xref: /petsc/src/snes/impls/ngmres/snesngmres.c (revision ddd40ce523a7cea6c5531ba94c3449af29fb68c1)
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   }
54fa0ddf94SBarry Smith   ierr = SNESSetWorkVecs(snes,5);CHKERRQ(ierr);
5578440776SJed Brown   if (!ngmres->Xdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Xdot);CHKERRQ(ierr);}
5678440776SJed Brown   if (!ngmres->Fdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Fdot);CHKERRQ(ierr);}
5778440776SJed Brown   if (!ngmres->setup_called) {
58087dfb9eSxuemin     msize = ngmres->msize;          /* restart size */
5919653cdaSPeter Brune     hsize = msize * msize;
60087dfb9eSxuemin 
6198b3e84cSPeter Brune     /* explicit least squares minimization solve */
6219653cdaSPeter Brune     ierr = PetscMalloc5(hsize,PetscScalar,&ngmres->h,
6319653cdaSPeter Brune                         msize,PetscScalar,&ngmres->beta,
6419653cdaSPeter Brune                         msize,PetscScalar,&ngmres->xi,
65f109b39eSPeter Brune                         msize,PetscReal, &ngmres->fnorms,
6619653cdaSPeter Brune                         hsize,PetscScalar,&ngmres->q);CHKERRQ(ierr);
6718aa0c0cSPeter Brune     if (ngmres->singlereduction) {
6818aa0c0cSPeter Brune       ierr = PetscMalloc(msize*sizeof(PetscReal),&ngmres->xnorms);CHKERRQ(ierr);
6918aa0c0cSPeter Brune     }
7019653cdaSPeter Brune     ngmres->nrhs  = 1;
7119653cdaSPeter Brune     ngmres->lda   = msize;
7219653cdaSPeter Brune     ngmres->ldb   = msize;
7319653cdaSPeter Brune     ierr          = PetscMalloc(msize*sizeof(PetscScalar),&ngmres->s);CHKERRQ(ierr);
7419653cdaSPeter Brune     ierr          = PetscMemzero(ngmres->h,   hsize*sizeof(PetscScalar));CHKERRQ(ierr);
7519653cdaSPeter Brune     ierr          = PetscMemzero(ngmres->q,   hsize*sizeof(PetscScalar));CHKERRQ(ierr);
7619653cdaSPeter Brune     ierr          = PetscMemzero(ngmres->xi,  msize*sizeof(PetscScalar));CHKERRQ(ierr);
7719653cdaSPeter Brune     ierr          = PetscMemzero(ngmres->beta,msize*sizeof(PetscScalar));CHKERRQ(ierr);
7819653cdaSPeter Brune     ngmres->lwork = 12*msize;
7919653cdaSPeter Brune #if PETSC_USE_COMPLEX
8022d28d08SBarry Smith     ierr = PetscMalloc(sizeof(PetscReal)*ngmres->lwork,&ngmres->rwork);CHKERRQ(ierr);
8119653cdaSPeter Brune #endif
8222d28d08SBarry Smith     ierr = PetscMalloc(sizeof(PetscScalar)*ngmres->lwork,&ngmres->work);CHKERRQ(ierr);
8378440776SJed Brown   }
84e7058c64SPeter Brune 
85e7058c64SPeter Brune   /* linesearch setup */
86e7058c64SPeter Brune   ierr = SNESGetOptionsPrefix(snes,&optionsprefix);CHKERRQ(ierr);
87e7058c64SPeter Brune 
8813a62661SPeter Brune   if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) {
89ce94432eSBarry Smith     ierr = SNESLineSearchCreate(PetscObjectComm((PetscObject)snes),&ngmres->additive_linesearch);CHKERRQ(ierr);
90f1c6b773SPeter Brune     ierr = SNESLineSearchSetSNES(ngmres->additive_linesearch,snes);CHKERRQ(ierr);
911a4f838cSPeter Brune     ierr = SNESLineSearchSetType(ngmres->additive_linesearch,SNESLINESEARCHL2);CHKERRQ(ierr);
92f1c6b773SPeter Brune     ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,"additive_");CHKERRQ(ierr);
93f1c6b773SPeter Brune     ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,optionsprefix);CHKERRQ(ierr);
94f1c6b773SPeter Brune     ierr = SNESLineSearchSetFromOptions(ngmres->additive_linesearch);CHKERRQ(ierr);
95e7058c64SPeter Brune   }
96e7058c64SPeter Brune 
9778440776SJed Brown   ngmres->setup_called = PETSC_TRUE;
98a312c225SMatthew G Knepley   PetscFunctionReturn(0);
99a312c225SMatthew G Knepley }
100a312c225SMatthew G Knepley 
101a312c225SMatthew G Knepley #undef __FUNCT__
102a312c225SMatthew G Knepley #define __FUNCT__ "SNESSetFromOptions_NGMRES"
103a312c225SMatthew G Knepley PetscErrorCode SNESSetFromOptions_NGMRES(SNES snes)
104a312c225SMatthew G Knepley {
105a312c225SMatthew G Knepley   SNES_NGMRES    *ngmres = (SNES_NGMRES*) snes->data;
106a312c225SMatthew G Knepley   PetscErrorCode ierr;
107dfbf837cSBarry Smith   PetscBool      debug;
