113a62661SPeter Brune #include <../src/snes/impls/ngmres/snesngmres.h> /*I "petscsnes.h" I*/ 219653cdaSPeter Brune #include <petscblaslapack.h> 3fced5a79SAsbjørn Nilsen Riseth #include <petscdm.h> 4a312c225SMatthew G Knepley 59e5d0892SLisandro Dalcin const char *const SNESNGMRESRestartTypes[] = {"NONE", "PERIODIC", "DIFFERENCE", "SNESNGMRESRestartType", "SNES_NGMRES_RESTART_", NULL}; 69e5d0892SLisandro Dalcin const char *const SNESNGMRESSelectTypes[] = {"NONE", "DIFFERENCE", "LINESEARCH", "SNESNGMRESSelectType", "SNES_NGMRES_SELECT_", NULL}; 713a62661SPeter Brune 89371c9d4SSatish Balay PetscErrorCode SNESReset_NGMRES(SNES snes) { 9a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 10a312c225SMatthew G Knepley 11a312c225SMatthew G Knepley PetscFunctionBegin; 129566063dSJacob Faibussowitsch PetscCall(VecDestroyVecs(ngmres->msize, &ngmres->Fdot)); 139566063dSJacob Faibussowitsch PetscCall(VecDestroyVecs(ngmres->msize, &ngmres->Xdot)); 149566063dSJacob Faibussowitsch PetscCall(SNESLineSearchDestroy(&ngmres->additive_linesearch)); 15a312c225SMatthew G Knepley PetscFunctionReturn(0); 16a312c225SMatthew G Knepley } 17a312c225SMatthew G Knepley 189371c9d4SSatish Balay PetscErrorCode SNESDestroy_NGMRES(SNES snes) { 1978440776SJed Brown SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 20a312c225SMatthew G Knepley 21a312c225SMatthew G Knepley PetscFunctionBegin; 229566063dSJacob Faibussowitsch PetscCall(SNESReset_NGMRES(snes)); 239566063dSJacob Faibussowitsch PetscCall(PetscFree4(ngmres->h, ngmres->beta, ngmres->xi, ngmres->q)); 249566063dSJacob Faibussowitsch PetscCall(PetscFree3(ngmres->xnorms, ngmres->fnorms, ngmres->s)); 25dd63322aSSatish Balay #if defined(PETSC_USE_COMPLEX) 269566063dSJacob Faibussowitsch PetscCall(PetscFree(ngmres->rwork)); 2719653cdaSPeter Brune #endif 289566063dSJacob Faibussowitsch PetscCall(PetscFree(ngmres->work)); 292e956fe4SStefano Zampini PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNGMRESSetSelectType_C", NULL)); 302e956fe4SStefano Zampini PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNGMRESSetRestartType_C", NULL)); 312e956fe4SStefano Zampini PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNGMRESSetRestartFmRise_C", NULL)); 322e956fe4SStefano Zampini PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNGMRESGetRestartFmRise_C", NULL)); 339566063dSJacob Faibussowitsch PetscCall(PetscFree(snes->data)); 34a312c225SMatthew G Knepley PetscFunctionReturn(0); 35a312c225SMatthew G Knepley } 36a312c225SMatthew G Knepley 379371c9d4SSatish Balay PetscErrorCode SNESSetUp_NGMRES(SNES snes) { 38a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 39e7058c64SPeter Brune const char *optionsprefix; 4019653cdaSPeter Brune PetscInt msize, hsize; 41fced5a79SAsbjørn Nilsen Riseth DM dm; 42a312c225SMatthew G Knepley 43a312c225SMatthew G Knepley PetscFunctionBegin; 44efd4aadfSBarry Smith if (snes->npc && snes->npcside == PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) { 4546159c86SPeter Brune SETERRQ(PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONGSTATE, "SNESNGMRES does not support left preconditioning with unpreconditioned function"); 4646159c86SPeter Brune } 47efd4aadfSBarry Smith if (snes->npcside == PC_LEFT && snes->functype == SNES_FUNCTION_DEFAULT) snes->functype = SNES_FUNCTION_PRECONDITIONED; 489566063dSJacob Faibussowitsch PetscCall(SNESSetWorkVecs(snes, 5)); 49fced5a79SAsbjørn Nilsen Riseth 50fced5a79SAsbjørn Nilsen Riseth if (!snes->vec_sol) { 519566063dSJacob Faibussowitsch PetscCall(SNESGetDM(snes, &dm)); 529566063dSJacob Faibussowitsch PetscCall(DMCreateGlobalVector(dm, &snes->vec_sol)); 53fced5a79SAsbjørn Nilsen Riseth } 54fced5a79SAsbjørn Nilsen Riseth 559566063dSJacob Faibussowitsch if (!ngmres->Xdot) PetscCall(VecDuplicateVecs(snes->vec_sol, ngmres->msize, &ngmres->Xdot)); 569566063dSJacob Faibussowitsch if (!ngmres->Fdot) PetscCall(VecDuplicateVecs(snes->vec_sol, ngmres->msize, &ngmres->Fdot)); 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 */ 629566063dSJacob Faibussowitsch PetscCall(PetscCalloc4(hsize, &ngmres->h, msize, &ngmres->beta, msize, &ngmres->xi, hsize, &ngmres->q)); 639566063dSJacob Faibussowitsch PetscCall(PetscMalloc3(msize, &ngmres->xnorms, msize, &ngmres->fnorms, msize, &ngmres->s)); 6419653cdaSPeter Brune ngmres->nrhs = 1; 6519653cdaSPeter Brune ngmres->lda = msize; 6619653cdaSPeter Brune ngmres->ldb = msize; 6719653cdaSPeter Brune ngmres->lwork = 12 * msize; 