xref: /petsc/src/snes/impls/ngmres/snesngmres.c (revision c5df96a59d3f7e354f9770fb35f00818af2dc9fc)
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);
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
3522d28d08SBarry Smith   ierr = PetscFree(ngmres->rwork);CHKERRQ(ierr);
3619653cdaSPeter Brune #endif
3722d28d08SBarry Smith   ierr = PetscFree(ngmres->work);CHKERRQ(ierr);
3822d28d08SBarry Smith   ierr = PetscFree(snes->data);CHKERRQ(ierr);
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
7822d28d08SBarry Smith     ierr = PetscMalloc(sizeof(PetscReal)*ngmres->lwork,&ngmres->rwork);CHKERRQ(ierr);
7919653cdaSPeter Brune #endif
8022d28d08SBarry Smith     ierr = PetscMalloc(sizeof(PetscScalar)*ngmres->lwork,&ngmres->work);CHKERRQ(ierr);
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;
1070adebc6cSBarry Smith 
108a312c225SMatthew G Knepley   PetscFunctionBegin;
109a312c225SMatthew G Knepley   ierr = PetscOptionsHead("SNES NGMRES options");CHKERRQ(ierr);
11013a62661SPeter Brune   ierr = PetscOptionsEnum("-snes_ngmres_select_type","Select type","SNESNGMRESSetSelectType",SNESNGMRESSelectTypes,
11113a62661SPeter Brune                           (PetscEnum)ngmres->select_type,(PetscEnum*)&ngmres->select_type,PETSC_NULL);CHKERRQ(ierr);
11213a62661SPeter Brune   ierr = PetscOptionsEnum("-snes_ngmres_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes,
11313a62661SPeter Brune                           (PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,PETSC_NULL);CHKERRQ(ierr);
114d2e16ddcSPeter Brune   ierr = PetscOptionsBool("-snes_ngmres_anderson", "Use Anderson mixing storage",        "SNES", ngmres->anderson,  &ngmres->anderson, PETSC_NULL);CHKERRQ(ierr);
11519653cdaSPeter Brune   ierr = PetscOptionsInt("-snes_ngmres_m",         "Number of directions",               "SNES", ngmres->msize,  &ngmres->msize, PETSC_NULL);CHKERRQ(ierr);
1160c777b0cSPeter Brune   ierr = PetscOptionsInt("-snes_ngmres_restart",   "Iterations before forced restart",   "SNES", ngmres->restart_periodic,  &ngmres->restart_periodic, PETSC_NULL);CHKERRQ(ierr);
11728ed4a04SPeter Brune   ierr = PetscOptionsInt("-snes_ngmres_restart_it","Tolerance iterations before restart","SNES", ngmres->restart_it,  &ngmres->restart_it, PETSC_NULL);CHKERRQ(ierr);
118dfbf837cSBarry Smith   ierr = PetscOptionsBool("-snes_ngmres_monitor",  "Monitor actions of NGMRES",          "SNES", ngmres->monitor ? PETSC_TRUE: PETSC_FALSE, &debug, PETSC_NULL);CHKERRQ(ierr);
119dfbf837cSBarry Smith   if (debug) {
120dfbf837cSBarry Smith     ngmres->monitor = PETSC_VIEWER_STDOUT_(((PetscObject)snes)->comm);CHKERRQ(ierr);
121dfbf837cSBarry Smith   }
1226a7cf640SPeter Brune   ierr = PetscOptionsReal("-snes_ngmres_gammaA",   "Residual selection constant",   "SNES", ngmres->gammaA, &ngmres->gammaA, PETSC_NULL);CHKERRQ(ierr);
1236a7cf640SPeter Brune   ierr = PetscOptionsReal("-snes_ngmres_gammaC", "  Residual restart constant",     "SNES", ngmres->gammaC, &ngmres->gammaC, PETSC_NULL);CHKERRQ(ierr);
1246a7cf640SPeter Brune   ierr = PetscOptionsReal("-snes_ngmres_epsilonB", "Difference selection constant", "SNES", ngmres->epsilonB, &ngmres->epsilonB, PETSC_NULL);CHKERRQ(ierr);
1256a7cf640SPeter Brune   ierr = PetscOptionsReal("-snes_ngmres_deltaB",   "Difference residual selection constant", "SNES", ngmres->deltaB, &ngmres->deltaB, PETSC_NULL);CHKERRQ(ierr);
1264d116c7dSPeter Brune   ierr = PetscOptionsBool("-snes_ngmres_single_reduction", "Aggregate reductions",  "SNES", ngmres->singlereduction, &ngmres->singlereduction, PETSC_NULL);CHKERRQ(ierr);
127a312c225SMatthew G Knepley   ierr = PetscOptionsTail();CHKERRQ(ierr);
1286a7cf640SPeter Brune   if ((ngmres->gammaA > ngmres->gammaC) && (ngmres->gammaC > 2.)) ngmres->gammaC = ngmres->gammaA;
1299e764e56SPeter Brune 
1309e764e56SPeter Brune   /* set the default type of the line search if the user hasn't already. */
1319e764e56SPeter Brune   if (!snes->linesearch) {
132f1c6b773SPeter Brune     ierr = SNESGetSNESLineSearch(snes, &linesearch);CHKERRQ(ierr);
1331a4f838cSPeter Brune     ierr = SNESLineSearchSetType(linesearch, SNESLINESEARCHBASIC);CHKERRQ(ierr);
1349e764e56SPeter Brune   }
135a312c225SMatthew G Knepley   PetscFunctionReturn(0);
136a312c225SMatthew G Knepley }
137a312c225SMatthew G Knepley 
138a312c225SMatthew G Knepley #undef __FUNCT__
139a312c225SMatthew G Knepley #define __FUNCT__ "SNESView_NGMRES"
140a312c225SMatthew G Knepley PetscErrorCode SNESView_NGMRES(SNES snes, PetscViewer viewer)
141a312c225SMatthew G Knepley {
142a312c225SMatthew G Knepley   SNES_NGMRES   *ngmres = (SNES_NGMRES *) snes->data;
143a312c225SMatthew G Knepley   PetscBool      iascii;
144a312c225SMatthew G Knepley   PetscErrorCode ierr;
145a312c225SMatthew G Knepley 
146a312c225SMatthew G Knepley   PetscFunctionBegin;
147251f4c67SDmitry Karpeev   ierr = PetscObjectTypeCompare((PetscObject) viewer, PETSCVIEWERASCII, &iascii);CHKERRQ(ierr);
148a312c225SMatthew G Knepley   if (iascii) {
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"
158a312c225SMatthew G Knepley PetscErrorCode SNESSolve_NGMRES(SNES snes)
