1 #ifdef PETSC_RCS_HEADER 2 static char vcid[] = "$Id: snesnoise.c,v 1.6 2001/08/07 03:04:09 balay Exp $"; 3 #endif 4 5 6 #include "src/snes/snesimpl.h" 7 8 /* Data used by Jorge's diff parameter computation method */ 9 typedef struct { 10 Vec *workv; /* work vectors */ 11 FILE *fp; /* output file */ 12 int function_count; /* count of function evaluations for diff param estimation */ 13 double fnoise_min; /* minimim allowable noise */ 14 double hopt_min; /* minimum allowable hopt */ 15 double h_first_try; /* first try for h used in diff parameter estimate */ 16 int fnoise_resets; /* number of times we've reset the noise estimate */ 17 int hopt_resets; /* number of times we've reset the hopt estimate */ 18 } DIFFPAR_MORE; 19 20 21 extern int dnest_(int*,PetscScalar*,PetscScalar*,PetscScalar*,PetscScalar*,PetscScalar*,int*,PetscScalar*); 22 extern int JacMatMultCompare(SNES,Vec,Vec,double); 23 extern int SNESDefaultMatrixFreeSetParameters2(Mat,double,double,double); 24 extern int SNESUnSetMatrixFreeParameter(SNES snes); 25 26 #undef __FUNCT__ 27 #define __FUNCT__ "DiffParameterCreate_More" 28 int DiffParameterCreate_More(SNES snes,Vec x,void **outneP) 29 { 30 DIFFPAR_MORE *neP; 31 Vec w; 32 PetscRandom rctx; /* random number generator context */ 33 int ierr; 34 PetscTruth flg; 35 char noise_file[128]; 36 37 PetscFunctionBegin; 38 39 ierr = PetscNew(DIFFPAR_MORE,&neP);CHKERRQ(ierr); 40 ierr = PetscMemzero(neP,sizeof(DIFFPAR_MORE));CHKERRQ(ierr); 41 PetscLogObjectMemory(snes,sizeof(DIFFPAR_MORE)); 42 43 neP->function_count = 0; 44 neP->fnoise_min = 1.0e-20; 45 neP->hopt_min = 1.0e-8; 46 neP->h_first_try = 1.0e-3; 47 neP->fnoise_resets = 0; 48 neP->hopt_resets = 0; 49 50 /* Create work vectors */ 51 ierr = VecDuplicateVecs(x,3,&neP->workv);CHKERRQ(ierr); 52 w = neP->workv[0]; 53 54 /* Set components of vector w to random numbers */ 55 ierr = PetscRandomCreate(snes->comm,RANDOM_DEFAULT,&rctx);CHKERRQ(ierr); 56 ierr = VecSetRandom(rctx,w);CHKERRQ(ierr); 57 ierr = PetscRandomDestroy(rctx);CHKERRQ(ierr); 58 59 /* Open output file */ 60 ierr = PetscOptionsGetString(snes->prefix,"-snes_mf_noise_file",noise_file,128,&flg);CHKERRQ(ierr); 61 if (flg) neP->fp = fopen(noise_file,"w"); 62 else neP->fp = fopen("noise.out","w"); 63 if (!neP->fp) SETERRQ(PETSC_ERR_FILE_OPEN,"Cannot open file"); 64 PetscLogInfo(snes,"DiffParameterCreate_More: Creating Jorge's differencing parameter context\n"); 65 66 *outneP = neP; 67 PetscFunctionReturn(0); 68 } 69 70 #undef __FUNCT__ 71 #define __FUNCT__ "DiffParameterDestroy_More" 72 int DiffParameterDestroy_More(void *nePv) 73 { 74 DIFFPAR_MORE *neP = (DIFFPAR_MORE *)nePv; 75 int ierr; 76 77 PetscFunctionBegin; 78 /* Destroy work vectors and close output file */ 79 ierr = VecDestroyVecs(neP->workv,3);CHKERRQ(ierr); 80 fclose(neP->fp); 81 ierr = PetscFree(neP);CHKERRQ(ierr); 