xref: /petsc/src/snes/impls/ngmres/snesngmres.c (revision c1c75074e128c85b53ed5ce1f9b329b0e4d789b9)
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;
172b3c6a99cSPeter Brune   PetscReal xnorm,xMnorm,xAnorm;
173b3c6a99cSPeter 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;
179b3c6a99cSPeter 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;
223*c1c75074SPeter Brune 
224f109b39eSPeter Brune     ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);
225189a9710SBarry Smith     if (PetscIsInfOrNanReal(fnorm)) {
226189a9710SBarry Smith       snes->reason = SNES_DIVERGED_FNORM_NAN;
227189a9710SBarry Smith       PetscFunctionReturn(0);
228189a9710SBarry Smith     }
2293a2ae377SPeter Brune   }
230e4ed7901SPeter Brune   fminnorm = fnorm;
23119653cdaSPeter Brune 
232ce8c27fbSBarry Smith   ierr       = PetscObjectAMSTakeAccess((PetscObject)snes);CHKERRQ(ierr);
233f109b39eSPeter Brune   snes->norm = fnorm;
234ce8c27fbSBarry Smith   ierr       = PetscObjectAMSGrantAccess((PetscObject)snes);CHKERRQ(ierr);
235a71f0d7dSBarry Smith   ierr       = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr);
236f109b39eSPeter Brune   ierr       = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);
237f109b39eSPeter Brune   ierr       = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
238a312c225SMatthew G Knepley   if (snes->reason) PetscFunctionReturn(0);
239b3c6a99cSPeter Brune   SNESNGMRESUpdateSubspace_Private(snes,0,0,F,fnorm,X);
240a312c225SMatthew G Knepley 
24119653cdaSPeter Brune   k_restart = 1;
24219653cdaSPeter Brune   l         = 1;
243b3c6a99cSPeter Brune   ivec      = 0;
24409c08436SPeter Brune   for (k=1; k < snes->max_its+1; k++) {
24598b3e84cSPeter Brune     /* Computation of x^M */
246c40d0f55SPeter Brune     if (snes->pc && snes->pcside == PC_RIGHT) {
2479f425c49SPeter Brune       ierr = VecCopy(X,XM);CHKERRQ(ierr);
248e4ed7901SPeter Brune       ierr = SNESSetInitialFunction(snes->pc,F);CHKERRQ(ierr);
24963e7833aSPeter Brune 
25063e7833aSPeter Brune       ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr);
2519f425c49SPeter Brune       ierr = SNESSolve(snes->pc,B,XM);CHKERRQ(ierr);
25263e7833aSPeter Brune       ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr);
25363e7833aSPeter Brune 
2548cc86e31SPeter Brune       ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
2558cc86e31SPeter Brune       if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
2568cc86e31SPeter Brune         snes->reason = SNES_DIVERGED_INNER;
2578cc86e31SPeter Brune         PetscFunctionReturn(0);
2588cc86e31SPeter Brune       }
259ddd40ce5SPeter Brune       ierr = SNESGetPCFunction(snes,FM,&fMnorm);CHKERRQ(ierr);
2608cc86e31SPeter Brune     } else {
261f109b39eSPeter Brune       /* no preconditioner -- just take gradient descent with line search */
262f109b39eSPeter Brune       ierr = VecCopy(F,Y);CHKERRQ(ierr);
263e7058c64SPeter Brune       ierr = VecCopy(F,FM);CHKERRQ(ierr);
264e7058c64SPeter Brune       ierr = VecCopy(X,XM);CHKERRQ(ierr);
2651aa26658SKarl Rupp 
266e7058c64SPeter Brune       fMnorm = fnorm;
2671aa26658SKarl Rupp 
268f1c6b773SPeter Brune       ierr = SNESLineSearchApply(snes->linesearch,XM,FM,&fMnorm,Y);CHKERRQ(ierr);
269f1c6b773SPeter Brune       ierr = SNESLineSearchGetSuccess(snes->linesearch,&lssucceed);CHKERRQ(ierr);
270f109b39eSPeter Brune       if (!lssucceed) {
271f109b39eSPeter Brune         if (++snes->numFailures >= snes->maxFailures) {
272f109b39eSPeter Brune           snes->reason = SNES_DIVERGED_LINE_SEARCH;
273f109b39eSPeter Brune           PetscFunctionReturn(0);
274f109b39eSPeter Brune         }
275f109b39eSPeter Brune       }
