1a312c225SMatthew G Knepley /* Defines the basic SNES object */ 219653cdaSPeter Brune #include <../src/snes/impls/ngmres/snesngmres.h> 319653cdaSPeter Brune #include <petscblaslapack.h> 4a312c225SMatthew G Knepley 5a312c225SMatthew G Knepley #undef __FUNCT__ 6a312c225SMatthew G Knepley #define __FUNCT__ "SNESReset_NGMRES" 7a312c225SMatthew G Knepley PetscErrorCode SNESReset_NGMRES(SNES snes) 8a312c225SMatthew G Knepley { 9a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 10a312c225SMatthew G Knepley PetscErrorCode ierr; 11a312c225SMatthew G Knepley 12a312c225SMatthew G Knepley PetscFunctionBegin; 13f109b39eSPeter Brune ierr = VecDestroyVecs(ngmres->msize, &ngmres->Fdot);CHKERRQ(ierr); 14f109b39eSPeter Brune ierr = VecDestroyVecs(ngmres->msize, &ngmres->Xdot);CHKERRQ(ierr); 15a312c225SMatthew G Knepley PetscFunctionReturn(0); 16a312c225SMatthew G Knepley } 17a312c225SMatthew G Knepley 18a312c225SMatthew G Knepley #undef __FUNCT__ 19a312c225SMatthew G Knepley #define __FUNCT__ "SNESDestroy_NGMRES" 20a312c225SMatthew G Knepley PetscErrorCode SNESDestroy_NGMRES(SNES snes) 21a312c225SMatthew G Knepley { 22a312c225SMatthew G Knepley PetscErrorCode ierr; 2378440776SJed Brown SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data; 24a312c225SMatthew G Knepley 25a312c225SMatthew G Knepley PetscFunctionBegin; 26a312c225SMatthew G Knepley ierr = SNESReset_NGMRES(snes);CHKERRQ(ierr); 27f109b39eSPeter Brune ierr = PetscFree5(ngmres->h, ngmres->beta, ngmres->xi, ngmres->fnorms, ngmres->q);CHKERRQ(ierr); 2819653cdaSPeter Brune ierr = PetscFree(ngmres->s);CHKERRQ(ierr); 2919653cdaSPeter Brune #if PETSC_USE_COMPLEX 3019653cdaSPeter Brune ierr = PetscFree(ngmres->rwork); 3119653cdaSPeter Brune #endif 3219653cdaSPeter Brune ierr = PetscFree(ngmres->work); 3319653cdaSPeter Brune ierr = PetscFree(snes->data); 34a312c225SMatthew G Knepley PetscFunctionReturn(0); 35a312c225SMatthew G Knepley } 36a312c225SMatthew G Knepley 37a312c225SMatthew G Knepley #undef __FUNCT__ 38a312c225SMatthew G Knepley #define __FUNCT__ "SNESSetUp_NGMRES" 39a312c225SMatthew G Knepley PetscErrorCode SNESSetUp_NGMRES(SNES snes) 40a312c225SMatthew G Knepley { 41a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES *) snes->data; 4219653cdaSPeter Brune PetscInt msize,hsize; 43a312c225SMatthew G Knepley PetscErrorCode ierr; 44a312c225SMatthew G Knepley 45a312c225SMatthew G Knepley PetscFunctionBegin; 4678440776SJed Brown ierr = SNESDefaultGetWork(snes,5);CHKERRQ(ierr); 4778440776SJed Brown if (!ngmres->Xdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Xdot);CHKERRQ(ierr);} 4878440776SJed Brown if (!ngmres->Fdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Fdot);CHKERRQ(ierr);} 4978440776SJed Brown if (!ngmres->setup_called) { 50087dfb9eSxuemin msize = ngmres->msize; /* restart size */ 5119653cdaSPeter Brune hsize = msize * msize; 52087dfb9eSxuemin 5398b3e84cSPeter Brune /* explicit least squares minimization solve */ 5419653cdaSPeter Brune ierr = PetscMalloc5(hsize,PetscScalar,&ngmres->h, 5519653cdaSPeter Brune msize,PetscScalar,&ngmres->beta, 5619653cdaSPeter Brune msize,PetscScalar,&ngmres->xi, 57f109b39eSPeter Brune msize,PetscReal, &ngmres->fnorms, 5819653cdaSPeter Brune hsize,PetscScalar,&ngmres->q);CHKERRQ(ierr); 5919653cdaSPeter Brune ngmres->nrhs = 1; 6019653cdaSPeter Brune ngmres->lda = msize; 6119653cdaSPeter Brune ngmres->ldb = msize; 6219653cdaSPeter Brune ierr = PetscMalloc(msize*sizeof(PetscScalar),&ngmres->s);CHKERRQ(ierr); 6319653cdaSPeter Brune ierr = PetscMemzero(ngmres->h, hsize*sizeof(PetscScalar));CHKERRQ(ierr); 6419653cdaSPeter Brune ierr = PetscMemzero(ngmres->q, hsize*sizeof(PetscScalar));CHKERRQ(ierr); 6519653cdaSPeter Brune ierr = PetscMemzero(ngmres->xi, msize*sizeof(PetscScalar));CHKERRQ(ierr); 6619653cdaSPeter Brune ierr = PetscMemzero(ngmres->beta,msize*sizeof(PetscScalar));CHKERRQ(ierr); 6719653cdaSPeter Brune ngmres->lwork = 12*msize; 6819653cdaSPeter Brune #if PETSC_USE_COMPLEX 6919653cdaSPeter Brune ierr = PetscMalloc(sizeof(PetscReal)*ngmres->lwork,&ngmres->rwork); 7019653cdaSPeter