xref: /petsc/src/snes/impls/ngmres/snesngmres.c (revision 88976e7148bb891b38778b9a5d5ae4c2b2cf44bf)
119653cdaSPeter Brune #include <../src/snes/impls/ngmres/snesngmres.h>
219653cdaSPeter Brune #include <petscblaslapack.h>
3a312c225SMatthew G Knepley 
4a312c225SMatthew G Knepley #undef __FUNCT__
5a312c225SMatthew G Knepley #define __FUNCT__ "SNESReset_NGMRES"
6a312c225SMatthew G Knepley PetscErrorCode SNESReset_NGMRES(SNES snes)
7a312c225SMatthew G Knepley {
8a312c225SMatthew G Knepley   SNES_NGMRES   *ngmres = (SNES_NGMRES*) snes->data;
9a312c225SMatthew G Knepley   PetscErrorCode ierr;
10a312c225SMatthew G Knepley 
11a312c225SMatthew G Knepley   PetscFunctionBegin;
12f109b39eSPeter Brune   ierr = VecDestroyVecs(ngmres->msize, &ngmres->Fdot);CHKERRQ(ierr);
13f109b39eSPeter Brune   ierr = VecDestroyVecs(ngmres->msize, &ngmres->Xdot);CHKERRQ(ierr);
14f1c6b773SPeter Brune   ierr = SNESLineSearchDestroy(&ngmres->additive_linesearch);CHKERRQ(ierr);
159e764e56SPeter Brune 
16a312c225SMatthew G Knepley   PetscFunctionReturn(0);
17a312c225SMatthew G Knepley }
18a312c225SMatthew G Knepley 
19a312c225SMatthew G Knepley #undef __FUNCT__
20a312c225SMatthew G Knepley #define __FUNCT__ "SNESDestroy_NGMRES"
21a312c225SMatthew G Knepley PetscErrorCode SNESDestroy_NGMRES(SNES snes)
22a312c225SMatthew G Knepley {
23a312c225SMatthew G Knepley   PetscErrorCode ierr;
2478440776SJed Brown   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;
25a312c225SMatthew G Knepley 
26a312c225SMatthew G Knepley   PetscFunctionBegin;
27a312c225SMatthew G Knepley   ierr = SNESReset_NGMRES(snes);CHKERRQ(ierr);
28f109b39eSPeter Brune   ierr = PetscFree5(ngmres->h, ngmres->beta, ngmres->xi, ngmres->fnorms, ngmres->q);CHKERRQ(ierr);
2919653cdaSPeter Brune   ierr = PetscFree(ngmres->s);CHKERRQ(ierr);
3019653cdaSPeter Brune #if PETSC_USE_COMPLEX
3119653cdaSPeter Brune   ierr = PetscFree(ngmres->rwork);
3219653cdaSPeter Brune #endif
3319653cdaSPeter Brune   ierr = PetscFree(ngmres->work);
3419653cdaSPeter Brune   ierr = PetscFree(snes->data);
35a312c225SMatthew G Knepley   PetscFunctionReturn(0);
36a312c225SMatthew G Knepley }
37a312c225SMatthew G Knepley 
38a312c225SMatthew G Knepley #undef __FUNCT__
39a312c225SMatthew G Knepley #define __FUNCT__ "SNESSetUp_NGMRES"
40a312c225SMatthew G Knepley PetscErrorCode SNESSetUp_NGMRES(SNES snes)
41a312c225SMatthew G Knepley {
42a312c225SMatthew G Knepley   SNES_NGMRES    *ngmres = (SNES_NGMRES *) snes->data;
43e7058c64SPeter Brune   const char     *optionsprefix;
4419653cdaSPeter Brune   PetscInt       msize,hsize;
45a312c225SMatthew G Knepley   PetscErrorCode ierr;
46a312c225SMatthew G Knepley 
47a312c225SMatthew G Knepley   PetscFunctionBegin;
4878440776SJed Brown   ierr = SNESDefaultGetWork(snes,5);CHKERRQ(ierr);
4978440776SJed Brown   if (!ngmres->Xdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Xdot);CHKERRQ(ierr);}
5078440776SJed Brown   if (!ngmres->Fdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Fdot);CHKERRQ(ierr);}
5178440776SJed Brown   if (!ngmres->setup_called) {
52087dfb9eSxuemin     msize         = ngmres->msize;  /* restart size */
5319653cdaSPeter Brune     hsize         = msize * msize;
54087dfb9eSxuemin 
5598b3e84cSPeter Brune     /* explicit least squares minimization solve */
5619653cdaSPeter Brune     ierr = PetscMalloc5(hsize,PetscScalar,&ngmres->h,
5719653cdaSPeter Brune                         msize,PetscScalar,&ngmres->beta,
5819653cdaSPeter Brune                         msize,PetscScalar,&ngmres->xi,
59f109b39eSPeter Brune                         msize,PetscReal,  &ngmres->fnorms,
6019653cdaSPeter Brune                         hsize,PetscScalar,&ngmres->q);CHKERRQ(ierr);
6119653cdaSPeter Brune     ngmres->nrhs = 1;
6219653cdaSPeter Brune     ngmres->lda = msize;
6319653cdaSPeter Brune     ngmres->ldb = msize;
6419653cdaSPeter Brune     ierr = PetscMalloc(msize*sizeof(PetscScalar),&ngmres->s);CHKERRQ(ierr);
6519653cdaSPeter Brune     ierr = PetscMemzero(ngmres->h,   hsize*sizeof(PetscScalar));CHKERRQ(ierr);
6619653cdaSPeter Brune     ierr = PetscMemzero(ngmres->q,   hsize*sizeof(PetscScalar));CHKERRQ(ierr);
6719653cdaSPeter Brune     ierr = PetscMemzero(ngmres->xi,  msize*sizeof(PetscScalar));CHKERRQ(ierr);
6819653cdaSPeter Brune     ierr = PetscMemzero(ngmres->beta,msize*sizeof(PetscScalar));CHKERRQ(ierr);
6919653cdaSPeter Brune     ngmres->lwork = 12*msize;
7019653cdaSPeter Brune #if PETSC_USE_COMPLEX
7119653cdaSPeter Brune     ierr = PetscMalloc(sizeof(PetscReal)*ngmres->lwork,&ngmres->rwork);
