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; 5146159c86SPeter Brune if (snes->pc && snes->pcside == PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) { 5246159c86SPeter Brune SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE,"SNESNGMRES does not support left preconditioning with unpreconditioned function"); 5346159c86SPeter Brune } 546c67d002SPeter Brune if (snes->pcside == PC_LEFT && snes->functype == SNES_FUNCTION_DEFAULT) snes->functype = SNES_FUNCTION_PRECONDITIONED; 55fa0ddf94SBarry Smith ierr = SNESSetWorkVecs(snes,5);CHKERRQ(ierr); 5678440776SJed Brown if (!ngmres->Xdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Xdot);CHKERRQ(ierr);} 5778440776SJed Brown if (!ngmres->Fdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Fdot);CHKERRQ(ierr);} 5878440776SJed Brown if (!ngmres->setup_called) { 59087dfb9eSxuemin msize = ngmres->msize; /* restart size */ 6019653cdaSPeter Brune hsize = msize * msize; 61087dfb9eSxuemin 6298b3e84cSPeter Brune /* explicit least squares minimization solve */ 6319653cdaSPeter Brune ierr = PetscMalloc5(hsize,PetscScalar,&ngmres->h, 6419653cdaSPeter Brune msize,PetscScalar,&ngmres->beta, 6519653cdaSPeter Brune msize,PetscScalar,&ngmres->xi, 66f109b39eSPeter Brune msize,PetscReal, &ngmres->fnorms, 6719653cdaSPeter Brune hsize,PetscScalar,&ngmres->q);CHKERRQ(ierr); 6818aa0c0cSPeter Brune ierr = PetscMalloc(msize*sizeof(PetscReal),&ngmres->xnorms);CHKERRQ(ierr); 6919653cdaSPeter Brune ngmres->nrhs = 1; 7019653cdaSPeter Brune ngmres->lda = msize; 7119653cdaSPeter Brune ngmres->ldb = msize; 7219653cdaSPeter Brune ierr = PetscMalloc(msize*sizeof(PetscScalar),&ngmres->s);CHKERRQ(ierr); 7319653cdaSPeter Brune ierr = PetscMemzero(ngmres->h, hsize*sizeof(PetscScalar));CHKERRQ(ierr); 7419653cdaSPeter Brune ierr = PetscMemzero(ngmres->q, hsize*sizeof(PetscScalar));CHKERRQ(ierr); 7519653cdaSPeter Brune ierr = PetscMemzero(ngmres->xi, msize*sizeof(PetscScalar));CHKERRQ(ierr); 7619653cdaSPeter Brune ierr = PetscMemzero(ngmres->beta,msize*sizeof(PetscScalar));CHKERRQ(ierr); 7719653cdaSPeter Brune ngmres->lwork = 12*msize; 7819653cdaSPeter Brune #if PETSC_USE_COMPLEX 7922d28d08SBarry Smith ierr = PetscMalloc(sizeof(PetscReal)*ngmres->lwork,&ngmres->rwork);CHKERRQ(ierr); 8019653cdaSPeter Brune #endif 8122d28d08SBarry Smith ierr = PetscMalloc(sizeof(PetscScalar)*ngmres->lwork,&ngmres->work);CHKERRQ(ierr); 8278440776SJed Brown } 83e7058c64SPeter Brune 84e7058c64SPeter Brune /* linesearch setup */ 85e7058c64SPeter Brune ierr = SNESGetOptionsPrefix(snes,&optionsprefix);CHKERRQ(ierr); 86e7058c64SPeter Brune 8713a62661SPeter Brune if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) { 88ce94432eSBarry Smith ierr = SNESLineSearchCreate(PetscObjectComm((PetscObject)snes),&ngmres->additive_linesearch);CHKERRQ(ierr); 89f1c6b773SPeter Brune ierr = SNESLineSearchSetSNES(ngmres->additive_linesearch,snes);CHKERRQ(ierr); 901a4f838cSPeter Brune ierr = SNESLineSearchSetType(ngmres->additive_linesearch,SNESLINESEARCHL2);CHKERRQ(ierr); 91f1c6b773SPeter Brune ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,"additive_");CHKERRQ(ierr); 92f1c6b773SPeter Brune ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,optionsprefix);CHKERRQ(ierr); 93f1c6b773SPeter Brune ierr = SNESLineSearchSetFromOptions(ngmres->additive_linesearch);CHKERRQ(ierr); 94e7058c64SPeter Brune } 95e7058c64SPeter Brune 9678440776SJed Brown ngmres->setup_called = PETSC_TRUE; 97a312c225SMatthew G Knepley PetscFunctionReturn(0); 98a312c225SMatthew G Knepley } 99a312c225SMatthew G Knepley 100a312c225SMatthew G Knepley #undef __FUNCT__ 101a312c225SMatthew G Knepley #define __FUNCT__ "SNESSetFromOptions_NGMRES" 102a312c225SMatthew G Knepley