68dd63322aSSatish Balay #if defined(PETSC_USE_COMPLEX) 699566063dSJacob Faibussowitsch PetscCall(PetscMalloc1(ngmres->lwork, &ngmres->rwork)); 7019653cdaSPeter Brune #endif 719566063dSJacob Faibussowitsch PetscCall(PetscMalloc1(ngmres->lwork, &ngmres->work)); 7278440776SJed Brown } 73e7058c64SPeter Brune 74e7058c64SPeter Brune /* linesearch setup */ 759566063dSJacob Faibussowitsch PetscCall(SNESGetOptionsPrefix(snes, &optionsprefix)); 76e7058c64SPeter Brune 7713a62661SPeter Brune if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) { 789566063dSJacob Faibussowitsch PetscCall(SNESLineSearchCreate(PetscObjectComm((PetscObject)snes), &ngmres->additive_linesearch)); 799566063dSJacob Faibussowitsch PetscCall(SNESLineSearchSetSNES(ngmres->additive_linesearch, snes)); 8048a46eb9SPierre Jolivet if (!((PetscObject)ngmres->additive_linesearch)->type_name) PetscCall(SNESLineSearchSetType(ngmres->additive_linesearch, SNESLINESEARCHL2)); 819566063dSJacob Faibussowitsch PetscCall(SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch, "additive_")); 829566063dSJacob Faibussowitsch PetscCall(SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch, optionsprefix)); 839566063dSJacob Faibussowitsch PetscCall(SNESLineSearchSetFromOptions(ngmres->additive_linesearch)); 84e7058c64SPeter Brune } 85e7058c64SPeter Brune 8678440776SJed Brown ngmres->setup_called = PETSC_TRUE; 87a312c225SMatthew G Knepley PetscFunctionReturn(0); 88a312c225SMatthew G Knepley } 89a312c225SMatthew G Knepley 909371c9d4SSatish Balay PetscErrorCode SNESSetFromOptions_NGMRES(SNES snes, PetscOptionItems *PetscOptionsObject) { 91a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 9294ae4db5SBarry Smith PetscBool debug = PETSC_FALSE; 930adebc6cSBarry Smith 94a312c225SMatthew G Knepley PetscFunctionBegin; 95d0609cedSBarry Smith PetscOptionsHeadBegin(PetscOptionsObject, "SNES NGMRES options"); 96d0609cedSBarry Smith PetscCall(PetscOptionsEnum("-snes_ngmres_select_type", "Select type", "SNESNGMRESSetSelectType", SNESNGMRESSelectTypes, (PetscEnum)ngmres->select_type, (PetscEnum *)&ngmres->select_type, NULL)); 97d0609cedSBarry Smith PetscCall(PetscOptionsEnum("-snes_ngmres_restart_type", "Restart type", "SNESNGMRESSetRestartType", SNESNGMRESRestartTypes, (PetscEnum)ngmres->restart_type, (PetscEnum *)&ngmres->restart_type, NULL)); 989566063dSJacob Faibussowitsch PetscCall(PetscOptionsBool("-snes_ngmres_candidate", "Use candidate storage", "SNES", ngmres->candidate, &ngmres->candidate, NULL)); 999566063dSJacob Faibussowitsch PetscCall(PetscOptionsBool("-snes_ngmres_approxfunc", "Linearly approximate the function", "SNES", ngmres->approxfunc, &ngmres->approxfunc, NULL)); 1009566063dSJacob Faibussowitsch PetscCall(PetscOptionsInt("-snes_ngmres_m", "Number of directions", "SNES", ngmres->msize, &ngmres->msize, NULL)); 1019566063dSJacob Faibussowitsch PetscCall(PetscOptionsInt("-snes_ngmres_restart", "Iterations before forced restart", "SNES", ngmres->restart_periodic, &ngmres->restart_periodic, NULL)); 1029566063dSJacob Faibussowitsch PetscCall(PetscOptionsInt("-snes_ngmres_restart_it", "Tolerance iterations before restart", "SNES", ngmres->restart_it, &ngmres->restart_it, NULL)); 1039566063dSJacob Faibussowitsch PetscCall(PetscOptionsBool("-snes_ngmres_monitor", "Monitor actions of NGMRES", "SNES", ngmres->monitor ? PETSC_TRUE : PETSC_FALSE, &debug, NULL)); 104ad540459SPierre Jolivet if (debug) ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes)); 1059566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_ngmres_gammaA", "Residual selection constant", "SNES", ngmres->gammaA, &ngmres->gammaA, NULL)); 1069566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_ngmres_gammaC", "Residual restart constant", "SNES", ngmres->gammaC, &ngmres->gammaC, NULL)); 1079566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_ngmres_epsilonB", "Difference selection constant", "SNES", ngmres->epsilonB, &ngmres->epsilonB, NULL)); 1089566063dSJacob Faibussowitsch PetscCall(PetscOptionsReal("-snes_ngmres_deltaB", "Difference residual selection constant", "SNES", ngmres->deltaB, &ngmres->deltaB, NULL)); 1099566063dSJacob Faibussowitsch PetscCall(PetscOptionsBool("-snes_ngmres_single_reduction", "Aggregate reductions", "SNES", ngmres->singlereduction, &ngmres->singlereduction, NULL)); 1109566063dSJacob Faibussowitsch PetscCall(PetscOptionsBool("-snes_ngmres_restart_fm_rise", "Restart on F_M residual