xref: /petsc/src/snes/impls/ngmres/snesngmres.c (revision b707f0f75a3f09a1914392de5b0debaa861070d6)
113a62661SPeter Brune #include <../src/snes/impls/ngmres/snesngmres.h> /*I "petscsnes.h" I*/
219653cdaSPeter Brune #include <petscblaslapack.h>
3a312c225SMatthew G Knepley 
413a62661SPeter Brune const char *SNESNGMRESRestartTypes[] = {"NONE","PERIODIC","DIFFERENCE","SNESNGMRESRestartType","SNES_NGMRES_RESTART_",0};
513a62661SPeter Brune const char *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);
189e764e56SPeter Brune 
19a312c225SMatthew G Knepley   PetscFunctionReturn(0);
20a312c225SMatthew G Knepley }
21a312c225SMatthew G Knepley 
22a312c225SMatthew G Knepley #undef __FUNCT__
23a312c225SMatthew G Knepley #define __FUNCT__ "SNESDestroy_NGMRES"
24a312c225SMatthew G Knepley PetscErrorCode SNESDestroy_NGMRES(SNES snes)
25a312c225SMatthew G Knepley {
26a312c225SMatthew G Knepley   PetscErrorCode ierr;
2778440776SJed Brown   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;
28a312c225SMatthew G Knepley 
29a312c225SMatthew G Knepley   PetscFunctionBegin;
30a312c225SMatthew G Knepley   ierr = SNESReset_NGMRES(snes);CHKERRQ(ierr);
31f109b39eSPeter Brune   ierr = PetscFree5(ngmres->h, ngmres->beta, ngmres->xi, ngmres->fnorms, ngmres->q);CHKERRQ(ierr);
3219653cdaSPeter Brune   ierr = PetscFree(ngmres->s);CHKERRQ(ierr);
3318aa0c0cSPeter Brune   ierr = PetscFree(ngmres->xnorms);CHKERRQ(ierr);
3419653cdaSPeter Brune #if PETSC_USE_COMPLEX
3519653cdaSPeter Brune   ierr = PetscFree(ngmres->rwork);
3619653cdaSPeter Brune #endif
3719653cdaSPeter Brune   ierr = PetscFree(ngmres->work);
3819653cdaSPeter Brune   ierr = PetscFree(snes->data);
39a312c225SMatthew G Knepley   PetscFunctionReturn(0);
40a312c225SMatthew G Knepley }
41a312c225SMatthew G Knepley 
42a312c225SMatthew G Knepley #undef __FUNCT__
43a312c225SMatthew G Knepley #define __FUNCT__ "SNESSetUp_NGMRES"
44a312c225SMatthew G Knepley PetscErrorCode SNESSetUp_NGMRES(SNES snes)
45a312c225SMatthew G Knepley {
46a312c225SMatthew G Knepley   SNES_NGMRES    *ngmres = (SNES_NGMRES *) snes->data;
47e7058c64SPeter Brune   const char     *optionsprefix;
4819653cdaSPeter Brune   PetscInt       msize,hsize;
49a312c225SMatthew G Knepley   PetscErrorCode ierr;
50a312c225SMatthew G Knepley 
51a312c225SMatthew G Knepley   PetscFunctionBegin;
5278440776SJed Brown   ierr = SNESDefaultGetWork(snes,5);CHKERRQ(ierr);
5378440776SJed Brown   if (!ngmres->Xdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Xdot);CHKERRQ(ierr);}
5478440776SJed Brown   if (!ngmres->Fdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Fdot);CHKERRQ(ierr);}
5578440776SJed Brown   if (!ngmres->setup_called) {
56087dfb9eSxuemin     msize         = ngmres->msize;  /* restart size */
5719653cdaSPeter Brune     hsize         = msize * msize;
58087dfb9eSxuemin 
5998b3e84cSPeter Brune     /* explicit least squares minimization solve */
6019653cdaSPeter Brune     ierr = PetscMalloc5(hsize,PetscScalar,&ngmres->h,
6119653cdaSPeter Brune                         msize,PetscScalar,&ngmres->beta,
6219653cdaSPeter Brune                         msize,PetscScalar,&ngmres->xi,
63f109b39eSPeter Brune                         msize,PetscReal,  &ngmres->fnorms,
6419653cdaSPeter Brune                         hsize,PetscScalar,&ngmres->q);CHKERRQ(ierr);
6518aa0c0cSPeter Brune     if (ngmres->singlereduction) {
6618aa0c0cSPeter Brune       ierr = PetscMalloc(msize*sizeof(PetscReal),&ngmres->xnorms);CHKERRQ(ierr);
6718aa0c0cSPeter Brune     }
6819653cdaSPeter Brune     ngmres->nrhs = 1;
6919653cdaSPeter Brune     ngmres->lda = msize;
7019653cdaSPeter Brune     ngmres->ldb = msize;
7119653cdaSPeter Brune     ierr = PetscMalloc(msize*sizeof(PetscScalar),&ngmres->s);CHKERRQ(ierr);
7219653cdaSPeter Brune     ierr = PetscMemzero(ngmres->h,   hsize*sizeof(PetscScalar));CHKERRQ(ierr);
7319653cdaSPeter Brune     ierr = PetscMemzero(ngmres->q,   hsize*sizeof(PetscScalar));CHKERRQ(ierr);
7419653cdaSPeter Brune     ierr = PetscMemzero(ngmres->xi,  msize*sizeof(PetscScalar));CHKERRQ(ierr);
7519653cdaSPeter Brune     ierr = PetscMemzero(ngmres->beta,msize*sizeof(PetscScalar));CHKERRQ(ierr);
7619653cdaSPeter Brune     ngmres->lwork = 12*msize;
7719653cdaSPeter Brune #if PETSC_USE_COMPLEX
7819653cdaSPeter Brune     ierr = PetscMalloc(sizeof(PetscReal)*ngmres->lwork,&ngmres->rwork);
7919653cdaSPeter Brune #endif
8019653cdaSPeter Brune     ierr = PetscMalloc(sizeof(PetscScalar)*ngmres->lwork,&ngmres->work);
8178440776SJed Brown   }
82e7058c64SPeter Brune 
83e7058c64SPeter Brune   /* linesearch setup */
84e7058c64SPeter Brune   ierr = SNESGetOptionsPrefix(snes, &optionsprefix);CHKERRQ(ierr);
85e7058c64SPeter Brune 
8613a62661SPeter Brune   if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) {
87f1c6b773SPeter Brune     ierr = SNESLineSearchCreate(((PetscObject)snes)->comm, &ngmres->additive_linesearch);CHKERRQ(ierr);
88f1c6b773SPeter Brune     ierr = SNESLineSearchSetSNES(ngmres->additive_linesearch, snes);CHKERRQ(ierr);
891a4f838cSPeter Brune     ierr = SNESLineSearchSetType(ngmres->additive_linesearch, SNESLINESEARCHL2);CHKERRQ(ierr);
90f1c6b773SPeter Brune     ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch, "additive_");CHKERRQ(ierr);
91f1c6b773SPeter Brune     ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch, optionsprefix);CHKERRQ(ierr);
92f1c6b773SPeter Brune     ierr = SNESLineSearchSetFromOptions(ngmres->additive_linesearch);CHKERRQ(ierr);
93e7058c64SPeter Brune   }
94e7058c64SPeter Brune 
9578440776SJed Brown   ngmres->setup_called = PETSC_TRUE;
96a312c225SMatthew G Knepley   PetscFunctionReturn(0);
97a312c225SMatthew G Knepley }
98a312c225SMatthew G Knepley 
99a312c225SMatthew G Knepley #undef __FUNCT__
100a312c225SMatthew G Knepley #define __FUNCT__ "SNESSetFromOptions_NGMRES"
101a312c225SMatthew G Knepley PetscErrorCode SNESSetFromOptions_NGMRES(SNES snes)
