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 */ 63*dcca6d9dSJed Brown ierr = PetscMalloc5(hsize,&ngmres->h, msize,&ngmres->beta, msize,&ngmres->xi, msize,&ngmres->fnorms, hsize,&ngmres->q);CHKERRQ(ierr); 6418aa0c0cSPeter Brune ierr = PetscMalloc(msize*sizeof(PetscReal),&ngmres->xnorms);CHKERRQ(ierr); 6519653cdaSPeter Brune ngmres->nrhs = 1; 6619653cdaSPeter Brune ngmres->lda = msize; 6719653cdaSPeter Brune ngmres->ldb = msize; 6819653cdaSPeter Brune ierr = PetscMalloc(msize*sizeof(PetscScalar),&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 7522d28d08SBarry Smith ierr = PetscMalloc(sizeof(PetscReal)*ngmres->lwork,&ngmres->rwork);CHKERRQ(ierr); 7619653cdaSPeter Brune #endif 7722d28d08SBarry Smith ierr = PetscMalloc(sizeof(PetscScalar)*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" 98a312c225SMatthew G Knepley PetscErrorCode SNESSetFromOptions_NGMRES(SNES snes) 99a312c225SMatthew G Knepley { 100a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 101a312c225SMatthew G Knepley PetscErrorCode ierr; 102dfbf837cSBarry Smith PetscBool debug; 103f1c6b773SPeter Brune SNESLineSearch linesearch; 1040adebc6cSBarry Smith 105a312c225SMatthew G Knepley PetscFunctionBegin; 106a312c225SMatthew G Knepley ierr = PetscOptionsHead("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 { 15838774f0aSPeter Brune 159087dfb9eSxuemin SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 16098b3e84cSPeter Brune /* present solution, residual, and preconditioned residual */ 1619f425c49SPeter Brune Vec X,F,B,D,Y; 162f109b39eSPeter Brune 163f109b39eSPeter Brune /* candidate linear combination answers */ 164ddd40ce5SPeter Brune Vec XA,FA,XM,FM; 16519653cdaSPeter Brune 16698b3e84cSPeter Brune /* coefficients and RHS to the minimization problem */ 16718aa0c0cSPeter Brune PetscReal fnorm,fMnorm,fAnorm; 168b3c6a99cSPeter Brune PetscReal xnorm,xMnorm,xAnorm; 169b3c6a99cSPeter Brune PetscReal ynorm,yMnorm,yAnorm; 17038774f0aSPeter Brune PetscInt k,k_restart,l,ivec,restart_count = 0; 17119653cdaSPeter Brune 17298b3e84cSPeter Brune /* solution selection data */ 17338774f0aSPeter Brune PetscBool selectRestart; 17438774f0aSPeter Brune PetscReal dnorm,dminnorm = 0.0; 175b3c6a99cSPeter Brune PetscReal fminnorm; 17619653cdaSPeter Brune 1771e633543SBarry Smith SNESConvergedReason reason; 17838774f0aSPeter Brune PetscBool lssucceed; 179a312c225SMatthew G Knepley PetscErrorCode ierr; 180a312c225SMatthew G Knepley 181a312c225SMatthew G Knepley PetscFunctionBegin; 18298b3e84cSPeter Brune /* variable initialization */ 183a312c225SMatthew G Knepley snes->reason = SNES_CONVERGED_ITERATING; 184f109b39eSPeter Brune X = snes->vec_sol; 185f109b39eSPeter Brune F = snes->vec_func; 186f109b39eSPeter Brune B = snes->vec_rhs; 187f109b39eSPeter Brune XA = snes->vec_sol_update; 188f109b39eSPeter Brune FA = snes->work[0]; 189f109b39eSPeter Brune D = snes->work[1]; 190f109b39eSPeter Brune 191f109b39eSPeter Brune /* work for the line search */ 192f109b39eSPeter Brune Y = snes->work[2]; 1939f425c49SPeter Brune XM = snes->work[3]; 1949f425c49SPeter Brune FM = snes->work[4]; 195a312c225SMatthew G Knepley 196e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 197a312c225SMatthew G Knepley snes->iter = 0; 198a312c225SMatthew G Knepley snes->norm = 0.; 199e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 20019653cdaSPeter Brune 20198b3e84cSPeter Brune /* initialization */ 20219653cdaSPeter Brune 2033a2ae377SPeter Brune if (snes->pc && snes->pcside == PC_LEFT) { 2043a2ae377SPeter Brune ierr = SNESApplyPC(snes,X,NULL,NULL,F);CHKERRQ(ierr); 2053a2ae377SPeter