7219653cdaSPeter Brune #endif
7319653cdaSPeter Brune     ierr = PetscMalloc(sizeof(PetscScalar)*ngmres->lwork,&ngmres->work);
7478440776SJed Brown   }
75e7058c64SPeter Brune 
76e7058c64SPeter Brune   /* linesearch setup */
77e7058c64SPeter Brune   ierr = SNESGetOptionsPrefix(snes, &optionsprefix);CHKERRQ(ierr);
78e7058c64SPeter Brune 
79e7058c64SPeter Brune   if (ngmres->additive) {
80f1c6b773SPeter Brune     ierr = SNESLineSearchCreate(((PetscObject)snes)->comm, &ngmres->additive_linesearch);CHKERRQ(ierr);
81f1c6b773SPeter Brune     ierr = SNESLineSearchSetSNES(ngmres->additive_linesearch, snes);CHKERRQ(ierr);
82f1c6b773SPeter Brune     ierr = SNESLineSearchSetType(ngmres->additive_linesearch, SNES_LINESEARCH_L2);CHKERRQ(ierr);
83f1c6b773SPeter Brune     ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch, "additive_");CHKERRQ(ierr);
84f1c6b773SPeter Brune     ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch, optionsprefix);CHKERRQ(ierr);
85f1c6b773SPeter Brune     ierr = SNESLineSearchSetFromOptions(ngmres->additive_linesearch);CHKERRQ(ierr);
86e7058c64SPeter Brune   }
87e7058c64SPeter Brune 
8878440776SJed Brown   ngmres->setup_called = PETSC_TRUE;
89a312c225SMatthew G Knepley   PetscFunctionReturn(0);
90a312c225SMatthew G Knepley }
91a312c225SMatthew G Knepley 
92a312c225SMatthew G Knepley #undef __FUNCT__
93a312c225SMatthew G Knepley #define __FUNCT__ "SNESSetFromOptions_NGMRES"
94a312c225SMatthew G Knepley PetscErrorCode SNESSetFromOptions_NGMRES(SNES snes)
95a312c225SMatthew G Knepley {
96a312c225SMatthew G Knepley   SNES_NGMRES   *ngmres = (SNES_NGMRES *) snes->data;
97a312c225SMatthew G Knepley   PetscErrorCode ierr;
98dfbf837cSBarry Smith   PetscBool      debug;
99f1c6b773SPeter Brune   SNESLineSearch linesearch;
100a312c225SMatthew G Knepley   PetscFunctionBegin;
101a312c225SMatthew G Knepley   ierr = PetscOptionsHead("SNES NGMRES options");CHKERRQ(ierr);
1029f425c49SPeter Brune   ierr = PetscOptionsBool("-snes_ngmres_additive", "Use additive variant vs. choice",    "SNES", ngmres->additive,  &ngmres->additive, PETSC_NULL);CHKERRQ(ierr);
103d2e16ddcSPeter Brune   ierr = PetscOptionsBool("-snes_ngmres_anderson", "Use Anderson mixing storage",        "SNES", ngmres->anderson,  &ngmres->anderson, PETSC_NULL);CHKERRQ(ierr);
10419653cdaSPeter Brune   ierr = PetscOptionsInt("-snes_ngmres_m",         "Number of directions",               "SNES", ngmres->msize,  &ngmres->msize, PETSC_NULL);CHKERRQ(ierr);
10528ed4a04SPeter Brune   ierr = PetscOptionsInt("-snes_ngmres_restart_it","Tolerance iterations before restart","SNES", ngmres->restart_it,  &ngmres->restart_it, PETSC_NULL);CHKERRQ(ierr);
106dfbf837cSBarry Smith   ierr = PetscOptionsBool("-snes_ngmres_monitor",  "Monitor actions of NGMRES",          "SNES", ngmres->monitor ? PETSC_TRUE: PETSC_FALSE, &debug, PETSC_NULL);CHKERRQ(ierr);
107dfbf837cSBarry Smith   if (debug) {
108dfbf837cSBarry Smith     ngmres->monitor = PETSC_VIEWER_STDOUT_(((PetscObject)snes)->comm);CHKERRQ(ierr);
109dfbf837cSBarry Smith   }
1106a7cf640SPeter Brune   ierr = PetscOptionsReal("-snes_ngmres_gammaA",   "Residual selection constant",   "SNES", ngmres->gammaA, &ngmres->gammaA, PETSC_NULL);CHKERRQ(ierr);
1116a7cf640SPeter Brune   ierr = PetscOptionsReal("-snes_ngmres_gammaC", "  Residual restart constant",     "SNES", ngmres->gammaC, &ngmres->gammaC, PETSC_NULL);CHKERRQ(ierr);
1126a7cf640SPeter Brune   ierr = PetscOptionsReal("-snes_ngmres_epsilonB", "Difference selection constant", "SNES", ngmres->epsilonB, &ngmres->epsilonB, PETSC_NULL);CHKERRQ(ierr);
1136a7cf640SPeter Brune   ierr = PetscOptionsReal("-snes_ngmres_deltaB",   "Difference residual selection constant", "SNES", ngmres->deltaB, &ngmres->deltaB, PETSC_NULL);CHKERRQ(ierr);
114a312c225SMatthew G Knepley   ierr = PetscOptionsTail();CHKERRQ(ierr);
1156a7cf640SPeter Brune   if ((ngmres->gammaA > ngmres->gammaC) && (ngmres->gammaC > 2.)) ngmres->gammaC = ngmres->gammaA;
1169e764e56SPeter Brune 
1179e764e56SPeter Brune   /* set the default type of the line search if the user hasn't already. */
1189e764e56SPeter Brune   if (!snes->linesearch) {
119f1c6b773SPeter Brune     ierr = SNESGetSNESLineSearch(snes, &linesearch);CHKERRQ(ierr);
120f1c6b773SPeter Brune     ierr = SNESLineSearchSetType(linesearch, SNES_LINESEARCH_BASIC);CHKERRQ(ierr);
1219e764e56SPeter Brune   }
122a312c225SMatthew G Knepley   PetscFunctionReturn(0);
123a312c225SMatthew G Knepley }
124a312c225SMatthew G Knepley 