102a312c225SMatthew G Knepley {
103a312c225SMatthew G Knepley   SNES_NGMRES   *ngmres = (SNES_NGMRES *) snes->data;
104a312c225SMatthew G Knepley   PetscErrorCode ierr;
105dfbf837cSBarry Smith   PetscBool      debug;
106f1c6b773SPeter Brune   SNESLineSearch linesearch;
107a312c225SMatthew G Knepley   PetscFunctionBegin;
108a312c225SMatthew G Knepley   ierr = PetscOptionsHead("SNES NGMRES options");CHKERRQ(ierr);
10913a62661SPeter Brune   ierr = PetscOptionsEnum("-snes_ngmres_select_type","Select type","SNESNGMRESSetSelectType",SNESNGMRESSelectTypes,
11013a62661SPeter Brune                           (PetscEnum)ngmres->select_type,(PetscEnum*)&ngmres->select_type,PETSC_NULL);CHKERRQ(ierr);
11113a62661SPeter Brune   ierr = PetscOptionsEnum("-snes_ngmres_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes,
11213a62661SPeter Brune                           (PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,PETSC_NULL);CHKERRQ(ierr);
113d2e16ddcSPeter Brune   ierr = PetscOptionsBool("-snes_ngmres_anderson", "Use Anderson mixing storage",        "SNES", ngmres->anderson,  &ngmres->anderson, PETSC_NULL);CHKERRQ(ierr);
11419653cdaSPeter Brune   ierr = PetscOptionsInt("-snes_ngmres_m",         "Number of directions",               "SNES", ngmres->msize,  &ngmres->msize, PETSC_NULL);CHKERRQ(ierr);
1150c777b0cSPeter Brune   ierr = PetscOptionsInt("-snes_ngmres_restart",   "Iterations before forced restart",   "SNES", ngmres->restart_periodic,  &ngmres->restart_periodic, PETSC_NULL);CHKERRQ(ierr);
11628ed4a04SPeter Brune   ierr = PetscOptionsInt("-snes_ngmres_restart_it","Tolerance iterations before restart","SNES", ngmres->restart_it,  &ngmres->restart_it, PETSC_NULL);CHKERRQ(ierr);
117dfbf837cSBarry Smith   ierr = PetscOptionsBool("-snes_ngmres_monitor",  "Monitor actions of NGMRES",          "SNES", ngmres->monitor ? PETSC_TRUE: PETSC_FALSE, &debug, PETSC_NULL);CHKERRQ(ierr);
118dfbf837cSBarry Smith   if (debug) {
119dfbf837cSBarry Smith     ngmres->monitor = PETSC_VIEWER_STDOUT_(((PetscObject)snes)->comm);CHKERRQ(ierr);
120dfbf837cSBarry Smith   }
1216a7cf640SPeter Brune   ierr = PetscOptionsReal("-snes_ngmres_gammaA",   "Residual selection constant",   "SNES", ngmres->gammaA, &ngmres->gammaA, PETSC_NULL);CHKERRQ(ierr);
1226a7cf640SPeter Brune   ierr = PetscOptionsReal("-snes_ngmres_gammaC", "  Residual restart constant",     "SNES", ngmres->gammaC, &ngmres->gammaC, PETSC_NULL);CHKERRQ(ierr);
1236a7cf640SPeter Brune   ierr = PetscOptionsReal("-snes_ngmres_epsilonB", "Difference selection constant", "SNES", ngmres->epsilonB, &ngmres->epsilonB, PETSC_NULL);CHKERRQ(ierr);
1246a7cf640SPeter Brune   ierr = PetscOptionsReal("-snes_ngmres_deltaB",   "Difference residual selection constant", "SNES", ngmres->deltaB, &ngmres->deltaB, PETSC_NULL);CHKERRQ(ierr);
1254d116c7dSPeter Brune   ierr = PetscOptionsBool("-snes_ngmres_single_reduction", "Aggregate reductions",  "SNES", ngmres->singlereduction, &ngmres->singlereduction, PETSC_NULL);CHKERRQ(ierr);
126a312c225SMatthew G Knepley   ierr = PetscOptionsTail();CHKERRQ(ierr);
1276a7cf640SPeter Brune   if ((ngmres->gammaA > ngmres->gammaC) && (ngmres->gammaC > 2.)) ngmres->gammaC = ngmres->gammaA;
1289e764e56SPeter Brune 
1299e764e56SPeter Brune   /* set the default type of the line search if the user hasn't already. */
1309e764e56SPeter Brune   if (!snes->linesearch) {
131f1c6b773SPeter Brune     ierr = SNESGetSNESLineSearch(snes, &linesearch);CHKERRQ(ierr);
1321a4f838cSPeter Brune     ierr = SNESLineSearchSetType(linesearch, SNESLINESEARCHBASIC);CHKERRQ(ierr);
1339e764e56SPeter Brune   }
134a312c225SMatthew G Knepley   PetscFunctionReturn(0);
135a312c225SMatthew G Knepley }
136a312c225SMatthew G Knepley 
137a312c225SMatthew G Knepley #undef __FUNCT__
138a312c225SMatthew G Knepley #define __FUNCT__ "SNESView_NGMRES"
139a312c225SMatthew G Knepley PetscErrorCode SNESView_NGMRES(SNES snes, PetscViewer viewer)
140a312c225SMatthew G Knepley {
141a312c225SMatthew G Knepley   SNES_NGMRES   *ngmres = (SNES_NGMRES *) snes->data;
142a312c225SMatthew G Knepley   PetscBool      iascii;
143a312c225SMatthew G Knepley   PetscErrorCode ierr;
144a312c225SMatthew G Knepley 
145a312c225SMatthew G Knepley   PetscFunctionBegin;
146251f4c67SDmitry Karpeev   ierr = PetscObjectTypeCompare((PetscObject) viewer, PETSCVIEWERASCII, &iascii);CHKERRQ(ierr);
147a312c225SMatthew G Knepley   if (iascii) {
1489e764e56SPeter Brune 
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"
158211b2d39SPeter Brune 
159a312c225SMatthew G Knepley PetscErrorCode SNESSolve_NGMRES(SNES snes)
160a312c225SMatthew G Knepley {
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   /* previous iterations to construct the subspace */
169f109b39eSPeter Brune   Vec                 *Fdot = ngmres->Fdot;
170f109b39eSPeter Brune   Vec                 *Xdot = ngmres->Xdot;
17119653cdaSPeter Brune 
17298b3e84cSPeter Brune   /* coefficients and RHS to the minimization problem */
17319653cdaSPeter Brune   PetscScalar         *beta = ngmres->beta;
17419653cdaSPeter Brune   PetscScalar         *xi   = ngmres->xi;
17518aa0c0cSPeter Brune   PetscReal           fnorm, fMnorm, fAnorm;
17619653cdaSPeter Brune   PetscReal           nu;
17719653cdaSPeter Brune   PetscScalar         alph_total = 0.;
17828ed4a04SPeter Brune   PetscInt            i, j, k, k_restart, l, ivec, restart_count = 0;
17919653cdaSPeter Brune 
18098b3e84cSPeter Brune   /* solution selection data */
18119653cdaSPeter Brune   PetscBool           selectA, selectRestart;
18274b542b2SMatthew G Knepley   PetscReal           dnorm, dminnorm = 0.0, dcurnorm;
183d484d688SPeter Brune   PetscReal           fminnorm,xnorm,ynorm;
18419653cdaSPeter Brune 
1851e633543SBarry Smith   SNESConvergedReason reason;
1866e733865SPeter Brune   PetscBool           lssucceed,changed_y,changed_w;
187a312c225SMatthew G Knepley   PetscErrorCode      ierr;
