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 */ 63dcca6d9dSJed Brown ierr = PetscMalloc5(hsize,&ngmres->h, msize,&ngmres->beta, msize,&ngmres->xi, msize,&ngmres->fnorms, hsize,&ngmres->q);CHKERRQ(ierr); 64785e854fSJed Brown ierr = PetscMalloc1(msize,&ngmres->xnorms);CHKERRQ(ierr); 6519653cdaSPeter Brune ngmres->nrhs = 1; 6619653cdaSPeter Brune ngmres->lda = msize; 6719653cdaSPeter Brune ngmres->ldb = msize; 68785e854fSJed Brown ierr = PetscMalloc1(msize,&ngmres->s);CHKERRQ(ierr); 6919653cdaSPeter Brune ierr = PetscMemzero(ngmres->h, hsize*sizeof(PetscScalar));CHKERRQ(ierr); 7019653cdaSPeter Brune ierr = PetscMemzero(ngmres->q, hsize*sizeof(PetscScalar));CHKERRQ(ierr); 7119653cdaSPeter Brune ierr = PetscMemzero(ngmres->xi, msize*sizeof(PetscScalar));CHKERRQ(ierr); 7219653cdaSPeter Brune ierr = PetscMemzero(ngmres->beta,msize*sizeof(PetscScalar));CHKERRQ(ierr); 7319653cdaSPeter Brune ngmres->lwork = 12*msize; 7419653cdaSPeter Brune #if PETSC_USE_COMPLEX 75854ce69bSBarry Smith ierr = PetscMalloc1(ngmres->lwork,&ngmres->rwork);CHKERRQ(ierr); 7619653cdaSPeter Brune #endif 77854ce69bSBarry Smith ierr = PetscMalloc1(ngmres->lwork,&ngmres->work);CHKERRQ(ierr); 7878440776SJed Brown } 79e7058c64SPeter Brune 80e7058c64SPeter Brune /* linesearch setup */ 81e7058c64SPeter Brune ierr = SNESGetOptionsPrefix(snes,&optionsprefix);CHKERRQ(ierr); 82e7058c64SPeter Brune 8313a62661SPeter Brune if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) { 84ce94432eSBarry Smith ierr = SNESLineSearchCreate(PetscObjectComm((PetscObject)snes),&ngmres->additive_linesearch);CHKERRQ(ierr); 85f1c6b773SPeter Brune ierr = SNESLineSearchSetSNES(ngmres->additive_linesearch,snes);CHKERRQ(ierr); 861a4f838cSPeter Brune ierr = SNESLineSearchSetType(ngmres->additive_linesearch,SNESLINESEARCHL2);CHKERRQ(ierr); 87f1c6b773SPeter Brune ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,"additive_");CHKERRQ(ierr); 88f1c6b773SPeter Brune ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,optionsprefix);CHKERRQ(ierr); 89f1c6b773SPeter Brune ierr = SNESLineSearchSetFromOptions(ngmres->additive_linesearch);CHKERRQ(ierr); 90e7058c64SPeter Brune } 91e7058c64SPeter Brune 9278440776SJed Brown ngmres->setup_called = PETSC_TRUE; 93a312c225SMatthew G Knepley PetscFunctionReturn(0); 94a312c225SMatthew G Knepley } 95a312c225SMatthew G Knepley 96a312c225SMatthew G Knepley #undef __FUNCT__ 97a312c225SMatthew G Knepley #define __FUNCT__ "SNESSetFromOptions_NGMRES" 988c34d3f5SBarry Smith PetscErrorCode SNESSetFromOptions_NGMRES(PetscOptions *PetscOptionsObject,SNES snes) 99a312c225SMatthew G Knepley { 100a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 101a312c225SMatthew G Knepley PetscErrorCode ierr; 10294ae4db5SBarry Smith PetscBool debug = PETSC_FALSE; 103f1c6b773SPeter Brune SNESLineSearch linesearch; 1040adebc6cSBarry Smith 105a312c225SMatthew G Knepley PetscFunctionBegin; 106e55864a3SBarry Smith ierr = PetscOptionsHead(PetscOptionsObject,"SNES NGMRES options");CHKERRQ(ierr); 10713a62661SPeter Brune ierr = PetscOptionsEnum("-snes_ngmres_select_type","Select type","SNESNGMRESSetSelectType",SNESNGMRESSelectTypes, 1080298fd71SBarry Smith (PetscEnum)ngmres->select_type,(PetscEnum*)&ngmres->select_type,NULL);CHKERRQ(ierr); 10913a62661SPeter Brune ierr = PetscOptionsEnum("-snes_ngmres_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes, 1100298fd71SBarry Smith (PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,NULL);CHKERRQ(ierr); 1110298fd71SBarry Smith