xref: /petsc/src/snes/impls/richardson/snesrichardson.c (revision bf7f4e0aa335b99ab1a0e3a31a22f19305ab3c54)
1 #include <../src/snes/impls/richardson/snesrichardsonimpl.h>
2 
3 
4 #undef __FUNCT__
5 #define __FUNCT__ "SNESReset_NRichardson"
6 PetscErrorCode SNESReset_NRichardson(SNES snes)
7 {
8 
9   PetscFunctionBegin;
10   PetscFunctionReturn(0);
11 }
12 
13 /*
14   SNESDestroy_NRichardson - Destroys the private SNES_NRichardson context that was created with SNESCreate_NRichardson().
15 
16   Input Parameter:
17 . snes - the SNES context
18 
19   Application Interface Routine: SNESDestroy()
20 */
21 #undef __FUNCT__
22 #define __FUNCT__ "SNESDestroy_NRichardson"
23 PetscErrorCode SNESDestroy_NRichardson(SNES snes)
24 {
25   PetscErrorCode   ierr;
26 
27   PetscFunctionBegin;
28   ierr = SNESReset_NRichardson(snes);CHKERRQ(ierr);
29   ierr = PetscFree(snes->data);CHKERRQ(ierr);
30   PetscFunctionReturn(0);
31 }
32 
33 /*
34    SNESSetUp_NRichardson - Sets up the internal data structures for the later use
35    of the SNESNRICHARDSON nonlinear solver.
36 
37    Input Parameters:
38 +  snes - the SNES context
39 -  x - the solution vector
40 
41    Application Interface Routine: SNESSetUp()
42  */
43 #undef __FUNCT__
44 #define __FUNCT__ "SNESSetUp_NRichardson"
45 PetscErrorCode SNESSetUp_NRichardson(SNES snes)
46 {
47   PetscFunctionBegin;
48   PetscFunctionReturn(0);
49 }
50 
51 /*
52   SNESSetFromOptions_NRichardson - Sets various parameters for the SNESLS method.
53 
54   Input Parameter:
55 . snes - the SNES context
56 
57   Application Interface Routine: SNESSetFromOptions()
58 */
59 #undef __FUNCT__
60 #define __FUNCT__ "SNESSetFromOptions_NRichardson"
61 static PetscErrorCode SNESSetFromOptions_NRichardson(SNES snes)
62 {
63   PetscErrorCode ierr;
64   PetscFunctionBegin;
65     ierr = PetscOptionsHead("SNES Richardson options");CHKERRQ(ierr);
66     ierr = PetscOptionsTail();CHKERRQ(ierr);