188a312c225SMatthew G Knepley 
189a312c225SMatthew G Knepley   PetscFunctionBegin;
19098b3e84cSPeter Brune   /* variable initialization */
191a312c225SMatthew G Knepley   snes->reason  = SNES_CONVERGED_ITERATING;
192f109b39eSPeter Brune   X             = snes->vec_sol;
193f109b39eSPeter Brune   F             = snes->vec_func;
194f109b39eSPeter Brune   B             = snes->vec_rhs;
195f109b39eSPeter Brune   XA            = snes->vec_sol_update;
196f109b39eSPeter Brune   FA            = snes->work[0];
197f109b39eSPeter Brune   D             = snes->work[1];
198f109b39eSPeter Brune 
199f109b39eSPeter Brune   /* work for the line search */
200f109b39eSPeter Brune   Y             = snes->work[2];
2019f425c49SPeter Brune   XM            = snes->work[3];
2029f425c49SPeter Brune   FM            = snes->work[4];
203a312c225SMatthew G Knepley 
204a312c225SMatthew G Knepley   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
205a312c225SMatthew G Knepley   snes->iter = 0;
206a312c225SMatthew G Knepley   snes->norm = 0.;
207a312c225SMatthew G Knepley   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
20819653cdaSPeter Brune 
20998b3e84cSPeter Brune   /* initialization */
21019653cdaSPeter Brune 
21198b3e84cSPeter Brune   /* r = F(x) */
212e4ed7901SPeter Brune   if (!snes->vec_func_init_set) {
213f109b39eSPeter Brune     ierr = SNESComputeFunction(snes, X, F);CHKERRQ(ierr);
214a312c225SMatthew G Knepley     if (snes->domainerror) {
215a312c225SMatthew G Knepley       snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
216a312c225SMatthew G Knepley       PetscFunctionReturn(0);
217a312c225SMatthew G Knepley     }
218e4ed7901SPeter Brune   } else {
219e4ed7901SPeter Brune     snes->vec_func_init_set = PETSC_FALSE;
220e4ed7901SPeter Brune   }
22119653cdaSPeter Brune 
222e4ed7901SPeter Brune   if (!snes->norm_init_set) {
223f109b39eSPeter Brune     ierr = VecNorm(F, NORM_2, &fnorm);CHKERRQ(ierr);
224*b707f0f7SPeter Brune     if (PetscIsInfOrNanReal(fnorm)) SETERRQ(((PetscObject)snes)->comm, PETSC_ERR_FP, "Infinite or not-a-number generated in function evaluation");
225e4ed7901SPeter Brune   } else {
226e4ed7901SPeter Brune     fnorm = snes->norm_init;
227e4ed7901SPeter Brune     snes->norm_init_set = PETSC_FALSE;
228e4ed7901SPeter Brune   }
229e4ed7901SPeter Brune   fminnorm = fnorm;
230e4ed7901SPeter Brune   /* nu = (r, r) */
231e4ed7901SPeter Brune   nu = fnorm*fnorm;
23219653cdaSPeter Brune 
23398b3e84cSPeter Brune   /* q_{00} = nu  */
23419653cdaSPeter Brune   Q(0,0) = nu;
235f109b39eSPeter Brune   ngmres->fnorms[0] = fnorm;
236f109b39eSPeter Brune   /* Fdot[0] = F */
237f109b39eSPeter Brune   ierr = VecCopy(X, Xdot[0]);CHKERRQ(ierr);
238f109b39eSPeter Brune   ierr = VecCopy(F, Fdot[0]);CHKERRQ(ierr);
239087dfb9eSxuemin 
240a312c225SMatthew G Knepley   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
241f109b39eSPeter Brune   snes->norm = fnorm;
242a312c225SMatthew G Knepley   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
243f109b39eSPeter Brune   SNESLogConvHistory(snes, fnorm, 0);
244f109b39eSPeter Brune   ierr = SNESMonitor(snes, 0, fnorm);CHKERRQ(ierr);
245f109b39eSPeter Brune   ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
246a312c225SMatthew G Knepley   if (snes->reason) PetscFunctionReturn(0);
247a312c225SMatthew G Knepley 
24819653cdaSPeter Brune   k_restart = 1;
24919653cdaSPeter Brune   l = 1;
25009c08436SPeter Brune   for (k=1; k < snes->max_its+1; k++) {
25198b3e84cSPeter Brune     /* select which vector of the stored subspace will be updated */
25298b3e84cSPeter Brune     ivec = k_restart % ngmres->msize; /* replace the last used part of the subspace */
25319653cdaSPeter Brune 
25498b3e84cSPeter Brune     /* Computation of x^M */
2558cc86e31SPeter Brune     if (snes->pc) {
2569f425c49SPeter Brune       ierr = VecCopy(X, XM);CHKERRQ(ierr);
257e4ed7901SPeter Brune       ierr = SNESSetInitialFunction(snes->pc, F);CHKERRQ(ierr);
258e4ed7901SPeter Brune       ierr = SNESSetInitialFunctionNorm(snes->pc, fnorm);CHKERRQ(ierr);
2599f425c49SPeter Brune       ierr = SNESSolve(snes->pc, B, XM);CHKERRQ(ierr);
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       }
2654b32a720SPeter Brune       ierr = SNESGetFunction(snes->pc, &FPC, PETSC_NULL, PETSC_NULL);CHKERRQ(ierr);
2664b32a720SPeter Brune       ierr = VecCopy(FPC, FM);CHKERRQ(ierr);
2674b32a720SPeter Brune       ierr = SNESGetFunctionNorm(snes->pc, &fMnorm);CHKERRQ(ierr);
2688cc86e31SPeter Brune     } else {
269f109b39eSPeter Brune       /* no preconditioner -- just take gradient descent with line search */
270f109b39eSPeter Brune       ierr = VecCopy(F, Y);CHKERRQ(ierr);
271e7058c64SPeter Brune       ierr = VecCopy(F, FM);CHKERRQ(ierr);
272e7058c64SPeter Brune       ierr = VecCopy(X, XM);CHKERRQ(ierr);
273e7058c64SPeter Brune       fMnorm = fnorm;
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     }
2831e633543SBarry Smith 
28498b3e84cSPeter Brune     /* r = F(x) */
2859f425c49SPeter Brune     nu = fMnorm*fMnorm;
2869f425c49SPeter Brune     if (fminnorm > fMnorm) fminnorm = fMnorm;  /* the minimum norm is now of F^M */
28719653cdaSPeter Brune 
28898b3e84cSPeter Brune     /* construct the right hand side and xi factors */
2898c09b6b7SPeter Brune     ierr = VecMDot(FM, l, Fdot, xi);CHKERRQ(ierr);
2908c09b6b7SPeter Brune 
29119653cdaSPeter Brune     for (i = 0; i < l; i++) {
29219653cdaSPeter Brune       beta[i] = nu - xi[i];
29319653cdaSPeter Brune     }
29419653cdaSPeter Brune 
29598b3e84cSPeter Brune     /* construct h */
29619653cdaSPeter Brune     for (j = 0; j < l; j++) {
29719653cdaSPeter Brune       for (i = 0; i < l; i++) {
29819653cdaSPeter Brune         H(i, j) = Q(i, j) - xi[i] - xi[j] + nu;
29919653cdaSPeter Brune       }
30019653cdaSPeter Brune     }
301f109b39eSPeter Brune 
302f109b39eSPeter Brune     if(l == 1) {
303f109b39eSPeter Brune       /* simply set alpha[0] = beta[0] / H[0, 0] */
