xref: /petsc/src/snes/impls/ngmres/snesngmres.c (revision dcca6d9d80ebd869fe6029bd05a3aa9faafef49e)
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