1 /* 2 User interface for the nonlinear solvers package. 3 */ 4 #if !defined(__PETSCSNES_H) 5 #define __PETSCSNES_H 6 #include "petscksp.h" 7 PETSC_EXTERN_CXX_BEGIN 8 9 /*S 10 SNES - Abstract PETSc object that manages all nonlinear solves 11 12 Level: beginner 13 14 Concepts: nonlinear solvers 15 16 .seealso: SNESCreate(), SNESSetType(), SNESType, TS, KSP, KSP, PC 17 S*/ 18 typedef struct _p_SNES* SNES; 19 20 /*E 21 SNESType - String with the name of a PETSc SNES method or the creation function 22 with an optional dynamic library name, for example 23 http://www.mcs.anl.gov/petsc/lib.a:mysnescreate() 24 25 Level: beginner 26 27 .seealso: SNESSetType(), SNES 28 E*/ 29 #define SNESType char* 30 #define SNESLS "ls" 31 #define SNESTR "tr" 32 #define SNESPYTHON "python" 33 #define SNESTEST "test" 34 #define SNESPICARD "picard" 35 #define SNESKSPONLY "ksponly" 36 #define SNESVI "vi" 37 #define SNESNGMRES "ngmres" 38 39 /* Logging support */ 40 extern PetscClassId SNES_CLASSID; 41 42 extern PetscErrorCode SNESInitializePackage(const char[]); 43 44 extern PetscErrorCode SNESCreate(MPI_Comm,SNES*); 45 extern PetscErrorCode SNESReset(SNES); 46 extern PetscErrorCode SNESDestroy(SNES*); 47 extern PetscErrorCode SNESSetType(SNES,const SNESType); 48 extern PetscErrorCode SNESMonitorSet(SNES,PetscErrorCode(*)(SNES,PetscInt,PetscReal,void*),void *,PetscErrorCode (*)(void**)); 49 extern PetscErrorCode SNESMonitorCancel(SNES); 50 extern PetscErrorCode SNESSetConvergenceHistory(SNES,PetscReal[],PetscInt[],PetscInt,PetscBool ); 51 extern PetscErrorCode SNESGetConvergenceHistory(SNES,PetscReal*[],PetscInt *[],PetscInt *); 52 extern PetscErrorCode SNESSetUp(SNES); 53 extern PetscErrorCode SNESSolve(SNES,Vec,Vec); 54 extern PetscErrorCode SNESSetErrorIfNotConverged(SNES,PetscBool ); 55 extern PetscErrorCode SNESGetErrorIfNotConverged(SNES,PetscBool *); 56 57 58 extern PetscErrorCode SNESAddOptionsChecker(PetscErrorCode (*)(SNES)); 59 60 extern PetscErrorCode SNESSetUpdate(SNES, PetscErrorCode (*)(SNES, PetscInt)); 61 extern PetscErrorCode SNESDefaultUpdate(SNES, PetscInt); 62 63 extern PetscFList SNESList; 64 extern PetscErrorCode SNESRegisterDestroy(void); 65 extern PetscErrorCode SNESRegisterAll(const char[]); 66 67 extern PetscErrorCode SNESRegister(const char[],const char[],const char[],PetscErrorCode (*)(SNES)); 68 69 /*MC 70 SNESRegisterDynamic - Adds a method to the nonlinear solver package. 71 72 Synopsis: 73 PetscErrorCode SNESRegisterDynamic(const char *name_solver,const char *path,const char *name_create,PetscErrorCode (*routine_create)(SNES)) 74 75 Not collective 76 77 Input Parameters: 78 + name_solver - name of a new user-defined solver 79 . path - path (either absolute or relative) the library containing this solver 80 . name_create - name of routine to create method context 81 - routine_create - routine to create method context 82 83 Notes: 84 SNESRegisterDynamic() may be called multiple times to add several user-defined solvers. 85 86 If dynamic libraries are used, then the fourth input argument (routine_create) 87 is ignored. 88 89 Environmental variables such as ${PETSC_ARCH}, ${PETSC_DIR}, ${PETSC_LIB_DIR}, 90 and others of the form ${any_environmental_variable} occuring in pathname will be 91 replaced with appropriate values. 92 93 Sample usage: 94 .vb 95 SNESRegisterDynamic("my_solver",/home/username/my_lib/lib/libg/solaris/mylib.a, 96 "MySolverCreate",MySolverCreate); 97 .ve 98 99 Then, your solver can be chosen with the procedural interface via 100 $ SNESSetType(snes,"my_solver") 101 or at runtime via the option 102 $ -snes_type my_solver 103 104 Level: advanced 105 106 Note: If your function is not being put into a shared library then use SNESRegister() instead 107 108 .keywords: SNES, nonlinear, register 109 110 .seealso: SNESRegisterAll(), SNESRegisterDestroy() 111 M*/ 112 #if defined(PETSC_USE_DYNAMIC_LIBRARIES) 113 #define