Brune #endif 7119653cdaSPeter Brune ierr = PetscMalloc(sizeof(PetscScalar)*ngmres->lwork,&ngmres->work); 7278440776SJed Brown } 7378440776SJed Brown ngmres->setup_called = PETSC_TRUE; 74a312c225SMatthew G Knepley PetscFunctionReturn(0); 75a312c225SMatthew G Knepley } 76a312c225SMatthew G Knepley 77a312c225SMatthew G Knepley #undef __FUNCT__ 78a312c225SMatthew G Knepley #define __FUNCT__ "SNESSetFromOptions_NGMRES" 79a312c225SMatthew G Knepley PetscErrorCode SNESSetFromOptions_NGMRES(SNES snes) 80a312c225SMatthew G Knepley { 81a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES *) snes->data; 82a312c225SMatthew G Knepley PetscErrorCode ierr; 83dfbf837cSBarry Smith PetscBool debug; 84a312c225SMatthew G Knepley 85a312c225SMatthew G Knepley PetscFunctionBegin; 86a312c225SMatthew G Knepley ierr = PetscOptionsHead("SNES NGMRES options");CHKERRQ(ierr); 879f425c49SPeter Brune ierr = PetscOptionsBool("-snes_ngmres_additive", "Use additive variant vs. choice", "SNES", ngmres->additive, &ngmres->additive, PETSC_NULL);CHKERRQ(ierr); 88d2e16ddcSPeter Brune ierr = PetscOptionsBool("-snes_ngmres_anderson", "Use Anderson mixing storage", "SNES", ngmres->anderson, &ngmres->anderson, PETSC_NULL);CHKERRQ(ierr); 8919653cdaSPeter Brune ierr = PetscOptionsInt("-snes_ngmres_m", "Number of directions", "SNES", ngmres->msize, &ngmres->msize, PETSC_NULL);CHKERRQ(ierr); 9028ed4a04SPeter Brune ierr = PetscOptionsInt("-snes_ngmres_restart_it","Tolerance iterations before restart","SNES", ngmres->restart_it, &ngmres->restart_it, PETSC_NULL);CHKERRQ(ierr); 91dfbf837cSBarry Smith ierr = PetscOptionsBool("-snes_ngmres_monitor", "Monitor actions of NGMRES", "SNES", ngmres->monitor ? PETSC_TRUE: PETSC_FALSE, &debug, PETSC_NULL);CHKERRQ(ierr); 92dfbf837cSBarry Smith if (debug) { 93dfbf837cSBarry Smith ngmres->monitor = PETSC_VIEWER_STDOUT_(((PetscObject)snes)->comm);CHKERRQ(ierr); 94dfbf837cSBarry Smith } 956a7cf640SPeter Brune ierr = PetscOptionsReal("-snes_ngmres_gammaA", "Residual selection constant", "SNES", ngmres->gammaA, &ngmres->gammaA, PETSC_NULL);CHKERRQ(ierr); 966a7cf640SPeter Brune ierr = PetscOptionsReal("-snes_ngmres_gammaC", " Residual restart constant", "SNES", ngmres->gammaC, &ngmres->gammaC, PETSC_NULL);CHKERRQ(ierr); 976a7cf640SPeter Brune ierr = PetscOptionsReal("-snes_ngmres_epsilonB", "Difference selection constant", "SNES", ngmres->epsilonB, &ngmres->epsilonB, PETSC_NULL);CHKERRQ(ierr); 986a7cf640SPeter Brune ierr = PetscOptionsReal("-snes_ngmres_deltaB", "Difference residual selection constant", "SNES", ngmres->deltaB, &ngmres->deltaB, PETSC_NULL);CHKERRQ(ierr); 99a312c225SMatthew G Knepley ierr = PetscOptionsTail();CHKERRQ(ierr); 1006a7cf640SPeter Brune if ((ngmres->gammaA > ngmres->gammaC) && (ngmres->gammaC > 2.)) ngmres->gammaC = ngmres->gammaA; 101a312c225SMatthew G Knepley PetscFunctionReturn(0); 102a312c225SMatthew G Knepley } 103a312c225SMatthew G Knepley 104a312c225SMatthew G Knepley #undef __FUNCT__ 105a312c225SMatthew G Knepley #define __FUNCT__ "SNESView_NGMRES" 106a312c225SMatthew G Knepley PetscErrorCode SNESView_NGMRES(SNES snes, PetscViewer viewer) 107a312c225SMatthew G Knepley { 108a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES *) snes->data; 109a312c225SMatthew G Knepley PetscBool iascii; 110f109b39eSPeter Brune const char *cstr; 111a312c225SMatthew G Knepley PetscErrorCode ierr; 112a312c225SMatthew G Knepley 113a312c225SMatthew G Knepley PetscFunctionBegin; 114a312c225SMatthew G Knepley ierr = PetscTypeCompare((PetscObject) viewer, PETSCVIEWERASCII, &iascii);CHKERRQ(ierr); 115a312c225SMatthew G Knepley if (iascii) { 116f109b39eSPeter Brune cstr = SNESLineSearchTypeName(snes->ls_type); 117f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer, " line search variant: %s\n",cstr);CHKERRQ(ierr); 118f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer, " Number of stored past updates: %d\n", ngmres->msize);CHKERRQ(ierr); 119f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer, " Residual selection: gammaA=%1.0e, gammaC=%1.0e\n", ngmres->gammaA, ngmres->gammaC);CHKERRQ(ierr); 