rise", "SNESNGMRESSetRestartFmRise", ngmres->restart_fm_rise, &ngmres->restart_fm_rise, NULL)); 111d0609cedSBarry Smith PetscOptionsHeadEnd(); 1126a7cf640SPeter Brune if ((ngmres->gammaA > ngmres->gammaC) && (ngmres->gammaC > 2.)) ngmres->gammaC = ngmres->gammaA; 113a312c225SMatthew G Knepley PetscFunctionReturn(0); 114a312c225SMatthew G Knepley } 115a312c225SMatthew G Knepley 1169371c9d4SSatish Balay PetscErrorCode SNESView_NGMRES(SNES snes, PetscViewer viewer) { 117a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 118a312c225SMatthew G Knepley PetscBool iascii; 119a312c225SMatthew G Knepley 120a312c225SMatthew G Knepley PetscFunctionBegin; 1219566063dSJacob Faibussowitsch PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &iascii)); 122a312c225SMatthew G Knepley if (iascii) { 12363a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, " Number of stored past updates: %" PetscInt_FMT "\n", ngmres->msize)); 12463a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, " Residual selection: gammaA=%1.0e, gammaC=%1.0e\n", (double)ngmres->gammaA, (double)ngmres->gammaC)); 12563a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, " Difference restart: epsilonB=%1.0e, deltaB=%1.0e\n", (double)ngmres->epsilonB, (double)ngmres->deltaB)); 12663a3b9bcSJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, " Restart on F_M residual increase: %s\n", PetscBools[ngmres->restart_fm_rise])); 127a312c225SMatthew G Knepley } 128a312c225SMatthew G Knepley PetscFunctionReturn(0); 129a312c225SMatthew G Knepley } 130a312c225SMatthew G Knepley 1319371c9d4SSatish Balay PetscErrorCode SNESSolve_NGMRES(SNES snes) { 132087dfb9eSxuemin SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 13398b3e84cSPeter Brune /* present solution, residual, and preconditioned residual */ 1349f425c49SPeter Brune Vec X, F, B, D, Y; 135f109b39eSPeter Brune 136f109b39eSPeter Brune /* candidate linear combination answers */ 137ddd40ce5SPeter Brune Vec XA, FA, XM, FM; 13819653cdaSPeter Brune 13998b3e84cSPeter Brune /* coefficients and RHS to the minimization problem */ 14018aa0c0cSPeter Brune PetscReal fnorm, fMnorm, fAnorm; 141b3c6a99cSPeter Brune PetscReal xnorm, xMnorm, xAnorm; 142b3c6a99cSPeter Brune PetscReal ynorm, yMnorm, yAnorm; 14338774f0aSPeter Brune PetscInt k, k_restart, l, ivec, restart_count = 0; 14419653cdaSPeter Brune 14598b3e84cSPeter Brune /* solution selection data */ 14638774f0aSPeter Brune PetscBool selectRestart; 14761ba4676SBarry Smith /* 14861ba4676SBarry Smith These two variables are initialized to prevent compilers/analyzers from producing false warnings about these variables being passed 14961ba4676SBarry Smith to SNESNGMRESSelect_Private() without being set when SNES_NGMRES_RESTART_DIFFERENCE, the values are not used in the subroutines in that case 15061ba4676SBarry Smith so the code is correct as written. 15161ba4676SBarry Smith */ 15261ba4676SBarry Smith PetscReal dnorm = 0.0, dminnorm = 0.0; 153b3c6a99cSPeter Brune PetscReal fminnorm; 15419653cdaSPeter Brune 1551e633543SBarry Smith SNESConvergedReason reason; 156422a814eSBarry Smith SNESLineSearchReason lssucceed; 157a312c225SMatthew G Knepley 158a312c225SMatthew G Knepley PetscFunctionBegin; 1590b121fc5SBarry Smith PetscCheck(!snes->xl && !snes->xu && !snes->ops->computevariablebounds, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name); 160c579b300SPatrick Farrell 1619566063dSJacob Faibussowitsch PetscCall(PetscCitationsRegister(SNESCitation, &SNEScite)); 16298b3e84cSPeter Brune /* variable initialization */ 163a312c225SMatthew G Knepley snes->reason = SNES_CONVERGED_ITERATING; 164f109b39eSPeter Brune X = snes->vec_sol; 165f109b39eSPeter Brune F = snes->vec_func; 166f109b39eSPeter Brune B = snes->vec_rhs; 167f109b39eSPeter Brune XA = snes->vec_sol_update; 168f109b39eSPeter Brune FA = snes->work[0]; 169f109b39eSPeter Brune D = snes->work[1]; 170f109b39eSPeter Brune 171f109b39eSPeter Brune /* work for the line search */ 172f109b39eSPeter Brune Y = snes->work[2]; 1739f425c49SPeter Brune XM = snes->work[3]; 1749f425c49SPeter Brune FM = snes->work[4]; 175a312c225SMatthew G Knepley 1769566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 177a312c225SMatthew G Knepley snes->iter = 0; 178a312c225SMatthew G Knepley snes->norm = 0.; 1799566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 18019653cdaSPeter Brune 18198b3e84cSPeter Brune /* initialization */ 18219653cdaSPeter Brune 183efd4aadfSBarry Smith if (snes->npc && snes->npcside == PC_LEFT) { 1849566063dSJacob Faibussowitsch PetscCall(SNESApplyNPC(snes, X, NULL, F)); 1859566063dSJacob Faibussowitsch PetscCall(SNESGetConvergedReason(snes->npc, &reason)); 1863a2ae377SPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 1873a2ae377SPeter Brune snes->reason = SNES_DIVERGED_INNER; 1883a2ae377SPeter Brune PetscFunctionReturn(0); 1893a2ae377SPeter Brune } 1909566063dSJacob Faibussowitsch PetscCall(VecNorm(F, NORM_2, &fnorm)); 1913a2ae377SPeter Brune } else { 192e4ed7901SPeter Brune if (!snes->vec_func_init_set) { 1939566063dSJacob Faibussowitsch PetscCall(SNESComputeFunction(snes, X, F)); 1941aa26658SKarl Rupp } else snes->vec_func_init_set = PETSC_FALSE; 195c1c75074SPeter Brune 1969566063dSJacob Faibussowitsch PetscCall(VecNorm(F, NORM_2, &fnorm)); 197422a814eSBarry Smith SNESCheckFunctionNorm(snes, fnorm); 1983a2ae377SPeter Brune } 199e4ed7901SPeter Brune fminnorm = fnorm; 20019653cdaSPeter Brune 2019566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 202f109b39eSPeter Brune snes->norm = fnorm; 2039566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 2049566063dSJacob Faibussowitsch PetscCall(SNESLogConvergenceHistory(snes, fnorm, 0)); 2059566063dSJacob Faibussowitsch PetscCall(SNESMonitor(snes, 0, fnorm)); 206dbbe0bcdSBarry Smith PetscUseTypeMethod(snes, converged, 0, 0.0, 0.0, fnorm, &snes->reason, snes->cnvP); 207a312c225SMatthew G Knepley if (snes->reason) PetscFunctionReturn(0); 208b3c6a99cSPeter Brune SNESNGMRESUpdateSubspace_Private(snes, 0, 0, F, fnorm, X); 209a312c225SMatthew G Knepley 21019653cdaSPeter Brune k_restart = 1; 21119653cdaSPeter Brune l = 1; 212b3c6a99cSPeter Brune ivec = 0; 21309c08436SPeter Brune for (k = 1; k < snes->max_its + 1; k++) { 21498b3e84cSPeter Brune /* Computation of x^M */ 215efd4aadfSBarry Smith if (snes->npc && snes->npcside == PC_RIGHT) { 2169566063dSJacob Faibussowitsch PetscCall(VecCopy(X, XM)); 2179566063dSJacob Faibussowitsch PetscCall(SNESSetInitialFunction(snes->npc, F)); 21863e7833aSPeter Brune 2199566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(SNES_NPCSolve, snes->npc, XM, B, 0)); 2209566063dSJacob Faibussowitsch PetscCall(SNESSolve(snes->npc, B, XM)); 2219566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(SNES_NPCSolve, snes->npc, XM, B, 0)); 22263e7833aSPeter Brune 2239566063dSJacob Faibussowitsch PetscCall(SNESGetConvergedReason(snes->npc, &reason)); 2248cc86e31SPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 2258cc86e31SPeter Brune snes->reason = SNES_DIVERGED_INNER; 2268cc86e31SPeter Brune PetscFunctionReturn(0); 2278cc86e31SPeter Brune } 2289566063dSJacob Faibussowitsch PetscCall(SNESGetNPCFunction(snes, FM, &fMnorm)); 2298cc86e31SPeter Brune } else { 230f109b39eSPeter Brune /* no preconditioner -- just take gradient descent with line search */ 2319566063dSJacob Faibussowitsch PetscCall(VecCopy(F, Y)); 2329566063dSJacob Faibussowitsch PetscCall(VecCopy(F, FM)); 2339566063dSJacob Faibussowitsch PetscCall(VecCopy(X, XM)); 2341aa26658SKarl Rupp 235e7058c64SPeter Brune fMnorm = fnorm; 2361aa26658SKarl Rupp 2379566063dSJacob Faibussowitsch PetscCall(SNESLineSearchApply(snes->linesearch, XM, FM, &fMnorm, Y)); 2389566063dSJacob Faibussowitsch PetscCall(SNESLineSearchGetReason(snes->linesearch, &lssucceed)); 239422a814eSBarry Smith if (lssucceed) { 240f109b39eSPeter Brune if (++snes->numFailures >= snes->maxFailures) { 241f109b39eSPeter Brune snes->reason = SNES_DIVERGED_LINE_SEARCH; 242f109b39eSPeter Brune PetscFunctionReturn(0); 243f109b39eSPeter Brune } 244f109b39eSPeter Brune } 2456634f59bSPeter Brune } 24623b3e82cSAsbjørn Nilsen Riseth 2479566063dSJacob Faibussowitsch PetscCall(SNESNGMRESFormCombinedSolution_Private(snes, ivec, l, XM, FM, fMnorm, X, XA, FA)); 24898b3e84cSPeter Brune /* r = F(x) */ 2499f425c49SPeter Brune if (fminnorm > fMnorm) fminnorm = fMnorm; /* the minimum norm is now of F^M */ 25019653cdaSPeter Brune 2519f425c49SPeter Brune /* differences for selection and restart */ 25213a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) { 2539566063dSJacob Faibussowitsch PetscCall(SNESNGMRESNorms_Private(snes, l, X, F, XM, FM, XA, FA, D, &dnorm, &dminnorm, &xMnorm, NULL, &yMnorm, &xAnorm, &fAnorm, &yAnorm)); 25413a62661SPeter Brune } else { 2559566063dSJacob Faibussowitsch PetscCall(SNESNGMRESNorms_Private(snes, l, X, F, XM, FM, XA, FA, D, NULL, NULL, &xMnorm, NULL, &yMnorm, &xAnorm, &fAnorm, &yAnorm)); 25613a62661SPeter