113a62661SPeter Brune #include <../src/snes/impls/ngmres/snesngmres.h> /*I "petscsnes.h" I*/ 219653cdaSPeter Brune #include <petscblaslapack.h> 3*fced5a79SAsbjørn Nilsen Riseth #include <petscdm.h> 4a312c225SMatthew G Knepley 56a6fc655SJed Brown const char *const SNESNGMRESRestartTypes[] = {"NONE","PERIODIC","DIFFERENCE","SNESNGMRESRestartType","SNES_NGMRES_RESTART_",0}; 66a6fc655SJed Brown const char *const SNESNGMRESSelectTypes[] = {"NONE","DIFFERENCE","LINESEARCH","SNESNGMRESSelectType","SNES_NGMRES_SELECT_",0}; 713a62661SPeter Brune 8a312c225SMatthew G Knepley #undef __FUNCT__ 9a312c225SMatthew G Knepley #define __FUNCT__ "SNESReset_NGMRES" 10a312c225SMatthew G Knepley PetscErrorCode SNESReset_NGMRES(SNES snes) 11a312c225SMatthew G Knepley { 12a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 13a312c225SMatthew G Knepley PetscErrorCode ierr; 14a312c225SMatthew G Knepley 15a312c225SMatthew G Knepley PetscFunctionBegin; 16f109b39eSPeter Brune ierr = VecDestroyVecs(ngmres->msize,&ngmres->Fdot);CHKERRQ(ierr); 17f109b39eSPeter Brune ierr = VecDestroyVecs(ngmres->msize,&ngmres->Xdot);CHKERRQ(ierr); 18f1c6b773SPeter Brune ierr = SNESLineSearchDestroy(&ngmres->additive_linesearch);CHKERRQ(ierr); 19a312c225SMatthew G Knepley PetscFunctionReturn(0); 20a312c225SMatthew G Knepley } 21a312c225SMatthew G Knepley 22a312c225SMatthew G Knepley #undef __FUNCT__ 23a312c225SMatthew G Knepley #define __FUNCT__ "SNESDestroy_NGMRES" 24a312c225SMatthew G Knepley PetscErrorCode SNESDestroy_NGMRES(SNES snes) 25a312c225SMatthew G Knepley { 26a312c225SMatthew G Knepley PetscErrorCode ierr; 2778440776SJed Brown SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data; 28a312c225SMatthew G Knepley 29a312c225SMatthew G Knepley PetscFunctionBegin; 30a312c225SMatthew G Knepley ierr = SNESReset_NGMRES(snes);CHKERRQ(ierr); 31f109b39eSPeter Brune ierr = PetscFree5(ngmres->h,ngmres->beta,ngmres->xi,ngmres->fnorms,ngmres->q);CHKERRQ(ierr); 3219653cdaSPeter Brune ierr = PetscFree(ngmres->s);CHKERRQ(ierr); 3318aa0c0cSPeter Brune ierr = PetscFree(ngmres->xnorms);CHKERRQ(ierr); 3419653cdaSPeter Brune #if PETSC_USE_COMPLEX 3522d28d08SBarry Smith ierr = PetscFree(ngmres->rwork);CHKERRQ(ierr); 3619653cdaSPeter Brune #endif 3722d28d08SBarry Smith ierr = PetscFree(ngmres->work);CHKERRQ(ierr); 3822d28d08SBarry Smith ierr = PetscFree(snes->data);CHKERRQ(ierr); 39a312c225SMatthew G Knepley PetscFunctionReturn(0); 40a312c225SMatthew G Knepley } 41a312c225SMatthew G Knepley 42a312c225SMatthew G Knepley #undef __FUNCT__ 43a312c225SMatthew G Knepley #define __FUNCT__ "SNESSetUp_NGMRES" 44a312c225SMatthew G Knepley PetscErrorCode SNESSetUp_NGMRES(SNES snes) 45a312c225SMatthew G Knepley { 46a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 47e7058c64SPeter Brune const char *optionsprefix; 4819653cdaSPeter Brune PetscInt msize,hsize; 49a312c225SMatthew G Knepley PetscErrorCode ierr; 50*fced5a79SAsbjørn Nilsen Riseth DM dm; 51a312c225SMatthew G Knepley 52a312c225SMatthew G Knepley PetscFunctionBegin; 5346159c86SPeter Brune if (snes->pc && snes->pcside == PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) { 5446159c86SPeter Brune SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE,"SNESNGMRES does not support left preconditioning with unpreconditioned function"); 5546159c86SPeter Brune } 566c67d002SPeter Brune if (snes->pcside == PC_LEFT && snes->functype == SNES_FUNCTION_DEFAULT) snes->functype = SNES_FUNCTION_PRECONDITIONED; 57fa0ddf94SBarry Smith ierr = SNESSetWorkVecs(snes,5);CHKERRQ(ierr); 58*fced5a79SAsbjørn Nilsen Riseth 59*fced5a79SAsbjørn Nilsen Riseth if (!snes->vec_sol) { 60*fced5a79SAsbjørn Nilsen Riseth ierr = SNESGetDM(snes,&dm);CHKERRQ(ierr); 61*fced5a79SAsbjørn Nilsen Riseth ierr = DMCreateGlobalVector(dm,&snes->vec_sol);CHKERRQ(ierr); 62*fced5a79SAsbjørn Nilsen Riseth } 63*fced5a79SAsbjørn Nilsen Riseth 6478440776SJed Brown if (!ngmres->Xdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Xdot);CHKERRQ(ierr);} 6578440776SJed Brown if (!ngmres->Fdot) {ierr = VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Fdot);CHKERRQ(ierr);} 6678440776SJed Brown if (!ngmres->setup_called) { 67087dfb9eSxuemin msize = ngmres->msize; /* restart size */ 6819653cdaSPeter Brune hsize = msize * msize; 69087dfb9eSxuemin 7098b3e84cSPeter Brune /* explicit least squares minimization solve */ 71dcca6d9dSJed Brown ierr = PetscMalloc5(hsize,&ngmres->h, msize,&ngmres->beta, msize,&ngmres->xi, msize,&ngmres->fnorms, hsize,&ngmres->q);CHKERRQ(ierr); 72785e854fSJed Brown ierr = PetscMalloc1(msize,&ngmres->xnorms);CHKERRQ(ierr); 7319653cdaSPeter Brune ngmres->nrhs = 1; 7419653cdaSPeter Brune ngmres->lda = msize; 7519653cdaSPeter Brune ngmres->ldb = msize; 76785e854fSJed Brown ierr = PetscMalloc1(msize,&ngmres->s);CHKERRQ(ierr); 7719653cdaSPeter Brune ierr = PetscMemzero(ngmres->h, hsize*sizeof(PetscScalar));CHKERRQ(ierr); 7819653cdaSPeter Brune ierr = PetscMemzero(ngmres->q, hsize*sizeof(PetscScalar));CHKERRQ(ierr); 7919653cdaSPeter Brune ierr = PetscMemzero(ngmres->xi, msize*sizeof(PetscScalar));CHKERRQ(ierr); 8019653cdaSPeter Brune ierr = PetscMemzero(ngmres->beta,msize*sizeof(PetscScalar));CHKERRQ(ierr); 8119653cdaSPeter Brune ngmres->lwork = 12*msize; 8219653cdaSPeter Brune #if PETSC_USE_COMPLEX 83854ce69bSBarry Smith ierr = PetscMalloc1(ngmres->lwork,&ngmres->rwork);CHKERRQ(ierr); 8419653cdaSPeter Brune #endif 85854ce69bSBarry Smith ierr = PetscMalloc1(ngmres->lwork,&ngmres->work);CHKERRQ(ierr); 8678440776SJed Brown } 87e7058c64SPeter Brune 88e7058c64SPeter Brune /* linesearch setup */ 89e7058c64SPeter Brune ierr = SNESGetOptionsPrefix(snes,&optionsprefix);CHKERRQ(ierr); 90e7058c64SPeter Brune 9113a62661SPeter Brune if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) { 92ce94432eSBarry Smith ierr = SNESLineSearchCreate(PetscObjectComm((PetscObject)snes),&ngmres->additive_linesearch);CHKERRQ(ierr); 93f1c6b773SPeter Brune ierr = SNESLineSearchSetSNES(ngmres->additive_linesearch,snes);CHKERRQ(ierr); 941a4f838cSPeter Brune ierr = SNESLineSearchSetType(ngmres->additive_linesearch,SNESLINESEARCHL2);CHKERRQ(ierr); 95f1c6b773SPeter Brune ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,"additive_");CHKERRQ(ierr); 96f1c6b773SPeter Brune ierr = SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,optionsprefix);CHKERRQ(ierr); 97f1c6b773SPeter Brune ierr = SNESLineSearchSetFromOptions(ngmres->additive_linesearch);CHKERRQ(ierr); 98e7058c64SPeter Brune } 99e7058c64SPeter Brune 10078440776SJed Brown ngmres->setup_called = PETSC_TRUE; 101a312c225SMatthew G Knepley PetscFunctionReturn(0); 102a312c225SMatthew G Knepley } 103a312c225SMatthew G Knepley 104a312c225SMatthew G Knepley #undef __FUNCT__ 105a312c225SMatthew G Knepley #define __FUNCT__ "SNESSetFromOptions_NGMRES" 1068c34d3f5SBarry Smith PetscErrorCode SNESSetFromOptions_NGMRES(PetscOptions *PetscOptionsObject,SNES snes) 107a312c225SMatthew G Knepley { 108a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 109a312c225SMatthew G Knepley PetscErrorCode ierr; 11094ae4db5SBarry Smith PetscBool debug = PETSC_FALSE; 111f1c6b773SPeter Brune SNESLineSearch linesearch; 1120adebc6cSBarry Smith 113a312c225SMatthew G Knepley PetscFunctionBegin; 114e55864a3SBarry Smith ierr = PetscOptionsHead(PetscOptionsObject,"SNES NGMRES options");CHKERRQ(ierr); 11513a62661SPeter Brune ierr = PetscOptionsEnum("-snes_ngmres_select_type","Select type","SNESNGMRESSetSelectType",SNESNGMRESSelectTypes, 1160298fd71SBarry Smith (PetscEnum)ngmres->select_type,(PetscEnum*)&ngmres->select_type,NULL);CHKERRQ(ierr); 11713a62661SPeter Brune ierr = PetscOptionsEnum("-snes_ngmres_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes, 1180298fd71SBarry Smith (PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,NULL);CHKERRQ(ierr); 1190298fd71SBarry Smith ierr = PetscOptionsBool("-snes_ngmres_candidate", "Use candidate storage", "SNES",ngmres->candidate,&ngmres->candidate,NULL);CHKERRQ(ierr); 120077c4231SPeter Brune ierr = PetscOptionsBool("-snes_ngmres_approxfunc","Linearly approximate the