304bf08dd53SPeter Brune       if (H(0, 0) != 0.) {
305f109b39eSPeter Brune         beta[0] = beta[0] / H(0, 0);
306f109b39eSPeter Brune       } else {
307bf08dd53SPeter Brune         beta[0] = 0.;
308bf08dd53SPeter Brune       }
309bf08dd53SPeter Brune     } else {
31019653cdaSPeter Brune #ifdef PETSC_MISSING_LAPACK_GELSS
311*b707f0f7SPeter Brune       SETERRQ(((PetscObject)snes)->comm, PETSC_ERR_SUP, "NGMRES with LS requires the LAPACK GELSS routine.");
3124a0c5b0cSMatthew G Knepley #else
31319653cdaSPeter Brune     ngmres->m = PetscBLASIntCast(l);
31419653cdaSPeter Brune     ngmres->n = PetscBLASIntCast(l);
31519653cdaSPeter Brune     ngmres->info = PetscBLASIntCast(0);
31619653cdaSPeter Brune     ngmres->rcond = -1.;
3178e57ea43SSatish Balay     ierr = PetscFPTrapPush(PETSC_FP_TRAP_OFF);CHKERRQ(ierr);
31819653cdaSPeter Brune #ifdef PETSC_USE_COMPLEX
31919653cdaSPeter Brune     LAPACKgelss_(&ngmres->m,
32019653cdaSPeter Brune                  &ngmres->n,
32119653cdaSPeter Brune                  &ngmres->nrhs,
32219653cdaSPeter Brune                  ngmres->h,
32319653cdaSPeter Brune                  &ngmres->lda,
32419653cdaSPeter Brune                  ngmres->beta,
32519653cdaSPeter Brune                  &ngmres->ldb,
32619653cdaSPeter Brune                  ngmres->s,
32719653cdaSPeter Brune                  &ngmres->rcond,
32819653cdaSPeter Brune                  &ngmres->rank,
32919653cdaSPeter Brune                  ngmres->work,
33019653cdaSPeter Brune                  &ngmres->lwork,
33119653cdaSPeter Brune                  ngmres->rwork,
33219653cdaSPeter Brune                  &ngmres->info);
33319653cdaSPeter Brune #else
33419653cdaSPeter Brune     LAPACKgelss_(&ngmres->m,
33519653cdaSPeter Brune                  &ngmres->n,
33619653cdaSPeter Brune                  &ngmres->nrhs,
33719653cdaSPeter Brune                  ngmres->h,
33819653cdaSPeter Brune                  &ngmres->lda,
33919653cdaSPeter Brune                  ngmres->beta,
34019653cdaSPeter Brune                  &ngmres->ldb,
34119653cdaSPeter Brune                  ngmres->s,
34219653cdaSPeter Brune                  &ngmres->rcond,
34319653cdaSPeter Brune                  &ngmres->rank,
34419653cdaSPeter Brune                  ngmres->work,
34519653cdaSPeter Brune                  &ngmres->lwork,
34619653cdaSPeter Brune                  &ngmres->info);
34719653cdaSPeter Brune #endif
3488e57ea43SSatish Balay     ierr = PetscFPTrapPop();CHKERRQ(ierr);
349*b707f0f7SPeter Brune     if (ngmres->info < 0) SETERRQ(((PetscObject)snes)->comm,PETSC_ERR_LIB,"Bad argument to GELSS");
350*b707f0f7SPeter Brune     if (ngmres->info > 0) SETERRQ(((PetscObject)snes)->comm,PETSC_ERR_LIB,"SVD failed to converge");
351a312c225SMatthew G Knepley #endif
352f109b39eSPeter Brune     }
353a312c225SMatthew G Knepley 
354*b707f0f7SPeter Brune     for (i=0;i<l;i++) {
355*b707f0f7SPeter Brune       if (PetscIsInfOrNanScalar(beta[i])) {
356*b707f0f7SPeter Brune         SETERRQ(((PetscObject)snes)->comm,PETSC_ERR_LIB,"SVD generated inconsistent output");
357*b707f0f7SPeter Brune       }
358*b707f0f7SPeter Brune     }
359*b707f0f7SPeter Brune 
36019653cdaSPeter Brune     alph_total = 0.;
36119653cdaSPeter Brune     for (i = 0; i < l; i++) {
36219653cdaSPeter Brune       alph_total += beta[i];
363c0bbabecSxuemin     }
364f109b39eSPeter Brune 
3659f425c49SPeter Brune     ierr = VecCopy(XM, XA);CHKERRQ(ierr);
366f109b39eSPeter Brune     ierr = VecScale(XA, 1. - alph_total);CHKERRQ(ierr);
367087dfb9eSxuemin 
3688c09b6b7SPeter Brune     ierr = VecMAXPY(XA, l, beta, Xdot);CHKERRQ(ierr);
3696e733865SPeter Brune 
3706e733865SPeter Brune     /* check the validity of the step */
371f89ba88eSPeter Brune     ierr = VecCopy(XA,Y);CHKERRQ(ierr);
3726e733865SPeter Brune     ierr = VecAXPY(Y,-1.0,X);CHKERRQ(ierr);
3736e733865SPeter Brune     ierr = SNESLineSearchPostCheck(snes->linesearch,X,Y,XA,&changed_y,&changed_w);CHKERRQ(ierr);
374f109b39eSPeter Brune     ierr = SNESComputeFunction(snes, XA, FA);CHKERRQ(ierr);
37519653cdaSPeter Brune 
3769f425c49SPeter Brune     /* differences for selection and restart */
37713a62661SPeter Brune     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) {
37818aa0c0cSPeter Brune       if (ngmres->singlereduction) {
37918aa0c0cSPeter Brune         dminnorm = -1.0;
380f109b39eSPeter Brune         ierr=VecCopy(XA, D);CHKERRQ(ierr);
38118aa0c0cSPeter Brune         ierr=VecAXPY(D, -1.0, XM);CHKERRQ(ierr);
38218aa0c0cSPeter Brune         for(i=0;i<l;i++) {
38318aa0c0cSPeter Brune           ierr=VecAXPY(Xdot[i],-1.0,XA);CHKERRQ(ierr);
38418aa0c0cSPeter Brune         }
38518aa0c0cSPeter Brune         ierr = VecNormBegin(FA, NORM_2, &fAnorm);CHKERRQ(ierr);
38618aa0c0cSPeter Brune         ierr = VecNormBegin(D, NORM_2, &dnorm);CHKERRQ(ierr);
38718aa0c0cSPeter Brune         for (i=0;i<l;i++) {
38818aa0c0cSPeter Brune           ierr = VecNormBegin(Xdot[i], NORM_2, &ngmres->xnorms[i]);CHKERRQ(ierr);
38918aa0c0cSPeter Brune         }
39018aa0c0cSPeter Brune         ierr = VecNormEnd(FA, NORM_2, &fAnorm);CHKERRQ(ierr);
39118aa0c0cSPeter Brune         ierr = VecNormEnd(D, NORM_2, &dnorm);CHKERRQ(ierr);
39218aa0c0cSPeter Brune         for (i=0;i<l;i++) {
39318aa0c0cSPeter Brune           ierr = VecNormEnd(Xdot[i], NORM_2, &ngmres->xnorms[i]);CHKERRQ(ierr);
39418aa0c0cSPeter Brune         }
39518aa0c0cSPeter Brune         for(i=0;i<l;i++) {
39618aa0c0cSPeter Brune           dcurnorm = ngmres->xnorms[i];
39718aa0c0cSPeter Brune           if ((dcurnorm < dminnorm) || (dminnorm < 0.0)) dminnorm = dcurnorm;
39818aa0c0cSPeter Brune           ierr=VecAXPY(Xdot[i],1.0,XA);CHKERRQ(ierr);
39918aa0c0cSPeter Brune         }
40018aa0c0cSPeter Brune       } else {
40118aa0c0cSPeter Brune         ierr=VecCopy(XA, D);CHKERRQ(ierr);
40218aa0c0cSPeter Brune         ierr=VecAXPY(D, -1.0, XM);CHKERRQ(ierr);