Brune } 257422a814eSBarry Smith SNESCheckFunctionNorm(snes, fnorm); 2581aa26658SKarl Rupp 2599f425c49SPeter Brune /* combination (additive) or selection (multiplicative) of the N-GMRES solution */ 2609566063dSJacob Faibussowitsch PetscCall(SNESNGMRESSelect_Private(snes, k_restart, XM, FM, xMnorm, fMnorm, yMnorm, XA, FA, xAnorm, fAnorm, yAnorm, dnorm, fminnorm, dminnorm, X, F, Y, &xnorm, &fnorm, &ynorm)); 26119653cdaSPeter Brune selectRestart = PETSC_FALSE; 26223b3e82cSAsbjørn Nilsen Riseth 26313a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) { 2649566063dSJacob Faibussowitsch PetscCall(SNESNGMRESSelectRestart_Private(snes, l, fMnorm, fAnorm, dnorm, fminnorm, dminnorm, &selectRestart)); 26523b3e82cSAsbjørn Nilsen Riseth 26628ed4a04SPeter Brune /* if the restart conditions persist for more than restart_it iterations, restart. */ 2671aa26658SKarl Rupp if (selectRestart) restart_count++; 2681aa26658SKarl Rupp else restart_count = 0; 26913a62661SPeter Brune } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) { 27013a62661SPeter Brune if (k_restart > ngmres->restart_periodic) { 27163a3b9bcSJacob Faibussowitsch if (ngmres->monitor) PetscCall(PetscViewerASCIIPrintf(ngmres->monitor, "periodic restart after %" PetscInt_FMT " iterations\n", k_restart)); 27213a62661SPeter Brune restart_count = ngmres->restart_it; 27313a62661SPeter Brune } 27413a62661SPeter Brune } 27523b3e82cSAsbjørn Nilsen Riseth 276b3c6a99cSPeter Brune ivec = k_restart % ngmres->msize; /* replace the last used part of the subspace */ 27723b3e82cSAsbjørn Nilsen Riseth 27828ed4a04SPeter Brune /* restart after restart conditions have persisted for a fixed number of iterations */ 27928ed4a04SPeter Brune if (restart_count >= ngmres->restart_it) { 28048a46eb9SPierre Jolivet if (ngmres->monitor) PetscCall(PetscViewerASCIIPrintf(ngmres->monitor, "Restarted at iteration %" PetscInt_FMT "\n", k_restart)); 28128ed4a04SPeter Brune restart_count = 0; 28219653cdaSPeter Brune k_restart = 1; 28319653cdaSPeter Brune l = 1; 284b3c6a99cSPeter Brune ivec = 0; 28598b3e84cSPeter Brune /* q_{00} = nu */ 2869566063dSJacob Faibussowitsch PetscCall(SNESNGMRESUpdateSubspace_Private(snes, 0, 0, FM, fMnorm, XM)); 287d2e16ddcSPeter Brune } else { 28898b3e84cSPeter Brune /* select the current size of the subspace */ 2891e633543SBarry Smith if (l < ngmres->msize) l++; 29019653cdaSPeter Brune k_restart++; 29198b3e84cSPeter Brune /* place the current entry in the list of previous entries */ 29238774f0aSPeter Brune if (ngmres->candidate) { 29338774f0aSPeter Brune if (fminnorm > fMnorm) fminnorm = fMnorm; 2949566063dSJacob Faibussowitsch PetscCall(SNESNGMRESUpdateSubspace_Private(snes, ivec, l, FM, fMnorm, XM)); 295d2e16ddcSPeter Brune } else { 29638774f0aSPeter Brune if (fminnorm > fnorm) fminnorm = fnorm; 2979566063dSJacob Faibussowitsch PetscCall(SNESNGMRESUpdateSubspace_Private(snes, ivec, l, F, fnorm, X)); 29819653cdaSPeter Brune } 299d2e16ddcSPeter Brune } 30019653cdaSPeter Brune 3019566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 302087dfb9eSxuemin snes->iter = k; 303f109b39eSPeter Brune snes->norm = fnorm; 3049566063dSJacob Faibussowitsch PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 3059566063dSJacob Faibussowitsch PetscCall(SNESLogConvergenceHistory(snes, snes->norm, snes->iter)); 3069566063dSJacob Faibussowitsch PetscCall(SNESMonitor(snes, snes->iter, snes->norm)); 307dbbe0bcdSBarry Smith PetscUseTypeMethod(snes, converged, snes->iter, 0, 0, fnorm, &snes->reason, snes->cnvP); 308087dfb9eSxuemin if (snes->reason) PetscFunctionReturn(0); 309a312c225SMatthew G Knepley } 310a312c225SMatthew G Knepley snes->reason = SNES_DIVERGED_MAX_IT; 311a312c225SMatthew G Knepley PetscFunctionReturn(0); 312a312c225SMatthew G Knepley } 313a312c225SMatthew G Knepley 31423b3e82cSAsbjørn Nilsen Riseth /*@ 31523b3e82cSAsbjørn Nilsen Riseth SNESNGMRESSetRestartFmRise - Increase the restart count if the step x_M increases the residual F_M 31623b3e82cSAsbjørn Nilsen Riseth 31723b3e82cSAsbjørn Nilsen Riseth Input Parameters: 318*f6dfbefdSBarry Smith + snes - the `SNES` context. 