113a62661SPeter Brune #include <../src/snes/impls/ngmres/snesngmres.h> /*I "petscsnes.h" I*/ 219653cdaSPeter Brune #include <petscblaslapack.h> 3fced5a79SAsbjørn Nilsen Riseth #include <petscdm.h> 4a312c225SMatthew G Knepley 59e5d0892SLisandro Dalcin const char *const SNESNGMRESRestartTypes[] = {"NONE", "PERIODIC", "DIFFERENCE", "SNESNGMRESRestartType", "SNES_NGMRES_RESTART_", NULL}; 69e5d0892SLisandro Dalcin const char *const SNESNGMRESSelectTypes[] = {"NONE", "DIFFERENCE", "LINESEARCH", "SNESNGMRESSelectType", "SNES_NGMRES_SELECT_", NULL}; 713a62661SPeter Brune 8d71ae5a4SJacob Faibussowitsch PetscErrorCode SNESReset_NGMRES(SNES snes) 9d71ae5a4SJacob Faibussowitsch { 10a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 11a312c225SMatthew G Knepley 12a312c225SMatthew G Knepley PetscFunctionBegin; 139566063dSJacob Faibussowitsch PetscCall(VecDestroyVecs(ngmres->msize, &ngmres->Fdot)); 149566063dSJacob Faibussowitsch PetscCall(VecDestroyVecs(ngmres->msize, &ngmres->Xdot)); 159566063dSJacob Faibussowitsch PetscCall(SNESLineSearchDestroy(&ngmres->additive_linesearch)); 163ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 17a312c225SMatthew G Knepley } 18a312c225SMatthew G Knepley 19d71ae5a4SJacob Faibussowitsch PetscErrorCode SNESDestroy_NGMRES(SNES snes) 20d71ae5a4SJacob Faibussowitsch { 2178440776SJed Brown SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 22a312c225SMatthew G Knepley 23a312c225SMatthew G Knepley PetscFunctionBegin; 249566063dSJacob Faibussowitsch PetscCall(SNESReset_NGMRES(snes)); 259566063dSJacob Faibussowitsch PetscCall(PetscFree4(ngmres->h, ngmres->beta, ngmres->xi, ngmres->q)); 269566063dSJacob Faibussowitsch PetscCall(PetscFree3(ngmres->xnorms, ngmres->fnorms, ngmres->s)); 27dd63322aSSatish Balay #if defined(PETSC_USE_COMPLEX) 289566063dSJacob Faibussowitsch PetscCall(PetscFree(ngmres->rwork)); 2919653cdaSPeter Brune #endif 309566063dSJacob Faibussowitsch PetscCall(PetscFree(ngmres->work)); 312e956fe4SStefano Zampini PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNGMRESSetSelectType_C", NULL)); 322e956fe4SStefano Zampini PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNGMRESSetRestartType_C", NULL)); 332e956fe4SStefano Zampini PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNGMRESSetRestartFmRise_C", NULL)); 342e956fe4SStefano Zampini PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNGMRESGetRestartFmRise_C", NULL)); 359566063dSJacob Faibussowitsch PetscCall(PetscFree(snes->data)); 363ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 37a312c225SMatthew G Knepley } 38a312c225SMatthew G Knepley 39d71ae5a4SJacob Faibussowitsch PetscErrorCode SNESSetUp_NGMRES(SNES snes) 40d71ae5a4SJacob Faibussowitsch { 41a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 4219653cdaSPeter Brune PetscInt msize, hsize; 43fced5a79SAsbjørn Nilsen Riseth DM dm; 44a312c225SMatthew G Knepley 45a312c225SMatthew G Knepley PetscFunctionBegin; 46efd4aadfSBarry Smith if (snes->npc && snes->npcside == PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) { 4746159c86SPeter Brune SETERRQ(PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONGSTATE, "SNESNGMRES does not support left preconditioning with unpreconditioned function"); 4846159c86SPeter Brune } 49efd4aadfSBarry Smith if (snes->npcside == PC_LEFT && snes->functype == SNES_FUNCTION_DEFAULT) snes->functype = SNES_FUNCTION_PRECONDITIONED; 509566063dSJacob Faibussowitsch PetscCall(SNESSetWorkVecs(snes, 5)); 51fced5a79SAsbjørn Nilsen Riseth 52fced5a79SAsbjørn Nilsen Riseth if (!snes->vec_sol) { 539566063dSJacob Faibussowitsch PetscCall(SNESGetDM(snes, &dm)); 549566063dSJacob Faibussowitsch PetscCall(DMCreateGlobalVector(dm, &snes->vec_sol)); 55fced5a79SAsbjørn Nilsen Riseth } 56fced5a79SAsbjørn Nilsen Riseth 579566063dSJacob Faibussowitsch if (!ngmres->Xdot) PetscCall(VecDuplicateVecs(snes->vec_sol, ngmres->msize, &ngmres->Xdot)); 589566063dSJacob Faibussowitsch if (!ngmres->Fdot) PetscCall(VecDuplicateVecs(snes->vec_sol, ngmres->msize, &ngmres->Fdot)); 5978440776SJed Brown if (!ngmres->setup_called) { 60087dfb9eSxuemin msize = ngmres->msize; /* restart size */ 6119653cdaSPeter Brune hsize = msize * msize; 62087dfb9eSxuemin 6398b3e84cSPeter Brune /* explicit least squares minimization solve */ 649566063dSJacob Faibussowitsch PetscCall(PetscCalloc4(hsize, &ngmres->h, msize, &ngmres->beta, msize, &ngmres->xi, hsize, &ngmres->q)); 659566063dSJacob Faibussowitsch PetscCall(PetscMalloc3(msize, &ngmres->xnorms, msize, &ngmres->fnorms, msize, &ngmres->s)); 