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; 5178440776SJed Brown ierr = SNESDefaultGetWork(snes,5);CHKERRQ(ierr); 5278440776SJed Brown if (!ngmres->Xdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Xdot);CHKERRQ(ierr);} 5378440776SJed Brown if (!ngmres->Fdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Fdot);CHKERRQ(ierr);} 5478440776SJed Brown if (!ngmres->setup_called) { 55087dfb9eSxuemin msize = ngmres->msize; /* restart size */ 5619653cdaSPeter Brune hsize = msize * msize; 57087dfb9eSxuemin 5898b3e84cSPeter Brune /* explicit least squares minimization solve */ 5919653cdaSPeter Brune ierr = PetscMalloc5(hsize,PetscScalar,&ngmres->h, 6019653cdaSPeter Brune msize,PetscScalar,&ngmres->beta, 6119653cdaSPeter Brune msize,PetscScalar,&ngmres->xi, 62f109b39eSPeter Brune msize,PetscReal, &ngmres->fnorms, 6319653cdaSPeter Brune hsize,PetscScalar,&ngmres->q);CHKERRQ(ierr); 6418aa0c0cSPeter Brune if (ngmres->singlereduction) { 6518aa0c0cSPeter Brune ierr = PetscMalloc(msize*sizeof(PetscReal),&ngmres->xnorms);CHKERRQ(ierr); 6618aa0c0cSPeter Brune } 6719653cdaSPeter Brune ngmres->nrhs = 1; 6819653cdaSPeter Brune ngmres->lda = msize; 6919653cdaSPeter Brune ngmres->ldb = msize; 7019653cdaSPeter Brune ierr = PetscMalloc(msize*sizeof(PetscScalar),&ngmres->s);CHKERRQ(ierr); 7119653cdaSPeter Brune ierr = PetscMemzero(ngmres->h, hsize*sizeof(PetscScalar));CHKERRQ(ierr); 7219653cdaSPeter Brune ierr = PetscMemzero(ngmres->q, hsize*sizeof(PetscScalar));CHKERRQ(ierr); 7319653cdaSPeter Brune ierr = PetscMemzero(ngmres->xi, msize*sizeof(PetscScalar));CHKERRQ(ierr); 7419653cdaSPeter Brune ierr = PetscMemzero(ngmres->beta,msize*sizeof(PetscScalar));CHKERRQ(ierr); 7519653cdaSPeter Brune ngmres->lwork = 12*msize; 7619653cdaSPeter Brune #if PETSC_USE_COMPLEX 7722d28d08SBarry Smith ierr = PetscMalloc(sizeof(PetscReal)*ngmres->lwork,&ngmres->rwork);CHKERRQ(ierr); 7819653cdaSPeter Brune #endif 7922d28d08SBarry Smith ierr = PetscMalloc(sizeof(PetscScalar)*ngmres->lwork,&ngmres->work);CHKERRQ(ierr); 8078440776SJed Brown } 81e7058c64SPeter Brune 82e7058c64SPeter Brune /* linesearch setup */ 83e7058c64SPeter Brune ierr = SNESGetOptionsPrefix(snes, &optionsprefix);CHKERRQ(ierr); 84e7058c64SPeter Brune 8513a62661SPeter Brune if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) { 86f1c6b773SPeter Brune ierr = SNESLineSearchCreate(((PetscObject)snes)->comm, &ngmres->additive_linesearch);CHKERRQ(ierr); 87f1c6b773SPeter Brune ierr = SNESLineSearchSetSNES(ngmres->additive_linesearch, snes);CHKERRQ(ierr); 881a4f838cSPeter Brune ierr = SNESLineSearchSetType(ngmres->additive_linesearch, SNESLINESEARCHL2);CHKERRQ(ierr); 89f1c6b773SPeter Brune ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch, "additive_");CHKERRQ(ierr); 90f1c6b773SPeter Brune ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch, optionsprefix);CHKERRQ(ierr); 91f1c6b773SPeter Brune ierr = SNESLineSearchSetFromOptions(ngmres->additive_linesearch);CHKERRQ(ierr); 92e7058c64SPeter Brune } 93e7058c64SPeter Brune 9478440776SJed Brown ngmres->setup_called = PETSC_TRUE; 95a312c225SMatthew G Knepley PetscFunctionReturn(0); 96a312c225SMatthew G Knepley } 97a312c225SMatthew G Knepley 98a312c225SMatthew G Knepley #undef __FUNCT__ 99a312c225SMatthew G Knepley #define __FUNCT__ "SNESSetFromOptions_NGMRES" 100a312c225SMatthew G Knepley PetscErrorCode SNESSetFromOptions_NGMRES(SNES snes) 101a312c225SMatthew G Knepley { 102a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES *) snes->data; 103a312c225SMatthew G Knepley PetscErrorCode ierr; 104dfbf837cSBarry Smith PetscBool debug; 105f1c6b773SPeter Brune SNESLineSearch linesearch; 1060adebc6cSBarry Smith 107a312c225SMatthew G Knepley PetscFunctionBegin; 108a312c225SMatthew G Knepley ierr = PetscOptionsHead("SNES NGMRES options");CHKERRQ(ierr); 10913a62661SPeter Brune ierr = PetscOptionsEnum("-snes_ngmres_select_type","Select type","SNESNGMRESSetSelectType",SNESNGMRESSelectTypes, 11013a62661SPeter Brune (PetscEnum)ngmres->select_type,(PetscEnum*)&ngmres->select_type,PETSC_NULL);CHKERRQ(ierr); 11113a62661SPeter Brune ierr = PetscOptionsEnum("-snes_ngmres_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes, 11213a62661SPeter 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); 1150c777b0cSPeter Brune ierr = PetscOptionsInt("-snes_ngmres_restart", "Iterations before forced restart", "SNES", ngmres->restart_periodic, &ngmres->restart_periodic, PETSC_NULL);CHKERRQ(ierr); 11628ed4a04SPeter Brune ierr = PetscOptionsInt("-snes_ngmres_restart_it","Tolerance iterations before restart","SNES", ngmres->restart_it, &ngmres->restart_it, PETSC_NULL);CHKERRQ(ierr); 117dfbf837cSBarry Smith ierr = PetscOptionsBool("-snes_ngmres_monitor", "Monitor actions of NGMRES", "SNES", ngmres->monitor ? PETSC_TRUE: PETSC_FALSE, &debug, PETSC_NULL);CHKERRQ(ierr); 118dfbf837cSBarry Smith if (debug) { 119dfbf837cSBarry Smith ngmres->monitor = PETSC_VIEWER_STDOUT_(((PetscObject)snes)->comm);CHKERRQ(ierr); 120dfbf837cSBarry Smith } 1216a7cf640SPeter Brune ierr = PetscOptionsReal("-snes_ngmres_gammaA", "Residual