159a312c225SMatthew G Knepley {
160087dfb9eSxuemin   SNES_NGMRES        *ngmres = (SNES_NGMRES *) snes->data;
16198b3e84cSPeter Brune   /* present solution, residual, and preconditioned residual */
1629f425c49SPeter Brune   Vec                 X, F, B, D, Y;
163f109b39eSPeter Brune 
164f109b39eSPeter Brune   /* candidate linear combination answers */
1654b32a720SPeter Brune   Vec                 XA, FA, XM, FM, FPC;
16619653cdaSPeter Brune 
16798b3e84cSPeter Brune   /* previous iterations to construct the subspace */
168f109b39eSPeter Brune   Vec                 *Fdot = ngmres->Fdot;
169f109b39eSPeter Brune   Vec                 *Xdot = ngmres->Xdot;
17019653cdaSPeter Brune 
17198b3e84cSPeter Brune   /* coefficients and RHS to the minimization problem */
17219653cdaSPeter Brune   PetscScalar         *beta = ngmres->beta;
17319653cdaSPeter Brune   PetscScalar         *xi   = ngmres->xi;
17418aa0c0cSPeter Brune   PetscReal           fnorm, fMnorm, fAnorm;
17519653cdaSPeter Brune   PetscReal           nu;
17619653cdaSPeter Brune   PetscScalar         alph_total = 0.;
17728ed4a04SPeter Brune   PetscInt            i, j, k, k_restart, l, ivec, restart_count = 0;
17819653cdaSPeter Brune 
17998b3e84cSPeter Brune   /* solution selection data */
18019653cdaSPeter Brune   PetscBool           selectA, selectRestart;
18174b542b2SMatthew G Knepley   PetscReal           dnorm, dminnorm = 0.0, dcurnorm;
182d484d688SPeter Brune   PetscReal           fminnorm,xnorm,ynorm;
18319653cdaSPeter Brune 
1841e633543SBarry Smith   SNESConvergedReason reason;
1856e733865SPeter Brune   PetscBool           lssucceed,changed_y,changed_w;
186a312c225SMatthew G Knepley   PetscErrorCode      ierr;
187a312c225SMatthew G Knepley 
188a312c225SMatthew G Knepley   PetscFunctionBegin;
18998b3e84cSPeter Brune   /* variable initialization */
190a312c225SMatthew G Knepley   snes->reason  = SNES_CONVERGED_ITERATING;
191f109b39eSPeter Brune   X             = snes->vec_sol;
192f109b39eSPeter Brune   F             = snes->vec_func;
193f109b39eSPeter Brune   B             = snes->vec_rhs;
194f109b39eSPeter Brune   XA            = snes->vec_sol_update;
195f109b39eSPeter Brune   FA            = snes->work[0];
196f109b39eSPeter Brune   D             = snes->work[1];
197f109b39eSPeter Brune 
198f109b39eSPeter Brune   /* work for the line search */
199f109b39eSPeter Brune   Y             = snes->work[2];
2009f425c49SPeter Brune   XM            = snes->work[3];
2019f425c49SPeter Brune   FM            = snes->work[4];
202a312c225SMatthew G Knepley 
203a312c225SMatthew G Knepley   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
204a312c225SMatthew G Knepley   snes->iter = 0;
205a312c225SMatthew G Knepley   snes->norm = 0.;
206a312c225SMatthew G Knepley   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
20719653cdaSPeter Brune 
20898b3e84cSPeter Brune   /* initialization */
20919653cdaSPeter Brune 
21098b3e84cSPeter Brune   /* r = F(x) */
211e4ed7901SPeter Brune   if (!snes->vec_func_init_set) {
212f109b39eSPeter Brune     ierr = SNESComputeFunction(snes, X, F);CHKERRQ(ierr);
213a312c225SMatthew G Knepley     if (snes->domainerror) {
214a312c225SMatthew G Knepley       snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
215a312c225SMatthew G Knepley       PetscFunctionReturn(0);
216a312c225SMatthew G Knepley     }
217e4ed7901SPeter Brune   } else {
218e4ed7901SPeter Brune     snes->vec_func_init_set = PETSC_FALSE;
219e4ed7901SPeter Brune   }
22019653cdaSPeter Brune 
221e4ed7901SPeter Brune   if (!snes->norm_init_set) {
222f109b39eSPeter Brune     ierr = VecNorm(F, NORM_2, &fnorm);CHKERRQ(ierr);
223b707f0f7SPeter Brune     if (PetscIsInfOrNanReal(fnorm)) SETERRQ(((PetscObject)snes)->comm, PETSC_ERR_FP, "Infinite or not-a-number generated in function evaluation");
224e4ed7901SPeter Brune   } else {
225e4ed7901SPeter Brune     fnorm = snes->norm_init;
226e4ed7901SPeter Brune     snes->norm_init_set = PETSC_FALSE;
227e4ed7901SPeter Brune   }
228e4ed7901SPeter Brune   fminnorm = fnorm;
229e4ed7901SPeter Brune   /* nu = (r, r) */
230e4ed7901SPeter Brune   nu = fnorm*fnorm;
23119653cdaSPeter Brune 
23298b3e84cSPeter Brune   /* q_{00} = nu  */
23319653cdaSPeter Brune   Q(0,0) = nu;
234f109b39eSPeter Brune   ngmres->fnorms[0] = fnorm;
235f109b39eSPeter Brune   /* Fdot[0] = F */
236f109b39eSPeter Brune   ierr = VecCopy(X, Xdot[0]);CHKERRQ(ierr);
237f109b39eSPeter Brune   ierr = VecCopy(F, Fdot[0]);CHKERRQ(ierr);
238087dfb9eSxuemin 
239a312c225SMatthew G Knepley   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
240f109b39eSPeter Brune   snes->norm = fnorm;
241a312c225SMatthew G Knepley   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
242f109b39eSPeter Brune   SNESLogConvHistory(snes, fnorm, 0);
243f109b39eSPeter Brune   ierr = SNESMonitor(snes, 0, fnorm);CHKERRQ(ierr);
244f109b39eSPeter Brune   ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
245a312c225SMatthew G Knepley   if (snes->reason) PetscFunctionReturn(0);
246a312c225SMatthew G Knepley 
24719653cdaSPeter Brune   k_restart = 1;