125a312c225SMatthew G Knepley #undef __FUNCT__
126a312c225SMatthew G Knepley #define __FUNCT__ "SNESView_NGMRES"
127a312c225SMatthew G Knepley PetscErrorCode SNESView_NGMRES(SNES snes, PetscViewer viewer)
128a312c225SMatthew G Knepley {
129a312c225SMatthew G Knepley   SNES_NGMRES   *ngmres = (SNES_NGMRES *) snes->data;
130a312c225SMatthew G Knepley   PetscBool      iascii;
131a312c225SMatthew G Knepley   PetscErrorCode ierr;
132a312c225SMatthew G Knepley 
133a312c225SMatthew G Knepley   PetscFunctionBegin;
134a312c225SMatthew G Knepley   ierr = PetscTypeCompare((PetscObject) viewer, PETSCVIEWERASCII, &iascii);CHKERRQ(ierr);
135a312c225SMatthew G Knepley   if (iascii) {
1369e764e56SPeter Brune 
137f109b39eSPeter Brune     ierr = PetscViewerASCIIPrintf(viewer, "  Number of stored past updates: %d\n", ngmres->msize);CHKERRQ(ierr);
138f109b39eSPeter Brune     ierr = PetscViewerASCIIPrintf(viewer, "  Residual selection: gammaA=%1.0e, gammaC=%1.0e\n", ngmres->gammaA, ngmres->gammaC);CHKERRQ(ierr);
139f109b39eSPeter Brune     ierr = PetscViewerASCIIPrintf(viewer, "  Difference restart: epsilonB=%1.0e, deltaB=%1.0e\n", ngmres->epsilonB, ngmres->deltaB);CHKERRQ(ierr);
140a312c225SMatthew G Knepley   }
141a312c225SMatthew G Knepley   PetscFunctionReturn(0);
142a312c225SMatthew G Knepley }
143a312c225SMatthew G Knepley 
144a312c225SMatthew G Knepley #undef __FUNCT__
145a312c225SMatthew G Knepley #define __FUNCT__ "SNESSolve_NGMRES"
146211b2d39SPeter Brune 
147a312c225SMatthew G Knepley PetscErrorCode SNESSolve_NGMRES(SNES snes)
148a312c225SMatthew G Knepley {
149087dfb9eSxuemin   SNES_NGMRES        *ngmres = (SNES_NGMRES *) snes->data;
15098b3e84cSPeter Brune   /* present solution, residual, and preconditioned residual */
1519f425c49SPeter Brune   Vec                 X, F, B, D, Y;
152f109b39eSPeter Brune 
153f109b39eSPeter Brune   /* candidate linear combination answers */
1544b32a720SPeter Brune   Vec                 XA, FA, XM, FM, FPC;
15519653cdaSPeter Brune 
15698b3e84cSPeter Brune   /* previous iterations to construct the subspace */
157f109b39eSPeter Brune   Vec                 *Fdot = ngmres->Fdot;
158f109b39eSPeter Brune   Vec                 *Xdot = ngmres->Xdot;
15919653cdaSPeter Brune 
16098b3e84cSPeter Brune   /* coefficients and RHS to the minimization problem */
16119653cdaSPeter Brune   PetscScalar         *beta = ngmres->beta;
16219653cdaSPeter Brune   PetscScalar         *xi   = ngmres->xi;
1639f425c49SPeter Brune   PetscReal           fnorm, fMnorm, fAnorm, ynorm, xnorm = 0.0;
16419653cdaSPeter Brune   PetscReal           nu;
16519653cdaSPeter Brune   PetscScalar         alph_total = 0.;
16619653cdaSPeter Brune   PetscScalar         qentry;
16728ed4a04SPeter Brune   PetscInt            i, j, k, k_restart, l, ivec, restart_count = 0;
16819653cdaSPeter Brune 
16998b3e84cSPeter Brune   /* solution selection data */
17019653cdaSPeter Brune   PetscBool           selectA, selectRestart;
171f109b39eSPeter Brune   PetscReal           dnorm, dminnorm, dcurnorm;
172f109b39eSPeter Brune   PetscReal           fminnorm;
17319653cdaSPeter Brune 
1741e633543SBarry Smith   SNESConvergedReason reason;
175f109b39eSPeter Brune   PetscBool           lssucceed;
176a312c225SMatthew G Knepley   PetscErrorCode      ierr;
177a312c225SMatthew G Knepley 
178a312c225SMatthew G Knepley   PetscFunctionBegin;
17998b3e84cSPeter Brune   /* variable initialization */
180a312c225SMatthew G Knepley   snes->reason  = SNES_CONVERGED_ITERATING;
181f109b39eSPeter Brune   X             = snes->vec_sol;
182f109b39eSPeter Brune   F             = snes->vec_func;
183f109b39eSPeter Brune   B             = snes->vec_rhs;
184f109b39eSPeter Brune   XA            = snes->vec_sol_update;
185f109b39eSPeter Brune   FA            = snes->work[0];
186f109b39eSPeter Brune   D             = snes->work[1];
187f109b39eSPeter Brune 
188f109b39eSPeter Brune   /* work for the line search */
189f109b39eSPeter Brune   Y             = snes->work[2];
1909f425c49SPeter Brune   XM            = snes->work[3];
1919f425c49SPeter Brune   FM            = snes->work[4];
192a312c225SMatthew G Knepley 
193a312c225SMatthew G Knepley   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
194a312c225SMatthew G Knepley   snes->iter = 0;
195a312c225SMatthew G Knepley   snes->norm = 0.;
196a312c225SMatthew G Knepley   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
19719653cdaSPeter Brune 
19898b3e84cSPeter Brune   /* initialization */
19919653cdaSPeter Brune 
20098b3e84cSPeter Brune   /* r = F(x) */
