xref: /petsc/src/snes/impls/ngmres/snesngmres.c (revision ce94432eddcd14845bc7e8083b7f8ea723b9bf7d)
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;
5178440776SJed Brown   ierr = SNESDefaultGetWork(snes,5);CHKERRQ(ierr);
5278440776SJed Brown   if (!ngmres->Xdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Xdot);CHKERRQ(ierr);}
5378440776SJed Brown   if (!ngmres->Fdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Fdot);CHKERRQ(ierr);}
5478440776SJed Brown   if (!ngmres->setup_called) {
55087dfb9eSxuemin     msize = ngmres->msize;          /* restart size */
5619653cdaSPeter Brune     hsize = msize * msize;
57087dfb9eSxuemin 
5898b3e84cSPeter Brune     /* explicit least squares minimization solve */
5919653cdaSPeter Brune     ierr = PetscMalloc5(hsize,PetscScalar,&ngmres->h,
6019653cdaSPeter Brune                         msize,PetscScalar,&ngmres->beta,
6119653cdaSPeter Brune                         msize,PetscScalar,&ngmres->xi,
62f109b39eSPeter Brune                         msize,PetscReal, &ngmres->fnorms,
6319653cdaSPeter Brune                         hsize,PetscScalar,&ngmres->q);CHKERRQ(ierr);
6418aa0c0cSPeter Brune     if (ngmres->singlereduction) {
6518aa0c0cSPeter Brune       ierr = PetscMalloc(msize*sizeof(PetscReal),&ngmres->xnorms);CHKERRQ(ierr);
6618aa0c0cSPeter Brune     }
6719653cdaSPeter Brune     ngmres->nrhs  = 1;
6819653cdaSPeter Brune     ngmres->lda   = msize;
6919653cdaSPeter Brune     ngmres->ldb   = msize;
7019653cdaSPeter Brune     ierr          = PetscMalloc(msize*sizeof(PetscScalar),&ngmres->s);CHKERRQ(ierr);
7119653cdaSPeter Brune     ierr          = PetscMemzero(ngmres->h,   hsize*sizeof(PetscScalar));CHKERRQ(ierr);
7219653cdaSPeter Brune     ierr          = PetscMemzero(ngmres->q,   hsize*sizeof(PetscScalar));CHKERRQ(ierr);
7319653cdaSPeter Brune     ierr          = PetscMemzero(ngmres->xi,  msize*sizeof(PetscScalar));CHKERRQ(ierr);
7419653cdaSPeter Brune     ierr          = PetscMemzero(ngmres->beta,msize*sizeof(PetscScalar));CHKERRQ(ierr);
7519653cdaSPeter Brune     ngmres->lwork = 12*msize;
7619653cdaSPeter Brune #if PETSC_USE_COMPLEX
7722d28d08SBarry Smith     ierr = PetscMalloc(sizeof(PetscReal)*ngmres->lwork,&ngmres->rwork);CHKERRQ(ierr);
7819653cdaSPeter Brune #endif
7922d28d08SBarry Smith     ierr = PetscMalloc(sizeof(PetscScalar)*ngmres->lwork,&ngmres->work);CHKERRQ(ierr);
8078440776SJed Brown   }
81e7058c64SPeter Brune 
82e7058c64SPeter Brune   /* linesearch setup */
83e7058c64SPeter Brune   ierr = SNESGetOptionsPrefix(snes,&optionsprefix);CHKERRQ(ierr);
84e7058c64SPeter Brune 
8513a62661SPeter Brune   if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) {
86*ce94432eSBarry Smith     ierr = SNESLineSearchCreate(PetscObjectComm((PetscObject)snes),&ngmres->additive_linesearch);CHKERRQ(ierr);
87f1c6b773SPeter Brune     ierr = SNESLineSearchSetSNES(ngmres->additive_linesearch,snes);CHKERRQ(ierr);
881a4f838cSPeter Brune     ierr = SNESLineSearchSetType(ngmres->additive_linesearch,SNESLINESEARCHL2);CHKERRQ(ierr);
89f1c6b773SPeter Brune     ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,"additive_");CHKERRQ(ierr);
90f1c6b773SPeter Brune     ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,optionsprefix);CHKERRQ(ierr);
91f1c6b773SPeter Brune     ierr = SNESLineSearchSetFromOptions(ngmres->additive_linesearch);CHKERRQ(ierr);
92e7058c64SPeter Brune   }
93e7058c64SPeter Brune 