108f1c6b773SPeter Brune   SNESLineSearch linesearch;
1090adebc6cSBarry Smith 
110a312c225SMatthew G Knepley   PetscFunctionBegin;
111a312c225SMatthew G Knepley   ierr = PetscOptionsHead("SNES NGMRES options");CHKERRQ(ierr);
11213a62661SPeter Brune   ierr = PetscOptionsEnum("-snes_ngmres_select_type","Select type","SNESNGMRESSetSelectType",SNESNGMRESSelectTypes,
1130298fd71SBarry Smith                           (PetscEnum)ngmres->select_type,(PetscEnum*)&ngmres->select_type,NULL);CHKERRQ(ierr);
11413a62661SPeter Brune   ierr = PetscOptionsEnum("-snes_ngmres_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes,
1150298fd71SBarry Smith                           (PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,NULL);CHKERRQ(ierr);
1160298fd71SBarry Smith   ierr = PetscOptionsBool("-snes_ngmres_candidate", "Use candidate storage",              "SNES",ngmres->candidate,&ngmres->candidate,NULL);CHKERRQ(ierr);
117077c4231SPeter Brune   ierr = PetscOptionsBool("-snes_ngmres_approxfunc","Linearly approximate the function", "SNES",ngmres->approxfunc,&ngmres->approxfunc,NULL);CHKERRQ(ierr);
1180298fd71SBarry Smith   ierr = PetscOptionsInt("-snes_ngmres_m",          "Number of directions",               "SNES",ngmres->msize,&ngmres->msize,NULL);CHKERRQ(ierr);
1190298fd71SBarry Smith   ierr = PetscOptionsInt("-snes_ngmres_restart",    "Iterations before forced restart",   "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,NULL);CHKERRQ(ierr);
1200298fd71SBarry Smith   ierr = PetscOptionsInt("-snes_ngmres_restart_it", "Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,NULL);CHKERRQ(ierr);
1210298fd71SBarry Smith   ierr = PetscOptionsBool("-snes_ngmres_monitor",   "Monitor actions of NGMRES",          "SNES",ngmres->monitor ? PETSC_TRUE : PETSC_FALSE,&debug,NULL);CHKERRQ(ierr);
122dfbf837cSBarry Smith   if (debug) {
123ce94432eSBarry Smith     ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));CHKERRQ(ierr);
124dfbf837cSBarry Smith   }
1250298fd71SBarry Smith   ierr = PetscOptionsReal("-snes_ngmres_gammaA",    "Residual selection constant",   "SNES",ngmres->gammaA,&ngmres->gammaA,NULL);CHKERRQ(ierr);
1260298fd71SBarry Smith   ierr = PetscOptionsReal("-snes_ngmres_gammaC",    "Residual restart constant",     "SNES",ngmres->gammaC,&ngmres->gammaC,NULL);CHKERRQ(ierr);
1270298fd71SBarry Smith   ierr = PetscOptionsReal("-snes_ngmres_epsilonB",  "Difference selection constant", "SNES",ngmres->epsilonB,&ngmres->epsilonB,NULL);CHKERRQ(ierr);
1280298fd71SBarry Smith   ierr = PetscOptionsReal("-snes_ngmres_deltaB",    "Difference residual selection constant", "SNES",ngmres->deltaB,&ngmres->deltaB,NULL);CHKERRQ(ierr);
1290298fd71SBarry Smith   ierr = PetscOptionsBool("-snes_ngmres_single_reduction", "Aggregate reductions",  "SNES",ngmres->singlereduction,&ngmres->singlereduction,NULL);CHKERRQ(ierr);
130a312c225SMatthew G Knepley   ierr = PetscOptionsTail();CHKERRQ(ierr);
1316a7cf640SPeter Brune   if ((ngmres->gammaA > ngmres->gammaC) && (ngmres->gammaC > 2.)) ngmres->gammaC = ngmres->gammaA;
1329e764e56SPeter Brune 
1339e764e56SPeter Brune   /* set the default type of the line search if the user hasn't already. */
1349e764e56SPeter Brune   if (!snes->linesearch) {
1357601faf0SJed Brown     ierr = SNESGetLineSearch(snes,&linesearch);CHKERRQ(ierr);
1361a4f838cSPeter Brune     ierr = SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);CHKERRQ(ierr);
1379e764e56SPeter Brune   }
138a312c225SMatthew G Knepley   PetscFunctionReturn(0);
139a312c225SMatthew G Knepley }
140a312c225SMatthew G Knepley 
141a312c225SMatthew G Knepley #undef __FUNCT__
142a312c225SMatthew G Knepley #define __FUNCT__ "SNESView_NGMRES"
143a312c225SMatthew G Knepley PetscErrorCode SNESView_NGMRES(SNES snes,PetscViewer viewer)
144a312c225SMatthew G Knepley {
145a312c225SMatthew G Knepley   SNES_NGMRES    *ngmres = (SNES_NGMRES*) snes->data;
146a312c225SMatthew G Knepley   PetscBool      iascii;
147a312c225SMatthew G Knepley   PetscErrorCode ierr;