function", "SNES",ngmres->approxfunc,&ngmres->approxfunc,NULL);CHKERRQ(ierr); 1210298fd71SBarry Smith ierr = PetscOptionsInt("-snes_ngmres_m", "Number of directions", "SNES",ngmres->msize,&ngmres->msize,NULL);CHKERRQ(ierr); 1220298fd71SBarry Smith ierr = PetscOptionsInt("-snes_ngmres_restart", "Iterations before forced restart", "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,NULL);CHKERRQ(ierr); 1230298fd71SBarry Smith ierr = PetscOptionsInt("-snes_ngmres_restart_it", "Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,NULL);CHKERRQ(ierr); 1240298fd71SBarry Smith ierr = PetscOptionsBool("-snes_ngmres_monitor", "Monitor actions of NGMRES", "SNES",ngmres->monitor ? PETSC_TRUE : PETSC_FALSE,&debug,NULL);CHKERRQ(ierr); 125dfbf837cSBarry Smith if (debug) { 126ce94432eSBarry Smith ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));CHKERRQ(ierr); 127dfbf837cSBarry Smith } 1280298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_gammaA", "Residual selection constant", "SNES",ngmres->gammaA,&ngmres->gammaA,NULL);CHKERRQ(ierr); 1290298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_gammaC", "Residual restart constant", "SNES",ngmres->gammaC,&ngmres->gammaC,NULL);CHKERRQ(ierr); 1300298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_epsilonB", "Difference selection constant", "SNES",ngmres->epsilonB,&ngmres->epsilonB,NULL);CHKERRQ(ierr); 1310298fd71SBarry Smith ierr = PetscOptionsReal("-snes_ngmres_deltaB", "Difference residual selection constant", "SNES",ngmres->deltaB,&ngmres->deltaB,NULL);CHKERRQ(ierr); 1320298fd71SBarry Smith ierr = PetscOptionsBool("-snes_ngmres_single_reduction", "Aggregate reductions", "SNES",ngmres->singlereduction,&ngmres->singlereduction,NULL);CHKERRQ(ierr); 133a312c225SMatthew G Knepley ierr = PetscOptionsTail();CHKERRQ(ierr); 1346a7cf640SPeter Brune if ((ngmres->gammaA > ngmres->gammaC) && (ngmres->gammaC > 2.)) ngmres->gammaC = ngmres->gammaA; 1359e764e56SPeter Brune 1369e764e56SPeter Brune /* set the default type of the line search if the user hasn't already. */ 1379e764e56SPeter Brune if (!snes->linesearch) { 1387601faf0SJed Brown ierr = SNESGetLineSearch(snes,&linesearch);CHKERRQ(ierr); 1391a4f838cSPeter Brune ierr = SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);CHKERRQ(ierr); 1409e764e56SPeter Brune } 141a312c225SMatthew G Knepley PetscFunctionReturn(0); 142a312c225SMatthew G Knepley } 143a312c225SMatthew G Knepley 144a312c225SMatthew G Knepley #undef __FUNCT__ 145a312c225SMatthew G Knepley #define __FUNCT__ "SNESView_NGMRES" 146a312c225SMatthew G Knepley PetscErrorCode SNESView_NGMRES(SNES snes,PetscViewer viewer) 147a312c225SMatthew G Knepley { 148a312c225SMatthew G Knepley SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 149a312c225SMatthew G Knepley PetscBool iascii; 150a312c225SMatthew G Knepley PetscErrorCode ierr; 151a312c225SMatthew G Knepley 152a312c225SMatthew G Knepley PetscFunctionBegin; 153251f4c67SDmitry Karpeev ierr = PetscObjectTypeCompare((PetscObject) viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr); 154a312c225SMatthew G Knepley if (iascii) { 155f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer," Number of stored past updates: %d\n", ngmres->msize);CHKERRQ(ierr); 156f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer," Residual selection: gammaA=%1.0e, gammaC=%1.0e\n",ngmres->gammaA,ngmres->gammaC);CHKERRQ(ierr); 157f109b39eSPeter Brune ierr = PetscViewerASCIIPrintf(viewer," Difference restart: epsilonB=%1.0e, deltaB=%1.0e\n",ngmres->epsilonB,ngmres->deltaB);CHKERRQ(ierr); 158a312c225SMatthew G Knepley } 159a312c225SMatthew G Knepley PetscFunctionReturn(0); 160a312c225SMatthew G Knepley } 161a312c225SMatthew G Knepley 162a312c225SMatthew G Knepley #undef __FUNCT__ 163a312c225SMatthew G Knepley #define __FUNCT__ "SNESSolve_NGMRES" 164a312c225SMatthew G Knepley PetscErrorCode SNESSolve_NGMRES(SNES snes) 165a312c225SMatthew G Knepley { 166087dfb9eSxuemin SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data; 16798b3e84cSPeter Brune /* present solution, residual, and preconditioned