201f109b39eSPeter Brune   ierr = SNESComputeFunction(snes, X, F);CHKERRQ(ierr);
202a312c225SMatthew G Knepley   if (snes->domainerror) {
203a312c225SMatthew G Knepley     snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
204a312c225SMatthew G Knepley     PetscFunctionReturn(0);
205a312c225SMatthew G Knepley   }
20619653cdaSPeter Brune 
20798b3e84cSPeter Brune   /* nu = (r, r) */
208f109b39eSPeter Brune   ierr = VecNorm(F, NORM_2, &fnorm);CHKERRQ(ierr);
209f109b39eSPeter Brune   fminnorm = fnorm;
210f109b39eSPeter Brune   nu = fnorm*fnorm;
211f109b39eSPeter Brune   if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF, PETSC_ERR_FP, "Infinite or not-a-number generated in function evaluation");
21219653cdaSPeter Brune 
21398b3e84cSPeter Brune   /* q_{00} = nu  */
21419653cdaSPeter Brune   Q(0,0) = nu;
215f109b39eSPeter Brune   ngmres->fnorms[0] = fnorm;
216f109b39eSPeter Brune   /* Fdot[0] = F */
217f109b39eSPeter Brune   ierr = VecCopy(X, Xdot[0]);CHKERRQ(ierr);
218f109b39eSPeter Brune   ierr = VecCopy(F, Fdot[0]);CHKERRQ(ierr);
219087dfb9eSxuemin 
220a312c225SMatthew G Knepley   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
221f109b39eSPeter Brune   snes->norm = fnorm;
222a312c225SMatthew G Knepley   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
223f109b39eSPeter Brune   SNESLogConvHistory(snes, fnorm, 0);
224f109b39eSPeter Brune   ierr = SNESMonitor(snes, 0, fnorm);CHKERRQ(ierr);
225f109b39eSPeter Brune   ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
226a312c225SMatthew G Knepley   if (snes->reason) PetscFunctionReturn(0);
227a312c225SMatthew G Knepley 
22819653cdaSPeter Brune   k_restart = 1;
22919653cdaSPeter Brune   l = 1;
23009c08436SPeter Brune   for (k=1; k < snes->max_its+1; k++) {
23198b3e84cSPeter Brune     /* select which vector of the stored subspace will be updated */
23298b3e84cSPeter Brune     ivec = k_restart % ngmres->msize; /* replace the last used part of the subspace */
23319653cdaSPeter Brune 
23498b3e84cSPeter Brune     /* Computation of x^M */
2358cc86e31SPeter Brune     if (snes->pc) {
2369f425c49SPeter Brune       ierr = VecCopy(X, XM);CHKERRQ(ierr);
2379f425c49SPeter Brune       ierr = SNESSolve(snes->pc, B, XM);CHKERRQ(ierr);
2388cc86e31SPeter Brune       ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
2398cc86e31SPeter Brune       if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
2408cc86e31SPeter Brune         snes->reason = SNES_DIVERGED_INNER;
2418cc86e31SPeter Brune         PetscFunctionReturn(0);
2428cc86e31SPeter Brune       }
2434b32a720SPeter Brune       ierr = SNESGetFunction(snes->pc, &FPC, PETSC_NULL, PETSC_NULL);CHKERRQ(ierr);
2444b32a720SPeter Brune       ierr = VecCopy(FPC, FM);CHKERRQ(ierr);
2454b32a720SPeter Brune       ierr = SNESGetFunctionNorm(snes->pc, &fMnorm);CHKERRQ(ierr);
2468cc86e31SPeter Brune     } else {
247f109b39eSPeter Brune       /* no preconditioner -- just take gradient descent with line search */
248f109b39eSPeter Brune       ierr = VecCopy(F, Y);CHKERRQ(ierr);
249e7058c64SPeter Brune       ierr = VecCopy(F, FM);CHKERRQ(ierr);
250e7058c64SPeter Brune       ierr = VecCopy(X, XM);CHKERRQ(ierr);
251e7058c64SPeter Brune       fMnorm = fnorm;
252f1c6b773SPeter Brune       ierr = SNESLineSearchApply(snes->linesearch,XM,FM,&fMnorm,Y);CHKERRQ(ierr);
253f1c6b773SPeter Brune       ierr = SNESLineSearchGetSuccess(snes->linesearch, &lssucceed);CHKERRQ(ierr);
254f109b39eSPeter Brune       if (!lssucceed) {
255f109b39eSPeter Brune         if (++snes->numFailures >= snes->maxFailures) {
256f109b39eSPeter Brune           snes->reason = SNES_DIVERGED_LINE_SEARCH;
257f109b39eSPeter Brune           PetscFunctionReturn(0);
258f109b39eSPeter Brune         }
259f109b39eSPeter Brune       }
2606634f59bSPeter Brune     }
2611e633543SBarry Smith 
26298b3e84cSPeter Brune     /* r = F(x) */
2639f425c49SPeter Brune     nu = fMnorm*fMnorm;
2649f425c49SPeter Brune     if (fminnorm > fMnorm) fminnorm = fMnorm;  /* the minimum norm is now of F^M */
26519653cdaSPeter Brune 
26698b3e84cSPeter Brune     /* construct the right hand side and xi factors */
2678c09b6b7SPeter Brune     ierr = VecMDot(FM, l, Fdot, xi);CHKERRQ(ierr);
2688c09b6b7SPeter Brune 
26919653cdaSPeter Brune     for (i = 0; i < l; i++) {
27019653cdaSPeter Brune       beta[i] = nu - xi[i];
27119653cdaSPeter Brune     }
27219653cdaSPeter Brune 
27398b3e84cSPeter Brune     /* construct h */
27419653cdaSPeter Brune     for (j = 0; j < l; j++) {