SNESRegisterDynamic(a,b,c,d) SNESRegister(a,b,c,0) 114 #else 115 #define SNESRegisterDynamic(a,b,c,d) SNESRegister(a,b,c,d) 116 #endif 117 118 extern PetscErrorCode SNESGetKSP(SNES,KSP*); 119 extern PetscErrorCode SNESSetKSP(SNES,KSP); 120 extern PetscErrorCode SNESGetSolution(SNES,Vec*); 121 extern PetscErrorCode SNESGetSolutionUpdate(SNES,Vec*); 122 extern PetscErrorCode SNESGetRhs(SNES,Vec*); 123 extern PetscErrorCode SNESView(SNES,PetscViewer); 124 125 extern PetscErrorCode SNESSetOptionsPrefix(SNES,const char[]); 126 extern PetscErrorCode SNESAppendOptionsPrefix(SNES,const char[]); 127 extern PetscErrorCode SNESGetOptionsPrefix(SNES,const char*[]); 128 extern PetscErrorCode SNESSetFromOptions(SNES); 129 130 extern PetscErrorCode MatCreateSNESMF(SNES,Mat*); 131 extern PetscErrorCode MatMFFDComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 132 133 extern PetscErrorCode MatDAADSetSNES(Mat,SNES); 134 135 extern PetscErrorCode SNESGetType(SNES,const SNESType*); 136 extern PetscErrorCode SNESMonitorDefault(SNES,PetscInt,PetscReal,void *); 137 extern PetscErrorCode SNESMonitorRange(SNES,PetscInt,PetscReal,void *); 138 extern PetscErrorCode SNESMonitorRatio(SNES,PetscInt,PetscReal,void *); 139 extern PetscErrorCode SNESMonitorSetRatio(SNES,PetscViewer); 140 extern PetscErrorCode SNESMonitorSolution(SNES,PetscInt,PetscReal,void *); 141 extern PetscErrorCode SNESMonitorResidual(SNES,PetscInt,PetscReal,void *); 142 extern PetscErrorCode SNESMonitorSolutionUpdate(SNES,PetscInt,PetscReal,void *); 143 extern PetscErrorCode SNESMonitorDefaultShort(SNES,PetscInt,PetscReal,void *); 144 extern PetscErrorCode SNESSetTolerances(SNES,PetscReal,PetscReal,PetscReal,PetscInt,PetscInt); 145 extern PetscErrorCode SNESGetTolerances(SNES,PetscReal*,PetscReal*,PetscReal*,PetscInt*,PetscInt*); 146 extern PetscErrorCode SNESSetTrustRegionTolerance(SNES,PetscReal); 147 extern PetscErrorCode SNESGetFunctionNorm(SNES,PetscReal*); 148 extern PetscErrorCode SNESGetIterationNumber(SNES,PetscInt*); 149 150 extern PetscErrorCode SNESGetNonlinearStepFailures(SNES,PetscInt*); 151 extern PetscErrorCode SNESSetMaxNonlinearStepFailures(SNES,PetscInt); 152 extern PetscErrorCode SNESGetMaxNonlinearStepFailures(SNES,PetscInt*); 153 extern PetscErrorCode SNESGetNumberFunctionEvals(SNES,PetscInt*); 154 155 extern PetscErrorCode SNESSetLagPreconditioner(SNES,PetscInt); 156 extern PetscErrorCode SNESGetLagPreconditioner(SNES,PetscInt*); 157 extern PetscErrorCode SNESSetLagJacobian(SNES,PetscInt); 158 extern PetscErrorCode SNESGetLagJacobian(SNES,PetscInt*); 159 extern PetscErrorCode SNESSetGridSequence(SNES,PetscInt); 160 161 extern PetscErrorCode SNESGetLinearSolveIterations(SNES,PetscInt*); 162 extern PetscErrorCode SNESGetLinearSolveFailures(SNES,PetscInt*); 163 extern PetscErrorCode SNESSetMaxLinearSolveFailures(SNES,PetscInt); 164 extern PetscErrorCode SNESGetMaxLinearSolveFailures(SNES,PetscInt*); 165 166 extern PetscErrorCode SNESKSPSetUseEW(SNES,PetscBool ); 167 extern PetscErrorCode SNESKSPGetUseEW(SNES,PetscBool *); 168 extern PetscErrorCode SNESKSPSetParametersEW(SNES,PetscInt,PetscReal,PetscReal,PetscReal,PetscReal,PetscReal,PetscReal); 169 extern PetscErrorCode SNESKSPGetParametersEW(SNES,PetscInt*,PetscReal*,PetscReal*,PetscReal*,PetscReal*,PetscReal*,PetscReal*); 170 171 extern PetscErrorCode SNESMonitorLGCreate(const char[],const char[],int,int,int,int,PetscDrawLG*); 172 extern PetscErrorCode SNESMonitorLG(SNES,PetscInt,PetscReal,void*); 173 extern PetscErrorCode SNESMonitorLGDestroy(PetscDrawLG*); 174 extern PetscErrorCode SNESMonitorLGRangeCreate(const char[],const char[],int,int,int,int,PetscDrawLG*); 175 extern PetscErrorCode SNESMonitorLGRange(SNES,PetscInt,PetscReal,void*); 176 extern PetscErrorCode SNESMonitorLGRangeDestroy(PetscDrawLG*); 177 178 extern PetscErrorCode SNESSetApplicationContext(SNES,void *); 179 extern PetscErrorCode SNESGetApplicationContext(SNES,void *); 180 extern PetscErrorCode SNESSetComputeApplicationContext(SNES,PetscErrorCode (*)(SNES,void**),PetscErrorCode (*)(void**)); 181 182 extern PetscErrorCode SNESPythonSetType(SNES,const char[]); 183 184 extern PetscErrorCode SNESSetFunctionDomainError(SNES); 185 /*E 186 SNESConvergedReason - reason a SNES method was said to 187 have converged or diverged 188 189 Level: beginner 190 191 The two most common reasons for divergence are 192 $ 1) an incorrectly coded or computed Jacobian or 193 $ 2) failure or lack of convergence in the linear system (in this case we recommend 194 $ testing with -pc_type lu to eliminate the linear solver as the cause of the problem). 195 196 Diverged Reasons: 197 . SNES_DIVERGED_LOCAL_MIN - this can only occur when using the line-search variant of SNES. 198 The line search wants to minimize Q(alpha) = 1/2 || F(x + alpha s) ||^2_2 this occurs 199 at Q'(alpha) = s^T F'(x+alpha s)^T F(x+alpha s) = 0. If s is the Newton direction - F'(x)^(-1)F(x) then 200 you get Q'(alpha) = -F(x)^T F'(x)^(-1)^T F'(x+alpha s)F(x+alpha s); when alpha = 0 201 Q'(0) = - ||F(x)||^2_2 which is always NEGATIVE if F'(x) is invertible. This means the Newton 202 direction is a descent direction and the line search should succeed if alpha is small enough. 203 204 If F'(x) is NOT invertible AND F'(x)^T F(x) = 0 then Q'(0) = 0 and the Newton direction 205 is NOT a descent direction so the line search will fail. All one can do at this point 206 is change the initial guess and try again. 207 208 An alternative explanation: Newton's method can be regarded as replacing the function with 209 its linear approximation and minimizing the 2-norm of that. That is F(x+s) approx F(x) + F'(x)s 210 so we minimize || F(x) + F'(x) s ||^2_2; do this using Least Squares. If F'(x) is invertible then 211 s = - F'(x)^(-1)F(x) otherwise F'(x)^T F'(x) s = -F'(x)^T F(x). If F'(x)^T F(x) is NOT zero then there 212 exists a nontrival (that is F'(x)s != 0) solution to the equation and this direction is 213 s = - [F'(x)^T F'(x)]^(-1) F'(x)^T F(x) so Q'(0) = - F(x)^T F'(x) [F'(x)^T F'(x)]^(-T) F'(x)^T F(x) 214 = - (F'(x)^T F(x)) [F'(x)^T F'(x)]^(-T) (F'(x)^T F(x)). Since we are assuming (F'(x)^T F(x)) != 0 215 and F'(x)^T F'(x) has no negative eigenvalues Q'(0) < 0 so s is a descent direction and the line 216 search should succeed for small enough alpha. 217 218 Note that this RARELY happens in practice. Far more likely the linear system is not being solved 219 (well enough?) or the Jacobian is wrong. 220 221 SNES_DIVERGED_MAX_IT means that the solver reached the maximum number of iterations without satisfying any 222 convergence criteria. SNES_CONVERGED_ITS means that SNESSkipConverged() was chosen as the convergence test; 223 thus the usual convergence criteria have not been checked and may or may not be satisfied. 224 225 Developer Notes: this must match finclude/petscsnes.h 226 227 The string versions of these are in SNESConvergedReason, if you change any value here you must 228 also adjust that array. 229 230 Each reason has its own manual page. 231 232 .seealso: SNESSolve(), SNESGetConvergedReason(), KSPConvergedReason, SNESSetConvergenceTest() 233 E*/ 234 typedef enum {/* converged */ 235 SNES_CONVERGED_FNORM_ABS = 2, /* ||F|| < atol */ 236 SNES_CONVERGED_FNORM_RELATIVE = 3, /* ||F|| < rtol*||F_initial|| */ 237 SNES_CONVERGED_PNORM_RELATIVE = 4, /* Newton computed step size small; || delta x || < stol */ 238 SNES_CONVERGED_ITS = 5, /* maximum iterations reached */ 239 SNES_CONVERGED_TR_DELTA = 7, 240 /* diverged */ 241 SNES_DIVERGED_FUNCTION_DOMAIN = -1, /* the new x location passed the function is not in the domain of F */ 242 SNES_DIVERGED_FUNCTION_COUNT = -2, 243 SNES_DIVERGED_LINEAR_SOLVE = -3, /* the linear solve failed */ 244 SNES_DIVERGED_FNORM_NAN = -4, 245 SNES_DIVERGED_MAX_IT = -5, 246 SNES_DIVERGED_LINE_SEARCH = -6, /* the line search failed */ 