selection constant", "SNES", ngmres->gammaA, &ngmres->gammaA, PETSC_NULL);CHKERRQ(ierr); 1226a7cf640SPeter Brune ierr = PetscOptionsReal("-snes_ngmres_gammaC", " Residual restart constant", "SNES", ngmres->gammaC, &ngmres->gammaC, PETSC_NULL);CHKERRQ(ierr); 1236a7cf640SPeter Brune ierr = PetscOptionsReal("-snes_ngmres_epsilonB", "Difference selection constant", "SNES", ngmres->epsilonB, &ngmres->epsilonB, PETSC_NULL);CHKERRQ(ierr); 1246a7cf640SPeter Brune ierr = PetscOptionsReal("-snes_ngmres_deltaB", "Difference residual selection constant", "SNES", ngmres->deltaB, &ngmres->deltaB, PETSC_NULL);CHKERRQ(ierr); 1254d116c7dSPeter Brune ierr = PetscOptionsBool("-snes_ngmres_single_reduction", "Aggregate reductions", "SNES", ngmres->singlereduction, &ngmres->singlereduction, PETSC_NULL);CHKERRQ(ierr); 126a312c225SMatthew G Knepley ierr = PetscOptionsTail();CHKERRQ(ierr); 1276a7cf640SPeter Brune if ((ngmres->gammaA > ngmres->gammaC) && (ngmres->gammaC > 2.)) ngmres->gammaC = ngmres->gammaA; 1289e764e56SPeter Brune 1299e764e56SPeter Brune /* set the default type of the line search if the user hasn't already. */ 1309e764e56SPeter Brune if (!snes->linesearch) { 131f1c6b773SPeter Brune ierr = SNESGetSNESLineSearch(snes, &linesearch);CHKERRQ(ierr); 1321a4f838cSPeter Brune ierr = SNESLineSearchSetType(linesearch, SNESLINESEARCHBASIC);CHKERRQ(ierr); 1339e764e56SPeter Brune } 134a312c225SMatthew G Knepley PetscFunctionReturn(0); 135a312c225SMatthew G Knepley } 136a312c225SMatthew G Knepley 137a312c225SMatthew G Knepley #undef __FUNCT__ 138a312c225SMatthew G Knepley #define __FUNCT__ "SNESView_NGMRES" 139a312c225SMatthew G Knepley PetscErrorCode SNESView_NGMRES(SNES snes, PetscViewer viewer) 140a312c225SMatthew G Knepley { 141a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES *) snes->data; 142a312c225SMatthew G Knepley PetscBool iascii; 143a312c225SMatthew G Knepley PetscErrorCode ierr; 144a312c225SMatthew G Knepley 145a312c225SMatthew G Knepley PetscFunctionBegin; 146251f4c67SDmitry Karpeev ierr = PetscObjectTypeCompare((PetscObject) viewer, PETSCVIEWERASCII, &iascii);CHKERRQ(ierr); 147a312c225SMatthew G Knepley if (iascii) { 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" 157a312c225SMatthew G Knepley PetscErrorCode SNESSolve_NGMRES(SNES snes) 158a312c225SMatthew G Knepley { 159087dfb9eSxuemin SNES_NGMRES *ngmres = (SNES_NGMRES *) snes->data; 16098b3e84cSPeter Brune /* present solution, residual, and preconditioned residual */ 1619f425c49SPeter Brune Vec X, F, B, D, Y; 162f109b39eSPeter Brune 163f109b39eSPeter Brune /* candidate linear combination answers */ 1644b32a720SPeter Brune Vec XA, FA, XM, FM, FPC; 16519653cdaSPeter Brune 16698b3e84cSPeter Brune /* previous iterations to construct the subspace */ 167f109b39eSPeter Brune Vec *Fdot = ngmres->Fdot; 168f109b39eSPeter Brune Vec *Xdot = ngmres->Xdot; 16919653cdaSPeter Brune 17098b3e84cSPeter Brune /* coefficients and RHS to the minimization problem */ 17119653cdaSPeter Brune PetscScalar *beta = ngmres->beta; 17219653cdaSPeter Brune PetscScalar *xi = ngmres->xi; 17318aa0c0cSPeter Brune PetscReal fnorm, fMnorm, fAnorm; 17419653cdaSPeter Brune PetscReal nu; 17519653cdaSPeter Brune PetscScalar alph_total = 0.; 17628ed4a04SPeter Brune PetscInt i, j, k, k_restart, l, ivec, restart_count = 0; 17719653cdaSPeter Brune 17898b3e84cSPeter Brune /* solution selection data */ 17919653cdaSPeter Brune PetscBool selectA, selectRestart; 18074b542b2SMatthew G Knepley PetscReal dnorm, dminnorm = 0.0, dcurnorm; 181d484d688SPeter Brune PetscReal fminnorm,xnorm,ynorm; 18219653cdaSPeter Brune 1831e633543SBarry Smith SNESConvergedReason reason; 1846e733865SPeter Brune PetscBool lssucceed,changed_y,changed_w; 185a312c225SMatthew G Knepley PetscErrorCode ierr; 186a312c225SMatthew G Knepley 187a312c225SMatthew G Knepley PetscFunctionBegin; 18898b3e84cSPeter Brune /* variable initialization */ 189a312c225SMatthew G Knepley snes->reason = SNES_CONVERGED_ITERATING; 190f109b39eSPeter Brune X = snes->vec_sol; 191f109b39eSPeter Brune F = snes->vec_func; 192f109b39eSPeter Brune B = snes->vec_rhs; 193f109b39eSPeter Brune XA = snes->vec_sol_update; 194f109b39eSPeter Brune FA = snes->work[0]; 195f109b39eSPeter Brune D = snes->work[1]; 196f109b39eSPeter Brune 197f109b39eSPeter Brune /* work for the line search */ 198f109b39eSPeter Brune Y = snes->work[2]; 1999f425c49SPeter Brune XM = snes->work[3]; 2009f425c49SPeter Brune FM = snes->work[4]; 201a312c225SMatthew G Knepley 202a312c225SMatthew G Knepley ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 203a312c225SMatthew G Knepley snes->iter = 0; 204a312c225SMatthew G Knepley snes->norm = 0.; 205a312c225SMatthew G Knepley ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 20619653cdaSPeter Brune 20798b3e84cSPeter Brune /* initialization */ 20819653cdaSPeter Brune 20998b3e84cSPeter Brune /* r = F(x) */ 210e4ed7901SPeter Brune if (!snes->vec_func_init_set) { 211f109b39eSPeter Brune ierr = SNESComputeFunction(snes, X, F);CHKERRQ(ierr); 212a312c225SMatthew G Knepley if (snes->domainerror) { 