6619653cdaSPeter Brune ngmres->nrhs = 1; 6719653cdaSPeter Brune ngmres->lda = msize; 6819653cdaSPeter Brune ngmres->ldb = msize; 6919653cdaSPeter Brune ngmres->lwork = 12 * msize; 70dd63322aSSatish Balay #if defined(PETSC_USE_COMPLEX) 719566063dSJacob Faibussowitsch PetscCall(PetscMalloc1(ngmres->lwork, &ngmres->rwork)); 7219653cdaSPeter Brune #endif 739566063dSJacob Faibussowitsch PetscCall(PetscMalloc1(ngmres->lwork, &ngmres->work)); 7478440776SJed Brown } 75e7058c64SPeter Brune 7678440776SJed Brown ngmres->setup_called = PETSC_TRUE; 773ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 78a312c225SMatthew G Knepley } 79a312c225SMatthew G Knepley 8066976f2fSJacob Faibussowitsch static PetscErrorCode SNESSetFromOptions_NGMRES(SNES snes, PetscOptionItems *PetscOptionsObject) 81d71ae5a4SJacob Faibussowitsch { 82a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 8394ae4db5SBarry Smith PetscBool debug = PETSC_FALSE; 840adebc6cSBarry Smith 85a312c225SMatthew G Knepley PetscFunctionBegin; 86d0609cedSBarry Smith PetscOptionsHeadBegin(PetscOptionsObject, "SNES NGMRES options"); 87d0609cedSBarry Smith PetscCall(PetscOptionsEnum("-snes_ngmres_select_type", "Select type", "SNESNGMRESSetSelectType", SNESNGMRESSelectTypes, (PetscEnum)ngmres->select_type, (PetscEnum *)&ngmres->select_type, NULL)); 88d0609cedSBarry Smith PetscCall(PetscOptionsEnum("-snes_ngmres_restart_type", "Restart type", "SNESNGMRESSetRestartType", SNESNGMRESRestartTypes, (PetscEnum)ngmres->restart_type, (PetscEnum *)&ngmres->restart_type, NULL)); 899566063dSJacob Faibussowitsch PetscCall(PetscOptionsBool("-snes_ngmres_candidate", "Use candidate storage", "SNES", ngmres->candidate, &ngmres->candidate, NULL)); 909566063dSJacob Faibussowitsch PetscCall(PetscOptionsBool("-snes_ngmres_approxfunc", "Linearly approximate the function", "SNES", ngmres->approxfunc, &ngmres->approxfunc, NULL)); 919566063dSJacob Faibussowitsch PetscCall(PetscOptionsInt("-snes_ngmres_m", "Number of directions", "SNES", ngmres->msize, &ngmres->msize, NULL)); 929566063dSJacob Faibussowitsch PetscCall(PetscOptionsInt("-snes_ngmres_restart", "Iterations before forced restart", "SNES", ngmres->restart_periodic, &ngmres->restart_periodic, NULL)); 939566063dSJacob Faibussowitsch PetscCall(PetscOptionsInt("-snes_ngmres_restart_it", "Tolerance iterations before restart", "SNES", ngmres->restart_it, &ngmres->restart_it, NULL)); 949566063dSJacob Faibussowitsch PetscCall(PetscOptionsBool("-snes_ngmres_monitor", "Monitor actions of NGMRES", "SNES", ngmres->monitor ? PETSC_TRUE : PETSC_FALSE, &debug, NULL)); 95ad540459SPierre Jolivet if (debug) ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes)); 969566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_ngmres_gammaA", "Residual selection constant", "SNES", ngmres->gammaA, &ngmres->gammaA, NULL)); 979566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_ngmres_gammaC", "Residual restart constant", "SNES", ngmres->gammaC, &ngmres->gammaC, NULL)); 989566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_ngmres_epsilonB", "Difference selection constant", "SNES", ngmres->epsilonB, &ngmres->epsilonB, NULL)); 999566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_ngmres_deltaB", "Difference residual selection constant", "SNES", ngmres->deltaB, &ngmres->deltaB, NULL)); 1009566063dSJacob Faibussowitsch PetscCall(PetscOptionsBool("-snes_ngmres_restart_fm_rise", "Restart on F_M residual rise", "SNESNGMRESSetRestartFmRise", ngmres->restart_fm_rise, &ngmres->restart_fm_rise, NULL)); 101d0609cedSBarry Smith PetscOptionsHeadEnd(); 102*4936d809SStefano Zampini if (ngmres->gammaA > ngmres->gammaC && ngmres->gammaC > 2.) ngmres->gammaC = ngmres->gammaA; 103*4936d809SStefano Zampini if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) { 104*4936d809SStefano Zampini PetscCall(SNESNGMRESGetAdditiveLineSearch_Private(snes, &ngmres->additive_linesearch)); 105*4936d809SStefano Zampini PetscCall(SNESLineSearchSetFromOptions(ngmres->additive_linesearch)); 106*4936d809SStefano Zampini } 1073ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 108a312c225SMatthew G Knepley } 109a312c225SMatthew G Knepley 110d71ae5a4SJacob Faibussowitsch PetscErrorCode SNESView_NGMRES(SNES snes, PetscViewer viewer) 111d71ae5a4SJacob Faibussowitsch { 112a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 113a312c225SMatthew G Knepley PetscBool iascii; 114a312c225SMatthew G Knepley 115a312c225SMatthew G Knepley PetscFunctionBegin; 1169566063dSJacob