ierr = PetscOptionsBool("-snes_ngmres_candidate", "Use candidate storage", "SNES",ngmres->candidate,&ngmres->candidate,NULL);CHKERRQ(ierr); 112077c4231SPeter Brune ierr = PetscOptionsBool("-snes_ngmres_approxfunc","Linearly approximate the function", "SNES",ngmres->approxfunc,&ngmres->approxfunc,NULL);CHKERRQ(ierr); 1130298fd71SBarry Smith ierr = PetscOptionsInt("-snes_ngmres_m", "Number of directions", "SNES",ngmres->msize,&ngmres->msize,NULL);CHKERRQ(ierr); 1140298fd71SBarry Smith ierr = PetscOptionsInt("-snes_ngmres_restart", "Iterations before forced restart", "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,NULL);CHKERRQ(ierr); 1150298fd71SBarry Smith ierr = PetscOptionsInt("-snes_ngmres_restart_it", "Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,NULL);CHKERRQ(ierr); 1160298fd71SBarry Smith ierr = PetscOptionsBool("-snes_ngmres_monitor", "Monitor actions of NGMRES", "SNES",ngmres->monitor ? PETSC_TRUE : PETSC_FALSE,&debug,NULL);CHKERRQ(ierr); 117dfbf837cSBarry Smith if (debug) { 118ce94432eSBarry Smith ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));CHKERRQ(ierr); 119dfbf837cSBarry Smith } 1200298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_gammaA", "Residual selection constant", "SNES",ngmres->gammaA,&ngmres->gammaA,NULL);CHKERRQ(ierr); 1210298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_gammaC", "Residual restart constant", "SNES",ngmres->gammaC,&ngmres->gammaC,NULL);CHKERRQ(ierr); 1220298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_epsilonB", "Difference selection constant", "SNES",ngmres->epsilonB,&ngmres->epsilonB,NULL);CHKERRQ(ierr); 1230298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_deltaB", "Difference residual selection constant", "SNES",ngmres->deltaB,&ngmres->deltaB,NULL);CHKERRQ(ierr); 1240298fd71SBarry Smith ierr = PetscOptionsBool("-snes_ngmres_single_reduction", "Aggregate reductions", "SNES",ngmres->singlereduction,&ngmres->singlereduction,NULL);CHKERRQ(ierr); 125a312c225SMatthew G Knepley ierr = PetscOptionsTail();CHKERRQ(ierr); 1266a7cf640SPeter Brune if ((ngmres->gammaA > ngmres->gammaC) && (ngmres->gammaC > 2.)) ngmres->gammaC = ngmres->gammaA; 1279e764e56SPeter Brune 1289e764e56SPeter Brune /* set the default type of the line search if the user hasn't already. */ 1299e764e56SPeter Brune if (!snes->linesearch) { 1307601faf0SJed Brown ierr = SNESGetLineSearch(snes,&linesearch);CHKERRQ(ierr); 1311a4f838cSPeter Brune ierr = SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);CHKERRQ(ierr); 1329e764e56SPeter Brune } 133a312c225SMatthew G Knepley PetscFunctionReturn(0); 134a312c225SMatthew G Knepley } 135a312c225SMatthew G Knepley 136a312c225SMatthew G Knepley #undef __FUNCT__ 137a312c225SMatthew G Knepley #define __FUNCT__ "SNESView_NGMRES" 138a312c225SMatthew G Knepley PetscErrorCode SNESView_NGMRES(SNES snes,PetscViewer viewer) 139a312c225SMatthew G Knepley { 140a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 141a312c225SMatthew G Knepley PetscBool iascii; 142a312c225SMatthew G Knepley PetscErrorCode ierr; 143a312c225SMatthew G Knepley 144a312c225SMatthew G Knepley PetscFunctionBegin; 145251f4c67SDmitry Karpeev ierr = PetscObjectTypeCompare((PetscObject) viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr); 146a312c225SMatthew G Knepley if (iascii) { 147f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer," Number of stored past updates: %d\n", ngmres->msize);CHKERRQ(ierr); 148f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer," Residual