148a312c225SMatthew G Knepley 
149a312c225SMatthew G Knepley   PetscFunctionBegin;
150251f4c67SDmitry Karpeev   ierr = PetscObjectTypeCompare((PetscObject) viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
151a312c225SMatthew G Knepley   if (iascii) {
152f109b39eSPeter Brune     ierr = PetscViewerASCIIPrintf(viewer,"  Number of stored past updates: %d\n", ngmres->msize);CHKERRQ(ierr);
153f109b39eSPeter Brune     ierr = PetscViewerASCIIPrintf(viewer,"  Residual selection: gammaA=%1.0e, gammaC=%1.0e\n",ngmres->gammaA,ngmres->gammaC);CHKERRQ(ierr);
154f109b39eSPeter Brune     ierr = PetscViewerASCIIPrintf(viewer,"  Difference restart: epsilonB=%1.0e, deltaB=%1.0e\n",ngmres->epsilonB,ngmres->deltaB);CHKERRQ(ierr);
155a312c225SMatthew G Knepley   }
156a312c225SMatthew G Knepley   PetscFunctionReturn(0);
157a312c225SMatthew G Knepley }
158a312c225SMatthew G Knepley 
159a312c225SMatthew G Knepley #undef __FUNCT__
160a312c225SMatthew G Knepley #define __FUNCT__ "SNESSolve_NGMRES"
161a312c225SMatthew G Knepley PetscErrorCode SNESSolve_NGMRES(SNES snes)
162a312c225SMatthew G Knepley {
16338774f0aSPeter Brune 
164087dfb9eSxuemin   SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data;
16598b3e84cSPeter Brune   /* present solution, residual, and preconditioned residual */
1669f425c49SPeter Brune   Vec X,F,B,D,Y;
167f109b39eSPeter Brune 
168f109b39eSPeter Brune   /* candidate linear combination answers */
169*ddd40ce5SPeter Brune   Vec XA,FA,XM,FM;
17019653cdaSPeter Brune 
17198b3e84cSPeter Brune   /* coefficients and RHS to the minimization problem */
17218aa0c0cSPeter Brune   PetscReal fnorm,fMnorm,fAnorm;
17338774f0aSPeter Brune   PetscInt  k,k_restart,l,ivec,restart_count = 0;
17419653cdaSPeter Brune 
17598b3e84cSPeter Brune   /* solution selection data */
17638774f0aSPeter Brune   PetscBool selectRestart;
17738774f0aSPeter Brune   PetscReal dnorm,dminnorm = 0.0;
178d484d688SPeter Brune   PetscReal fminnorm,xnorm,ynorm;
17919653cdaSPeter Brune 
1801e633543SBarry Smith   SNESConvergedReason reason;
18138774f0aSPeter Brune   PetscBool           lssucceed;
182a312c225SMatthew G Knepley   PetscErrorCode      ierr;
183a312c225SMatthew G Knepley 
184a312c225SMatthew G Knepley   PetscFunctionBegin;
18598b3e84cSPeter Brune   /* variable initialization */
186a312c225SMatthew G Knepley   snes->reason = SNES_CONVERGED_ITERATING;
187f109b39eSPeter Brune   X            = snes->vec_sol;
188f109b39eSPeter Brune   F            = snes->vec_func;
189f109b39eSPeter Brune   B            = snes->vec_rhs;
190f109b39eSPeter Brune   XA           = snes->vec_sol_update;
191f109b39eSPeter Brune   FA           = snes->work[0];
192f109b39eSPeter Brune   D            = snes->work[1];
193f109b39eSPeter Brune 
194f109b39eSPeter Brune   /* work for the line search */
195f109b39eSPeter Brune   Y  = snes->work[2];
1969f425c49SPeter Brune   XM = snes->work[3];
1979f425c49SPeter Brune   FM = snes->work[4];
198a312c225SMatthew G Knepley 
199ce8c27fbSBarry Smith   ierr       = PetscObjectAMSTakeAccess((PetscObject)snes);CHKERRQ(ierr);
200a312c225SMatthew G Knepley   snes->iter = 0;
201a312c225SMatthew G Knepley   snes->norm = 0.;
202ce8c27fbSBarry Smith   ierr       = PetscObjectAMSGrantAccess((PetscObject)snes);CHKERRQ(ierr);
20319653cdaSPeter Brune 
20498b3e84cSPeter Brune   /* initialization */
20519653cdaSPeter Brune 
2063a2ae377SPeter Brune   if (snes->pc && snes->pcside == PC_LEFT) {
2073a2ae377SPeter Brune     ierr = SNESApplyPC(snes,X,NULL,NULL,F);CHKERRQ(ierr);
2083a2ae377SPeter Brune     ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
2093a2ae377SPeter Brune     if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
2103a2ae377SPeter Brune       snes->reason = SNES_DIVERGED_INNER;
2113a2ae377SPeter Brune       PetscFunctionReturn(0);
2123a2ae377SPeter Brune     }
2133a2ae377SPeter Brune     ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);
2143a2ae377SPeter Brune   } else {
215e4ed7901SPeter Brune     if (!snes->vec_func_init_set) {