Faibussowitsch PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &iascii)); 117a312c225SMatthew G Knepley if (iascii) { 11863a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, " Number of stored past updates: %" PetscInt_FMT "\n", ngmres->msize)); 119*4936d809SStefano Zampini if (ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) { 12063a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, " Residual selection: gammaA=%1.0e, gammaC=%1.0e\n", (double)ngmres->gammaA, (double)ngmres->gammaC)); 12163a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, " Difference restart: epsilonB=%1.0e, deltaB=%1.0e\n", (double)ngmres->epsilonB, (double)ngmres->deltaB)); 12263a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, " Restart on F_M residual increase: %s\n", PetscBools[ngmres->restart_fm_rise])); 123a312c225SMatthew G Knepley } 124*4936d809SStefano Zampini if (ngmres->additive_linesearch) { 125*4936d809SStefano Zampini PetscCall(PetscViewerASCIIPrintf(viewer, " Additive line-search details:\n")); 126*4936d809SStefano Zampini PetscCall(SNESLineSearchView(ngmres->additive_linesearch, viewer)); 127*4936d809SStefano Zampini } 128*4936d809SStefano Zampini } 1293ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 130a312c225SMatthew G Knepley } 131a312c225SMatthew G Knepley 13266976f2fSJacob Faibussowitsch static PetscErrorCode SNESSolve_NGMRES(SNES snes) 133d71ae5a4SJacob Faibussowitsch { 134087dfb9eSxuemin SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 13598b3e84cSPeter Brune /* present solution, residual, and preconditioned residual */ 1369f425c49SPeter Brune Vec X, F, B, D, Y; 137f109b39eSPeter Brune 138f109b39eSPeter Brune /* candidate linear combination answers */ 139ddd40ce5SPeter Brune Vec XA, FA, XM, FM; 14019653cdaSPeter Brune 14198b3e84cSPeter Brune /* coefficients and RHS to the minimization problem */ 14218aa0c0cSPeter Brune PetscReal fnorm, fMnorm, fAnorm; 143b3c6a99cSPeter Brune PetscReal xnorm, xMnorm, xAnorm; 144b3c6a99cSPeter Brune PetscReal ynorm, yMnorm, yAnorm; 14538774f0aSPeter Brune PetscInt k, k_restart, l, ivec, restart_count = 0; 14619653cdaSPeter Brune 147*4936d809SStefano Zampini /* support for objective functions minimization */ 148*4936d809SStefano Zampini PetscReal objmin, objM, objA, obj; 149*4936d809SStefano Zampini 15098b3e84cSPeter Brune /* solution selection data */ 15138774f0aSPeter Brune PetscBool selectRestart; 15261ba4676SBarry Smith /* 15361ba4676SBarry Smith These two variables are initialized to prevent compilers/analyzers from producing false warnings about these variables being passed 15461ba4676SBarry Smith to SNESNGMRESSelect_Private() without being set when SNES_NGMRES_RESTART_DIFFERENCE, the values are not used in the subroutines in that case 15561ba4676SBarry Smith so the code is correct as written. 15661ba4676SBarry Smith */ 15761ba4676SBarry Smith PetscReal dnorm = 0.0, dminnorm = 0.0; 15819653cdaSPeter Brune 1591e633543SBarry Smith SNESConvergedReason reason; 160422a814eSBarry Smith SNESLineSearchReason lssucceed; 161a312c225SMatthew G Knepley 162*4936d809SStefano Zampini PetscErrorCode (*objective)(SNES, Vec, PetscReal *, void *); 163*4936d809SStefano Zampini 164a312c225SMatthew G Knepley PetscFunctionBegin; 1650b121fc5SBarry Smith PetscCheck(!snes->xl && !snes->xu && !snes->ops->computevariablebounds, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name); 166c579b300SPatrick Farrell 1679566063dSJacob Faibussowitsch PetscCall(PetscCitationsRegister(SNESCitation, &SNEScite)); 16898b3e84cSPeter Brune /* variable initialization */ 169a312c225SMatthew G Knepley snes->reason = SNES_CONVERGED_ITERATING; 170f109b39eSPeter Brune X = snes->vec_sol; 171f109b39eSPeter Brune F = snes->vec_func; 172f109b39eSPeter Brune B = snes->vec_rhs; 173f109b39eSPeter Brune XA = snes->vec_sol_update; 174f109b39eSPeter Brune FA = snes->work[0]; 175f109b39eSPeter Brune D = snes->work[1]; 176f109b39eSPeter Brune 177f109b39eSPeter Brune /* work for the line search */ 178f109b39eSPeter Brune Y = snes->work[2]; 1799f425c49SPeter Brune XM = snes->work[3]; 1809f425c49SPeter Brune FM = snes->work[4]; 181a312c225SMatthew G Knepley 1829566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 183a312c225SMatthew G Knepley snes->iter = 0; 184a312c225SMatthew G Knepley snes->norm = 0.; 1859566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 18619653cdaSPeter Brune 18798b3e84cSPeter Brune /* initialization */ 18819653cdaSPeter Brune 189efd4aadfSBarry Smith if (snes->npc && snes->npcside == PC_LEFT) { 1909566063dSJacob Faibussowitsch PetscCall(SNESApplyNPC(snes, X, NULL, F)); 1919566063dSJacob Faibussowitsch PetscCall(SNESGetConvergedReason(snes->npc, &reason)); 1923a2ae377SPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 1933a2ae377SPeter Brune snes->reason = SNES_DIVERGED_INNER; 1943ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1953a2ae377SPeter Brune } 1969566063dSJacob Faibussowitsch PetscCall(VecNorm(F, NORM_2, &fnorm)); 1973a2ae377SPeter Brune } else { 198e4ed7901SPeter Brune if (!snes->vec_func_init_set) { 1999566063dSJacob Faibussowitsch PetscCall(SNESComputeFunction(snes, X, F)); 2001aa26658SKarl Rupp } else snes->vec_func_init_set = PETSC_FALSE; 201c1c75074SPeter Brune 2029566063dSJacob Faibussowitsch PetscCall(VecNorm(F, NORM_2, &fnorm)); 203422a814eSBarry Smith SNESCheckFunctionNorm(snes, fnorm); 2043a2ae377SPeter Brune } 205*4936d809SStefano Zampini PetscCall(SNESGetObjective(snes, &objective, NULL)); 206*4936d809SStefano Zampini objmin = fnorm; 207*4936d809SStefano Zampini if (objective) PetscCall(SNESComputeObjective(snes, X, &objmin)); 208*4936d809SStefano Zampini obj = objmin; 20919653cdaSPeter Brune 2109566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 211f109b39eSPeter Brune snes->norm = fnorm; 2129566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 2139566063dSJacob Faibussowitsch PetscCall(SNESLogConvergenceHistory(snes, fnorm, 0)); 2142d157150SStefano Zampini PetscCall(SNESConverged(snes, 0, 0.0, 0.0, fnorm)); 2159566063dSJacob Faibussowitsch PetscCall(SNESMonitor(snes, 0, fnorm)); 2163ba16761SJacob Faibussowitsch if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS); 2173ba16761SJacob Faibussowitsch PetscCall(SNESNGMRESUpdateSubspace_Private(snes, 0, 0, F, fnorm, X)); 218a312c225SMatthew G Knepley 21919653cdaSPeter Brune k_restart = 1; 22019653cdaSPeter Brune l = 1; 221b3c6a99cSPeter Brune ivec = 0; 22209c08436SPeter Brune for (k = 1; k < snes->max_its + 1; k++) { 22398b3e84cSPeter Brune /* Computation of x^M */ 224efd4aadfSBarry Smith if (snes->npc && snes->npcside == PC_RIGHT) { 2259566063dSJacob Faibussowitsch PetscCall(VecCopy(X, XM)); 2269566063dSJacob Faibussowitsch PetscCall(SNESSetInitialFunction(snes->npc, F)); 22763e7833aSPeter Brune 2289566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(SNES_NPCSolve, snes->npc, XM, B, 0)); 2299566063dSJacob Faibussowitsch PetscCall(SNESSolve(snes->npc, B, XM)); 2309566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(SNES_NPCSolve, snes->npc, XM, B, 0)); 23163e7833aSPeter Brune 2329566063dSJacob Faibussowitsch PetscCall(SNESGetConvergedReason(snes->npc, &reason)); 2338cc86e31SPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 2348cc86e31SPeter Brune snes->reason = SNES_DIVERGED_INNER; 2353ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 2368cc86e31SPeter Brune } 2379566063dSJacob Faibussowitsch PetscCall(SNESGetNPCFunction(snes, FM, &fMnorm)); 2388cc86e31SPeter Brune } else { 239f109b39eSPeter Brune /* no preconditioner -- just take gradient descent with line search */ 2409566063dSJacob Faibussowitsch PetscCall(VecCopy(F, Y)); 2419566063dSJacob Faibussowitsch PetscCall(VecCopy(F, FM)); 2429566063dSJacob Faibussowitsch PetscCall(VecCopy(X, XM)); 2431aa26658SKarl Rupp 244e7058c64SPeter Brune fMnorm = fnorm; 2451aa26658SKarl Rupp 2469566063dSJacob Faibussowitsch PetscCall(SNESLineSearchApply(snes->linesearch, XM, FM, &fMnorm, Y)); 2479566063dSJacob Faibussowitsch PetscCall(SNESLineSearchGetReason(snes->linesearch, &lssucceed)); 248422a814eSBarry Smith if (lssucceed) { 249f109b39eSPeter Brune if (++snes->numFailures >= snes->maxFailures) { 250f109b39eSPeter Brune snes->reason = SNES_DIVERGED_LINE_SEARCH; 2513ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 252f109b39eSPeter Brune } 253f109b39eSPeter Brune } 2546634f59bSPeter Brune } 255*4936d809SStefano Zampini if (objective) PetscCall(SNESComputeObjective(snes, XM, &objM)); 256*4936d809SStefano Zampini else objM = fMnorm; 257*4936d809SStefano Zampini objmin = PetscMin(objmin, objM); 25823b3e82cSAsbjørn Nilsen Riseth 2599566063dSJacob Faibussowitsch PetscCall(SNESNGMRESFormCombinedSolution_Private(snes, ivec, l, XM, FM, fMnorm, X, XA, FA)); 26019653cdaSPeter Brune 2619f425c49SPeter Brune /* differences for selection and restart */ 26213a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) { 2639566063dSJacob Faibussowitsch PetscCall(SNESNGMRESNorms_Private(snes, l, X, F, XM, FM, XA, FA, D, &dnorm, &dminnorm, &xMnorm, NULL, &yMnorm, &xAnorm, &fAnorm, &yAnorm)); 