xref: /petsc/src/snes/mf/snesmfj.c (revision a4d4d686e9dcdb980f5d08d739551ca0382248a7)

#ifdef PETSC_RCS_HEADER
static char vcid[] = "$Id: snesmfj.c,v 1.71 1998/10/31 23:58:40 bsmith Exp bsmith $";
#endif

#include "src/snes/snesimpl.h"   /*I  "snes.h"   I*/
#include "pinclude/pviewer.h"

typedef struct _p_MatSNESFDMF_HCtx *MatSNESFDMF_HCtx;
typedef struct _p_MatSNESFDMFCtx   *MatSNESFDMFCtx;

typedef struct {
  int (*compute)(MatSNESFDMFCtx,Vec,Vec,Scalar *);
  int (*view)(MatSNESFDMFCtx);
  int (*destroy)(MatSNESFDMFCtx);
} MFHOps;

struct _p_MatSNESFDMF_HCtx {
  MFHOps   *ops;
  void     *data;
};

struct _p_MatSNESFDMFCtx {    /* context for default matrix-free SNES */
  SNES             snes;      /* SNES context */
  Vec              w;         /* work vector */
  PCNullSpace      sp;        /* null space context */
  double           error_rel; /* square root of relative error in computing function */
  double           umin;      /* minimum allowable u'a value relative to |u|_1 */
  Scalar           currenth;  /* last differencing parameter used */
  Scalar           *historyh; /* history of h */
  int              ncurrenth,maxcurrenth;
  MatSNESFDMF_HCtx hctx;
};

#undef __FUNC__
#define __FUNC__ "MatSNESFDMFSetType"
int MatSNESFDMFDestroy_Private(Mat mat)
{
  int            ierr;
  MatSNESFDMFCtx ctx;

  PetscFunctionBegin;
  ierr = MatShellGetContext(mat,(void **)&ctx);CHKERRQ(ierr);


#undef __FUNC__
#define __FUNC__ "MatSNESFDMFDestroy_Private"
int MatSNESFDMFDestroy_Private(Mat mat)
{
  int         ierr;
  MatSNESFDMFCtx ctx;

  PetscFunctionBegin;
  ierr = MatShellGetContext(mat,(void **)&ctx);CHKERRQ(ierr);
  ierr = VecDestroy(ctx->w); CHKERRQ(ierr);
  if (ctx->hctx->ops->destroy) {ierr = (*ctx->hctx->ops->destroy)(ctx);CHKERRQ(ierr);}
  if (ctx->sp) {ierr = PCNullSpaceDestroy(ctx->sp);CHKERRQ(ierr);}
  PetscFree(ctx);
  PetscFunctionReturn(0);
}

#undef __FUNC__
#define __FUNC__ "MatSNESFDMFView_Private"
/*
   MatSNESFDMFView_Private - Views matrix-free parameters.

*/
int MatSNESFDMFView_Private(Mat J,Viewer viewer)
{
  int         ierr;
  MatSNESFDMFCtx ctx;
  MPI_Comm    comm;
  FILE        *fd;
  ViewerType  vtype;

  PetscFunctionBegin;
  PetscObjectGetComm((PetscObject)J,&comm);
  ierr = MatShellGetContext(J,(void **)&ctx); CHKERRQ(ierr);
  ierr = ViewerGetType(viewer,&vtype); CHKERRQ(ierr);
  ierr = ViewerASCIIGetPointer(viewer,&fd); CHKERRQ(ierr);
  if (vtype == ASCII_FILE_VIEWER || vtype == ASCII_FILES_VIEWER) {
     PetscFPrintf(comm,fd,"  SNES matrix-free approximation:\n");
     PetscFPrintf(comm,fd,"    err=%g (relative error in function evaluation)\n",ctx->error_rel);
     PetscFPrintf(comm,fd,"    umin=%g (minimum iterate parameter)\n",ctx->umin);
  } else {
    SETERRQ(1,1,"Viewer type not supported for this object");
  }
  PetscFunctionReturn(0);
}