residual */ 1689f425c49SPeter Brune Vec X,F,B,D,Y; 169f109b39eSPeter Brune 170f109b39eSPeter Brune /* candidate linear combination answers */ 171ddd40ce5SPeter Brune Vec XA,FA,XM,FM; 17219653cdaSPeter Brune 17398b3e84cSPeter Brune /* coefficients and RHS to the minimization problem */ 17418aa0c0cSPeter Brune PetscReal fnorm,fMnorm,fAnorm; 175b3c6a99cSPeter Brune PetscReal xnorm,xMnorm,xAnorm; 176b3c6a99cSPeter Brune PetscReal ynorm,yMnorm,yAnorm; 17738774f0aSPeter Brune PetscInt k,k_restart,l,ivec,restart_count = 0; 17819653cdaSPeter Brune 17998b3e84cSPeter Brune /* solution selection data */ 18038774f0aSPeter Brune PetscBool selectRestart; 18138774f0aSPeter Brune PetscReal dnorm,dminnorm = 0.0; 182b3c6a99cSPeter Brune PetscReal fminnorm; 18319653cdaSPeter Brune 1841e633543SBarry Smith SNESConvergedReason reason; 185422a814eSBarry Smith SNESLineSearchReason lssucceed; 186a312c225SMatthew G Knepley PetscErrorCode ierr; 187a312c225SMatthew G Knepley 188a312c225SMatthew G Knepley PetscFunctionBegin; 189c579b300SPatrick Farrell 190c579b300SPatrick Farrell if (snes->xl || snes->xu || snes->ops->computevariablebounds) { 191c579b300SPatrick Farrell SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name); 192c579b300SPatrick Farrell } 193c579b300SPatrick Farrell 194fffbeea8SBarry Smith ierr = PetscCitationsRegister(SNESCitation,&SNEScite);CHKERRQ(ierr); 19598b3e84cSPeter Brune /* variable initialization */ 196a312c225SMatthew G Knepley snes->reason = SNES_CONVERGED_ITERATING; 197f109b39eSPeter Brune X = snes->vec_sol; 198f109b39eSPeter Brune F = snes->vec_func; 199f109b39eSPeter Brune B = snes->vec_rhs; 200f109b39eSPeter Brune XA = snes->vec_sol_update; 201f109b39eSPeter Brune FA = snes->work[0]; 202f109b39eSPeter Brune D = snes->work[1]; 203f109b39eSPeter Brune 204f109b39eSPeter Brune /* work for the line search */ 205f109b39eSPeter Brune Y = snes->work[2]; 2069f425c49SPeter Brune XM = snes->work[3]; 2079f425c49SPeter Brune FM = snes->work[4]; 208a312c225SMatthew G Knepley 209e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 210a312c225SMatthew G Knepley snes->iter = 0; 211a312c225SMatthew G Knepley snes->norm = 0.; 212e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 21319653cdaSPeter Brune 21498b3e84cSPeter Brune /* initialization */ 21519653cdaSPeter Brune 2163a2ae377SPeter Brune if (snes->pc && snes->pcside == PC_LEFT) { 217be95d8f1SBarry Smith ierr = SNESApplyNPC(snes,X,NULL,F);CHKERRQ(ierr); 2183a2ae377SPeter Brune ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); 2193a2ae377SPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 2203a2ae377SPeter Brune snes->reason = SNES_DIVERGED_INNER; 2213a2ae377SPeter Brune PetscFunctionReturn(0); 2223a2ae377SPeter Brune } 2233a2ae377SPeter Brune ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); 2243a2ae377SPeter Brune } else { 225e4ed7901SPeter Brune if (!snes->vec_func_init_set) { 226f109b39eSPeter Brune ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 2271aa26658SKarl Rupp } else snes->vec_func_init_set = PETSC_FALSE; 228c1c75074SPeter Brune 229f109b39eSPeter Brune ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); 230422a814eSBarry Smith SNESCheckFunctionNorm(snes,fnorm); 2313a2ae377SPeter Brune } 232e4ed7901SPeter Brune fminnorm = fnorm; 23319653cdaSPeter Brune 234e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 235f109b39eSPeter Brune snes->norm = fnorm; 236e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 237a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr); 238f109b39eSPeter Brune ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 239f109b39eSPeter Brune ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 240a312c225SMatthew G Knepley if (snes->reason) PetscFunctionReturn(0); 241b3c6a99cSPeter Brune SNESNGMRESUpdateSubspace_Private(snes,0,0,F,fnorm,X); 242a312c225SMatthew G Knepley 24319653cdaSPeter Brune k_restart = 1; 24419653cdaSPeter Brune l = 1; 245b3c6a99cSPeter Brune ivec = 0; 24609c08436SPeter Brune for (k=1; k < snes->max_its+1; k++) { 