120f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer, " Difference restart: epsilonB=%1.0e, deltaB=%1.0e\n", ngmres->epsilonB, ngmres->deltaB);CHKERRQ(ierr); 121a312c225SMatthew G Knepley } 122a312c225SMatthew G Knepley PetscFunctionReturn(0); 123a312c225SMatthew G Knepley } 124a312c225SMatthew G Knepley 125f109b39eSPeter Brune EXTERN_C_BEGIN 126f109b39eSPeter Brune #undef __FUNCT__ 127f109b39eSPeter Brune #define __FUNCT__ "SNESLineSearchSetType_NGMRES" 128f109b39eSPeter Brune PetscErrorCode SNESLineSearchSetType_NGMRES(SNES snes, SNESLineSearchType type) 129f109b39eSPeter Brune { 130f109b39eSPeter Brune PetscErrorCode ierr; 131f109b39eSPeter Brune PetscFunctionBegin; 132f109b39eSPeter Brune 133f109b39eSPeter Brune switch (type) { 134f109b39eSPeter Brune case SNES_LS_BASIC: 135f109b39eSPeter Brune ierr = SNESLineSearchSet(snes,SNESLineSearchNo,PETSC_NULL);CHKERRQ(ierr); 136f109b39eSPeter Brune break; 137f109b39eSPeter Brune case SNES_LS_BASIC_NONORMS: 138f109b39eSPeter Brune ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr); 139f109b39eSPeter Brune break; 140f109b39eSPeter Brune case SNES_LS_QUADRATIC: 141f109b39eSPeter Brune ierr = SNESLineSearchSet(snes,SNESLineSearchQuadraticSecant,PETSC_NULL);CHKERRQ(ierr); 142f109b39eSPeter Brune break; 143*f3aaf736SPeter Brune case SNES_LS_CRITICAL: 144*f3aaf736SPeter Brune ierr = SNESLineSearchSet(snes,SNESLineSearchCriticalSecant,PETSC_NULL);CHKERRQ(ierr); 14588d374b2SPeter Brune break; 146f109b39eSPeter Brune default: 147f109b39eSPeter Brune SETERRQ(PETSC_COMM_SELF, PETSC_ERR_SUP,"Unknown line search type."); 148f109b39eSPeter Brune break; 149f109b39eSPeter Brune } 150f109b39eSPeter Brune snes->ls_type = type; 151f109b39eSPeter Brune PetscFunctionReturn(0); 152f109b39eSPeter Brune } 153f109b39eSPeter Brune EXTERN_C_END 154f109b39eSPeter Brune 15519653cdaSPeter Brune 156a312c225SMatthew G Knepley #undef __FUNCT__ 157a312c225SMatthew G Knepley #define __FUNCT__ "SNESSolve_NGMRES" 158211b2d39SPeter Brune 159a312c225SMatthew G Knepley PetscErrorCode SNESSolve_NGMRES(SNES snes) 160a312c225SMatthew G Knepley { 161087dfb9eSxuemin SNES_NGMRES *ngmres = (SNES_NGMRES *) snes->data; 16298b3e84cSPeter Brune /* present solution, residual, and preconditioned residual */ 1639f425c49SPeter Brune Vec X, F, B, D, Y; 164f109b39eSPeter Brune 165f109b39eSPeter Brune /* candidate linear combination answers */ 1664b32a720SPeter Brune Vec XA, FA, XM, FM, FPC; 16719653cdaSPeter Brune 16898b3e84cSPeter Brune /* previous iterations to construct the subspace */ 169f109b39eSPeter Brune Vec *Fdot = ngmres->Fdot; 170f109b39eSPeter Brune Vec *Xdot = ngmres->Xdot; 17119653cdaSPeter Brune 17298b3e84cSPeter Brune /* coefficients and RHS to the minimization problem */ 17319653cdaSPeter Brune PetscScalar *beta = ngmres->beta; 17419653cdaSPeter Brune PetscScalar *xi = ngmres->xi; 1759f425c49SPeter Brune PetscReal fnorm, fMnorm, fAnorm, ynorm, xnorm = 0.0; 17619653cdaSPeter Brune PetscReal nu; 17719653cdaSPeter Brune PetscScalar alph_total = 0.; 17819653cdaSPeter Brune PetscScalar qentry; 17928ed4a04SPeter Brune PetscInt i, j, k, k_restart, l, ivec, restart_count = 0; 18019653cdaSPeter Brune 18198b3e84cSPeter Brune /* solution selection data */ 18219653cdaSPeter Brune PetscBool selectA, selectRestart; 183f109b39eSPeter Brune PetscReal dnorm, dminnorm, dcurnorm; 184f109b39eSPeter Brune PetscReal fminnorm; 18519653cdaSPeter Brune 1861e633543SBarry Smith SNESConvergedReason reason; 187f109b39eSPeter Brune PetscBool lssucceed; 188a312c225SMatthew G Knepley PetscErrorCode ierr; 189a312c225SMatthew G Knepley 190a312c225SMatthew G Knepley PetscFunctionBegin; 19198b3e84cSPeter Brune /* variable initialization */ 192a312c225SMatthew G Knepley snes->reason = SNES_CONVERGED_ITERATING; 193f109b39eSPeter Brune X = snes->vec_sol; 194f109b39eSPeter Brune F = snes->vec_func; 195f109b39eSPeter Brune B = snes->vec_rhs; 196f109b39eSPeter Brune XA = snes->vec_sol_update; 197f109b39eSPeter Brune FA = snes->work[0]; 198f109b39eSPeter Brune D = snes->work[1]; 199f109b39eSPeter Brune 