9478440776SJed Brown   ngmres->setup_called = PETSC_TRUE;
95a312c225SMatthew G Knepley   PetscFunctionReturn(0);
96a312c225SMatthew G Knepley }
97a312c225SMatthew G Knepley 
98a312c225SMatthew G Knepley #undef __FUNCT__
99a312c225SMatthew G Knepley #define __FUNCT__ "SNESSetFromOptions_NGMRES"
100a312c225SMatthew G Knepley PetscErrorCode SNESSetFromOptions_NGMRES(SNES snes)
101a312c225SMatthew G Knepley {
102a312c225SMatthew G Knepley   SNES_NGMRES    *ngmres = (SNES_NGMRES*) snes->data;
103a312c225SMatthew G Knepley   PetscErrorCode ierr;
104dfbf837cSBarry Smith   PetscBool      debug;
105f1c6b773SPeter Brune   SNESLineSearch linesearch;
1060adebc6cSBarry Smith 
107a312c225SMatthew G Knepley   PetscFunctionBegin;
108a312c225SMatthew G Knepley   ierr = PetscOptionsHead("SNES NGMRES options");CHKERRQ(ierr);
10913a62661SPeter Brune   ierr = PetscOptionsEnum("-snes_ngmres_select_type","Select type","SNESNGMRESSetSelectType",SNESNGMRESSelectTypes,
1100298fd71SBarry Smith                           (PetscEnum)ngmres->select_type,(PetscEnum*)&ngmres->select_type,NULL);CHKERRQ(ierr);
11113a62661SPeter Brune   ierr = PetscOptionsEnum("-snes_ngmres_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes,
1120298fd71SBarry Smith                           (PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,NULL);CHKERRQ(ierr);
1130298fd71SBarry Smith   ierr = PetscOptionsBool("-snes_ngmres_candidate","Use candidate storage",              "SNES",ngmres->candidate,&ngmres->candidate,NULL);CHKERRQ(ierr);
1140298fd71SBarry Smith   ierr = PetscOptionsInt("-snes_ngmres_m",         "Number of directions",               "SNES",ngmres->msize,&ngmres->msize,NULL);CHKERRQ(ierr);
1150298fd71SBarry Smith   ierr = PetscOptionsInt("-snes_ngmres_restart",   "Iterations before forced restart",   "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,NULL);CHKERRQ(ierr);
1160298fd71SBarry Smith   ierr = PetscOptionsInt("-snes_ngmres_restart_it","Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,NULL);CHKERRQ(ierr);
1170298fd71SBarry Smith   ierr = PetscOptionsBool("-snes_ngmres_monitor",  "Monitor actions of NGMRES",          "SNES",ngmres->monitor ? PETSC_TRUE : PETSC_FALSE,&debug,NULL);CHKERRQ(ierr);
118dfbf837cSBarry Smith   if (debug) {
119*ce94432eSBarry Smith     ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));CHKERRQ(ierr);
120dfbf837cSBarry Smith   }
1210298fd71SBarry Smith   ierr = PetscOptionsReal("-snes_ngmres_gammaA",   "Residual selection constant",   "SNES",ngmres->gammaA,&ngmres->gammaA,NULL);CHKERRQ(ierr);
1220298fd71SBarry Smith   ierr = PetscOptionsReal("-snes_ngmres_gammaC", "  Residual restart constant",     "SNES",ngmres->gammaC,&ngmres->gammaC,NULL);CHKERRQ(ierr);
1230298fd71SBarry Smith   ierr = PetscOptionsReal("-snes_ngmres_epsilonB", "Difference selection constant", "SNES",ngmres->epsilonB,&ngmres->epsilonB,NULL);CHKERRQ(ierr);
1240298fd71SBarry Smith   ierr = PetscOptionsReal("-snes_ngmres_deltaB",   "Difference residual selection constant", "SNES",ngmres->deltaB,&ngmres->deltaB,NULL);CHKERRQ(ierr);
1250298fd71SBarry Smith   ierr = PetscOptionsBool("-snes_ngmres_single_reduction", "Aggregate reductions",  "SNES",ngmres->singlereduction,&ngmres->singlereduction,NULL);CHKERRQ(ierr);
126a312c225SMatthew G Knepley   ierr = PetscOptionsTail();CHKERRQ(ierr);
1276a7cf640SPeter Brune   if ((ngmres->gammaA > ngmres->gammaC) && (ngmres->gammaC > 2.)) ngmres->gammaC = ngmres->gammaA;