82 PetscFunctionReturn(0); 83 } 84 85 #undef __FUNCT__ 86 #define __FUNCT__ "DiffParameterCompute_More" 87 int DiffParameterCompute_More(SNES snes,void *nePv,Vec x,Vec p,double *fnoise,double *hopt) 88 { 89 DIFFPAR_MORE *neP = (DIFFPAR_MORE *)nePv; 90 Vec w, xp, fvec; /* work vectors to use in computing h */ 91 double zero = 0.0, hl, hu, h, fnoise_s, fder2_s; 92 PetscScalar alpha; 93 PetscScalar fval[7], tab[7][7], eps[7], f; 94 double rerrf, fder2; 95 int iter, k, i, j, ierr, info; 96 int nf = 7; /* number of function evaluations */ 97 int fcount; 98 MPI_Comm comm = snes->comm; 99 FILE *fp; 100 PetscTruth noise_test; 101 102 PetscFunctionBegin; 103 /* Call to SNESSetUp() just to set data structures in SNES context */ 104 if (!snes->setupcalled) {ierr = SNESSetUp(snes,x);CHKERRQ(ierr);} 105 106 w = neP->workv[0]; 107 xp = neP->workv[1]; 108 fvec = neP->workv[2]; 109 fp = neP->fp; 110 111 /* Initialize parameters */ 112 hl = zero; 113 hu = zero; 114 h = neP->h_first_try; 115 fnoise_s = zero; 116 fder2_s = zero; 117 fcount = neP->function_count; 118 119 /* We have 5 tries to attempt to compute a good hopt value */ 120 ierr = SNESGetIterationNumber(snes,&i);CHKERRQ(ierr); 121 ierr = PetscFPrintf(comm,fp,"\n ------- SNES iteration %d ---------\n",i);CHKERRQ(ierr); 122 for (iter=0; iter<5; iter++) { 123 neP->h_first_try = h; 124 125 /* Compute the nf function values needed to estimate the noise from 126 the difference table */ 127 for (k=0; k<nf; k++) { 128 alpha = h * ( k+1 - (nf+1)/2 ); 129 ierr = VecWAXPY(&alpha,p,x,xp);CHKERRQ(ierr); 130 ierr = SNESComputeFunction(snes,xp,fvec);CHKERRQ(ierr); 131 neP->function_count++; 132 ierr = VecDot(fvec,w,&fval[k]);CHKERRQ(ierr); 133 } 134 f = fval[(nf+1)/2 - 1]; 135 136 /* Construct the difference table */ 137 for (i=0; i<nf; i++) { 138 tab[i][0] = fval[i]; 139 } 140 for (j=0; j<6; j++) { 141 for (i=0; i<nf-j; i++) { 142 tab[i][j+1] = tab[i+1][j] - tab[i][j]; 143 } 144 } 145 146 /* Print the difference table */ 147 ierr = PetscFPrintf(comm,fp,"Difference Table: iter = %d\n",iter);CHKERRQ(ierr); 148 for (i=0; i<nf; i++) { 149 for (j=0; j<nf-i; j++) { 150 ierr = PetscFPrintf(comm,fp," %10.2e ",tab[i][j]);CHKERRQ(ierr); 151 } 152 ierr = PetscFPrintf(comm,fp,"\n");CHKERRQ(ierr); 153 } 154 155 /* Call the noise estimator */ 156 ierr = dnest_(&nf,fval,&h,fnoise,&fder2,hopt,&info,eps);CHKERRQ(ierr); 157 158 /* Output statements */ 159 rerrf = *fnoise/PetscAbsScalar(f); 160 if (info == 1) {ierr = PetscFPrintf(comm,fp,"%s\n","Noise detected");CHKERRQ(ierr);} 161 if (info == 2) {ierr = PetscFPrintf(comm,fp,"%s\n","Noise not detected; h is too small");CHKERRQ(ierr);} 162 if (info == 3) {ierr = PetscFPrintf(comm,fp,"%s\n","Noise not detected; h is too large");CHKERRQ(ierr);} 163 if (info == 4) {ierr = PetscFPrintf(comm,fp,"%s\n","Noise detected, but