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) { 86ce94432eSBarry Smith ierr = SNESLineSearchCreate(PetscObjectComm((PetscObject)snes),&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, 1100298fd71SBarry Smith (PetscEnum)ngmres->select_type,(PetscEnum*)&ngmres->select_type,NULL);CHKERRQ(ierr); 11113a62661SPeter Brune ierr = PetscOptionsEnum("-snes_ngmres_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes, 1120298fd71SBarry Smith (PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,NULL);CHKERRQ(ierr); 1130298fd71SBarry Smith ierr = PetscOptionsBool("-snes_ngmres_candidate", "Use candidate storage", "SNES",ngmres->candidate,&ngmres->candidate,NULL);CHKERRQ(ierr); 114077c4231SPeter Brune ierr = PetscOptionsBool("-snes_ngmres_approxfunc","Linearly approximate the function", "SNES",ngmres->approxfunc,&ngmres->approxfunc,NULL);CHKERRQ(ierr); 1150298fd71SBarry Smith ierr = PetscOptionsInt("-snes_ngmres_m", "Number of directions", "SNES",ngmres->msize,&ngmres->msize,NULL);CHKERRQ(ierr); 1160298fd71SBarry Smith ierr = PetscOptionsInt("-snes_ngmres_restart", "Iterations before forced restart", "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,NULL);CHKERRQ(ierr); 1170298fd71SBarry Smith ierr = PetscOptionsInt("-snes_ngmres_restart_it", "Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,NULL);CHKERRQ(ierr); 1180298fd71SBarry Smith ierr = PetscOptionsBool("-snes_ngmres_monitor", "Monitor actions of NGMRES", "SNES",ngmres->monitor ? PETSC_TRUE : PETSC_FALSE,&debug,NULL);CHKERRQ(ierr); 119dfbf837cSBarry Smith if (debug) { 120ce94432eSBarry Smith ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));CHKERRQ(ierr); 121dfbf837cSBarry Smith } 1220298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_gammaA", "Residual selection constant", "SNES",ngmres->gammaA,&ngmres->gammaA,NULL);CHKERRQ(ierr); 1230298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_gammaC", "Residual restart constant", "SNES",ngmres->gammaC,&ngmres->gammaC,NULL);CHKERRQ(ierr); 1240298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_epsilonB", "Difference selection constant", "SNES",ngmres->epsilonB,&ngmres->epsilonB,NULL);CHKERRQ(ierr); 1250298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_deltaB", "Difference residual selection constant", "SNES",ngmres->deltaB,&ngmres->deltaB,NULL);CHKERRQ(ierr); 1260298fd71SBarry Smith ierr = PetscOptionsBool("-snes_ngmres_single_reduction", "Aggregate reductions", "SNES",ngmres->singlereduction,&ngmres->singlereduction,NULL);CHKERRQ(ierr); 127a312c225SMatthew G Knepley ierr = PetscOptionsTail();CHKERRQ(ierr); 1286a7cf640SPeter Brune if ((ngmres->gammaA > ngmres->gammaC) && (ngmres->gammaC > 2.)) ngmres->gammaC = ngmres->gammaA; 1299e764e56SPeter Brune 1309e764e56SPeter Brune /* set the default type of the line search if the user hasn't already. */ 1319e764e56SPeter Brune if (!snes->linesearch) { 132f1c6b773SPeter Brune ierr = SNESGetSNESLineSearch(snes,&linesearch);CHKERRQ(ierr); 1331a4f838cSPeter Brune ierr = SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);CHKERRQ(ierr); 1349e764e56SPeter Brune } 135a312c225SMatthew G Knepley PetscFunctionReturn(0); 136a312c225SMatthew G Knepley } 137a312c225SMatthew G Knepley 138a312c225SMatthew G Knepley #undef __FUNCT__ 139a312c225SMatthew G Knepley #define __FUNCT__ "SNESView_NGMRES" 140a312c225SMatthew G Knepley PetscErrorCode SNESView_NGMRES(SNES snes,PetscViewer viewer) 141a312c225SMatthew G Knepley { 142a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 143a312c225SMatthew G Knepley PetscBool iascii; 144a312c225SMatthew G Knepley PetscErrorCode ierr; 145a312c225SMatthew G Knepley 