selection: gammaA=%1.0e, gammaC=%1.0e\n",ngmres->gammaA,ngmres->gammaC);CHKERRQ(ierr); 149f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer," Difference restart: epsilonB=%1.0e, deltaB=%1.0e\n",ngmres->epsilonB,ngmres->deltaB);CHKERRQ(ierr); 150a312c225SMatthew G Knepley } 151a312c225SMatthew G Knepley PetscFunctionReturn(0); 152a312c225SMatthew G Knepley } 153a312c225SMatthew G Knepley 154a312c225SMatthew G Knepley #undef __FUNCT__ 155a312c225SMatthew G Knepley #define __FUNCT__ "SNESSolve_NGMRES" 156a312c225SMatthew G Knepley PetscErrorCode SNESSolve_NGMRES(SNES snes) 157a312c225SMatthew G Knepley { 158087dfb9eSxuemin SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 15998b3e84cSPeter Brune /* present solution, residual, and preconditioned residual */ 1609f425c49SPeter Brune Vec X,F,B,D,Y; 161f109b39eSPeter Brune 162f109b39eSPeter Brune /* candidate linear combination answers */ 163ddd40ce5SPeter Brune Vec XA,FA,XM,FM; 16419653cdaSPeter Brune 16598b3e84cSPeter Brune /* coefficients and RHS to the minimization problem */ 16618aa0c0cSPeter Brune PetscReal fnorm,fMnorm,fAnorm; 167b3c6a99cSPeter Brune PetscReal xnorm,xMnorm,xAnorm; 168b3c6a99cSPeter Brune PetscReal ynorm,yMnorm,yAnorm; 16938774f0aSPeter Brune PetscInt k,k_restart,l,ivec,restart_count = 0; 17019653cdaSPeter Brune 17198b3e84cSPeter Brune /* solution selection data */ 17238774f0aSPeter Brune PetscBool selectRestart; 17338774f0aSPeter Brune PetscReal dnorm,dminnorm = 0.0; 174b3c6a99cSPeter Brune PetscReal fminnorm; 17519653cdaSPeter Brune 1761e633543SBarry Smith SNESConvergedReason reason; 17738774f0aSPeter Brune PetscBool lssucceed; 178a312c225SMatthew G Knepley PetscErrorCode ierr; 179a312c225SMatthew G Knepley 180a312c225SMatthew G Knepley PetscFunctionBegin; 181*c579b300SPatrick Farrell 182*c579b300SPatrick Farrell if (snes->xl || snes->xu || snes->ops->computevariablebounds) { 183*c579b300SPatrick Farrell SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name); 184*c579b300SPatrick Farrell } 185*c579b300SPatrick Farrell 186fffbeea8SBarry Smith ierr = PetscCitationsRegister(SNESCitation,&SNEScite);CHKERRQ(ierr); 18798b3e84cSPeter Brune /* variable initialization */ 188a312c225SMatthew G Knepley snes->reason = SNES_CONVERGED_ITERATING; 189f109b39eSPeter Brune X = snes->vec_sol; 190f109b39eSPeter Brune F = snes->vec_func; 191f109b39eSPeter Brune B = snes->vec_rhs; 192f109b39eSPeter Brune XA = snes->vec_sol_update; 193f109b39eSPeter Brune FA = snes->work[0]; 194f109b39eSPeter Brune D = snes->work[1]; 195f109b39eSPeter Brune 196f109b39eSPeter Brune /* work for the line search */ 197f109b39eSPeter Brune Y = snes->work[2]; 1989f425c49SPeter Brune XM = snes->work[3]; 1999f425c49SPeter Brune FM = snes->work[4]; 200a312c225SMatthew G Knepley 201e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 202a312c225SMatthew G Knepley snes->iter = 0; 203a312c225SMatthew G Knepley snes->norm = 0.; 204e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 20519653cdaSPeter Brune 20698b3e84cSPeter Brune /* initialization */ 20719653cdaSPeter Brune 2083a2ae377SPeter Brune if (snes->pc && snes->pcside == PC_LEFT) { 209be95d8f1SBarry Smith ierr = SNESApplyNPC(snes,X,NULL,F);CHKERRQ(ierr); 2103a2ae377SPeter Brune ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); 2113a2ae377SPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 2123a2ae377SPeter Brune snes->reason = SNES_DIVERGED_INNER; 2133a2ae377SPeter Brune PetscFunctionReturn(0); 2143a2ae377SPeter