319*f6dfbefdSBarry Smith - flg - boolean value deciding whether to use the option or not, default is `PETSC_FALSE` 32023b3e82cSAsbjørn Nilsen Riseth 321*f6dfbefdSBarry Smith Options Database Key: 322*f6dfbefdSBarry Smith . -snes_ngmres_restart_fm_rise - Increase the restart count if the step x_M increases the residual F_M 32323b3e82cSAsbjørn Nilsen Riseth 32423b3e82cSAsbjørn Nilsen Riseth Level: intermediate 32523b3e82cSAsbjørn Nilsen Riseth 32623b3e82cSAsbjørn Nilsen Riseth Notes: 32723b3e82cSAsbjørn Nilsen Riseth If the proposed step x_M increases the residual F_M, it might be trying to get out of a stagnation area. 32823b3e82cSAsbjørn Nilsen Riseth To help the solver do that, reset the Krylov subspace whenever F_M increases. 32923b3e82cSAsbjørn Nilsen Riseth 330*f6dfbefdSBarry Smith This option must be used with the `SNESNGMRES` `SNESNGMRESRestartType` of `SNES_NGMRES_RESTART_DIFFERENCE` 33123b3e82cSAsbjørn Nilsen Riseth 332*f6dfbefdSBarry Smith .seealso: `SNES_NGMRES_RESTART_DIFFERENCE`, `SNESNGMRES`, `SNESNGMRESRestartType`, `SNESNGMRESSetRestartType()` 33323b3e82cSAsbjørn Nilsen Riseth @*/ 3349371c9d4SSatish Balay PetscErrorCode SNESNGMRESSetRestartFmRise(SNES snes, PetscBool flg) { 33523b3e82cSAsbjørn Nilsen Riseth PetscErrorCode (*f)(SNES, PetscBool); 33623b3e82cSAsbjørn Nilsen Riseth 33723b3e82cSAsbjørn Nilsen Riseth PetscFunctionBegin; 3389566063dSJacob Faibussowitsch PetscCall(PetscObjectQueryFunction((PetscObject)snes, "SNESNGMRESSetRestartFmRise_C", &f)); 3399566063dSJacob Faibussowitsch if (f) PetscCall((f)(snes, flg)); 34023b3e82cSAsbjørn Nilsen Riseth PetscFunctionReturn(0); 34123b3e82cSAsbjørn Nilsen Riseth } 34223b3e82cSAsbjørn Nilsen Riseth 3439371c9d4SSatish Balay PetscErrorCode SNESNGMRESSetRestartFmRise_NGMRES(SNES snes, PetscBool flg) { 34423b3e82cSAsbjørn Nilsen Riseth SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 34523b3e82cSAsbjørn Nilsen Riseth 34623b3e82cSAsbjørn Nilsen Riseth PetscFunctionBegin; 34723b3e82cSAsbjørn Nilsen Riseth ngmres->restart_fm_rise = flg; 34823b3e82cSAsbjørn Nilsen Riseth PetscFunctionReturn(0); 34923b3e82cSAsbjørn Nilsen Riseth } 35023b3e82cSAsbjørn Nilsen Riseth 3519371c9d4SSatish Balay PetscErrorCode SNESNGMRESGetRestartFmRise(SNES snes, PetscBool *flg) { 35223b3e82cSAsbjørn Nilsen Riseth PetscErrorCode (*f)(SNES, PetscBool *); 35323b3e82cSAsbjørn Nilsen Riseth 35423b3e82cSAsbjørn Nilsen Riseth PetscFunctionBegin; 3559566063dSJacob Faibussowitsch PetscCall(PetscObjectQueryFunction((PetscObject)snes, "SNESNGMRESGetRestartFmRise_C", &f)); 3569566063dSJacob Faibussowitsch if (f) PetscCall((f)(snes, flg)); 35723b3e82cSAsbjørn Nilsen Riseth PetscFunctionReturn(0); 35823b3e82cSAsbjørn Nilsen Riseth } 35923b3e82cSAsbjørn Nilsen Riseth 3609371c9d4SSatish Balay PetscErrorCode SNESNGMRESGetRestartFmRise_NGMRES(SNES snes, PetscBool *flg) { 36123b3e82cSAsbjørn Nilsen Riseth SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 36223b3e82cSAsbjørn Nilsen Riseth 36323b3e82cSAsbjørn Nilsen Riseth PetscFunctionBegin; 36423b3e82cSAsbjørn Nilsen Riseth *flg = ngmres->restart_fm_rise; 36523b3e82cSAsbjørn Nilsen Riseth PetscFunctionReturn(0); 36623b3e82cSAsbjørn Nilsen Riseth } 36723b3e82cSAsbjørn Nilsen Riseth 36813a62661SPeter Brune /*@ 369*f6dfbefdSBarry Smith SNESNGMRESSetRestartType - Sets the restart type for `SNESNGMRES`. 37013a62661SPeter Brune 371*f6dfbefdSBarry Smith Logically Collective on snes 37213a62661SPeter Brune 37313a62661SPeter Brune Input Parameters: 37413a62661SPeter Brune + snes - the iterative context 37513a62661SPeter Brune - rtype - restart type 37613a62661SPeter Brune 377*f6dfbefdSBarry Smith Options Databas Keys: 37813a62661SPeter Brune + -snes_ngmres_restart_type<difference,periodic,none> - set the restart type 3790c777b0cSPeter Brune - -snes_ngmres_restart[30] - sets the number of iterations before restart for periodic 38013a62661SPeter Brune 381*f6dfbefdSBarry Smith `SNESNGMRESRestartType`s: 382*f6dfbefdSBarry Smith + `SNES_NGMRES_RESTART_NONE` - never restart 383*f6dfbefdSBarry Smith . `SNES_NGMRES_RESTART_DIFFERENCE` - restart based upon difference criteria 384*f6dfbefdSBarry Smith - `SNES_NGMRES_RESTART_PERIODIC` - restart after a fixed number of iterations 385*f6dfbefdSBarry Smith 38613a62661SPeter Brune Level: intermediate 38713a62661SPeter Brune 388*f6dfbefdSBarry Smith .seealso: `SNES_NGMRES_RESTART_DIFFERENCE`, `SNESNGMRES`, `SNESNGMRESRestartType`, `SNESNGMRESSetRestartFmRise()` 38913a62661SPeter Brune @*/ 3909371c9d4SSatish Balay PetscErrorCode SNESNGMRESSetRestartType(SNES snes, SNESNGMRESRestartType rtype) { 39113a62661SPeter Brune PetscFunctionBegin; 39213a62661SPeter Brune PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); 393cac4c232SBarry Smith PetscTryMethod(snes, "SNESNGMRESSetRestartType_C", (SNES, SNESNGMRESRestartType), (snes, rtype)); 39413a62661SPeter Brune PetscFunctionReturn(0); 39513a62661SPeter Brune } 39613a62661SPeter Brune 39713a62661SPeter Brune /*@ 398*f6dfbefdSBarry Smith SNESNGMRESSetSelectType - Sets the selection type for `SNESNGMRES`. This determines how the candidate solution and 39913a62661SPeter Brune combined solution are used to create the next iterate. 