216f109b39eSPeter Brune       ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
217a312c225SMatthew G Knepley       if (snes->domainerror) {
218a312c225SMatthew G Knepley         snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
219a312c225SMatthew G Knepley         PetscFunctionReturn(0);
220a312c225SMatthew G Knepley       }
2211aa26658SKarl Rupp     } else snes->vec_func_init_set = PETSC_FALSE;
222e4ed7901SPeter Brune     if (!snes->norm_init_set) {
2233a2ae377SPeter Brune       /* convergence test */
224f109b39eSPeter Brune       ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);
225189a9710SBarry Smith       if (PetscIsInfOrNanReal(fnorm)) {
226189a9710SBarry Smith         snes->reason = SNES_DIVERGED_FNORM_NAN;
227189a9710SBarry Smith         PetscFunctionReturn(0);
228189a9710SBarry Smith       }
229e4ed7901SPeter Brune     } else {
230e4ed7901SPeter Brune       fnorm               = snes->norm_init;
231e4ed7901SPeter Brune       snes->norm_init_set = PETSC_FALSE;
232e4ed7901SPeter Brune     }
2333a2ae377SPeter Brune   }
234e4ed7901SPeter Brune   fminnorm = fnorm;
23519653cdaSPeter Brune 
23698b3e84cSPeter Brune   /* q_{00} = nu  */
23738774f0aSPeter Brune   SNESNGMRESUpdateSubspace_Private(snes,0,0,F,fnorm,X);
238087dfb9eSxuemin 
239ce8c27fbSBarry Smith   ierr       = PetscObjectAMSTakeAccess((PetscObject)snes);CHKERRQ(ierr);
240f109b39eSPeter Brune   snes->norm = fnorm;
241ce8c27fbSBarry Smith   ierr       = PetscObjectAMSGrantAccess((PetscObject)snes);CHKERRQ(ierr);
242a71f0d7dSBarry Smith   ierr       = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr);
243f109b39eSPeter Brune   ierr       = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);
244f109b39eSPeter Brune   ierr       = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
245a312c225SMatthew G Knepley   if (snes->reason) PetscFunctionReturn(0);
246a312c225SMatthew G Knepley 
24719653cdaSPeter Brune   k_restart = 1;
24819653cdaSPeter Brune   l         = 1;
24909c08436SPeter Brune   for (k=1; k < snes->max_its+1; k++) {
25098b3e84cSPeter Brune     /* select which vector of the stored subspace will be updated */
25198b3e84cSPeter Brune     ivec = k_restart % ngmres->msize; /* replace the last used part of the subspace */
25219653cdaSPeter Brune 
25398b3e84cSPeter Brune     /* Computation of x^M */
254c40d0f55SPeter Brune     if (snes->pc && snes->pcside == PC_RIGHT) {
2559f425c49SPeter Brune       ierr = VecCopy(X,XM);CHKERRQ(ierr);
256e4ed7901SPeter Brune       ierr = SNESSetInitialFunction(snes->pc,F);CHKERRQ(ierr);
257e4ed7901SPeter Brune       ierr = SNESSetInitialFunctionNorm(snes->pc,fnorm);CHKERRQ(ierr);
25863e7833aSPeter Brune 
25963e7833aSPeter Brune       ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr);
2609f425c49SPeter Brune       ierr = SNESSolve(snes->pc,B,XM);CHKERRQ(ierr);
26163e7833aSPeter Brune       ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr);
26263e7833aSPeter Brune 
2638cc86e31SPeter Brune       ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
2648cc86e31SPeter Brune       if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
2658cc86e31SPeter Brune         snes->reason = SNES_DIVERGED_INNER;
2668cc86e31SPeter Brune         PetscFunctionReturn(0);
2678cc86e31SPeter Brune       }
268*ddd40ce5SPeter Brune       ierr = SNESGetPCFunction(snes,FM,&fMnorm);CHKERRQ(ierr);
2698cc86e31SPeter Brune     } else {
270f109b39eSPeter Brune       /* no preconditioner -- just take gradient descent with line search */
271f109b39eSPeter Brune       ierr = VecCopy(F,Y);CHKERRQ(ierr);
272e7058c64SPeter Brune       ierr = VecCopy(F,FM);CHKERRQ(ierr);
273e7058c64SPeter Brune       ierr = VecCopy(X,XM);CHKERRQ(ierr);
2741aa26658SKarl Rupp 
275e7058c64SPeter Brune       fMnorm = fnorm;
2761aa26658SKarl Rupp 
277f1c6b773SPeter Brune       ierr = SNESLineSearchApply(snes->linesearch,XM,FM,&fMnorm,Y);CHKERRQ(ierr);
278f1c6b773SPeter Brune       ierr = SNESLineSearchGetSuccess(snes->linesearch,&lssucceed);CHKERRQ(ierr);
