xref: /petsc/src/snes/impls/ngmres/snesngmres.c (revision a312c225d206f1f91f962d3dd267044e3dc452e9)

/* Defines the basic SNES object */
#include <private/snesimpl.h>

/* Private structure for the Anderson mixing method aka nonlinear Krylov */
typedef struct {
  Vec       *v, *w;
  PetscReal *f2;    /* 2-norms of function (residual) at each stage */
  PetscInt   msize; /* maximum size of space */
  PetscInt   csize; /* current size of space */
} SNES_NGMRES;

#undef __FUNCT__
#define __FUNCT__ "SNESReset_NGMRES"
PetscErrorCode SNESReset_NGMRES(SNES snes)
{
  SNES_NGMRES   *ngmres = (SNES_NGMRES*) snes->data;
  PetscErrorCode ierr;

  PetscFunctionBegin;
  ierr = VecDestroyVecs(ngmres->msize, &ngmres->v);CHKERRQ(ierr);
  ierr = VecDestroyVecs(ngmres->msize, &ngmres->w);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}

#undef __FUNCT__
#define __FUNCT__ "SNESDestroy_NGMRES"
PetscErrorCode SNESDestroy_NGMRES(SNES snes)
{
  PetscErrorCode ierr;

  PetscFunctionBegin;
  ierr = SNESReset_NGMRES(snes);CHKERRQ(ierr);
  if (snes->work) {ierr = VecDestroyVecs(snes->nwork, &snes->work);CHKERRQ(ierr);}
  PetscFunctionReturn(0);
}

#undef __FUNCT__
#define __FUNCT__ "SNESSetUp_NGMRES"
PetscErrorCode SNESSetUp_NGMRES(SNES snes)
{
  SNES_NGMRES   *ngmres = (SNES_NGMRES *) snes->data;
  PetscErrorCode ierr;

  PetscFunctionBegin;
#if 0
  if (snes->pc_side != PC_LEFT) {SETERRQ(((PetscObject) snes)->comm, PETSC_ERR_SUP, "Only left preconditioning allowed for SNESNGMRES");}
#endif
  ierr = VecDuplicateVecs(snes->vec_sol, ngmres->msize, &ngmres->v);CHKERRQ(ierr);
  ierr = VecDuplicateVecs(snes->vec_sol, ngmres->msize, &ngmres->w);CHKERRQ(ierr);
  ierr = SNESDefaultGetWork(snes, 2);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}

#undef __FUNCT__
#define __FUNCT__ "SNESSetFromOptions_NGMRES"
PetscErrorCode SNESSetFromOptions_NGMRES(SNES snes)
{
  SNES_NGMRES   *ngmres = (SNES_NGMRES *) snes->data;
  PetscErrorCode ierr;

  PetscFunctionBegin;
  ierr = PetscOptionsHead("SNES NGMRES options");CHKERRQ(ierr);
    ierr = PetscOptionsInt("-snes_gmres_restart", "Number of directions", "SNES", ngmres->msize, &ngmres->msize, PETSC_NULL);CHKERRQ(ierr);
  ierr = PetscOptionsTail();CHKERRQ(ierr);
  PetscFunctionReturn(0);
}

#undef __FUNCT__
#define __FUNCT__ "SNESView_NGMRES"
PetscErrorCode SNESView_NGMRES(SNES snes, PetscViewer viewer)
{
  SNES_NGMRES   *ngmres = (SNES_NGMRES *) snes->data;
  PetscBool      iascii;
  PetscErrorCode ierr;

  PetscFunctionBegin;
  ierr = PetscTypeCompare((PetscObject) viewer, PETSCVIEWERASCII, &iascii);CHKERRQ(ierr);
  if (iascii) {
    ierr = PetscViewerASCIIPrintf(viewer, "  Size of space %d\n", ngmres->msize);CHKERRQ(ierr);
  } else {
    SETERRQ1(((PetscObject) snes)->comm, PETSC_ERR_SUP, "Viewer type %s not supported for SNESNGMRES", ((PetscObject) viewer)->type_name);
  }
  PetscFunctionReturn(0);
}

#undef __FUNCT__
#define __FUNCT__ "SNESSolve_NGMRES"
PetscErrorCode SNESSolve_NGMRES(SNES snes)
{
  SNES_NGMRES   *ngmres = (SNES_NGMRES *) snes->data;
  Vec            X, Y, F, Pold, P, *V = ngmres->v, *W = ngmres->w;
  //Vec            y, w;
  PetscScalar    wdot;
  PetscReal      fnorm;
  //PetscScalar    rdot, abr, A0;
  PetscInt       i, j, k;
  PetscErrorCode ierr;

  PetscFunctionBegin;
  snes->reason  = SNES_CONVERGED_ITERATING;
  X             = snes->vec_sol;
  Y             = snes->vec_sol_update;
  F             = snes->vec_func;
  Pold          = snes->work[0];
  P             = snes->work[1];

  ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
  snes->iter = 0;
  snes->norm = 0.;
  ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
  ierr = SNESComputeFunction(snes, X, F);CHKERRQ(ierr);               /* r = F(x) */
#if 0
  ierr = SNESSolve(snes->pc, F, Pold);CHKERRQ(ierr);                  /* p = P(r) */
#else
  ierr = VecCopy(F, Pold);CHKERRQ(ierr);                              /* p = r    */
#endif
  if (snes->domainerror) {
    snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
    PetscFunctionReturn(0);
  }
  ierr = VecNorm(F, NORM_2, &fnorm);CHKERRQ(ierr);                    /* fnorm = ||r||  */
  if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF, PETSC_ERR_FP, "Infinite or not-a-number generated in norm");
  ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
  snes->norm = fnorm;
  ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
  SNESLogConvHistory(snes, fnorm, 0);
  ierr = SNESMonitor(snes, 0, fnorm);CHKERRQ(ierr);