27519653cdaSPeter Brune       for (i = 0; i < l; i++) {
27619653cdaSPeter Brune         H(i, j) = Q(i, j) - xi[i] - xi[j] + nu;
27719653cdaSPeter Brune       }
27819653cdaSPeter Brune     }
279f109b39eSPeter Brune 
280f109b39eSPeter Brune     if(l == 1) {
281f109b39eSPeter Brune       /* simply set alpha[0] = beta[0] / H[0, 0] */
282f109b39eSPeter Brune       beta[0] = beta[0] / H(0, 0);
283f109b39eSPeter Brune     } else {
28419653cdaSPeter Brune #ifdef PETSC_MISSING_LAPACK_GELSS
28519653cdaSPeter Brune     SETERRQ(PETSC_COMM_SELF, PETSC_ERR_SUP, "NGMRES with LS requires the LAPACK GELSS routine.");
2864a0c5b0cSMatthew G Knepley #else
28719653cdaSPeter Brune     ngmres->m = PetscBLASIntCast(l);
28819653cdaSPeter Brune     ngmres->n = PetscBLASIntCast(l);
28919653cdaSPeter Brune     ngmres->info = PetscBLASIntCast(0);
29019653cdaSPeter Brune     ngmres->rcond = -1.;
29119653cdaSPeter Brune #ifdef PETSC_USE_COMPLEX
29219653cdaSPeter Brune     LAPACKgelss_(&ngmres->m,
29319653cdaSPeter Brune                  &ngmres->n,
29419653cdaSPeter Brune                  &ngmres->nrhs,
29519653cdaSPeter Brune                  ngmres->h,
29619653cdaSPeter Brune                  &ngmres->lda,
29719653cdaSPeter Brune                  ngmres->beta,
29819653cdaSPeter Brune                  &ngmres->ldb,
29919653cdaSPeter Brune                  ngmres->s,
30019653cdaSPeter Brune                  &ngmres->rcond,
30119653cdaSPeter Brune                  &ngmres->rank,
30219653cdaSPeter Brune                  ngmres->work,
30319653cdaSPeter Brune                  &ngmres->lwork,
30419653cdaSPeter Brune                  ngmres->rwork,
30519653cdaSPeter Brune                  &ngmres->info);
30619653cdaSPeter Brune #else
30719653cdaSPeter Brune     LAPACKgelss_(&ngmres->m,
30819653cdaSPeter Brune                  &ngmres->n,
30919653cdaSPeter Brune                  &ngmres->nrhs,
31019653cdaSPeter Brune                  ngmres->h,
31119653cdaSPeter Brune                  &ngmres->lda,
31219653cdaSPeter Brune                  ngmres->beta,
31319653cdaSPeter Brune                  &ngmres->ldb,
31419653cdaSPeter Brune                  ngmres->s,
31519653cdaSPeter Brune                  &ngmres->rcond,
31619653cdaSPeter Brune                  &ngmres->rank,
31719653cdaSPeter Brune                  ngmres->work,
31819653cdaSPeter Brune                  &ngmres->lwork,
31919653cdaSPeter Brune                  &ngmres->info);
32019653cdaSPeter Brune #endif
32119653cdaSPeter Brune     if (ngmres->info < 0) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_LIB,"Bad argument to GELSS");
32219653cdaSPeter Brune     if (ngmres->info > 0) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_LIB,"SVD failed to converge");
323a312c225SMatthew G Knepley #endif
324f109b39eSPeter Brune     }
325a312c225SMatthew G Knepley 
32619653cdaSPeter Brune     alph_total = 0.;
32719653cdaSPeter Brune     for (i = 0; i < l; i++) {
32819653cdaSPeter Brune       alph_total += beta[i];
329c0bbabecSxuemin     }
330f109b39eSPeter Brune 
3319f425c49SPeter Brune     ierr = VecCopy(XM, XA);CHKERRQ(ierr);
332f109b39eSPeter Brune     ierr = VecScale(XA, 1. - alph_total);CHKERRQ(ierr);
333087dfb9eSxuemin 
3348c09b6b7SPeter Brune     ierr = VecMAXPY(XA, l, beta, Xdot);CHKERRQ(ierr);
335f109b39eSPeter Brune     ierr = SNESComputeFunction(snes, XA, FA);CHKERRQ(ierr);
336f109b39eSPeter Brune     ierr = VecNorm(FA, NORM_2, &fAnorm);CHKERRQ(ierr);
33719653cdaSPeter Brune 
3389f425c49SPeter Brune     /* differences for selection and restart */
339f109b39eSPeter Brune     ierr=VecCopy(XA, D);CHKERRQ(ierr);
340f109b39eSPeter Brune     ierr=VecAXPY(D, -1.0, X);CHKERRQ(ierr);
341f109b39eSPeter Brune     ierr=VecNorm(D, NORM_2, &dnorm);CHKERRQ(ierr);
342f109b39eSPeter Brune     dminnorm = -1.0;
34319653cdaSPeter Brune     for(i=0;i<l;i++) {
344f109b39eSPeter Brune       ierr=VecCopy(XA, D);CHKERRQ(ierr);
345f109b39eSPeter Brune       ierr=VecAXPY(D, -1.0, Xdot[i]);CHKERRQ(ierr);
346f109b39eSPeter Brune       ierr=VecNorm(D, NORM_2, &dcurnorm);CHKERRQ(ierr);
347f109b39eSPeter Brune       if((dcurnorm < dminnorm) || (dminnorm < 0.0)) dminnorm = dcurnorm;
34819653cdaSPeter Brune     }
3499f425c49SPeter Brune 
3509f425c49SPeter Brune     /* combination (additive) or selection (multiplicative) of the N-GMRES solution */
3519f425c49SPeter Brune     if (ngmres->additive) {
3529f425c49SPeter Brune       /* X = X + \lambda(XA - X) */
3539f425c49SPeter Brune       if (ngmres->monitor) {