2766634f59bSPeter Brune     }
277b3c6a99cSPeter Brune     ierr = SNESNGMRESFormCombinedSolution_Private(snes,ivec,l,XM,FM,fMnorm,X,XA,FA);CHKERRQ(ierr);
27898b3e84cSPeter Brune     /* r = F(x) */
2799f425c49SPeter Brune     if (fminnorm > fMnorm) fminnorm = fMnorm;  /* the minimum norm is now of F^M */
28019653cdaSPeter Brune 
2819f425c49SPeter Brune     /* differences for selection and restart */
28213a62661SPeter Brune     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) {
283b3c6a99cSPeter Brune       ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,&xMnorm,NULL,&yMnorm,&xAnorm,&fAnorm,&yAnorm);CHKERRQ(ierr);
28413a62661SPeter Brune     } else {
285b3c6a99cSPeter Brune       ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,&xMnorm,NULL,&yMnorm,&xAnorm,&fAnorm,&yAnorm);CHKERRQ(ierr);
28613a62661SPeter Brune     }
287189a9710SBarry Smith     if (PetscIsInfOrNanReal(fAnorm)) {
288189a9710SBarry Smith       snes->reason = SNES_DIVERGED_FNORM_NAN;
289189a9710SBarry Smith       PetscFunctionReturn(0);
290189a9710SBarry Smith     }
2911aa26658SKarl Rupp 
2929f425c49SPeter Brune     /* combination (additive) or selection (multiplicative) of the N-GMRES solution */
293b3c6a99cSPeter 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);
29419653cdaSPeter Brune     selectRestart = PETSC_FALSE;
29513a62661SPeter Brune     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) {
29621687c63SPeter Brune       ierr = SNESNGMRESSelectRestart_Private(snes,l,fAnorm,dnorm,fminnorm,dminnorm,&selectRestart);CHKERRQ(ierr);
29728ed4a04SPeter Brune       /* if the restart conditions persist for more than restart_it iterations, restart. */
2981aa26658SKarl Rupp       if (selectRestart) restart_count++;
2991aa26658SKarl Rupp       else restart_count = 0;
30013a62661SPeter Brune     } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) {
30113a62661SPeter Brune       if (k_restart > ngmres->restart_periodic) {
30213a62661SPeter Brune         if (ngmres->monitor) ierr = PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);CHKERRQ(ierr);
30313a62661SPeter Brune         restart_count = ngmres->restart_it;
30413a62661SPeter Brune       }
30513a62661SPeter Brune     }
306b3c6a99cSPeter Brune     ivec = k_restart % ngmres->msize; /* replace the last used part of the subspace */
30728ed4a04SPeter Brune     /* restart after restart conditions have persisted for a fixed number of iterations */
30828ed4a04SPeter Brune     if (restart_count >= ngmres->restart_it) {
309dfbf837cSBarry Smith       if (ngmres->monitor) {
310dfbf837cSBarry Smith         ierr = PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);CHKERRQ(ierr);
311dfbf837cSBarry Smith       }
31228ed4a04SPeter Brune       restart_count = 0;
31319653cdaSPeter Brune       k_restart     = 1;
31419653cdaSPeter Brune       l             = 1;
315b3c6a99cSPeter Brune       ivec          = 0;
31698b3e84cSPeter Brune       /* q_{00} = nu */
317fa8c639aSPeter Brune       ierr = SNESNGMRESUpdateSubspace_Private(snes,0,0,FM,fMnorm,XM);CHKERRQ(ierr);
318d2e16ddcSPeter Brune     } else {
31998b3e84cSPeter Brune       /* select the current size of the subspace */
3201e633543SBarry Smith       if (l < ngmres->msize) l++;
32119653cdaSPeter Brune       k_restart++;
32298b3e84cSPeter Brune       /* place the current entry in the list of previous entries */
32338774f0aSPeter Brune       if (ngmres->candidate) {
32438774f0aSPeter Brune         if (fminnorm > fMnorm) fminnorm = fMnorm;
325fa8c639aSPeter Brune         ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fMnorm,XM);CHKERRQ(ierr);
326d2e16ddcSPeter Brune       } else {