#undef __FUNC__
#define __FUNC__ "MatSNESFDMFMult_Private"
/*
  MatSNESFDMFMult_Private - Default matrix-free form for Jacobian-vector
  product, y = F'(u)*a:

        y = ( F(u + ha) - F(u) ) /h,
  where F = nonlinear function, as set by SNESSetFunction()
        u = current iterate
        h = difference interval
*/
int MatSNESFDMFMult_Private(Mat mat,Vec a,Vec y)
{
  MatSNESFDMFCtx ctx;
  SNES        snes;
  Scalar      h, mone = -1.0;
  Vec         w,U,F;
  int         ierr, (*eval_fct)(SNES,Vec,Vec);

  PetscFunctionBegin;
  PLogEventBegin(MAT_MatrixFreeMult,a,y,0,0);

  ierr = MatShellGetContext(mat,(void **)&ctx); CHKERRQ(ierr);
  snes = ctx->snes;
  w    = ctx->w;

  /* We log matrix-free matrix-vector products separately, so that we can
     separate the performance monitoring from the cases that use conventional
     storage.  We may eventually modify event logging to associate events
     with particular objects, hence alleviating the more general problem. */

  ierr = SNESGetSolution(snes,&U); CHKERRQ(ierr);
  if (snes->method_class == SNES_NONLINEAR_EQUATIONS) {
    eval_fct = SNESComputeFunction;
    ierr = SNESGetFunction(snes,&F); CHKERRQ(ierr);
  } else if (snes->method_class == SNES_UNCONSTRAINED_MINIMIZATION) {
    eval_fct = SNESComputeGradient;
    ierr = SNESGetGradient(snes,&F); CHKERRQ(ierr);
  } else SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,0,"Invalid method class");

  ierr = (*ctx->hctx->ops->compute)(ctx,U,a,&h); CHKERRQ(ierr);

  /* keep a record of the current differencing parameter h */
  ctx->currenth = h;
#if defined(USE_PETSC_COMPLEX)
  PLogInfo(mat,"Current differencing parameter: %g + %g i\n",PetscReal(h),PetscImaginary(h));
#else
  PLogInfo(mat,"Current differencing parameter: %g\n",h);
#endif
  if (ctx->historyh && ctx->ncurrenth < ctx->maxcurrenth) {
    ctx->historyh[ctx->ncurrenth++] = h;
  }

  /* Evaluate function at F(u + ha) */
  ierr = VecWAXPY(&h,a,U,w); CHKERRQ(ierr);
  ierr = eval_fct(snes,w,y); CHKERRQ(ierr);

  ierr = VecAXPY(&mone,F,y); CHKERRQ(ierr);
  h = 1.0/h;
  ierr = VecScale(&h,y); CHKERRQ(ierr);
  if (ctx->sp) {ierr = PCNullSpaceRemove(ctx->sp,y); CHKERRQ(ierr);}

  PLogEventEnd(MAT_MatrixFreeMult,a,y,0,0);
  PetscFunctionReturn(0);
}

extern int MatFDMFDefaultComputeH(SNESFDMFCtx,Vec,Vec,Scalar *);

#undef __FUNC__
#define __FUNC__ "MatCreateSNESFDMF"
/*@C
   MatCreateSNESFDMF - Creates a matrix-free matrix
   context for use with a SNES solver.  This matrix can be used as
   the Jacobian argument for the routine SNESSetJacobian().

   Collective on SNES and Vec

   Input Parameters:
+  snes - the SNES context
-  x - vector where SNES solution is to be stored.

   Output Parameter:
.  J - the matrix-free matrix

   Notes:
   The matrix-free matrix context merely contains the function pointers
   and work space for performing finite difference approximations of
   Jacobian-vector products, J(u)*a, via

.vb
     J(u)*a = [J(u+h*a) - J(u)]/h where
     h = error_rel*u'a/||a||^2                        if  |u'a| > umin*||a||_{1}
       = error_rel*umin*sign(u'a)*||a||_{1}/||a||^2   otherwise
 where
     error_rel = square root of relative error in function evaluation
     umin = minimum iterate parameter
.ve

   The user can set these parameters via MatSNESFDMFSetParameters().
   See the nonlinear solvers chapter of the users manual for details.

   The user should call MatDestroy() when finished with the matrix-free
   matrix context.