Brune } 2153a2ae377SPeter Brune ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); 2163a2ae377SPeter Brune } else { 217e4ed7901SPeter Brune if (!snes->vec_func_init_set) { 218f109b39eSPeter Brune ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 219a312c225SMatthew G Knepley if (snes->domainerror) { 220a312c225SMatthew G Knepley snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 221a312c225SMatthew G Knepley PetscFunctionReturn(0); 222a312c225SMatthew G Knepley } 2231aa26658SKarl Rupp } else snes->vec_func_init_set = PETSC_FALSE; 224c1c75074SPeter Brune 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 } 2303a2ae377SPeter Brune } 231e4ed7901SPeter Brune fminnorm = fnorm; 23219653cdaSPeter Brune 233e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 234f109b39eSPeter Brune snes->norm = fnorm; 235e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 236a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr); 237f109b39eSPeter Brune ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 238f109b39eSPeter Brune ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 239a312c225SMatthew G Knepley if (snes->reason) PetscFunctionReturn(0); 240b3c6a99cSPeter Brune SNESNGMRESUpdateSubspace_Private(snes,0,0,F,fnorm,X); 241a312c225SMatthew G Knepley 24219653cdaSPeter Brune k_restart = 1; 24319653cdaSPeter Brune l = 1; 244b3c6a99cSPeter Brune ivec = 0; 24509c08436SPeter Brune for (k=1; k < snes->max_its+1; k++) { 24698b3e84cSPeter Brune /* Computation of x^M */ 247c40d0f55SPeter Brune if (snes->pc && snes->pcside == PC_RIGHT) { 2489f425c49SPeter Brune ierr = VecCopy(X,XM);CHKERRQ(ierr); 249e4ed7901SPeter Brune ierr = SNESSetInitialFunction(snes->pc,F);CHKERRQ(ierr); 25063e7833aSPeter Brune 25163e7833aSPeter Brune ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr); 2529f425c49SPeter Brune ierr = SNESSolve(snes->pc,B,XM);CHKERRQ(ierr); 25363e7833aSPeter Brune ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr); 25463e7833aSPeter Brune 2558cc86e31SPeter Brune ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); 2568cc86e31SPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 2578cc86e31SPeter Brune snes->reason = SNES_DIVERGED_INNER; 2588cc86e31SPeter Brune PetscFunctionReturn(0); 2598cc86e31SPeter Brune } 260be95d8f1SBarry Smith ierr = SNESGetNPCFunction(snes,FM,&fMnorm);CHKERRQ(ierr); 2618cc86e31SPeter Brune } else { 262f109b39eSPeter Brune /* no preconditioner -- just take gradient descent with line search */ 263f109b39eSPeter Brune ierr = VecCopy(F,Y);CHKERRQ(ierr); 264e7058c64SPeter Brune ierr = VecCopy(F,FM);CHKERRQ(ierr); 265e7058c64SPeter Brune ierr = VecCopy(X,XM);CHKERRQ(ierr); 2661aa26658SKarl Rupp 267e7058c64SPeter Brune fMnorm = fnorm; 2681aa26658SKarl Rupp 269f1c6b773SPeter Brune ierr = SNESLineSearchApply(snes->linesearch,XM,FM,&fMnorm,Y);CHKERRQ(ierr); 270f1c6b773SPeter Brune ierr = SNESLineSearchGetSuccess(snes->linesearch,&lssucceed);CHKERRQ(ierr); 271f109b39eSPeter Brune if (!lssucceed) { 272f109b39eSPeter Brune if (++snes->numFailures >= snes->maxFailures) { 273f109b39eSPeter Brune snes->reason = SNES_DIVERGED_LINE_SEARCH; 274f109b39eSPeter Brune PetscFunctionReturn(0); 275f109b39eSPeter Brune } 276f109b39eSPeter Brune } 2776634f59bSPeter Brune } 278b3c6a99cSPeter Brune ierr = SNESNGMRESFormCombinedSolution_Private(snes,ivec,l,XM,FM,fMnorm,X,XA,FA);CHKERRQ(ierr); 27998b3e84cSPeter Brune /* r = F(x) */ 2809f425c49SPeter Brune if (fminnorm > fMnorm) fminnorm = fMnorm; /* the minimum