1289e764e56SPeter Brune 
1299e764e56SPeter Brune   /* set the default type of the line search if the user hasn't already. */
1309e764e56SPeter Brune   if (!snes->linesearch) {
131f1c6b773SPeter Brune     ierr = SNESGetSNESLineSearch(snes,&linesearch);CHKERRQ(ierr);
1321a4f838cSPeter Brune     ierr = SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);CHKERRQ(ierr);
1339e764e56SPeter Brune   }
134a312c225SMatthew G Knepley   PetscFunctionReturn(0);
135a312c225SMatthew G Knepley }
136a312c225SMatthew G Knepley 
137a312c225SMatthew G Knepley #undef __FUNCT__
138a312c225SMatthew G Knepley #define __FUNCT__ "SNESView_NGMRES"
139a312c225SMatthew G Knepley PetscErrorCode SNESView_NGMRES(SNES snes,PetscViewer viewer)
140a312c225SMatthew G Knepley {
141a312c225SMatthew G Knepley   SNES_NGMRES    *ngmres = (SNES_NGMRES*) snes->data;
142a312c225SMatthew G Knepley   PetscBool      iascii;
143a312c225SMatthew G Knepley   PetscErrorCode ierr;
144a312c225SMatthew G Knepley 
145a312c225SMatthew G Knepley   PetscFunctionBegin;
146251f4c67SDmitry Karpeev   ierr = PetscObjectTypeCompare((PetscObject) viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
147a312c225SMatthew G Knepley   if (iascii) {
148f109b39eSPeter Brune     ierr = PetscViewerASCIIPrintf(viewer,"  Number of stored past updates: %d\n", ngmres->msize);CHKERRQ(ierr);
149f109b39eSPeter Brune     ierr = PetscViewerASCIIPrintf(viewer,"  Residual selection: gammaA=%1.0e, gammaC=%1.0e\n",ngmres->gammaA,ngmres->gammaC);CHKERRQ(ierr);
150f109b39eSPeter Brune     ierr = PetscViewerASCIIPrintf(viewer,"  Difference restart: epsilonB=%1.0e, deltaB=%1.0e\n",ngmres->epsilonB,ngmres->deltaB);CHKERRQ(ierr);
151a312c225SMatthew G Knepley   }
152a312c225SMatthew G Knepley   PetscFunctionReturn(0);
153a312c225SMatthew G Knepley }
154a312c225SMatthew G Knepley 
155a312c225SMatthew G Knepley #undef __FUNCT__
156a312c225SMatthew G Knepley #define __FUNCT__ "SNESSolve_NGMRES"
157a312c225SMatthew G Knepley PetscErrorCode SNESSolve_NGMRES(SNES snes)
158a312c225SMatthew G Knepley {
15938774f0aSPeter Brune 
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   /* coefficients and RHS to the minimization problem */
16818aa0c0cSPeter Brune   PetscReal fnorm,fMnorm,fAnorm;
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;
174d484d688SPeter Brune   PetscReal fminnorm,xnorm,ynorm;
17519653cdaSPeter Brune 
1761e633543SBarry Smith   SNESConvergedReason reason;
17738774f0aSPeter Brune   PetscBool           lssucceed;
178a312c225SMatthew G Knepley   PetscErrorCode      ierr;
179a312c225SMatthew G Knepley 
180a312c225SMatthew G Knepley   PetscFunctionBegin;
18198b3e84cSPeter Brune   /* variable initialization */
182a312c225SMatthew G Knepley   snes->reason = SNES_CONVERGED_ITERATING;
183f109b39eSPeter Brune   X            = snes->vec_sol;
184f109b39eSPeter Brune   F            = snes->vec_func;
185f109b39eSPeter Brune   B            = snes->vec_rhs;
186f109b39eSPeter Brune   XA           = snes->vec_sol_update;
187f109b39eSPeter Brune   FA           = snes->work[0];
188f109b39eSPeter Brune   D            = snes->work[1];
189f109b39eSPeter Brune 
190f109b39eSPeter Brune   /* work for the line search */
191f109b39eSPeter Brune   Y  = snes->work[2];
1929f425c49SPeter Brune   XM = snes->work[3];
1939f425c49SPeter Brune   FM = snes->work[4];
194a312c225SMatthew G Knepley 