279f109b39eSPeter Brune       if (!lssucceed) {
280f109b39eSPeter Brune         if (++snes->numFailures >= snes->maxFailures) {
281f109b39eSPeter Brune           snes->reason = SNES_DIVERGED_LINE_SEARCH;
282f109b39eSPeter Brune           PetscFunctionReturn(0);
283f109b39eSPeter Brune         }
284f109b39eSPeter Brune       }
2856634f59bSPeter Brune     }
286f6408107SPeter Brune     ierr = SNESNGMRESFormCombinedSolution_Private(snes,l,XM,FM,fMnorm,X,XA,FA);CHKERRQ(ierr);
28798b3e84cSPeter Brune     /* r = F(x) */
2889f425c49SPeter Brune     if (fminnorm > fMnorm) fminnorm = fMnorm;  /* the minimum norm is now of F^M */
28919653cdaSPeter Brune 
2909f425c49SPeter Brune     /* differences for selection and restart */
29113a62661SPeter Brune     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) {
292fa8c639aSPeter Brune       ierr = SNESNGMRESCalculateDifferences_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,&fAnorm);CHKERRQ(ierr);
29313a62661SPeter Brune     } else {
29413a62661SPeter Brune       ierr = VecNorm(FA,NORM_2,&fAnorm);CHKERRQ(ierr);
29513a62661SPeter Brune     }
296189a9710SBarry Smith     if (PetscIsInfOrNanReal(fAnorm)) {
297189a9710SBarry Smith       snes->reason = SNES_DIVERGED_FNORM_NAN;
298189a9710SBarry Smith       PetscFunctionReturn(0);
299189a9710SBarry Smith     }
3001aa26658SKarl Rupp 
3019f425c49SPeter Brune     /* combination (additive) or selection (multiplicative) of the N-GMRES solution */
302fa8c639aSPeter Brune     ierr          = SNESNGMRESSelect_Private(snes,k_restart,XM,FM,fMnorm,XA,FA,fAnorm,dnorm,fminnorm,dminnorm,X,F,Y,&fnorm);CHKERRQ(ierr);
30319653cdaSPeter Brune     selectRestart = PETSC_FALSE;
30413a62661SPeter Brune     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) {
30521687c63SPeter Brune       ierr = SNESNGMRESSelectRestart_Private(snes,l,fAnorm,dnorm,fminnorm,dminnorm,&selectRestart);CHKERRQ(ierr);
30628ed4a04SPeter Brune       /* if the restart conditions persist for more than restart_it iterations, restart. */
3071aa26658SKarl Rupp       if (selectRestart) restart_count++;
3081aa26658SKarl Rupp       else restart_count = 0;
30913a62661SPeter Brune     } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) {
31013a62661SPeter Brune       if (k_restart > ngmres->restart_periodic) {
31113a62661SPeter Brune         if (ngmres->monitor) ierr = PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);CHKERRQ(ierr);
31213a62661SPeter Brune         restart_count = ngmres->restart_it;
31313a62661SPeter Brune       }
31413a62661SPeter Brune     }
31528ed4a04SPeter Brune     /* restart after restart conditions have persisted for a fixed number of iterations */
31628ed4a04SPeter Brune     if (restart_count >= ngmres->restart_it) {
317dfbf837cSBarry Smith       if (ngmres->monitor) {
318dfbf837cSBarry Smith         ierr = PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);CHKERRQ(ierr);
319dfbf837cSBarry Smith       }
32028ed4a04SPeter Brune       restart_count = 0;
32119653cdaSPeter Brune       k_restart     = 1;
32219653cdaSPeter Brune       l             = 1;
32398b3e84cSPeter Brune       /* q_{00} = nu */
32438774f0aSPeter Brune       if (ngmres->candidate) {
325fa8c639aSPeter Brune         ierr = SNESNGMRESUpdateSubspace_Private(snes,0,0,FM,fMnorm,XM);CHKERRQ(ierr);
326d2e16ddcSPeter Brune       } else {
327fa8c639aSPeter Brune         ierr = SNESNGMRESUpdateSubspace_Private(snes,0,0,F,fMnorm,X);CHKERRQ(ierr);
328d2e16ddcSPeter Brune       }
32919653cdaSPeter Brune     } else {
33098b3e84cSPeter Brune       /* select the current size of the subspace */
3311e633543SBarry Smith       if (l < ngmres->msize) l++;
33219653cdaSPeter Brune       k_restart++;
33398b3e84cSPeter Brune       /* place the current entry in the list of previous entries */
33438774f0aSPeter Brune       if (ngmres->candidate) {
33538774f0aSPeter Brune         if (fminnorm > fMnorm) fminnorm = fMnorm;