   Options Database Keys:
+  -snes_mf_err <error_rel> - Sets error_rel
.  -snes_mf_unim <umin> - Sets umin
-  -snes_mf_ksp_monitor - KSP monitor routine that prints differencing h

.keywords: SNES, default, matrix-free, create, matrix

.seealso: MatDestroy(), MatSNESFDMFSetParameters(),
          MatSNESFDMFSetHHistory(), MatSNESFDMFResetHHistory(),
          MatSNESFDMFGetH(),MatSNESFDMFKSPMonitor()

@*/
int MatCreateSNESFDMF(SNES snes,Vec x, Mat *J)
{
  MPI_Comm    comm;
  MatSNESFDMFCtx mfctx;
  int         n, nloc, ierr, flg;
  char        p[64];

  PetscFunctionBegin;
  mfctx = (MatSNESFDMFCtx) PetscMalloc(sizeof(struct _p_MatSNESFDMFCtx)); CHKPTRQ(mfctx);
  PLogObjectMemory(snes,sizeof(MatSNESFDMFCtx));
  mfctx->sp          = 0;
  mfctx->snes        = snes;
  mfctx->error_rel   = 1.e-8; /* assumes double precision */
  mfctx->umin        = 1.e-6;
  mfctx->currenth    = 0.0;
  mfctx->historyh    = PETSC_NULL;
  mfctx->ncurrenth   = 0;
  mfctx->maxcurrenth = 0;
  mfctx->hctx        = 0;
  mfctx->hctx->ops->compute = MatFDMFDefaultComputeH;
  mfctx->hctx->ops->destroy = 0;
  mfctx->hctx->ops->view    = 0;

  ierr = OptionsGetDouble(snes->prefix,"-snes_mf_err",&mfctx->error_rel,&flg); CHKERRQ(ierr);
  ierr = OptionsGetDouble(snes->prefix,"-snes_mf_umin",&mfctx->umin,&flg); CHKERRQ(ierr);
  ierr = OptionsHasName(PETSC_NULL,"-help",&flg); CHKERRQ(ierr);
  PetscStrcpy(p,"-");
  if (snes->prefix) PetscStrcat(p,snes->prefix);
  if (flg) {
    (*PetscHelpPrintf)(snes->comm,"   %ssnes_mf_err <err>: set sqrt rel error in function (default %g)\n",p,mfctx->error_rel);
    (*PetscHelpPrintf)(snes->comm,"   %ssnes_mf_umin <umin> see users manual (default %g)\n",p,mfctx->umin);
  }
  ierr = VecDuplicate(x,&mfctx->w); CHKERRQ(ierr);
  ierr = PetscObjectGetComm((PetscObject)x,&comm); CHKERRQ(ierr);
  ierr = VecGetSize(x,&n); CHKERRQ(ierr);
  ierr = VecGetLocalSize(x,&nloc); CHKERRQ(ierr);
  ierr = MatCreateShell(comm,nloc,n,n,n,mfctx,J); CHKERRQ(ierr);
  ierr = MatShellSetOperation(*J,MATOP_MULT,(void*)MatSNESFDMFMult_Private);CHKERRQ(ierr);
  ierr = MatShellSetOperation(*J,MATOP_DESTROY,(void *)MatSNESFDMFDestroy_Private);CHKERRQ(ierr);
  ierr = MatShellSetOperation(*J,MATOP_VIEW,(void *)MatSNESFDMFView_Private); CHKERRQ(ierr);
  PLogObjectParent(*J,mfctx->w);
  PLogObjectParent(snes,*J);
  PetscFunctionReturn(0);
}

#undef __FUNC__
#define __FUNC__ "MatSNESFDMFGetH"
/*@
   MatSNESFDMFGetH - Gets the last h that was used as the differencing
     parameter.