  /* set parameter for default relative tolerance convergence test */
  snes->ttol = fnorm*snes->rtol;
  /* test convergence */
  ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
  if (snes->reason) PetscFunctionReturn(0);

#if 0
  /* Barry: What the heck is this part doing? */
  /* determine optimal scale factor -- slow code */
  ierr = VecDuplicate(P, &y);CHKERRQ(ierr);
  ierr = VecDuplicate(P, &w);CHKERRQ(ierr);
  ierr = MatMult(Amat, Pold, y);CHKERRQ(ierr);
  /*ierr = KSP_PCApplyBAorAB(ksp,Pold,y,w);CHKERRQ(ierr);  */    /* y = BAp */
  ierr  = VecDotNorm2(Pold, y, &rdot, &abr);CHKERRQ(ierr);   /*   rdot = (p)^T(BAp); abr = (BAp)^T (BAp) */
  ierr = VecDestroy(&y);CHKERRQ(ierr);
  ierr = VecDestroy(&w);CHKERRQ(ierr);
  A0   = rdot/abr;
  ierr = VecAXPY(X,A0,Pold);CHKERRQ(ierr);             /*   x  <- x + scale p */
#endif

  /* Loop over batches of directions */
  for(k = 0; k < snes->max_its; k += ngmres->msize) {
    /* Loop over updates for this batch */
    /*   TODO: Incorporate the variant which use the analytic Jacobian */
    /*   TODO: Incorporate criteria for restarting from paper */
    for(i = 0; i < ngmres->msize && k+i < snes->max_its; ++i) {
      ierr = SNESComputeFunction(snes, X, F);CHKERRQ(ierr);               /* r = F(x) */
#if 0
      ierr = SNESSolve(snes->pc, F, P);CHKERRQ(ierr);                     /* p = P(r) */
#else
      ierr = VecCopy(F, P);CHKERRQ(ierr);                                 /* p = r    */
#endif
      ierr = VecNorm(F, NORM_2, &fnorm);CHKERRQ(ierr);                    /* fnorm = ||r||  */
      SNESLogConvHistory(snes, fnorm, 0);
      ierr = SNESMonitor(snes, 0, fnorm);CHKERRQ(ierr);
      ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
      if (snes->reason) PetscFunctionReturn(0);

      for(j = 0; j < i; ++j) {                                            /* p = \prod_i (I + v_i w^T_i) p */
        ierr = VecDot(W[j], P, &wdot);CHKERRQ(ierr);
        ierr = VecAXPY(P, wdot, V[j]);CHKERRQ(ierr);
      }
      ierr = VecCopy(Pold, W[i]);CHKERRQ(ierr);                           /* w_i = p_{old} */

      ierr = VecAXPY(Pold, -1.0, P);CHKERRQ(ierr);                        /* v_i =         P           */
      ierr = VecDot(W[i], Pold, &wdot);CHKERRQ(ierr);                     /*       ------------------- */
      ierr = VecCopy(P, V[i]);CHKERRQ(ierr);                              /*       w^T_i (p_{old} - p) */
      ierr = VecScale(V[i], 1.0/wdot);CHKERRQ(ierr);

      ierr = VecDot(W[i], P, &wdot);CHKERRQ(ierr);                        /* p = (I + v_i w^T_i) p */
      ierr = VecAXPY(P, wdot, V[i]);CHKERRQ(ierr);
      ierr = VecCopy(P, Pold);CHKERRQ(ierr);                              /* p_{old} = p */

      ierr = VecAXPY(X, 1.0, P);CHKERRQ(ierr);                            /* x = x + p */
    }
  }
  snes->reason = SNES_DIVERGED_MAX_IT;
  PetscFunctionReturn(0);
}

/*MC
  SNESNGMRES - The Nonlinear Generalized Minimum Residual (NGMRES) method of Oosterlee and Washio.

   Level: beginner

   Notes: Supports only left preconditioning

   "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", C. W. Oosterlee and T. Washio,
   SIAM Journal on Scientific Computing, 21(5), 2000.

.seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types)
M*/
EXTERN_C_BEGIN
#undef __FUNCT__
#define __FUNCT__ "SNESCreate_NGMRES"
PetscErrorCode SNESCreate_NGMRES(SNES snes)
{
  SNES_NGMRES   *ngmres;
  PetscErrorCode ierr;

  PetscFunctionBegin;
  snes->ops->destroy        = SNESDestroy_NGMRES;
  snes->ops->setup          = SNESSetUp_NGMRES;
  snes->ops->setfromoptions = SNESSetFromOptions_NGMRES;
  snes->ops->view           = SNESView_NGMRES;
  snes->ops->solve          = SNESSolve_NGMRES;
  snes->ops->reset          = SNESReset_NGMRES;

  ierr = PetscNewLog(snes, SNES_NGMRES, &ngmres);CHKERRQ(ierr);
  snes->data = (void*) ngmres;
  ngmres->msize = 30;
  ngmres->csize = 0;
#if 0
  if (ksp->pc_side != PC_LEFT) {ierr = PetscInfo(ksp,"WARNING! Setting PC_SIDE for NGMRES to left!\n");CHKERRQ(ierr);}
  snes->pc_side = PC_LEFT;
#endif
  PetscFunctionReturn(0);
}
EXTERN_C_END