336fa8c639aSPeter Brune         ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fMnorm,XM);CHKERRQ(ierr);
337d2e16ddcSPeter Brune       } else {
33838774f0aSPeter Brune         if (fminnorm > fnorm) fminnorm = fnorm;
339fa8c639aSPeter Brune         ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,F,fnorm,X);CHKERRQ(ierr);
34019653cdaSPeter Brune       }
341d2e16ddcSPeter Brune     }
34219653cdaSPeter Brune 
343ce8c27fbSBarry Smith     ierr       = PetscObjectAMSTakeAccess((PetscObject)snes);CHKERRQ(ierr);
344087dfb9eSxuemin     snes->iter = k;
345f109b39eSPeter Brune     snes->norm = fnorm;
346ce8c27fbSBarry Smith     ierr = PetscObjectAMSGrantAccess((PetscObject)snes);CHKERRQ(ierr);
347a71f0d7dSBarry Smith     ierr = SNESLogConvergenceHistory(snes,snes->norm,snes->iter);CHKERRQ(ierr);
3488409ca45SMatthew G Knepley     ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
349d484d688SPeter Brune     ierr = VecNormBegin(Y,NORM_2,&ynorm);CHKERRQ(ierr);
350d484d688SPeter Brune     ierr = VecNormBegin(X,NORM_2,&xnorm);CHKERRQ(ierr);
351d484d688SPeter Brune     ierr = VecNormEnd(Y,NORM_2,&ynorm);CHKERRQ(ierr);
352d484d688SPeter Brune     ierr = VecNormEnd(X,NORM_2,&xnorm);CHKERRQ(ierr);
353d484d688SPeter Brune     ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
354087dfb9eSxuemin     if (snes->reason) PetscFunctionReturn(0);
355a312c225SMatthew G Knepley   }
356a312c225SMatthew G Knepley   snes->reason = SNES_DIVERGED_MAX_IT;
357a312c225SMatthew G Knepley   PetscFunctionReturn(0);
358a312c225SMatthew G Knepley }
359a312c225SMatthew G Knepley 
36013a62661SPeter Brune #undef __FUNCT__
36113a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType"
36213a62661SPeter Brune /*@
36313a62661SPeter Brune     SNESNGMRESSetRestartType - Sets the restart type for SNESNGMRES.
36413a62661SPeter Brune 
36513a62661SPeter Brune     Logically Collective on SNES
36613a62661SPeter Brune 
36713a62661SPeter Brune     Input Parameters:
36813a62661SPeter Brune +   snes - the iterative context
36913a62661SPeter Brune -   rtype - restart type
37013a62661SPeter Brune 
37113a62661SPeter Brune     Options Database:
37213a62661SPeter Brune +   -snes_ngmres_restart_type<difference,periodic,none> - set the restart type
3730c777b0cSPeter Brune -   -snes_ngmres_restart[30] - sets the number of iterations before restart for periodic
37413a62661SPeter Brune 
37513a62661SPeter Brune     Level: intermediate
37613a62661SPeter Brune 
37713a62661SPeter Brune     SNESNGMRESRestartTypes:
37813a62661SPeter Brune +   SNES_NGMRES_RESTART_NONE - never restart
37913a62661SPeter Brune .   SNES_NGMRES_RESTART_DIFFERENCE - restart based upon difference criteria
38013a62661SPeter Brune -   SNES_NGMRES_RESTART_PERIODIC - restart after a fixed number of iterations
38113a62661SPeter Brune 
38213a62661SPeter Brune     Notes:
38313a62661SPeter Brune     The default line search used is the L2 line search and it requires two additional function evaluations.
38413a62661SPeter Brune 
38513a62661SPeter Brune .keywords: SNES, SNESNGMRES, restart, type, set SNESLineSearch
38613a62661SPeter Brune @*/
3870adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType(SNES snes,SNESNGMRESRestartType rtype)
3880adebc6cSBarry Smith {
38913a62661SPeter Brune   PetscErrorCode ierr;
3905fd66863SKarl Rupp 
39113a62661SPeter Brune   PetscFunctionBegin;
39213a62661SPeter Brune   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
39313a62661SPeter Brune   ierr = PetscTryMethod(snes,"SNESNGMRESSetRestartType_C",(SNES,SNESNGMRESRestartType),(snes,rtype));CHKERRQ(ierr);
39413a62661SPeter Brune   PetscFunctionReturn(0);
39513a62661SPeter Brune }
39613a62661SPeter Brune 
39713a62661SPeter Brune #undef __FUNCT__
39813a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType"
39913a62661SPeter Brune /*@
40013a62661SPeter Brune     SNESNGMRESSetSelectType - Sets the selection type for SNESNGMRES.  This determines how the candidate solution and
40113a62661SPeter Brune     combined solution are used to create the next iterate.