24819653cdaSPeter Brune   l = 1;
24909c08436SPeter Brune   for (k=1; k < snes->max_its+1; k++) {
25098b3e84cSPeter Brune     /* select which vector of the stored subspace will be updated */
25198b3e84cSPeter Brune     ivec = k_restart % ngmres->msize; /* replace the last used part of the subspace */
25219653cdaSPeter Brune 
25398b3e84cSPeter Brune     /* Computation of x^M */
254c40d0f55SPeter Brune     if (snes->pc && snes->pcside == PC_RIGHT) {
2559f425c49SPeter Brune       ierr = VecCopy(X, XM);CHKERRQ(ierr);
256e4ed7901SPeter Brune       ierr = SNESSetInitialFunction(snes->pc, F);CHKERRQ(ierr);
257e4ed7901SPeter Brune       ierr = SNESSetInitialFunctionNorm(snes->pc, fnorm);CHKERRQ(ierr);
25863e7833aSPeter Brune 
25963e7833aSPeter Brune       ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr);
2609f425c49SPeter Brune       ierr = SNESSolve(snes->pc, B, XM);CHKERRQ(ierr);
26163e7833aSPeter Brune       ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr);
26263e7833aSPeter Brune 
2638cc86e31SPeter Brune       ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
2648cc86e31SPeter Brune       if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
2658cc86e31SPeter Brune         snes->reason = SNES_DIVERGED_INNER;
2668cc86e31SPeter Brune         PetscFunctionReturn(0);
2678cc86e31SPeter Brune       }
2684b32a720SPeter Brune       ierr = SNESGetFunction(snes->pc, &FPC, PETSC_NULL, PETSC_NULL);CHKERRQ(ierr);
2694b32a720SPeter Brune       ierr = VecCopy(FPC, FM);CHKERRQ(ierr);
2704b32a720SPeter Brune       ierr = SNESGetFunctionNorm(snes->pc, &fMnorm);CHKERRQ(ierr);
2718cc86e31SPeter Brune     } else {
272f109b39eSPeter Brune       /* no preconditioner -- just take gradient descent with line search */
273f109b39eSPeter Brune       ierr = VecCopy(F, Y);CHKERRQ(ierr);
274e7058c64SPeter Brune       ierr = VecCopy(F, FM);CHKERRQ(ierr);
275e7058c64SPeter Brune       ierr = VecCopy(X, XM);CHKERRQ(ierr);
276e7058c64SPeter Brune       fMnorm = fnorm;
277f1c6b773SPeter Brune       ierr = SNESLineSearchApply(snes->linesearch,XM,FM,&fMnorm,Y);CHKERRQ(ierr);
278f1c6b773SPeter Brune       ierr = SNESLineSearchGetSuccess(snes->linesearch, &lssucceed);CHKERRQ(ierr);
279f109b39eSPeter Brune       if (!lssucceed) {
280f109b39eSPeter Brune         if (++snes->numFailures >= snes->maxFailures) {
281f109b39eSPeter Brune           snes->reason = SNES_DIVERGED_LINE_SEARCH;
282f109b39eSPeter Brune           PetscFunctionReturn(0);
283f109b39eSPeter Brune         }
284f109b39eSPeter Brune       }
2856634f59bSPeter Brune     }
2861e633543SBarry Smith 
28798b3e84cSPeter Brune     /* r = F(x) */
2889f425c49SPeter Brune     nu = fMnorm*fMnorm;
2899f425c49SPeter Brune     if (fminnorm > fMnorm) fminnorm = fMnorm;  /* the minimum norm is now of F^M */
29019653cdaSPeter Brune 
29198b3e84cSPeter Brune     /* construct the right hand side and xi factors */
2928c09b6b7SPeter Brune     ierr = VecMDot(FM, l, Fdot, xi);CHKERRQ(ierr);
2938c09b6b7SPeter Brune 
29419653cdaSPeter Brune     for (i = 0; i < l; i++) {
29519653cdaSPeter Brune       beta[i] = nu - xi[i];
29619653cdaSPeter Brune     }
29719653cdaSPeter Brune 
29898b3e84cSPeter Brune     /* construct h */
29919653cdaSPeter Brune     for (j = 0; j < l; j++) {
30019653cdaSPeter Brune       for (i = 0; i < l; i++) {
30119653cdaSPeter Brune         H(i, j) = Q(i, j) - xi[i] - xi[j] + nu;
30219653cdaSPeter Brune       }
30319653cdaSPeter Brune     }
304f109b39eSPeter Brune 
305f109b39eSPeter Brune     if (l == 1) {
306f109b39eSPeter Brune       /* simply set alpha[0] = beta[0] / H[0, 0] */
307bf08dd53SPeter Brune       if (H(0, 0) != 0.) {
308f109b39eSPeter Brune         beta[0] = beta[0] / H(0, 0);
309f109b39eSPeter Brune       } else {
310bf08dd53SPeter Brune         beta[0] = 0.;
311bf08dd53SPeter Brune       }
312bf08dd53SPeter Brune     } else {
313519f805aSKarl Rupp #if defined(PETSC_MISSING_LAPACK_GELSS)
314b707f0f7SPeter Brune       SETERRQ(((PetscObject)snes)->comm, PETSC_ERR_SUP, "NGMRES with LS requires the LAPACK GELSS routine.");
3154a0c5b0cSMatthew G Knepley #else
316*c5df96a5SBarry Smith       ierr = PetscBLASIntCast(l,&ngmres->m);CHKERRQ(ierr);
317*c5df96a5SBarry Smith       ierr = PetscBLASIntCast(l,&ngmres->n);CHKERRQ(ierr);
318*c5df96a5SBarry Smith       ngmres->info =   0;
31919653cdaSPeter Brune       ngmres->rcond = -1.;
3208e57ea43SSatish Balay       ierr = PetscFPTrapPush(PETSC_FP_TRAP_OFF);CHKERRQ(ierr);
321519f805aSKarl Rupp #if defined(PETSC_USE_COMPLEX)
322*c5df96a5SBarry Smith       LAPACKgelss_(&ngmres->m,&ngmres->n,&ngmres->nrhs,ngmres->h,&ngmres->lda,ngmres->beta,&ngmres->ldb,ngmres->s,&ngmres->rcond,
323*c5df96a5SBarry Smith                    &ngmres->rank,ngmres->work,&ngmres->lwork,ngmres->rwork,&ngmres->info);
32419653cdaSPeter Brune #else
325*c5df96a5SBarry Smith       LAPACKgelss_(&ngmres->m,&ngmres->n,&ngmres->nrhs,ngmres->h,&ngmres->lda,ngmres->beta,&ngmres->ldb,ngmres->s,&ngmres->rcond,
326*c5df96a5SBarry Smith                    &ngmres->rank,ngmres->work,&ngmres->lwork,&ngmres->info);