195a312c225SMatthew G Knepley   ierr       = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
196a312c225SMatthew G Knepley   snes->iter = 0;
197a312c225SMatthew G Knepley   snes->norm = 0.;
198a312c225SMatthew G Knepley   ierr       = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
19919653cdaSPeter Brune 
20098b3e84cSPeter Brune   /* initialization */
20119653cdaSPeter Brune 
20298b3e84cSPeter Brune   /* r = F(x) */
203e4ed7901SPeter Brune   if (!snes->vec_func_init_set) {
204f109b39eSPeter Brune     ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
205a312c225SMatthew G Knepley     if (snes->domainerror) {
206a312c225SMatthew G Knepley       snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
207a312c225SMatthew G Knepley       PetscFunctionReturn(0);
208a312c225SMatthew G Knepley     }
2091aa26658SKarl Rupp   } else snes->vec_func_init_set = PETSC_FALSE;
21019653cdaSPeter Brune 
211e4ed7901SPeter Brune   if (!snes->norm_init_set) {
212f109b39eSPeter Brune     ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);
213*ce94432eSBarry Smith     if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_FP,"Infinite or not-a-number generated in function evaluation");
214e4ed7901SPeter Brune   } else {
215e4ed7901SPeter Brune     fnorm               = snes->norm_init;
216e4ed7901SPeter Brune     snes->norm_init_set = PETSC_FALSE;
217e4ed7901SPeter Brune   }
218e4ed7901SPeter Brune   fminnorm = fnorm;
21919653cdaSPeter Brune 
22098b3e84cSPeter Brune   /* q_{00} = nu  */
22138774f0aSPeter Brune   SNESNGMRESUpdateSubspace_Private(snes,0,0,F,fnorm,X);
222087dfb9eSxuemin 
223a312c225SMatthew G Knepley   ierr       = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
224f109b39eSPeter Brune   snes->norm = fnorm;
225a312c225SMatthew G Knepley   ierr       = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
226a71f0d7dSBarry Smith   ierr       = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr);
227f109b39eSPeter Brune   ierr       = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);
228f109b39eSPeter Brune   ierr       = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
229a312c225SMatthew G Knepley   if (snes->reason) PetscFunctionReturn(0);
230a312c225SMatthew G Knepley 
23119653cdaSPeter Brune   k_restart = 1;
23219653cdaSPeter Brune   l         = 1;
23309c08436SPeter Brune   for (k=1; k < snes->max_its+1; k++) {
23498b3e84cSPeter Brune     /* select which vector of the stored subspace will be updated */
23598b3e84cSPeter Brune     ivec = k_restart % ngmres->msize; /* replace the last used part of the subspace */
23619653cdaSPeter Brune 
23798b3e84cSPeter Brune     /* Computation of x^M */
238c40d0f55SPeter Brune     if (snes->pc && snes->pcside == PC_RIGHT) {
2399f425c49SPeter Brune       ierr = VecCopy(X,XM);CHKERRQ(ierr);
240e4ed7901SPeter Brune       ierr = SNESSetInitialFunction(snes->pc,F);CHKERRQ(ierr);
241e4ed7901SPeter Brune       ierr = SNESSetInitialFunctionNorm(snes->pc,fnorm);CHKERRQ(ierr);
24263e7833aSPeter Brune 
24363e7833aSPeter Brune       ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr);
2449f425c49SPeter Brune       ierr = SNESSolve(snes->pc,B,XM);CHKERRQ(ierr);
24563e7833aSPeter Brune       ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr);
24663e7833aSPeter Brune 
2478cc86e31SPeter Brune       ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