PetscErrorCode SNESSetFromOptions_NGMRES(SNES snes) 103a312c225SMatthew G Knepley { 104a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 105a312c225SMatthew G Knepley PetscErrorCode ierr; 106dfbf837cSBarry Smith PetscBool debug; 107f1c6b773SPeter Brune SNESLineSearch linesearch; 1080adebc6cSBarry Smith 109a312c225SMatthew G Knepley PetscFunctionBegin; 110a312c225SMatthew G Knepley ierr = PetscOptionsHead("SNES NGMRES options");CHKERRQ(ierr); 11113a62661SPeter Brune ierr = PetscOptionsEnum("-snes_ngmres_select_type","Select type","SNESNGMRESSetSelectType",SNESNGMRESSelectTypes, 1120298fd71SBarry Smith (PetscEnum)ngmres->select_type,(PetscEnum*)&ngmres->select_type,NULL);CHKERRQ(ierr); 11313a62661SPeter Brune ierr = PetscOptionsEnum("-snes_ngmres_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes, 1140298fd71SBarry Smith (PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,NULL);CHKERRQ(ierr); 1150298fd71SBarry Smith ierr = PetscOptionsBool("-snes_ngmres_candidate", "Use candidate storage", "SNES",ngmres->candidate,&ngmres->candidate,NULL);CHKERRQ(ierr); 116077c4231SPeter Brune ierr = PetscOptionsBool("-snes_ngmres_approxfunc","Linearly approximate the function", "SNES",ngmres->approxfunc,&ngmres->approxfunc,NULL);CHKERRQ(ierr); 1170298fd71SBarry Smith ierr = PetscOptionsInt("-snes_ngmres_m", "Number of directions", "SNES",ngmres->msize,&ngmres->msize,NULL);CHKERRQ(ierr); 1180298fd71SBarry Smith ierr = PetscOptionsInt("-snes_ngmres_restart", "Iterations before forced restart", "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,NULL);CHKERRQ(ierr); 1190298fd71SBarry Smith ierr = PetscOptionsInt("-snes_ngmres_restart_it", "Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,NULL);CHKERRQ(ierr); 1200298fd71SBarry Smith ierr = PetscOptionsBool("-snes_ngmres_monitor", "Monitor actions of NGMRES", "SNES",ngmres->monitor ? PETSC_TRUE : PETSC_FALSE,&debug,NULL);CHKERRQ(ierr); 121dfbf837cSBarry Smith if (debug) { 122ce94432eSBarry Smith ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));CHKERRQ(ierr); 123dfbf837cSBarry Smith } 1240298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_gammaA", "Residual selection constant", "SNES",ngmres->gammaA,&ngmres->gammaA,NULL);CHKERRQ(ierr); 1250298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_gammaC", "Residual restart constant", "SNES",ngmres->gammaC,&ngmres->gammaC,NULL);CHKERRQ(ierr); 1260298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_epsilonB", "Difference selection constant", "SNES",ngmres->epsilonB,&ngmres->epsilonB,NULL);CHKERRQ(ierr); 1270298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_deltaB", "Difference residual selection constant", "SNES",ngmres->deltaB,&ngmres->deltaB,NULL);CHKERRQ(ierr); 1280298fd71SBarry Smith ierr = PetscOptionsBool("-snes_ngmres_single_reduction", "Aggregate reductions", "SNES",ngmres->singlereduction,&ngmres->singlereduction,NULL);CHKERRQ(ierr); 129a312c225SMatthew G Knepley ierr = PetscOptionsTail();CHKERRQ(ierr); 1306a7cf640SPeter Brune if ((ngmres->gammaA > ngmres->gammaC) && (ngmres->gammaC > 2.)) ngmres->gammaC = ngmres->gammaA; 1319e764e56SPeter Brune 1329e764e56SPeter Brune /* set the default type of the line search if the user hasn't already. */ 1339e764e56SPeter Brune if (!snes->linesearch) { 1347601faf0SJed Brown ierr = SNESGetLineSearch(snes,&linesearch);CHKERRQ(ierr); 1351a4f838cSPeter Brune ierr = SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);CHKERRQ(ierr); 1369e764e56SPeter Brune } 137a312c225SMatthew G Knepley PetscFunctionReturn(0); 138a312c225SMatthew G Knepley } 139a312c225SMatthew G Knepley 140a312c225SMatthew G Knepley #undef __FUNCT__ 141a312c225SMatthew G Knepley #define __FUNCT__ "SNESView_NGMRES" 142a312c225SMatthew G Knepley PetscErrorCode SNESView_NGMRES(SNES snes,PetscViewer viewer) 143a312c225SMatthew G Knepley { 144a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 145a312c225SMatthew G Knepley PetscBool iascii; 146a312c225SMatthew G Knepley PetscErrorCode ierr; 147a312c225SMatthew G Knepley 148a312c225SMatthew G Knepley PetscFunctionBegin; 149251f4c67SDmitry Karpeev ierr = PetscObjectTypeCompare((PetscObject) viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr); 150a312c225SMatthew G Knepley if (iascii) { 151f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer," Number of stored past updates: %d\n", ngmres->msize);CHKERRQ(ierr); 152f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer," Residual selection: gammaA=%1.0e, gammaC=%1.0e\n",ngmres->gammaA,ngmres->gammaC);CHKERRQ(ierr); 153f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer," Difference restart: epsilonB=%1.0e, deltaB=%1.0e\n",ngmres->epsilonB,ngmres->deltaB);CHKERRQ(ierr); 154a312c225SMatthew G Knepley } 155a312c225SMatthew G Knepley PetscFunctionReturn(0); 156a312c225SMatthew G Knepley } 157a312c225SMatthew G Knepley 158a312c225SMatthew G Knepley #undef __FUNCT__ 159a312c225SMatthew G Knepley #define __FUNCT__ "SNESSolve_NGMRES" 160a312c225SMatthew G Knepley PetscErrorCode SNESSolve_NGMRES(SNES snes) 161a312c225SMatthew G Knepley { 16238774f0aSPeter Brune 163087dfb9eSxuemin SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 16498b3e84cSPeter Brune /* present solution, residual, and preconditioned residual */ 1659f425c49SPeter Brune Vec X,F,B,D,Y; 166f109b39eSPeter Brune 167f109b39eSPeter Brune /* candidate linear combination answers */ 168ddd40ce5SPeter Brune Vec XA,FA,XM,FM; 16919653cdaSPeter Brune 17098b3e84cSPeter Brune /* coefficients and RHS to the minimization problem */ 17118aa0c0cSPeter Brune PetscReal fnorm,fMnorm,fAnorm; 172*b3c6a99cSPeter Brune PetscReal xnorm,xMnorm,xAnorm; 173*b3c6a99cSPeter Brune PetscReal ynorm,yMnorm,yAnorm; 17438774f0aSPeter Brune PetscInt k,k_restart,l,ivec,restart_count = 0; 17519653cdaSPeter Brune 17698b3e84cSPeter Brune /* solution selection data */ 17738774f0aSPeter Brune PetscBool selectRestart; 17838774f0aSPeter Brune PetscReal dnorm,dminnorm = 0.0; 179*b3c6a99cSPeter Brune PetscReal fminnorm; 18019653cdaSPeter Brune 1811e633543SBarry Smith SNESConvergedReason reason; 18238774f0aSPeter Brune PetscBool lssucceed; 183a312c225SMatthew G Knepley PetscErrorCode ierr; 184a312c225SMatthew G Knepley 185a312c225SMatthew G Knepley PetscFunctionBegin; 18698b3e84cSPeter Brune /* variable initialization */ 187a312c225SMatthew G Knepley snes->reason = SNES_CONVERGED_ITERATING; 188f109b39eSPeter Brune X = snes->vec_sol; 189f109b39eSPeter Brune F = snes->vec_func; 190f109b39eSPeter Brune B = snes->vec_rhs; 191f109b39eSPeter Brune XA = snes->vec_sol_update; 192f109b39eSPeter Brune FA = snes->work[0]; 193f109b39eSPeter Brune D = snes->work[1]; 194f109b39eSPeter Brune 195f109b39eSPeter Brune /* work for the line search */ 196f109b39eSPeter Brune Y = snes->work[2]; 1979f425c49SPeter Brune XM = snes->work[3]; 1989f425c49SPeter Brune FM = snes->work[4]; 199a312c225SMatthew G Knepley 200ce8c27fbSBarry Smith ierr = PetscObjectAMSTakeAccess((PetscObject)snes);CHKERRQ(ierr); 201a312c225SMatthew G Knepley snes->iter = 0; 202a312c225SMatthew G Knepley snes->norm = 0.; 203ce8c27fbSBarry Smith ierr = PetscObjectAMSGrantAccess((PetscObject)snes);CHKERRQ(ierr); 20419653cdaSPeter Brune 20598b3e84cSPeter Brune /* initialization */ 20619653cdaSPeter Brune 2073a2ae377SPeter Brune if (snes->pc && snes->pcside == PC_LEFT) { 2083a2ae377SPeter Brune ierr = SNESApplyPC(snes,X,NULL,NULL,F);CHKERRQ(ierr); 2093a2ae377SPeter Brune ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); 2103a2ae377SPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 2113a2ae377SPeter Brune snes->reason = SNES_DIVERGED_INNER; 2123a2ae377SPeter Brune PetscFunctionReturn(0); 2133a2ae377SPeter Brune } 2143a2ae377SPeter Brune ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); 2153a2ae377SPeter Brune } else { 216e4ed7901SPeter Brune if (!snes->vec_func_init_set) { 217f109b39eSPeter Brune ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 218a312c225SMatthew G Knepley if (snes->domainerror) { 219a312c225SMatthew G Knepley snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 220a312c225SMatthew G Knepley PetscFunctionReturn(0); 221a312c225SMatthew G Knepley } 2221aa26658SKarl Rupp } else snes->vec_func_init_set = PETSC_FALSE; 223e4ed7901SPeter Brune if (!snes->norm_init_set) { 2243a2ae377SPeter Brune /* convergence test */ 225f109b39eSPeter Brune ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); 226189a9710SBarry Smith if (PetscIsInfOrNanReal(fnorm)) { 227189a9710SBarry Smith snes->reason = SNES_DIVERGED_FNORM_NAN; 228189a9710SBarry Smith PetscFunctionReturn(0); 229189a9710SBarry Smith } 230e4ed7901SPeter Brune } else { 231e4ed7901SPeter Brune fnorm = snes->norm_init; 232e4ed7901SPeter Brune snes->norm_init_set = PETSC_FALSE; 233e4ed7901SPeter Brune } 2343a2ae377SPeter Brune } 235e4ed7901SPeter Brune fminnorm = fnorm; 23619653cdaSPeter Brune 237ce8c27fbSBarry Smith ierr = PetscObjectAMSTakeAccess((PetscObject)snes);CHKERRQ(ierr); 238f109b39eSPeter Brune snes->norm = fnorm; 239ce8c27fbSBarry Smith ierr = PetscObjectAMSGrantAccess((PetscObject)snes);CHKERRQ(ierr); 240a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr); 241f109b39eSPeter Brune ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 242f109b39eSPeter Brune ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 243a312c225SMatthew G Knepley if (snes->reason) PetscFunctionReturn(0); 244*b3c6a99cSPeter Brune SNESNGMRESUpdateSubspace_Private(snes,0,0,F,fnorm,X); 245a312c225SMatthew G Knepley 24619653cdaSPeter Brune k_restart = 1; 24719653cdaSPeter Brune l = 1; 248*b3c6a99cSPeter Brune ivec = 0; 24909c08436SPeter Brune for (k=1; k < snes->max_its+1; k++) { 25098b3e84cSPeter Brune /* Computation of x^M */ 251c40d0f55SPeter Brune if (snes->pc && snes->pcside == PC_RIGHT) { 2529f425c49SPeter Brune ierr = VecCopy(X,XM);CHKERRQ(ierr); 253e4ed7901SPeter Brune ierr = SNESSetInitialFunction(snes->pc,F);CHKERRQ(ierr); 254e4ed7901SPeter Brune ierr = SNESSetInitialFunctionNorm(snes->pc,fnorm);CHKERRQ(ierr); 25563e7833aSPeter Brune 25663e7833aSPeter Brune ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr); 2579f425c49SPeter Brune ierr = SNESSolve(snes->pc,B,XM);CHKERRQ(ierr); 25863e7833aSPeter Brune ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr); 25963e7833aSPeter Brune 2608cc86e31SPeter Brune ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); 2618cc86e31SPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 2628cc86e31SPeter Brune snes->reason = SNES_DIVERGED_INNER; 2638cc86e31SPeter Brune PetscFunctionReturn(0); 2648cc86e31SPeter Brune } 265ddd40ce5SPeter Brune ierr = SNESGetPCFunction(snes,FM,&fMnorm);CHKERRQ(ierr); 2668cc86e31SPeter Brune } else { 267f109b39eSPeter Brune /* no preconditioner -- just take gradient descent with line search */ 268f109b39eSPeter Brune ierr = VecCopy(F,Y);CHKERRQ(ierr); 269e7058c64SPeter Brune ierr = VecCopy(F,FM);CHKERRQ(ierr); 270e7058c64SPeter Brune ierr = VecCopy(X,XM);CHKERRQ(ierr); 2711aa26658SKarl Rupp 272e7058c64SPeter Brune fMnorm = fnorm; 2731aa26658SKarl Rupp 274f1c6b773SPeter Brune ierr = SNESLineSearchApply(snes->linesearch,XM,FM,&fMnorm,Y);CHKERRQ(ierr); 