Brune ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); 2063a2ae377SPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 2073a2ae377SPeter Brune snes->reason = SNES_DIVERGED_INNER; 2083a2ae377SPeter Brune PetscFunctionReturn(0); 2093a2ae377SPeter Brune } 2103a2ae377SPeter Brune ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); 2113a2ae377SPeter Brune } else { 212e4ed7901SPeter Brune if (!snes->vec_func_init_set) { 213f109b39eSPeter Brune ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 214a312c225SMatthew G Knepley if (snes->domainerror) { 215a312c225SMatthew G Knepley snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 216a312c225SMatthew G Knepley PetscFunctionReturn(0); 217a312c225SMatthew G Knepley } 2181aa26658SKarl Rupp } else snes->vec_func_init_set = PETSC_FALSE; 219c1c75074SPeter Brune 220f109b39eSPeter Brune ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); 221189a9710SBarry Smith if (PetscIsInfOrNanReal(fnorm)) { 222189a9710SBarry Smith snes->reason = SNES_DIVERGED_FNORM_NAN; 223189a9710SBarry Smith PetscFunctionReturn(0); 224189a9710SBarry Smith } 2253a2ae377SPeter Brune } 226e4ed7901SPeter Brune fminnorm = fnorm; 22719653cdaSPeter Brune 228e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 229f109b39eSPeter Brune snes->norm = fnorm; 230e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 231a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr); 232f109b39eSPeter Brune ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 233f109b39eSPeter Brune ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 234a312c225SMatthew G Knepley if (snes->reason) PetscFunctionReturn(0); 235b3c6a99cSPeter Brune SNESNGMRESUpdateSubspace_Private(snes,0,0,F,fnorm,X); 236a312c225SMatthew G Knepley 23719653cdaSPeter Brune k_restart = 1; 23819653cdaSPeter Brune l = 1; 239b3c6a99cSPeter Brune ivec = 0; 24009c08436SPeter Brune for (k=1; k < snes->max_its+1; k++) { 24198b3e84cSPeter Brune /* Computation of x^M */ 242c40d0f55SPeter Brune if (snes->pc && snes->pcside == PC_RIGHT) { 2439f425c49SPeter Brune ierr = VecCopy(X,XM);CHKERRQ(ierr); 244e4ed7901SPeter Brune ierr = SNESSetInitialFunction(snes->pc,F);CHKERRQ(ierr); 24563e7833aSPeter Brune 24663e7833aSPeter Brune ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr); 2479f425c49SPeter Brune ierr = SNESSolve(snes->pc,B,XM);CHKERRQ(ierr); 24863e7833aSPeter Brune ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr); 24963e7833aSPeter Brune 2508cc86e31SPeter Brune ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); 2518cc86e31SPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 2528cc86e31SPeter Brune snes->reason = SNES_DIVERGED_INNER; 2538cc86e31SPeter Brune PetscFunctionReturn(0); 2548cc86e31SPeter Brune } 255ddd40ce5SPeter Brune ierr = SNESGetPCFunction(snes,FM,&fMnorm);CHKERRQ(ierr); 2568cc86e31SPeter Brune } else { 257f109b39eSPeter Brune /* no preconditioner -- just take gradient descent with line search */ 258f109b39eSPeter Brune ierr = VecCopy(F,Y);CHKERRQ(ierr); 259e7058c64SPeter Brune ierr = VecCopy(F,FM);CHKERRQ(ierr); 260e7058c64SPeter Brune ierr = VecCopy(X,XM);CHKERRQ(ierr); 2611aa26658SKarl Rupp 262e7058c64SPeter Brune fMnorm = fnorm; 2631aa26658SKarl Rupp 264f1c6b773SPeter Brune ierr = SNESLineSearchApply(snes->linesearch,XM,FM,&fMnorm,Y);CHKERRQ(ierr); 265f1c6b773SPeter Brune ierr = SNESLineSearchGetSuccess(snes->linesearch,&lssucceed);CHKERRQ(ierr); 266f109b39eSPeter Brune if (!lssucceed) { 267f109b39eSPeter Brune if (++snes->numFailures >= snes->maxFailures) { 268f109b39eSPeter Brune snes->reason = SNES_DIVERGED_LINE_SEARCH; 