2488cc86e31SPeter Brune       if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
2498cc86e31SPeter Brune         snes->reason = SNES_DIVERGED_INNER;
2508cc86e31SPeter Brune         PetscFunctionReturn(0);
2518cc86e31SPeter Brune       }
2520298fd71SBarry Smith       ierr = SNESGetFunction(snes->pc,&FPC,NULL,NULL);CHKERRQ(ierr);
2534b32a720SPeter Brune       ierr = VecCopy(FPC,FM);CHKERRQ(ierr);
2544b32a720SPeter Brune       ierr = SNESGetFunctionNorm(snes->pc,&fMnorm);CHKERRQ(ierr);
2558cc86e31SPeter Brune     } else {
256f109b39eSPeter Brune       /* no preconditioner -- just take gradient descent with line search */
257f109b39eSPeter Brune       ierr = VecCopy(F,Y);CHKERRQ(ierr);
258e7058c64SPeter Brune       ierr = VecCopy(F,FM);CHKERRQ(ierr);
259e7058c64SPeter Brune       ierr = VecCopy(X,XM);CHKERRQ(ierr);
2601aa26658SKarl Rupp 
261e7058c64SPeter Brune       fMnorm = fnorm;
2621aa26658SKarl Rupp 
263f1c6b773SPeter Brune       ierr = SNESLineSearchApply(snes->linesearch,XM,FM,&fMnorm,Y);CHKERRQ(ierr);
264f1c6b773SPeter Brune       ierr = SNESLineSearchGetSuccess(snes->linesearch,&lssucceed);CHKERRQ(ierr);
265f109b39eSPeter Brune       if (!lssucceed) {
266f109b39eSPeter Brune         if (++snes->numFailures >= snes->maxFailures) {
267f109b39eSPeter Brune           snes->reason = SNES_DIVERGED_LINE_SEARCH;
268f109b39eSPeter Brune           PetscFunctionReturn(0);
269f109b39eSPeter Brune         }
270f109b39eSPeter Brune       }
2716634f59bSPeter Brune     }
272f6408107SPeter Brune     ierr = SNESNGMRESFormCombinedSolution_Private(snes,l,XM,FM,fMnorm,X,XA,FA);CHKERRQ(ierr);
27398b3e84cSPeter Brune     /* r = F(x) */
2749f425c49SPeter Brune     if (fminnorm > fMnorm) fminnorm = fMnorm;  /* the minimum norm is now of F^M */
27519653cdaSPeter Brune 
2769f425c49SPeter Brune     /* differences for selection and restart */
27713a62661SPeter Brune     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) {
278fa8c639aSPeter Brune       ierr = SNESNGMRESCalculateDifferences_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,&fAnorm);CHKERRQ(ierr);
27913a62661SPeter Brune     } else {
28013a62661SPeter Brune       ierr = VecNorm(FA,NORM_2,&fAnorm);CHKERRQ(ierr);
28113a62661SPeter Brune     }
282*ce94432eSBarry Smith     if (PetscIsInfOrNanReal(fAnorm)) SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_FP,"Infinite or not-a-number generated in function evaluation");
2831aa26658SKarl Rupp 
2849f425c49SPeter Brune     /* combination (additive) or selection (multiplicative) of the N-GMRES solution */
285fa8c639aSPeter Brune     ierr          = SNESNGMRESSelect_Private(snes,k_restart,XM,FM,fMnorm,XA,FA,fAnorm,dnorm,fminnorm,dminnorm,X,F,Y,&fnorm);CHKERRQ(ierr);
28619653cdaSPeter Brune     selectRestart = PETSC_FALSE;
28713a62661SPeter Brune     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) {
28821687c63SPeter Brune       ierr = SNESNGMRESSelectRestart_Private(snes,l,fAnorm,dnorm,fminnorm,dminnorm,&selectRestart);CHKERRQ(ierr);
28928ed4a04SPeter Brune       /* if the restart conditions persist for more than restart_it iterations, restart. */
2901aa26658SKarl Rupp       if (selectRestart) restart_count++;
2911aa26658SKarl Rupp       else restart_count = 0;
29213a62661SPeter Brune     } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) {
29313a62661SPeter Brune       if (k_restart > ngmres->restart_periodic) {