146a312c225SMatthew G Knepley PetscFunctionBegin; 147251f4c67SDmitry Karpeev ierr = PetscObjectTypeCompare((PetscObject) viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr); 148a312c225SMatthew G Knepley if (iascii) { 149f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer," Number of stored past updates: %d\n", ngmres->msize);CHKERRQ(ierr); 150f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer," Residual selection: gammaA=%1.0e, gammaC=%1.0e\n",ngmres->gammaA,ngmres->gammaC);CHKERRQ(ierr); 151f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer," Difference restart: epsilonB=%1.0e, deltaB=%1.0e\n",ngmres->epsilonB,ngmres->deltaB);CHKERRQ(ierr); 152a312c225SMatthew G Knepley } 153a312c225SMatthew G Knepley PetscFunctionReturn(0); 154a312c225SMatthew G Knepley } 155a312c225SMatthew G Knepley 156a312c225SMatthew G Knepley #undef __FUNCT__ 157a312c225SMatthew G Knepley #define __FUNCT__ "SNESSolve_NGMRES" 158a312c225SMatthew G Knepley PetscErrorCode SNESSolve_NGMRES(SNES snes) 159a312c225SMatthew G Knepley { 16038774f0aSPeter Brune 161087dfb9eSxuemin SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 16298b3e84cSPeter Brune /* present solution, residual, and preconditioned residual */ 1639f425c49SPeter Brune Vec X,F,B,D,Y; 164f109b39eSPeter Brune 165f109b39eSPeter Brune /* candidate linear combination answers */ 1664b32a720SPeter Brune Vec XA,FA,XM,FM,FPC; 16719653cdaSPeter Brune 16898b3e84cSPeter Brune /* coefficients and RHS to the minimization problem */ 16918aa0c0cSPeter Brune PetscReal fnorm,fMnorm,fAnorm; 17038774f0aSPeter Brune PetscInt k,k_restart,l,ivec,restart_count = 0; 17119653cdaSPeter Brune 17298b3e84cSPeter Brune /* solution selection data */ 17338774f0aSPeter Brune PetscBool selectRestart; 17438774f0aSPeter Brune PetscReal dnorm,dminnorm = 0.0; 175d484d688SPeter Brune PetscReal fminnorm,xnorm,ynorm; 17619653cdaSPeter Brune 1771e633543SBarry Smith SNESConvergedReason reason; 17838774f0aSPeter Brune PetscBool lssucceed; 179a312c225SMatthew G Knepley PetscErrorCode ierr; 180a312c225SMatthew G Knepley 181a312c225SMatthew G Knepley PetscFunctionBegin; 18298b3e84cSPeter Brune /* variable initialization */ 183a312c225SMatthew G Knepley snes->reason = SNES_CONVERGED_ITERATING; 184f109b39eSPeter Brune X = snes->vec_sol; 185f109b39eSPeter Brune F = snes->vec_func; 186f109b39eSPeter Brune B = snes->vec_rhs; 187f109b39eSPeter Brune XA = snes->vec_sol_update; 188f109b39eSPeter Brune FA = snes->work[0]; 189f109b39eSPeter Brune D = snes->work[1]; 190f109b39eSPeter Brune 191f109b39eSPeter Brune /* work for the line search */ 192f109b39eSPeter Brune Y = snes->work[2]; 1939f425c49SPeter Brune XM = snes->work[3]; 1949f425c49SPeter Brune FM = snes->work[4]; 195a312c225SMatthew G Knepley 196a312c225SMatthew G Knepley ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 197a312c225SMatthew G Knepley snes->iter = 0; 198a312c225SMatthew G Knepley snes->norm = 0.; 199a312c225SMatthew G Knepley ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 20019653cdaSPeter Brune 20198b3e84cSPeter Brune /* initialization */ 20219653cdaSPeter Brune 20398b3e84cSPeter Brune /* r = F(x) */ 204e4ed7901SPeter Brune if (!snes->vec_func_init_set) { 205f109b39eSPeter Brune ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 206a312c225SMatthew G Knepley if (snes->domainerror) { 207a312c225SMatthew G Knepley snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 208a312c225SMatthew G Knepley PetscFunctionReturn(0); 209a312c225SMatthew G Knepley } 2101aa26658SKarl Rupp } else snes->vec_func_init_set = PETSC_FALSE; 21119653cdaSPeter Brune 212e4ed7901SPeter Brune if (!snes->norm_init_set) { 