269f109b39eSPeter Brune PetscFunctionReturn(0); 270f109b39eSPeter Brune } 271f109b39eSPeter Brune } 2726634f59bSPeter Brune } 273b3c6a99cSPeter Brune ierr = SNESNGMRESFormCombinedSolution_Private(snes,ivec,l,XM,FM,fMnorm,X,XA,FA);CHKERRQ(ierr); 27498b3e84cSPeter Brune /* r = F(x) */ 2759f425c49SPeter Brune if (fminnorm > fMnorm) fminnorm = fMnorm; /* the minimum norm is now of F^M */ 27619653cdaSPeter Brune 2779f425c49SPeter Brune /* differences for selection and restart */ 27813a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) { 279b3c6a99cSPeter Brune ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,&xMnorm,NULL,&yMnorm,&xAnorm,&fAnorm,&yAnorm);CHKERRQ(ierr); 28013a62661SPeter Brune } else { 281b3c6a99cSPeter Brune ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,&xMnorm,NULL,&yMnorm,&xAnorm,&fAnorm,&yAnorm);CHKERRQ(ierr); 28213a62661SPeter Brune } 283189a9710SBarry Smith if (PetscIsInfOrNanReal(fAnorm)) { 284189a9710SBarry Smith snes->reason = SNES_DIVERGED_FNORM_NAN; 285189a9710SBarry Smith PetscFunctionReturn(0); 286189a9710SBarry Smith } 2871aa26658SKarl Rupp 2889f425c49SPeter Brune /* combination (additive) or selection (multiplicative) of the N-GMRES solution */ 289b3c6a99cSPeter 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); 29019653cdaSPeter Brune selectRestart = PETSC_FALSE; 29113a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) { 29221687c63SPeter Brune ierr = SNESNGMRESSelectRestart_Private(snes,l,fAnorm,dnorm,fminnorm,dminnorm,&selectRestart);CHKERRQ(ierr); 29328ed4a04SPeter Brune /* if the restart conditions persist for more than restart_it iterations, restart. */ 2941aa26658SKarl Rupp if (selectRestart) restart_count++; 2951aa26658SKarl Rupp else restart_count = 0; 29613a62661SPeter Brune } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) { 29713a62661SPeter Brune if (k_restart > ngmres->restart_periodic) { 29813a62661SPeter Brune if (ngmres->monitor) ierr = PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);CHKERRQ(ierr); 29913a62661SPeter Brune restart_count = ngmres->restart_it; 30013a62661SPeter Brune } 30113a62661SPeter Brune } 302b3c6a99cSPeter Brune ivec = k_restart % ngmres->msize; /* replace the last used part of the subspace */ 30328ed4a04SPeter Brune /* restart after restart conditions have persisted for a fixed number of iterations */ 30428ed4a04SPeter Brune if (restart_count >= ngmres->restart_it) { 305dfbf837cSBarry Smith if (ngmres->monitor) { 306dfbf837cSBarry Smith ierr = PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);CHKERRQ(ierr); 307dfbf837cSBarry Smith } 30828ed4a04SPeter Brune restart_count = 0; 30919653cdaSPeter Brune k_restart = 1; 31019653cdaSPeter Brune l = 1; 311b3c6a99cSPeter Brune ivec = 0; 31298b3e84cSPeter Brune /* q_{00} = nu */ 313fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,0,0,FM,fMnorm,XM);CHKERRQ(ierr); 314d2e16ddcSPeter Brune } else { 31598b3e84cSPeter Brune /* select the current size of the subspace */ 3161e633543SBarry Smith if (l < ngmres->msize) l++; 31719653cdaSPeter Brune k_restart++; 31898b3e84cSPeter Brune /* place the current entry in the list of previous entries */ 31938774f0aSPeter Brune if (ngmres->candidate) { 32038774f0aSPeter Brune if (fminnorm > fMnorm) fminnorm = fMnorm; 321fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fMnorm,XM);CHKERRQ(ierr); 322d2e16ddcSPeter Brune } else { 32338774f0aSPeter Brune if (fminnorm > fnorm) fminnorm = fnorm; 324fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,F,fnorm,X);CHKERRQ(ierr); 32519653cdaSPeter Brune } 326d2e16ddcSPeter Brune } 