29413a62661SPeter Brune         if (ngmres->monitor) ierr = PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);CHKERRQ(ierr);
29513a62661SPeter Brune         restart_count = ngmres->restart_it;
29613a62661SPeter Brune       }
29713a62661SPeter Brune     }
29828ed4a04SPeter Brune     /* restart after restart conditions have persisted for a fixed number of iterations */
29928ed4a04SPeter Brune     if (restart_count >= ngmres->restart_it) {
300dfbf837cSBarry Smith       if (ngmres->monitor) {
301dfbf837cSBarry Smith         ierr = PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);CHKERRQ(ierr);
302dfbf837cSBarry Smith       }
30328ed4a04SPeter Brune       restart_count = 0;
30419653cdaSPeter Brune       k_restart     = 1;
30519653cdaSPeter Brune       l             = 1;
30698b3e84cSPeter Brune       /* q_{00} = nu */
30738774f0aSPeter Brune       if (ngmres->candidate) {
308fa8c639aSPeter Brune         ierr = SNESNGMRESUpdateSubspace_Private(snes,0,0,FM,fMnorm,XM);CHKERRQ(ierr);
309d2e16ddcSPeter Brune       } else {
310fa8c639aSPeter Brune         ierr = SNESNGMRESUpdateSubspace_Private(snes,0,0,F,fMnorm,X);CHKERRQ(ierr);
311d2e16ddcSPeter Brune       }
31219653cdaSPeter Brune     } else {
31398b3e84cSPeter Brune       /* select the current size of the subspace */
3141e633543SBarry Smith       if (l < ngmres->msize) l++;
31519653cdaSPeter Brune       k_restart++;
31698b3e84cSPeter Brune       /* place the current entry in the list of previous entries */
31738774f0aSPeter Brune       if (ngmres->candidate) {
31838774f0aSPeter Brune         if (fminnorm > fMnorm) fminnorm = fMnorm;
319fa8c639aSPeter Brune         ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fMnorm,XM);CHKERRQ(ierr);
320d2e16ddcSPeter Brune       } else {
32138774f0aSPeter Brune         if (fminnorm > fnorm) fminnorm = fnorm;
322fa8c639aSPeter Brune         ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,F,fnorm,X);CHKERRQ(ierr);
32319653cdaSPeter Brune       }
324d2e16ddcSPeter Brune     }
32519653cdaSPeter Brune 
3268409ca45SMatthew G Knepley     ierr       = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
327087dfb9eSxuemin     snes->iter = k;
328f109b39eSPeter Brune     snes->norm = fnorm;
3298409ca45SMatthew G Knepley     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
330a71f0d7dSBarry Smith     ierr = SNESLogConvergenceHistory(snes,snes->norm,snes->iter);CHKERRQ(ierr);
3318409ca45SMatthew G Knepley     ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
332d484d688SPeter Brune     ierr = VecNormBegin(Y,NORM_2,&ynorm);CHKERRQ(ierr);
333d484d688SPeter Brune     ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr);
334d484d688SPeter Brune     ierr = VecNormEnd(Y,NORM_2,&ynorm);CHKERRQ(ierr);
335d484d688SPeter Brune     ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr);
336d484d688SPeter Brune     ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
337087dfb9eSxuemin     if (snes->reason) PetscFunctionReturn(0);
338a312c225SMatthew G Knepley   }
339a312c225SMatthew G Knepley   snes->reason = SNES_DIVERGED_MAX_IT;
340a312c225SMatthew G Knepley   PetscFunctionReturn(0);
341a312c225SMatthew G Knepley }
342a312c225SMatthew G Knepley 
34313a62661SPeter Brune #undef __FUNCT__
34413a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType"
34513a62661SPeter Brune /*@
34613a62661SPeter Brune     SNESNGMRESSetRestartType - Sets the restart type for SNESNGMRES.
