#include /*I "petscsnes.h" I*/ /* matimpl.h is needed only for logging of matrix operation */ #include PETSC_INTERN PetscErrorCode SNESUnSetMatrixFreeParameter(SNES); PETSC_INTERN PetscErrorCode SNESDiffParameterCreate_More(SNES, Vec, void **); PETSC_INTERN PetscErrorCode SNESDiffParameterCompute_More(SNES, void *, Vec, Vec, PetscReal *, PetscReal *); PETSC_INTERN PetscErrorCode SNESDiffParameterDestroy_More(void *); typedef struct { /* default context for matrix-free SNES */ SNES snes; /* SNES context */ Vec w; /* work vector */ MatNullSpace sp; /* null space context */ PetscReal error_rel; /* square root of relative error in computing function */ PetscReal umin; /* minimum allowable u'a value relative to |u|_1 */ PetscBool jorge; /* flag indicating use of Jorge's method for determining the differencing parameter */ PetscReal h; /* differencing parameter */ PetscBool need_h; /* flag indicating whether we must compute h */ PetscBool need_err; /* flag indicating whether we must currently compute error_rel */ PetscBool compute_err; /* flag indicating whether we must ever compute error_rel */ PetscInt compute_err_iter; /* last iter where we've computer error_rel */ PetscInt compute_err_freq; /* frequency of computing error_rel */ void *data; /* implementation-specific data */ } MFCtx_Private; static PetscErrorCode SNESMatrixFreeDestroy2_Private(Mat mat) { MFCtx_Private *ctx; PetscFunctionBegin; PetscCall(MatShellGetContext(mat, &ctx)); PetscCall(VecDestroy(&ctx->w)); PetscCall(MatNullSpaceDestroy(&ctx->sp)); if (ctx->jorge || ctx->compute_err) PetscCall(SNESDiffParameterDestroy_More(ctx->data)); PetscCall(PetscFree(ctx)); PetscFunctionReturn(PETSC_SUCCESS); } /* SNESMatrixFreeView2_Private - Views matrix-free parameters. */ static PetscErrorCode SNESMatrixFreeView2_Private(Mat J, PetscViewer viewer) { MFCtx_Private *ctx; PetscBool isascii; PetscFunctionBegin; PetscCall(MatShellGetContext(J, &ctx)); PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &isascii)); if (isascii) { PetscCall(PetscViewerASCIIPrintf(viewer, " SNES matrix-free approximation:\n")); if (ctx->jorge) PetscCall(PetscViewerASCIIPrintf(viewer, " using Jorge's method of determining differencing parameter\n")); PetscCall(PetscViewerASCIIPrintf(viewer, " err=%g (relative error in function evaluation)\n", (double)ctx->error_rel)); PetscCall(PetscViewerASCIIPrintf(viewer, " umin=%g (minimum iterate parameter)\n", (double)ctx->umin)); if (ctx->compute_err) PetscCall(PetscViewerASCIIPrintf(viewer, " freq_err=%" PetscInt_FMT " (frequency for computing err)\n", ctx->compute_err_freq)); } PetscFunctionReturn(PETSC_SUCCESS); } /* SNESMatrixFreeMult2_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 */ static PetscErrorCode SNESMatrixFreeMult2_Private(Mat mat, Vec a, Vec y) { MFCtx_Private *ctx; SNES snes; PetscReal h, norm, sum, umin, noise; PetscScalar hs, dot; Vec w, U, F; MPI_Comm comm; PetscInt iter; PetscErrorCode (*eval_fct)(SNES, Vec, Vec); PetscFunctionBegin; /* 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. */ PetscCall(PetscLogEventBegin(MATMFFD_Mult, a, y, 0, 0)); PetscCall(PetscObjectGetComm((PetscObject)mat, &comm)); PetscCall(MatShellGetContext(mat, &ctx)); snes = ctx->snes; w = ctx->w; umin = ctx->umin; PetscCall(SNESGetSolution(snes, &U)); eval_fct = SNESComputeFunction; PetscCall(SNESGetFunction(snes, &F, NULL, NULL)); /* Determine a "good" step size, h */ if (ctx->need_h) { /* Use Jorge's method to compute h */ if (ctx->jorge) { PetscCall(SNESDiffParameterCompute_More(snes, ctx->data, U, a, &noise, &h)); /* Use the Brown/Saad method to compute h */ } else { /* Compute error if desired */ PetscCall(SNESGetIterationNumber(snes, &iter)); if (ctx->need_err || (ctx->compute_err_freq && (ctx->compute_err_iter != iter) && (!