40213a62661SPeter Brune 
40313a62661SPeter Brune     Logically Collective on SNES
40413a62661SPeter Brune 
40513a62661SPeter Brune     Input Parameters:
40613a62661SPeter Brune +   snes - the iterative context
40713a62661SPeter Brune -   stype - selection type
40813a62661SPeter Brune 
40913a62661SPeter Brune     Options Database:
41013a62661SPeter Brune .   -snes_ngmres_select_type<difference,none,linesearch>
41113a62661SPeter Brune 
41213a62661SPeter Brune     Level: intermediate
41313a62661SPeter Brune 
41413a62661SPeter Brune     SNESNGMRESSelectTypes:
41513a62661SPeter Brune +   SNES_NGMRES_SELECT_NONE - choose the combined solution all the time
41613a62661SPeter Brune .   SNES_NGMRES_SELECT_DIFFERENCE - choose based upon the selection criteria
41713a62661SPeter Brune -   SNES_NGMRES_SELECT_LINESEARCH - choose based upon line search combination
41813a62661SPeter Brune 
41913a62661SPeter Brune     Notes:
42013a62661SPeter Brune     The default line search used is the L2 line search and it requires two additional function evaluations.
42113a62661SPeter Brune 
42213a62661SPeter Brune .keywords: SNES, SNESNGMRES, selection, type, set SNESLineSearch
42313a62661SPeter Brune @*/
4240adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType(SNES snes,SNESNGMRESSelectType stype)
4250adebc6cSBarry Smith {
42613a62661SPeter Brune   PetscErrorCode ierr;
4275fd66863SKarl Rupp 
42813a62661SPeter Brune   PetscFunctionBegin;
42913a62661SPeter Brune   PetscValidHeaderSpecific(snes,SNES_CLASSID,1);
43013a62661SPeter Brune   ierr = PetscTryMethod(snes,"SNESNGMRESSetSelectType_C",(SNES,SNESNGMRESSelectType),(snes,stype));CHKERRQ(ierr);
43113a62661SPeter Brune   PetscFunctionReturn(0);
43213a62661SPeter Brune }
43313a62661SPeter Brune 
43413a62661SPeter Brune #undef __FUNCT__
43513a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType_NGMRES"
4360adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes,SNESNGMRESSelectType stype)
4370adebc6cSBarry Smith {
43813a62661SPeter Brune   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;
4395fd66863SKarl Rupp 
44013a62661SPeter Brune   PetscFunctionBegin;
44113a62661SPeter Brune   ngmres->select_type = stype;
44213a62661SPeter Brune   PetscFunctionReturn(0);
44313a62661SPeter Brune }
44413a62661SPeter Brune 
44513a62661SPeter Brune #undef __FUNCT__
44613a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType_NGMRES"
4470adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes,SNESNGMRESRestartType rtype)
4480adebc6cSBarry Smith {
44913a62661SPeter Brune   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;
4505fd66863SKarl Rupp 
45113a62661SPeter Brune   PetscFunctionBegin;
45213a62661SPeter Brune   ngmres->restart_type = rtype;
45313a62661SPeter Brune   PetscFunctionReturn(0);
45413a62661SPeter Brune }
45513a62661SPeter Brune 
456dfbf837cSBarry Smith /*MC
4571867fe5bSPeter Brune   SNESNGMRES - The Nonlinear Generalized Minimum Residual method.
458a312c225SMatthew G Knepley 
459dfbf837cSBarry Smith    Level: beginner
460dfbf837cSBarry Smith 
4611867fe5bSPeter Brune    Options Database:
46213a62661SPeter Brune +  -snes_ngmres_select_type<difference,none,linesearch> - choose the select between candidate and combined solution
46338774f0aSPeter Brune .  -snes_ngmres_restart_type<difference,none,periodic> - choose the restart conditions
46438774f0aSPeter Brune .  -snes_ngmres_candidate        - Use NGMRES variant which combines candidate solutions instead of actual solutions
46513a62661SPeter Brune .  -snes_ngmres_m                - Number of stored previous solutions and residuals
46613a62661SPeter Brune .  -snes_ngmres_restart_it       - Number of iterations the restart conditions hold before restart
46713a62661SPeter Brune .  -snes_ngmres_gammaA           - Residual tolerance for solution select between the candidate and combination
46813a62661SPeter Brune .  -snes_ngmres_gammaC           - Residual tolerance for restart
46913a62661SPeter Brune .  -snes_ngmres_epsilonB         - Difference tolerance between subsequent solutions triggering restart
47013a62661SPeter Brune .  -snes_ngmres_deltaB           - Difference tolerance between residuals triggering restart
47113a62661SPeter Brune .  -snes_ngmres_monitor          - Prints relevant information about the ngmres iteration
4725c3e6ab7SPeter Brune .  -snes_linesearch_type <basic,l2,cp> - Line search type used for the default smoother
47313a62661SPeter Brune -  -additive_snes_linesearch_type - linesearch type used to select between the candidate and combined solution with additive select type
4741867fe5bSPeter Brune 
4751867fe5bSPeter Brune    Notes:
4761867fe5bSPeter Brune 
4771867fe5bSPeter Brune    The N-GMRES method combines m previous solutions into a minimum-residual solution by solving a small linearized
4781867fe5bSPeter Brune    optimization problem at each iteration.