213a312c225SMatthew G Knepley snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 214a312c225SMatthew G Knepley PetscFunctionReturn(0); 215a312c225SMatthew G Knepley } 216e4ed7901SPeter Brune } else { 217e4ed7901SPeter Brune snes->vec_func_init_set = PETSC_FALSE; 218e4ed7901SPeter Brune } 21919653cdaSPeter Brune 220e4ed7901SPeter Brune if (!snes->norm_init_set) { 221f109b39eSPeter Brune ierr = VecNorm(F, NORM_2, &fnorm);CHKERRQ(ierr); 222b707f0f7SPeter Brune if (PetscIsInfOrNanReal(fnorm)) SETERRQ(((PetscObject)snes)->comm, PETSC_ERR_FP, "Infinite or not-a-number generated in function evaluation"); 223e4ed7901SPeter Brune } else { 224e4ed7901SPeter Brune fnorm = snes->norm_init; 225e4ed7901SPeter Brune snes->norm_init_set = PETSC_FALSE; 226e4ed7901SPeter Brune } 227e4ed7901SPeter Brune fminnorm = fnorm; 228e4ed7901SPeter Brune /* nu = (r, r) */ 229e4ed7901SPeter Brune nu = fnorm*fnorm; 23019653cdaSPeter Brune 23198b3e84cSPeter Brune /* q_{00} = nu */ 23219653cdaSPeter Brune Q(0,0) = nu; 233f109b39eSPeter Brune ngmres->fnorms[0] = fnorm; 234f109b39eSPeter Brune /* Fdot[0] = F */ 235f109b39eSPeter Brune ierr = VecCopy(X, Xdot[0]);CHKERRQ(ierr); 236f109b39eSPeter Brune ierr = VecCopy(F, Fdot[0]);CHKERRQ(ierr); 237087dfb9eSxuemin 238a312c225SMatthew G Knepley ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 239f109b39eSPeter Brune snes->norm = fnorm; 240a312c225SMatthew G Knepley ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 241f109b39eSPeter Brune SNESLogConvHistory(snes, fnorm, 0); 242f109b39eSPeter Brune ierr = SNESMonitor(snes, 0, fnorm);CHKERRQ(ierr); 243f109b39eSPeter Brune ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 244a312c225SMatthew G Knepley if (snes->reason) PetscFunctionReturn(0); 245a312c225SMatthew G Knepley 24619653cdaSPeter Brune k_restart = 1; 24719653cdaSPeter Brune l = 1; 24809c08436SPeter Brune for (k=1; k < snes->max_its+1; k++) { 24998b3e84cSPeter Brune /* select which vector of the stored subspace will be updated */ 25098b3e84cSPeter Brune ivec = k_restart % ngmres->msize; /* replace the last used part of the subspace */ 25119653cdaSPeter Brune 25298b3e84cSPeter Brune /* Computation of x^M */ 253c40d0f55SPeter Brune if (snes->pc && snes->pcside == PC_RIGHT) { 2549f425c49SPeter Brune ierr = VecCopy(X, XM);CHKERRQ(ierr); 255e4ed7901SPeter Brune ierr = SNESSetInitialFunction(snes->pc, F);CHKERRQ(ierr); 256e4ed7901SPeter Brune ierr = SNESSetInitialFunctionNorm(snes->pc, fnorm);CHKERRQ(ierr); 25763e7833aSPeter Brune 25863e7833aSPeter Brune ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr); 2599f425c49SPeter Brune ierr = SNESSolve(snes->pc, B, XM);CHKERRQ(ierr); 26063e7833aSPeter Brune ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr); 26163e7833aSPeter Brune 2628cc86e31SPeter Brune ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); 2638cc86e31SPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 2648cc86e31SPeter Brune snes->reason = SNES_DIVERGED_INNER; 2658cc86e31SPeter Brune PetscFunctionReturn(0); 2668cc86e31SPeter Brune } 2674b32a720SPeter Brune ierr = SNESGetFunction(snes->pc, &FPC, PETSC_NULL, PETSC_NULL);CHKERRQ(ierr); 2684b32a720SPeter Brune ierr = VecCopy(FPC, FM);CHKERRQ(ierr); 2694b32a720SPeter Brune ierr = SNESGetFunctionNorm(snes->pc, &fMnorm);CHKERRQ(ierr); 2708cc86e31SPeter Brune } else { 271f109b39eSPeter Brune /* no preconditioner -- just take gradient descent with line search */ 272f109b39eSPeter Brune ierr = VecCopy(F, Y);CHKERRQ(ierr); 273e7058c64SPeter Brune ierr = VecCopy(F, FM);CHKERRQ(ierr); 274e7058c64SPeter Brune ierr = VecCopy(X, XM);CHKERRQ(ierr); 275e7058c64SPeter Brune fMnorm = fnorm; 276f1c6b773SPeter Brune ierr = SNESLineSearchApply(snes->linesearch,XM,FM,&fMnorm,Y);CHKERRQ(ierr); 277f1c6b773SPeter Brune ierr = SNESLineSearchGetSuccess(snes->linesearch, &lssucceed);CHKERRQ(ierr); 278f109b39eSPeter Brune if (!lssucceed) { 279f109b39eSPeter Brune if (++snes->numFailures >= snes->maxFailures) { 280f109b39eSPeter Brune snes->reason = SNES_DIVERGED_LINE_SEARCH; 281f109b39eSPeter Brune PetscFunctionReturn(0); 282f109b39eSPeter Brune } 283f109b39eSPeter Brune } 2846634f59bSPeter Brune } 2851e633543SBarry Smith 28698b3e84cSPeter Brune /* r = F(x) */ 2879f425c49SPeter Brune nu = fMnorm*fMnorm; 2889f425c49SPeter Brune if (fminnorm > fMnorm) fminnorm = fMnorm; /* the minimum norm is now of F^M */ 28919653cdaSPeter Brune 29098b3e84cSPeter Brune /* construct the right hand side and xi factors */ 2918c09b6b7SPeter Brune ierr = VecMDot(FM, l, Fdot, xi);CHKERRQ(ierr); 2928c09b6b7SPeter Brune 29319653cdaSPeter Brune for (i = 0; i < l; i++) { 29419653cdaSPeter Brune beta[i] = nu - xi[i]; 29519653cdaSPeter Brune } 29619653cdaSPeter Brune 29798b3e84cSPeter Brune /* construct h */ 29819653cdaSPeter Brune for (j = 0; j < l; j++) { 29919653cdaSPeter Brune for (i = 0; i < l; i++) { 30019653cdaSPeter Brune H(i, j) = Q(i, j) - xi[i] - xi[j] + nu; 30119653cdaSPeter Brune } 30219653cdaSPeter Brune } 303f109b39eSPeter Brune 304f109b39eSPeter Brune if (l == 1) { 305f109b39eSPeter Brune /* simply set