40318aa0c0cSPeter Brune         ierr=VecNormBegin(D, NORM_2, &dnorm);CHKERRQ(ierr);
40418aa0c0cSPeter Brune         ierr=VecNormBegin(FA, NORM_2, &fAnorm);CHKERRQ(ierr);
40518aa0c0cSPeter Brune         ierr=VecNormEnd(D, NORM_2, &dnorm);CHKERRQ(ierr);
40618aa0c0cSPeter Brune         ierr=VecNormEnd(FA, NORM_2, &fAnorm);CHKERRQ(ierr);
407f109b39eSPeter Brune         dminnorm = -1.0;
40819653cdaSPeter Brune         for(i=0;i<l;i++) {
409f109b39eSPeter Brune           ierr=VecCopy(XA, D);CHKERRQ(ierr);
410f109b39eSPeter Brune           ierr=VecAXPY(D, -1.0, Xdot[i]);CHKERRQ(ierr);
411f109b39eSPeter Brune           ierr=VecNorm(D, NORM_2, &dcurnorm);CHKERRQ(ierr);
412f109b39eSPeter Brune           if((dcurnorm < dminnorm) || (dminnorm < 0.0)) dminnorm = dcurnorm;
41319653cdaSPeter Brune         }
41418aa0c0cSPeter Brune       }
41513a62661SPeter Brune     } else {
41613a62661SPeter Brune       ierr = VecNorm(FA, NORM_2, &fAnorm);CHKERRQ(ierr);
41713a62661SPeter Brune     }
418*b707f0f7SPeter Brune     if (PetscIsInfOrNanReal(fAnorm)) SETERRQ(((PetscObject)snes)->comm, PETSC_ERR_FP, "Infinite or not-a-number generated in function evaluation");
4199f425c49SPeter Brune     /* combination (additive) or selection (multiplicative) of the N-GMRES solution */
42013a62661SPeter Brune     if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) {
4219f425c49SPeter Brune       /* X = X + \lambda(XA - X) */
4229f425c49SPeter Brune       if (ngmres->monitor) {
4239f425c49SPeter Brune         ierr = PetscViewerASCIIPrintf(ngmres->monitor, "||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fMnorm);CHKERRQ(ierr);
4249f425c49SPeter Brune       }
42513a62661SPeter Brune       ierr = VecCopy(FM, F);CHKERRQ(ierr);
42613a62661SPeter Brune       ierr = VecCopy(XM, X);CHKERRQ(ierr);
4279f425c49SPeter Brune       ierr = VecCopy(XA, Y);CHKERRQ(ierr);
428eb1825c3SPeter Brune       ierr = VecAYPX(Y, -1.0, X);CHKERRQ(ierr);
429d484d688SPeter Brune       fnorm = fMnorm;
430f1c6b773SPeter Brune       ierr = SNESLineSearchApply(ngmres->additive_linesearch,X,F,&fnorm,Y);CHKERRQ(ierr);
431f1c6b773SPeter Brune       ierr = SNESLineSearchGetSuccess(ngmres->additive_linesearch, &lssucceed);CHKERRQ(ierr);
4329f425c49SPeter Brune       if (!lssucceed) {
4339f425c49SPeter Brune         if (++snes->numFailures >= snes->maxFailures) {
4349f425c49SPeter Brune           snes->reason = SNES_DIVERGED_LINE_SEARCH;
4359f425c49SPeter Brune           PetscFunctionReturn(0);
4369f425c49SPeter Brune         }
4379f425c49SPeter Brune       }
4389f425c49SPeter Brune       if (ngmres->monitor) {
4399f425c49SPeter Brune         ierr = PetscViewerASCIIPrintf(ngmres->monitor, "Additive solution: ||F||_2 = %e\n", fnorm);CHKERRQ(ierr);
4409f425c49SPeter Brune       }
44113a62661SPeter Brune     } else if (ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) {
4429f425c49SPeter Brune       selectA = PETSC_TRUE;
4439f425c49SPeter Brune       /* Conditions for choosing the accelerated answer */
4449f425c49SPeter Brune       /* Criterion A -- the norm of the function isn't increased above the minimum by too much */
4459f425c49SPeter Brune       if (fAnorm >= ngmres->gammaA*fminnorm) {
4469f425c49SPeter Brune         selectA = PETSC_FALSE;
4479f425c49SPeter Brune       }
4489f425c49SPeter Brune       /* Criterion B -- the choice of x^A isn't too close to some other choice */
449cf22de31SPeter Brune       if (ngmres->epsilonB*dnorm<dminnorm || PetscSqrtReal(fnorm)<ngmres->deltaB*PetscSqrtReal(fminnorm)) {
45019653cdaSPeter Brune       } else {
45119653cdaSPeter Brune         selectA=PETSC_FALSE;
45219653cdaSPeter Brune       }
45319653cdaSPeter Brune       if (selectA) {
454dfbf837cSBarry Smith         if (ngmres->monitor) {
4559e764e56SPeter Brune           ierr = PetscViewerASCIIPrintf(ngmres->monitor, "picked X_A, ||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fMnorm);CHKERRQ(ierr);
456dfbf837cSBarry Smith         }
45798b3e84cSPeter Brune         /* copy it over */
458f109b39eSPeter Brune         fnorm = fAnorm;
459f109b39eSPeter Brune         nu = fnorm*fnorm;
460f109b39eSPeter Brune         ierr = VecCopy(FA, F);CHKERRQ(ierr);
461f109b39eSPeter Brune         ierr = VecCopy(XA, X);CHKERRQ(ierr);
46219653cdaSPeter Brune       } else {
463dfbf837cSBarry Smith         if (ngmres->monitor) {
4645b0d26cfSPeter Brune           ierr = PetscViewerASCIIPrintf(ngmres->monitor, "picked X_M, ||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fMnorm);CHKERRQ(ierr);
465dfbf837cSBarry Smith         }
4669f425c49SPeter Brune         fnorm = fMnorm;
4679f425c49SPeter Brune         nu = fnorm*fnorm;
468d484d688SPeter Brune         ierr = VecCopy(XM, Y);CHKERRQ(ierr);
469d484d688SPeter Brune         ierr = VecAXPY(Y,-1.0,X);CHKERRQ(ierr);
4709f425c49SPeter Brune         ierr = VecCopy(FM, F);CHKERRQ(ierr);
4719f425c49SPeter Brune         ierr = VecCopy(XM, X);CHKERRQ(ierr);
4729f425c49SPeter Brune       }
47313a62661SPeter Brune     } else { /* none */
47413a62661SPeter Brune       fnorm = fAnorm;
47513a62661SPeter Brune       nu = fnorm*fnorm;
47613a62661SPeter Brune       ierr = VecCopy(FA, F);CHKERRQ(ierr);
47713a62661SPeter Brune       ierr = VecCopy(XA, X);CHKERRQ(ierr);
47819653cdaSPeter Brune     }
479211b2d39SPeter Brune 
48019653cdaSPeter Brune     selectRestart = PETSC_FALSE;
48113a62661SPeter Brune     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) {
48298b3e84cSPeter Brune       /* difference stagnation restart */
483cf22de31SPeter Brune       if((ngmres->epsilonB*dnorm > dminnorm) && (PetscSqrtReal(fAnorm) > ngmres->deltaB*PetscSqrtReal(fminnorm))) {
484dfbf837cSBarry Smith         if (ngmres->monitor) {
485f109b39eSPeter Brune           ierr = PetscViewerASCIIPrintf(ngmres->monitor, "difference restart: %e > %e\n", ngmres->epsilonB*dnorm, dminnorm);CHKERRQ(ierr);
486dfbf837cSBarry Smith         }
