661SPeter Brune 
40213a62661SPeter Brune     Options Database:
40313a62661SPeter Brune .   -snes_ngmres_select_type<difference,none,linesearch>
40413a62661SPeter Brune 
40513a62661SPeter Brune     Level: intermediate
40613a62661SPeter Brune 
40713a62661SPeter Brune     SNESNGMRESSelectTypes:
40813a62661SPeter Brune +   SNES_NGMRES_SELECT_NONE - choose the combined solution all the time
40913a62661SPeter Brune .   SNES_NGMRES_SELECT_DIFFERENCE - choose based upon the selection criteria
41013a62661SPeter Brune -   SNES_NGMRES_SELECT_LINESEARCH - choose based upon line search combination
41113a62661SPeter Brune 
41213a62661SPeter Brune     Notes:
41313a62661SPeter Brune     The default line search used is the L2 line search and it requires two additional function evaluations.
41413a62661SPeter Brune 
41513a62661SPeter Brune .keywords: SNES, SNESNGMRES, selection, type, set SNESLineSearch
41613a62661SPeter Brune @*/
4170adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType(SNES snes,SNESNGMRESSelectType stype)
4180adebc6cSBarry Smith {
41913a62661SPeter Brune   PetscErrorCode ierr;
4205fd66863SKarl Rupp 
42113a62661SPeter Brune   PetscFunctionBegin;
42213a62661SPeter Brune   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
42313a62661SPeter Brune   ierr = PetscTryMethod(snes,"SNESNGMRESSetSelectType_C",(SNES,SNESNGMRESSelectType),(snes,stype));CHKERRQ(ierr);
42413a62661SPeter Brune   PetscFunctionReturn(0);
42513a62661SPeter Brune }
42613a62661SPeter Brune 
42713a62661SPeter Brune #undef __FUNCT__
42813a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType_NGMRES"
4290adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes,SNESNGMRESSelectType stype)
4300adebc6cSBarry Smith {
43113a62661SPeter Brune   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;
4325fd66863SKarl Rupp 
43313a62661SPeter Brune   PetscFunctionBegin;
43413a62661SPeter Brune   ngmres->select_type = stype;
43513a62661SPeter Brune   PetscFunctionReturn(0);
43613a62661SPeter Brune }
43713a62661SPeter Brune 
43813a62661SPeter Brune #undef __FUNCT__
43913a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType_NGMRES"
4400adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes,SNESNGMRESRestartType rtype)
4410adebc6cSBarry Smith {
44213a62661SPeter Brune   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;
4435fd66863SKarl Rupp 
44413a62661SPeter Brune   PetscFunctionBegin;
44513a62661SPeter Brune   ngmres->restart_type = rtype;
44613a62661SPeter Brune   PetscFunctionReturn(0);
44713a62661SPeter Brune }
44813a62661SPeter Brune 
449dfbf837cSBarry Smith /*MC
4501867fe5bSPeter Brune   SNESNGMRES - The Nonlinear Generalized Minimum Residual method.
451a312c225SMatthew G Knepley 
452dfbf837cSBarry Smith    Level: beginner
453dfbf837cSBarry Smith 
4541867fe5bSPeter Brune    Options Database:
45513a62661SPeter Brune +  -snes_ngmres_select_type<difference,none,linesearch> - choose the select between candidate and combined solution
45638774f0aSPeter Brune .  -snes_ngmres_restart_type<difference,none,periodic> - choose the restart conditions
45738774f0aSPeter Brune .  -snes_ngmres_candidate        - Use NGMRES variant which combines candidate solutions instead of actual solutions
45813a62661SPeter Brune .  -snes_ngmres_m                - Number of stored previous solutions and residuals
45913a62661SPeter Brune .  -snes_ngmres_restart_it       - Number of iterations the restart conditions hold before restart
46013a62661SPeter Brune .  -snes_ngmres_gammaA           - Residual tolerance for solution select between the candidate and combination
46113a62661SPeter Brune .  -snes_ngmres_gammaC           - Residual tolerance for restart
46213a62661SPeter Brune .  -snes_ngmres_epsilonB         - Difference tolerance between subsequent solutions triggering restart
46313a62661SPeter Brune .  -snes_ngmres_deltaB           - Difference tolerance between residuals triggering restart
46413a62661SPeter Brune .  -snes_ngmres_monitor          - Prints relevant information about the ngmres iteration
4655c3e6ab7SPeter Brune .  -snes_linesearch_type <basic,l2,cp> - Line search type used for the default smoother
46613a62661SPeter Brune -  -additive_snes_linesearch_type - linesearch type used to select between the candidate and combined solution with additive select type
4671867fe5bSPeter Brune 
4681867fe5bSPeter Brune    Notes:
4691867fe5bSPeter Brune 
4701867fe5bSPeter Brune    The N-GMRES method combines m previous solutions into a minimum-residual solution by solving a small linearized
4711867fe5bSPeter Brune    optimization problem at each iteration.