alpha[0] = beta[0] / H[0, 0] */ 306bf08dd53SPeter Brune if (H(0, 0) != 0.) { 307f109b39eSPeter Brune beta[0] = beta[0] / H(0, 0); 308f109b39eSPeter Brune } else { 309bf08dd53SPeter Brune beta[0] = 0.; 310bf08dd53SPeter Brune } 311bf08dd53SPeter Brune } else { 312519f805aSKarl Rupp #if defined(PETSC_MISSING_LAPACK_GELSS) 313b707f0f7SPeter Brune SETERRQ(((PetscObject)snes)->comm, PETSC_ERR_SUP, "NGMRES with LS requires the LAPACK GELSS routine."); 3144a0c5b0cSMatthew G Knepley #else 315c5df96a5SBarry Smith ierr = PetscBLASIntCast(l,&ngmres->m);CHKERRQ(ierr); 316c5df96a5SBarry Smith ierr = PetscBLASIntCast(l,&ngmres->n);CHKERRQ(ierr); 317c5df96a5SBarry Smith ngmres->info = 0; 31819653cdaSPeter Brune ngmres->rcond = -1.; 3198e57ea43SSatish Balay ierr = PetscFPTrapPush(PETSC_FP_TRAP_OFF);CHKERRQ(ierr); 320519f805aSKarl Rupp #if defined(PETSC_USE_COMPLEX) 321c5df96a5SBarry Smith LAPACKgelss_(&ngmres->m,&ngmres->n,&ngmres->nrhs,ngmres->h,&ngmres->lda,ngmres->beta,&ngmres->ldb,ngmres->s,&ngmres->rcond, 322c5df96a5SBarry Smith &ngmres->rank,ngmres->work,&ngmres->lwork,ngmres->rwork,&ngmres->info); 32319653cdaSPeter Brune #else 324c5df96a5SBarry Smith LAPACKgelss_(&ngmres->m,&ngmres->n,&ngmres->nrhs,ngmres->h,&ngmres->lda,ngmres->beta,&ngmres->ldb,ngmres->s,&ngmres->rcond, 325c5df96a5SBarry Smith &ngmres->rank,ngmres->work,&ngmres->lwork,&ngmres->info); 32619653cdaSPeter Brune #endif 3278e57ea43SSatish Balay ierr = PetscFPTrapPop();CHKERRQ(ierr); 328b707f0f7SPeter Brune if (ngmres->info < 0) SETERRQ(((PetscObject)snes)->comm,PETSC_ERR_LIB,"Bad argument to GELSS"); 329b707f0f7SPeter Brune if (ngmres->info > 0) SETERRQ(((PetscObject)snes)->comm,PETSC_ERR_LIB,"SVD failed to converge"); 330a312c225SMatthew G Knepley #endif 331f109b39eSPeter Brune } 332a312c225SMatthew G Knepley 333b707f0f7SPeter Brune for (i=0;i<l;i++) { 334f23aa3ddSBarry Smith if (PetscIsInfOrNanScalar(beta[i])) SETERRQ(((PetscObject)snes)->comm,PETSC_ERR_LIB,"SVD generated inconsistent output: NaN or Inf"); 335b707f0f7SPeter Brune } 336b707f0f7SPeter Brune 33719653cdaSPeter Brune alph_total = 0.; 33819653cdaSPeter Brune for (i = 0; i < l; i++) { 33919653cdaSPeter Brune alph_total += beta[i]; 340c0bbabecSxuemin } 341f109b39eSPeter Brune 3429f425c49SPeter Brune ierr = VecCopy(XM, XA);CHKERRQ(ierr); 343f109b39eSPeter Brune ierr = VecScale(XA, 1. - alph_total);CHKERRQ(ierr); 344087dfb9eSxuemin 3458c09b6b7SPeter Brune ierr = VecMAXPY(XA, l, beta, Xdot);CHKERRQ(ierr); 3466e733865SPeter Brune 3476e733865SPeter Brune /* check the validity of the step */ 348f89ba88eSPeter Brune ierr = VecCopy(XA,Y);CHKERRQ(ierr); 3496e733865SPeter Brune ierr = VecAXPY(Y,-1.0,X);CHKERRQ(ierr); 3506e733865SPeter Brune ierr = SNESLineSearchPostCheck(snes->linesearch,X,Y,XA,&changed_y,&changed_w);CHKERRQ(ierr); 351f109b39eSPeter Brune ierr = SNESComputeFunction(snes, XA, FA);CHKERRQ(ierr); 35219653cdaSPeter Brune 3539f425c49SPeter Brune /* differences for selection and restart */ 35413a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) { 35518aa0c0cSPeter Brune if (ngmres->singlereduction) { 35618aa0c0cSPeter Brune dminnorm = -1.0; 357f109b39eSPeter Brune ierr=VecCopy(XA, D);CHKERRQ(ierr); 35818aa0c0cSPeter Brune ierr=VecAXPY(D, -1.0, XM);CHKERRQ(ierr); 35918aa0c0cSPeter Brune for (i=0;i<l;i++) { 36018aa0c0cSPeter Brune ierr=VecAXPY(Xdot[i],-1.0,XA);CHKERRQ(ierr); 36118aa0c0cSPeter Brune } 36218aa0c0cSPeter Brune ierr = VecNormBegin(FA, NORM_2, &fAnorm);CHKERRQ(ierr); 36318aa0c0cSPeter Brune ierr = VecNormBegin(D, NORM_2, &dnorm);CHKERRQ(ierr); 36418aa0c0cSPeter Brune for (i=0;i<l;i++) { 36518aa0c0cSPeter Brune ierr = VecNormBegin(Xdot[i], NORM_2, &ngmres->xnorms[i]);CHKERRQ(ierr); 36618aa0c0cSPeter Brune } 36718aa0c0cSPeter Brune ierr = VecNormEnd(FA, NORM_2, &fAnorm);CHKERRQ(ierr); 36818aa0c0cSPeter Brune ierr = VecNormEnd(D, NORM_2, &dnorm);CHKERRQ(ierr); 36918aa0c0cSPeter Brune for (i=0;i<l;i++) { 37018aa0c0cSPeter Brune ierr = VecNormEnd(Xdot[i], NORM_2, &ngmres->xnorms[i]);CHKERRQ(ierr); 37118aa0c0cSPeter Brune } 37218aa0c0cSPeter Brune for (i=0;i<l;i++) { 37318aa0c0cSPeter Brune dcurnorm = ngmres->xnorms[i]; 37418aa0c0cSPeter Brune if ((dcurnorm < dminnorm) || (dminnorm < 0.0)) dminnorm = dcurnorm; 37518aa0c0cSPeter Brune ierr=VecAXPY(Xdot[i],1.0,XA);CHKERRQ(ierr); 37618aa0c0cSPeter Brune } 37718aa0c0cSPeter Brune } else { 37818aa0c0cSPeter Brune ierr=VecCopy(XA, D);CHKERRQ(ierr); 37918aa0c0cSPeter Brune ierr=VecAXPY(D, -1.0, XM);CHKERRQ(ierr); 38018aa0c0cSPeter Brune ierr=VecNormBegin(D, NORM_2, &dnorm);CHKERRQ(ierr); 38118aa0c0cSPeter Brune ierr=VecNormBegin(FA, NORM_2, &fAnorm);CHKERRQ(ierr); 38218aa0c0cSPeter Brune ierr=VecNormEnd(D, NORM_2, &dnorm);CHKERRQ(ierr); 38318aa0c0cSPeter Brune ierr=VecNormEnd(FA, NORM_2, &fAnorm);CHKERRQ(ierr); 384f109b39eSPeter Brune dminnorm = -1.0; 38519653cdaSPeter Brune for (i=0;i<l;i++) { 386f109b39eSPeter Brune ierr=VecCopy(XA, D);CHKERRQ(ierr); 387f109b39eSPeter Brune ierr=VecAXPY(D, -1.0, Xdot[i]);CHKERRQ(ierr); 388f109b39eSPeter Brune ierr=VecNorm(D, NORM_2, &dcurnorm);CHKERRQ(ierr); 389f109b39eSPeter