26413a62661SPeter Brune } else { 2659566063dSJacob Faibussowitsch PetscCall(SNESNGMRESNorms_Private(snes, l, X, F, XM, FM, XA, FA, D, NULL, NULL, &xMnorm, NULL, &yMnorm, &xAnorm, &fAnorm, &yAnorm)); 26613a62661SPeter Brune } 267*4936d809SStefano Zampini if (objective) PetscCall(SNESComputeObjective(snes, XA, &objA)); 268*4936d809SStefano Zampini else objA = fAnorm; 269422a814eSBarry Smith SNESCheckFunctionNorm(snes, fnorm); 2701aa26658SKarl Rupp 2719f425c49SPeter Brune /* combination (additive) or selection (multiplicative) of the N-GMRES solution */ 272*4936d809SStefano Zampini PetscCall(SNESNGMRESSelect_Private(snes, k_restart, XM, FM, xMnorm, fMnorm, yMnorm, objM, XA, FA, xAnorm, fAnorm, yAnorm, objA, dnorm, objmin, dminnorm, X, F, Y, &xnorm, &fnorm, &ynorm)); 273*4936d809SStefano Zampini if (objective) PetscCall(SNESComputeObjective(snes, X, &obj)); 274*4936d809SStefano Zampini else obj = fnorm; 27519653cdaSPeter Brune selectRestart = PETSC_FALSE; 27623b3e82cSAsbjørn Nilsen Riseth 27713a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) { 278*4936d809SStefano Zampini PetscCall(SNESNGMRESSelectRestart_Private(snes, l, obj, objM, objA, dnorm, objmin, dminnorm, &selectRestart)); 27923b3e82cSAsbjørn Nilsen Riseth 28028ed4a04SPeter Brune /* if the restart conditions persist for more than restart_it iterations, restart. */ 2811aa26658SKarl Rupp if (selectRestart) restart_count++; 2821aa26658SKarl Rupp else restart_count = 0; 28313a62661SPeter Brune } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) { 28413a62661SPeter Brune if (k_restart > ngmres->restart_periodic) { 28563a3b9bcSJacob Faibussowitsch if (ngmres->monitor) PetscCall(PetscViewerASCIIPrintf(ngmres->monitor, "periodic restart after %" PetscInt_FMT " iterations\n", k_restart)); 28613a62661SPeter Brune restart_count = ngmres->restart_it; 28713a62661SPeter Brune } 28813a62661SPeter Brune } 28923b3e82cSAsbjørn Nilsen Riseth 290b3c6a99cSPeter Brune ivec = k_restart % ngmres->msize; /* replace the last used part of the subspace */ 29123b3e82cSAsbjørn Nilsen Riseth 29228ed4a04SPeter Brune /* restart after restart conditions have persisted for a fixed number of iterations */ 29328ed4a04SPeter Brune if (restart_count >= ngmres->restart_it) { 29448a46eb9SPierre Jolivet if (ngmres->monitor) PetscCall(PetscViewerASCIIPrintf(ngmres->monitor, "Restarted at iteration %" PetscInt_FMT "\n", k_restart)); 29528ed4a04SPeter Brune restart_count = 0; 29619653cdaSPeter Brune k_restart = 1; 29719653cdaSPeter Brune l = 1; 298b3c6a99cSPeter Brune ivec = 0; 29998b3e84cSPeter Brune /* q_{00} = nu */ 3009566063dSJacob Faibussowitsch PetscCall(SNESNGMRESUpdateSubspace_Private(snes, 0, 0, FM, fMnorm, XM)); 301d2e16ddcSPeter Brune } else { 30298b3e84cSPeter Brune /* select the current size of the subspace */ 3031e633543SBarry Smith if (l < ngmres->msize) l++; 30419653cdaSPeter Brune k_restart++; 30598b3e84cSPeter Brune /* place the current entry in the list of previous entries */ 30638774f0aSPeter Brune if (ngmres->candidate) { 307*4936d809SStefano Zampini objmin = PetscMin(objmin, objM); 3089566063dSJacob Faibussowitsch PetscCall(SNESNGMRESUpdateSubspace_Private(snes, ivec, l, FM, fMnorm, XM)); 309d2e16ddcSPeter Brune } else { 310*4936d809SStefano Zampini objmin = PetscMin(objmin, obj); 3119566063dSJacob Faibussowitsch PetscCall(SNESNGMRESUpdateSubspace_Private(snes, ivec, l, F, fnorm, X)); 31219653cdaSPeter Brune } 313d2e16ddcSPeter Brune } 31419653cdaSPeter Brune 3159566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 316087dfb9eSxuemin snes->iter = k; 317f109b39eSPeter Brune snes->norm = fnorm; 3189566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 3199566063dSJacob Faibussowitsch PetscCall(SNESLogConvergenceHistory(snes, snes->norm, snes->iter)); 3202d157150SStefano Zampini PetscCall(SNESConverged(snes, snes->iter, 0, 0, fnorm)); 3219566063dSJacob Faibussowitsch PetscCall(SNESMonitor(snes, snes->iter, snes->norm)); 3223ba16761SJacob Faibussowitsch if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS); 323a312c225SMatthew G Knepley } 324a312c225SMatthew G Knepley snes->reason = SNES_DIVERGED_MAX_IT; 3253ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 326a312c225SMatthew G Knepley } 327a312c225SMatthew G Knepley 32823b3e82cSAsbjørn Nilsen Riseth /*@ 32923b3e82cSAsbjørn Nilsen Riseth SNESNGMRESSetRestartFmRise - Increase the restart count if the step x_M increases the residual F_M 33023b3e82cSAsbjørn Nilsen Riseth 33123b3e82cSAsbjørn Nilsen Riseth Input Parameters: 332f6dfbefdSBarry Smith + snes - the `SNES` context. 