4791867fe5bSPeter Brune 
4801867fe5bSPeter Brune    References:
4811867fe5bSPeter Brune 
482dfbf837cSBarry Smith    "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", C. W. Oosterlee and T. Washio,
483dfbf837cSBarry Smith    SIAM Journal on Scientific Computing, 21(5), 2000.
484dfbf837cSBarry Smith 
485dfbf837cSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types)
486dfbf837cSBarry Smith M*/
487a312c225SMatthew G Knepley 
488a312c225SMatthew G Knepley #undef __FUNCT__
489a312c225SMatthew G Knepley #define __FUNCT__ "SNESCreate_NGMRES"
4908cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESCreate_NGMRES(SNES snes)
491a312c225SMatthew G Knepley {
492a312c225SMatthew G Knepley   SNES_NGMRES    *ngmres;
493a312c225SMatthew G Knepley   PetscErrorCode ierr;
494a312c225SMatthew G Knepley 
495a312c225SMatthew G Knepley   PetscFunctionBegin;
496a312c225SMatthew G Knepley   snes->ops->destroy        = SNESDestroy_NGMRES;
497a312c225SMatthew G Knepley   snes->ops->setup          = SNESSetUp_NGMRES;
498a312c225SMatthew G Knepley   snes->ops->setfromoptions = SNESSetFromOptions_NGMRES;
499a312c225SMatthew G Knepley   snes->ops->view           = SNESView_NGMRES;
500a312c225SMatthew G Knepley   snes->ops->solve          = SNESSolve_NGMRES;
501a312c225SMatthew G Knepley   snes->ops->reset          = SNESReset_NGMRES;
502a312c225SMatthew G Knepley 
50342f4f86dSBarry Smith   snes->usespc   = PETSC_TRUE;
5042c155ee1SBarry Smith   snes->usesksp  = PETSC_FALSE;
50546159c86SPeter Brune   snes->pcside   = PC_RIGHT;
50646159c86SPeter Brune   snes->functype = SNES_FUNCTION_PRECONDITIONED;
5072c155ee1SBarry Smith 
508a312c225SMatthew G Knepley   ierr          = PetscNewLog(snes,SNES_NGMRES,&ngmres);CHKERRQ(ierr);
509a312c225SMatthew G Knepley   snes->data    = (void*) ngmres;
510d2e16ddcSPeter Brune   ngmres->msize = 30;
51119653cdaSPeter Brune 
51288976e71SPeter Brune   if (!snes->tolerancesset) {
5130e444f03SPeter Brune     snes->max_funcs = 30000;
5140e444f03SPeter Brune     snes->max_its   = 10000;
51588976e71SPeter Brune   }
5160e444f03SPeter Brune 
51738774f0aSPeter Brune   ngmres->candidate = PETSC_FALSE;
518d2e16ddcSPeter Brune 
5190298fd71SBarry Smith   ngmres->additive_linesearch = NULL;
520077c4231SPeter Brune   ngmres->approxfunc       = PETSC_FALSE;
52128ed4a04SPeter Brune   ngmres->restart_it       = 2;
52213a62661SPeter Brune   ngmres->restart_periodic = 30;
523f109b39eSPeter Brune   ngmres->gammaA           = 2.0;
524f109b39eSPeter Brune   ngmres->gammaC           = 2.0;
525cac108bcSPeter Brune   ngmres->deltaB           = 0.9;
526cac108bcSPeter Brune   ngmres->epsilonB         = 0.1;
527e7058c64SPeter Brune 
52813a62661SPeter Brune   ngmres->restart_type = SNES_NGMRES_RESTART_DIFFERENCE;
52913a62661SPeter Brune   ngmres->select_type  = SNES_NGMRES_SELECT_DIFFERENCE;
53013a62661SPeter Brune 
531bdf89e91SBarry Smith   ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetSelectType_C",SNESNGMRESSetSelectType_NGMRES);CHKERRQ(ierr);
532bdf89e91SBarry Smith   ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetRestartType_C",SNESNGMRESSetRestartType_NGMRES);CHKERRQ(ierr);
533a312c225SMatthew G Knepley   PetscFunctionReturn(0);
534a312c225SMatthew G Knepley }
53599e0435eSBarry Smith 
536