48719653cdaSPeter Brune         selectRestart = PETSC_TRUE;
48819653cdaSPeter Brune       }
48998b3e84cSPeter Brune       /* residual stagnation restart */
490cf22de31SPeter Brune       if (PetscSqrtReal(fAnorm) > ngmres->gammaC*PetscSqrtReal(fminnorm)) {
491dfbf837cSBarry Smith         if (ngmres->monitor) {
492cf22de31SPeter Brune           ierr = PetscViewerASCIIPrintf(ngmres->monitor, "residual restart: %e > %e\n", PetscSqrtReal(fAnorm), ngmres->gammaC*PetscSqrtReal(fminnorm));CHKERRQ(ierr);
493dfbf837cSBarry Smith         }
49419653cdaSPeter Brune         selectRestart = PETSC_TRUE;
49519653cdaSPeter Brune       }
49628ed4a04SPeter Brune       /* if the restart conditions persist for more than restart_it iterations, restart. */
49719653cdaSPeter Brune       if (selectRestart) {
49828ed4a04SPeter Brune         restart_count++;
49928ed4a04SPeter Brune       } else {
50028ed4a04SPeter Brune         restart_count = 0;
50128ed4a04SPeter Brune       }
50213a62661SPeter Brune     } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) {
50313a62661SPeter Brune       if (k_restart > ngmres->restart_periodic) {
50413a62661SPeter Brune         if (ngmres->monitor) ierr = PetscViewerASCIIPrintf(ngmres->monitor, "periodic restart after %D iterations\n", k_restart);CHKERRQ(ierr);
50513a62661SPeter Brune         restart_count = ngmres->restart_it;
50613a62661SPeter Brune       }
50713a62661SPeter Brune     }
50828ed4a04SPeter Brune     /* restart after restart conditions have persisted for a fixed number of iterations */
50928ed4a04SPeter Brune     if (restart_count >= ngmres->restart_it) {
510dfbf837cSBarry Smith       if (ngmres->monitor){
511dfbf837cSBarry Smith         ierr = PetscViewerASCIIPrintf(ngmres->monitor, "Restarted at iteration %d\n", k_restart);CHKERRQ(ierr);
512dfbf837cSBarry Smith       }
51328ed4a04SPeter Brune       restart_count = 0;
51419653cdaSPeter Brune       k_restart = 1;
51519653cdaSPeter Brune       l = 1;
51698b3e84cSPeter Brune       /* q_{00} = nu */
517d2e16ddcSPeter Brune       if (ngmres->anderson) {
518d2e16ddcSPeter Brune         ngmres->fnorms[0] = fMnorm;
519d2e16ddcSPeter Brune         nu = fMnorm*fMnorm;
520d2e16ddcSPeter Brune         Q(0,0) = nu;
521d2e16ddcSPeter Brune         /* Fdot[0] = F */
522d2e16ddcSPeter Brune         ierr = VecCopy(XM, Xdot[0]);CHKERRQ(ierr);
523d2e16ddcSPeter Brune         ierr = VecCopy(FM, Fdot[0]);CHKERRQ(ierr);
524d2e16ddcSPeter Brune       } else {
525f109b39eSPeter Brune         ngmres->fnorms[0] = fnorm;
526f109b39eSPeter Brune         nu = fnorm*fnorm;
52719653cdaSPeter Brune         Q(0,0) = nu;
528f109b39eSPeter Brune         /* Fdot[0] = F */
529f109b39eSPeter Brune         ierr = VecCopy(X, Xdot[0]);CHKERRQ(ierr);
530f109b39eSPeter Brune         ierr = VecCopy(F, Fdot[0]);CHKERRQ(ierr);
531d2e16ddcSPeter Brune       }
53219653cdaSPeter Brune     } else {
53398b3e84cSPeter Brune       /* select the current size of the subspace */
5341e633543SBarry Smith       if (l < ngmres->msize) l++;
53519653cdaSPeter Brune       k_restart++;
53698b3e84cSPeter Brune       /* place the current entry in the list of previous entries */
537d2e16ddcSPeter Brune       if (ngmres->anderson) {
538d2e16ddcSPeter Brune         ierr = VecCopy(FM, Fdot[ivec]);CHKERRQ(ierr);
539d2e16ddcSPeter Brune         ierr = VecCopy(XM, Xdot[ivec]);CHKERRQ(ierr);
540d2e16ddcSPeter Brune         ngmres->fnorms[ivec] = fMnorm;
541d2e16ddcSPeter Brune         if (fminnorm > fMnorm) fminnorm = fMnorm;  /* the minimum norm is now of FM */
54218aa0c0cSPeter Brune         xi[ivec] = fMnorm*fMnorm;
543d2e16ddcSPeter Brune         for (i = 0; i < l; i++) {
54418aa0c0cSPeter Brune           Q(i, ivec) = xi[i];
54518aa0c0cSPeter Brune           Q(ivec, i) = xi[i];
546d2e16ddcSPeter Brune         }
547d2e16ddcSPeter Brune       } else {
548f109b39eSPeter Brune         ierr = VecCopy(F, Fdot[ivec]);CHKERRQ(ierr);
549f109b39eSPeter Brune         ierr = VecCopy(X, Xdot[ivec]);CHKERRQ(ierr);
550f109b39eSPeter Brune         ngmres->fnorms[ivec] = fnorm;
551d2e16ddcSPeter Brune         if (fminnorm > fnorm) fminnorm = fnorm;  /* the minimum norm is now of FA */
55218aa0c0cSPeter Brune         ierr = VecMDot(F, l, Fdot, xi);CHKERRQ(ierr);
55319653cdaSPeter Brune         for (i = 0; i < l; i++) {
55418aa0c0cSPeter Brune           Q(i, ivec) = xi[i];
55518aa0c0cSPeter Brune           Q(ivec, i) = xi[i];
55619653cdaSPeter Brune         }
55719653cdaSPeter Brune       }
558d2e16ddcSPeter Brune     }
55919653cdaSPeter Brune 
5608409ca45SMatthew G Knepley     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
561087dfb9eSxuemin     snes->iter = k;
562f109b39eSPeter Brune     snes->norm = fnorm;
5638409ca45SMatthew G Knepley     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
5648409ca45SMatthew G Knepley     SNESLogConvHistory(snes, snes->norm, snes->iter);
5658409ca45SMatthew G Knepley     ierr = SNESMonitor(snes, snes->iter, snes->norm);CHKERRQ(ierr);
566d484d688SPeter Brune     ierr = VecNormBegin(Y,NORM_2,&ynorm);CHKERRQ(ierr);
567d484d688SPeter Brune     ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr);
568d484d688SPeter Brune     ierr = VecNormEnd(Y,NORM_2,&ynorm);CHKERRQ(ierr);
569d484d688SPeter Brune     ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr);
570d484d688SPeter Brune     ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
571087dfb9eSxuemin     if (snes->reason) PetscFunctionReturn(0);
572a312c225SMatthew G Knepley   }
573a312c225SMatthew G Knepley   snes->reason = SNES_DIVERGED_MAX_IT;
574a312c225SMatthew G Knepley   PetscFunctionReturn(0);
575a312c225SMatthew G Knepley }
576a312c225SMatthew G Knepley 
57713a62661SPeter Brune #undef __FUNCT__
57813a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType"
57913a62661SPeter Brune /*@
58013a62661SPeter Brune     SNESNGMRESSetRestartType - Sets the restart type for SNESNGMRES.