333f6dfbefdSBarry Smith - flg - boolean value deciding whether to use the option or not, default is `PETSC_FALSE` 33423b3e82cSAsbjørn Nilsen Riseth 335f6dfbefdSBarry Smith Options Database Key: 336f6dfbefdSBarry Smith . -snes_ngmres_restart_fm_rise - Increase the restart count if the step x_M increases the residual F_M 33723b3e82cSAsbjørn Nilsen Riseth 33823b3e82cSAsbjørn Nilsen Riseth Level: intermediate 33923b3e82cSAsbjørn Nilsen Riseth 34023b3e82cSAsbjørn Nilsen Riseth Notes: 34123b3e82cSAsbjørn Nilsen Riseth If the proposed step x_M increases the residual F_M, it might be trying to get out of a stagnation area. 34223b3e82cSAsbjørn Nilsen Riseth To help the solver do that, reset the Krylov subspace whenever F_M increases. 34323b3e82cSAsbjørn Nilsen Riseth 344f6dfbefdSBarry Smith This option must be used with the `SNESNGMRES` `SNESNGMRESRestartType` of `SNES_NGMRES_RESTART_DIFFERENCE` 34523b3e82cSAsbjørn Nilsen Riseth 346f6dfbefdSBarry Smith .seealso: `SNES_NGMRES_RESTART_DIFFERENCE`, `SNESNGMRES`, `SNESNGMRESRestartType`, `SNESNGMRESSetRestartType()` 34723b3e82cSAsbjørn Nilsen Riseth @*/ 348d71ae5a4SJacob Faibussowitsch PetscErrorCode SNESNGMRESSetRestartFmRise(SNES snes, PetscBool flg) 349d71ae5a4SJacob Faibussowitsch { 35023b3e82cSAsbjørn Nilsen Riseth PetscErrorCode (*f)(SNES, PetscBool); 35123b3e82cSAsbjørn Nilsen Riseth 35223b3e82cSAsbjørn Nilsen Riseth PetscFunctionBegin; 3539566063dSJacob Faibussowitsch PetscCall(PetscObjectQueryFunction((PetscObject)snes, "SNESNGMRESSetRestartFmRise_C", &f)); 3549566063dSJacob Faibussowitsch if (f) PetscCall((f)(snes, flg)); 3553ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 35623b3e82cSAsbjørn Nilsen Riseth } 35723b3e82cSAsbjørn Nilsen Riseth 35866976f2fSJacob Faibussowitsch static PetscErrorCode SNESNGMRESSetRestartFmRise_NGMRES(SNES snes, PetscBool flg) 359d71ae5a4SJacob Faibussowitsch { 36023b3e82cSAsbjørn Nilsen Riseth SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 36123b3e82cSAsbjørn Nilsen Riseth 36223b3e82cSAsbjørn Nilsen Riseth PetscFunctionBegin; 36323b3e82cSAsbjørn Nilsen Riseth ngmres->restart_fm_rise = flg; 3643ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 36523b3e82cSAsbjørn Nilsen Riseth } 36623b3e82cSAsbjørn Nilsen Riseth 367d71ae5a4SJacob Faibussowitsch PetscErrorCode SNESNGMRESGetRestartFmRise(SNES snes, PetscBool *flg) 368d71ae5a4SJacob Faibussowitsch { 36923b3e82cSAsbjørn Nilsen Riseth PetscErrorCode (*f)(SNES, PetscBool *); 37023b3e82cSAsbjørn Nilsen Riseth 37123b3e82cSAsbjørn Nilsen Riseth PetscFunctionBegin; 3729566063dSJacob Faibussowitsch PetscCall(PetscObjectQueryFunction((PetscObject)snes, "SNESNGMRESGetRestartFmRise_C", &f)); 3739566063dSJacob Faibussowitsch if (f) PetscCall((f)(snes, flg)); 3743ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 37523b3e82cSAsbjørn Nilsen Riseth } 37623b3e82cSAsbjørn Nilsen Riseth 37766976f2fSJacob Faibussowitsch static PetscErrorCode SNESNGMRESGetRestartFmRise_NGMRES(SNES snes, PetscBool *flg) 378d71ae5a4SJacob Faibussowitsch { 37923b3e82cSAsbjørn Nilsen Riseth SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 38023b3e82cSAsbjørn Nilsen Riseth 38123b3e82cSAsbjørn Nilsen Riseth PetscFunctionBegin; 38223b3e82cSAsbjørn Nilsen Riseth *flg = ngmres->restart_fm_rise; 3833ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 38423b3e82cSAsbjørn Nilsen Riseth } 38523b3e82cSAsbjørn Nilsen Riseth 38613a62661SPeter Brune /*@ 387f6dfbefdSBarry Smith SNESNGMRESSetRestartType - Sets the restart type for `SNESNGMRES`. 38813a62661SPeter Brune 389c3339decSBarry Smith Logically Collective 39013a62661SPeter Brune 39113a62661SPeter Brune Input Parameters: 39213a62661SPeter Brune + snes - the iterative context 393ceaaa498SBarry Smith - rtype - restart type, see `SNESNGMRESRestartType` 39413a62661SPeter Brune 395da81f932SPierre Jolivet Options Database Keys: 39613a62661SPeter Brune + -snes_ngmres_restart_type<difference,periodic,none> - set the restart type 3970c777b0cSPeter Brune - -snes_ngmres_restart[30] - sets the number of iterations before restart for periodic 39813a62661SPeter Brune 39913a62661SPeter Brune Level: intermediate 40013a62661SPeter Brune 401f6dfbefdSBarry Smith .seealso: `SNES_NGMRES_RESTART_DIFFERENCE`, `SNESNGMRES`, `SNESNGMRESRestartType`, `SNESNGMRESSetRestartFmRise()` 40213a62661SPeter Brune @*/ 403d71ae5a4SJacob Faibussowitsch PetscErrorCode SNESNGMRESSetRestartType(SNES snes, SNESNGMRESRestartType rtype) 404d71ae5a4SJacob Faibussowitsch { 40513a62661SPeter Brune PetscFunctionBegin; 40613a62661SPeter Brune PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); 407cac4c232SBarry Smith PetscTryMethod(snes, "SNESNGMRESSetRestartType_C", (SNES, SNESNGMRESRestartType), (snes, rtype)); 4083ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 40913a62661SPeter Brune } 41013a62661SPeter Brune 41113a62661SPeter Brune /*@ 412f6dfbefdSBarry Smith SNESNGMRESSetSelectType - Sets the selection type for `SNESNGMRES`. This determines how the candidate solution and 41313a62661SPeter Brune combined solution are used to create the next iterate. 