norm is now of F^M */ 28119653cdaSPeter Brune 2829f425c49SPeter Brune /* differences for selection and restart */ 28313a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) { 284b3c6a99cSPeter Brune ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,&xMnorm,NULL,&yMnorm,&xAnorm,&fAnorm,&yAnorm);CHKERRQ(ierr); 28513a62661SPeter Brune } else { 286b3c6a99cSPeter Brune ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,&xMnorm,NULL,&yMnorm,&xAnorm,&fAnorm,&yAnorm);CHKERRQ(ierr); 28713a62661SPeter Brune } 288189a9710SBarry Smith if (PetscIsInfOrNanReal(fAnorm)) { 289189a9710SBarry Smith snes->reason = SNES_DIVERGED_FNORM_NAN; 290189a9710SBarry Smith PetscFunctionReturn(0); 291189a9710SBarry Smith } 2921aa26658SKarl Rupp 2939f425c49SPeter Brune /* combination (additive) or selection (multiplicative) of the N-GMRES solution */ 294b3c6a99cSPeter 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); 29519653cdaSPeter Brune selectRestart = PETSC_FALSE; 29613a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) { 29721687c63SPeter Brune ierr = SNESNGMRESSelectRestart_Private(snes,l,fAnorm,dnorm,fminnorm,dminnorm,&selectRestart);CHKERRQ(ierr); 29828ed4a04SPeter Brune /* if the restart conditions persist for more than restart_it iterations, restart. */ 2991aa26658SKarl Rupp if (selectRestart) restart_count++; 3001aa26658SKarl Rupp else restart_count = 0; 30113a62661SPeter Brune } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) { 30213a62661SPeter Brune if (k_restart > ngmres->restart_periodic) { 30313a62661SPeter Brune if (ngmres->monitor) ierr = PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);CHKERRQ(ierr); 30413a62661SPeter Brune restart_count = ngmres->restart_it; 30513a62661SPeter Brune } 30613a62661SPeter Brune } 307b3c6a99cSPeter Brune ivec = k_restart % ngmres->msize; /* replace the last used part of the subspace */ 30828ed4a04SPeter Brune /* restart after restart conditions have persisted for a fixed number of iterations */ 30928ed4a04SPeter Brune if (restart_count >= ngmres->restart_it) { 310dfbf837cSBarry Smith if (ngmres->monitor) { 311dfbf837cSBarry Smith ierr = PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);CHKERRQ(ierr); 312dfbf837cSBarry Smith } 31328ed4a04SPeter Brune restart_count = 0; 31419653cdaSPeter Brune k_restart = 1; 31519653cdaSPeter Brune l = 1; 316b3c6a99cSPeter Brune ivec = 0; 31798b3e84cSPeter Brune /* q_{00} = nu */ 318fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,0,0,FM,fMnorm,XM);CHKERRQ(ierr); 319d2e16ddcSPeter Brune } else { 32098b3e84cSPeter Brune /* select the current size of the subspace */ 3211e633543SBarry Smith if (l < ngmres->msize) l++; 32219653cdaSPeter Brune k_restart++; 32398b3e84cSPeter Brune /* place the current entry in the list of previous entries */ 32438774f0aSPeter Brune if (ngmres->candidate) { 32538774f0aSPeter Brune if (fminnorm > fMnorm) fminnorm = fMnorm; 326fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fMnorm,XM);CHKERRQ(ierr); 327d2e16ddcSPeter Brune } else { 32838774f0aSPeter Brune if (fminnorm > fnorm) fminnorm = fnorm; 329fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,F,fnorm,X);CHKERRQ(ierr); 33019653cdaSPeter Brune } 331d2e16ddcSPeter Brune } 33219653cdaSPeter Brune 333e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 334087dfb9eSxuemin snes->iter = k; 335f109b39eSPeter Brune snes->norm = fnorm; 336e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 337a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,snes->norm,snes->iter);CHKERRQ(ierr); 