200f109b39eSPeter Brune /* work for the line search */ 201f109b39eSPeter Brune Y = snes->work[2]; 2029f425c49SPeter Brune XM = snes->work[3]; 2039f425c49SPeter Brune FM = snes->work[4]; 204a312c225SMatthew G Knepley 205a312c225SMatthew G Knepley ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 206a312c225SMatthew G Knepley snes->iter = 0; 207a312c225SMatthew G Knepley snes->norm = 0.; 208a312c225SMatthew G Knepley ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 20919653cdaSPeter Brune 21098b3e84cSPeter Brune /* initialization */ 21119653cdaSPeter Brune 21298b3e84cSPeter Brune /* r = F(x) */ 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 } 21819653cdaSPeter Brune 21998b3e84cSPeter Brune /* nu = (r, r) */ 220f109b39eSPeter Brune ierr = VecNorm(F, NORM_2, &fnorm);CHKERRQ(ierr); 221f109b39eSPeter Brune fminnorm = fnorm; 222f109b39eSPeter Brune nu = fnorm*fnorm; 223f109b39eSPeter Brune if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF, PETSC_ERR_FP, "Infinite or not-a-number generated in function evaluation"); 22419653cdaSPeter Brune 22598b3e84cSPeter Brune /* q_{00} = nu */ 22619653cdaSPeter Brune Q(0,0) = nu; 227f109b39eSPeter Brune ngmres->fnorms[0] = fnorm; 228f109b39eSPeter Brune /* Fdot[0] = F */ 229f109b39eSPeter Brune ierr = VecCopy(X, Xdot[0]);CHKERRQ(ierr); 230f109b39eSPeter Brune ierr = VecCopy(F, Fdot[0]);CHKERRQ(ierr); 231087dfb9eSxuemin 232a312c225SMatthew G Knepley ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 233f109b39eSPeter Brune snes->norm = fnorm; 234a312c225SMatthew G Knepley ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 235f109b39eSPeter Brune SNESLogConvHistory(snes, fnorm, 0); 236f109b39eSPeter Brune ierr = SNESMonitor(snes, 0, fnorm);CHKERRQ(ierr); 237f109b39eSPeter Brune ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 238a312c225SMatthew G Knepley if (snes->reason) PetscFunctionReturn(0); 239a312c225SMatthew G Knepley 24019653cdaSPeter Brune k_restart = 1; 24119653cdaSPeter Brune l = 1; 24209c08436SPeter Brune for (k=1; k < snes->max_its+1; k++) { 24398b3e84cSPeter Brune /* select which vector of the stored subspace will be updated */ 24498b3e84cSPeter Brune ivec = k_restart % ngmres->msize; /* replace the last used part of the subspace */ 24519653cdaSPeter Brune 24698b3e84cSPeter Brune /* Computation of x^M */ 2478cc86e31SPeter Brune if (snes->pc) { 2489f425c49SPeter Brune ierr = VecCopy(X, XM);CHKERRQ(ierr); 2499f425c49SPeter Brune ierr = SNESSolve(snes->pc, B, XM);CHKERRQ(ierr); 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 } 2554b32a720SPeter Brune ierr = SNESGetFunction(snes->pc, &FPC, PETSC_NULL, PETSC_NULL);CHKERRQ(ierr); 2564b32a720SPeter Brune ierr = VecCopy(FPC, FM);CHKERRQ(ierr); 2574b32a720SPeter Brune ierr = SNESGetFunctionNorm(snes->pc, &fMnorm);CHKERRQ(ierr); 2588cc86e31SPeter Brune } else { 259f109b39eSPeter Brune /* no preconditioner -- just take gradient descent with line search */ 260f109b39eSPeter Brune ierr = VecCopy(F, Y);CHKERRQ(ierr); 26105b53524SPeter Brune ierr = SNESLineSearchPreCheckApply(snes,X,Y,PETSC_NULL); 26205b53524SPeter Brune ierr = SNESLineSearchApply(snes,X,F,Y,fnorm,xnorm,XM,FM,&ynorm,&fMnorm,&lssucceed);CHKERRQ(ierr); 263f109b39eSPeter Brune if (!lssucceed) { 264f109b39eSPeter Brune if (++snes->numFailures >= snes->maxFailures) { 265f109b39eSPeter Brune snes->reason = SNES_DIVERGED_LINE_SEARCH; 266f109b39eSPeter Brune PetscFunctionReturn(0); 267f109b39eSPeter Brune } 268f109b39eSPeter Brune } 2696634f59bSPeter Brune } 2701e633543SBarry Smith 27198b3e84cSPeter Brune /* r = F(x) */ 2729f425c49SPeter Brune nu = fMnorm*fMnorm; 2739f425c49SPeter Brune if (fminnorm > fMnorm) fminnorm = fMnorm; /* the minimum norm is now of F^M */ 27419653cdaSPeter Brune 27598b3e84cSPeter Brune /* construct the right hand side and xi factors */ 2768c09b6b7SPeter Brune ierr = VecMDot(FM, l, Fdot, xi);CHKERRQ(ierr); 2778c09b6b7SPeter Brune 27819653cdaSPeter Brune for (i = 0; i < l; i++) { 27919653cdaSPeter Brune beta[i] = nu - xi[i]; 28019653cdaSPeter Brune } 28119653cdaSPeter Brune 28298b3e84cSPeter