32738774f0aSPeter Brune         if (fminnorm > fnorm) fminnorm = fnorm;
328fa8c639aSPeter Brune         ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,F,fnorm,X);CHKERRQ(ierr);
32919653cdaSPeter Brune       }
330d2e16ddcSPeter Brune     }
33119653cdaSPeter Brune 
332ce8c27fbSBarry Smith     ierr       = PetscObjectAMSTakeAccess((PetscObject)snes);CHKERRQ(ierr);
333087dfb9eSxuemin     snes->iter = k;
334f109b39eSPeter Brune     snes->norm = fnorm;
335ce8c27fbSBarry Smith     ierr = PetscObjectAMSGrantAccess((PetscObject)snes);CHKERRQ(ierr);
336a71f0d7dSBarry Smith     ierr = SNESLogConvergenceHistory(snes,snes->norm,snes->iter);CHKERRQ(ierr);
3378409ca45SMatthew G Knepley     ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
338b3c6a99cSPeter Brune     ierr = (*snes->ops->converged)(snes,snes->iter,0,0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
339087dfb9eSxuemin     if (snes->reason) PetscFunctionReturn(0);
340a312c225SMatthew G Knepley   }
341a312c225SMatthew G Knepley   snes->reason = SNES_DIVERGED_MAX_IT;
342a312c225SMatthew G Knepley   PetscFunctionReturn(0);
343a312c225SMatthew G Knepley }
344a312c225SMatthew G Knepley 
34513a62661SPeter Brune #undef __FUNCT__
34613a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType"
34713a62661SPeter Brune /*@
34813a62661SPeter Brune     SNESNGMRESSetRestartType - Sets the restart type for SNESNGMRES.
34913a62661SPeter Brune 
35013a62661SPeter Brune     Logically Collective on SNES
35113a62661SPeter Brune 
35213a62661SPeter Brune     Input Parameters:
35313a62661SPeter Brune +   snes - the iterative context
35413a62661SPeter Brune -   rtype - restart type
35513a62661SPeter Brune 
35613a62661SPeter Brune     Options Database:
35713a62661SPeter Brune +   -snes_ngmres_restart_type<difference,periodic,none> - set the restart type
3580c777b0cSPeter Brune -   -snes_ngmres_restart[30] - sets the number of iterations before restart for periodic
35913a62661SPeter Brune 
36013a62661SPeter Brune     Level: intermediate
36113a62661SPeter Brune 
36213a62661SPeter Brune     SNESNGMRESRestartTypes:
36313a62661SPeter Brune +   SNES_NGMRES_RESTART_NONE - never restart
36413a62661SPeter Brune .   SNES_NGMRES_RESTART_DIFFERENCE - restart based upon difference criteria
36513a62661SPeter Brune -   SNES_NGMRES_RESTART_PERIODIC - restart after a fixed number of iterations
36613a62661SPeter Brune 
36713a62661SPeter Brune     Notes:
36813a62661SPeter Brune     The default line search used is the L2 line search and it requires two additional function evaluations.
36913a62661SPeter Brune 
37013a62661SPeter Brune .keywords: SNES, SNESNGMRES, restart, type, set SNESLineSearch
37113a62661SPeter Brune @*/
3720adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType(SNES snes,SNESNGMRESRestartType rtype)
3730adebc6cSBarry Smith {
37413a62661SPeter Brune   PetscErrorCode ierr;
3755fd66863SKarl Rupp 
37613a62661SPeter Brune   PetscFunctionBegin;
37713a62661SPeter Brune   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
37813a62661SPeter Brune   ierr = PetscTryMethod(snes,"SNESNGMRESSetRestartType_C",(SNES,SNESNGMRESRestartType),(snes,rtype));CHKERRQ(ierr);
37913a62661SPeter Brune   PetscFunctionReturn(0);
38013a62661SPeter Brune }
38113a62661SPeter Brune 
38213a62661SPeter Brune #undef __FUNCT__
38313a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType"
38413a62661SPeter Brune /*@
38513a62661SPeter Brune     SNESNGMRESSetSelectType - Sets the selection type for SNESNGMRES.  This determines how the candidate solution and
38613a62661SPeter Brune     combined solution are used to create the next iterate.
