1 2 #include <private/snesimpl.h> 3 4 typedef struct { 5 Vec * dX; /* The change in X */ 6 Vec * dF; /* The change in F */ 7 PetscInt m; /* the number of kept previous steps */ 8 PetscScalar * alpha; 9 PetscScalar * beta; 10 PetscScalar * rho; 11 } QNContext; 12 13 #undef __FUNCT__ 14 #define __FUNCT__ "LBGFSApplyJinv_Private" 15 PetscErrorCode LBGFSApplyJinv_Private(SNES snes, PetscInt it, Vec g, Vec z) { 16 17 PetscErrorCode ierr; 18 19 QNContext * qn = (QNContext *)snes->data; 20 21 Vec * dX = qn->dX; 22 Vec * dF = qn->dF; 23 24 PetscScalar * alpha = qn->alpha; 25 PetscScalar * beta = qn->beta; 26 PetscScalar * rho = qn->rho; 27 28 PetscInt k, i; 29 PetscInt m = qn->m; 30 PetscScalar t; 31 PetscInt l = m; 32 33 PetscFunctionBegin; 34 35 if (it < m) l = it; 36 37 ierr = VecCopy(g, z);CHKERRQ(ierr); 38 39 /* outward recursion starting at iteration k's update and working back */ 40 for (i = 0; i < l; i++) { 41 k = (it - i - 1) % m; 42 /* k = (it + i - l) % m; */ 43 ierr = VecDot(dX[k], z, &t);CHKERRQ(ierr); 44 alpha[k] = t*rho[k]; 45 ierr = VecAXPY(z, -alpha[k], dF[k]);CHKERRQ(ierr); 46 } 47 48 /* inner application of the initial inverse jacobian approximation */ 49 /* right now it's just the identity. Nothing needs to go here. */ 50 51 /* inward recursion starting at the first update and working forward*/ 52 for (i = 0; i < l; i++) { 53 /* k = (it - i - 1) % m; */ 54 k = (it + i - l) % m; 55 ierr = VecDot(dF[k], z, &t);CHKERRQ(ierr); 56 beta[k] = rho[k]*t; 57 ierr = VecAXPY(z, (alpha[k] - beta[k]), dX[k]); 58 } 59 ierr = VecScale(z, 1.0);CHKERRQ(ierr); 60 61 PetscFunctionReturn(0); 62 } 63 64 #undef __FUNCT__ 65 #define __FUNCT__ "SNESSolve_QN" 66 static PetscErrorCode SNESSolve_QN(SNES snes) 67 { 68 69 PetscErrorCode ierr; 70 QNContext * qn = (QNContext*) snes->data; 71 72 Vec x, xold; 73 Vec f, fold; 74 Vec w, y; 75 76 PetscInt i, k; 77 78 PetscReal fnorm, xnorm; 79 PetscInt m = qn->m; 80 PetscBool ls_OK; 81 82 PetscScalar rhosc; 83 84 Vec * dX = qn->dX; 85 Vec * dF = qn->dF; 86 PetscScalar * rho = qn->rho; 87 88 /* basically just a regular newton's method except for the application of the jacobian */ 89 PetscFunctionBegin; 90 91 x = snes->vec_sol; 92 xold = snes->vec_sol_update; /* dX_k */ 93 w = snes->work[1]; 94 f = snes->vec_func; 95 fold = snes->work[0]; 96 y = snes->work[2]; 97 98 snes->reason = SNES_CONVERGED_ITERATING; 99 100 ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 101 snes->iter = 0; 102 snes->norm = 0.; 103 ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 104 ierr = SNESComputeFunction(snes,x,f);CHKERRQ(ierr); 105 if (snes->domainerror) { 106 snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; 107 PetscFunctionReturn(0); 108 } 109 ierr = VecNorm(f, NORM_2, &fnorm);CHKERRQ(ierr); /* fnorm <- ||F|| */ 110 if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"Infinite or not-a-number generated in norm"); 111 ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 112 snes->norm = fnorm; 113 ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 114 SNESLogConvHistory(snes,fnorm,0); 