Brune if ((dcurnorm < dminnorm) || (dminnorm < 0.0)) dminnorm = dcurnorm; 39019653cdaSPeter Brune } 39118aa0c0cSPeter Brune } 39213a62661SPeter Brune } else { 39313a62661SPeter Brune ierr = VecNorm(FA, NORM_2, &fAnorm);CHKERRQ(ierr); 39413a62661SPeter Brune } 395b707f0f7SPeter Brune if (PetscIsInfOrNanReal(fAnorm)) SETERRQ(((PetscObject)snes)->comm, PETSC_ERR_FP, "Infinite or not-a-number generated in function evaluation"); 3969f425c49SPeter Brune /* combination (additive) or selection (multiplicative) of the N-GMRES solution */ 39713a62661SPeter Brune if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) { 3989f425c49SPeter Brune /* X = X + \lambda(XA - X) */ 3999f425c49SPeter Brune if (ngmres->monitor) { 4009f425c49SPeter Brune ierr = PetscViewerASCIIPrintf(ngmres->monitor, "||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fMnorm);CHKERRQ(ierr); 4019f425c49SPeter Brune } 40213a62661SPeter Brune ierr = VecCopy(FM, F);CHKERRQ(ierr); 40313a62661SPeter Brune ierr = VecCopy(XM, X);CHKERRQ(ierr); 4049f425c49SPeter Brune ierr = VecCopy(XA, Y);CHKERRQ(ierr); 405eb1825c3SPeter Brune ierr = VecAYPX(Y, -1.0, X);CHKERRQ(ierr); 406d484d688SPeter Brune fnorm = fMnorm; 407f1c6b773SPeter Brune ierr = SNESLineSearchApply(ngmres->additive_linesearch,X,F,&fnorm,Y);CHKERRQ(ierr); 408f1c6b773SPeter Brune ierr = SNESLineSearchGetSuccess(ngmres->additive_linesearch, &lssucceed);CHKERRQ(ierr); 4099f425c49SPeter Brune if (!lssucceed) { 4109f425c49SPeter Brune if (++snes->numFailures >= snes->maxFailures) { 4119f425c49SPeter Brune snes->reason = SNES_DIVERGED_LINE_SEARCH; 4129f425c49SPeter Brune PetscFunctionReturn(0); 4139f425c49SPeter Brune } 4149f425c49SPeter Brune } 4159f425c49SPeter Brune if (ngmres->monitor) { 4169f425c49SPeter Brune ierr = PetscViewerASCIIPrintf(ngmres->monitor, "Additive solution: ||F||_2 = %e\n", fnorm);CHKERRQ(ierr); 4179f425c49SPeter Brune } 41813a62661SPeter Brune } else if (ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) { 4199f425c49SPeter Brune selectA = PETSC_TRUE; 4209f425c49SPeter Brune /* Conditions for choosing the accelerated answer */ 4219f425c49SPeter Brune /* Criterion A -- the norm of the function isn't increased above the minimum by too much */ 4229f425c49SPeter Brune if (fAnorm >= ngmres->gammaA*fminnorm) { 4239f425c49SPeter Brune selectA = PETSC_FALSE; 4249f425c49SPeter Brune } 4259f425c49SPeter Brune /* Criterion B -- the choice of x^A isn't too close to some other choice */ 426cf22de31SPeter Brune if (ngmres->epsilonB*dnorm<dminnorm || PetscSqrtReal(fnorm)<ngmres->deltaB*PetscSqrtReal(fminnorm)) { 42719653cdaSPeter Brune } else { 42819653cdaSPeter Brune selectA=PETSC_FALSE; 42919653cdaSPeter Brune } 43019653cdaSPeter Brune if (selectA) { 431dfbf837cSBarry Smith if (ngmres->monitor) { 4329e764e56SPeter Brune ierr = PetscViewerASCIIPrintf(ngmres->monitor, "picked X_A, ||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fMnorm);CHKERRQ(ierr); 433dfbf837cSBarry Smith } 43498b3e84cSPeter Brune /* copy it over */ 435f109b39eSPeter Brune fnorm = fAnorm; 436f109b39eSPeter Brune nu = fnorm*fnorm; 437f109b39eSPeter Brune ierr = VecCopy(FA, F);CHKERRQ(ierr); 438f109b39eSPeter Brune ierr = VecCopy(XA, X);CHKERRQ(ierr); 43919653cdaSPeter Brune } else { 440dfbf837cSBarry Smith if (ngmres->monitor) { 4415b0d26cfSPeter Brune ierr = PetscViewerASCIIPrintf(ngmres->monitor, "picked X_M, ||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fMnorm);CHKERRQ(ierr); 442dfbf837cSBarry Smith } 4439f425c49SPeter Brune fnorm = fMnorm; 4449f425c49SPeter Brune nu = fnorm*fnorm; 445d484d688SPeter Brune ierr = VecCopy(XM, Y);CHKERRQ(ierr); 446d484d688SPeter Brune ierr = VecAXPY(Y,-1.0,X);CHKERRQ(ierr); 4479f425c49SPeter Brune ierr = VecCopy(FM, F);CHKERRQ(ierr); 4489f425c49SPeter Brune ierr = VecCopy(XM, X);CHKERRQ(ierr); 4499f425c49SPeter Brune } 45013a62661SPeter Brune } else { /* none */ 45113a62661SPeter Brune fnorm = fAnorm; 45213a62661SPeter Brune nu = fnorm*fnorm; 45313a62661SPeter Brune ierr = VecCopy(FA, F);CHKERRQ(ierr); 45413a62661SPeter Brune ierr = VecCopy(XA, X);CHKERRQ(ierr); 45519653cdaSPeter Brune } 456211b2d39SPeter Brune 45719653cdaSPeter Brune selectRestart = PETSC_FALSE; 45813a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) { 45998b3e84cSPeter Brune /* difference stagnation restart */ 460cf22de31SPeter Brune if ((ngmres->epsilonB*dnorm > dminnorm) && (PetscSqrtReal(fAnorm) > ngmres->deltaB*PetscSqrtReal(fminnorm))) { 461dfbf837cSBarry Smith if (ngmres->monitor) { 462f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(ngmres->monitor, "difference restart: %e > %e\n", ngmres->epsilonB*dnorm, dminnorm);CHKERRQ(ierr); 463dfbf837cSBarry Smith } 46419653cdaSPeter Brune selectRestart = PETSC_TRUE; 46519653cdaSPeter Brune } 46698b3e84cSPeter Brune /* residual stagnation restart */ 467cf22de31SPeter Brune if (PetscSqrtReal(fAnorm) > ngmres->gammaC*PetscSqrtReal(fminnorm)) { 468dfbf837cSBarry Smith if (ngmres->monitor) { 469cf22de31SPeter Brune ierr = PetscViewerASCIIPrintf(ngmres->monitor, "residual restart: %e > %e\n", PetscSqrtReal(fAnorm), ngmres->gammaC*PetscSqrtReal(fminnorm));CHKERRQ(ierr); 470dfbf837cSBarry Smith } 47119653cdaSPeter Brune selectRestart = PETSC_TRUE; 47219653cdaSPeter Brune } 47328ed4a04SPeter Brune /* if the restart conditions persist for more than restart_it iterations, restart. */ 47419653cdaSPeter Brune if (selectRestart) { 47528ed4a04SPeter Brune restart_count++; 47628ed4a04SPeter Brune } else { 47728ed4a04SPeter Brune restart_count = 0; 47828ed4a04SPeter Brune } 47913a62661SPeter Brune } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) { 48013a62661SPeter Brune if (k_restart > ngmres->restart_periodic) { 48113a62661SPeter Brune if (ngmres->monitor) ierr = PetscViewerASCIIPrintf(ngmres->monitor, "periodic restart after %D iterations\n", k_restart);CHKERRQ(ierr); 48213a62661SPeter Brune restart_count = ngmres->restart_it; 48313a62661SPeter Brune } 48413a62661SPeter Brune } 48528ed4a04SPeter Brune /* restart after restart conditions have persisted for a fixed number of iterations */ 48628ed4a04SPeter Brune if (restart_count >= ngmres->restart_it) { 487dfbf837cSBarry Smith if (ngmres->monitor) { 488dfbf837cSBarry Smith ierr = PetscViewerASCIIPrintf(ngmres->monitor, "Restarted at iteration %d\n", k_restart);CHKERRQ(ierr); 489dfbf837cSBarry Smith } 49028ed4a04SPeter Brune restart_count = 0; 49119653cdaSPeter Brune k_restart = 1; 49219653cdaSPeter Brune l = 1; 49398b3e84cSPeter Brune /* q_{00} = nu */ 494d2e16ddcSPeter Brune if (ngmres->anderson) { 495d2e16ddcSPeter Brune ngmres->fnorms[0] = fMnorm; 496d2e16ddcSPeter Brune nu = fMnorm*fMnorm; 497d2e16ddcSPeter Brune Q(0,0) = nu; 498d2e16ddcSPeter Brune /* Fdot[0] = F */ 499d2e16ddcSPeter Brune ierr = VecCopy(XM, Xdot[0]);CHKERRQ(ierr); 500d2e16ddcSPeter Brune ierr = VecCopy(FM, Fdot[0]);CHKERRQ(ierr); 501d2e16ddcSPeter Brune } else { 502f109b39eSPeter Brune ngmres->fnorms[0] = fnorm; 503f109b39eSPeter Brune nu = fnorm*fnorm; 50419653cdaSPeter Brune Q(0,0) = nu; 505f109b39eSPeter Brune /* Fdot[0] = F */ 506f109b39eSPeter Brune ierr = VecCopy(X, Xdot[0]);CHKERRQ(ierr); 507f109b39eSPeter Brune ierr = VecCopy(F, Fdot[0]);CHKERRQ(ierr); 508d2e16ddcSPeter Brune } 50919653cdaSPeter Brune } else { 51098b3e84cSPeter Brune /* select the current size of the subspace */ 5111e633543SBarry Smith if (l < ngmres->msize) l++; 51219653cdaSPeter Brune k_restart++; 51398b3e84cSPeter Brune /* place the current entry in the list of previous entries */ 514d2e16ddcSPeter Brune if (ngmres->anderson) { 515d2e16ddcSPeter Brune ierr = VecCopy(FM, Fdot[ivec]);CHKERRQ(ierr); 516d2e16ddcSPeter Brune ierr = VecCopy(XM, Xdot[ivec]);CHKERRQ(ierr); 517d2e16ddcSPeter Brune ngmres->fnorms[ivec] = fMnorm; 518d2e16ddcSPeter Brune if (fminnorm > fMnorm) fminnorm = fMnorm; /* the minimum norm is now of FM */ 51918aa0c0cSPeter Brune xi[ivec] = fMnorm*fMnorm; 520d2e16ddcSPeter Brune for (i = 0; i < l; i++) { 52118aa0c0cSPeter Brune Q(i, ivec) = xi[i]; 52218aa0c0cSPeter Brune Q(ivec, i) = xi[i]; 523d2e16ddcSPeter Brune } 524d2e16ddcSPeter Brune } else { 525f109b39eSPeter Brune ierr = VecCopy(F, Fdot[ivec]);CHKERRQ(ierr); 526f109b39eSPeter Brune ierr = VecCopy(X, Xdot[ivec]);CHKERRQ(ierr); 527f109b39eSPeter Brune ngmres->fnorms[ivec] = fnorm; 528d2e16ddcSPeter Brune if (fminnorm > fnorm) fminnorm = fnorm; /* the minimum norm is now of FA */ 52918aa0c0cSPeter Brune ierr = VecMDot(F, l, Fdot, xi);CHKERRQ(ierr); 53019653cdaSPeter Brune for (i = 0; i < l; i++) { 53118aa0c0cSPeter Brune Q(i, ivec) = xi[i]; 53218aa0c0cSPeter Brune Q(ivec, i) = xi[i]; 53319653cdaSPeter Brune } 53419653cdaSPeter Brune } 535d2e16ddcSPeter Brune } 53619653cdaSPeter Brune 5378409ca45SMatthew G Knepley ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 538087dfb9eSxuemin snes->iter = k; 539f109b39eSPeter Brune snes->norm = fnorm; 5408409ca45SMatthew G Knepley ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 5418409ca45SMatthew G Knepley SNESLogConvHistory(snes, snes->norm, snes->iter); 5428409ca45SMatthew G Knepley ierr = SNESMonitor(snes, snes->iter, snes->norm);CHKERRQ(ierr); 543d484d688SPeter Brune ierr = VecNormBegin(Y,NORM_2,&ynorm);CHKERRQ(ierr); 544d484d688SPeter Brune ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr); 545d484d688SPeter Brune ierr = VecNormEnd(Y,NORM_2,&ynorm);CHKERRQ(ierr); 546d484d688SPeter Brune ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr); 547d484d688SPeter Brune ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 548087dfb9eSxuemin if (snes->reason) PetscFunctionReturn(0); 549a312c225SMatthew G Knepley } 550a312c225SMatthew G Knepley snes->reason = SNES_DIVERGED_MAX_IT; 551a312c225SMatthew G Knepley PetscFunctionReturn(0); 552a312c225SMatthew G Knepley } 553a312c225SMatthew G Knepley 55413a62661SPeter Brune #undef __FUNCT__ 55513a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType" 55613a62661SPeter Brune /*@ 55713a62661SPeter Brune SNESNGMRESSetRestartType - Sets the restart type for SNESNGMRES. 