34713a62661SPeter Brune 
34813a62661SPeter Brune     Logically Collective on SNES
34913a62661SPeter Brune 
35013a62661SPeter Brune     Input Parameters:
35113a62661SPeter Brune +   snes - the iterative context
35213a62661SPeter Brune -   rtype - restart type
35313a62661SPeter Brune 
35413a62661SPeter Brune     Options Database:
35513a62661SPeter Brune +   -snes_ngmres_restart_type<difference,periodic,none> - set the restart type
3560c777b0cSPeter Brune -   -snes_ngmres_restart[30] - sets the number of iterations before restart for periodic
35713a62661SPeter Brune 
35813a62661SPeter Brune     Level: intermediate
35913a62661SPeter Brune 
36013a62661SPeter Brune     SNESNGMRESRestartTypes:
36113a62661SPeter Brune +   SNES_NGMRES_RESTART_NONE - never restart
36213a62661SPeter Brune .   SNES_NGMRES_RESTART_DIFFERENCE - restart based upon difference criteria
36313a62661SPeter Brune -   SNES_NGMRES_RESTART_PERIODIC - restart after a fixed number of iterations
36413a62661SPeter Brune 
36513a62661SPeter Brune     Notes:
36613a62661SPeter Brune     The default line search used is the L2 line search and it requires two additional function evaluations.
36713a62661SPeter Brune 
36813a62661SPeter Brune .keywords: SNES, SNESNGMRES, restart, type, set SNESLineSearch
36913a62661SPeter Brune @*/
3700adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType(SNES snes,SNESNGMRESRestartType rtype)
3710adebc6cSBarry Smith {
37213a62661SPeter Brune   PetscErrorCode ierr;
3735fd66863SKarl Rupp 
37413a62661SPeter Brune   PetscFunctionBegin;
37513a62661SPeter Brune   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
37613a62661SPeter Brune   ierr = PetscTryMethod(snes,"SNESNGMRESSetRestartType_C",(SNES,SNESNGMRESRestartType),(snes,rtype));CHKERRQ(ierr);
37713a62661SPeter Brune   PetscFunctionReturn(0);
37813a62661SPeter Brune }
37913a62661SPeter Brune 
38013a62661SPeter Brune #undef __FUNCT__
38113a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType"
38213a62661SPeter Brune /*@
38313a62661SPeter Brune     SNESNGMRESSetSelectType - Sets the selection type for SNESNGMRES.  This determines how the candidate solution and
38413a62661SPeter Brune     combined solution are used to create the next iterate.