4721867fe5bSPeter Brune 
4731867fe5bSPeter Brune    References:
4741867fe5bSPeter Brune 
475dfbf837cSBarry Smith    "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", C. W. Oosterlee and T. Washio,
476dfbf837cSBarry Smith    SIAM Journal on Scientific Computing, 21(5), 2000.
477dfbf837cSBarry Smith 
478dfbf837cSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types)
479dfbf837cSBarry Smith M*/
480a312c225SMatthew G Knepley 
481a312c225SMatthew G Knepley #undef __FUNCT__
482a312c225SMatthew G Knepley #define __FUNCT__ "SNESCreate_NGMRES"
4838cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESCreate_NGMRES(SNES snes)
484a312c225SMatthew G Knepley {
485a312c225SMatthew G Knepley   SNES_NGMRES    *ngmres;
486a312c225SMatthew G Knepley   PetscErrorCode ierr;
487a312c225SMatthew G Knepley 
488a312c225SMatthew G Knepley   PetscFunctionBegin;
489a312c225SMatthew G Knepley   snes->ops->destroy        = SNESDestroy_NGMRES;
490a312c225SMatthew G Knepley   snes->ops->setup          = SNESSetUp_NGMRES;
491a312c225SMatthew G Knepley   snes->ops->setfromoptions = SNESSetFromOptions_NGMRES;
492a312c225SMatthew G Knepley   snes->ops->view           = SNESView_NGMRES;
493a312c225SMatthew G Knepley   snes->ops->solve          = SNESSolve_NGMRES;
494a312c225SMatthew G Knepley   snes->ops->reset          = SNESReset_NGMRES;
495a312c225SMatthew G Knepley 
49642f4f86dSBarry Smith   snes->usespc   = PETSC_TRUE;
4972c155ee1SBarry Smith   snes->usesksp  = PETSC_FALSE;
498*46159c86SPeter Brune   snes->pcside   = PC_RIGHT;
499*46159c86SPeter Brune   snes->functype = SNES_FUNCTION_PRECONDITIONED;
5002c155ee1SBarry Smith 
501a312c225SMatthew G Knepley   ierr          = PetscNewLog(snes,SNES_NGMRES,&ngmres);CHKERRQ(ierr);
502a312c225SMatthew G Knepley   snes->data    = (void*) ngmres;
503d2e16ddcSPeter Brune   ngmres->msize = 30;
50419653cdaSPeter Brune 
50588976e71SPeter Brune   if (!snes->tolerancesset) {
5060e444f03SPeter Brune     snes->max_funcs = 30000;
5070e444f03SPeter Brune     snes->max_its   = 10000;
50888976e71SPeter Brune   }
5090e444f03SPeter Brune 
51038774f0aSPeter Brune   ngmres->candidate = PETSC_FALSE;
511d2e16ddcSPeter Brune 
5120298fd71SBarry Smith   ngmres->additive_linesearch = NULL;
513077c4231SPeter Brune   ngmres->approxfunc       = PETSC_FALSE;
51428ed4a04SPeter Brune   ngmres->restart_it       = 2;
51513a62661SPeter Brune   ngmres->restart_periodic = 30;
516f109b39eSPeter Brune   ngmres->gammaA           = 2.0;
517f109b39eSPeter Brune   ngmres->gammaC           = 2.0;
518cac108bcSPeter Brune   ngmres->deltaB           = 0.9;
519cac108bcSPeter Brune   ngmres->epsilonB         = 0.1;
520e7058c64SPeter Brune 
52113a62661SPeter Brune   ngmres->restart_type = SNES_NGMRES_RESTART_DIFFERENCE;
52213a62661SPeter Brune   ngmres->select_type  = SNES_NGMRES_SELECT_DIFFERENCE;
52313a62661SPeter Brune 
524bdf89e91SBarry Smith   ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetSelectType_C",SNESNGMRESSetSelectType_NGMRES);CHKERRQ(ierr);
525bdf89e91SBarry Smith   ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetRestartType_C",SNESNGMRESSetRestartType_NGMRES);CHKERRQ(ierr);
526a312c225SMatthew G Knepley   PetscFunctionReturn(0);
527a312c225SMatthew G Knepley }
52899e0435eSBarry Smith 
529