38713a62661SPeter Brune 
38813a62661SPeter Brune     Logically Collective on SNES
38913a62661SPeter Brune 
39013a62661SPeter Brune     Input Parameters:
39113a62661SPeter Brune +   snes - the iterative context
39213a62661SPeter Brune -   stype - selection type
39313a62661SPeter Brune 
39413a62661SPeter Brune     Options Database:
39513a62661SPeter Brune .   -snes_ngmres_select_type<difference,none,linesearch>
39613a62661SPeter Brune 
39713a62661SPeter Brune     Level: intermediate
39813a62661SPeter Brune 
39913a62661SPeter Brune     SNESNGMRESSelectTypes:
40013a62661SPeter Brune +   SNES_NGMRES_SELECT_NONE - choose the combined solution all the time
40113a62661SPeter Brune .   SNES_NGMRES_SELECT_DIFFERENCE - choose based upon the selection criteria
40213a62661SPeter Brune -   SNES_NGMRES_SELECT_LINESEARCH - choose based upon line search combination
40313a62661SPeter Brune 
40413a62661SPeter Brune     Notes:
40513a62661SPeter Brune     The default line search used is the L2 line search and it requires two additional function evaluations.
40613a62661SPeter Brune 
40713a62661SPeter Brune .keywords: SNES, SNESNGMRES, selection, type, set SNESLineSearch
40813a62661SPeter Brune @*/
4090adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType(SNES snes,SNESNGMRESSelectType stype)
4100adebc6cSBarry Smith {
41113a62661SPeter Brune   PetscErrorCode ierr;
4125fd66863SKarl Rupp 
41313a62661SPeter Brune   PetscFunctionBegin;
41413a62661SPeter Brune   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
41513a62661SPeter Brune   ierr = PetscTryMethod(snes,"SNESNGMRESSetSelectType_C",(SNES,SNESNGMRESSelectType),(snes,stype));CHKERRQ(ierr);
41613a62661SPeter Brune   PetscFunctionReturn(0);
41713a62661SPeter Brune }
41813a62661SPeter Brune 
41913a62661SPeter Brune #undef __FUNCT__
42013a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType_NGMRES"
4210adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes,SNESNGMRESSelectType stype)
4220adebc6cSBarry Smith {
42313a62661SPeter Brune   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;
4245fd66863SKarl Rupp 
42513a62661SPeter Brune   PetscFunctionBegin;
42613a62661SPeter Brune   ngmres->select_type = stype;
42713a62661SPeter Brune   PetscFunctionReturn(0);
42813a62661SPeter Brune }
42913a62661SPeter Brune 
43013a62661SPeter Brune #undef __FUNCT__
43113a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType_NGMRES"
4320adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes,SNESNGMRESRestartType rtype)
4330adebc6cSBarry Smith {
43413a62661SPeter Brune   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;
4355fd66863SKarl Rupp 
43613a62661SPeter Brune   PetscFunctionBegin;
43713a62661SPeter Brune   ngmres->restart_type = rtype;
43813a62661SPeter Brune   PetscFunctionReturn(0);
43913a62661SPeter Brune }
44013a62661SPeter Brune 
441dfbf837cSBarry Smith /*MC
4421867fe5bSPeter Brune   SNESNGMRES - The Nonlinear Generalized Minimum Residual method.
443a312c225SMatthew G Knepley 
444dfbf837cSBarry Smith    Level: beginner
445dfbf837cSBarry Smith 
4461867fe5bSPeter Brune    Options Database:
44713a62661SPeter Brune +  -snes_ngmres_select_type<difference,none,linesearch> - choose the select between candidate and combined solution
44838774f0aSPeter Brune .  -snes_ngmres_restart_type<difference,none,periodic> - choose the restart conditions
44938774f0aSPeter Brune .  -snes_ngmres_candidate        - Use NGMRES variant which combines candidate solutions instead of actual solutions
45013a62661SPeter Brune .  -snes_ngmres_m                - Number of stored previous solutions and residuals
45113a62661SPeter Brune .  -snes_ngmres_restart_it       - Number of iterations the restart conditions hold before restart
45213a62661SPeter Brune .  -snes_ngmres_gammaA           - Residual tolerance for solution select between the candidate and combination
45313a62661SPeter Brune .  -snes_ngmres_gammaC           - Residual tolerance for restart
45413a62661SPeter Brune .  -snes_ngmres_epsilonB         - Difference tolerance between subsequent solutions triggering restart
45513a62661SPeter Brune .  -snes_ngmres_deltaB           - Difference tolerance between residuals triggering restart
45613a62661SPeter Brune .  -snes_ngmres_monitor          - Prints relevant information about the ngmres iteration
4575c3e6ab7SPeter Brune .  -snes_linesearch_type <basic,l2,cp> - Line search type used for the default smoother
45813a62661SPeter Brune -  -additive_snes_linesearch_type - linesearch type used to select between the candidate and combined solution with additive select type
4591867fe5bSPeter Brune 
4601867fe5bSPeter Brune    Notes:
4611867fe5bSPeter Brune 
4621867fe5bSPeter Brune    The N-GMRES method combines m previous solutions into a minimum-residual solution by solving a small linearized
4631867fe5bSPeter Brune    optimization problem at each iteration.