32719653cdaSPeter Brune #endif
3288e57ea43SSatish Balay       ierr = PetscFPTrapPop();CHKERRQ(ierr);
329b707f0f7SPeter Brune       if (ngmres->info < 0) SETERRQ(((PetscObject)snes)->comm,PETSC_ERR_LIB,"Bad argument to GELSS");
330b707f0f7SPeter Brune       if (ngmres->info > 0) SETERRQ(((PetscObject)snes)->comm,PETSC_ERR_LIB,"SVD failed to converge");
331a312c225SMatthew G Knepley #endif
332f109b39eSPeter Brune     }
333a312c225SMatthew G Knepley 
334b707f0f7SPeter Brune     for (i=0;i<l;i++) {
335f23aa3ddSBarry Smith       if (PetscIsInfOrNanScalar(beta[i])) SETERRQ(((PetscObject)snes)->comm,PETSC_ERR_LIB,"SVD generated inconsistent output: NaN or Inf");
336b707f0f7SPeter Brune     }
337b707f0f7SPeter Brune 
33819653cdaSPeter Brune     alph_total = 0.;
33919653cdaSPeter Brune     for (i = 0; i < l; i++) {
34019653cdaSPeter Brune       alph_total += beta[i];
341c0bbabecSxuemin     }
342f109b39eSPeter Brune 
3439f425c49SPeter Brune     ierr = VecCopy(XM, XA);CHKERRQ(ierr);
344f109b39eSPeter Brune     ierr = VecScale(XA, 1. - alph_total);CHKERRQ(ierr);
345087dfb9eSxuemin 
3468c09b6b7SPeter Brune     ierr = VecMAXPY(XA, l, beta, Xdot);CHKERRQ(ierr);
3476e733865SPeter Brune 
3486e733865SPeter Brune     /* check the validity of the step */
349f89ba88eSPeter Brune     ierr = VecCopy(XA,Y);CHKERRQ(ierr);
3506e733865SPeter Brune     ierr = VecAXPY(Y,-1.0,X);CHKERRQ(ierr);
3516e733865SPeter Brune     ierr = SNESLineSearchPostCheck(snes->linesearch,X,Y,XA,&changed_y,&changed_w);CHKERRQ(ierr);
352f109b39eSPeter Brune     ierr = SNESComputeFunction(snes, XA, FA);CHKERRQ(ierr);
35319653cdaSPeter Brune 
3549f425c49SPeter Brune     /* differences for selection and restart */
35513a62661SPeter Brune     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) {
35618aa0c0cSPeter Brune       if (ngmres->singlereduction) {
35718aa0c0cSPeter Brune         dminnorm = -1.0;
358f109b39eSPeter Brune         ierr=VecCopy(XA, D);CHKERRQ(ierr);
35918aa0c0cSPeter Brune         ierr=VecAXPY(D, -1.0, XM);CHKERRQ(ierr);
36018aa0c0cSPeter Brune         for (i=0;i<l;i++) {
36118aa0c0cSPeter Brune           ierr=VecAXPY(Xdot[i],-1.0,XA);CHKERRQ(ierr);
36218aa0c0cSPeter Brune         }
36318aa0c0cSPeter Brune         ierr = VecNormBegin(FA, NORM_2, &fAnorm);CHKERRQ(ierr);
36418aa0c0cSPeter Brune         ierr = VecNormBegin(D, NORM_2, &dnorm);CHKERRQ(ierr);
36518aa0c0cSPeter Brune         for (i=0;i<l;i++) {
36618aa0c0cSPeter Brune           ierr = VecNormBegin(Xdot[i], NORM_2, &ngmres->xnorms[i]);CHKERRQ(ierr);
36718aa0c0cSPeter Brune         }
36818aa0c0cSPeter Brune         ierr = VecNormEnd(FA, NORM_2, &fAnorm);CHKERRQ(ierr);
36918aa0c0cSPeter Brune         ierr = VecNormEnd(D, NORM_2, &dnorm);CHKERRQ(ierr);
37018aa0c0cSPeter Brune         for (i=0;i<l;i++) {
37118aa0c0cSPeter Brune           ierr = VecNormEnd(Xdot[i], NORM_2, &ngmres->xnorms[i]);CHKERRQ(ierr);
37218aa0c0cSPeter Brune         }
37318aa0c0cSPeter Brune         for (i=0;i<l;i++) {
37418aa0c0cSPeter Brune           dcurnorm = ngmres->xnorms[i];
37518aa0c0cSPeter Brune           if ((dcurnorm < dminnorm) || (dminnorm < 0.0)) dminnorm = dcurnorm;
37618aa0c0cSPeter Brune           ierr=VecAXPY(Xdot[i],1.0,XA);CHKERRQ(ierr);
37718aa0c0cSPeter Brune         }
37818aa0c0cSPeter Brune       } else {
37918aa0c0cSPeter Brune         ierr=VecCopy(XA, D);CHKERRQ(ierr);
38018aa0c0cSPeter Brune         ierr=VecAXPY(D, -1.0, XM);CHKERRQ(ierr);
38118aa0c0cSPeter Brune         ierr=VecNormBegin(D, NORM_2, &dnorm);CHKERRQ(ierr);
38218aa0c0cSPeter Brune         ierr=VecNormBegin(FA, NORM_2, &fAnorm);CHKERRQ(ierr);
38318aa0c0cSPeter Brune         ierr=VecNormEnd(D, NORM_2, &dnorm);CHKERRQ(ierr);
38418aa0c0cSPeter Brune         ierr=VecNormEnd(FA, NORM_2, &fAnorm);CHKERRQ(ierr);
385f109b39eSPeter Brune         dminnorm = -1.0;
38619653cdaSPeter Brune         for (i=0;i<l;i++) {
387f109b39eSPeter Brune           ierr=VecCopy(XA, D);CHKERRQ(ierr);
388f109b39eSPeter Brune           ierr=VecAXPY(D, -1.0, Xdot[i]);CHKERRQ(ierr);
389f109b39eSPeter Brune           ierr=VecNorm(D, NORM_2, &dcurnorm);CHKERRQ(ierr);
390f109b39eSPeter Brune           if ((dcurnorm < dminnorm) || (dminnorm < 0.0)) dminnorm = dcurnorm;
39119653cdaSPeter Brune         }
39218aa0c0cSPeter Brune       }
39313a62661SPeter Brune     } else {
39413a62661SPeter Brune       ierr = VecNorm(FA, NORM_2, &fAnorm);CHKERRQ(ierr);
39513a62661SPeter Brune     }
396b707f0f7SPeter Brune     if (PetscIsInfOrNanReal(fAnorm)) SETERRQ(((PetscObject)snes)->comm, PETSC_ERR_FP, "Infinite or not-a-number generated in function evaluation");
3979f425c49SPeter Brune     /* combination (additive) or selection (multiplicative) of the N-GMRES solution */
39813a62661SPeter Brune     if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) {
3999f425c49SPeter Brune       /* X = X + \lambda(XA - X) */
4009f425c49SPeter Brune       if (ngmres->monitor) {
4019f425c49SPeter Brune         ierr = PetscViewerASCIIPrintf(ngmres->monitor, "||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fMnorm);CHKERRQ(ierr);