Brune /* construct h */ 28319653cdaSPeter Brune for (j = 0; j < l; j++) { 28419653cdaSPeter Brune for (i = 0; i < l; i++) { 28519653cdaSPeter Brune H(i, j) = Q(i, j) - xi[i] - xi[j] + nu; 28619653cdaSPeter Brune } 28719653cdaSPeter Brune } 288f109b39eSPeter Brune 289f109b39eSPeter Brune if(l == 1) { 290f109b39eSPeter Brune /* simply set alpha[0] = beta[0] / H[0, 0] */ 291f109b39eSPeter Brune beta[0] = beta[0] / H(0, 0); 292f109b39eSPeter Brune } else { 29319653cdaSPeter Brune #ifdef PETSC_MISSING_LAPACK_GELSS 29419653cdaSPeter Brune SETERRQ(PETSC_COMM_SELF, PETSC_ERR_SUP, "NGMRES with LS requires the LAPACK GELSS routine."); 2954a0c5b0cSMatthew G Knepley #else 29619653cdaSPeter Brune ngmres->m = PetscBLASIntCast(l); 29719653cdaSPeter Brune ngmres->n = PetscBLASIntCast(l); 29819653cdaSPeter Brune ngmres->info = PetscBLASIntCast(0); 29919653cdaSPeter Brune ngmres->rcond = -1.; 30019653cdaSPeter Brune #ifdef PETSC_USE_COMPLEX 30119653cdaSPeter Brune LAPACKgelss_(&ngmres->m, 30219653cdaSPeter Brune &ngmres->n, 30319653cdaSPeter Brune &ngmres->nrhs, 30419653cdaSPeter Brune ngmres->h, 30519653cdaSPeter Brune &ngmres->lda, 30619653cdaSPeter Brune ngmres->beta, 30719653cdaSPeter Brune &ngmres->ldb, 30819653cdaSPeter Brune ngmres->s, 30919653cdaSPeter Brune &ngmres->rcond, 31019653cdaSPeter Brune &ngmres->rank, 31119653cdaSPeter Brune ngmres->work, 31219653cdaSPeter Brune &ngmres->lwork, 31319653cdaSPeter Brune ngmres->rwork, 31419653cdaSPeter Brune &ngmres->info); 31519653cdaSPeter Brune #else 31619653cdaSPeter Brune LAPACKgelss_(&ngmres->m, 31719653cdaSPeter Brune &ngmres->n, 31819653cdaSPeter Brune &ngmres->nrhs, 31919653cdaSPeter Brune ngmres->h, 32019653cdaSPeter Brune &ngmres->lda, 32119653cdaSPeter Brune ngmres->beta, 32219653cdaSPeter Brune &ngmres->ldb, 32319653cdaSPeter Brune ngmres->s, 32419653cdaSPeter Brune &ngmres->rcond, 32519653cdaSPeter Brune &ngmres->rank, 32619653cdaSPeter Brune ngmres->work, 32719653cdaSPeter Brune &ngmres->lwork, 32819653cdaSPeter Brune &ngmres->info); 32919653cdaSPeter Brune #endif 33019653cdaSPeter Brune if (ngmres->info < 0) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_LIB,"Bad argument to GELSS"); 33119653cdaSPeter Brune if (ngmres->info > 0) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_LIB,"SVD failed to converge"); 332a312c225SMatthew G Knepley #endif 333f109b39eSPeter Brune } 334a312c225SMatthew G Knepley 33519653cdaSPeter Brune alph_total = 0.; 33619653cdaSPeter Brune for (i = 0; i < l; i++) { 33719653cdaSPeter Brune alph_total += beta[i]; 338c0bbabecSxuemin } 339f109b39eSPeter Brune 3409f425c49SPeter Brune ierr = VecCopy(XM, XA);CHKERRQ(ierr); 341f109b39eSPeter Brune ierr = VecScale(XA, 1. - alph_total);CHKERRQ(ierr); 342087dfb9eSxuemin 3438c09b6b7SPeter Brune ierr = VecMAXPY(XA, l, beta, Xdot);CHKERRQ(ierr); 344f109b39eSPeter Brune ierr = SNESComputeFunction(snes, XA, FA);CHKERRQ(ierr); 345f109b39eSPeter Brune ierr = VecNorm(FA, NORM_2, &fAnorm);CHKERRQ(ierr); 34619653cdaSPeter Brune 3479f425c49SPeter Brune /* differences for selection and restart */ 348f109b39eSPeter Brune ierr=VecCopy(XA, D);CHKERRQ(ierr); 349f109b39eSPeter Brune ierr=VecAXPY(D, -1.0, X);CHKERRQ(ierr); 350f109b39eSPeter Brune ierr=VecNorm(D, NORM_2, &dnorm);CHKERRQ(ierr); 351f109b39eSPeter Brune dminnorm = -1.0; 35219653cdaSPeter Brune for(i=0;i<l;i++) { 353f109b39eSPeter Brune ierr=VecCopy(XA, D);CHKERRQ(ierr); 354f109b39eSPeter Brune ierr=VecAXPY(D, -1.0, Xdot[i]);CHKERRQ(ierr); 355f109b39eSPeter Brune ierr=VecNorm(D, NORM_2, &dcurnorm);CHKERRQ(ierr); 356f109b39eSPeter Brune if((dcurnorm < dminnorm) || (dminnorm < 0.0)) dminnorm = dcurnorm; 35719653cdaSPeter Brune } 3589f425c49SPeter Brune 3599f425c49SPeter Brune /* combination (additive) or selection (multiplicative) of the N-GMRES solution */ 3609f425c49SPeter Brune if (ngmres->additive) { 3619f425c49SPeter Brune /* X = X + \lambda(XA - X) */ 3629f425c49SPeter Brune if (ngmres->monitor) { 3639f425c49SPeter Brune ierr = PetscViewerASCIIPrintf(ngmres->monitor, "||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fMnorm);CHKERRQ(ierr); 