32719653cdaSPeter Brune 328e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 329087dfb9eSxuemin snes->iter = k; 330f109b39eSPeter Brune snes->norm = fnorm; 331e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 332a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,snes->norm,snes->iter);CHKERRQ(ierr); 3338409ca45SMatthew G Knepley ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 334b3c6a99cSPeter Brune ierr = (*snes->ops->converged)(snes,snes->iter,0,0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 335087dfb9eSxuemin if (snes->reason) PetscFunctionReturn(0); 336a312c225SMatthew G Knepley } 337a312c225SMatthew G Knepley snes->reason = SNES_DIVERGED_MAX_IT; 338a312c225SMatthew G Knepley PetscFunctionReturn(0); 339a312c225SMatthew G Knepley } 340a312c225SMatthew G Knepley 34113a62661SPeter Brune #undef __FUNCT__ 34213a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType" 34313a62661SPeter Brune /*@ 34413a62661SPeter Brune SNESNGMRESSetRestartType - Sets the restart type for SNESNGMRES. 34513a62661SPeter Brune 34613a62661SPeter Brune Logically Collective on SNES 34713a62661SPeter Brune 34813a62661SPeter Brune Input Parameters: 34913a62661SPeter Brune + snes - the iterative context 35013a62661SPeter Brune - rtype - restart type 35113a62661SPeter Brune 35213a62661SPeter Brune Options Database: 35313a62661SPeter Brune + -snes_ngmres_restart_type<difference,periodic,none> - set the restart type 3540c777b0cSPeter Brune - -snes_ngmres_restart[30] - sets the number of iterations before restart for periodic 35513a62661SPeter Brune 35613a62661SPeter Brune Level: intermediate 35713a62661SPeter Brune 35813a62661SPeter Brune SNESNGMRESRestartTypes: 35913a62661SPeter Brune + SNES_NGMRES_RESTART_NONE - never restart 36013a62661SPeter Brune . SNES_NGMRES_RESTART_DIFFERENCE - restart based upon difference criteria 36113a62661SPeter Brune - SNES_NGMRES_RESTART_PERIODIC - restart after a fixed number of iterations 36213a62661SPeter Brune 36313a62661SPeter Brune Notes: 36413a62661SPeter Brune The default line search used is the L2 line search and it requires two additional function evaluations. 36513a62661SPeter Brune 36613a62661SPeter Brune .keywords: SNES, SNESNGMRES, restart, type, set SNESLineSearch 36713a62661SPeter Brune @*/ 3680adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType(SNES snes,SNESNGMRESRestartType rtype) 3690adebc6cSBarry Smith { 37013a62661SPeter Brune PetscErrorCode ierr; 3715fd66863SKarl Rupp 37213a62661SPeter Brune PetscFunctionBegin; 37313a62661SPeter Brune PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 37413a62661SPeter Brune ierr = PetscTryMethod(snes,"SNESNGMRESSetRestartType_C",(SNES,SNESNGMRESRestartType),(snes,rtype));CHKERRQ(ierr); 37513a62661SPeter Brune PetscFunctionReturn(0); 37613a62661SPeter Brune } 37713a62661SPeter Brune 37813a62661SPeter Brune #undef __FUNCT__ 37913a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType" 38013a62661SPeter Brune /*@ 38113a62661SPeter Brune SNESNGMRESSetSelectType - Sets the selection type for SNESNGMRES. This determines how the candidate solution and 38213a62661SPeter Brune combined solution are used to create the next iterate. 