3388409ca45SMatthew G Knepley ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 339b3c6a99cSPeter Brune ierr = (*snes->ops->converged)(snes,snes->iter,0,0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 340087dfb9eSxuemin if (snes->reason) PetscFunctionReturn(0); 341a312c225SMatthew G Knepley } 342a312c225SMatthew G Knepley snes->reason = SNES_DIVERGED_MAX_IT; 343a312c225SMatthew G Knepley PetscFunctionReturn(0); 344a312c225SMatthew G Knepley } 345a312c225SMatthew G Knepley 34613a62661SPeter Brune #undef __FUNCT__ 34713a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType" 34813a62661SPeter Brune /*@ 34913a62661SPeter Brune SNESNGMRESSetRestartType - Sets the restart type for SNESNGMRES. 35013a62661SPeter Brune 35113a62661SPeter Brune Logically Collective on SNES 35213a62661SPeter Brune 35313a62661SPeter Brune Input Parameters: 35413a62661SPeter Brune + snes - the iterative context 35513a62661SPeter Brune - rtype - restart type 35613a62661SPeter Brune 35713a62661SPeter Brune Options Database: 35813a62661SPeter Brune + -snes_ngmres_restart_type<difference,periodic,none> - set the restart type 3590c777b0cSPeter Brune - -snes_ngmres_restart[30] - sets the number of iterations before restart for periodic 36013a62661SPeter Brune 36113a62661SPeter Brune Level: intermediate 36213a62661SPeter Brune 36313a62661SPeter Brune SNESNGMRESRestartTypes: 36413a62661SPeter Brune + SNES_NGMRES_RESTART_NONE - never restart 36513a62661SPeter Brune . SNES_NGMRES_RESTART_DIFFERENCE - restart based upon difference criteria 36613a62661SPeter Brune - SNES_NGMRES_RESTART_PERIODIC - restart after a fixed number of iterations 36713a62661SPeter Brune 36813a62661SPeter Brune Notes: 36913a62661SPeter Brune The default line search used is the L2 line search and it requires two additional function evaluations. 37013a62661SPeter Brune 37113a62661SPeter Brune .keywords: SNES, SNESNGMRES, restart, type, set SNESLineSearch 37213a62661SPeter Brune @*/ 3730adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType(SNES snes,SNESNGMRESRestartType rtype) 3740adebc6cSBarry Smith { 37513a62661SPeter Brune PetscErrorCode ierr; 3765fd66863SKarl Rupp 37713a62661SPeter Brune PetscFunctionBegin; 37813a62661SPeter Brune PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 37913a62661SPeter Brune ierr = PetscTryMethod(snes,"SNESNGMRESSetRestartType_C",(SNES,SNESNGMRESRestartType),(snes,rtype));CHKERRQ(ierr); 38013a62661SPeter Brune PetscFunctionReturn(0); 38113a62661SPeter Brune } 38213a62661SPeter Brune 38313a62661SPeter Brune #undef __FUNCT__ 38413a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType" 38513a62661SPeter Brune /*@ 38613a62661SPeter Brune SNESNGMRESSetSelectType - Sets the selection type for SNESNGMRES. This determines how the candidate solution and 38713a62661SPeter Brune combined solution are used to create the next iterate. 38813a62661SPeter Brune 38913a62661SPeter Brune Logically Collective on SNES 39013a62661SPeter Brune 39113a62661SPeter Brune Input Parameters: 39213a62661SPeter Brune + snes - the iterative context 39313a62661SPeter Brune - stype - selection type 39413a62661SPeter Brune 39513a62661SPeter Brune Options Database: 39613a62661SPeter Brune . -snes_ngmres_select_type<difference,none,linesearch> 39713a62661SPeter Brune 39813a62661SPeter Brune Level: intermediate 39913a62661SPeter Brune 40013a62661SPeter Brune SNESNGMRESSelectTypes: 40113a62661SPeter Brune + SNES_NGMRES_SELECT_NONE - choose the combined solution all the time 40213a62661SPeter Brune . SNES_NGMRES_SELECT_DIFFERENCE - choose based upon the selection criteria 40313a62661SPeter Brune - SNES_NGMRES_SELECT_LINESEARCH - choose based upon line search combination 40413a62661SPeter Brune 40513a62661SPeter Brune Notes: 40613a62661SPeter Brune The default line search used is the L2 line search and it requires two additional function evaluations. 