41413a62661SPeter Brune 415c3339decSBarry Smith Logically Collective 41613a62661SPeter Brune 41713a62661SPeter Brune Input Parameters: 41813a62661SPeter Brune + snes - the iterative context 419ceaaa498SBarry Smith - stype - selection type, see `SNESNGMRESSelectType` 42013a62661SPeter Brune 421f6dfbefdSBarry Smith Options Database Key: 42267b8a455SSatish Balay . -snes_ngmres_select_type<difference,none,linesearch> - select type 42313a62661SPeter Brune 42413a62661SPeter Brune Level: intermediate 42513a62661SPeter Brune 426f6dfbefdSBarry Smith Note: 427f6dfbefdSBarry Smith The default line search used is the `SNESLINESEARCHL2` line search and it requires two additional function evaluations. 42813a62661SPeter Brune 429ceaaa498SBarry Smith .seealso: `SNESNGMRESSelectType`, `SNES_NGMRES_SELECT_NONE`, `SNES_NGMRES_SELECT_DIFFERENCE`, `SNES_NGMRES_SELECT_LINESEARCH` 43013a62661SPeter Brune @*/ 431d71ae5a4SJacob Faibussowitsch PetscErrorCode SNESNGMRESSetSelectType(SNES snes, SNESNGMRESSelectType stype) 432d71ae5a4SJacob Faibussowitsch { 43313a62661SPeter Brune PetscFunctionBegin; 43413a62661SPeter Brune PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); 435cac4c232SBarry Smith PetscTryMethod(snes, "SNESNGMRESSetSelectType_C", (SNES, SNESNGMRESSelectType), (snes, stype)); 4363ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 43713a62661SPeter Brune } 43813a62661SPeter Brune 43966976f2fSJacob Faibussowitsch static PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes, SNESNGMRESSelectType stype) 440d71ae5a4SJacob Faibussowitsch { 44113a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 4425fd66863SKarl Rupp 44313a62661SPeter Brune PetscFunctionBegin; 44413a62661SPeter Brune ngmres->select_type = stype; 4453ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 44613a62661SPeter Brune } 44713a62661SPeter Brune 44866976f2fSJacob Faibussowitsch static PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes, SNESNGMRESRestartType rtype) 449d71ae5a4SJacob Faibussowitsch { 45013a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 4515fd66863SKarl Rupp 45213a62661SPeter Brune PetscFunctionBegin; 45313a62661SPeter Brune ngmres->restart_type = rtype; 4543ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 45513a62661SPeter Brune } 45613a62661SPeter Brune 457dfbf837cSBarry Smith /*MC 4581867fe5bSPeter Brune SNESNGMRES - The Nonlinear Generalized Minimum Residual method. 459a312c225SMatthew G Knepley 460dfbf837cSBarry Smith Level: beginner 461dfbf837cSBarry Smith 462f6dfbefdSBarry Smith Options Database Keys: 46313a62661SPeter Brune + -snes_ngmres_select_type<difference,none,linesearch> - choose the select between candidate and combined solution 46438774f0aSPeter Brune . -snes_ngmres_restart_type<difference,none,periodic> - choose the restart conditions 465f6dfbefdSBarry Smith . -snes_ngmres_candidate - Use `SNESNGMRES` variant which combines candidate solutions instead of actual solutions 46613a62661SPeter Brune . -snes_ngmres_m - Number of stored previous solutions and residuals 46713a62661SPeter Brune . -snes_ngmres_restart_it - Number of iterations the restart conditions hold before restart 46813a62661SPeter Brune . -snes_ngmres_gammaA - Residual tolerance for solution select between the candidate and combination 46913a62661SPeter Brune . -snes_ngmres_gammaC - Residual tolerance for restart 47013a62661SPeter Brune . -snes_ngmres_epsilonB - Difference tolerance between subsequent solutions triggering restart 47113a62661SPeter Brune . -snes_ngmres_deltaB - Difference tolerance between residuals triggering restart 47223b3e82cSAsbjørn Nilsen Riseth . -snes_ngmres_restart_fm_rise - Restart on residual rise from x_M step 47313a62661SPeter Brune . -snes_ngmres_monitor - Prints relevant information about the ngmres iteration 4745c3e6ab7SPeter Brune . -snes_linesearch_type <basic,l2,cp> - Line search type used for the default smoother 475*4936d809SStefano Zampini - -snes_ngmres_additive_snes_linesearch_type - linesearch type used to select between the candidate and combined solution with additive select type 4761867fe5bSPeter Brune 4771867fe5bSPeter Brune Notes: 4781867fe5bSPeter Brune The N-GMRES method combines m previous solutions into a minimum-residual solution by solving a small linearized 4791867fe5bSPeter Brune optimization problem at each iteration. 