4029f425c49SPeter Brune       }
40313a62661SPeter Brune       ierr = VecCopy(FM, F);CHKERRQ(ierr);
40413a62661SPeter Brune       ierr = VecCopy(XM, X);CHKERRQ(ierr);
4059f425c49SPeter Brune       ierr = VecCopy(XA, Y);CHKERRQ(ierr);
406eb1825c3SPeter Brune       ierr = VecAYPX(Y, -1.0, X);CHKERRQ(ierr);
407d484d688SPeter Brune       fnorm = fMnorm;
408f1c6b773SPeter Brune       ierr = SNESLineSearchApply(ngmres->additive_linesearch,X,F,&fnorm,Y);CHKERRQ(ierr);
409f1c6b773SPeter Brune       ierr = SNESLineSearchGetSuccess(ngmres->additive_linesearch, &lssucceed);CHKERRQ(ierr);
4109f425c49SPeter Brune       if (!lssucceed) {
4119f425c49SPeter Brune         if (++snes->numFailures >= snes->maxFailures) {
4129f425c49SPeter Brune           snes->reason = SNES_DIVERGED_LINE_SEARCH;
4139f425c49SPeter Brune           PetscFunctionReturn(0);
4149f425c49SPeter Brune         }
4159f425c49SPeter Brune       }
4169f425c49SPeter Brune       if (ngmres->monitor) {
4179f425c49SPeter Brune         ierr = PetscViewerASCIIPrintf(ngmres->monitor, "Additive solution: ||F||_2 = %e\n", fnorm);CHKERRQ(ierr);
4189f425c49SPeter Brune       }
41913a62661SPeter Brune     } else if (ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) {
4209f425c49SPeter Brune       selectA = PETSC_TRUE;
4219f425c49SPeter Brune       /* Conditions for choosing the accelerated answer */
4229f425c49SPeter Brune       /* Criterion A -- the norm of the function isn't increased above the minimum by too much */
4239f425c49SPeter Brune       if (fAnorm >= ngmres->gammaA*fminnorm) {
4249f425c49SPeter Brune         selectA = PETSC_FALSE;
4259f425c49SPeter Brune       }
4269f425c49SPeter Brune       /* Criterion B -- the choice of x^A isn't too close to some other choice */
427cf22de31SPeter Brune       if (ngmres->epsilonB*dnorm<dminnorm || PetscSqrtReal(fnorm)<ngmres->deltaB*PetscSqrtReal(fminnorm)) {
42819653cdaSPeter Brune       } else {
42919653cdaSPeter Brune         selectA=PETSC_FALSE;
43019653cdaSPeter Brune       }
43119653cdaSPeter Brune       if (selectA) {
432dfbf837cSBarry Smith         if (ngmres->monitor) {
4339e764e56SPeter Brune           ierr = PetscViewerASCIIPrintf(ngmres->monitor, "picked X_A, ||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fMnorm);CHKERRQ(ierr);
434dfbf837cSBarry Smith         }
43598b3e84cSPeter Brune         /* copy it over */
436f109b39eSPeter Brune         fnorm = fAnorm;
437f109b39eSPeter Brune         nu = fnorm*fnorm;
438f109b39eSPeter Brune         ierr = VecCopy(FA, F);CHKERRQ(ierr);
439f109b39eSPeter Brune         ierr = VecCopy(XA, X);CHKERRQ(ierr);
44019653cdaSPeter Brune       } else {
441dfbf837cSBarry Smith         if (ngmres->monitor) {
4425b0d26cfSPeter Brune           ierr = PetscViewerASCIIPrintf(ngmres->monitor, "picked X_M, ||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fMnorm);CHKERRQ(ierr);
443dfbf837cSBarry Smith         }
4449f425c49SPeter Brune         fnorm = fMnorm;
4459f425c49SPeter Brune         nu = fnorm*fnorm;
446d484d688SPeter Brune         ierr = VecCopy(XM, Y);CHKERRQ(ierr);
447d484d688SPeter Brune         ierr = VecAXPY(Y,-1.0,X);CHKERRQ(ierr);
4489f425c49SPeter Brune         ierr = VecCopy(FM, F);CHKERRQ(ierr);
4499f425c49SPeter Brune         ierr = VecCopy(XM, X);CHKERRQ(ierr);
4509f425c49SPeter Brune       }
45113a62661SPeter Brune     } else { /* none */
45213a62661SPeter Brune       fnorm = fAnorm;
45313a62661SPeter Brune       nu = fnorm*fnorm;
45413a62661SPeter Brune       ierr = VecCopy(FA, F);CHKERRQ(ierr);
45513a62661SPeter Brune       ierr = VecCopy(XA, X);CHKERRQ(ierr);
45619653cdaSPeter Brune     }
457211b2d39SPeter Brune 
45819653cdaSPeter Brune     selectRestart = PETSC_FALSE;
45913a62661SPeter Brune     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) {
46098b3e84cSPeter Brune       /* difference stagnation restart */
461cf22de31SPeter Brune       if ((ngmres->epsilonB*dnorm > dminnorm) && (PetscSqrtReal(fAnorm) > ngmres->deltaB*PetscSqrtReal(fminnorm))) {
462dfbf837cSBarry Smith         if (ngmres->monitor) {
463f109b39eSPeter Brune           ierr = PetscViewerASCIIPrintf(ngmres->monitor, "difference restart: %e > %e\n", ngmres->epsilonB*dnorm, dminnorm);CHKERRQ(ierr);
464dfbf837cSBarry Smith         }
46519653cdaSPeter Brune         selectRestart = PETSC_TRUE;
46619653cdaSPeter Brune       }
46798b3e84cSPeter Brune       /* residual stagnation restart */
468cf22de31SPeter Brune       if (PetscSqrtReal(fAnorm) > ngmres->gammaC*PetscSqrtReal(fminnorm)) {
469dfbf837cSBarry Smith         if (ngmres->monitor) {
470cf22de31SPeter Brune           ierr = PetscViewerASCIIPrintf(ngmres->monitor, "residual restart: %e > %e\n", PetscSqrtReal(fAnorm), ngmres->gammaC*PetscSqrtReal(fminnorm));CHKERRQ(ierr);
471dfbf837cSBarry Smith         }
47219653cdaSPeter Brune         selectRestart = PETSC_TRUE;
47319653cdaSPeter Brune       }
47428ed4a04SPeter Brune       /* if the restart conditions persist for more than restart_it iterations, restart. */
47519653cdaSPeter Brune       if (selectRestart) {
47628ed4a04SPeter Brune         restart_count++;