3549f425c49SPeter Brune         ierr = PetscViewerASCIIPrintf(ngmres->monitor, "||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fMnorm);CHKERRQ(ierr);
3559f425c49SPeter Brune       }
3569f425c49SPeter Brune       ierr = VecCopy(XA, Y);CHKERRQ(ierr);
357eb1825c3SPeter Brune       ierr = VecAYPX(Y, -1.0, X);CHKERRQ(ierr);
358f1c6b773SPeter Brune       ierr = SNESLineSearchApply(ngmres->additive_linesearch,X,F,&fnorm,Y);CHKERRQ(ierr);
359f1c6b773SPeter Brune       ierr = SNESLineSearchGetSuccess(ngmres->additive_linesearch, &lssucceed);CHKERRQ(ierr);
3609f425c49SPeter Brune       if (!lssucceed) {
3619f425c49SPeter Brune         if (++snes->numFailures >= snes->maxFailures) {
3629f425c49SPeter Brune           snes->reason = SNES_DIVERGED_LINE_SEARCH;
3639f425c49SPeter Brune           PetscFunctionReturn(0);
3649f425c49SPeter Brune         }
3659f425c49SPeter Brune       }
366f1c6b773SPeter Brune       ierr = SNESLineSearchGetNorms(ngmres->additive_linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr);
3679f425c49SPeter Brune       if (ngmres->monitor) {
3689f425c49SPeter Brune         ierr = PetscViewerASCIIPrintf(ngmres->monitor, "Additive solution: ||F||_2 = %e\n", fnorm);CHKERRQ(ierr);
3699f425c49SPeter Brune       }
3709f425c49SPeter Brune       ierr = VecCopy(FA, F);CHKERRQ(ierr);
3719f425c49SPeter Brune       ierr = VecCopy(XA, X);CHKERRQ(ierr);
3729f425c49SPeter Brune     } else {
3739f425c49SPeter Brune       selectA = PETSC_TRUE;
3749f425c49SPeter Brune       /* Conditions for choosing the accelerated answer */
3759f425c49SPeter Brune       /* Criterion A -- the norm of the function isn't increased above the minimum by too much */
3769f425c49SPeter Brune       if (fAnorm >= ngmres->gammaA*fminnorm) {
3779f425c49SPeter Brune         selectA = PETSC_FALSE;
3789f425c49SPeter Brune       }
3799f425c49SPeter Brune       /* Criterion B -- the choice of x^A isn't too close to some other choice */
380cf22de31SPeter Brune      if (ngmres->epsilonB*dnorm<dminnorm || PetscSqrtReal(fnorm)<ngmres->deltaB*PetscSqrtReal(fminnorm)) {
38119653cdaSPeter Brune       } else {
38219653cdaSPeter Brune         selectA=PETSC_FALSE;
38319653cdaSPeter Brune       }
38419653cdaSPeter Brune       if (selectA) {
385dfbf837cSBarry Smith         if (ngmres->monitor) {
3869e764e56SPeter Brune           ierr = PetscViewerASCIIPrintf(ngmres->monitor, "picked X_A, ||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fMnorm);CHKERRQ(ierr);
387dfbf837cSBarry Smith         }
38898b3e84cSPeter Brune         /* copy it over */
389f109b39eSPeter Brune         fnorm = fAnorm;
390f109b39eSPeter Brune         nu = fnorm*fnorm;
391f109b39eSPeter Brune         ierr = VecCopy(FA, F);CHKERRQ(ierr);
392f109b39eSPeter Brune         ierr = VecCopy(XA, X);CHKERRQ(ierr);
39319653cdaSPeter Brune       } else {
394dfbf837cSBarry Smith         if (ngmres->monitor) {
395f109b39eSPeter Brune           ierr = PetscViewerASCIIPrintf(ngmres->monitor, "picked X_M, ||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fnorm);CHKERRQ(ierr);
396dfbf837cSBarry Smith         }
3979f425c49SPeter Brune         fnorm = fMnorm;
3989f425c49SPeter Brune         nu = fnorm*fnorm;
3999f425c49SPeter Brune         ierr = VecCopy(FM, F);CHKERRQ(ierr);
4009f425c49SPeter Brune         ierr = VecCopy(XM, X);CHKERRQ(ierr);
4019f425c49SPeter Brune       }
40219653cdaSPeter Brune     }
403211b2d39SPeter Brune 
40419653cdaSPeter Brune     selectRestart = PETSC_FALSE;
40519653cdaSPeter Brune 
40698b3e84cSPeter Brune     /* difference stagnation restart */
407cf22de31SPeter Brune     if((ngmres->epsilonB*dnorm > dminnorm) && (PetscSqrtReal(fAnorm) > ngmres->deltaB*PetscSqrtReal(fminnorm))) {
408dfbf837cSBarry Smith       if (ngmres->monitor) {
409f109b39eSPeter Brune         ierr = PetscViewerASCIIPrintf(ngmres->monitor, "difference restart: %e > %e\n", ngmres->epsilonB*dnorm, dminnorm);CHKERRQ(ierr);
410dfbf837cSBarry Smith       }
41119653cdaSPeter Brune       selectRestart = PETSC_TRUE;
41219653cdaSPeter Brune     }
41398b3e84cSPeter Brune     /* residual stagnation restart */
414cf22de31SPeter Brune     if (PetscSqrtReal(fAnorm) > ngmres->gammaC*PetscSqrtReal(fminnorm)) {
415dfbf837cSBarry Smith       if (ngmres->monitor) {
416cf22de31SPeter Brune         ierr = PetscViewerASCIIPrintf(ngmres->monitor, "residual restart: %e > %e\n", PetscSqrtReal(fAnorm), ngmres->gammaC*PetscSqrtReal(fminnorm));CHKERRQ(ierr);
417dfbf837cSBarry Smith       }
41819653cdaSPeter Brune       selectRestart = PETSC_TRUE;