4801867fe5bSPeter Brune 481f6dfbefdSBarry Smith Very similar to the `SNESANDERSON` algorithm. 4824f02bc6aSBarry Smith 4831867fe5bSPeter Brune References: 484606c0280SSatish Balay + * - C. W. Oosterlee and T. Washio, "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", 485dfbf837cSBarry Smith SIAM Journal on Scientific Computing, 21(5), 2000. 486606c0280SSatish Balay - * - Peter R. Brune, Matthew G. Knepley, Barry F. Smith, and Xuemin Tu, "Composing Scalable Nonlinear Algebraic Solvers", 4874f02bc6aSBarry Smith SIAM Review, 57(4), 2015 4884f02bc6aSBarry Smith 489f6dfbefdSBarry Smith .seealso: `SNESCreate()`, `SNES`, `SNESSetType()`, `SNESType`, `SNESANDERSON`, `SNESNGMRESSetSelectType()`, `SNESNGMRESSetRestartType()`, 490ceaaa498SBarry Smith `SNESNGMRESSetRestartFmRise()`, `SNESNGMRESSelectType`, ``SNESNGMRESRestartType` 491dfbf837cSBarry Smith M*/ 492a312c225SMatthew G Knepley 493d71ae5a4SJacob Faibussowitsch PETSC_EXTERN PetscErrorCode SNESCreate_NGMRES(SNES snes) 494d71ae5a4SJacob Faibussowitsch { 495a312c225SMatthew G Knepley SNES_NGMRES *ngmres; 496d8d34be6SBarry Smith SNESLineSearch linesearch; 497a312c225SMatthew G Knepley 498a312c225SMatthew G Knepley PetscFunctionBegin; 499a312c225SMatthew G Knepley snes->ops->destroy = SNESDestroy_NGMRES; 500a312c225SMatthew G Knepley snes->ops->setup = SNESSetUp_NGMRES; 501a312c225SMatthew G Knepley snes->ops->setfromoptions = SNESSetFromOptions_NGMRES; 502a312c225SMatthew G Knepley snes->ops->view = SNESView_NGMRES; 503a312c225SMatthew G Knepley snes->ops->solve = SNESSolve_NGMRES; 504a312c225SMatthew G Knepley snes->ops->reset = SNESReset_NGMRES; 505a312c225SMatthew G Knepley 506efd4aadfSBarry Smith snes->usesnpc = PETSC_TRUE; 5072c155ee1SBarry Smith snes->usesksp = PETSC_FALSE; 508efd4aadfSBarry Smith snes->npcside = PC_RIGHT; 5092c155ee1SBarry Smith 5104fc747eaSLawrence Mitchell snes->alwayscomputesfinalresidual = PETSC_TRUE; 5114fc747eaSLawrence Mitchell 5124dfa11a4SJacob Faibussowitsch PetscCall(PetscNew(&ngmres)); 513a312c225SMatthew G Knepley snes->data = (void *)ngmres; 514d2e16ddcSPeter Brune ngmres->msize = 30; 51519653cdaSPeter Brune 51688976e71SPeter Brune if (!snes->tolerancesset) { 5170e444f03SPeter Brune snes->max_funcs = 30000; 5180e444f03SPeter Brune snes->max_its = 10000; 51988976e71SPeter Brune } 5200e444f03SPeter Brune 52138774f0aSPeter Brune ngmres->candidate = PETSC_FALSE; 522d2e16ddcSPeter Brune 5239566063dSJacob Faibussowitsch PetscCall(SNESGetLineSearch(snes, &linesearch)); 52448a46eb9SPierre Jolivet if (!((PetscObject)linesearch)->type_name) PetscCall(SNESLineSearchSetType(linesearch, SNESLINESEARCHBASIC)); 525d8d34be6SBarry Smith 5260298fd71SBarry Smith ngmres->additive_linesearch = NULL; 527077c4231SPeter Brune ngmres->approxfunc = PETSC_FALSE; 52828ed4a04SPeter Brune ngmres->restart_it = 2; 52913a62661SPeter Brune ngmres->restart_periodic = 30; 530f109b39eSPeter Brune ngmres->gammaA = 2.0; 531f109b39eSPeter Brune ngmres->gammaC = 2.0; 532cac108bcSPeter Brune ngmres->deltaB = 0.9; 533cac108bcSPeter Brune ngmres->epsilonB = 0.1; 53423b3e82cSAsbjørn Nilsen Riseth ngmres->restart_fm_rise = PETSC_FALSE; 535e7058c64SPeter Brune 53613a62661SPeter Brune ngmres->restart_type = SNES_NGMRES_RESTART_DIFFERENCE; 53713a62661SPeter Brune ngmres->select_type = SNES_NGMRES_SELECT_DIFFERENCE; 53813a62661SPeter Brune 5399566063dSJacob Faibussowitsch PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNGMRESSetSelectType_C", SNESNGMRESSetSelectType_NGMRES)); 5409566063dSJacob Faibussowitsch PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNGMRESSetRestartType_C", SNESNGMRESSetRestartType_NGMRES)); 5419566063dSJacob Faibussowitsch PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNGMRESSetRestartFmRise_C", SNESNGMRESSetRestartFmRise_NGMRES)); 5429566063dSJacob Faibussowitsch PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNGMRESGetRestartFmRise_C", SNESNGMRESGetRestartFmRise_NGMRES)); 5433ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 544a312c225SMatthew G Knepley } 545