213f109b39eSPeter Brune ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); 214189a9710SBarry Smith if (PetscIsInfOrNanReal(fnorm)) { 215189a9710SBarry Smith snes->reason = SNES_DIVERGED_FNORM_NAN; 216189a9710SBarry Smith PetscFunctionReturn(0); 217189a9710SBarry Smith } 218e4ed7901SPeter Brune } else { 219e4ed7901SPeter Brune fnorm = snes->norm_init; 220e4ed7901SPeter Brune snes->norm_init_set = PETSC_FALSE; 221e4ed7901SPeter Brune } 222e4ed7901SPeter Brune fminnorm = fnorm; 22319653cdaSPeter Brune 22498b3e84cSPeter Brune /* q_{00} = nu */ 22538774f0aSPeter Brune SNESNGMRESUpdateSubspace_Private(snes,0,0,F,fnorm,X); 226087dfb9eSxuemin 227a312c225SMatthew G Knepley ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 228f109b39eSPeter Brune snes->norm = fnorm; 229a312c225SMatthew G Knepley ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 230a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr); 231f109b39eSPeter Brune ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 232f109b39eSPeter Brune ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 233a312c225SMatthew G Knepley if (snes->reason) PetscFunctionReturn(0); 234a312c225SMatthew G Knepley 23519653cdaSPeter Brune k_restart = 1; 23619653cdaSPeter Brune l = 1; 23709c08436SPeter Brune for (k=1; k < snes->max_its+1; k++) { 23898b3e84cSPeter Brune /* select which vector of the stored subspace will be updated */ 23998b3e84cSPeter Brune ivec = k_restart % ngmres->msize; /* replace the last used part of the subspace */ 24019653cdaSPeter Brune 24198b3e84cSPeter Brune /* Computation of x^M */ 242c40d0f55SPeter Brune if (snes->pc && snes->pcside == PC_RIGHT) { 2439f425c49SPeter Brune ierr = VecCopy(X,XM);CHKERRQ(ierr); 244e4ed7901SPeter Brune ierr = SNESSetInitialFunction(snes->pc,F);CHKERRQ(ierr); 245e4ed7901SPeter Brune ierr = SNESSetInitialFunctionNorm(snes->pc,fnorm);CHKERRQ(ierr); 24663e7833aSPeter Brune 24763e7833aSPeter Brune ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr); 2489f425c49SPeter Brune ierr = SNESSolve(snes->pc,B,XM);CHKERRQ(ierr); 24963e7833aSPeter Brune ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr); 25063e7833aSPeter Brune 2518cc86e31SPeter Brune ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); 2528cc86e31SPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 2538cc86e31SPeter Brune snes->reason = SNES_DIVERGED_INNER; 2548cc86e31SPeter Brune PetscFunctionReturn(0); 2558cc86e31SPeter Brune } 2560298fd71SBarry Smith ierr = SNESGetFunction(snes->pc,&FPC,NULL,NULL);CHKERRQ(ierr); 2574b32a720SPeter Brune ierr = VecCopy(FPC,FM);CHKERRQ(ierr); 2584b32a720SPeter Brune ierr = SNESGetFunctionNorm(snes->pc,&fMnorm);CHKERRQ(ierr); 2598cc86e31SPeter Brune } else { 260f109b39eSPeter Brune /* no preconditioner -- just take gradient descent with line search */ 261f109b39eSPeter Brune ierr = VecCopy(F,Y);CHKERRQ(ierr); 262e7058c64SPeter Brune ierr = VecCopy(F,FM);CHKERRQ(ierr); 263e7058c64SPeter Brune ierr = VecCopy(X,XM);CHKERRQ(ierr); 2641aa26658SKarl Rupp 265e7058c64SPeter Brune fMnorm = fnorm; 2661aa26658SKarl Rupp 267f1c6b773SPeter Brune ierr = SNESLineSearchApply(snes->linesearch,XM,FM,&fMnorm,Y);CHKERRQ(ierr); 268f1c6b773SPeter Brune ierr = SNESLineSearchGetSuccess(snes->linesearch,&lssucceed);CHKERRQ(ierr); 269f109b39eSPeter Brune if (!lssucceed) { 270f109b39eSPeter Brune if (++snes->numFailures >= snes->maxFailures) { 271f109b39eSPeter Brune snes->reason = SNES_DIVERGED_LINE_SEARCH; 272f109b39eSPeter Brune PetscFunctionReturn(0); 273f109b39eSPeter Brune } 274f109b39eSPeter Brune } 2756634f59bSPeter Brune } 276f6408107SPeter Brune ierr = SNESNGMRESFormCombinedSolution_Private(snes,l,XM,FM,fMnorm,X,XA,FA);CHKERRQ(ierr); 27798b3e84cSPeter Brune /* r = F(x) */ 2789f425c49SPeter Brune if (fminnorm > fMnorm) fminnorm = fMnorm; /* the minimum norm is now of F^M */ 27919653cdaSPeter Brune 2809f425c49SPeter Brune /* differences for selection and restart */ 28113a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) { 282fa8c639aSPeter Brune ierr = SNESNGMRESCalculateDifferences_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,&fAnorm);CHKERRQ(ierr); 28313a62661SPeter Brune } else { 28413a62661SPeter Brune ierr = VecNorm(FA,NORM_2,&fAnorm);CHKERRQ(ierr); 28513a62661SPeter Brune } 286189a9710SBarry Smith if (PetscIsInfOrNanReal(fAnorm)) { 287189a9710SBarry Smith snes->reason = SNES_DIVERGED_FNORM_NAN; 288189a9710SBarry Smith PetscFunctionReturn(0); 289189a9710SBarry Smith } 2901aa26658SKarl Rupp 2919f425c49SPeter Brune /* combination (additive) or selection (multiplicative) of the N-GMRES solution */ 292fa8c639aSPeter Brune ierr = SNESNGMRESSelect_Private(snes,k_restart,XM,FM,fMnorm,XA,FA,fAnorm,dnorm,fminnorm,dminnorm,X,F,Y,&fnorm);CHKERRQ(ierr); 29319653cdaSPeter Brune selectRestart = PETSC_FALSE; 29413a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) { 29521687c63SPeter Brune ierr = SNESNGMRESSelectRestart_Private(snes,l,fAnorm,dnorm,fminnorm,dminnorm,&selectRestart);CHKERRQ(ierr); 29628ed4a04SPeter Brune /* if the restart conditions persist for more than restart_it iterations, restart. */ 2971aa26658SKarl Rupp if (selectRestart) restart_count++; 2981aa26658SKarl Rupp else restart_count = 0; 29913a62661SPeter Brune } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) { 30013a62661SPeter Brune if (k_restart > ngmres->restart_periodic) { 30113a62661SPeter Brune if (ngmres->monitor) ierr = PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);CHKERRQ(ierr); 30213a62661SPeter Brune restart_count = ngmres->restart_it; 30313a62661SPeter Brune } 30413a62661SPeter Brune } 30528ed4a04SPeter Brune /* restart after restart conditions have persisted for a fixed number of iterations */ 30628ed4a04SPeter Brune if (restart_count >= ngmres->restart_it) { 307dfbf837cSBarry Smith if (ngmres->monitor) { 308dfbf837cSBarry Smith ierr = PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);CHKERRQ(ierr); 309dfbf837cSBarry Smith } 31028ed4a04SPeter Brune restart_count = 0; 31119653cdaSPeter Brune k_restart = 1; 31219653cdaSPeter Brune l = 1; 31398b3e84cSPeter Brune /* q_{00} = nu */ 31438774f0aSPeter Brune if (ngmres->candidate) { 315fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,0,0,FM,fMnorm,XM);CHKERRQ(ierr); 316d2e16ddcSPeter Brune } else { 317fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,0,0,F,fMnorm,X);CHKERRQ(ierr); 318d2e16ddcSPeter Brune } 31919653cdaSPeter Brune } else { 32098b3e84cSPeter Brune /* select the current size of the subspace */ 3211e633543SBarry Smith if (l < ngmres->msize) l++; 32219653cdaSPeter Brune k_restart++; 32398b3e84cSPeter Brune /* place the current entry in the list of previous entries */ 32438774f0aSPeter Brune if (ngmres->candidate) { 32538774f0aSPeter Brune if (fminnorm > fMnorm) fminnorm = fMnorm; 326fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fMnorm,XM);CHKERRQ(ierr); 327d2e16ddcSPeter Brune } else { 32838774f0aSPeter Brune if (fminnorm > fnorm) fminnorm = fnorm; 329fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,F,fnorm,X);CHKERRQ(ierr); 33019653cdaSPeter Brune } 331d2e16ddcSPeter Brune } 33219653cdaSPeter Brune 3338409ca45SMatthew G Knepley ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 334087dfb9eSxuemin snes->iter = k; 335f109b39eSPeter Brune snes->norm = fnorm; 3368409ca45SMatthew