41919653cdaSPeter Brune     }
42019653cdaSPeter Brune 
42128ed4a04SPeter Brune     /* if the restart conditions persist for more than restart_it iterations, restart. */
42219653cdaSPeter Brune     if (selectRestart) {
42328ed4a04SPeter Brune       restart_count++;
42428ed4a04SPeter Brune     } else {
42528ed4a04SPeter Brune       restart_count = 0;
42628ed4a04SPeter Brune     }
42728ed4a04SPeter Brune 
42828ed4a04SPeter Brune     /* restart after restart conditions have persisted for a fixed number of iterations */
42928ed4a04SPeter Brune     if (restart_count >= ngmres->restart_it) {
430dfbf837cSBarry Smith       if (ngmres->monitor){
431dfbf837cSBarry Smith         ierr = PetscViewerASCIIPrintf(ngmres->monitor, "Restarted at iteration %d\n", k_restart);CHKERRQ(ierr);
432dfbf837cSBarry Smith       }
43328ed4a04SPeter Brune       restart_count = 0;
43419653cdaSPeter Brune       k_restart = 1;
43519653cdaSPeter Brune       l = 1;
43698b3e84cSPeter Brune       /* q_{00} = nu */
437d2e16ddcSPeter Brune       if (ngmres->anderson) {
438d2e16ddcSPeter Brune         ngmres->fnorms[0] = fMnorm;
439d2e16ddcSPeter Brune         nu = fMnorm*fMnorm;
440d2e16ddcSPeter Brune         Q(0,0) = nu;
441d2e16ddcSPeter Brune         /* Fdot[0] = F */
442d2e16ddcSPeter Brune         ierr = VecCopy(XM, Xdot[0]);CHKERRQ(ierr);
443d2e16ddcSPeter Brune         ierr = VecCopy(FM, Fdot[0]);CHKERRQ(ierr);
444d2e16ddcSPeter Brune       } else {
445f109b39eSPeter Brune         ngmres->fnorms[0] = fnorm;
446f109b39eSPeter Brune         nu = fnorm*fnorm;
44719653cdaSPeter Brune         Q(0,0) = nu;
448f109b39eSPeter Brune         /* Fdot[0] = F */
449f109b39eSPeter Brune         ierr = VecCopy(X, Xdot[0]);CHKERRQ(ierr);
450f109b39eSPeter Brune         ierr = VecCopy(F, Fdot[0]);CHKERRQ(ierr);
451d2e16ddcSPeter Brune       }
45219653cdaSPeter Brune     } else {
45398b3e84cSPeter Brune       /* select the current size of the subspace */
4541e633543SBarry Smith       if (l < ngmres->msize) l++;
45519653cdaSPeter Brune       k_restart++;
45698b3e84cSPeter Brune       /* place the current entry in the list of previous entries */
457d2e16ddcSPeter Brune       if (ngmres->anderson) {
458d2e16ddcSPeter Brune         ierr = VecCopy(FM, Fdot[ivec]);CHKERRQ(ierr);
459d2e16ddcSPeter Brune         ierr = VecCopy(XM, Xdot[ivec]);CHKERRQ(ierr);
460d2e16ddcSPeter Brune         ngmres->fnorms[ivec] = fMnorm;
461d2e16ddcSPeter Brune         if (fminnorm > fMnorm) fminnorm = fMnorm;  /* the minimum norm is now of FM */
462d2e16ddcSPeter Brune         for (i = 0; i < l; i++) {
463d2e16ddcSPeter Brune           ierr = VecDot(FM, Fdot[i], &qentry);CHKERRQ(ierr);
464d2e16ddcSPeter Brune           Q(i, ivec) = qentry;
465d2e16ddcSPeter Brune           Q(ivec, i) = qentry;
466d2e16ddcSPeter Brune         }
467d2e16ddcSPeter Brune       } else {
468f109b39eSPeter Brune         ierr = VecCopy(F, Fdot[ivec]);CHKERRQ(ierr);
469f109b39eSPeter Brune         ierr = VecCopy(X, Xdot[ivec]);CHKERRQ(ierr);
470f109b39eSPeter Brune         ngmres->fnorms[ivec] = fnorm;
471d2e16ddcSPeter Brune         if (fminnorm > fnorm) fminnorm = fnorm;  /* the minimum norm is now of FA */
47219653cdaSPeter Brune         for (i = 0; i < l; i++) {
473f109b39eSPeter Brune           ierr = VecDot(F, Fdot[i], &qentry);CHKERRQ(ierr);
47419653cdaSPeter Brune           Q(i, ivec) = qentry;
47519653cdaSPeter Brune           Q(ivec, i) = qentry;
47619653cdaSPeter Brune         }
47719653cdaSPeter Brune       }
478d2e16ddcSPeter Brune     }
47919653cdaSPeter Brune 
4808409ca45SMatthew G Knepley     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
481087dfb9eSxuemin     snes->iter = k;
482f109b39eSPeter Brune     snes->norm = fnorm;
4838409ca45SMatthew G Knepley     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
4848409ca45SMatthew G Knepley     SNESLogConvHistory(snes, snes->norm, snes->iter);
4858409ca45SMatthew G Knepley     ierr = SNESMonitor(snes, snes->iter, snes->norm);CHKERRQ(ierr);
4868409ca45SMatthew G Knepley 
487e7058c64SPeter Brune     ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
488087dfb9eSxuemin     if (snes->reason) PetscFunctionReturn(0);
489a312c225SMatthew G Knepley   }
490a312c225SMatthew G Knepley   snes->reason = SNES_DIVERGED_MAX_IT;
491a312c225SMatthew G Knepley   PetscFunctionReturn(0);
492a312c225SMatthew G Knepley }
493a312c225SMatthew G Knepley 
494dfbf837cSBarry Smith /*MC
4951867fe5bSPeter Brune   SNESNGMRES - The Nonlinear Generalized Minimum Residual method.