38513a62661SPeter Brune 
38613a62661SPeter Brune     Logically Collective on SNES
38713a62661SPeter Brune 
38813a62661SPeter Brune     Input Parameters:
38913a62661SPeter Brune +   snes - the iterative context
39013a62661SPeter Brune -   stype - selection type
39113a62661SPeter Brune 
39213a62661SPeter Brune     Options Database:
39313a62661SPeter Brune .   -snes_ngmres_select_type<difference,none,linesearch>
39413a62661SPeter Brune 
39513a62661SPeter Brune     Level: intermediate
39613a62661SPeter Brune 
39713a62661SPeter Brune     SNESNGMRESSelectTypes:
39813a62661SPeter Brune +   SNES_NGMRES_SELECT_NONE - choose the combined solution all the time
39913a62661SPeter Brune .   SNES_NGMRES_SELECT_DIFFERENCE - choose based upon the selection criteria
40013a62661SPeter Brune -   SNES_NGMRES_SELECT_LINESEARCH - choose based upon line search combination
40113a62661SPeter Brune 
40213a62661SPeter Brune     Notes:
40313a62661SPeter Brune     The default line search used is the L2 line search and it requires two additional function evaluations.
40413a62661SPeter Brune 
40513a62661SPeter Brune .keywords: SNES, SNESNGMRES, selection, type, set SNESLineSearch
40613a62661SPeter Brune @*/
4070adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType(SNES snes,SNESNGMRESSelectType stype)
4080adebc6cSBarry Smith {
40913a62661SPeter Brune   PetscErrorCode ierr;
4105fd66863SKarl Rupp 
41113a62661SPeter Brune   PetscFunctionBegin;
41213a62661SPeter Brune   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
41313a62661SPeter Brune   ierr = PetscTryMethod(snes,"SNESNGMRESSetSelectType_C",(SNES,SNESNGMRESSelectType),(snes,stype));CHKERRQ(ierr);
41413a62661SPeter Brune   PetscFunctionReturn(0);
41513a62661SPeter Brune }
41613a62661SPeter Brune 
41713a62661SPeter Brune EXTERN_C_BEGIN
41813a62661SPeter Brune #undef __FUNCT__
41913a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType_NGMRES"
4200adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes,SNESNGMRESSelectType stype)
4210adebc6cSBarry Smith {
42213a62661SPeter Brune   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;
4235fd66863SKarl Rupp 
42413a62661SPeter Brune   PetscFunctionBegin;
42513a62661SPeter Brune   ngmres->select_type = stype;
42613a62661SPeter Brune   PetscFunctionReturn(0);
42713a62661SPeter Brune }
42813a62661SPeter Brune 
42913a62661SPeter Brune #undef __FUNCT__
43013a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType_NGMRES"
4310adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes,SNESNGMRESRestartType rtype)
4320adebc6cSBarry Smith {
43313a62661SPeter Brune   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;
4345fd66863SKarl Rupp 
43513a62661SPeter Brune   PetscFunctionBegin;
43613a62661SPeter Brune   ngmres->restart_type = rtype;
43713a62661SPeter Brune   PetscFunctionReturn(0);
43813a62661SPeter Brune }
43913a62661SPeter Brune EXTERN_C_END
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
45713a62661SPeter Brune .  -snes_linesearch_type <basic,basicnonorms,quadratic,critical> - 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 EXTERN_C_BEGIN
474a312c225SMatthew G Knepley #undef __FUNCT__
475a312c225SMatthew G Knepley #define __FUNCT__ "SNESCreate_NGMRES"
476a312c225SMatthew G Knepley 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;
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;
504e7058c64SPeter Brune 
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 
51513a62661SPeter Brune   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESNGMRESSetSelectType_C","SNESNGMRESSetSelectType_NGMRES",SNESNGMRESSetSelectType_NGMRES);CHKERRQ(ierr);
51613a62661SPeter Brune   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESNGMRESSetRestartType_C","SNESNGMRESSetRestartType_NGMRES",SNESNGMRESSetRestartType_NGMRES);CHKERRQ(ierr);
517a312c225SMatthew G Knepley   PetscFunctionReturn(0);
518a312c225SMatthew G Knepley }
519a312c225SMatthew G Knepley EXTERN_C_END
520