G Knepley ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 337a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,snes->norm,snes->iter);CHKERRQ(ierr); 3388409ca45SMatthew G Knepley ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 339d484d688SPeter Brune ierr = VecNormBegin(Y,NORM_2,&ynorm);CHKERRQ(ierr); 340d484d688SPeter Brune ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr); 341d484d688SPeter Brune ierr = VecNormEnd(Y,NORM_2,&ynorm);CHKERRQ(ierr); 342d484d688SPeter Brune ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr); 343d484d688SPeter Brune ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 344087dfb9eSxuemin if (snes->reason) PetscFunctionReturn(0); 345a312c225SMatthew G Knepley } 346a312c225SMatthew G Knepley snes->reason = SNES_DIVERGED_MAX_IT; 347a312c225SMatthew G Knepley PetscFunctionReturn(0); 348a312c225SMatthew G Knepley } 349a312c225SMatthew G Knepley 35013a62661SPeter Brune #undef __FUNCT__ 35113a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType" 35213a62661SPeter Brune /*@ 35313a62661SPeter Brune SNESNGMRESSetRestartType - Sets the restart type for SNESNGMRES. 35413a62661SPeter Brune 35513a62661SPeter Brune Logically Collective on SNES 35613a62661SPeter Brune 35713a62661SPeter Brune Input Parameters: 35813a62661SPeter Brune + snes - the iterative context 35913a62661SPeter Brune - rtype - restart type 36013a62661SPeter Brune 36113a62661SPeter Brune Options Database: 36213a62661SPeter Brune + -snes_ngmres_restart_type<difference,periodic,none> - set the restart type 3630c777b0cSPeter Brune - -snes_ngmres_restart[30] - sets the number of iterations before restart for periodic 36413a62661SPeter Brune 36513a62661SPeter Brune Level: intermediate 36613a62661SPeter Brune 36713a62661SPeter Brune SNESNGMRESRestartTypes: 36813a62661SPeter Brune + SNES_NGMRES_RESTART_NONE - never restart 36913a62661SPeter Brune . SNES_NGMRES_RESTART_DIFFERENCE - restart based upon difference criteria 37013a62661SPeter Brune - SNES_NGMRES_RESTART_PERIODIC - restart after a fixed number of iterations 37113a62661SPeter Brune 37213a62661SPeter Brune Notes: 37313a62661SPeter Brune The default line search used is the L2 line search and it requires two additional function evaluations. 37413a62661SPeter Brune 37513a62661SPeter Brune .keywords: SNES, SNESNGMRES, restart, type, set SNESLineSearch 37613a62661SPeter Brune @*/ 3770adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType(SNES snes,SNESNGMRESRestartType rtype) 3780adebc6cSBarry Smith { 37913a62661SPeter Brune PetscErrorCode ierr; 3805fd66863SKarl Rupp 38113a62661SPeter Brune PetscFunctionBegin; 38213a62661SPeter Brune PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 38313a62661SPeter Brune ierr = PetscTryMethod(snes,"SNESNGMRESSetRestartType_C",(SNES,SNESNGMRESRestartType),(snes,rtype));CHKERRQ(ierr); 38413a62661SPeter Brune PetscFunctionReturn(0); 38513a62661SPeter Brune } 38613a62661SPeter Brune 38713a62661SPeter Brune #undef __FUNCT__ 38813a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType" 38913a62661SPeter Brune /*@ 39013a62661SPeter Brune SNESNGMRESSetSelectType - Sets the selection type for SNESNGMRES. This determines how the candidate solution and 39113a62661SPeter Brune combined solution are used to create the next iterate. 