#include <../src/snes/impls/ncg/snesncgimpl.h> /*I "petscsnes.h" I*/ const char *const SNESNCGTypes[] = {"FR","PRP","HS","DY","CD","SNESNCGType","SNES_NCG_",0}; #undef __FUNCT__ #define __FUNCT__ "SNESReset_NCG" PetscErrorCode SNESReset_NCG(SNES snes) { PetscFunctionBegin; PetscFunctionReturn(0); } #define SNESLINESEARCHNCGLINEAR "linear" /* SNESDestroy_NCG - Destroys the private SNES_NCG context that was created with SNESCreate_NCG(). Input Parameter: . snes - the SNES context Application Interface Routine: SNESDestroy() */ #undef __FUNCT__ #define __FUNCT__ "SNESDestroy_NCG" PetscErrorCode SNESDestroy_NCG(SNES snes) { PetscErrorCode ierr; PetscFunctionBegin; ierr = PetscFree(snes->data);CHKERRQ(ierr); PetscFunctionReturn(0); } /* SNESSetUp_NCG - Sets up the internal data structures for the later use of the SNESNCG nonlinear solver. Input Parameters: + snes - the SNES context - x - the solution vector Application Interface Routine: SNESSetUp() */ EXTERN_C_BEGIN extern PetscErrorCode SNESLineSearchCreate_NCGLinear(SNESLineSearch); EXTERN_C_END #undef __FUNCT__ #define __FUNCT__ "SNESSetUp_NCG" PetscErrorCode SNESSetUp_NCG(SNES snes) { PetscErrorCode ierr; PetscFunctionBegin; ierr = SNESDefaultGetWork(snes,2);CHKERRQ(ierr); ierr = SNESSetUpMatrices(snes);CHKERRQ(ierr); ierr = SNESLineSearchRegisterDynamic(SNESLINESEARCHNCGLINEAR, PETSC_NULL,"SNESLineSearchCreate_NCGLinear", SNESLineSearchCreate_NCGLinear);CHKERRQ(ierr); PetscFunctionReturn(0); } /* SNESSetFromOptions_NCG - Sets various parameters for the SNESNCG method. Input Parameter: . snes - the SNES context Application Interface Routine: SNESSetFromOptions() */ #undef __FUNCT__ #define __FUNCT__ "SNESSetFromOptions_NCG" static PetscErrorCode SNESSetFromOptions_NCG(SNES snes) { SNES_NCG *ncg = (SNES_NCG*)snes->data; PetscErrorCode ierr; PetscBool debug; SNESLineSearch linesearch; SNESNCGType ncgtype=ncg->type; PetscFunctionBegin; ierr = PetscOptionsHead("SNES NCG options");CHKERRQ(ierr); ierr = PetscOptionsBool("-snes_ncg_monitor","Monitor NCG iterations","SNES",ncg->monitor ? PETSC_TRUE : PETSC_FALSE, &debug, PETSC_NULL);CHKERRQ(ierr); ierr = PetscOptionsEnum("-snes_ncg_type","NCG Beta type used","SNESNCGSetType",SNESNCGTypes,(PetscEnum)ncg->type,(PetscEnum*)&ncgtype,PETSC_NULL);CHKERRQ(ierr); ierr = SNESNCGSetType(snes, ncgtype);CHKERRQ(ierr); if (debug) { ncg->monitor = PETSC_VIEWER_STDOUT_(((PetscObject)snes)->comm);CHKERRQ(ierr); } ierr = PetscOptionsTail();CHKERRQ(ierr); if (!snes->linesearch) { ierr = SNESGetSNESLineSearch(snes, &linesearch);CHKERRQ(ierr); if (!snes->pc) { ierr = SNESLineSearchSetType(linesearch, SNESLINESEARCHCP);CHKERRQ(ierr); } else { ierr = SNESLineSearchSetType(linesearch, SNESLINESEARCHL2);CHKERRQ(ierr); } } PetscFunctionReturn(0); } /* SNESView_NCG - Prints info from the SNESNCG data structure. Input Parameters: + SNES - the SNES context - viewer - visualization context Application Interface Routine: SNESView() */ #undef __FUNCT__ #define __FUNCT__ "SNESView_NCG" static PetscErrorCode SNESView_NCG(SNES snes, PetscViewer viewer) { PetscBool iascii; PetscErrorCode ierr; PetscFunctionBegin; ierr = PetscObjectTypeCompare((PetscObject) viewer, PETSCVIEWERASCII, &iascii);CHKERRQ(ierr); if (iascii) { } PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "SNESLineSearchApply_NCGLinear" PetscErrorCode SNESLineSearchApply_NCGLinear(SNESLineSearch linesearch) { PetscScalar alpha, ptAp; Vec X, Y, F, W; SNES snes; PetscErrorCode ierr; PetscReal *fnorm, *xnorm, *ynorm; MatStructure flg = DIFFERENT_NONZERO_PATTERN; PetscFunctionBegin; ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr); X = linesearch->vec_sol; W = linesearch->vec_sol_new; F = linesearch->vec_func; Y = linesearch->vec_update; fnorm = &linesearch->fnorm; xnorm = &linesearch->xnorm; ynorm = &linesearch->ynorm; /* The exact step size for unpreconditioned linear CG is just: alpha = (r, r) / (p, Ap) = (f, f) / (y, Jy) */ ierr = SNESComputeJacobian(snes, X, &snes->jacobian, &snes->jacobian_pre, &flg);CHKERRQ(ierr); ierr = VecDot(F, F, &alpha);CHKERRQ(ierr); ierr = MatMult(snes->jacobian, Y, W);CHKERRQ(ierr); ierr = VecDot(Y, W, &ptAp);CHKERRQ(ierr); alpha = alpha / ptAp; ierr = PetscPrintf(((PetscObject)snes)->comm, "alpha: %G\n", PetscRealPart(alpha));CHKERRQ(ierr); ierr = VecAXPY(X, alpha, Y);CHKERRQ(ierr); ierr = SNESComputeFunction(snes, X, F);CHKERRQ(ierr); ierr = VecNorm(F, NORM_2, fnorm);CHKERRQ(ierr); ierr = VecNorm(X, NORM_2, xnorm);CHKERRQ(ierr); ierr = VecNorm(Y, NORM_2, ynorm);CHKERRQ(ierr); PetscFunctionReturn(0); } EXTERN_C_BEGIN #undef __FUNCT__ #define __FUNCT__ "SNESLineSearchCreate_NCGLinear" PetscErrorCode SNESLineSearchCreate_NCGLinear(SNESLineSearch linesearch) { PetscFunctionBegin; linesearch->ops->apply = SNESLineSearchApply_NCGLinear; linesearch->ops->destroy = PETSC_NULL; linesearch->ops->setfromoptions = PETSC_NULL; linesearch->ops->reset = PETSC_NULL; linesearch->ops->view = PETSC_NULL; linesearch->ops->setup = PETSC_NULL; PetscFunctionReturn(0); } EXTERN_C_END #undef __FUNCT__ #define __FUNCT__ "SNESNCGComputeYtJtF_Private" /* Assuming F = SNESComputeFunction(X) compute Y^tJ^tF using a simple secant approximation of the jacobian. */ PetscErrorCode SNESNCGComputeYtJtF_Private(SNES snes, Vec X, Vec F, Vec Y, Vec W, Vec G, PetscScalar * ytJtf) { PetscErrorCode ierr; PetscScalar ftf, ftg, fty, h; PetscFunctionBegin; ierr = VecDot(F, F, &ftf);CHKERRQ(ierr); ierr = VecDot(F, Y, &fty);CHKERRQ(ierr); h = 1e-5*fty / fty; ierr = VecCopy(X, W);CHKERRQ(ierr); ierr = VecAXPY(W, -h, Y);CHKERRQ(ierr); /* this is arbitrary */ ierr = SNESComputeFunction(snes, W, G);CHKERRQ(ierr); ierr = VecDot(G, F, &ftg);CHKERRQ(ierr); *ytJtf = (ftg - ftf) / h; PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "SNESNCGSetType" /*@ SNESNCGSetType - Sets the conjugate update type for SNESNCG. Logically Collective on SNES Input Parameters: + snes - the iterative context - btype - update type Options Database: . -snes_ncg_type Level: intermediate SNESNCGSelectTypes: + SNES_NCG_FR - Fletcher-Reeves update . SNES_NCG_PRP - Polak-Ribiere-Polyak update . SNES_NCG_HS - Hestenes-Steifel update . SNES_NCG_DY - Dai-Yuan update - SNES_NCG_CD - Conjugate Descent update Notes: PRP is the default, and the only one that tolerates generalized search directions. .keywords: SNES, SNESNCG, selection, type, set @*/ PetscErrorCode SNESNCGSetType(SNES snes, SNESNCGType btype) { PetscErrorCode ierr; PetscFunctionBegin; PetscValidHeaderSpecific(snes,SNES_CLASSID,1); ierr = PetscTryMethod(snes,"SNESNCGSetType_C",(SNES,SNESNCGType),(snes,btype));CHKERRQ(ierr); PetscFunctionReturn(0); } EXTERN_C_BEGIN #undef __FUNCT__ #define __FUNCT__ "SNESNCGSetType_NCG" PetscErrorCode SNESNCGSetType_NCG(SNES snes, SNESNCGType btype) { SNES_NCG *ncg = (SNES_NCG*)snes->data; PetscFunctionBegin; ncg->type = btype; PetscFunctionReturn(0); } EXTERN_C_END /* SNESSolve_NCG - Solves a nonlinear system with the Nonlinear Conjugate Gradient method. Input Parameters: . snes - the SNES context Output Parameter: . outits - number of iterations until termination Application Interface Routine: SNESSolve() */ #undef __FUNCT__ #define __FUNCT__ "SNESSolve_NCG" PetscErrorCode SNESSolve_NCG(SNES snes) { SNES_NCG *ncg = (SNES_NCG*)snes->data; Vec X, dX, lX, F, B, Fold; PetscReal fnorm, ynorm, xnorm, beta = 0.0; PetscScalar dXdotF, dXolddotFold, dXdotFold, lXdotF, lXdotFold; PetscInt maxits, i; PetscErrorCode ierr; SNESConvergedReason reason; PetscBool lsSuccess = PETSC_TRUE; SNESLineSearch linesearch; PetscFunctionBegin; snes->reason = SNES_CONVERGED_ITERATING; maxits = snes->max_its; /* maximum number of iterations */ X = snes->vec_sol; /* X^n */ Fold = snes->work[0]; /* The previous iterate of X */ dX = snes->work[1]; /* the preconditioned direction */ lX = snes->vec_sol_update; /* the conjugate direction */ F = snes->vec_func; /* residual vector */ B = snes->vec_rhs; /* the right hand side */ ierr = SNESGetSNESLineSearch(snes, &linesearch);CHKERRQ(ierr); ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); snes->iter = 0; snes->norm = 0.; ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); /* compute the initial function and preconditioned update dX */ if (!snes->vec_func_init_set) { ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); if (snes->domainerror) { snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; PetscFunctionReturn(0); } } else snes->vec_func_init_set = PETSC_FALSE; if (!snes->norm_init_set) { /* convergence test */ ierr = VecNorm(F, NORM_2, &fnorm);CHKERRQ(ierr); /* fnorm <- ||F|| */ if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"Infinite or not-a-number generated in norm"); } else { fnorm = snes->norm_init; snes->norm_init_set = PETSC_FALSE; } ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); snes->norm = fnorm; ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); SNESLogConvHistory(snes,fnorm,0); ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); /* set parameter for default relative tolerance convergence test */ snes->ttol = fnorm*snes->rtol; /* test convergence */ ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); if (snes->reason) PetscFunctionReturn(0); /* Call general purpose update function */ if (snes->ops->update) { ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); } /* first update -- just use the (preconditioned) residual direction for the initial conjugate direction */ if (snes->pc && snes->pcside == PC_RIGHT) { ierr = VecCopy(X, dX);CHKERRQ(ierr); ierr = SNESSetInitialFunction(snes->pc, F);CHKERRQ(ierr); ierr = SNESSetInitialFunctionNorm(snes->pc, fnorm);CHKERRQ(ierr); ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,dX,B,0);CHKERRQ(ierr); ierr = SNESSolve(snes->pc, B, dX);CHKERRQ(ierr); ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,dX,B,0);CHKERRQ(ierr); ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); if (reason < 0 && (reason != SNES_DIVERGED_MAX_IT)) { snes->reason = SNES_DIVERGED_INNER; PetscFunctionReturn(0); } ierr = VecAYPX(dX,-1.0,X);CHKERRQ(ierr); } else { ierr = VecCopy(F, dX);CHKERRQ(ierr); } ierr = VecCopy(dX, lX);CHKERRQ(ierr); ierr = VecDot(F, dX, &dXdotF);CHKERRQ(ierr); /* } else { ierr = SNESNCGComputeYtJtF_Private(snes, X, F, dX, W, G, &dXdotF);CHKERRQ(ierr); } */ for (i = 1; i < maxits + 1; i++) { lsSuccess = PETSC_TRUE; /* some update types require the old update direction or conjugate direction */ if (ncg->type != SNES_NCG_FR) { ierr = VecCopy(F, Fold);CHKERRQ(ierr); } ierr = SNESLineSearchApply(linesearch, X, F, &fnorm, lX);CHKERRQ(ierr); ierr = SNESLineSearchGetSuccess(linesearch, &lsSuccess);CHKERRQ(ierr); if (!lsSuccess) { if (++snes->numFailures >= snes->maxFailures) { snes->reason = SNES_DIVERGED_LINE_SEARCH; PetscFunctionReturn(0); } } if (snes->nfuncs >= snes->max_funcs) { snes->reason = SNES_DIVERGED_FUNCTION_COUNT; PetscFunctionReturn(0); } if (snes->domainerror) { snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN; PetscFunctionReturn(0); } ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr); /* Monitor convergence */ ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr); snes->iter = i; snes->norm = fnorm; ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr); SNESLogConvHistory(snes,snes->norm,0); ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); /* Test for convergence */ ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); if (snes->reason) PetscFunctionReturn(0); /* Call general purpose update function */ if (snes->ops->update) { ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); } if (snes->pc && snes->pcside == PC_RIGHT) { ierr = VecCopy(X,dX);CHKERRQ(ierr); ierr = SNESSetInitialFunction(snes->pc, F);CHKERRQ(ierr); ierr = SNESSetInitialFunctionNorm(snes->pc, fnorm);CHKERRQ(ierr); ierr = SNESSolve(snes->pc, B, dX);CHKERRQ(ierr); ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); if (reason < 0 && (reason != SNES_DIVERGED_MAX_IT)) { snes->reason = SNES_DIVERGED_INNER; PetscFunctionReturn(0); } ierr = VecAYPX(dX,-1.0,X);CHKERRQ(ierr); } else { ierr = VecCopy(F, dX);CHKERRQ(ierr); } /* compute the conjugate direction lX = dX + beta*lX with beta = ((dX, dX) / (dX_old, dX_old) (Fletcher-Reeves update)*/ switch (ncg->type) { case SNES_NCG_FR: /* Fletcher-Reeves */ dXolddotFold = dXdotF; ierr = VecDot(dX, dX, &dXdotF);CHKERRQ(ierr); beta = PetscRealPart(dXdotF / dXolddotFold); break; case SNES_NCG_PRP: /* Polak-Ribiere-Poylak */ dXolddotFold = dXdotF; ierr = VecDotBegin(F, dX, &dXdotF);CHKERRQ(ierr); ierr = VecDotBegin(Fold, dX, &dXdotFold);CHKERRQ(ierr); ierr = VecDotEnd(F, dX, &dXdotF);CHKERRQ(ierr); ierr = VecDotEnd(Fold, dX, &dXdotFold);CHKERRQ(ierr); beta = PetscRealPart(((dXdotF - dXdotFold) / dXolddotFold)); if (beta < 