58113a62661SPeter Brune 
58213a62661SPeter Brune     Logically Collective on SNES
58313a62661SPeter Brune 
58413a62661SPeter Brune     Input Parameters:
58513a62661SPeter Brune +   snes - the iterative context
58613a62661SPeter Brune -   rtype - restart type
58713a62661SPeter Brune 
58813a62661SPeter Brune     Options Database:
58913a62661SPeter Brune +   -snes_ngmres_restart_type<difference,periodic,none> - set the restart type
5900c777b0cSPeter Brune -   -snes_ngmres_restart[30] - sets the number of iterations before restart for periodic
59113a62661SPeter Brune 
59213a62661SPeter Brune     Level: intermediate
59313a62661SPeter Brune 
59413a62661SPeter Brune     SNESNGMRESRestartTypes:
59513a62661SPeter Brune +   SNES_NGMRES_RESTART_NONE - never restart
59613a62661SPeter Brune .   SNES_NGMRES_RESTART_DIFFERENCE - restart based upon difference criteria
59713a62661SPeter Brune -   SNES_NGMRES_RESTART_PERIODIC - restart after a fixed number of iterations
59813a62661SPeter Brune 
59913a62661SPeter Brune     Notes:
60013a62661SPeter Brune     The default line search used is the L2 line search and it requires two additional function evaluations.
60113a62661SPeter Brune 
60213a62661SPeter Brune .keywords: SNES, SNESNGMRES, restart, type, set SNESLineSearch
60313a62661SPeter Brune @*/
60413a62661SPeter Brune PetscErrorCode SNESNGMRESSetRestartType(SNES snes, SNESNGMRESRestartType rtype) {
60513a62661SPeter Brune   PetscErrorCode ierr;
60613a62661SPeter Brune   PetscFunctionBegin;
60713a62661SPeter Brune   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
60813a62661SPeter Brune   ierr = PetscTryMethod(snes,"SNESNGMRESSetRestartType_C",(SNES,SNESNGMRESRestartType),(snes,rtype));CHKERRQ(ierr);
60913a62661SPeter Brune   PetscFunctionReturn(0);
61013a62661SPeter Brune }
61113a62661SPeter Brune 
61213a62661SPeter Brune #undef __FUNCT__
61313a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType"
61413a62661SPeter Brune /*@
61513a62661SPeter Brune     SNESNGMRESSetSelectType - Sets the selection type for SNESNGMRES.  This determines how the candidate solution and
61613a62661SPeter Brune     combined solution are used to create the next iterate.
61713a62661SPeter Brune 
61813a62661SPeter Brune     Logically Collective on SNES
61913a62661SPeter Brune 
62013a62661SPeter Brune     Input Parameters:
62113a62661SPeter Brune +   snes - the iterative context
62213a62661SPeter Brune -   stype - selection type
62313a62661SPeter Brune 
62413a62661SPeter Brune     Options Database:
62513a62661SPeter Brune .   -snes_ngmres_select_type<difference,none,linesearch>
62613a62661SPeter Brune 
62713a62661SPeter Brune     Level: intermediate
62813a62661SPeter Brune 
62913a62661SPeter Brune     SNESNGMRESSelectTypes:
63013a62661SPeter Brune +   SNES_NGMRES_SELECT_NONE - choose the combined solution all the time
63113a62661SPeter Brune .   SNES_NGMRES_SELECT_DIFFERENCE - choose based upon the selection criteria
63213a62661SPeter Brune -   SNES_NGMRES_SELECT_LINESEARCH - choose based upon line search combination
63313a62661SPeter Brune 
63413a62661SPeter Brune     Notes:
63513a62661SPeter Brune     The default line search used is the L2 line search and it requires two additional function evaluations.
63613a62661SPeter Brune 
63713a62661SPeter Brune .keywords: SNES, SNESNGMRES, selection, type, set SNESLineSearch
63813a62661SPeter Brune @*/
63913a62661SPeter Brune 
64013a62661SPeter Brune PetscErrorCode SNESNGMRESSetSelectType(SNES snes, SNESNGMRESSelectType stype) {
64113a62661SPeter Brune   PetscErrorCode ierr;
64213a62661SPeter Brune   PetscFunctionBegin;
64313a62661SPeter Brune   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
64413a62661SPeter Brune   ierr = PetscTryMethod(snes,"SNESNGMRESSetSelectType_C",(SNES,SNESNGMRESSelectType),(snes,stype));CHKERRQ(ierr);
64513a62661SPeter Brune   PetscFunctionReturn(0);
64613a62661SPeter Brune }
64713a62661SPeter Brune 
64813a62661SPeter Brune 
64913a62661SPeter Brune EXTERN_C_BEGIN
65013a62661SPeter Brune #undef __FUNCT__
65113a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType_NGMRES"
65213a62661SPeter Brune 
65313a62661SPeter Brune PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes, SNESNGMRESSelectType stype) {
65413a62661SPeter Brune   SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data;
65513a62661SPeter Brune   PetscFunctionBegin;
65613a62661SPeter Brune   ngmres->select_type = stype;
65713a62661SPeter Brune   PetscFunctionReturn(0);
65813a62661SPeter Brune }
65913a62661SPeter Brune 
66013a62661SPeter Brune #undef __FUNCT__
66113a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType_NGMRES"
66213a62661SPeter Brune 
66313a62661SPeter Brune PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes, SNESNGMRESRestartType rtype) {
66413a62661SPeter Brune   SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data;
66513a62661SPeter Brune   PetscFunctionBegin;
66613a62661SPeter Brune   ngmres->restart_type = rtype;
66713a62661SPeter Brune   PetscFunctionReturn(0);
66813a62661SPeter Brune }
66913a62661SPeter Brune EXTERN_C_END
67013a62661SPeter Brune 
67113a62661SPeter Brune 
672dfbf837cSBarry Smith /*MC
6731867fe5bSPeter Brune   SNESNGMRES - The Nonlinear Generalized Minimum Residual method.