55813a62661SPeter Brune 55913a62661SPeter Brune Logically Collective on SNES 56013a62661SPeter Brune 56113a62661SPeter Brune Input Parameters: 56213a62661SPeter Brune + snes - the iterative context 56313a62661SPeter Brune - rtype - restart type 56413a62661SPeter Brune 56513a62661SPeter Brune Options Database: 56613a62661SPeter Brune + -snes_ngmres_restart_type<difference,periodic,none> - set the restart type 5670c777b0cSPeter Brune - -snes_ngmres_restart[30] - sets the number of iterations before restart for periodic 56813a62661SPeter Brune 56913a62661SPeter Brune Level: intermediate 57013a62661SPeter Brune 57113a62661SPeter Brune SNESNGMRESRestartTypes: 57213a62661SPeter Brune + SNES_NGMRES_RESTART_NONE - never restart 57313a62661SPeter Brune . SNES_NGMRES_RESTART_DIFFERENCE - restart based upon difference criteria 57413a62661SPeter Brune - SNES_NGMRES_RESTART_PERIODIC - restart after a fixed number of iterations 57513a62661SPeter Brune 57613a62661SPeter Brune Notes: 57713a62661SPeter Brune The default line search used is the L2 line search and it requires two additional function evaluations. 57813a62661SPeter Brune 57913a62661SPeter Brune .keywords: SNES, SNESNGMRES, restart, type, set SNESLineSearch 58013a62661SPeter Brune @*/ 5810adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType(SNES snes, SNESNGMRESRestartType rtype) 5820adebc6cSBarry Smith { 58313a62661SPeter Brune PetscErrorCode ierr; 584*5fd66863SKarl Rupp 58513a62661SPeter Brune PetscFunctionBegin; 58613a62661SPeter Brune PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 58713a62661SPeter Brune ierr = PetscTryMethod(snes,"SNESNGMRESSetRestartType_C",(SNES,SNESNGMRESRestartType),(snes,rtype));CHKERRQ(ierr); 58813a62661SPeter Brune PetscFunctionReturn(0); 58913a62661SPeter Brune } 59013a62661SPeter Brune 59113a62661SPeter Brune #undef __FUNCT__ 59213a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType" 59313a62661SPeter Brune /*@ 59413a62661SPeter Brune SNESNGMRESSetSelectType - Sets the selection type for SNESNGMRES. This determines how the candidate solution and 59513a62661SPeter Brune combined solution are used to create the next iterate. 59613a62661SPeter Brune 59713a62661SPeter Brune Logically Collective on SNES 59813a62661SPeter Brune 59913a62661SPeter Brune Input Parameters: 60013a62661SPeter Brune + snes - the iterative context 60113a62661SPeter Brune - stype - selection type 60213a62661SPeter Brune 60313a62661SPeter Brune Options Database: 60413a62661SPeter Brune . -snes_ngmres_select_type<difference,none,linesearch> 60513a62661SPeter Brune 60613a62661SPeter Brune Level: intermediate 60713a62661SPeter Brune 60813a62661SPeter Brune SNESNGMRESSelectTypes: 60913a62661SPeter Brune + SNES_NGMRES_SELECT_NONE - choose the combined solution all the time 61013a62661SPeter Brune . SNES_NGMRES_SELECT_DIFFERENCE - choose based upon the selection criteria 61113a62661SPeter Brune - SNES_NGMRES_SELECT_LINESEARCH - choose based upon line search combination 61213a62661SPeter Brune 61313a62661SPeter Brune Notes: 61413a62661SPeter Brune The default line search used is the L2 line search and it requires two additional function evaluations. 61513a62661SPeter Brune 61613a62661SPeter Brune .keywords: SNES, SNESNGMRES, selection, type, set SNESLineSearch 61713a62661SPeter Brune @*/ 6180adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType(SNES snes, SNESNGMRESSelectType stype) 6190adebc6cSBarry Smith { 62013a62661SPeter Brune PetscErrorCode ierr; 621*5fd66863SKarl Rupp 62213a62661SPeter Brune PetscFunctionBegin; 62313a62661SPeter Brune PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 62413a62661SPeter Brune ierr = PetscTryMethod(snes,"SNESNGMRESSetSelectType_C",(SNES,SNESNGMRESSelectType),(snes,stype));CHKERRQ(ierr); 62513a62661SPeter Brune PetscFunctionReturn(0); 62613a62661SPeter Brune } 62713a62661SPeter Brune 62813a62661SPeter Brune EXTERN_C_BEGIN 62913a62661SPeter Brune #undef __FUNCT__ 63013a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType_NGMRES" 6310adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes, SNESNGMRESSelectType stype) 6320adebc6cSBarry Smith { 63313a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 634*5fd66863SKarl Rupp 63513a62661SPeter Brune PetscFunctionBegin; 63613a62661SPeter Brune ngmres->select_type = stype; 63713a62661SPeter Brune PetscFunctionReturn(0); 63813a62661SPeter Brune } 63913a62661SPeter Brune 64013a62661SPeter Brune #undef __FUNCT__ 64113a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType_NGMRES" 6420adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes, SNESNGMRESRestartType rtype) 6430adebc6cSBarry Smith { 64413a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 645*5fd66863SKarl Rupp 64613a62661SPeter Brune PetscFunctionBegin; 64713a62661SPeter Brune ngmres->restart_type = rtype; 64813a62661SPeter Brune PetscFunctionReturn(0); 64913a62661SPeter Brune } 65013a62661SPeter Brune EXTERN_C_END 65113a62661SPeter Brune 652dfbf837cSBarry Smith /*MC 6531867fe5bSPeter Brune SNESNGMRES - The Nonlinear Generalized Minimum Residual method. 