((iter - 1) % ctx->compute_err_freq)))) { /* Use Jorge's method to compute noise */ PetscCall(SNESDiffParameterCompute_More(snes, ctx->data, U, a, &noise, &h)); ctx->error_rel = PetscSqrtReal(noise); PetscCall(PetscInfo(snes, "Using Jorge's noise: noise=%g, sqrt(noise)=%g, h_more=%g\n", (double)noise, (double)ctx->error_rel, (double)h)); ctx->compute_err_iter = iter; ctx->need_err = PETSC_FALSE; } PetscCall(VecDotBegin(U, a, &dot)); PetscCall(VecNormBegin(a, NORM_1, &sum)); PetscCall(VecNormBegin(a, NORM_2, &norm)); PetscCall(VecDotEnd(U, a, &dot)); PetscCall(VecNormEnd(a, NORM_1, &sum)); PetscCall(VecNormEnd(a, NORM_2, &norm)); /* Safeguard for step sizes too small */ if (sum == 0.0) { dot = 1.0; norm = 1.0; } else if (PetscAbsScalar(dot) < umin * sum && PetscRealPart(dot) >= 0.0) dot = umin * sum; else if (PetscAbsScalar(dot) < 0.0 && PetscRealPart(dot) > -umin * sum) dot = -umin * sum; h = PetscRealPart(ctx->error_rel * dot / (norm * norm)); } } else h = ctx->h; if (!ctx->jorge || !ctx->need_h) PetscCall(PetscInfo(snes, "h = %g\n", (double)h)); /* Evaluate function at F(u + ha) */ hs = h; PetscCall(VecWAXPY(w, hs, a, U)); PetscCall(eval_fct(snes, w, y)); PetscCall(VecAXPY(y, -1.0, F)); PetscCall(VecScale(y, 1.0 / hs)); if (mat->nullsp) PetscCall(MatNullSpaceRemove(mat->nullsp, y)); PetscCall(PetscLogEventEnd(MATMFFD_Mult, a, y, 0, 0)); PetscFunctionReturn(PETSC_SUCCESS); } /*@ MatCreateSNESMFMore - Creates a matrix-free matrix context for use with a `SNES` solver that uses the More method to compute an optimal h based on the noise of the function. This matrix can be used as the Jacobian argument for the routine `SNESSetJacobian()`. Input Parameters: + snes - the `SNES` context - x - vector where `SNES` solution is to be stored. Output Parameter: . J - the matrix-free matrix Options Database Keys: + -snes_mf_err - see `MatCreateSNESMF()` . -snes_mf_umin - see `MatCreateSNESMF()` . -snes_mf_compute_err - compute the square root or relative error in function . -snes_mf_freq_err - set the frequency to recompute the parameters - -snes_mf_jorge - use the method of Jorge More Level: advanced Notes: This is an experimental approach, use `MatCreateSNESMF()`. 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 by default 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 Alternatively, the differencing parameter, h, can be set using Jorge's nifty new strategy if one specifies the option -snes_mf_jorge .ve The user can set these parameters via `MatMFFDSetFunctionError()`. The user should call `MatDestroy()` when finished with the matrix-free matrix context. .seealso: [](ch_snes), `SNESCreateMF()`, `MatCreateMFFD()`, `MatDestroy()`, `MatMFFDSetFunctionError()` @*/ PetscErrorCode MatCreateSNESMFMore(SNES snes, Vec x, Mat *J) { MPI_Comm comm; MFCtx_Private *mfctx; PetscInt n, nloc; PetscBool flg; char p[64]; PetscFunctionBegin; PetscCall(PetscNew(&mfctx)); mfctx->sp = NULL; mfctx->snes = snes; mfctx->error_rel = PETSC_SQRT_MACHINE_EPSILON; mfctx->umin = 1.e-6; mfctx->h = 0.0; mfctx->need_h = PETSC_TRUE; mfctx->need_err = PETSC_FALSE; mfctx->compute_err = PETSC_FALSE; mfctx->compute_err_freq = 0; mfctx->compute_err_iter = -1; mfctx->compute_err = PETSC_FALSE; mfctx->jorge = PETSC_FALSE; PetscCall(PetscOptionsGetReal(((PetscObject)snes)->options, ((PetscObject)snes)->prefix, "-snes_mf_err", &mfctx->error_rel, NULL)); PetscCall(PetscOptionsGetReal(((PetscObject)snes)->options, ((PetscObject)snes)->prefix, "-snes_mf_umin", &mfctx->umin, NULL)); PetscCall(PetscOptionsGetBool(((PetscObject)snes)->options, ((PetscObject)snes)->prefix, "-snes_mf_jorge", &mfctx->jorge, NULL)); PetscCall(PetscOptionsGetBool(((PetscObject)snes)->options, ((PetscObject)snes)->prefix, "-snes_mf_compute_err", &mfctx->compute_err, NULL)); PetscCall(PetscOptionsGetInt(((PetscObject)snes)->options, ((PetscObject)snes)->prefix, "-snes_mf_freq_err", &mfctx->compute_err_freq, &flg)); if (flg) { if (mfctx->compute_err_freq < 0) mfctx->compute_err_freq = 0; mfctx->compute_err = PETSC_TRUE; } if (mfctx->compute_err) mfctx->need_err = PETSC_TRUE; if (mfctx->jorge || mfctx->compute_err) PetscCall(SNESDiffParameterCreate_More(snes, x, &mfctx->data)); else mfctx->data = NULL; PetscCall(PetscOptionsHasHelp(((PetscObject)snes)->options, &flg)); PetscCall(PetscStrncpy(p, "-", sizeof(p))); if (((PetscObject)snes)->prefix) PetscCall(PetscStrlcat(p, ((PetscObject)snes)->prefix, sizeof(p))); if (flg) { PetscCall(PetscPrintf(PetscObjectComm((PetscObject)snes), " Matrix-free Options (via SNES):\n")); PetscCall(PetscPrintf(PetscObjectComm((PetscObject)snes), " %ssnes_mf_err : set sqrt of relative error in function (default %g)\n", p, (double)mfctx->error_rel)); PetscCall(PetscPrintf(PetscObjectComm((PetscObject)snes), " %ssnes_mf_umin : see users manual (default %g)\n", p, (double)mfctx->umin)); PetscCall(PetscPrintf(PetscObjectComm((PetscObject)snes), " %ssnes_mf_jorge: use Jorge More's method\n", p)); PetscCall(PetscPrintf(PetscObjectComm((PetscObject)snes), " %ssnes_mf_compute_err: compute sqrt or relative error in function\n", p)); PetscCall(PetscPrintf(PetscObjectComm((PetscObject)snes), " %ssnes_mf_freq_err : frequency to recompute this (default only once)\n", p)); PetscCall(PetscPrintf(PetscObjectComm((PetscObject)snes), " %ssnes_mf_noise_file : set file for printing noise info\n", p)); } PetscCall(VecDuplicate(x, &mfctx->w)); PetscCall(PetscObjectGetComm((PetscObject)x, &comm)); PetscCall(VecGetSize(x, &n)); PetscCall(VecGetLocalSize(x, &nloc)); PetscCall(MatCreate(comm, J)); PetscCall(MatSetSizes(*J, nloc, n, n, n)); PetscCall(MatSetType(*J, MATSHELL)); PetscCall(MatShellSetContext(*J, mfctx)); PetscCall(MatShellSetOperation(*J, MATOP_MULT, (PetscErrorCodeFn *)SNESMatrixFreeMult2_Private)); PetscCall(MatShellSetOperation(*J, MATOP_DESTROY, (PetscErrorCodeFn *)SNESMatrixFreeDestroy2_Private)); PetscCall(MatShellSetOperation(*J, MATOP_VIEW, (PetscErrorCodeFn *)SNESMatrixFreeView2_Private)); PetscCall(MatSetUp(*J)); PetscFunctionReturn(PETSC_SUCCESS); } /*@ MatSNESMFMoreSetParameters - Sets the parameters for the approximation of matrix-vector products using finite differences, see `MatCreateSNESMFMore()` Input Parameters: + mat - the matrix . error - relative error (should be set to the square root of the relative error in the function evaluations) . umin - minimum allowable u-value - h - differencing parameter Options Database Keys: + -snes_mf_err - see `MatCreateSNESMF()` . -snes_mf_umin - see `MatCreateSNESMF()` . -snes_mf_compute_err - compute the square root or relative error in function . -snes_mf_freq_err - set the frequency to recompute the parameters - -snes_mf_jorge - use the method of Jorge More Level: advanced Note: If the user sets the parameter `h` directly, then this value will be used instead of the default computation as discussed in `MatCreateSNESMFMore()` .seealso: [](ch_snes), `SNES`, `MatCreateSNESMF()`, `MatCreateSNESMFMore()` @*/ PetscErrorCode MatSNESMFMoreSetParameters(Mat mat, PetscReal error, PetscReal umin, PetscReal h) { MFCtx_Private *ctx; PetscFunctionBegin; PetscCall(MatShellGetContext(mat, &ctx)); if (ctx) { if (error != (PetscReal)PETSC_DEFAULT) ctx->error_rel = error; if (umin != (PetscReal)PETSC_DEFAULT) ctx->umin = umin; if (h != (PetscReal)PETSC_DEFAULT) { ctx->h = h; ctx->need_h = PETSC_FALSE; } } PetscFunctionReturn(PETSC_SUCCESS); } PetscErrorCode SNESUnSetMatrixFreeParameter(SNES snes) { MFCtx_Private *ctx; Mat mat; PetscFunctionBegin; PetscCall(SNESGetJacobian(snes, &mat, NULL, NULL, NULL)); PetscCall(MatShellGetContext(mat, &ctx)); if (ctx) ctx->need_h = PETSC_TRUE; PetscFunctionReturn(PETSC_SUCCESS); }