47728ed4a04SPeter Brune       } else {
47828ed4a04SPeter Brune         restart_count = 0;
47928ed4a04SPeter Brune       }
48013a62661SPeter Brune     } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) {
48113a62661SPeter Brune       if (k_restart > ngmres->restart_periodic) {
48213a62661SPeter Brune         if (ngmres->monitor) ierr = PetscViewerASCIIPrintf(ngmres->monitor, "periodic restart after %D iterations\n", k_restart);CHKERRQ(ierr);
48313a62661SPeter Brune         restart_count = ngmres->restart_it;
48413a62661SPeter Brune       }
48513a62661SPeter Brune     }
48628ed4a04SPeter Brune     /* restart after restart conditions have persisted for a fixed number of iterations */
48728ed4a04SPeter Brune     if (restart_count >= ngmres->restart_it) {
488dfbf837cSBarry Smith       if (ngmres->monitor) {
489dfbf837cSBarry Smith         ierr = PetscViewerASCIIPrintf(ngmres->monitor, "Restarted at iteration %d\n", k_restart);CHKERRQ(ierr);
490dfbf837cSBarry Smith       }
49128ed4a04SPeter Brune       restart_count = 0;
49219653cdaSPeter Brune       k_restart = 1;
49319653cdaSPeter Brune       l = 1;
49498b3e84cSPeter Brune       /* q_{00} = nu */
495d2e16ddcSPeter Brune       if (ngmres->anderson) {
496d2e16ddcSPeter Brune         ngmres->fnorms[0] = fMnorm;
497d2e16ddcSPeter Brune         nu = fMnorm*fMnorm;
498d2e16ddcSPeter Brune         Q(0,0) = nu;
499d2e16ddcSPeter Brune         /* Fdot[0] = F */
500d2e16ddcSPeter Brune         ierr = VecCopy(XM, Xdot[0]);CHKERRQ(ierr);
501d2e16ddcSPeter Brune         ierr = VecCopy(FM, Fdot[0]);CHKERRQ(ierr);
502d2e16ddcSPeter Brune       } else {
503f109b39eSPeter Brune         ngmres->fnorms[0] = fnorm;
504f109b39eSPeter Brune         nu = fnorm*fnorm;
50519653cdaSPeter Brune         Q(0,0) = nu;
506f109b39eSPeter Brune         /* Fdot[0] = F */
507f109b39eSPeter Brune         ierr = VecCopy(X, Xdot[0]);CHKERRQ(ierr);
508f109b39eSPeter Brune         ierr = VecCopy(F, Fdot[0]);CHKERRQ(ierr);
509d2e16ddcSPeter Brune       }
51019653cdaSPeter Brune     } else {
51198b3e84cSPeter Brune       /* select the current size of the subspace */
5121e633543SBarry Smith       if (l < ngmres->msize) l++;
51319653cdaSPeter Brune       k_restart++;
51498b3e84cSPeter Brune       /* place the current entry in the list of previous entries */
515d2e16ddcSPeter Brune       if (ngmres->anderson) {
516d2e16ddcSPeter Brune         ierr = VecCopy(FM, Fdot[ivec]);CHKERRQ(ierr);
517d2e16ddcSPeter Brune         ierr = VecCopy(XM, Xdot[ivec]);CHKERRQ(ierr);
518d2e16ddcSPeter Brune         ngmres->fnorms[ivec] = fMnorm;
519d2e16ddcSPeter Brune         if (fminnorm > fMnorm) fminnorm = fMnorm;  /* the minimum norm is now of FM */
52018aa0c0cSPeter Brune         xi[ivec] = fMnorm*fMnorm;
521d2e16ddcSPeter Brune         for (i = 0; i < l; i++) {
52218aa0c0cSPeter Brune           Q(i, ivec) = xi[i];
52318aa0c0cSPeter Brune           Q(ivec, i) = xi[i];
524d2e16ddcSPeter Brune         }
525d2e16ddcSPeter Brune       } else {
526f109b39eSPeter Brune         ierr = VecCopy(F, Fdot[ivec]);CHKERRQ(ierr);
527f109b39eSPeter Brune         ierr = VecCopy(X, Xdot[ivec]);CHKERRQ(ierr);
528f109b39eSPeter Brune         ngmres->fnorms[ivec] = fnorm;
529d2e16ddcSPeter Brune         if (fminnorm > fnorm) fminnorm = fnorm;  /* the minimum norm is now of FA */
53018aa0c0cSPeter Brune         ierr = VecMDot(F, l, Fdot, xi);CHKERRQ(ierr);
53119653cdaSPeter Brune         for (i = 0; i < l; i++) {
53218aa0c0cSPeter Brune           Q(i, ivec) = xi[i];
53318aa0c0cSPeter Brune           Q(ivec, i) = xi[i];
53419653cdaSPeter Brune         }
53519653cdaSPeter Brune       }
536d2e16ddcSPeter Brune     }
53719653cdaSPeter Brune 
5388409ca45SMatthew G Knepley     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
539087dfb9eSxuemin     snes->iter = k;
540f109b39eSPeter Brune     snes->norm = fnorm;
5418409ca45SMatthew G Knepley     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
5428409ca45SMatthew G Knepley     SNESLogConvHistory(snes, snes->norm, snes->iter);
5438409ca45SMatthew G Knepley     ierr = SNESMonitor(snes, snes->iter, snes->norm);CHKERRQ(ierr);
544d484d688SPeter Brune     ierr = VecNormBegin(Y,NORM_2,&ynorm);CHKERRQ(ierr);
545d484d688SPeter Brune     ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr);
546d484d688SPeter Brune     ierr = VecNormEnd(Y,NORM_2,&ynorm);CHKERRQ(ierr);
547d484d688SPeter Brune     ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr);
548d484d688SPeter Brune     ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
549087dfb9eSxuemin     if (snes->reason) PetscFunctionReturn(0);
550a312c225SMatthew G Knepley   }
551a312c225SMatthew G Knepley   snes->reason = SNES_DIVERGED_MAX_IT;
552a312c225SMatthew G Knepley   PetscFunctionReturn(0);
553a312c225SMatthew G Knepley }
554a312c225SMatthew G Knepley 
55513a62661SPeter Brune #undef __FUNCT__
55613a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType"
55713a62661SPeter Brune /*@
55813a62661SPeter Brune     SNESNGMRESSetRestartType - Sets the restart type for SNESNGMRES.