4641867fe5bSPeter Brune 
4651867fe5bSPeter Brune    References:
4661867fe5bSPeter Brune 
467dfbf837cSBarry Smith    "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", C. W. Oosterlee and T. Washio,
468dfbf837cSBarry Smith    SIAM Journal on Scientific Computing, 21(5), 2000.
469dfbf837cSBarry Smith 
470dfbf837cSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types)
471dfbf837cSBarry Smith M*/
472a312c225SMatthew G Knepley 
473a312c225SMatthew G Knepley #undef __FUNCT__
474a312c225SMatthew G Knepley #define __FUNCT__ "SNESCreate_NGMRES"
4758cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESCreate_NGMRES(SNES snes)
476a312c225SMatthew G Knepley {
477a312c225SMatthew G Knepley   SNES_NGMRES    *ngmres;
478a312c225SMatthew G Knepley   PetscErrorCode ierr;
479a312c225SMatthew G Knepley 
480a312c225SMatthew G Knepley   PetscFunctionBegin;
481a312c225SMatthew G Knepley   snes->ops->destroy        = SNESDestroy_NGMRES;
482a312c225SMatthew G Knepley   snes->ops->setup          = SNESSetUp_NGMRES;
483a312c225SMatthew G Knepley   snes->ops->setfromoptions = SNESSetFromOptions_NGMRES;
484a312c225SMatthew G Knepley   snes->ops->view           = SNESView_NGMRES;
485a312c225SMatthew G Knepley   snes->ops->solve          = SNESSolve_NGMRES;
486a312c225SMatthew G Knepley   snes->ops->reset          = SNESReset_NGMRES;
487a312c225SMatthew G Knepley 
48842f4f86dSBarry Smith   snes->usespc   = PETSC_TRUE;
4892c155ee1SBarry Smith   snes->usesksp  = PETSC_FALSE;
49046159c86SPeter Brune   snes->pcside   = PC_RIGHT;
4912c155ee1SBarry Smith 
492a312c225SMatthew G Knepley   ierr          = PetscNewLog(snes,SNES_NGMRES,&ngmres);CHKERRQ(ierr);
493a312c225SMatthew G Knepley   snes->data    = (void*) ngmres;
494d2e16ddcSPeter Brune   ngmres->msize = 30;
49519653cdaSPeter Brune 
49688976e71SPeter Brune   if (!snes->tolerancesset) {
4970e444f03SPeter Brune     snes->max_funcs = 30000;
4980e444f03SPeter Brune     snes->max_its   = 10000;
49988976e71SPeter Brune   }
5000e444f03SPeter Brune 
50138774f0aSPeter Brune   ngmres->candidate = PETSC_FALSE;
502d2e16ddcSPeter Brune 
5030298fd71SBarry Smith   ngmres->additive_linesearch = NULL;
504077c4231SPeter Brune   ngmres->approxfunc       = PETSC_FALSE;
50528ed4a04SPeter Brune   ngmres->restart_it       = 2;
50613a62661SPeter Brune   ngmres->restart_periodic = 30;
507f109b39eSPeter Brune   ngmres->gammaA           = 2.0;
508f109b39eSPeter Brune   ngmres->gammaC           = 2.0;
509cac108bcSPeter Brune   ngmres->deltaB           = 0.9;
510cac108bcSPeter Brune   ngmres->epsilonB         = 0.1;
511e7058c64SPeter Brune 
51213a62661SPeter Brune   ngmres->restart_type = SNES_NGMRES_RESTART_DIFFERENCE;
51313a62661SPeter Brune   ngmres->select_type  = SNES_NGMRES_SELECT_DIFFERENCE;
51413a62661SPeter Brune 
515bdf89e91SBarry Smith   ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetSelectType_C",SNESNGMRESSetSelectType_NGMRES);CHKERRQ(ierr);
516bdf89e91SBarry Smith   ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetRestartType_C",SNESNGMRESSetRestartType_NGMRES);CHKERRQ(ierr);
517a312c225SMatthew G Knepley   PetscFunctionReturn(0);
518a312c225SMatthew G Knepley }
51999e0435eSBarry Smith 
520