67   PetscFunctionReturn(0);
68 }
69 
70 /*
71   SNESView_NRichardson - Prints info from the SNESRichardson data structure.
72 
73   Input Parameters:
74 + SNES - the SNES context
75 - viewer - visualization context
76 
77   Application Interface Routine: SNESView()
78 */
79 #undef __FUNCT__
80 #define __FUNCT__ "SNESView_NRichardson"
81 static PetscErrorCode SNESView_NRichardson(SNES snes, PetscViewer viewer)
82 {
83   PetscBool        iascii;
84   PetscErrorCode   ierr;
85 
86   PetscFunctionBegin;
87   ierr = PetscTypeCompare((PetscObject) viewer, PETSCVIEWERASCII, &iascii);CHKERRQ(ierr);
88   if (iascii) {
89     ierr = PetscViewerASCIIPrintf(viewer,"  richardson variant: %s\n", SNESLineSearchTypeName(snes->ls_type));CHKERRQ(ierr);
90   }
91   PetscFunctionReturn(0);
92 }
93 
94 #undef __FUNCT__
95 #define __FUNCT__ "SNESLineSearchQuadratic_NRichardson"
96 PetscErrorCode SNESLineSearchQuadratic_NRichardson(SNES snes,void *lsctx,Vec X,Vec F,Vec Y,PetscReal fnorm,PetscReal dummyXnorm,Vec G,Vec W,PetscReal *dummyYnorm,PetscReal *gnorm,PetscBool *flag)
97 {
98   PetscInt         i;
99   PetscReal        alphas[3] = {0.0, 0.5, 1.0};
100   PetscReal        norms[3];
101   PetscReal        alpha,a,b;
102   PetscErrorCode   ierr;
103 
104   PetscFunctionBegin;
105   norms[0]  = fnorm;
106   for(i=1; i < 3; ++i) {
107     ierr = VecWAXPY(W, -alphas[i], Y, X);CHKERRQ(ierr);     /* W =  X^n - \alpha Y */
108     ierr = SNESComputeFunction(snes, W, G);CHKERRQ(ierr);
109     ierr = VecNorm(G, NORM_2, &norms[i]);CHKERRQ(ierr);
110   }
111   for(i = 0; i < 3; ++i) {
112     norms[i] = PetscSqr(norms[i]);
113   }
114   /* Fit a quadratic:
115        If we have x_{0,1,2} = 0, x_1, x_2 which generate norms y_{0,1,2}
116        a = (x_1 y_2 - x_2 y_1 + (x_2 - x_1) y_0)/(x^2_2 x_1 - x_2 x^2_1)
117        b = (x^2_1 y_2 - x^2_2 y_1 + (x^2_2 - x^2_1) y_0)/(x_2 x^2_1 - x^2_2 x_1)
118        c = y_0
119        x_min = -b/2a
120 
121        If we let x_{0,1,2} = 0, 0.5, 1.0
122        a = 2 y_2 - 4 y_1 + 2 y_0
123        b =  -y_2 + 4 y_1 - 3 y_0
124        c =   y_0
125   */
126   a = (alphas[1]*norms[2] - alphas[2]*norms[1] + (alphas[2] - alphas[1])*norms[0])/(PetscSqr(alphas[2])*alphas[1] - alphas[2]*PetscSqr(alphas[1]));
127   b = (PetscSqr(alphas[1])*norms[2] - PetscSqr(alphas[2])*norms[1] + (PetscSqr(alphas[2]) - PetscSqr(alphas[1]))*norms[0])/(alphas[2]*PetscSqr(alphas[1]) - PetscSqr(alphas[2])*alphas[1]);
128   /* Check for positive a (concave up) */
129   if (a >= 0.0) {
130     alpha = -b/(2.0*a);
131     alpha = PetscMin(alpha, alphas[2]);
132     alpha = PetscMax(alpha, alphas[0]);
133   } else {
134     alpha = 1.0;
135   }
136   if (snes->ls_monitor) {
137     ierr = PetscViewerASCIIAddTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
138     ierr = PetscViewerASCIIPrintf(snes->ls_monitor,"    Line search: norms[0] = %g, norms[1] = %g, norms[2] = %g alpha %g\n",
139                                   PetscSqrtReal(norms[0]),PetscSqrtReal(norms[1]),PetscSqrtReal(norms[2]),alpha);CHKERRQ(ierr);
140     ierr = PetscViewerASCIISubtractTab(snes->ls_monitor,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
141   }
142   ierr = VecCopy(X, W);CHKERRQ(ierr);
143   ierr = VecAXPY(W, -alpha, Y);CHKERRQ(ierr);
144   if (alpha != 1.0) {
145     ierr = SNESComputeFunction(snes, W, G);CHKERRQ(ierr);
146     ierr = VecNorm(G, NORM_2, gnorm);CHKERRQ(ierr);
147   } else {
148     *gnorm = PetscSqrtReal(norms[2]);
149   }
150   if (alpha == 0.0) *flag = PETSC_FALSE;
151   else              *flag = PETSC_TRUE;