39213a62661SPeter Brune 39313a62661SPeter Brune Logically Collective on SNES 39413a62661SPeter Brune 39513a62661SPeter Brune Input Parameters: 39613a62661SPeter Brune + snes - the iterative context 39713a62661SPeter Brune - stype - selection type 39813a62661SPeter Brune 39913a62661SPeter Brune Options Database: 40013a62661SPeter Brune . -snes_ngmres_select_type<difference,none,linesearch> 40113a62661SPeter Brune 40213a62661SPeter Brune Level: intermediate 40313a62661SPeter Brune 40413a62661SPeter Brune SNESNGMRESSelectTypes: 40513a62661SPeter Brune + SNES_NGMRES_SELECT_NONE - choose the combined solution all the time 40613a62661SPeter Brune . SNES_NGMRES_SELECT_DIFFERENCE - choose based upon the selection criteria 40713a62661SPeter Brune - SNES_NGMRES_SELECT_LINESEARCH - choose based upon line search combination 40813a62661SPeter Brune 40913a62661SPeter Brune Notes: 41013a62661SPeter Brune The default line search used is the L2 line search and it requires two additional function evaluations. 41113a62661SPeter Brune 41213a62661SPeter Brune .keywords: SNES, SNESNGMRES, selection, type, set SNESLineSearch 41313a62661SPeter Brune @*/ 4140adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType(SNES snes,SNESNGMRESSelectType stype) 4150adebc6cSBarry Smith { 41613a62661SPeter Brune PetscErrorCode ierr; 4175fd66863SKarl Rupp 41813a62661SPeter Brune PetscFunctionBegin; 41913a62661SPeter Brune PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 42013a62661SPeter Brune ierr = PetscTryMethod(snes,"SNESNGMRESSetSelectType_C",(SNES,SNESNGMRESSelectType),(snes,stype));CHKERRQ(ierr); 42113a62661SPeter Brune PetscFunctionReturn(0); 42213a62661SPeter Brune } 42313a62661SPeter Brune 42413a62661SPeter Brune #undef __FUNCT__ 42513a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType_NGMRES" 4260adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes,SNESNGMRESSelectType stype) 4270adebc6cSBarry Smith { 42813a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data; 4295fd66863SKarl Rupp 43013a62661SPeter Brune PetscFunctionBegin; 43113a62661SPeter Brune ngmres->select_type = stype; 43213a62661SPeter Brune PetscFunctionReturn(0); 43313a62661SPeter Brune } 43413a62661SPeter Brune 43513a62661SPeter Brune #undef __FUNCT__ 43613a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType_NGMRES" 4370adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes,SNESNGMRESRestartType rtype) 4380adebc6cSBarry Smith { 43913a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data; 4405fd66863SKarl Rupp 44113a62661SPeter Brune PetscFunctionBegin; 44213a62661SPeter Brune ngmres->restart_type = rtype; 44313a62661SPeter Brune PetscFunctionReturn(0); 44413a62661SPeter Brune } 44513a62661SPeter Brune 446dfbf837cSBarry Smith /*MC 4471867fe5bSPeter Brune SNESNGMRES - The Nonlinear Generalized Minimum Residual method. 448a312c225SMatthew G Knepley 449dfbf837cSBarry Smith Level: beginner 450dfbf837cSBarry Smith 4511867fe5bSPeter Brune Options Database: 45213a62661SPeter Brune + -snes_ngmres_select_type<difference,none,linesearch> - choose the select between candidate and combined solution 45338774f0aSPeter Brune . -snes_ngmres_restart_type<difference,none,periodic> - choose the restart conditions 45438774f0aSPeter Brune . -snes_ngmres_candidate - Use NGMRES variant which combines candidate solutions instead of actual solutions 45513a62661SPeter Brune . -snes_ngmres_m - Number of stored previous solutions and residuals 45613a62661SPeter Brune . -snes_ngmres_restart_it - Number of iterations the restart conditions hold before restart 45713a62661SPeter Brune . -snes_ngmres_gammaA - Residual tolerance for solution select between the candidate and combination 45813a62661SPeter Brune . -snes_ngmres_gammaC - Residual tolerance for restart 45913a62661SPeter Brune . -snes_ngmres_epsilonB - Difference tolerance between subsequent solutions triggering restart 46013a62661SPeter Brune . -snes_ngmres_deltaB - Difference tolerance between residuals triggering restart 