40713a62661SPeter Brune 40813a62661SPeter Brune .keywords: SNES, SNESNGMRES, selection, type, set SNESLineSearch 40913a62661SPeter Brune @*/ 4100adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType(SNES snes,SNESNGMRESSelectType stype) 4110adebc6cSBarry Smith { 41213a62661SPeter Brune PetscErrorCode ierr; 4135fd66863SKarl Rupp 41413a62661SPeter Brune PetscFunctionBegin; 41513a62661SPeter Brune PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 41613a62661SPeter Brune ierr = PetscTryMethod(snes,"SNESNGMRESSetSelectType_C",(SNES,SNESNGMRESSelectType),(snes,stype));CHKERRQ(ierr); 41713a62661SPeter Brune PetscFunctionReturn(0); 41813a62661SPeter Brune } 41913a62661SPeter Brune 42013a62661SPeter Brune #undef __FUNCT__ 42113a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType_NGMRES" 4220adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes,SNESNGMRESSelectType stype) 4230adebc6cSBarry Smith { 42413a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data; 4255fd66863SKarl Rupp 42613a62661SPeter Brune PetscFunctionBegin; 42713a62661SPeter Brune ngmres->select_type = stype; 42813a62661SPeter Brune PetscFunctionReturn(0); 42913a62661SPeter Brune } 43013a62661SPeter Brune 43113a62661SPeter Brune #undef __FUNCT__ 43213a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType_NGMRES" 4330adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes,SNESNGMRESRestartType rtype) 4340adebc6cSBarry Smith { 43513a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data; 4365fd66863SKarl Rupp 43713a62661SPeter Brune PetscFunctionBegin; 43813a62661SPeter Brune ngmres->restart_type = rtype; 43913a62661SPeter Brune PetscFunctionReturn(0); 44013a62661SPeter Brune } 44113a62661SPeter Brune 442dfbf837cSBarry Smith /*MC 4431867fe5bSPeter Brune SNESNGMRES - The Nonlinear Generalized Minimum Residual method. 444a312c225SMatthew G Knepley 445dfbf837cSBarry Smith Level: beginner 446dfbf837cSBarry Smith 4471867fe5bSPeter Brune Options Database: 44813a62661SPeter Brune + -snes_ngmres_select_type<difference,none,linesearch> - choose the select between candidate and combined solution 44938774f0aSPeter Brune . -snes_ngmres_restart_type<difference,none,periodic> - choose the restart conditions 45038774f0aSPeter Brune . -snes_ngmres_candidate - Use NGMRES variant which combines candidate solutions instead of actual solutions 45113a62661SPeter Brune . -snes_ngmres_m - Number of stored previous solutions and residuals 45213a62661SPeter Brune . -snes_ngmres_restart_it - Number of iterations the restart conditions hold before restart 45313a62661SPeter Brune . -snes_ngmres_gammaA - Residual tolerance for solution select between the candidate and combination 45413a62661SPeter Brune . -snes_ngmres_gammaC - Residual tolerance for restart 45513a62661SPeter Brune . -snes_ngmres_epsilonB - Difference tolerance between subsequent solutions triggering restart 45613a62661SPeter Brune . -snes_ngmres_deltaB - Difference tolerance between residuals triggering restart 45713a62661SPeter Brune . -snes_ngmres_monitor - Prints relevant information