24798b3e84cSPeter Brune /* Computation of x^M */ 248c40d0f55SPeter Brune if (snes->pc && snes->pcside == PC_RIGHT) { 2499f425c49SPeter Brune ierr = VecCopy(X,XM);CHKERRQ(ierr); 250e4ed7901SPeter Brune ierr = SNESSetInitialFunction(snes->pc,F);CHKERRQ(ierr); 25163e7833aSPeter Brune 25263e7833aSPeter Brune ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr); 2539f425c49SPeter Brune ierr = SNESSolve(snes->pc,B,XM);CHKERRQ(ierr); 25463e7833aSPeter Brune ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,XM,B,0);CHKERRQ(ierr); 25563e7833aSPeter Brune 2568cc86e31SPeter Brune ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); 2578cc86e31SPeter Brune if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 2588cc86e31SPeter Brune snes->reason = SNES_DIVERGED_INNER; 2598cc86e31SPeter Brune PetscFunctionReturn(0); 2608cc86e31SPeter Brune } 261be95d8f1SBarry Smith ierr = SNESGetNPCFunction(snes,FM,&fMnorm);CHKERRQ(ierr); 2628cc86e31SPeter Brune } else { 263f109b39eSPeter Brune /* no preconditioner -- just take gradient descent with line search */ 264f109b39eSPeter Brune ierr = VecCopy(F,Y);CHKERRQ(ierr); 265e7058c64SPeter Brune ierr = VecCopy(F,FM);CHKERRQ(ierr); 266e7058c64SPeter Brune ierr = VecCopy(X,XM);CHKERRQ(ierr); 2671aa26658SKarl Rupp 268e7058c64SPeter Brune fMnorm = fnorm; 2691aa26658SKarl Rupp 270f1c6b773SPeter Brune ierr = SNESLineSearchApply(snes->linesearch,XM,FM,&fMnorm,Y);CHKERRQ(ierr); 271422a814eSBarry Smith ierr = SNESLineSearchGetReason(snes->linesearch,&lssucceed);CHKERRQ(ierr); 272422a814eSBarry Smith if (lssucceed) { 273f109b39eSPeter Brune if (++snes->numFailures >= snes->maxFailures) { 274f109b39eSPeter Brune snes->reason = SNES_DIVERGED_LINE_SEARCH; 275f109b39eSPeter Brune PetscFunctionReturn(0); 276f109b39eSPeter Brune } 277f109b39eSPeter Brune } 2786634f59bSPeter Brune } 279b3c6a99cSPeter Brune ierr = SNESNGMRESFormCombinedSolution_Private(snes,ivec,l,XM,FM,fMnorm,X,XA,FA);CHKERRQ(ierr); 28098b3e84cSPeter Brune /* r = F(x) */ 2819f425c49SPeter Brune if (fminnorm > fMnorm) fminnorm = fMnorm; /* the minimum norm is now of F^M */ 28219653cdaSPeter Brune 2839f425c49SPeter Brune /* differences for selection and restart */ 28413a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) { 285b3c6a99cSPeter Brune ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,&xMnorm,NULL,&yMnorm,&xAnorm,&fAnorm,&yAnorm);CHKERRQ(ierr); 28613a62661SPeter Brune } else { 287b3c6a99cSPeter Brune ierr = SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,&xMnorm,NULL,&yMnorm,&xAnorm,&fAnorm,&yAnorm);CHKERRQ(ierr); 28813a62661SPeter Brune } 289422a814eSBarry Smith SNESCheckFunctionNorm(snes,fnorm); 2901aa26658SKarl Rupp 2919f425c49SPeter Brune /* combination (additive) or selection (multiplicative) of the N-GMRES solution */ 292b3c6a99cSPeter Brune ierr = SNESNGMRESSelect_Private(snes,k_restart,XM,FM,xMnorm,fMnorm,yMnorm,XA,FA,xAnorm,fAnorm,yAnorm,dnorm,fminnorm,dminnorm,X,F,Y,&xnorm,&fnorm,&ynorm);CHKERRQ(ierr); 29319653cdaSPeter Brune selectRestart = PETSC_FALSE; 29413a62661SPeter Brune if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) { 29521687c63SPeter Brune ierr = SNESNGMRESSelectRestart_Private(snes,l,fAnorm,dnorm,fminnorm,dminnorm,&selectRestart);CHKERRQ(ierr); 29628ed4a04SPeter Brune /* if the restart conditions persist for more than restart_it iterations, restart. */ 2971aa26658SKarl Rupp if (selectRestart) restart_count++; 2981aa26658SKarl Rupp else restart_count = 0; 29913a62661SPeter Brune } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) { 30013a62661SPeter Brune if (k_restart > ngmres->restart_periodic) { 30113a62661SPeter Brune if (ngmres->monitor) ierr = PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);CHKERRQ(ierr); 30213a62661SPeter Brune restart_count = ngmres->restart_it; 30313a62661SPeter Brune } 30413a62661SPeter Brune } 305b3c6a99cSPeter Brune ivec = k_restart % ngmres->msize; /* replace the last used part of the subspace */ 30628ed4a04SPeter Brune /* restart after restart conditions have persisted for a fixed