496a312c225SMatthew G Knepley 
497dfbf837cSBarry Smith    Level: beginner
498dfbf837cSBarry Smith 
4991867fe5bSPeter Brune    Options Database:
5001867fe5bSPeter Brune +  -snes_ngmres_additive   - Use a variant that line-searches between the candidate solution and the combined solution.
5011867fe5bSPeter Brune .  -snes_ngmres_anderson   - Use Anderson mixing NGMRES variant which combines candidate solutions instead of actual solutions.
5021867fe5bSPeter Brune .  -snes_ngmres_m          - Number of stored previous solutions and residuals.
5031867fe5bSPeter Brune .  -snes_ngmres_restart_it - Number of iterations the restart conditions hold before restart.
5041867fe5bSPeter Brune .  -snes_ngmres_gammaA     - Residual tolerance for solution selection between the candidate and combination.
5051867fe5bSPeter Brune .  -snes_ngmres_gammaC     - Residual tolerance for restart.
5061867fe5bSPeter Brune .  -snes_ngmres_epsilonB   - Difference tolerance between subsequent solutions triggering restart.
5071867fe5bSPeter Brune .  -snes_ngmres_deltaB     - Difference tolerance between residuals triggering restart.
5081867fe5bSPeter Brune .  -snes_ngmres_monitor    - Prints relevant information about the ngmres iteration.
509f3aaf736SPeter Brune -  -snes_ls <basic,basicnonorms,quadratic,critical> - Line search type.
5101867fe5bSPeter Brune 
5111867fe5bSPeter Brune    Notes:
5121867fe5bSPeter Brune 
5131867fe5bSPeter Brune    The N-GMRES method combines m previous solutions into a minimum-residual solution by solving a small linearized
5141867fe5bSPeter Brune    optimization problem at each iteration.
5151867fe5bSPeter Brune 
5161867fe5bSPeter Brune    References:
5171867fe5bSPeter Brune 
518dfbf837cSBarry Smith    "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", C. W. Oosterlee and T. Washio,
519dfbf837cSBarry Smith    SIAM Journal on Scientific Computing, 21(5), 2000.
520dfbf837cSBarry Smith 
521dfbf837cSBarry Smith    This is also the same as the algorithm called Anderson acceleration introduced in "D. G. Anderson. Iterative procedures for nonlinear integral equations.
522dfbf837cSBarry Smith    J. Assoc. Comput. Mach., 12:547–560, 1965."
523dfbf837cSBarry Smith 
524dfbf837cSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types)
525dfbf837cSBarry Smith M*/
526a312c225SMatthew G Knepley 
527a312c225SMatthew G Knepley EXTERN_C_BEGIN
528a312c225SMatthew G Knepley #undef __FUNCT__
529a312c225SMatthew G Knepley #define __FUNCT__ "SNESCreate_NGMRES"
530a312c225SMatthew G Knepley PetscErrorCode SNESCreate_NGMRES(SNES snes)
531a312c225SMatthew G Knepley {
532a312c225SMatthew G Knepley   SNES_NGMRES   *ngmres;
533a312c225SMatthew G Knepley   PetscErrorCode ierr;
534a312c225SMatthew G Knepley 
535a312c225SMatthew G Knepley   PetscFunctionBegin;
536a312c225SMatthew G Knepley   snes->ops->destroy        = SNESDestroy_NGMRES;
537a312c225SMatthew G Knepley   snes->ops->setup          = SNESSetUp_NGMRES;
538a312c225SMatthew G Knepley   snes->ops->setfromoptions = SNESSetFromOptions_NGMRES;
539a312c225SMatthew G Knepley   snes->ops->view           = SNESView_NGMRES;
540a312c225SMatthew G Knepley   snes->ops->solve          = SNESSolve_NGMRES;
541a312c225SMatthew G Knepley   snes->ops->reset          = SNESReset_NGMRES;
542a312c225SMatthew G Knepley 
54342f4f86dSBarry Smith   snes->usespc          = PETSC_TRUE;
5442c155ee1SBarry Smith   snes->usesksp         = PETSC_FALSE;
5452c155ee1SBarry Smith 
546a312c225SMatthew G Knepley   ierr = PetscNewLog(snes, SNES_NGMRES, &ngmres);CHKERRQ(ierr);
547a312c225SMatthew G Knepley   snes->data = (void*) ngmres;
548d2e16ddcSPeter Brune   ngmres->msize = 30;
54919653cdaSPeter Brune 
550*88976e71SPeter Brune   if (!snes->tolerancesset) {
5510e444f03SPeter Brune     snes->max_funcs = 30000;
5520e444f03SPeter Brune     snes->max_its   = 10000;
553*88976e71SPeter Brune   }
5540e444f03SPeter Brune 
555d2e16ddcSPeter Brune   ngmres->additive   = PETSC_FALSE;
556d2e16ddcSPeter Brune   ngmres->anderson   = PETSC_FALSE;
557d2e16ddcSPeter Brune 
558e7058c64SPeter Brune   ngmres->additive_linesearch = PETSC_NULL;
559e7058c64SPeter Brune 
56028ed4a04SPeter Brune   ngmres->restart_it = 2;
561f109b39eSPeter Brune   ngmres->gammaA     = 2.0;
562f109b39eSPeter Brune   ngmres->gammaC     = 2.0;
563cac108bcSPeter Brune   ngmres->deltaB     = 0.9;
564cac108bcSPeter Brune   ngmres->epsilonB   = 0.1;
565e7058c64SPeter Brune 
566a312c225SMatthew G Knepley   PetscFunctionReturn(0);
567a312c225SMatthew G Knepley }
568a312c225SMatthew G Knepley EXTERN_C_END
569