3649f425c49SPeter Brune } 3659f425c49SPeter Brune ierr = VecCopy(XA, Y);CHKERRQ(ierr); 366eb1825c3SPeter Brune ierr = VecAYPX(Y, -1.0, X);CHKERRQ(ierr); 3679f425c49SPeter Brune ierr = (*snes->ops->linesearch)(snes,snes->lsP,X,F,Y,fnorm,xnorm,FA,XA,&ynorm,&fnorm,&lssucceed);CHKERRQ(ierr); 3689f425c49SPeter Brune if (!lssucceed) { 3699f425c49SPeter Brune if (++snes->numFailures >= snes->maxFailures) { 3709f425c49SPeter Brune snes->reason = SNES_DIVERGED_LINE_SEARCH; 3719f425c49SPeter Brune PetscFunctionReturn(0); 3729f425c49SPeter Brune } 3739f425c49SPeter Brune } 3749f425c49SPeter Brune if (ngmres->monitor) { 3759f425c49SPeter Brune ierr = PetscViewerASCIIPrintf(ngmres->monitor, "Additive solution: ||F||_2 = %e\n", fnorm);CHKERRQ(ierr); 3769f425c49SPeter Brune } 3779f425c49SPeter Brune ierr = VecCopy(FA, F);CHKERRQ(ierr); 3789f425c49SPeter Brune ierr = VecCopy(XA, X);CHKERRQ(ierr); 3799f425c49SPeter Brune } else { 3809f425c49SPeter Brune selectA = PETSC_TRUE; 3819f425c49SPeter Brune /* Conditions for choosing the accelerated answer */ 3829f425c49SPeter Brune /* Criterion A -- the norm of the function isn't increased above the minimum by too much */ 3839f425c49SPeter Brune if (fAnorm >= ngmres->gammaA*fminnorm) { 3849f425c49SPeter Brune selectA = PETSC_FALSE; 3859f425c49SPeter Brune } 3869f425c49SPeter Brune /* Criterion B -- the choice of x^A isn't too close to some other choice */ 387cf22de31SPeter Brune if (ngmres->epsilonB*dnorm<dminnorm || PetscSqrtReal(fnorm)<ngmres->deltaB*PetscSqrtReal(fminnorm)) { 38819653cdaSPeter Brune } else { 38919653cdaSPeter Brune selectA=PETSC_FALSE; 39019653cdaSPeter Brune } 39119653cdaSPeter Brune if (selectA) { 392dfbf837cSBarry Smith if (ngmres->monitor) { 393f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(ngmres->monitor, "picked X_A, ||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fnorm);CHKERRQ(ierr); 394dfbf837cSBarry Smith } 39598b3e84cSPeter Brune /* copy it over */ 396f109b39eSPeter Brune fnorm = fAnorm; 397f109b39eSPeter Brune nu = fnorm*fnorm; 398f109b39eSPeter Brune ierr = VecCopy(FA, F);CHKERRQ(ierr); 399f109b39eSPeter Brune ierr = VecCopy(XA, X);CHKERRQ(ierr); 40019653cdaSPeter Brune } else { 401dfbf837cSBarry Smith if (ngmres->monitor) { 402f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(ngmres->monitor, "picked X_M, ||F_A||_2 = %e, ||F_M||_2 = %e\n", fAnorm, fnorm);CHKERRQ(ierr); 403dfbf837cSBarry Smith } 4049f425c49SPeter Brune fnorm = fMnorm; 4059f425c49SPeter Brune nu = fnorm*fnorm; 4069f425c49SPeter Brune ierr = VecCopy(FM, F);CHKERRQ(ierr); 4079f425c49SPeter Brune ierr = VecCopy(XM, X);CHKERRQ(ierr); 4089f425c49SPeter Brune } 40919653cdaSPeter Brune } 410211b2d39SPeter Brune 41119653cdaSPeter Brune selectRestart = PETSC_FALSE; 41219653cdaSPeter Brune 41398b3e84cSPeter Brune /* difference stagnation restart */ 414cf22de31SPeter Brune if((ngmres->epsilonB*dnorm > dminnorm) && (PetscSqrtReal(fAnorm) > ngmres->deltaB*PetscSqrtReal(fminnorm))) { 415dfbf837cSBarry Smith if (ngmres->monitor) { 416f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(ngmres->monitor, "difference restart: %e > %e\n", ngmres->epsilonB*dnorm, dminnorm);CHKERRQ(ierr); 417dfbf837cSBarry Smith } 41819653cdaSPeter Brune selectRestart = PETSC_TRUE; 41919653cdaSPeter Brune } 42098b3e84cSPeter Brune /* residual stagnation restart */ 421cf22de31SPeter Brune if (PetscSqrtReal(fAnorm) > ngmres->gammaC*PetscSqrtReal(fminnorm)) { 422dfbf837cSBarry Smith if (ngmres->monitor) { 423cf22de31SPeter Brune ierr = PetscViewerASCIIPrintf(ngmres->monitor, "residual restart: %e > %e\n", PetscSqrtReal(fAnorm), ngmres->gammaC*PetscSqrtReal(fminnorm));CHKERRQ(ierr); 424dfbf837cSBarry Smith } 42519653cdaSPeter Brune selectRestart = PETSC_TRUE; 42619653cdaSPeter Brune } 42719653cdaSPeter Brune 42828ed4a04SPeter Brune /* if the restart conditions persist for more than restart_it iterations, restart. */ 42919653cdaSPeter Brune if (selectRestart) { 43028ed4a04SPeter Brune restart_count++; 43128ed4a04SPeter Brune } else { 43228ed4a04SPeter Brune