55913a62661SPeter Brune 
56013a62661SPeter Brune     Logically Collective on SNES
56113a62661SPeter Brune 
56213a62661SPeter Brune     Input Parameters:
56313a62661SPeter Brune +   snes - the iterative context
56413a62661SPeter Brune -   rtype - restart type
56513a62661SPeter Brune 
56613a62661SPeter Brune     Options Database:
56713a62661SPeter Brune +   -snes_ngmres_restart_type<difference,periodic,none> - set the restart type
5680c777b0cSPeter Brune -   -snes_ngmres_restart[30] - sets the number of iterations before restart for periodic
56913a62661SPeter Brune 
57013a62661SPeter Brune     Level: intermediate
57113a62661SPeter Brune 
57213a62661SPeter Brune     SNESNGMRESRestartTypes:
57313a62661SPeter Brune +   SNES_NGMRES_RESTART_NONE - never restart
57413a62661SPeter Brune .   SNES_NGMRES_RESTART_DIFFERENCE - restart based upon difference criteria
57513a62661SPeter Brune -   SNES_NGMRES_RESTART_PERIODIC - restart after a fixed number of iterations
57613a62661SPeter Brune 
57713a62661SPeter Brune     Notes:
57813a62661SPeter Brune     The default line search used is the L2 line search and it requires two additional function evaluations.
57913a62661SPeter Brune 
58013a62661SPeter Brune .keywords: SNES, SNESNGMRES, restart, type, set SNESLineSearch
58113a62661SPeter Brune @*/
5820adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType(SNES snes, SNESNGMRESRestartType rtype)
5830adebc6cSBarry Smith {
58413a62661SPeter Brune   PetscErrorCode ierr;
58513a62661SPeter Brune   PetscFunctionBegin;
58613a62661SPeter Brune   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
58713a62661SPeter Brune   ierr = PetscTryMethod(snes,"SNESNGMRESSetRestartType_C",(SNES,SNESNGMRESRestartType),(snes,rtype));CHKERRQ(ierr);
58813a62661SPeter Brune   PetscFunctionReturn(0);
58913a62661SPeter Brune }
59013a62661SPeter Brune 
59113a62661SPeter Brune #undef __FUNCT__
59213a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType"
59313a62661SPeter Brune /*@
59413a62661SPeter Brune     SNESNGMRESSetSelectType - Sets the selection type for SNESNGMRES.  This determines how the candidate solution and
59513a62661SPeter Brune     combined solution are used to create the next iterate.
59613a62661SPeter Brune 
59713a62661SPeter Brune     Logically Collective on SNES
59813a62661SPeter Brune 
59913a62661SPeter Brune     Input Parameters:
60013a62661SPeter Brune +   snes - the iterative context
60113a62661SPeter Brune -   stype - selection type
60213a62661SPeter Brune 
60313a62661SPeter Brune     Options Database:
60413a62661SPeter Brune .   -snes_ngmres_select_type<difference,none,linesearch>
60513a62661SPeter Brune 
60613a62661SPeter Brune     Level: intermediate
60713a62661SPeter Brune 
60813a62661SPeter Brune     SNESNGMRESSelectTypes:
60913a62661SPeter Brune +   SNES_NGMRES_SELECT_NONE - choose the combined solution all the time
61013a62661SPeter Brune .   SNES_NGMRES_SELECT_DIFFERENCE - choose based upon the selection criteria
61113a62661SPeter Brune -   SNES_NGMRES_SELECT_LINESEARCH - choose based upon line search combination
61213a62661SPeter Brune 
61313a62661SPeter Brune     Notes:
61413a62661SPeter Brune     The default line search used is the L2 line search and it requires two additional function evaluations.
61513a62661SPeter Brune 
61613a62661SPeter Brune .keywords: SNES, SNESNGMRES, selection, type, set SNESLineSearch
61713a62661SPeter Brune @*/
6180adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType(SNES snes, SNESNGMRESSelectType stype)
6190adebc6cSBarry Smith {
62013a62661SPeter Brune   PetscErrorCode ierr;
62113a62661SPeter Brune   PetscFunctionBegin;
62213a62661SPeter Brune   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
62313a62661SPeter Brune   ierr = PetscTryMethod(snes,"SNESNGMRESSetSelectType_C",(SNES,SNESNGMRESSelectType),(snes,stype));CHKERRQ(ierr);
62413a62661SPeter Brune   PetscFunctionReturn(0);
62513a62661SPeter Brune }
62613a62661SPeter Brune 
62713a62661SPeter Brune EXTERN_C_BEGIN
62813a62661SPeter Brune #undef __FUNCT__
62913a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType_NGMRES"
6300adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes, SNESNGMRESSelectType stype)
6310adebc6cSBarry Smith {
63213a62661SPeter Brune   SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data;
63313a62661SPeter Brune   PetscFunctionBegin;
63413a62661SPeter Brune   ngmres->select_type = stype;
63513a62661SPeter Brune   PetscFunctionReturn(0);
63613a62661SPeter Brune }
63713a62661SPeter Brune 
63813a62661SPeter Brune #undef __FUNCT__
63913a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType_NGMRES"
6400adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes, SNESNGMRESRestartType rtype)
6410adebc6cSBarry Smith {
64213a62661SPeter Brune   SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data;
64313a62661SPeter Brune   PetscFunctionBegin;
64413a62661SPeter Brune   ngmres->restart_type = rtype;
64513a62661SPeter Brune   PetscFunctionReturn(0);
64613a62661SPeter Brune }
64713a62661SPeter Brune EXTERN_C_END
64813a62661SPeter Brune 
649dfbf837cSBarry Smith /*MC
6501867fe5bSPeter Brune   SNESNGMRES - The Nonlinear Generalized Minimum Residual method.