46113a62661SPeter Brune . -snes_ngmres_monitor - Prints relevant information about the ngmres iteration 46213a62661SPeter Brune . -snes_linesearch_type <basic,basicnonorms,quadratic,critical> - Line search type used for the default smoother 46313a62661SPeter Brune - -additive_snes_linesearch_type - linesearch type used to select between the candidate and combined solution with additive select type 4641867fe5bSPeter Brune 4651867fe5bSPeter Brune Notes: 4661867fe5bSPeter Brune 4671867fe5bSPeter Brune The N-GMRES method combines m previous solutions into a minimum-residual solution by solving a small linearized 4681867fe5bSPeter Brune optimization problem at each iteration. 4691867fe5bSPeter Brune 4701867fe5bSPeter Brune References: 4711867fe5bSPeter Brune 472dfbf837cSBarry Smith "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", C. W. Oosterlee and T. Washio, 473dfbf837cSBarry Smith SIAM Journal on Scientific Computing, 21(5), 2000. 474dfbf837cSBarry Smith 475dfbf837cSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types) 476dfbf837cSBarry Smith M*/ 477a312c225SMatthew G Knepley 478a312c225SMatthew G Knepley #undef __FUNCT__ 479a312c225SMatthew G Knepley #define __FUNCT__ "SNESCreate_NGMRES" 480*8cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESCreate_NGMRES(SNES snes) 481a312c225SMatthew G Knepley { 482a312c225SMatthew G Knepley SNES_NGMRES *ngmres; 483a312c225SMatthew G Knepley PetscErrorCode ierr; 484a312c225SMatthew G Knepley 485a312c225SMatthew G Knepley PetscFunctionBegin; 486a312c225SMatthew G Knepley snes->ops->destroy = SNESDestroy_NGMRES; 487a312c225SMatthew G Knepley snes->ops->setup = SNESSetUp_NGMRES; 488a312c225SMatthew G Knepley snes->ops->setfromoptions = SNESSetFromOptions_NGMRES; 489a312c225SMatthew G Knepley snes->ops->view = SNESView_NGMRES; 490a312c225SMatthew G Knepley snes->ops->solve = SNESSolve_NGMRES; 491a312c225SMatthew G Knepley snes->ops->reset = SNESReset_NGMRES; 492a312c225SMatthew G Knepley 49342f4f86dSBarry Smith snes->usespc = PETSC_TRUE; 4942c155ee1SBarry Smith snes->usesksp = PETSC_FALSE; 4952c155ee1SBarry Smith 496a312c225SMatthew G Knepley ierr = PetscNewLog(snes,SNES_NGMRES,&ngmres);CHKERRQ(ierr); 497a312c225SMatthew G Knepley snes->data = (void*) ngmres; 498d2e16ddcSPeter Brune ngmres->msize = 30; 49919653cdaSPeter Brune 50088976e71SPeter Brune if (!snes->tolerancesset) { 5010e444f03SPeter Brune snes->max_funcs = 30000; 5020e444f03SPeter Brune snes->max_its = 10000; 50388976e71SPeter Brune } 5040e444f03SPeter Brune 50538774f0aSPeter Brune ngmres->candidate = PETSC_FALSE; 506d2e16ddcSPeter Brune 5070298fd71SBarry Smith ngmres->additive_linesearch = NULL; 508077c4231SPeter Brune ngmres->approxfunc = PETSC_FALSE; 50928ed4a04SPeter Brune ngmres->restart_it = 2; 51013a62661SPeter Brune ngmres->restart_periodic = 30; 511f109b39eSPeter Brune ngmres->gammaA = 2.0; 512f109b39eSPeter Brune ngmres->gammaC = 2.0; 513cac108bcSPeter Brune ngmres->deltaB = 0.9; 514cac108bcSPeter Brune ngmres->epsilonB = 0.1; 515e7058c64SPeter Brune 51613a62661SPeter Brune ngmres->restart_type = SNES_NGMRES_RESTART_DIFFERENCE; 51713a62661SPeter Brune ngmres->select_type = SNES_NGMRES_SELECT_DIFFERENCE; 51813a62661SPeter Brune 51900de8ff0SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetSelectType_C","SNESNGMRESSetSelectType_NGMRES",SNESNGMRESSetSelectType_NGMRES);CHKERRQ(ierr); 52000de8ff0SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetRestartType_C","SNESNGMRESSetRestartType_NGMRES",SNESNGMRESSetRestartType_NGMRES);CHKERRQ(ierr); 521a312c225SMatthew G Knepley PetscFunctionReturn(0); 522a312c225SMatthew G Knepley } 52399e0435eSBarry Smith 524