654a312c225SMatthew G Knepley 655dfbf837cSBarry Smith Level: beginner 656dfbf837cSBarry Smith 6571867fe5bSPeter Brune Options Database: 65813a62661SPeter Brune + -snes_ngmres_select_type<difference,none,linesearch> - choose the select between candidate and combined solution 65913a62661SPeter Brune + -snes_ngmres_restart_type<difference,none,periodic> - choose the restart conditions 66013a62661SPeter Brune . -snes_ngmres_anderson - Use Anderson mixing NGMRES variant which combines candidate solutions instead of actual solutions 66113a62661SPeter Brune . -snes_ngmres_m - Number of stored previous solutions and residuals 66213a62661SPeter Brune . -snes_ngmres_restart_it - Number of iterations the restart conditions hold before restart 66313a62661SPeter Brune . -snes_ngmres_gammaA - Residual tolerance for solution select between the candidate and combination 66413a62661SPeter Brune . -snes_ngmres_gammaC - Residual tolerance for restart 66513a62661SPeter Brune . -snes_ngmres_epsilonB - Difference tolerance between subsequent solutions triggering restart 66613a62661SPeter Brune . -snes_ngmres_deltaB - Difference tolerance between residuals triggering restart 66713a62661SPeter Brune . -snes_ngmres_monitor - Prints relevant information about the ngmres iteration 66813a62661SPeter Brune . -snes_linesearch_type <basic,basicnonorms,quadratic,critical> - Line search type used for the default smoother 66913a62661SPeter Brune - -additive_snes_linesearch_type - linesearch type used to select between the candidate and combined solution with additive select type 6701867fe5bSPeter Brune 6711867fe5bSPeter Brune Notes: 6721867fe5bSPeter Brune 6731867fe5bSPeter Brune The N-GMRES method combines m previous solutions into a minimum-residual solution by solving a small linearized 6741867fe5bSPeter Brune optimization problem at each iteration. 6751867fe5bSPeter Brune 6761867fe5bSPeter Brune References: 6771867fe5bSPeter Brune 678dfbf837cSBarry Smith "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", C. W. Oosterlee and T. Washio, 679dfbf837cSBarry Smith SIAM Journal on Scientific Computing, 21(5), 2000. 680dfbf837cSBarry Smith 681dfbf837cSBarry Smith This is also the same as the algorithm called Anderson acceleration introduced in "D. G. Anderson. Iterative procedures for nonlinear integral equations. 682dfbf837cSBarry Smith J. Assoc. Comput. Mach., 12:547–560, 1965." 683dfbf837cSBarry Smith 684dfbf837cSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types) 685dfbf837cSBarry Smith M*/ 686a312c225SMatthew G Knepley 687a312c225SMatthew G Knepley EXTERN_C_BEGIN 688a312c225SMatthew G Knepley #undef __FUNCT__ 689a312c225SMatthew G Knepley #define __FUNCT__ "SNESCreate_NGMRES" 690a312c225SMatthew G Knepley PetscErrorCode SNESCreate_NGMRES(SNES snes) 691a312c225SMatthew G Knepley { 692a312c225SMatthew G Knepley SNES_NGMRES *ngmres; 693a312c225SMatthew G Knepley PetscErrorCode ierr; 694a312c225SMatthew G Knepley 695a312c225SMatthew G Knepley PetscFunctionBegin; 696a312c225SMatthew G Knepley snes->ops->destroy = SNESDestroy_NGMRES; 697a312c225SMatthew G Knepley snes->ops->setup = SNESSetUp_NGMRES; 698a312c225SMatthew G Knepley snes->ops->setfromoptions = SNESSetFromOptions_NGMRES; 699a312c225SMatthew G Knepley snes->ops->view = SNESView_NGMRES; 700a312c225SMatthew G Knepley snes->ops->solve = SNESSolve_NGMRES; 701a312c225SMatthew G Knepley snes->ops->reset = SNESReset_NGMRES; 702a312c225SMatthew G Knepley 70342f4f86dSBarry Smith snes->usespc = PETSC_TRUE; 7042c155ee1SBarry Smith snes->usesksp = PETSC_FALSE; 7052c155ee1SBarry Smith 706a312c225SMatthew G Knepley ierr = PetscNewLog(snes, SNES_NGMRES, &ngmres);CHKERRQ(ierr); 707a312c225SMatthew G Knepley snes->data = (void*) ngmres; 708d2e16ddcSPeter Brune ngmres->msize = 30; 70919653cdaSPeter Brune 71088976e71SPeter Brune if (!snes->tolerancesset) { 7110e444f03SPeter Brune snes->max_funcs = 30000; 7120e444f03SPeter Brune snes->max_its = 10000; 71388976e71SPeter Brune } 7140e444f03SPeter Brune 715d2e16ddcSPeter Brune ngmres->anderson = PETSC_FALSE; 716d2e16ddcSPeter Brune 717e7058c64SPeter Brune ngmres->additive_linesearch = PETSC_NULL; 718e7058c64SPeter Brune 71928ed4a04SPeter Brune ngmres->restart_it = 2; 72013a62661SPeter Brune ngmres->restart_periodic = 30; 721f109b39eSPeter Brune ngmres->gammaA = 2.0; 722f109b39eSPeter Brune ngmres->gammaC = 2.0; 723cac108bcSPeter Brune ngmres->deltaB = 0.9; 724cac108bcSPeter Brune ngmres->epsilonB = 0.1; 725e7058c64SPeter Brune 72613a62661SPeter Brune ngmres->restart_type = SNES_NGMRES_RESTART_DIFFERENCE; 72713a62661SPeter Brune ngmres->select_type = SNES_NGMRES_SELECT_DIFFERENCE; 72813a62661SPeter Brune 72913a62661SPeter Brune ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESNGMRESSetSelectType_C","SNESNGMRESSetSelectType_NGMRES", SNESNGMRESSetSelectType_NGMRES);CHKERRQ(ierr); 73013a62661SPeter Brune ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESNGMRESSetRestartType_C","SNESNGMRESSetRestartType_NGMRES", SNESNGMRESSetRestartType_NGMRES);CHKERRQ(ierr); 73113a62661SPeter Brune 732a312c225SMatthew G Knepley PetscFunctionReturn(0); 733a312c225SMatthew G Knepley } 734a312c225SMatthew G Knepley EXTERN_C_END 735