number of iterations */ 30728ed4a04SPeter Brune if (restart_count >= ngmres->restart_it) { 308dfbf837cSBarry Smith if (ngmres->monitor) { 309dfbf837cSBarry Smith ierr = PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);CHKERRQ(ierr); 310dfbf837cSBarry Smith } 31128ed4a04SPeter Brune restart_count = 0; 31219653cdaSPeter Brune k_restart = 1; 31319653cdaSPeter Brune l = 1; 314b3c6a99cSPeter Brune ivec = 0; 31598b3e84cSPeter Brune /* q_{00} = nu */ 316fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,0,0,FM,fMnorm,XM);CHKERRQ(ierr); 317d2e16ddcSPeter Brune } else { 31898b3e84cSPeter Brune /* select the current size of the subspace */ 3191e633543SBarry Smith if (l < ngmres->msize) l++; 32019653cdaSPeter Brune k_restart++; 32198b3e84cSPeter Brune /* place the current entry in the list of previous entries */ 32238774f0aSPeter Brune if (ngmres->candidate) { 32338774f0aSPeter Brune if (fminnorm > fMnorm) fminnorm = fMnorm; 324fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fMnorm,XM);CHKERRQ(ierr); 325d2e16ddcSPeter Brune } else { 32638774f0aSPeter Brune if (fminnorm > fnorm) fminnorm = fnorm; 327fa8c639aSPeter Brune ierr = SNESNGMRESUpdateSubspace_Private(snes,ivec,l,F,fnorm,X);CHKERRQ(ierr); 32819653cdaSPeter Brune } 329d2e16ddcSPeter Brune } 33019653cdaSPeter Brune 331e04113cfSBarry Smith ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 332087dfb9eSxuemin snes->iter = k; 333f109b39eSPeter Brune snes->norm = fnorm; 334e04113cfSBarry Smith ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 335a71f0d7dSBarry Smith ierr = SNESLogConvergenceHistory(snes,snes->norm,snes->iter);CHKERRQ(ierr); 3368409ca45SMatthew G Knepley ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 337b3c6a99cSPeter Brune ierr = (*snes->ops->converged)(snes,snes->iter,0,0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 338087dfb9eSxuemin if (snes->reason) PetscFunctionReturn(0); 339a312c225SMatthew G Knepley } 340a312c225SMatthew G Knepley snes->reason = SNES_DIVERGED_MAX_IT; 341a312c225SMatthew G Knepley PetscFunctionReturn(0); 342a312c225SMatthew G Knepley } 343a312c225SMatthew G Knepley 34413a62661SPeter Brune #undef __FUNCT__ 34513a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType" 34613a62661SPeter Brune /*@ 34713a62661SPeter Brune SNESNGMRESSetRestartType - Sets the restart type for SNESNGMRES. 34813a62661SPeter Brune 34913a62661SPeter Brune Logically Collective on SNES 35013a62661SPeter Brune 35113a62661SPeter Brune Input Parameters: 35213a62661SPeter Brune + snes - the iterative context 35313a62661SPeter Brune - rtype - restart type 35413a62661SPeter Brune 35513a62661SPeter Brune Options Database: 35613a62661SPeter Brune + -snes_ngmres_restart_type<difference,periodic,none> - set the restart type 3570c777b0cSPeter Brune - -snes_ngmres_restart[30] - sets the number of iterations before restart for periodic 35813a62661SPeter Brune 35913a62661SPeter Brune Level: intermediate 36013a62661SPeter Brune 36113a62661SPeter Brune SNESNGMRESRestartTypes: 36213a62661SPeter Brune + SNES_NGMRES_RESTART_NONE - never restart 36313a62661SPeter Brune . SNES_NGMRES_RESTART_DIFFERENCE - restart based upon difference criteria 36413a62661SPeter Brune - SNES_NGMRES_RESTART_PERIODIC - restart after a fixed number of iterations 36513a62661SPeter Brune 36613a62661SPeter Brune Notes: 36713a62661SPeter Brune The default line search used is the L2 line search and it requires two additional function evaluations. 36813a62661SPeter Brune 36913a62661SPeter Brune .keywords: SNES, SNESNGMRES, restart, type, set SNESLineSearch 37013a62661SPeter Brune @*/ 3710adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType(SNES snes,SNESNGMRESRestartType rtype) 3720adebc6cSBarry Smith { 37313a62661SPeter Brune PetscErrorCode ierr; 3745fd66863SKarl Rupp 37513a62661SPeter Brune PetscFunctionBegin; 37613a62661SPeter Brune PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 37713a62661SPeter Brune ierr = PetscTryMethod(snes,"SNESNGMRESSetRestartType_C",(SNES,SNESNGMRESRestartType),(snes,rtype));CHKERRQ(ierr); 37813a62661SPeter Brune PetscFunctionReturn(0); 37913a62661SPeter Brune } 38013a62661SPeter Brune 38113a62661SPeter Brune #undef __FUNCT__ 38213a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType" 38313a62661SPeter Brune /*@ 38413a62661SPeter Brune SNESNGMRESSetSelectType - Sets the selection type for SNESNGMRES. This determines how the candidate solution and 38513a62661SPeter Brune combined solution are used to create the next iterate. 