40013a62661SPeter Brune 401*f6dfbefdSBarry Smith Logically Collective on snes 40213a62661SPeter Brune 40313a62661SPeter Brune Input Parameters: 40413a62661SPeter Brune + snes - the iterative context 40513a62661SPeter Brune - stype - selection type 40613a62661SPeter Brune 407*f6dfbefdSBarry Smith Options Database Key: 40867b8a455SSatish Balay . -snes_ngmres_select_type<difference,none,linesearch> - select type 40913a62661SPeter Brune 41013a62661SPeter Brune Level: intermediate 41113a62661SPeter Brune 412*f6dfbefdSBarry Smith `SNESNGMRESSelectType`s: 413*f6dfbefdSBarry Smith + `SNES_NGMRES_SELECT_NONE` - choose the combined solution all the time 414*f6dfbefdSBarry Smith . `SNES_NGMRES_SELECT_DIFFERENCE` - choose based upon the selection criteria 415*f6dfbefdSBarry Smith - `SNES_NGMRES_SELECT_LINESEARCH` - choose based upon line search combination 41613a62661SPeter Brune 417*f6dfbefdSBarry Smith Note: 418*f6dfbefdSBarry Smith The default line search used is the `SNESLINESEARCHL2` line search and it requires two additional function evaluations. 41913a62661SPeter Brune 420*f6dfbefdSBarry Smith .seealso: `SNESNGMRESSelectType()`, `SNES_NGMRES_SELECT_NONE`, `SNES_NGMRES_SELECT_DIFFERENCE`, `SNES_NGMRES_SELECT_LINESEARCH` 42113a62661SPeter Brune @*/ 4229371c9d4SSatish Balay PetscErrorCode SNESNGMRESSetSelectType(SNES snes, SNESNGMRESSelectType stype) { 42313a62661SPeter Brune PetscFunctionBegin; 42413a62661SPeter Brune PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); 425cac4c232SBarry Smith PetscTryMethod(snes, "SNESNGMRESSetSelectType_C", (SNES, SNESNGMRESSelectType), (snes, stype)); 42613a62661SPeter Brune PetscFunctionReturn(0); 42713a62661SPeter Brune } 42813a62661SPeter Brune 4299371c9d4SSatish Balay PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes, SNESNGMRESSelectType stype) { 43013a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 4315fd66863SKarl Rupp 43213a62661SPeter Brune PetscFunctionBegin; 43313a62661SPeter Brune ngmres->select_type = stype; 43413a62661SPeter Brune PetscFunctionReturn(0); 43513a62661SPeter Brune } 43613a62661SPeter Brune 4379371c9d4SSatish Balay PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes, SNESNGMRESRestartType rtype) { 43813a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES *)snes->data; 4395fd66863SKarl Rupp 44013a62661SPeter Brune PetscFunctionBegin; 44113a62661SPeter Brune ngmres->restart_type = rtype; 44213a62661SPeter Brune PetscFunctionReturn(0); 44313a62661SPeter Brune } 44413a62661SPeter Brune 445dfbf837cSBarry Smith /*MC 4461867fe5bSPeter Brune SNESNGMRES - The Nonlinear Generalized Minimum Residual method. 447a312c225SMatthew G Knepley 448dfbf837cSBarry Smith Level: beginner 449dfbf837cSBarry Smith 450*f6dfbefdSBarry Smith Options Database Keys: 45113a62661SPeter Brune + -snes_ngmres_select_type<difference,none,linesearch> - choose the select between candidate and combined solution 45238774f0aSPeter Brune . -snes_ngmres_restart_type<difference,none,periodic> - choose the restart conditions 453*f6dfbefdSBarry Smith . -snes_ngmres_candidate - Use `SNESNGMRES` variant which combines candidate solutions instead of actual solutions 45413a62661SPeter Brune . -snes_ngmres_m - Number of stored previous solutions and residuals 45513a62661SPeter Brune . -snes_ngmres_restart_it - Number of iterations the restart conditions hold before restart 45613a62661SPeter Brune . -snes_ngmres_gammaA - Residual tolerance for solution select between the candidate and combination 45713a62661SPeter Brune . -snes_ngmres_gammaC - Residual tolerance for restart 45813a62661SPeter Brune . -snes_ngmres_epsilonB - Difference tolerance between subsequent solutions triggering restart 45913a62661SPeter Brune . -snes_ngmres_deltaB - Difference tolerance between residuals triggering restart 46023b3e82cSAsbjørn Nilsen Riseth . -snes_ngmres_restart_fm_rise - Restart on residual rise from x_M step 46113a62661SPeter Brune . -snes_ngmres_monitor - Prints relevant information about the ngmres iteration 4625c3e6ab7SPeter Brune . -snes_linesearch_type <basic,l2,cp> - Line search type used for the default smoother 46313a62661SPeter Brune - -additive_snes_linesearch_type - linesearch type used to select between the candidate and combined solution with additive select type 4641867fe5bSPeter Brune 4651867fe5bSPeter Brune Notes: 4661867fe5bSPeter Brune The N-GMRES method combines m previous solutions into a minimum-residual solution by solving a small linearized 4671867fe5bSPeter Brune optimization problem at each iteration. 