275f1c6b773SPeter Brune ierr = SNESLineSearchGetSuccess(snes->linesearch,&lssucceed);CHKERRQ(ierr); 276f109b39eSPeter Brune if (!lssucceed) { 277f109b39eSPeter Brune if (++snes->numFailures >= snes->maxFailures) { 278f109b39eSPeter Brune snes->reason = SNES_DIVERGED_LINE_SEARCH; 279f109b39eSPeter Brune PetscFunctionReturn(0); 280f109b39eSPeter Brune } 281f109b39eSPeter Brune } 2826634f59bSPeter Brune } 283*b3c6a99cSPeter Brune ierr = SNESNGMRESFormCombinedSolution_Private(snes,ivec,l,XM,FM,fMnorm,X,XA,FA);CHKERRQ(ierr); 28498b3e84cSPeter Brune /* r = F(x) */ 2859f425c49SPeter Brune if (fminnorm > fMnorm) fminnorm = fMnorm; /* the minimum norm is now of F^M */ 28619653cdaSPeter Brune 2879f425c49SPeter Brune /* differences for selection and restart */ 28813a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) { 289*b3c6a99cSPeter Brune ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,&xMnorm,NULL,&yMnorm,&xAnorm,&fAnorm,&yAnorm);CHKERRQ(ierr); 29013a62661SPeter Brune } else { 291*b3c6a99cSPeter Brune ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,&xMnorm,NULL,&yMnorm,&xAnorm,&fAnorm,&yAnorm);CHKERRQ(ierr); 29213a62661SPeter Brune } 293189a9710SBarry Smith if (PetscIsInfOrNanReal(fAnorm)) { 294189a9710SBarry Smith snes->reason = SNES_DIVERGED_FNORM_NAN; 295189a9710SBarry Smith PetscFunctionReturn(0); 296189a9710SBarry Smith } 2971aa26658SKarl Rupp 2989f425c49SPeter Brune /* combination (additive) or selection (multiplicative) of the N-GMRES solution */ 299*b3c6a99cSPeter Brune ierr = SNESNGMRESSelect_Private(snes,k_restart,XM,FM,xMnorm,fMnorm,yMnorm,XA,FA,xAnorm,fAnorm,yAnorm,dnorm,fminnorm,dminnorm,X,F,Y,&xnorm,&fnorm,&ynorm);CHKERRQ(ierr); 30019653cdaSPeter Brune selectRestart = PETSC_FALSE; 30113a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) { 30221687c63SPeter Brune ierr = SNESNGMRESSelectRestart_Private(snes,l,fAnorm,dnorm,fminnorm,dminnorm,&selectRestart);CHKERRQ(ierr); 30328ed4a04SPeter Brune /* if the restart conditions persist for more than restart_it iterations, restart. */ 3041aa26658SKarl Rupp if (selectRestart) restart_count++; 3051aa26658SKarl Rupp else restart_count = 0; 30613a62661SPeter Brune } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) { 30713a62661SPeter Brune if (k_restart > ngmres->restart_periodic) { 30813a62661SPeter Brune if (ngmres->monitor) ierr = PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);CHKERRQ(ierr); 30913a62661SPeter Brune restart_count = ngmres->restart_it; 31013a62661SPeter Brune } 31113a62661SPeter Brune } 312*b3c6a99cSPeter Brune ivec = k_restart % ngmres->msize; /* replace the last used part of the subspace */ 31328ed4a04SPeter Brune /* restart after restart conditions have persisted for a fixed number of iterations */ 31428ed4a04SPeter Brune if (restart_count >= ngmres->restart_it) { 315dfbf837cSBarry Smith if (ngmres->monitor) { 316dfbf837cSBarry Smith ierr = PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);CHKERRQ(ierr); 317dfbf837cSBarry Smith } 31828ed4a04SPeter Brune restart_count = 0; 31919653cdaSPeter Brune k_restart = 1; 32019653cdaSPeter Brune l = 1; 321*b3c6a99cSPeter Brune ivec = 0; 32298b3e84cSPeter Brune /* q_{00} = nu */ 323fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,0,0,FM,fMnorm,XM);CHKERRQ(ierr); 324d2e16ddcSPeter Brune } else { 32598b3e84cSPeter Brune /* select the current size of the subspace */ 3261e633543SBarry Smith if (l < ngmres->msize) l++; 32719653cdaSPeter Brune k_restart++; 32898b3e84cSPeter Brune /* place the current entry in the list of previous entries */ 32938774f0aSPeter Brune if (ngmres->candidate) { 33038774f0aSPeter Brune if (fminnorm > fMnorm) fminnorm = fMnorm; 331fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fMnorm,XM);CHKERRQ(ierr); 332d2e16ddcSPeter Brune } else { 33338774f0aSPeter Brune if (fminnorm > fnorm) fminnorm = fnorm; 334fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,F,fnorm,X);CHKERRQ(ierr); 33519653cdaSPeter Brune } 336d2e16ddcSPeter Brune } 33719653cdaSPeter Brune 338ce8c27fbSBarry Smith ierr = PetscObjectAMSTakeAccess((PetscObject)snes);CHKERRQ(ierr); 339087dfb9eSxuemin snes->iter = k; 340f109b39eSPeter Brune snes->norm = fnorm; 341ce8c27fbSBarry Smith ierr = PetscObjectAMSGrantAccess((PetscObject)snes);CHKERRQ(ierr); 342a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,snes->norm,snes->iter);CHKERRQ(ierr); 3438409ca45SMatthew G Knepley ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 344*b3c6a99cSPeter Brune ierr = (*snes->ops->converged)(snes,snes->iter,0,0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 345087dfb9eSxuemin if (snes->reason) PetscFunctionReturn(0); 346a312c225SMatthew G Knepley } 347a312c225SMatthew G Knepley snes->reason = SNES_DIVERGED_MAX_IT; 348a312c225SMatthew G Knepley PetscFunctionReturn(0); 349a312c225SMatthew G Knepley } 350a312c225SMatthew G Knepley 35113a62661SPeter Brune #undef __FUNCT__ 35213a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType" 35313a62661SPeter Brune /*@ 35413a62661SPeter Brune SNESNGMRESSetRestartType - Sets the restart type for SNESNGMRES. 35513a62661SPeter Brune 35613a62661SPeter Brune Logically Collective on SNES 35713a62661SPeter Brune 35813a62661SPeter Brune Input Parameters: 35913a62661SPeter Brune + snes - the iterative context 36013a62661SPeter Brune - rtype - restart type 36113a62661SPeter Brune 36213a62661SPeter Brune Options Database: 36313a62661SPeter Brune + -snes_ngmres_restart_type<difference,periodic,none> - set the restart type 3640c777b0cSPeter Brune - -snes_ngmres_restart[30] - sets the number of iterations before restart for periodic 36513a62661SPeter Brune 36613a62661SPeter Brune Level: intermediate 36713a62661SPeter Brune 36813a62661SPeter Brune SNESNGMRESRestartTypes: 36913a62661SPeter Brune + SNES_NGMRES_RESTART_NONE - never restart 37013a62661SPeter Brune . SNES_NGMRES_RESTART_DIFFERENCE - restart based upon difference criteria 37113a62661SPeter Brune - SNES_NGMRES_RESTART_PERIODIC - restart after a fixed number of iterations 37213a62661SPeter Brune 37313a62661SPeter Brune Notes: 37413a62661SPeter Brune The default line search used is the L2 line search and it requires two additional function evaluations. 37513a62661SPeter Brune 37613a62661SPeter Brune .keywords: SNES, SNESNGMRES, restart, type, set SNESLineSearch 37713a62661SPeter Brune @*/ 3780adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType(SNES snes,SNESNGMRESRestartType rtype) 3790adebc6cSBarry Smith { 38013a62661SPeter Brune PetscErrorCode ierr; 3815fd66863SKarl Rupp 38213a62661SPeter Brune PetscFunctionBegin; 38313a62661SPeter Brune PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 38413a62661SPeter Brune ierr = PetscTryMethod(snes,"SNESNGMRESSetRestartType_C",(SNES,SNESNGMRESRestartType),(snes,rtype));CHKERRQ(ierr); 38513a62661SPeter Brune PetscFunctionReturn(0); 38613a62661SPeter Brune } 38713a62661SPeter Brune 38813a62661SPeter Brune #undef __FUNCT__ 38913a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType" 39013a62661SPeter Brune /*@ 39113a62661SPeter Brune SNESNGMRESSetSelectType - Sets the selection type for SNESNGMRES. This determines how the candidate solution and 39213a62661SPeter Brune combined solution are used to create the next iterate. 