unreliable hopt");CHKERRQ(ierr);} 164 ierr = PetscFPrintf(comm,fp,"Approximate epsfcn %g %g %g %g %g %g\n", 165 eps[0],eps[1],eps[2],eps[3],eps[4],eps[5]);CHKERRQ(ierr); 166 ierr = PetscFPrintf(comm,fp,"h = %g, fnoise = %g, fder2 = %g, rerrf = %g, hopt = %g\n\n", 167 h, *fnoise, fder2, rerrf, *hopt);CHKERRQ(ierr); 168 169 /* Save fnoise and fder2. */ 170 if (*fnoise) fnoise_s = *fnoise; 171 if (fder2) fder2_s = fder2; 172 173 /* Check for noise detection. */ 174 if (fnoise_s && fder2_s) { 175 *fnoise = fnoise_s; 176 fder2 = fder2_s; 177 *hopt = 1.68*sqrt(*fnoise/PetscAbsScalar(fder2)); 178 goto theend; 179 } else { 180 181 /* Update hl and hu, and determine new h */ 182 if (info == 2 || info == 4) { 183 hl = h; 184 if (hu == zero) h = 100*h; 185 else h = PetscMin(100*h,0.1*hu); 186 } else if (info == 3) { 187 hu = h; 188 h = PetscMax(1.0e-3,sqrt(hl/hu))*hu; 189 } 190 } 191 } 192 theend: 193 194 if (*fnoise < neP->fnoise_min) { 195 ierr = PetscFPrintf(comm,fp,"Resetting fnoise: fnoise1 = %g, fnoise_min = %g\n",*fnoise,neP->fnoise_min);CHKERRQ(ierr); 196 *fnoise = neP->fnoise_min; 197 neP->fnoise_resets++; 198 } 199 if (*hopt < neP->hopt_min) { 200 ierr = PetscFPrintf(comm,fp,"Resetting hopt: hopt1 = %g, hopt_min = %g\n",*hopt,neP->hopt_min);CHKERRQ(ierr); 201 *hopt = neP->hopt_min; 202 neP->hopt_resets++; 203 } 204 205 ierr = PetscFPrintf(comm,fp,"Errors in derivative:\n");CHKERRQ(ierr); 206 ierr = PetscFPrintf(comm,fp,"f = %g, fnoise = %g, fder2 = %g, hopt = %g\n",f,*fnoise,fder2,*hopt);CHKERRQ(ierr); 207 208 /* For now, compute h **each** MV Mult!! */ 209 /* 210 ierr = PetscOptionsHasName(PETSC_NULL,"-matrix_free_jorge_each_mvp",&flg);CHKERRQ(ierr); 211 if (!flg) { 212 Mat mat; 213 ierr = SNESGetJacobian(snes,&mat,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr); 214 ierr = SNESDefaultMatrixFreeSetParameters2(mat,PETSC_DEFAULT,PETSC_DEFAULT,*hopt);CHKERRQ(ierr); 215 } 216 */ 217 fcount = neP->function_count - fcount; 218 PetscLogInfo(snes,"DiffParameterCompute_More: fct_now = %d, fct_cum = %d, rerrf=%g, sqrt(noise)=%g, h_more=%g\n", 219 fcount,neP->function_count,rerrf,sqrt(*fnoise),*hopt); 220 221 222 ierr = PetscOptionsHasName(PETSC_NULL,"-noise_test",&noise_test);CHKERRQ(ierr); 223 if (noise_test) { 224 ierr = JacMatMultCompare(snes,x,p,*hopt);CHKERRQ(ierr); 225 } 226 PetscFunctionReturn(0); 227 } 228 229 #undef __FUNCT__ 230 #define __FUNCT__ "JacMatMultCompare" 231 int JacMatMultCompare(SNES snes,Vec x,Vec p,double hopt) 232 { 233 Vec yy1, yy2; /* work vectors */ 234 PetscViewer view2; /* viewer */ 235 Mat J; /* analytic Jacobian (set as preconditioner matrix) */ 236 Mat Jmf; /* matrix-free Jacobian (set as true system matrix) */ 237 double h; /* differencing parameter */ 238 Vec f; 239 MatStructure sparsity = DIFFERENT_NONZERO_PATTERN; 240 PetscScalar alpha; 241 