4681867fe5bSPeter Brune 469*f6dfbefdSBarry Smith Very similar to the `SNESANDERSON` algorithm. 4704f02bc6aSBarry Smith 4711867fe5bSPeter Brune References: 472606c0280SSatish Balay + * - C. W. Oosterlee and T. Washio, "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", 473dfbf837cSBarry Smith SIAM Journal on Scientific Computing, 21(5), 2000. 474606c0280SSatish Balay - * - Peter R. Brune, Matthew G. Knepley, Barry F. Smith, and Xuemin Tu, "Composing Scalable Nonlinear Algebraic Solvers", 4754f02bc6aSBarry Smith SIAM Review, 57(4), 2015 4764f02bc6aSBarry Smith 477*f6dfbefdSBarry Smith .seealso: `SNESCreate()`, `SNES`, `SNESSetType()`, `SNESType`, `SNESANDERSON`, `SNESNGMRESSetSelectType()`, `SNESNGMRESSetRestartType()`, 478*f6dfbefdSBarry Smith `SNESNGMRESSetRestartFmRise()` 479dfbf837cSBarry Smith M*/ 480a312c225SMatthew G Knepley 4819371c9d4SSatish Balay PETSC_EXTERN PetscErrorCode SNESCreate_NGMRES(SNES snes) { 482a312c225SMatthew G Knepley SNES_NGMRES *ngmres; 483d8d34be6SBarry Smith SNESLineSearch linesearch; 484a312c225SMatthew G Knepley 485a312c225SMatthew G Knepley PetscFunctionBegin; 486a312c225SMatthew G Knepley snes->ops->destroy = SNESDestroy_NGMRES; 487a312c225SMatthew G Knepley snes->ops->setup = SNESSetUp_NGMRES; 488a312c225SMatthew G Knepley snes->ops->setfromoptions = SNESSetFromOptions_NGMRES; 489a312c225SMatthew G Knepley snes->ops->view = SNESView_NGMRES; 490a312c225SMatthew G Knepley snes->ops->solve = SNESSolve_NGMRES; 491a312c225SMatthew G Knepley snes->ops->reset = SNESReset_NGMRES; 492a312c225SMatthew G Knepley 493efd4aadfSBarry Smith snes->usesnpc = PETSC_TRUE; 4942c155ee1SBarry Smith snes->usesksp = PETSC_FALSE; 495efd4aadfSBarry Smith snes->npcside = PC_RIGHT; 4962c155ee1SBarry Smith 4974fc747eaSLawrence Mitchell snes->alwayscomputesfinalresidual = PETSC_TRUE; 4984fc747eaSLawrence Mitchell 4999566063dSJacob Faibussowitsch PetscCall(PetscNewLog(snes, &ngmres)); 500a312c225SMatthew G Knepley snes->data = (void *)ngmres; 501d2e16ddcSPeter Brune ngmres->msize = 30; 50219653cdaSPeter Brune 50388976e71SPeter Brune if (!snes->tolerancesset) { 5040e444f03SPeter Brune snes->max_funcs = 30000; 5050e444f03SPeter Brune snes->max_its = 10000; 50688976e71SPeter Brune } 5070e444f03SPeter Brune 50838774f0aSPeter Brune ngmres->candidate = PETSC_FALSE; 509d2e16ddcSPeter Brune 5109566063dSJacob Faibussowitsch PetscCall(SNESGetLineSearch(snes, &linesearch)); 51148a46eb9SPierre Jolivet if (!((PetscObject)linesearch)->type_name) PetscCall(SNESLineSearchSetType(linesearch, SNESLINESEARCHBASIC)); 512d8d34be6SBarry Smith 5130298fd71SBarry Smith ngmres->additive_linesearch = NULL; 514077c4231SPeter Brune ngmres->approxfunc = PETSC_FALSE; 51528ed4a04SPeter Brune ngmres->restart_it = 2; 51613a62661SPeter Brune ngmres->restart_periodic = 30; 517f109b39eSPeter Brune ngmres->gammaA = 2.0; 518f109b39eSPeter Brune ngmres->gammaC = 2.0; 519cac108bcSPeter Brune ngmres->deltaB = 0.9; 520cac108bcSPeter Brune ngmres->epsilonB = 0.1; 52123b3e82cSAsbjørn Nilsen Riseth ngmres->restart_fm_rise = PETSC_FALSE; 522e7058c64SPeter Brune 52313a62661SPeter Brune ngmres->restart_type = SNES_NGMRES_RESTART_DIFFERENCE; 52413a62661SPeter Brune ngmres->select_type = SNES_NGMRES_SELECT_DIFFERENCE; 52513a62661SPeter Brune 5269566063dSJacob Faibussowitsch PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNGMRESSetSelectType_C", SNESNGMRESSetSelectType_NGMRES)); 5279566063dSJacob Faibussowitsch PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNGMRESSetRestartType_C", SNESNGMRESSetRestartType_NGMRES)); 5289566063dSJacob Faibussowitsch PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNGMRESSetRestartFmRise_C", SNESNGMRESSetRestartFmRise_NGMRES)); 5299566063dSJacob Faibussowitsch PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNGMRESGetRestartFmRise_C", SNESNGMRESGetRestartFmRise_NGMRES)); 530a312c225SMatthew G Knepley PetscFunctionReturn(0); 531a312c225SMatthew G Knepley } 532