restart_count = 0; 43328ed4a04SPeter Brune } 43428ed4a04SPeter Brune 43528ed4a04SPeter Brune /* restart after restart conditions have persisted for a fixed number of iterations */ 43628ed4a04SPeter Brune if (restart_count >= ngmres->restart_it) { 437dfbf837cSBarry Smith if (ngmres->monitor){ 438dfbf837cSBarry Smith ierr = PetscViewerASCIIPrintf(ngmres->monitor, "Restarted at iteration %d\n", k_restart);CHKERRQ(ierr); 439dfbf837cSBarry Smith } 44028ed4a04SPeter Brune restart_count = 0; 44119653cdaSPeter Brune k_restart = 1; 44219653cdaSPeter Brune l = 1; 44398b3e84cSPeter Brune /* q_{00} = nu */ 444d2e16ddcSPeter Brune if (ngmres->anderson) { 445d2e16ddcSPeter Brune ngmres->fnorms[0] = fMnorm; 446d2e16ddcSPeter Brune nu = fMnorm*fMnorm; 447d2e16ddcSPeter Brune Q(0,0) = nu; 448d2e16ddcSPeter Brune /* Fdot[0] = F */ 449d2e16ddcSPeter Brune ierr = VecCopy(XM, Xdot[0]);CHKERRQ(ierr); 450d2e16ddcSPeter Brune ierr = VecCopy(FM, Fdot[0]);CHKERRQ(ierr); 451d2e16ddcSPeter Brune } else { 452f109b39eSPeter Brune ngmres->fnorms[0] = fnorm; 453f109b39eSPeter Brune nu = fnorm*fnorm; 45419653cdaSPeter Brune Q(0,0) = nu; 455f109b39eSPeter Brune /* Fdot[0] = F */ 456f109b39eSPeter Brune ierr = VecCopy(X, Xdot[0]);CHKERRQ(ierr); 457f109b39eSPeter Brune ierr = VecCopy(F, Fdot[0]);CHKERRQ(ierr); 458d2e16ddcSPeter Brune } 45919653cdaSPeter Brune } else { 46098b3e84cSPeter Brune /* select the current size of the subspace */ 4611e633543SBarry Smith if (l < ngmres->msize) l++; 46219653cdaSPeter Brune k_restart++; 46398b3e84cSPeter Brune /* place the current entry in the list of previous entries */ 464d2e16ddcSPeter Brune if (ngmres->anderson) { 465d2e16ddcSPeter Brune ierr = VecCopy(FM, Fdot[ivec]);CHKERRQ(ierr); 466d2e16ddcSPeter Brune ierr = VecCopy(XM, Xdot[ivec]);CHKERRQ(ierr); 467d2e16ddcSPeter Brune ngmres->fnorms[ivec] = fMnorm; 468d2e16ddcSPeter Brune if (fminnorm > fMnorm) fminnorm = fMnorm; /* the minimum norm is now of FM */ 469d2e16ddcSPeter Brune for (i = 0; i < l; i++) { 470d2e16ddcSPeter Brune ierr = VecDot(FM, Fdot[i], &qentry);CHKERRQ(ierr); 471d2e16ddcSPeter Brune Q(i, ivec) = qentry; 472d2e16ddcSPeter Brune Q(ivec, i) = qentry; 473d2e16ddcSPeter Brune } 474d2e16ddcSPeter Brune } else { 475f109b39eSPeter Brune ierr = VecCopy(F, Fdot[ivec]);CHKERRQ(ierr); 476f109b39eSPeter Brune ierr = VecCopy(X, Xdot[ivec]);CHKERRQ(ierr); 477f109b39eSPeter Brune ngmres->fnorms[ivec] = fnorm; 478d2e16ddcSPeter Brune if (fminnorm > fnorm) fminnorm = fnorm; /* the minimum norm is now of FA */ 47919653cdaSPeter Brune for (i = 0; i < l; i++) { 480f109b39eSPeter Brune ierr = VecDot(F, Fdot[i], &qentry);CHKERRQ(ierr); 48119653cdaSPeter Brune Q(i, ivec) = qentry; 48219653cdaSPeter Brune Q(ivec, i) = qentry; 48319653cdaSPeter Brune } 48419653cdaSPeter Brune } 485d2e16ddcSPeter Brune } 48619653cdaSPeter Brune 4878409ca45SMatthew G Knepley ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 488087dfb9eSxuemin snes->iter = k; 489f109b39eSPeter Brune snes->norm = fnorm; 4908409ca45SMatthew G Knepley ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 4918409ca45SMatthew G Knepley SNESLogConvHistory(snes, snes->norm, snes->iter); 4928409ca45SMatthew G Knepley ierr = SNESMonitor(snes, snes->iter, snes->norm);CHKERRQ(ierr); 4938409ca45SMatthew G Knepley 494f109b39eSPeter Brune ierr = (*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 495087dfb9eSxuemin if (snes->reason) PetscFunctionReturn(0); 496a312c225SMatthew G Knepley } 497a312c225SMatthew G Knepley snes->reason = SNES_DIVERGED_MAX_IT; 498a312c225SMatthew G Knepley PetscFunctionReturn(0); 499a312c225SMatthew G Knepley } 500a312c225SMatthew G Knepley 501dfbf837cSBarry Smith /*MC 5021867fe5bSPeter Brune SNESNGMRES - The Nonlinear Generalized Minimum Residual method. 503a312c225SMatthew G Knepley 504dfbf837cSBarry Smith Level: beginner 505dfbf837cSBarry Smith 5061867fe5bSPeter Brune Options Database: 5071867fe5bSPeter Brune + -snes_ngmres_additive - Use a variant that line-searches between the candidate solution and the combined solution. 