38613a62661SPeter Brune 38713a62661SPeter Brune Logically Collective on SNES 38813a62661SPeter Brune 38913a62661SPeter Brune Input Parameters: 39013a62661SPeter Brune + snes - the iterative context 39113a62661SPeter Brune - stype - selection type 39213a62661SPeter Brune 39313a62661SPeter Brune Options Database: 39413a62661SPeter Brune . -snes_ngmres_select_type<difference,none,linesearch> 39513a62661SPeter Brune 39613a62661SPeter Brune Level: intermediate 39713a62661SPeter Brune 39813a62661SPeter Brune SNESNGMRESSelectTypes: 39913a62661SPeter Brune + SNES_NGMRES_SELECT_NONE - choose the combined solution all the time 40013a62661SPeter Brune . SNES_NGMRES_SELECT_DIFFERENCE - choose based upon the selection criteria 40113a62661SPeter Brune - SNES_NGMRES_SELECT_LINESEARCH - choose based upon line search combination 40213a62661SPeter Brune 40313a62661SPeter Brune Notes: 40413a62661SPeter Brune The default line search used is the L2 line search and it requires two additional function evaluations. 40513a62661SPeter Brune 40613a62661SPeter Brune .keywords: SNES, SNESNGMRES, selection, type, set SNESLineSearch 40713a62661SPeter Brune @*/ 4080adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType(SNES snes,SNESNGMRESSelectType stype) 4090adebc6cSBarry Smith { 41013a62661SPeter Brune PetscErrorCode ierr; 4115fd66863SKarl Rupp 41213a62661SPeter Brune PetscFunctionBegin; 41313a62661SPeter Brune PetscValidHeaderSpecific(snes,SNES_CLASSID,1); 41413a62661SPeter Brune ierr = PetscTryMethod(snes,"SNESNGMRESSetSelectType_C",(SNES,SNESNGMRESSelectType),(snes,stype));CHKERRQ(ierr); 41513a62661SPeter Brune PetscFunctionReturn(0); 41613a62661SPeter Brune } 41713a62661SPeter Brune 41813a62661SPeter Brune #undef __FUNCT__ 41913a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetSelectType_NGMRES" 4200adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes,SNESNGMRESSelectType stype) 4210adebc6cSBarry Smith { 42213a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data; 4235fd66863SKarl Rupp 42413a62661SPeter Brune PetscFunctionBegin; 42513a62661SPeter Brune ngmres->select_type = stype; 42613a62661SPeter Brune PetscFunctionReturn(0); 42713a62661SPeter Brune } 42813a62661SPeter Brune 42913a62661SPeter Brune #undef __FUNCT__ 43013a62661SPeter Brune #define __FUNCT__ "SNESNGMRESSetRestartType_NGMRES" 4310adebc6cSBarry Smith PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes,SNESNGMRESRestartType rtype) 4320adebc6cSBarry Smith { 43313a62661SPeter Brune SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data; 4345fd66863SKarl Rupp 43513a62661SPeter Brune PetscFunctionBegin; 43613a62661SPeter Brune ngmres->restart_type = rtype; 43713a62661SPeter Brune PetscFunctionReturn(0); 43813a62661SPeter Brune } 43913a62661SPeter Brune 440dfbf837cSBarry Smith /*MC 4411867fe5bSPeter Brune SNESNGMRES - The Nonlinear Generalized Minimum Residual method. 442a312c225SMatthew G Knepley 443dfbf837cSBarry Smith Level: beginner 444dfbf837cSBarry Smith 4451867fe5bSPeter Brune Options Database: 44613a62661SPeter Brune + -snes_ngmres_select_type<difference,none,linesearch> - choose the select between candidate and combined solution 44738774f0aSPeter Brune . -snes_ngmres_restart_type<difference,none,periodic> - choose the restart conditions 44838774f0aSPeter Brune . -snes_ngmres_candidate - Use NGMRES variant which combines candidate solutions instead of actual solutions 44913a62661SPeter Brune . -snes_ngmres_m - Number of stored previous solutions and residuals 45013a62661SPeter Brune . -snes_ngmres_restart_it - Number of