about the ngmres iteration 4585c3e6ab7SPeter Brune . -snes_linesearch_type <basic,l2,cp> - Line search type used for the default smoother 45913a62661SPeter Brune - -additive_snes_linesearch_type - linesearch type used to select between the candidate and combined solution with additive select type 4601867fe5bSPeter Brune 4611867fe5bSPeter Brune Notes: 4621867fe5bSPeter Brune 4631867fe5bSPeter Brune The N-GMRES method combines m previous solutions into a minimum-residual solution by solving a small linearized 4641867fe5bSPeter Brune optimization problem at each iteration. 4651867fe5bSPeter Brune 4661867fe5bSPeter Brune References: 4671867fe5bSPeter Brune 468dfbf837cSBarry Smith "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", C. W. Oosterlee and T. Washio, 469dfbf837cSBarry Smith SIAM Journal on Scientific Computing, 21(5), 2000. 470dfbf837cSBarry Smith 471dfbf837cSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types) 472dfbf837cSBarry Smith M*/ 473a312c225SMatthew G Knepley 474a312c225SMatthew G Knepley #undef __FUNCT__ 475a312c225SMatthew G Knepley #define __FUNCT__ "SNESCreate_NGMRES" 4768cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESCreate_NGMRES(SNES snes) 477a312c225SMatthew G Knepley { 478a312c225SMatthew G Knepley SNES_NGMRES *ngmres; 479a312c225SMatthew G Knepley PetscErrorCode ierr; 480a312c225SMatthew G Knepley 481a312c225SMatthew G Knepley PetscFunctionBegin; 482a312c225SMatthew G Knepley snes->ops->destroy = SNESDestroy_NGMRES; 483a312c225SMatthew G Knepley snes->ops->setup = SNESSetUp_NGMRES; 484a312c225SMatthew G Knepley snes->ops->setfromoptions = SNESSetFromOptions_NGMRES; 485a312c225SMatthew G Knepley snes->ops->view = SNESView_NGMRES; 486a312c225SMatthew G Knepley snes->ops->solve = SNESSolve_NGMRES; 487a312c225SMatthew G Knepley snes->ops->reset = SNESReset_NGMRES; 488a312c225SMatthew G Knepley 48942f4f86dSBarry Smith snes->usespc = PETSC_TRUE; 4902c155ee1SBarry Smith snes->usesksp = PETSC_FALSE; 49146159c86SPeter Brune snes->pcside = PC_RIGHT; 4922c155ee1SBarry Smith 493b00a9115SJed Brown ierr = PetscNewLog(snes,&ngmres);CHKERRQ(ierr); 494a312c225SMatthew G Knepley snes->data = (void*) ngmres; 495d2e16ddcSPeter Brune ngmres->msize = 30; 49619653cdaSPeter Brune 49788976e71SPeter Brune if (!snes->tolerancesset) { 4980e444f03SPeter Brune snes->max_funcs = 30000; 4990e444f03SPeter Brune snes->max_its = 10000; 50088976e71SPeter Brune } 5010e444f03SPeter Brune 50238774f0aSPeter Brune ngmres->candidate = PETSC_FALSE; 503d2e16ddcSPeter Brune 5040298fd71SBarry Smith ngmres->additive_linesearch = NULL; 505077c4231SPeter Brune ngmres->approxfunc = PETSC_FALSE; 50628ed4a04SPeter Brune ngmres->restart_it = 2; 50713a62661SPeter Brune ngmres->restart_periodic = 30; 508f109b39eSPeter Brune ngmres->gammaA = 2.0; 509f109b39eSPeter Brune ngmres->gammaC = 2.0; 510cac108bcSPeter Brune ngmres->deltaB = 0.9; 511cac108bcSPeter Brune ngmres->epsilonB = 0.1; 512e7058c64SPeter Brune 51313a62661SPeter Brune ngmres->restart_type = SNES_NGMRES_RESTART_DIFFERENCE; 51413a62661SPeter Brune ngmres->select_type = SNES_NGMRES_SELECT_DIFFERENCE; 51513a62661SPeter Brune 516bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetSelectType_C",SNESNGMRESSetSelectType_NGMRES);CHKERRQ(ierr); 517bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetRestartType_C",SNESNGMRESSetRestartType_NGMRES);CHKERRQ(ierr); 518a312c225SMatthew G Knepley PetscFunctionReturn(0); 519a312c225SMatthew G Knepley } 52099e0435eSBarry Smith 521