38313a62661SPeter Brune 38413a62661SPeter Brune Logically Collective on SNES 38513a62661SPeter Brune 38613a62661SPeter Brune Input Parameters: 38713a62661SPeter Brune + snes - the iterative context 38813a62661SPeter Brune - stype - selection type 38913a62661SPeter Brune 39013a62661SPeter Brune Options Database: 39113a62661SPeter Brune . -snes_ngmres_select_type<difference,none,linesearch> 39213a62661SPeter Brune 39313a62661SPeter Brune Level: intermediate 39413a62661SPeter Brune 39513a62661SPeter Brune SNESNGMRESSelectTypes: 39613a62661SPeter Brune + SNES_NGMRES_SELECT_NONE - choose the combined solution all the time 39713a62661SPeter Brune . SNES_NGMRES_SELECT_DIFFERENCE - choose based upon the selection criteria 39813a62661SPeter Brune - SNES_NGMRES_SELECT_LINESEARCH - choose based upon line search combination 39913a62661SPeter Brune 40013a62661SPeter Brune Notes: 40113a62661SPeter Brune The default line search used is the L2 line search and it requires two additional function evaluations. 40213a62661SPeter Brune 40313a62661SPeter Brune .keywords: SNES, SNESNGMRES, selection, type, set SNESLineSearch 40413a62661SPeter Brune @*/ 4050adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType(SNES snes,SNESNGMRESSelectType stype) 4060adebc6cSBarry Smith { 40713a62661SPeter Brune PetscErrorCode ierr; 4085fd66863SKarl Rupp 40913a62661SPeter Brune PetscFunctionBegin; 41013a62661SPeter Brune PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 41113a62661SPeter Brune ierr = PetscTryMethod(snes,"SNESNGMRESSetSelectType_C",(SNES,SNESNGMRESSelectType),(snes,stype));CHKERRQ(ierr); 41213a62661SPeter Brune PetscFunctionReturn(0); 41313a62661SPeter Brune } 41413a62661SPeter Brune 41513a62661SPeter Brune #undef __FUNCT__ 41613a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType_NGMRES" 4170adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes,SNESNGMRESSelectType stype) 4180adebc6cSBarry Smith { 41913a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data; 4205fd66863SKarl Rupp 42113a62661SPeter Brune PetscFunctionBegin; 42213a62661SPeter Brune ngmres->select_type = stype; 42313a62661SPeter Brune PetscFunctionReturn(0); 42413a62661SPeter Brune } 42513a62661SPeter Brune 42613a62661SPeter Brune #undef __FUNCT__ 42713a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType_NGMRES" 4280adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes,SNESNGMRESRestartType rtype) 4290adebc6cSBarry Smith { 43013a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data; 4315fd66863SKarl Rupp 43213a62661SPeter Brune PetscFunctionBegin; 43313a62661SPeter Brune ngmres->restart_type = rtype; 43413a62661SPeter Brune PetscFunctionReturn(0); 43513a62661SPeter Brune } 43613a62661SPeter Brune 437dfbf837cSBarry Smith /*MC 4381867fe5bSPeter Brune SNESNGMRES - The Nonlinear Generalized Minimum Residual method. 439a312c225SMatthew G Knepley 440dfbf837cSBarry Smith Level: beginner 441dfbf837cSBarry Smith 4421867fe5bSPeter Brune Options Database: 44313a62661SPeter Brune + -snes_ngmres_select_type<difference,none,linesearch> - choose the select between candidate and combined solution 44438774f0aSPeter Brune . -snes_ngmres_restart_type<difference,none,periodic> - choose the restart conditions 44538774f0aSPeter Brune . -snes_ngmres_candidate - Use NGMRES variant which combines candidate solutions instead of actual solutions 44613a62661SPeter Brune . -snes_ngmres_m - Number of stored previous solutions and residuals 44713a62661SPeter Brune . -snes_ngmres_restart_it - Number of iterations the restart conditions hold before restart 44813a62661SPeter Brune . -snes_ngmres_gammaA - Residual tolerance for solution select between the candidate and combination 44913a62661SPeter Brune . -snes_ngmres_gammaC - Residual tolerance for restart 45013a62661SPeter Brune . -snes_ngmres_epsilonB - Difference tolerance between subsequent solutions triggering restart 45113a62661SPeter Brune . -snes_ngmres_deltaB - Difference tolerance between residuals triggering restart 