   Not Collective

   Input Parameters:
.   mat - the matrix obtained with MatCreateSNESFDMF()

   Output Paramter:
.  h - the differencing step size

.keywords: SNES, matrix-free, parameters

.seealso: MatCreateSNESFDMF(),MatSNESFDMFSetHHistory(),
          MatSNESFDMFResetHHistory(),MatSNESFDMFKSPMonitor()
@*/
int MatSNESFDMFGetH(Mat mat,Scalar *h)
{
  MatSNESFDMFCtx ctx;
  int         ierr;

  PetscFunctionBegin;
  ierr = MatShellGetContext(mat,(void **)&ctx); CHKERRQ(ierr);
  if (ctx) {
    *h = ctx->currenth;
  }
  PetscFunctionReturn(0);
}

#undef __FUNC__
#define __FUNC__ "MatSNESFDMFKSPMonitor"
/*
   MatSNESFDMFKSPMonitor - A KSP monitor for use with the default PETSc
      SNES matrix free routines. Prints the h differencing parameter used at each
      timestep.

*/
int MatSNESFDMFKSPMonitor(KSP ksp,int n,double rnorm,void *dummy)
{
  PC          pc;
  MatSNESFDMFCtx ctx;
  int         ierr;
  Mat         mat;
  MPI_Comm    comm;
  PetscTruth  nonzeroinitialguess;

  PetscFunctionBegin;
  ierr = PetscObjectGetComm((PetscObject)ksp,&comm);CHKERRQ(ierr);
  ierr = KSPGetPC(ksp,&pc); CHKERRQ(ierr);
  ierr = KSPGetInitialGuessNonzero(ksp,&nonzeroinitialguess);CHKERRQ(ierr);
  ierr = PCGetOperators(pc,&mat,PETSC_NULL,PETSC_NULL); CHKERRQ(ierr);
  ierr = MatShellGetContext(mat,(void **)&ctx); CHKERRQ(ierr);
  if (n > 0 || nonzeroinitialguess) {
#if defined(USE_PETSC_COMPLEX)
    PetscPrintf(comm,"%d KSP Residual norm %14.12e h %g + %g i\n",n,rnorm,
                PetscReal(ctx->currenth),PetscImaginary(ctx->currenth));
#else
    PetscPrintf(comm,"%d KSP Residual norm %14.12e h %g \n",n,rnorm,ctx->currenth);
#endif
  } else {
    PetscPrintf(comm,"%d KSP Residual norm %14.12e\n",n,rnorm);
  }
  PetscFunctionReturn(0);
}

#undef __FUNC__
#define __FUNC__ "MatSNESFDMFSetParameters"
/*@
   MatSNESFDMFSetParameters - Sets the parameters for the approximation of
   matrix-vector products using finite differences.

   Collective on Mat

   Input Parameters:
+  mat - the matrix free matrix created via MatCreateSNESFDMF()
.  error_rel - relative error (should be set to the square root of
               the relative error in the function evaluations)
-  umin - minimum allowable u-value

   Notes:
   The default matrix-free matrix-vector product routine computes
.vb
     J(u)*a = [J(u+h*a) - J(u)]/h where
     h = error_rel*u'a/||a||^2                        if  |u'a| > umin*||a||_{1}
       = error_rel*umin*sign(u'a)*||a||_{1}/||a||^2   else
.ve

   Options Database Keys:
+  -snes_mf_err <error_rel> - Sets error_rel
-  -snes_mf_unim <umin> - Sets umin

.keywords: SNES, matrix-free, parameters

.seealso: MatCreateSNESFDMF(),MatSNESFDMFGetH(),
          MatSNESFDMFSetHHistory(), MatSNESFDMFResetHHistory(),
          MatSNESFDMFKSPMonitor()
@*/
int MatSNESFDMFSetParameters(Mat mat,double error,double umin)
{
  MatSNESFDMFCtx ctx;
  int         ierr;

  PetscFunctionBegin;
  ierr = MatShellGetContext(mat,(void **)&ctx); CHKERRQ(ierr);
  if (ctx) {
    if (error != PETSC_DEFAULT) ctx->error_rel = error;
    if (umin != PETSC_DEFAULT)  ctx->umin = umin;
  }
  PetscFunctionReturn(0);
}

#undef __FUNC__
#define __FUNC__ "MatSNESFDMFAddNullSpace"
/*@
   MatSNESFDMFAddNullSpace - Provides a null space that
   an operator is supposed to have.  Since roundoff will create a
   small component in the null space, if you know the null space
   you may have it automatically removed.