651a312c225SMatthew G Knepley 
652dfbf837cSBarry Smith    Level: beginner
653dfbf837cSBarry Smith 
6541867fe5bSPeter Brune    Options Database:
65513a62661SPeter Brune +  -snes_ngmres_select_type<difference,none,linesearch> - choose the select between candidate and combined solution
65613a62661SPeter Brune +  -snes_ngmres_restart_type<difference,none,periodic> - choose the restart conditions
65713a62661SPeter Brune .  -snes_ngmres_anderson         - Use Anderson mixing NGMRES variant which combines candidate solutions instead of actual solutions
65813a62661SPeter Brune .  -snes_ngmres_m                - Number of stored previous solutions and residuals
65913a62661SPeter Brune .  -snes_ngmres_restart_it       - Number of iterations the restart conditions hold before restart
66013a62661SPeter Brune .  -snes_ngmres_gammaA           - Residual tolerance for solution select between the candidate and combination
66113a62661SPeter Brune .  -snes_ngmres_gammaC           - Residual tolerance for restart
66213a62661SPeter Brune .  -snes_ngmres_epsilonB         - Difference tolerance between subsequent solutions triggering restart
66313a62661SPeter Brune .  -snes_ngmres_deltaB           - Difference tolerance between residuals triggering restart
66413a62661SPeter Brune .  -snes_ngmres_monitor          - Prints relevant information about the ngmres iteration
66513a62661SPeter Brune .  -snes_linesearch_type <basic,basicnonorms,quadratic,critical> - Line search type used for the default smoother
66613a62661SPeter Brune -  -additive_snes_linesearch_type - linesearch type used to select between the candidate and combined solution with additive select type
6671867fe5bSPeter Brune 
6681867fe5bSPeter Brune    Notes:
6691867fe5bSPeter Brune 
6701867fe5bSPeter Brune    The N-GMRES method combines m previous solutions into a minimum-residual solution by solving a small linearized
6711867fe5bSPeter Brune    optimization problem at each iteration.
6721867fe5bSPeter Brune 
6731867fe5bSPeter Brune    References:
6741867fe5bSPeter Brune 
675dfbf837cSBarry Smith    "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", C. W. Oosterlee and T. Washio,
676dfbf837cSBarry Smith    SIAM Journal on Scientific Computing, 21(5), 2000.
677dfbf837cSBarry Smith 
678dfbf837cSBarry Smith    This is also the same as the algorithm called Anderson acceleration introduced in "D. G. Anderson. Iterative procedures for nonlinear integral equations.
679dfbf837cSBarry Smith    J. Assoc. Comput. Mach., 12:547–560, 1965."
680dfbf837cSBarry Smith 
681dfbf837cSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types)
682dfbf837cSBarry Smith M*/
683a312c225SMatthew G Knepley 
684a312c225SMatthew G Knepley EXTERN_C_BEGIN
685a312c225SMatthew G Knepley #undef __FUNCT__
686a312c225SMatthew G Knepley #define __FUNCT__ "SNESCreate_NGMRES"
687a312c225SMatthew G Knepley PetscErrorCode SNESCreate_NGMRES(SNES snes)
688a312c225SMatthew G Knepley {
689a312c225SMatthew G Knepley   SNES_NGMRES   *ngmres;
690a312c225SMatthew G Knepley   PetscErrorCode ierr;
691a312c225SMatthew G Knepley 
692a312c225SMatthew G Knepley   PetscFunctionBegin;
693a312c225SMatthew G Knepley   snes->ops->destroy        = SNESDestroy_NGMRES;
694a312c225SMatthew G Knepley   snes->ops->setup          = SNESSetUp_NGMRES;
695a312c225SMatthew G Knepley   snes->ops->setfromoptions = SNESSetFromOptions_NGMRES;
696a312c225SMatthew G Knepley   snes->ops->view           = SNESView_NGMRES;
697a312c225SMatthew G Knepley   snes->ops->solve          = SNESSolve_NGMRES;
698a312c225SMatthew G Knepley   snes->ops->reset          = SNESReset_NGMRES;
699a312c225SMatthew G Knepley 
70042f4f86dSBarry Smith   snes->usespc          = PETSC_TRUE;
7012c155ee1SBarry Smith   snes->usesksp         = PETSC_FALSE;
7022c155ee1SBarry Smith 
703a312c225SMatthew G Knepley   ierr = PetscNewLog(snes, SNES_NGMRES, &ngmres);CHKERRQ(ierr);
704a312c225SMatthew G Knepley   snes->data = (void*) ngmres;
705d2e16ddcSPeter Brune   ngmres->msize = 30;
70619653cdaSPeter Brune 
70788976e71SPeter Brune   if (!snes->tolerancesset) {
7080e444f03SPeter Brune     snes->max_funcs = 30000;
7090e444f03SPeter Brune     snes->max_its   = 10000;
71088976e71SPeter Brune   }
7110e444f03SPeter Brune 
712d2e16ddcSPeter Brune   ngmres->anderson   = PETSC_FALSE;
713d2e16ddcSPeter Brune 
714e7058c64SPeter Brune   ngmres->additive_linesearch = PETSC_NULL;
715e7058c64SPeter Brune 
71628ed4a04SPeter Brune   ngmres->restart_it = 2;
71713a62661SPeter Brune   ngmres->restart_periodic = 30;
718f109b39eSPeter Brune   ngmres->gammaA     = 2.0;
719f109b39eSPeter Brune   ngmres->gammaC     = 2.0;
720cac108bcSPeter Brune   ngmres->deltaB     = 0.9;
721cac108bcSPeter Brune   ngmres->epsilonB   = 0.1;
722e7058c64SPeter Brune 
72313a62661SPeter Brune   ngmres->restart_type   = SNES_NGMRES_RESTART_DIFFERENCE;
72413a62661SPeter Brune   ngmres->select_type    = SNES_NGMRES_SELECT_DIFFERENCE;
72513a62661SPeter Brune 
72613a62661SPeter Brune   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESNGMRESSetSelectType_C","SNESNGMRESSetSelectType_NGMRES", SNESNGMRESSetSelectType_NGMRES);CHKERRQ(ierr);
72713a62661SPeter Brune   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESNGMRESSetRestartType_C","SNESNGMRESSetRestartType_NGMRES", SNESNGMRESSetRestartType_NGMRES);CHKERRQ(ierr);
72813a62661SPeter Brune 
729a312c225SMatthew G Knepley   PetscFunctionReturn(0);
730a312c225SMatthew G Knepley }
731a312c225SMatthew G Knepley EXTERN_C_END
732