39313a62661SPeter Brune 39413a62661SPeter Brune Logically Collective on SNES 39513a62661SPeter Brune 39613a62661SPeter Brune Input Parameters: 39713a62661SPeter Brune + snes - the iterative context 39813a62661SPeter Brune - stype - selection type 39913a62661SPeter Brune 40013a62661SPeter Brune Options Database: 40113a62661SPeter Brune . -snes_ngmres_select_type<difference,none,linesearch> 40213a62661SPeter Brune 40313a62661SPeter Brune Level: intermediate 40413a62661SPeter Brune 40513a62661SPeter Brune SNESNGMRESSelectTypes: 40613a62661SPeter Brune + SNES_NGMRES_SELECT_NONE - choose the combined solution all the time 40713a62661SPeter Brune . SNES_NGMRES_SELECT_DIFFERENCE - choose based upon the selection criteria 40813a62661SPeter Brune - SNES_NGMRES_SELECT_LINESEARCH - choose based upon line search combination 40913a62661SPeter Brune 41013a62661SPeter Brune Notes: 41113a62661SPeter Brune The default line search used is the L2 line search and it requires two additional function evaluations. 41213a62661SPeter Brune 41313a62661SPeter Brune .keywords: SNES, SNESNGMRES, selection, type, set SNESLineSearch 41413a62661SPeter Brune @*/ 4150adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType(SNES snes,SNESNGMRESSelectType stype) 4160adebc6cSBarry Smith { 41713a62661SPeter Brune PetscErrorCode ierr; 4185fd66863SKarl Rupp 41913a62661SPeter Brune PetscFunctionBegin; 42013a62661SPeter Brune PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 42113a62661SPeter Brune ierr = PetscTryMethod(snes,"SNESNGMRESSetSelectType_C",(SNES,SNESNGMRESSelectType),(snes,stype));CHKERRQ(ierr); 42213a62661SPeter Brune PetscFunctionReturn(0); 42313a62661SPeter Brune } 42413a62661SPeter Brune 42513a62661SPeter Brune #undef __FUNCT__ 42613a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType_NGMRES" 4270adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes,SNESNGMRESSelectType stype) 4280adebc6cSBarry Smith { 42913a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data; 4305fd66863SKarl Rupp 43113a62661SPeter Brune PetscFunctionBegin; 43213a62661SPeter Brune ngmres->select_type = stype; 43313a62661SPeter Brune PetscFunctionReturn(0); 43413a62661SPeter Brune } 43513a62661SPeter Brune 43613a62661SPeter Brune #undef __FUNCT__ 43713a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType_NGMRES" 4380adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes,SNESNGMRESRestartType rtype) 4390adebc6cSBarry Smith { 44013a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data; 4415fd66863SKarl Rupp 44213a62661SPeter Brune PetscFunctionBegin; 44313a62661SPeter Brune ngmres->restart_type = rtype; 44413a62661SPeter Brune PetscFunctionReturn(0); 44513a62661SPeter Brune } 44613a62661SPeter Brune 447dfbf837cSBarry Smith /*MC 4481867fe5bSPeter Brune SNESNGMRES - The Nonlinear Generalized Minimum Residual method. 449a312c225SMatthew G Knepley 450dfbf837cSBarry Smith Level: beginner 451dfbf837cSBarry Smith 4521867fe5bSPeter Brune Options Database: 45313a62661SPeter Brune + -snes_ngmres_select_type<difference,none,linesearch> - choose the select between candidate and combined solution 45438774f0aSPeter Brune . -snes_ngmres_restart_type<difference,none,periodic> - choose the restart conditions 45538774f0aSPeter Brune . -snes_ngmres_candidate - Use NGMRES variant which combines candidate solutions instead of actual solutions 45613a62661SPeter Brune . -snes_ngmres_m - Number of stored previous solutions and residuals 45713a62661SPeter Brune . -snes_ngmres_restart_it - Number of iterations the restart conditions hold before restart 45813a62661SPeter Brune . -snes_ngmres_gammaA - Residual tolerance for solution select between the candidate and combination 45913a62661SPeter Brune . -snes_ngmres_gammaC - Residual tolerance for restart 46013a62661SPeter Brune . -snes_ngmres_epsilonB - Difference tolerance between subsequent solutions triggering