   Collective on Mat

   Input Parameters:
+  J - the matrix-free matrix context
.  has_cnst - PETSC_TRUE or PETSC_FALSE, indicating if null space has constants
.  n - number of vectors (excluding constant vector) in null space
-  vecs - the vectors that span the null space (excluding the constant vector);
          these vectors must be orthonormal

.keywords: SNES, matrix-free, null space

.seealso: MatSNESFDMFGetH(), MatCreateSNESFDMF(),
          MatSNESFDMFSetHHistory(), MatSNESFDMFResetHHistory(),
          MatSNESFDMFKSPMonitor(), MatSNESFDMFSetParameters()

@*/
int MatSNESFDMFAddNullSpace(Mat J,int has_cnst,int n,Vec *vecs)
{
  int         ierr;
  MatSNESFDMFCtx ctx;
  MPI_Comm    comm;

  PetscFunctionBegin;
  PetscObjectGetComm((PetscObject)J,&comm);

  ierr = MatShellGetContext(J,(void **)&ctx); CHKERRQ(ierr);
  /* no context indicates that it is not the "matrix free" matrix type */
  if (!ctx) PetscFunctionReturn(0);
  ierr = PCNullSpaceCreate(comm,has_cnst,n,vecs,&ctx->sp); CHKERRQ(ierr);
  PetscFunctionReturn(0);
}

#undef __FUNC__
#define __FUNC__ "MatSNESFDMFSetHHistory"
/*@
   MatSNESFDMFSetHHistory - Sets an array to collect a history
      of the differencing values h computed for the matrix free product

   Collective on Mat

   Input Parameters:
+  J - the matrix-free matrix context
.  histroy - space to hold the h history
-  nhistory - number of entries in history, if more h are generated than
              nhistory the later ones are discarded

   Notes:
    Use MatSNESFDMFResetHHistory() to reset the history counter
    and collect a new batch of h.

.keywords: SNES, matrix-free, h history, differencing history

.seealso: MatSNESFDMFGetH(), MatCreateSNESFDMF(),
          MatSNESFDMFResetHHistory(),
          MatSNESFDMFKSPMonitor(), MatSNESFDMFSetParameters()

@*/
int MatSNESFDMFSetHHistory(Mat J,Scalar *history,int nhistory)
{
  int         ierr;
  MatSNESFDMFCtx ctx;

  PetscFunctionBegin;

  ierr = MatShellGetContext(J,(void **)&ctx); CHKERRQ(ierr);
  /* no context indicates that it is not the "matrix free" matrix type */
  if (!ctx) PetscFunctionReturn(0);
  ctx->historyh    = history;
  ctx->maxcurrenth = nhistory;
  ctx->currenth    = 0;

  PetscFunctionReturn(0);
}

#undef __FUNC__
#define __FUNC__ "MatSNESFDMFResetHHistory"
/*@
   MatSNESFDMFResetHHistory - Resets the counter to zero to begin
      collecting a new set of differencing histories.

   Collective on Mat

   Input Parameters:
.  J - the matrix-free matrix context

   Notes:
    Use MatSNESFDMFSetHHistory() to create the original history counter

.keywords: SNES, matrix-free, h history, differencing history

.seealso: MatSNESFDMFGetH(), MatCreateSNESFDMF(),
          MatSNESFDMFSetHHistory(),
          MatSNESFDMFKSPMonitor(), MatSNESFDMFSetParameters()

@*/
int MatSNESFDMFResetHHistory(Mat J)
{
  int         ierr;
  MatSNESFDMFCtx ctx;

  PetscFunctionBegin;

  ierr = MatShellGetContext(J,(void **)&ctx); CHKERRQ(ierr);
  /* no context indicates that it is not the "matrix free" matrix type */
  if (!ctx) PetscFunctionReturn(0);
  ctx->currenth    = 0;

  PetscFunctionReturn(0);
}

/* ---------------------------------------------------------------------------- */
extern int VecDot_Seq(Vec,Vec,Scalar *);
extern int VecNorm_Seq(Vec,NormType,double *);

typedef struct {
  double error_rel; /* square root of relative error in computing function */
  double umin;      /* minimum allowable u'a value relative to |u|_1 */
} MatSNESFDMFDefaultComputeH_struct;

#undef __FUNC__
#define __FUNC__ "MatSNESFDMFDefaultComputeH"
/*
     MatSNESFDMFDefaultComputeH - Standard PETSc code for
   computing h with matrix-free finite differences.