0.0) beta = 0.0; /* restart */ break; case SNES_NCG_HS: /* Hestenes-Stiefel */ ierr = VecDotBegin(dX, F, &dXdotF);CHKERRQ(ierr); ierr = VecDotBegin(dX, Fold, &dXdotFold);CHKERRQ(ierr); ierr = VecDotBegin(lX, F, &lXdotF);CHKERRQ(ierr); ierr = VecDotBegin(lX, Fold, &lXdotFold);CHKERRQ(ierr); ierr = VecDotEnd(dX, F, &dXdotF);CHKERRQ(ierr); ierr = VecDotEnd(dX, Fold, &dXdotFold);CHKERRQ(ierr); ierr = VecDotEnd(lX, F, &lXdotF);CHKERRQ(ierr); ierr = VecDotEnd(lX, Fold, &lXdotFold);CHKERRQ(ierr); beta = PetscRealPart((dXdotF - dXdotFold) / (lXdotF - lXdotFold)); break; case SNES_NCG_DY: /* Dai-Yuan */ ierr = VecDotBegin(dX, F, &dXdotF);CHKERRQ(ierr); ierr = VecDotBegin(lX, F, &lXdotF);CHKERRQ(ierr); ierr = VecDotBegin(lX, Fold, &lXdotFold);CHKERRQ(ierr); ierr = VecDotEnd(dX, F, &dXdotF);CHKERRQ(ierr); ierr = VecDotEnd(lX, F, &lXdotF);CHKERRQ(ierr); ierr = VecDotEnd(lX, Fold, &lXdotFold);CHKERRQ(ierr); beta = PetscRealPart(dXdotF / (lXdotFold - lXdotF));CHKERRQ(ierr); break; case SNES_NCG_CD: /* Conjugate Descent */ ierr = VecDotBegin(dX, F, &dXdotF);CHKERRQ(ierr); ierr = VecDotBegin(lX, Fold, &lXdotFold);CHKERRQ(ierr); ierr = VecDotEnd(dX, F, &dXdotF);CHKERRQ(ierr); ierr = VecDotEnd(lX, Fold, &lXdotFold);CHKERRQ(ierr); beta = PetscRealPart(dXdotF / lXdotFold);CHKERRQ(ierr); break; } if (ncg->monitor) { ierr = PetscViewerASCIIPrintf(ncg->monitor, "beta = %e\n", beta);CHKERRQ(ierr); } ierr = VecAYPX(lX, beta, dX);CHKERRQ(ierr); } ierr = PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", maxits);CHKERRQ(ierr); if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT; PetscFunctionReturn(0); } /*MC SNESNCG - Nonlinear Conjugate-Gradient method for the solution of general nonlinear systems. Level: beginner Options Database: + -snes_ncg_type - Choice of conjugate-gradient update parameter. . -snes_linesearch_type - Line search type. - -snes_ncg_monitor - Print relevant information about the ncg iteration. Notes: This solves the nonlinear system of equations F(x) = 0 using the nonlinear generalization of the conjugate gradient method. This may be used with a nonlinear preconditioner used to pick the new search directions, but otherwise chooses the initial search direction as F(x) for the initial guess x. .seealso: SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESNEWTONTR, SNESNGMRES, SNESNQN M*/ EXTERN_C_BEGIN #undef __FUNCT__ #define __FUNCT__ "SNESCreate_NCG" PetscErrorCode SNESCreate_NCG(SNES snes) { PetscErrorCode ierr; SNES_NCG * neP; PetscFunctionBegin; snes->ops->destroy = SNESDestroy_NCG; snes->ops->setup = SNESSetUp_NCG; snes->ops->setfromoptions = SNESSetFromOptions_NCG; snes->ops->view = SNESView_NCG; snes->ops->solve = SNESSolve_NCG; snes->ops->reset = SNESReset_NCG; snes->usesksp = PETSC_FALSE; snes->usespc = PETSC_TRUE; if (!snes->tolerancesset) { snes->max_funcs = 30000; snes->max_its = 10000; snes->stol = 1e-20; } ierr = PetscNewLog(snes, SNES_NCG, &neP);CHKERRQ(ierr); snes->data = (void*) neP; neP->monitor = PETSC_NULL; neP->type = SNES_NCG_PRP; ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESNCGSetType_C","SNESNCGSetType_NCG", SNESNCGSetType_NCG);CHKERRQ(ierr); PetscFunctionReturn(0); } EXTERN_C_END