45213a62661SPeter Brune . -snes_ngmres_monitor - Prints relevant information about the ngmres iteration 4535c3e6ab7SPeter Brune . -snes_linesearch_type <basic,l2,cp> - Line search type used for the default smoother 45413a62661SPeter Brune - -additive_snes_linesearch_type - linesearch type used to select between the candidate and combined solution with additive select type 4551867fe5bSPeter Brune 4561867fe5bSPeter Brune Notes: 4571867fe5bSPeter Brune 4581867fe5bSPeter Brune The N-GMRES method combines m previous solutions into a minimum-residual solution by solving a small linearized 4591867fe5bSPeter Brune optimization problem at each iteration. 4601867fe5bSPeter Brune 4611867fe5bSPeter Brune References: 4621867fe5bSPeter Brune 463dfbf837cSBarry Smith "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", C. W. Oosterlee and T. Washio, 464dfbf837cSBarry Smith SIAM Journal on Scientific Computing, 21(5), 2000. 465dfbf837cSBarry Smith 466dfbf837cSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types) 467dfbf837cSBarry Smith M*/ 468a312c225SMatthew G Knepley 469a312c225SMatthew G Knepley #undef __FUNCT__ 470a312c225SMatthew G Knepley #define __FUNCT__ "SNESCreate_NGMRES" 4718cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESCreate_NGMRES(SNES snes) 472a312c225SMatthew G Knepley { 473a312c225SMatthew G Knepley SNES_NGMRES *ngmres; 474a312c225SMatthew G Knepley PetscErrorCode ierr; 475a312c225SMatthew G Knepley 476a312c225SMatthew G Knepley PetscFunctionBegin; 477a312c225SMatthew G Knepley snes->ops->destroy = SNESDestroy_NGMRES; 478a312c225SMatthew G Knepley snes->ops->setup = SNESSetUp_NGMRES; 479a312c225SMatthew G Knepley snes->ops->setfromoptions = SNESSetFromOptions_NGMRES; 480a312c225SMatthew G Knepley snes->ops->view = SNESView_NGMRES; 481a312c225SMatthew G Knepley snes->ops->solve = SNESSolve_NGMRES; 482a312c225SMatthew G Knepley snes->ops->reset = SNESReset_NGMRES; 483a312c225SMatthew G Knepley 48442f4f86dSBarry Smith snes->usespc = PETSC_TRUE; 4852c155ee1SBarry Smith snes->usesksp = PETSC_FALSE; 48646159c86SPeter Brune snes->pcside = PC_RIGHT; 4872c155ee1SBarry Smith 488a312c225SMatthew G Knepley ierr = PetscNewLog(snes,SNES_NGMRES,&ngmres);CHKERRQ(ierr); 489a312c225SMatthew G Knepley snes->data = (void*) ngmres; 490d2e16ddcSPeter Brune ngmres->msize = 30; 49119653cdaSPeter Brune 49288976e71SPeter Brune if (!snes->tolerancesset) { 4930e444f03SPeter Brune snes->max_funcs = 30000; 4940e444f03SPeter Brune snes->max_its = 10000; 49588976e71SPeter Brune } 4960e444f03SPeter Brune 49738774f0aSPeter Brune ngmres->candidate = PETSC_FALSE; 498d2e16ddcSPeter Brune 4990298fd71SBarry Smith ngmres->additive_linesearch = NULL; 500077c4231SPeter Brune ngmres->approxfunc = PETSC_FALSE; 50128ed4a04SPeter Brune ngmres->restart_it = 2; 50213a62661SPeter Brune ngmres->restart_periodic = 30; 503f109b39eSPeter Brune ngmres->gammaA = 2.0; 504f109b39eSPeter Brune ngmres->gammaC = 2.0; 505cac108bcSPeter Brune ngmres->deltaB = 0.9; 506cac108bcSPeter Brune ngmres->epsilonB = 0.1; 507e7058c64SPeter Brune 50813a62661SPeter Brune ngmres->restart_type = SNES_NGMRES_RESTART_DIFFERENCE; 50913a62661SPeter Brune ngmres->select_type = SNES_NGMRES_SELECT_DIFFERENCE; 51013a62661SPeter Brune 511bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetSelectType_C",SNESNGMRESSetSelectType_NGMRES);CHKERRQ(ierr); 512bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetRestartType_C",SNESNGMRESSetRestartType_NGMRES);CHKERRQ(ierr); 513a312c225SMatthew G Knepley PetscFunctionReturn(0); 514a312c225SMatthew G Knepley } 51599e0435eSBarry Smith 516