#include "src/snes/snesimpl.h" /* Data used by Jorge's diff parameter computation method */ typedef struct { Vec *workv; /* work vectors */ FILE *fp; /* output file */ int function_count; /* count of function evaluations for diff param estimation */ double fnoise_min; /* minimim allowable noise */ double hopt_min; /* minimum allowable hopt */ double h_first_try; /* first try for h used in diff parameter estimate */ int fnoise_resets; /* number of times we've reset the noise estimate */ int hopt_resets; /* number of times we've reset the hopt estimate */ } DIFFPAR_MORE; extern int dnest_(int*,PetscScalar*,PetscScalar*,PetscScalar*,PetscScalar*,PetscScalar*,int*,PetscScalar*); EXTERN PetscErrorCode JacMatMultCompare(SNES,Vec,Vec,double); EXTERN PetscErrorCode SNESDefaultMatrixFreeSetParameters2(Mat,double,double,double); EXTERN PetscErrorCode SNESUnSetMatrixFreeParameter(SNES snes); #undef __FUNCT__ #define __FUNCT__ "DiffParameterCreate_More" PetscErrorCode DiffParameterCreate_More(SNES snes,Vec x,void **outneP) { DIFFPAR_MORE *neP; Vec w; PetscRandom rctx; /* random number generator context */ PetscErrorCode ierr; PetscTruth flg; char noise_file[PETSC_MAX_PATH_LEN]; PetscFunctionBegin; ierr = PetscNew(DIFFPAR_MORE,&neP);CHKERRQ(ierr); ierr = PetscMemzero(neP,sizeof(DIFFPAR_MORE));CHKERRQ(ierr); PetscLogObjectMemory(snes,sizeof(DIFFPAR_MORE)); neP->function_count = 0; neP->fnoise_min = 1.0e-20; neP->hopt_min = 1.0e-8; neP->h_first_try = 1.0e-3; neP->fnoise_resets = 0; neP->hopt_resets = 0; /* Create work vectors */ ierr = VecDuplicateVecs(x,3,&neP->workv);CHKERRQ(ierr); w = neP->workv[0]; /* Set components of vector w to random numbers */ ierr = PetscRandomCreate(snes->comm,RANDOM_DEFAULT,&rctx);CHKERRQ(ierr); ierr = VecSetRandom(rctx,w);CHKERRQ(ierr); ierr = PetscRandomDestroy(rctx);CHKERRQ(ierr); /* Open output file */ ierr = PetscOptionsGetString(snes->prefix,"-snes_mf_noise_file",noise_file,PETSC_MAX_PATH_LEN-1,&flg);CHKERRQ(ierr); if (flg) neP->fp = fopen(noise_file,"w"); else neP->fp = fopen("noise.out","w"); if (!neP->fp) SETERRQ(PETSC_ERR_FILE_OPEN,"Cannot open file"); PetscLogInfo(snes,"DiffParameterCreate_More: Creating Jorge's differencing parameter context\n"); *outneP = neP; PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "DiffParameterDestroy_More" PetscErrorCode DiffParameterDestroy_More(void *nePv) { DIFFPAR_MORE *neP = (DIFFPAR_MORE *)nePv; PetscErrorCode ierr; PetscFunctionBegin; /* Destroy work vectors and close output file */ ierr = VecDestroyVecs(neP->workv,3);CHKERRQ(ierr); fclose(neP->fp); ierr = PetscFree(neP);CHKERRQ(ierr); PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "DiffParameterCompute_More" PetscErrorCode DiffParameterCompute_More(SNES snes,void *nePv,Vec x,Vec p,double *fnoise,double *hopt) { DIFFPAR_MORE *neP = (DIFFPAR_MORE *)nePv; Vec w, xp, fvec; /* work vectors to use in computing h */ double zero = 0.0, hl, hu, h, fnoise_s, fder2_s; PetscScalar alpha; PetscScalar fval[7], tab[7][7], eps[7], f; double rerrf, fder2; PetscErrorCode ierr; int iter, k, i, j, info; int nf = 7; /* number of function evaluations */ int fcount; MPI_Comm comm = snes->comm; FILE *fp; PetscTruth noise_test; PetscFunctionBegin; /* Call to SNESSetUp() just to set data structures in SNES context */ if (!snes->setupcalled) {ierr = SNESSetUp(snes,x);CHKERRQ(ierr);} w = neP->workv[0]; xp = neP->workv[1]; fvec = neP->workv[2]; fp = neP->fp; /* Initialize parameters */ hl = zero; hu = zero; h = neP->h_first_try; fnoise_s = zero; fder2_s = zero; fcount = neP->function_count; /* We have 5 tries to attempt to compute a good hopt value */ ierr = SNESGetIterationNumber(snes,&i);CHKERRQ(ierr); ierr = PetscFPrintf(comm,fp,"\n ------- SNES iteration %d ---------\n",i);CHKERRQ(ierr); for (iter=0; iter<5; iter++) { neP->h_first_try = h; /* Compute the nf function values needed to estimate the noise from the difference table */ for (k=0; kfunction_count++; ierr = VecDot(fvec,w,&fval[k]);CHKERRQ(ierr); } f = fval[(nf+1)/2 - 1]; /* Construct the difference table */ for (i=0; ifnoise_min) { ierr = PetscFPrintf(comm,fp,"Resetting fnoise: fnoise1 = %g, fnoise_min = %g\n",*fnoise,neP->fnoise_min);CHKERRQ(ierr); *fnoise = neP->fnoise_min; neP->fnoise_resets++; } if (*hopt < neP->hopt_min) { ierr = PetscFPrintf(comm,fp,"Resetting hopt: hopt1 = %g, hopt_min = %g\n",*hopt,neP->hopt_min);CHKERRQ(ierr); *hopt = neP->hopt_min; neP->hopt_resets++; } ierr = PetscFPrintf(comm,fp,"Errors in derivative:\n");CHKERRQ(ierr); ierr = PetscFPrintf(comm,fp,"f = %g, fnoise = %g, fder2 = %g, hopt = %g\n",f,*fnoise,fder2,*hopt);CHKERRQ(ierr); /* For now, compute h **each** MV Mult!! */ /* ierr = PetscOptionsHasName(PETSC_NULL,"-matrix_free_jorge_each_mvp",&flg);CHKERRQ(ierr); if (!flg) { Mat mat; ierr = SNESGetJacobian(snes,&mat,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr); ierr = SNESDefaultMatrixFreeSetParameters2(mat,PETSC_DEFAULT,PETSC_DEFAULT,*hopt);CHKERRQ(ierr); } */ fcount = neP->function_count - fcount; PetscLogInfo(snes,"DiffParameterCompute_More: fct_now = %d, fct_cum = %d, rerrf=%g, sqrt(noise)=%g, h_more=%g\n", fcount,neP->function_count,rerrf,sqrt(*fnoise),*hopt); ierr = PetscOptionsHasName(PETSC_NULL,"-noise_test",&noise_test);CHKERRQ(ierr); if (noise_test) { ierr = JacMatMultCompare(snes,x,p,*hopt);CHKERRQ(ierr); } PetscFunctionReturn(0); } #undef __FUNCT__ #define __FUNCT__ "JacMatMultCompare" PetscErrorCode JacMatMultCompare(SNES snes,Vec x,Vec p,double hopt) { Vec yy1, yy2; /* work vectors */ PetscViewer view2; /* viewer */ Mat J; /* analytic Jacobian (set as preconditioner matrix) */ Mat Jmf; /* matrix-free Jacobian (set as true system matrix) */ double h; /* differencing parameter */ Vec f; MatStructure sparsity = DIFFERENT_NONZERO_PATTERN; PetscScalar alpha; PetscReal yy1n,yy2n,enorm; PetscErrorCode ierr; int i; PetscTruth printv; char filename[32]; MPI_Comm comm = snes->comm; PetscFunctionBegin; /* Compute function and analytic Jacobian at x */ ierr = SNESGetJacobian(snes,&Jmf,&J,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr); ierr = SNESComputeJacobian(snes,x,&Jmf,&J,&sparsity);CHKERRQ(ierr); ierr = SNESGetFunction(snes,&f,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr); ierr = SNESComputeFunction(snes,x,f);CHKERRQ(ierr); /* Duplicate work vectors */ ierr = VecDuplicate(x,&yy2);CHKERRQ(ierr); ierr = VecDuplicate(x,&yy1);CHKERRQ(ierr); /* Compute true matrix-vector product */ ierr = MatMult(J,p,yy1);CHKERRQ(ierr); ierr = VecNorm(yy1,NORM_2,&yy1n);CHKERRQ(ierr); /* View product vector if desired */ ierr = PetscOptionsHasName(PETSC_NULL,"-print_vecs",&printv);CHKERRQ(ierr); if (printv) { ierr = PetscViewerASCIIOpen(comm,"y1.out",&view2);CHKERRQ(ierr); ierr = PetscViewerSetFormat(view2,PETSC_VIEWER_ASCII_COMMON);CHKERRQ(ierr); ierr = VecView(yy1,view2);CHKERRQ(ierr); ierr = PetscViewerDestroy(view2);CHKERRQ(ierr); } /* Test Jacobian-vector product computation */ alpha = -1.0; h = 0.01 * hopt; for (i=0; i<5; i++) { /* Set differencing parameter for matrix-free multiplication */ ierr = SNESDefaultMatrixFreeSetParameters2(Jmf,PETSC_DEFAULT,PETSC_DEFAULT,h);CHKERRQ(ierr); /* Compute matrix-vector product via differencing approximation */ ierr = MatMult(Jmf,p,yy2);CHKERRQ(ierr); ierr = VecNorm(yy2,NORM_2,&yy2n);CHKERRQ(ierr); /* View product vector if desired */ if (printv) { sprintf(filename,"y2.%d.out",i); ierr = PetscViewerASCIIOpen(comm,filename,&view2);CHKERRQ(ierr); ierr = PetscViewerSetFormat(view2,PETSC_VIEWER_ASCII_COMMON);CHKERRQ(ierr); ierr = VecView(yy2,view2);CHKERRQ(ierr); ierr = PetscViewerDestroy(view2);CHKERRQ(ierr); } /* Compute relative error */ ierr = VecAXPY(&alpha,yy1,yy2);CHKERRQ(ierr); ierr = VecNorm(yy2,NORM_2,&enorm);CHKERRQ(ierr); enorm = enorm/yy1n; ierr = PetscFPrintf(comm,stdout,"h = %g: relative error = %g\n",h,enorm);CHKERRQ(ierr); h *= 10.0; } PetscFunctionReturn(0); } static int lin_its_total = 0; PetscErrorCode MyMonitor(SNES snes,int its,double fnorm,void *dummy) { PetscErrorCode ierr; int lin_its; PetscFunctionBegin; ierr = SNESGetNumberLinearIterations(snes,&lin_its);CHKERRQ(ierr); lin_its_total += lin_its; 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); ierr = SNESUnSetMatrixFreeParameter(snes);CHKERRQ(ierr); PetscFunctionReturn(0); }