iterations the restart conditions hold before restart 45113a62661SPeter Brune . -snes_ngmres_gammaA - Residual tolerance for solution select between the candidate and combination 45213a62661SPeter Brune . -snes_ngmres_gammaC - Residual tolerance for restart 45313a62661SPeter Brune . -snes_ngmres_epsilonB - Difference tolerance between subsequent solutions triggering restart 45413a62661SPeter Brune . -snes_ngmres_deltaB - Difference tolerance between residuals triggering restart 45513a62661SPeter Brune . -snes_ngmres_monitor - Prints relevant information about the ngmres iteration 4565c3e6ab7SPeter Brune . -snes_linesearch_type <basic,l2,cp> - Line search type used for the default smoother 45713a62661SPeter Brune - -additive_snes_linesearch_type - linesearch type used to select between the candidate and combined solution with additive select type 4581867fe5bSPeter Brune 4591867fe5bSPeter Brune Notes: 4601867fe5bSPeter Brune 4611867fe5bSPeter Brune The N-GMRES method combines m previous solutions into a minimum-residual solution by solving a small linearized 4621867fe5bSPeter Brune optimization problem at each iteration. 4631867fe5bSPeter Brune 4641867fe5bSPeter Brune References: 4651867fe5bSPeter Brune 466dfbf837cSBarry Smith "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", C. W. Oosterlee and T. Washio, 467dfbf837cSBarry Smith SIAM Journal on Scientific Computing, 21(5), 2000. 468dfbf837cSBarry Smith 469dfbf837cSBarry Smith .seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types) 470dfbf837cSBarry Smith M*/ 471a312c225SMatthew G Knepley 472a312c225SMatthew G Knepley #undef __FUNCT__ 473a312c225SMatthew G Knepley #define __FUNCT__ "SNESCreate_NGMRES" 4748cc058d9SJed Brown PETSC_EXTERN PetscErrorCode SNESCreate_NGMRES(SNES snes) 475a312c225SMatthew G Knepley { 476a312c225SMatthew G Knepley SNES_NGMRES *ngmres; 477a312c225SMatthew G Knepley PetscErrorCode ierr; 478a312c225SMatthew G Knepley 479a312c225SMatthew G Knepley PetscFunctionBegin; 480a312c225SMatthew G Knepley snes->ops->destroy = SNESDestroy_NGMRES; 481a312c225SMatthew G Knepley snes->ops->setup = SNESSetUp_NGMRES; 482a312c225SMatthew G Knepley snes->ops->setfromoptions = SNESSetFromOptions_NGMRES; 483a312c225SMatthew G Knepley snes->ops->view = SNESView_NGMRES; 484a312c225SMatthew G Knepley snes->ops->solve = SNESSolve_NGMRES; 485a312c225SMatthew G Knepley snes->ops->reset = SNESReset_NGMRES; 486a312c225SMatthew G Knepley 48742f4f86dSBarry Smith snes->usespc = PETSC_TRUE; 4882c155ee1SBarry Smith snes->usesksp = PETSC_FALSE; 48946159c86SPeter Brune snes->pcside = PC_RIGHT; 4902c155ee1SBarry Smith 491b00a9115SJed Brown ierr = PetscNewLog(snes,&ngmres);CHKERRQ(ierr); 492a312c225SMatthew G Knepley snes->data = (void*) ngmres; 493d2e16ddcSPeter Brune ngmres->msize = 30; 49419653cdaSPeter Brune 49588976e71SPeter Brune if (!snes->tolerancesset) { 4960e444f03SPeter Brune snes->max_funcs = 30000; 4970e444f03SPeter Brune snes->max_its = 10000; 49888976e71SPeter Brune } 4990e444f03SPeter Brune 50038774f0aSPeter Brune ngmres->candidate = PETSC_FALSE; 501d2e16ddcSPeter Brune 5020298fd71SBarry Smith ngmres->additive_linesearch = NULL; 503077c4231SPeter Brune ngmres->approxfunc = PETSC_FALSE; 50428ed4a04SPeter Brune ngmres->restart_it = 2; 50513a62661SPeter Brune ngmres->restart_periodic = 30; 506f109b39eSPeter Brune ngmres->gammaA = 2.0; 507f109b39eSPeter Brune ngmres->gammaC = 2.0; 508cac108bcSPeter Brune ngmres->deltaB = 0.9; 509cac108bcSPeter Brune ngmres->epsilonB = 0.1; 510e7058c64SPeter Brune 51113a62661SPeter Brune ngmres->restart_type = SNES_NGMRES_RESTART_DIFFERENCE; 51213a62661SPeter Brune ngmres->select_type = SNES_NGMRES_SELECT_DIFFERENCE; 51313a62661SPeter Brune 514bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetSelectType_C",SNESNGMRESSetSelectType_NGMRES);CHKERRQ(ierr); 515bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetRestartType_C",SNESNGMRESSetRestartType_NGMRES);CHKERRQ(ierr); 516a312c225SMatthew G Knepley PetscFunctionReturn(0); 517a312c225SMatthew G Knepley } 518