115 ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 116 117 /* set parameter for default relative tolerance convergence test */ 118 snes->ttol = fnorm*snes->rtol; 119 /* test convergence */ 120 ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 121 if (snes->reason) PetscFunctionReturn(0); 122 ierr = VecCopy(f, fold);CHKERRQ(ierr); 123 ierr = VecCopy(x, xold);CHKERRQ(ierr); 124 for(i = 0; i < snes->max_its; i++) { 125 /* general purpose update */ 126 if (snes->ops->update) { 127 ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 128 } 129 130 /* apply the current iteration of the approximate jacobian */ 131 ierr = LBGFSApplyJinv_Private(snes, i, f, y);CHKERRQ(ierr); 132 133 /* line search for lambda */ 134 ierr = VecScale(y,-1.0);CHKERRQ(ierr); 135 ierr = (*snes->ops->linesearch)(snes, PETSC_NULL, x, f, y, fnorm, xnorm, 0, w,&xnorm, &fnorm, &ls_OK);CHKERRQ(ierr); 136 ierr = VecNorm(f, NORM_2, &fnorm);CHKERRQ(ierr); 137 if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"Infinite or not-a-number generated in norm"); 138 ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); 139 snes->iter = i+1; 140 snes->norm = fnorm; 141 ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); 142 SNESLogConvHistory(snes,snes->norm,snes->iter); 143 ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 144 /* set parameter for default relative tolerance convergence test */ 145 ierr = (*snes->ops->converged)(snes,i+1,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 146 if (snes->reason) PetscFunctionReturn(0); 147 148 /* set the differences */ 149 k = i % m; 150 ierr = VecCopy(f, dF[k]);CHKERRQ(ierr); 151 ierr = VecAXPY(dF[k], -1.0, fold);CHKERRQ(ierr); 152 ierr = VecCopy(x, dX[k]);CHKERRQ(ierr); 153 ierr = VecAXPY(dX[k], -1.0, xold);CHKERRQ(ierr); 154 ierr = VecDot(dX[k], dF[k], &rhosc);CHKERRQ(ierr); 155 rho[k] = 1. / rhosc; 156 ierr = VecCopy(f, fold);CHKERRQ(ierr); 157 ierr = VecCopy(x, xold);CHKERRQ(ierr); 158 } 159 if (i == snes->max_its) { 160 ierr = PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", snes->max_its);CHKERRQ(ierr); 161 if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT; 162 } 163 PetscFunctionReturn(0); 164 } 165 166 167 #undef __FUNCT__ 168 #define __FUNCT__ "SNESSetUp_QN" 169 static PetscErrorCode SNESSetUp_QN(SNES snes) 170 { 171 QNContext * qn = (QNContext *)snes->data; 172 PetscErrorCode ierr; 173 PetscFunctionBegin; 174 ierr = VecDuplicateVecs(snes->vec_sol, qn->m, &qn->dX);CHKERRQ(ierr); 175 ierr = VecDuplicateVecs(snes->vec_sol, qn->m, &qn->dF);CHKERRQ(ierr); 176 ierr = PetscMalloc3(qn->m, PetscScalar, &qn->alpha, qn->m, PetscScalar, &qn->beta, qn->m, PetscScalar, &qn->rho);CHKERRQ(ierr); 177 ierr = SNESDefaultGetWork(snes,3);CHKERRQ(ierr); 178 PetscFunctionReturn(0); 179 } 180 181 #undef __FUNCT__ 182 #define __FUNCT__ "SNESReset_QN" 183 static PetscErrorCode SNESReset_QN(SNES snes) 184 { 185 PetscErrorCode ierr; 186 QNContext * qn; 187 PetscFunctionBegin; 188 if (snes->data) { 189 qn = (QNContext *)snes->data; 190 if (qn->dX) { 191 ierr = VecDestroyVecs(qn->m, &qn->dX);CHKERRQ(ierr); 192 } 193 if (qn->dF) { 194 ierr = VecDestroyVecs(qn->m, &qn->dF);CHKERRQ(ierr); 195 } 196 ierr = PetscFree3(qn->alpha, qn->beta, qn->rho);CHKERRQ(ierr); 197 } 198 if (snes->work) {ierr = VecDestroyVecs(snes->nwork,&snes->work);CHKERRQ(ierr);} 199 PetscFunctionReturn(0); 200 } 201 202 #undef __FUNCT__ 203 #define __FUNCT__ "SNESDestroy_QN" 204 static PetscErrorCode SNESDestroy_QN(SNES snes) 205 { 206 PetscErrorCode ierr; 207 PetscFunctionBegin; 208 ierr = SNESReset_QN(snes);CHKERRQ(ierr); 209 ierr = PetscFree(snes->data);CHKERRQ(ierr); 210 PetscFunctionReturn(0); 211 } 212 213 #undef __FUNCT__ 214 #define __FUNCT__ "SNESSetFromOptions_QN" 215 static PetscErrorCode SNESSetFromOptions_QN(SNES snes) 216 { 217 218 PetscErrorCode ierr; 219 QNContext * qn; 220 221 PetscFunctionBegin; 222 223 qn = (QNContext *)snes->data; 224 225 ierr = PetscOptionsHead("SNES QN options");CHKERRQ(ierr); 226 ierr = PetscOptionsInt("-snes_qn_m", "Number of past states saved for L-Broyden methods", "SNES", qn->m, &qn->m, PETSC_NULL);CHKERRQ(ierr); 227 ierr = PetscOptionsTail();CHKERRQ(ierr); 228 PetscFunctionReturn(0); 229 } 230 231 /* -------------------------------------------------------------------------- */ 232 /*MC 233 SNESQN - Limited-Memory Quasi-Newton methods for the solution of nonlinear systems. 234 235 Options Database: 236 237 + -snes_qn_m - Number of past states saved for the L-Broyden methods. 238 + -snes_ls_damping - The damping parameter on the update to x. 239 240 Notes: This implements the L-BFGS algorithm for the solution of F(x) = 0 using previous change in F(x) and x to 241 form the approximate inverse Jacobian using a series of multiplicative rank-one updates. This will eventually be 242 generalized to implement several limited-memory Broyden methods. 243 244 References: 245 246 L-Broyden Methods: a generalization of the L-BFGS method to the limited memory Broyden family, M. B. Reed, 247 International Journal of Computer Mathematics, vol. 86, 2009. 248 249 250 Level: beginner 251 252 .seealso: SNESCreate(), SNES, SNESSetType(), SNESLS, SNESTR 253 254 M*/ 255 EXTERN_C_BEGIN 256 #undef __FUNCT__ 257 #define __FUNCT__ "SNESCreate_QN" 258 PetscErrorCode SNESCreate_QN(SNES snes) 259 { 260 261 PetscErrorCode ierr; 262 QNContext * qn; 263 264 PetscFunctionBegin; 265 snes->ops->setup = SNESSetUp_QN; 266 snes->ops->solve = SNESSolve_QN; 267 snes->ops->destroy = SNESDestroy_QN; 268 snes->ops->setfromoptions = SNESSetFromOptions_QN; 269 snes->ops->view = 0; 270 snes->ops->reset = SNESReset_QN; 271 272 snes->usespc = PETSC_TRUE; 273 snes->usesksp = PETSC_FALSE; 274 275 ierr = PetscNewLog(snes, QNContext, &qn);CHKERRQ(ierr); 276 snes->data = (void *) qn; 277 qn->m = 100; 278 qn->dX = PETSC_NULL; 279 qn->dF = PETSC_NULL; 280 281 snes->ops->linesearch = SNESLineSearchQuadratic; 282 snes->ops->linesearchquadratic = SNESLineSearchQuadratic; 283 snes->ops->linesearchno = SNESLineSearchNo; 284 snes->ops->linesearchnonorms = SNESLineSearchNoNorms; 285 PetscFunctionReturn(0); 286 } 287 EXTERN_C_END 288