152   PetscFunctionReturn(0);
153 }
154 
155 /*
156   SNESSolve_NRichardson - Solves a nonlinear system with the Richardson method.
157 
158   Input Parameters:
159 . snes - the SNES context
160 
161   Output Parameter:
162 . outits - number of iterations until termination
163 
164   Application Interface Routine: SNESSolve()
165 */
166 #undef __FUNCT__
167 #define __FUNCT__ "SNESSolve_NRichardson"
168 PetscErrorCode SNESSolve_NRichardson(SNES snes)
169 {
170   SNES_NRichardson    *neP = (SNES_NRichardson *)snes->data;
171   Vec                 X, Y, F;
172   PetscReal           fnorm;
173   PetscInt            maxits, i;
174   PetscErrorCode      ierr;
175   PetscBool           lsSuccess;
176   SNESConvergedReason reason;
177 
178   PetscFunctionBegin;
179   snes->reason = SNES_CONVERGED_ITERATING;
180 
181   maxits = snes->max_its;        /* maximum number of iterations */
182   X      = snes->vec_sol;        /* X^n */
183   Y      = snes->vec_sol_update; /* \tilde X */
184   F      = snes->vec_func;       /* residual vector */
185 
186   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
187   snes->iter = 0;
188   snes->norm = 0.;
189   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
190   ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
191   if (snes->domainerror) {
192     snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
193     PetscFunctionReturn(0);
194   }
195   ierr = VecNorm(F, NORM_2, &fnorm);CHKERRQ(ierr); /* fnorm <- ||F||  */
196   if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"Infinite or not-a-number generated in norm");
197   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
198   snes->norm = fnorm;
199   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
200   SNESLogConvHistory(snes,fnorm,0);
201   ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);
202 
203   /* set parameter for default relative tolerance convergence test */
204   snes->ttol = fnorm*snes->rtol;
205   /* test convergence */
206   ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
207   if (snes->reason) PetscFunctionReturn(0);
208 
209   for(i = 0; i < maxits; i++) {
210     lsSuccess = PETSC_TRUE;
211     /* Call general purpose update function */
212     if (snes->ops->update) {
213       ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
214     }
215     else if (snes->pc) {
216       ierr = VecCopy(X,Y);CHKERRQ(ierr);
217       ierr = SNESSolve(snes->pc, snes->vec_rhs, Y);CHKERRQ(ierr);
218       ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
219       if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
220         snes->reason = SNES_DIVERGED_INNER;
221         PetscFunctionReturn(0);
222       }
223       ierr = VecAYPX(Y,-1.0,X);CHKERRQ(ierr);
224     } else {
225       ierr = VecCopy(F,Y);CHKERRQ(ierr);
226     }
227     ierr = LineSearchApply(neP->linesearch, X, F, &fnorm, Y);CHKERRQ(ierr);
228     ierr = LineSearchGetSuccess(neP->linesearch, &lsSuccess);CHKERRQ(ierr);
229     if (!lsSuccess) {
230       if (++snes->numFailures >= snes->maxFailures) {
231         snes->reason = SNES_DIVERGED_LINE_SEARCH;
232         break;
233       }
234     }
235     if (snes->nfuncs >= snes->max_funcs) {
236       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
237       break;
238     }
239     if (snes->domainerror) {
240       snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
241       PetscFunctionReturn(0);
242     }
243     /* Monitor convergence */
244     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
245     snes->iter = i+1;
246     snes->norm = fnorm;
247     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
248     SNESLogConvHistory(snes,snes->norm,0);