PetscReal yy1n,yy2n,enorm; 242 int i, ierr; 243 PetscTruth printv; 244 char filename[32]; 245 MPI_Comm comm = snes->comm; 246 247 PetscFunctionBegin; 248 249 /* Compute function and analytic Jacobian at x */ 250 ierr = SNESGetJacobian(snes,&Jmf,&J,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr); 251 ierr = SNESComputeJacobian(snes,x,&Jmf,&J,&sparsity);CHKERRQ(ierr); 252 ierr = SNESGetFunction(snes,&f,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr); 253 ierr = SNESComputeFunction(snes,x,f);CHKERRQ(ierr); 254 255 /* Duplicate work vectors */ 256 ierr = VecDuplicate(x,&yy2);CHKERRQ(ierr); 257 ierr = VecDuplicate(x,&yy1);CHKERRQ(ierr); 258 259 /* Compute true matrix-vector product */ 260 ierr = MatMult(J,p,yy1);CHKERRQ(ierr); 261 ierr = VecNorm(yy1,NORM_2,&yy1n);CHKERRQ(ierr); 262 263 /* View product vector if desired */ 264 ierr = PetscOptionsHasName(PETSC_NULL,"-print_vecs",&printv);CHKERRQ(ierr); 265 if (printv) { 266 ierr = PetscViewerASCIIOpen(comm,"y1.out",&view2);CHKERRQ(ierr); 267 ierr = PetscViewerSetFormat(view2,PETSC_VIEWER_ASCII_COMMON);CHKERRQ(ierr); 268 ierr = VecView(yy1,view2);CHKERRQ(ierr); 269 ierr = PetscViewerDestroy(view2);CHKERRQ(ierr); 270 } 271 272 /* Test Jacobian-vector product computation */ 273 alpha = -1.0; 274 h = 0.01 * hopt; 275 for (i=0; i<5; i++) { 276 /* Set differencing parameter for matrix-free multiplication */ 277 ierr = SNESDefaultMatrixFreeSetParameters2(Jmf,PETSC_DEFAULT,PETSC_DEFAULT,h);CHKERRQ(ierr); 278 279 /* Compute matrix-vector product via differencing approximation */ 280 ierr = MatMult(Jmf,p,yy2);CHKERRQ(ierr); 281 ierr = VecNorm(yy2,NORM_2,&yy2n);CHKERRQ(ierr); 282 283 /* View product vector if desired */ 284 if (printv) { 285 sprintf(filename,"y2.%d.out",i); 286 ierr = PetscViewerASCIIOpen(comm,filename,&view2);CHKERRQ(ierr); 287 ierr = PetscViewerSetFormat(view2,PETSC_VIEWER_ASCII_COMMON);CHKERRQ(ierr); 288 ierr = VecView(yy2,view2);CHKERRQ(ierr); 289 ierr = PetscViewerDestroy(view2);CHKERRQ(ierr); 290 } 291 292 /* Compute relative error */ 293 ierr = VecAXPY(&alpha,yy1,yy2);CHKERRQ(ierr); 294 ierr = VecNorm(yy2,NORM_2,&enorm);CHKERRQ(ierr); 295 enorm = enorm/yy1n; 296 ierr = PetscFPrintf(comm,stdout,"h = %g: relative error = %g\n",h,enorm);CHKERRQ(ierr); 297 h *= 10.0; 298 } 299 PetscFunctionReturn(0); 300 } 301 302 static int lin_its_total = 0; 303 304 int MyMonitor(SNES snes,int its,double fnorm,void *dummy) 305 { 306 int ierr, lin_its; 307 308 PetscFunctionBegin; 309 ierr = SNESGetNumberLinearIterations(snes,&lin_its);CHKERRQ(ierr); 310 lin_its_total += lin_its; 311 ierr = PetscPrintf(snes->comm, "iter = %d, SNES Function norm = %g, lin_its = %d, total_lin_its = %d\n",its,fnorm,lin_its,lin_its_total);CHKERRQ(ierr); 312 313 ierr = SNESUnSetMatrixFreeParameter(snes);CHKERRQ(ierr); 314 PetscFunctionReturn(0); 315 } 316