5081867fe5bSPeter Brune . -snes_ngmres_anderson - Use Anderson mixing NGMRES variant which combines candidate solutions instead of actual solutions. 5091867fe5bSPeter Brune . -snes_ngmres_m - Number of stored previous solutions and residuals. 5101867fe5bSPeter Brune . -snes_ngmres_restart_it - Number of iterations the restart conditions hold before restart. 5111867fe5bSPeter Brune . -snes_ngmres_gammaA - Residual tolerance for solution selection between the candidate and combination. 5121867fe5bSPeter Brune . -snes_ngmres_gammaC - Residual tolerance for restart. 5131867fe5bSPeter Brune . -snes_ngmres_epsilonB - Difference tolerance between subsequent solutions triggering restart. 5141867fe5bSPeter Brune . -snes_ngmres_deltaB - Difference tolerance between residuals triggering restart. 5151867fe5bSPeter Brune . -snes_ngmres_monitor - Prints relevant information about the ngmres iteration. 516*f3aaf736SPeter Brune - -snes_ls <basic,basicnonorms,quadratic,critical> - Line search type. 5171867fe5bSPeter Brune 5181867fe5bSPeter Brune Notes: 5191867fe5bSPeter Brune 5201867fe5bSPeter Brune The N-GMRES method combines m previous solutions into a minimum-residual solution by solving a small linearized 5211867fe5bSPeter Brune optimization problem at each iteration. 5221867fe5bSPeter Brune 5231867fe5bSPeter Brune References: 5241867fe5bSPeter Brune 525dfbf837cSBarry Smith "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", C. W. Oosterlee and T. Washio, 526dfbf837cSBarry Smith SIAM Journal on Scientific Computing, 21(5), 2000. 527dfbf837cSBarry Smith 528dfbf837cSBarry Smith This is also the same as the algorithm called Anderson acceleration introduced in "D. G. Anderson. Iterative procedures for nonlinear integral equations. 529dfbf837cSBarry Smith J. Assoc. Comput. Mach., 12:547–560, 1965." 530dfbf837cSBarry Smith 531dfbf837cSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types) 532dfbf837cSBarry Smith M*/ 533a312c225SMatthew G Knepley 534a312c225SMatthew G Knepley EXTERN_C_BEGIN 535a312c225SMatthew G Knepley #undef __FUNCT__ 536a312c225SMatthew G Knepley #define __FUNCT__ "SNESCreate_NGMRES" 537a312c225SMatthew G Knepley PetscErrorCode SNESCreate_NGMRES(SNES snes) 538a312c225SMatthew G Knepley { 539a312c225SMatthew G Knepley SNES_NGMRES *ngmres; 540a312c225SMatthew G Knepley PetscErrorCode ierr; 541a312c225SMatthew G Knepley 542a312c225SMatthew G Knepley PetscFunctionBegin; 543a312c225SMatthew G Knepley snes->ops->destroy = SNESDestroy_NGMRES; 544a312c225SMatthew G Knepley snes->ops->setup = SNESSetUp_NGMRES; 545a312c225SMatthew G Knepley snes->ops->setfromoptions = SNESSetFromOptions_NGMRES; 546a312c225SMatthew G Knepley snes->ops->view = SNESView_NGMRES; 547a312c225SMatthew G Knepley snes->ops->solve = SNESSolve_NGMRES; 548a312c225SMatthew G Knepley snes->ops->reset = SNESReset_NGMRES; 549a312c225SMatthew G Knepley 55042f4f86dSBarry Smith snes->usespc = PETSC_TRUE; 5512c155ee1SBarry Smith snes->usesksp = PETSC_FALSE; 5522c155ee1SBarry Smith 553a312c225SMatthew G Knepley ierr = PetscNewLog(snes, SNES_NGMRES, &ngmres);CHKERRQ(ierr); 554a312c225SMatthew G Knepley snes->data = (void*) ngmres; 555d2e16ddcSPeter Brune ngmres->msize = 30; 55619653cdaSPeter Brune 5570e444f03SPeter Brune snes->max_funcs = 30000; 5580e444f03SPeter Brune snes->max_its = 10000; 5590e444f03SPeter Brune 560d2e16ddcSPeter Brune ngmres->additive = PETSC_FALSE; 561d2e16ddcSPeter Brune ngmres->anderson = PETSC_FALSE; 562d2e16ddcSPeter Brune 56328ed4a04SPeter Brune ngmres->restart_it = 2; 564f109b39eSPeter Brune ngmres->gammaA = 2.0; 565f109b39eSPeter Brune ngmres->gammaC = 2.0; 566cac108bcSPeter Brune ngmres->deltaB = 0.9; 567cac108bcSPeter Brune ngmres->epsilonB = 0.1; 568f109b39eSPeter Brune ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetType_C","SNESLineSearchSetType_NGMRES",SNESLineSearchSetType_NGMRES);CHKERRQ(ierr); 5691867fe5bSPeter Brune ierr = SNESLineSearchSetType(snes, SNES_LS_BASIC);CHKERRQ(ierr); 570a312c225SMatthew G Knepley PetscFunctionReturn(0); 571a312c225SMatthew G Knepley } 572a312c225SMatthew G Knepley EXTERN_C_END 573