674a312c225SMatthew G Knepley 
675dfbf837cSBarry Smith    Level: beginner
676dfbf837cSBarry Smith 
6771867fe5bSPeter Brune    Options Database:
67813a62661SPeter Brune +  -snes_ngmres_select_type<difference,none,linesearch> - choose the select between candidate and combined solution
67913a62661SPeter Brune +  -snes_ngmres_restart_type<difference,none,periodic> - choose the restart conditions
68013a62661SPeter Brune .  -snes_ngmres_anderson         - Use Anderson mixing NGMRES variant which combines candidate solutions instead of actual solutions
68113a62661SPeter Brune .  -snes_ngmres_m                - Number of stored previous solutions and residuals
68213a62661SPeter Brune .  -snes_ngmres_restart_it       - Number of iterations the restart conditions hold before restart
68313a62661SPeter Brune .  -snes_ngmres_gammaA           - Residual tolerance for solution select between the candidate and combination
68413a62661SPeter Brune .  -snes_ngmres_gammaC           - Residual tolerance for restart
68513a62661SPeter Brune .  -snes_ngmres_epsilonB         - Difference tolerance between subsequent solutions triggering restart
68613a62661SPeter Brune .  -snes_ngmres_deltaB           - Difference tolerance between residuals triggering restart
68713a62661SPeter Brune .  -snes_ngmres_monitor          - Prints relevant information about the ngmres iteration
68813a62661SPeter Brune .  -snes_linesearch_type <basic,basicnonorms,quadratic,critical> - Line search type used for the default smoother
68913a62661SPeter Brune -  -additive_snes_linesearch_type - linesearch type used to select between the candidate and combined solution with additive select type
6901867fe5bSPeter Brune 
6911867fe5bSPeter Brune    Notes:
6921867fe5bSPeter Brune 
6931867fe5bSPeter Brune    The N-GMRES method combines m previous solutions into a minimum-residual solution by solving a small linearized
6941867fe5bSPeter Brune    optimization problem at each iteration.
6951867fe5bSPeter Brune 
6961867fe5bSPeter Brune    References:
6971867fe5bSPeter Brune 
698dfbf837cSBarry Smith    "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", C. W. Oosterlee and T. Washio,
699dfbf837cSBarry Smith    SIAM Journal on Scientific Computing, 21(5), 2000.
700dfbf837cSBarry Smith 
701dfbf837cSBarry Smith    This is also the same as the algorithm called Anderson acceleration introduced in "D. G. Anderson. Iterative procedures for nonlinear integral equations.
702dfbf837cSBarry Smith    J. Assoc. Comput. Mach., 12:547–560, 1965."
703dfbf837cSBarry Smith 
704dfbf837cSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types)
705dfbf837cSBarry Smith M*/
706a312c225SMatthew G Knepley 
707a312c225SMatthew G Knepley EXTERN_C_BEGIN
708a312c225SMatthew G Knepley #undef __FUNCT__
709a312c225SMatthew G Knepley #define __FUNCT__ "SNESCreate_NGMRES"
710a312c225SMatthew G Knepley PetscErrorCode SNESCreate_NGMRES(SNES snes)
711a312c225SMatthew G Knepley {
712a312c225SMatthew G Knepley   SNES_NGMRES   *ngmres;
713a312c225SMatthew G Knepley   PetscErrorCode ierr;
714a312c225SMatthew G Knepley 
715a312c225SMatthew G Knepley   PetscFunctionBegin;
716a312c225SMatthew G Knepley   snes->ops->destroy        = SNESDestroy_NGMRES;
717a312c225SMatthew G Knepley   snes->ops->setup          = SNESSetUp_NGMRES;
718a312c225SMatthew G Knepley   snes->ops->setfromoptions = SNESSetFromOptions_NGMRES;
719a312c225SMatthew G Knepley   snes->ops->view           = SNESView_NGMRES;
720a312c225SMatthew G Knepley   snes->ops->solve          = SNESSolve_NGMRES;
721a312c225SMatthew G Knepley   snes->ops->reset          = SNESReset_NGMRES;
722a312c225SMatthew G Knepley 
72342f4f86dSBarry Smith   snes->usespc          = PETSC_TRUE;
7242c155ee1SBarry Smith   snes->usesksp         = PETSC_FALSE;
7252c155ee1SBarry Smith 
726a312c225SMatthew G Knepley   ierr = PetscNewLog(snes, SNES_NGMRES, &ngmres);CHKERRQ(ierr);
727a312c225SMatthew G Knepley   snes->data = (void*) ngmres;
728d2e16ddcSPeter Brune   ngmres->msize = 30;
72919653cdaSPeter Brune 
73088976e71SPeter Brune   if (!snes->tolerancesset) {
7310e444f03SPeter Brune     snes->max_funcs = 30000;
7320e444f03SPeter Brune     snes->max_its   = 10000;
73388976e71SPeter Brune   }
7340e444f03SPeter Brune 
735d2e16ddcSPeter Brune   ngmres->anderson   = PETSC_FALSE;
736d2e16ddcSPeter Brune 
737e7058c64SPeter Brune   ngmres->additive_linesearch = PETSC_NULL;
738e7058c64SPeter Brune 
73928ed4a04SPeter Brune   ngmres->restart_it = 2;
74013a62661SPeter Brune   ngmres->restart_periodic = 30;
741f109b39eSPeter Brune   ngmres->gammaA     = 2.0;
742f109b39eSPeter Brune   ngmres->gammaC     = 2.0;
743cac108bcSPeter Brune   ngmres->deltaB     = 0.9;
744cac108bcSPeter Brune   ngmres->epsilonB   = 0.1;
745e7058c64SPeter Brune 
74613a62661SPeter Brune   ngmres->restart_type   = SNES_NGMRES_RESTART_DIFFERENCE;
74713a62661SPeter Brune   ngmres->select_type    = SNES_NGMRES_SELECT_DIFFERENCE;
74813a62661SPeter Brune 
74913a62661SPeter Brune   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESNGMRESSetSelectType_C","SNESNGMRESSetSelectType_NGMRES", SNESNGMRESSetSelectType_NGMRES);CHKERRQ(ierr);
75013a62661SPeter Brune   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESNGMRESSetRestartType_C","SNESNGMRESSetRestartType_NGMRES", SNESNGMRESSetRestartType_NGMRES);CHKERRQ(ierr);
75113a62661SPeter Brune 
752a312c225SMatthew G Knepley   PetscFunctionReturn(0);
753a312c225SMatthew G Knepley }
754a312c225SMatthew G Knepley EXTERN_C_END
755