*/
int MatFDMFDefaultComputeH(MatSNESFDMFCtx ctx,Vec U,Vec a,Scalar *h)
{
  MPI_Comm      comm;
  double        ovalues[3],norm, sum, umin;
  Scalar        dot;
  int           ierr;
#if !defined(USE_PETSC_COMPLEX)
  double        values[3];
#endif

  umin = ctx->umin;


  /*
    ierr = VecDot(U,a,&dot); CHKERRQ(ierr);
    ierr = VecNorm(a,NORM_1,&sum); CHKERRQ(ierr);
    ierr = VecNorm(a,NORM_2,&norm); CHKERRQ(ierr);
  */

  /*
     Call the Seq Vector routines and then do a single reduction
     to reduce the number of communications required
  */

#if !defined(USE_PETSC_COMPLEX)
  PLogEventBegin(VEC_Dot,U,a,0,0);
  ierr = VecDot_Seq(U,a,ovalues); CHKERRQ(ierr);
  PLogEventEnd(VEC_Dot,U,a,0,0);
  PLogEventBegin(VEC_Norm,a,0,0,0);
  ierr = VecNorm_Seq(a,NORM_1,ovalues+1); CHKERRQ(ierr);
  ierr = VecNorm_Seq(a,NORM_2,ovalues+2); CHKERRQ(ierr);
  ovalues[2] = ovalues[2]*ovalues[2];
  PLogEventBarrierBegin(VEC_NormBarrier,0,0,0,0,comm);
  ierr = MPI_Allreduce(ovalues,values,3,MPI_DOUBLE,MPI_SUM,comm );CHKERRQ(ierr);
  PLogEventBarrierEnd(VEC_NormBarrier,0,0,0,0,comm);
  dot = values[0]; sum = values[1]; norm = sqrt(values[2]);
  PLogEventEnd(VEC_Norm,a,0,0,0);
#else
  {
    Scalar cvalues[3],covalues[3];

    PLogEventBegin(VEC_Dot,U,a,0,0);
    ierr = VecDot_Seq(U,a,covalues); CHKERRQ(ierr);
    PLogEventEnd(VEC_Dot,U,a,0,0);
    PLogEventBegin(VEC_Norm,a,0,0,0);
    ierr = VecNorm_Seq(a,NORM_1,ovalues+1); CHKERRQ(ierr);
    ierr = VecNorm_Seq(a,NORM_2,ovalues+2); CHKERRQ(ierr);
    covalues[1] = ovalues[1];
    covalues[2] = ovalues[2]*ovalues[2];
    PLogEventBarrierBegin(VEC_NormBarrier,0,0,0,0,comm);
    ierr = MPI_Allreduce(covalues,cvalues,6,MPI_DOUBLE,MPI_SUM,comm);CHKERRQ(ierr);
    PLogEventBarrierBegin(VEC_NormBarrier,0,0,0,0,comm);
    dot = cvalues[0]; sum = PetscReal(cvalues[1]); norm = sqrt(PetscReal(cvalues[2]));
    PLogEventEnd(VEC_Norm,a,0,0,0);
  }
#endif

  /* Safeguard for step sizes too small */
  if (sum == 0.0) {dot = 1.0; norm = 1.0;}
#if defined(USE_PETSC_COMPLEX)
  else if (PetscAbsScalar(dot) < umin*sum && PetscReal(dot) >= 0.0) dot = umin*sum;
  else if (PetscAbsScalar(dot) < 0.0 && PetscReal(dot) > -umin*sum) dot = -umin*sum;
#else
  else if (dot < umin*sum && dot >= 0.0) dot = umin*sum;
  else if (dot < 0.0 && dot > -umin*sum) dot = -umin*sum;
#endif
  *h = ctx->error_rel*dot/(norm*norm);
  PetscFunctionReturn(0);
}