restart 46113a62661SPeter Brune . -snes_ngmres_deltaB - Difference tolerance between residuals triggering restart 46213a62661SPeter Brune . -snes_ngmres_monitor - Prints relevant information about the ngmres iteration 4635c3e6ab7SPeter Brune . -snes_linesearch_type <basic,l2,cp> - Line search type used for the default smoother 46413a62661SPeter Brune - -additive_snes_linesearch_type - linesearch type used to select between the candidate and combined solution with additive select type 4651867fe5bSPeter Brune 4661867fe5bSPeter Brune Notes: 4671867fe5bSPeter Brune 4681867fe5bSPeter Brune The N-GMRES method combines m previous solutions into a minimum-residual solution by solving a small linearized 4691867fe5bSPeter Brune optimization problem at each iteration. 4701867fe5bSPeter Brune 4711867fe5bSPeter Brune References: 4721867fe5bSPeter Brune 473dfbf837cSBarry Smith "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", C. W. Oosterlee and T. Washio, 474dfbf837cSBarry Smith SIAM Journal on Scientific Computing, 21(5), 2000. 475dfbf837cSBarry Smith 476dfbf837cSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types) 477dfbf837cSBarry Smith M*/ 478a312c225SMatthew G Knepley 479a312c225SMatthew G Knepley #undef __FUNCT__ 480a312c225SMatthew G Knepley #define __FUNCT__ "SNESCreate_NGMRES" 4818cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESCreate_NGMRES(SNES snes) 482a312c225SMatthew G Knepley { 483a312c225SMatthew G Knepley SNES_NGMRES *ngmres; 484a312c225SMatthew G Knepley PetscErrorCode ierr; 485a312c225SMatthew G Knepley 486a312c225SMatthew G Knepley PetscFunctionBegin; 487a312c225SMatthew G Knepley snes->ops->destroy = SNESDestroy_NGMRES; 488a312c225SMatthew G Knepley snes->ops->setup = SNESSetUp_NGMRES; 489a312c225SMatthew G Knepley snes->ops->setfromoptions = SNESSetFromOptions_NGMRES; 490a312c225SMatthew G Knepley snes->ops->view = SNESView_NGMRES; 491a312c225SMatthew G Knepley snes->ops->solve = SNESSolve_NGMRES; 492a312c225SMatthew G Knepley snes->ops->reset = SNESReset_NGMRES; 493a312c225SMatthew G Knepley 49442f4f86dSBarry Smith snes->usespc = PETSC_TRUE; 4952c155ee1SBarry Smith snes->usesksp = PETSC_FALSE; 49646159c86SPeter Brune snes->pcside = PC_RIGHT; 4972c155ee1SBarry Smith 498a312c225SMatthew G Knepley ierr = PetscNewLog(snes,SNES_NGMRES,&ngmres);CHKERRQ(ierr); 499a312c225SMatthew G Knepley snes->data = (void*) ngmres; 500d2e16ddcSPeter Brune ngmres->msize = 30; 50119653cdaSPeter Brune 50288976e71SPeter Brune if (!snes->tolerancesset) { 5030e444f03SPeter Brune snes->max_funcs = 30000; 5040e444f03SPeter Brune snes->max_its = 10000; 50588976e71SPeter Brune } 5060e444f03SPeter Brune 50738774f0aSPeter Brune ngmres->candidate = PETSC_FALSE; 508d2e16ddcSPeter Brune 5090298fd71SBarry Smith ngmres->additive_linesearch = NULL; 510077c4231SPeter Brune ngmres->approxfunc = PETSC_FALSE; 51128ed4a04SPeter Brune ngmres->restart_it = 2; 51213a62661SPeter Brune ngmres->restart_periodic = 30; 513f109b39eSPeter Brune ngmres->gammaA = 2.0; 514f109b39eSPeter Brune ngmres->gammaC = 2.0; 515cac108bcSPeter Brune ngmres->deltaB = 0.9; 516cac108bcSPeter Brune ngmres->epsilonB = 0.1; 517e7058c64SPeter Brune 51813a62661SPeter Brune ngmres->restart_type = SNES_NGMRES_RESTART_DIFFERENCE; 51913a62661SPeter Brune ngmres->select_type = SNES_NGMRES_SELECT_DIFFERENCE; 52013a62661SPeter Brune 521bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetSelectType_C",SNESNGMRESSetSelectType_NGMRES);CHKERRQ(ierr); 522bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetRestartType_C",SNESNGMRESSetRestartType_NGMRES);CHKERRQ(ierr); 523a312c225SMatthew G Knepley PetscFunctionReturn(0); 524a312c225SMatthew G Knepley } 52599e0435eSBarry Smith 526