249     ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
250     /* Test for convergence */
251     ierr = (*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
252     if (snes->reason) break;
253   }
254   if (i == maxits) {
255     ierr = PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", maxits);CHKERRQ(ierr);
256     if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
257   }
258   PetscFunctionReturn(0);
259 }
260 
261 
262 EXTERN_C_BEGIN
263 #undef __FUNCT__
264 #define __FUNCT__ "SNESLineSearchSetType_NRichardson"
265 PetscErrorCode  SNESLineSearchSetType_NRichardson(SNES snes, SNESLineSearchType type)
266 {
267   PetscErrorCode ierr;
268   PetscFunctionBegin;
269 
270   switch (type) {
271   case SNES_LS_BASIC:
272     ierr = SNESLineSearchSet(snes,SNESLineSearchNo,PETSC_NULL);CHKERRQ(ierr);
273     break;
274   case SNES_LS_BASIC_NONORMS:
275     ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr);
276     break;
277   case SNES_LS_QUADRATIC:
278     ierr = SNESLineSearchSet(snes,SNESLineSearchQuadraticSecant,PETSC_NULL);CHKERRQ(ierr);
279     break;
280   case SNES_LS_CRITICAL:
281     ierr = SNESLineSearchSet(snes,SNESLineSearchCriticalSecant,PETSC_NULL);CHKERRQ(ierr);
282     break;
283   default:
284     SETERRQ(PETSC_COMM_SELF, PETSC_ERR_SUP,"Unknown line search type");
285     break;
286   }
287   snes->ls_type = type;
288   PetscFunctionReturn(0);
289 }
290 EXTERN_C_END
291 
292 /*MC
293   SNESNRICHARDSON - Richardson nonlinear solver that uses successive substitutions, also sometimes known as Picard iteration.
294 
295   Level: beginner
296 
297   Options Database:
298 .   -snes_ls <basic,basicnormnorms,quadratic,critical> Line search type.
299 
300   Notes: If no inner nonlinear preconditioner is provided then solves F(x) - b = 0 using x^{n+1} = x^{n} - lambda
301             (F(x^n) - b) where lambda is obtained either SNESLineSearchSetDamping(), -snes_damping or a line search.  If
302             an inner nonlinear preconditioner is provided (either with -npc_snes_type or SNESSetPC()) then the inner
303             solver is called an initial solution x^n and the nonlinear Richardson uses x^{n+1} = x^{n} + lambda d^{n}
304             where d^{n} = \hat{x}^{n} - x^{n} where \hat{x}^{n} is the solution returned from the inner solver.
305 
306      This uses no derivative information thus will be much slower then Newton's method obtained with -snes_type ls
307 
308 .seealso:  SNESCreate(), SNES, SNESSetType(), SNESLS, SNESTR, SNESNGMRES, SNESQN, SNESNCG
309 M*/
310 EXTERN_C_BEGIN
311 #undef __FUNCT__
312 #define __FUNCT__ "SNESCreate_NRichardson"
313 PetscErrorCode  SNESCreate_NRichardson(SNES snes)
314 {
315   PetscErrorCode ierr;
316   SNES_NRichardson *neP;
317   PetscFunctionBegin;
318   snes->ops->destroy         = SNESDestroy_NRichardson;
319   snes->ops->setup           = SNESSetUp_NRichardson;
320   snes->ops->setfromoptions  = SNESSetFromOptions_NRichardson;
321   snes->ops->view            = SNESView_NRichardson;
322   snes->ops->solve           = SNESSolve_NRichardson;
323   snes->ops->reset           = SNESReset_NRichardson;
324 
325   snes->usesksp              = PETSC_FALSE;
326   snes->usespc               = PETSC_TRUE;
327 
328   ierr = PetscNewLog(snes, SNES_NRichardson, &neP);CHKERRQ(ierr);
329   snes->data = (void*) neP;
330 
331   snes->max_funcs = 30000;
332   snes->max_its   = 10000;
333 
334   ierr = LineSearchCreate(((PetscObject)snes)->comm, &neP->linesearch);CHKERRQ(ierr);
335   ierr = LineSearchSetSNES(neP->linesearch, snes);CHKERRQ(ierr);
336   ierr = LineSearchSetFromOptions(neP->linesearch);CHKERRQ(ierr);
337 
338   PetscFunctionReturn(0);
339 }
340 EXTERN_C_END
341