247 SNES_DIVERGED_LOCAL_MIN = -8, /* || J^T b || is small, implies converged to local minimum of F() */ 248 SNES_CONVERGED_ITERATING = 0} SNESConvergedReason; 249 extern const char *const*SNESConvergedReasons; 250 251 /*MC 252 SNES_CONVERGED_FNORM_ABS - 2-norm(F) <= abstol 253 254 Level: beginner 255 256 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 257 258 M*/ 259 260 /*MC 261 SNES_CONVERGED_FNORM_RELATIVE - 2-norm(F) <= rtol*2-norm(F(x_0)) where x_0 is the initial guess 262 263 Level: beginner 264 265 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 266 267 M*/ 268 269 /*MC 270 SNES_CONVERGED_PNORM_RELATIVE - The 2-norm of the last step <= stol * 2-norm(x) where x is the current 271 solution and stol is the 4th argument to SNESSetTolerances() 272 273 Level: beginner 274 275 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 276 277 M*/ 278 279 /*MC 280 SNES_DIVERGED_FUNCTION_COUNT - The user provided function has been called more times then the final 281 argument to SNESSetTolerances() 282 283 Level: beginner 284 285 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 286 287 M*/ 288 289 /*MC 290 SNES_DIVERGED_FNORM_NAN - the 2-norm of the current function evaluation is not-a-number (NaN), this 291 is usually caused by a division of 0 by 0. 292 293 Level: beginner 294 295 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 296 297 M*/ 298 299 /*MC 300 SNES_DIVERGED_MAX_IT - SNESSolve() has reached the maximum number of iterations requested 301 302 Level: beginner 303 304 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 305 306 M*/ 307 308 /*MC 309 SNES_DIVERGED_LINE_SEARCH - The line search has failed. This only occurs for a SNESType of SNESLS 310 311 Level: beginner 312 313 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 314 315 M*/ 316 317 /*MC 318 SNES_DIVERGED_LOCAL_MIN - the algorithm seems to have stagnated at a local minimum that is not zero. 319 See the manual page for SNESConvergedReason for more details 320 321 Level: beginner 322 323 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 324 325 M*/ 326 327 /*MC 328 SNES_CONERGED_ITERATING - this only occurs if SNESGetConvergedReason() is called during the SNESSolve() 329 330 Level: beginner 331 332 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 333 334 M*/ 335 336 extern PetscErrorCode SNESSetConvergenceTest(SNES,PetscErrorCode (*)(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*),void*,PetscErrorCode (*)(void*)); 337 extern PetscErrorCode SNESDefaultConverged(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*); 338 extern PetscErrorCode SNESSkipConverged(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*); 339 extern PetscErrorCode SNESGetConvergedReason(SNES,SNESConvergedReason*); 340 341 extern PetscErrorCode SNESDAFormFunction(SNES,Vec,Vec,void*); 342 extern PetscErrorCode SNESDAComputeJacobianWithAdic(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 343 extern PetscErrorCode SNESDAComputeJacobianWithAdifor(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 344 extern PetscErrorCode SNESDAComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 345 346 extern PetscErrorCode SNESMeshFormFunction(SNES,Vec,Vec,void*); 347 extern PetscErrorCode SNESMeshFormJacobian(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 348 349 /* --------- Solving systems of nonlinear equations --------------- */ 350 typedef PetscErrorCode (*SNESFunction)(SNES,Vec,Vec,void*); 351 typedef PetscErrorCode (*SNESJacobian)(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 352 extern PetscErrorCode SNESSetFunction(SNES,Vec,SNESFunction,void*); 353 extern PetscErrorCode SNESGetFunction(SNES,Vec*,SNESFunction*,void**); 354 extern PetscErrorCode SNESComputeFunction(SNES,Vec,Vec); 355 extern PetscErrorCode SNESSetJacobian(SNES,Mat,Mat,SNESJacobian,void*); 356 extern PetscErrorCode SNESGetJacobian(SNES,Mat*,Mat*,SNESJacobian*,void**); 357 extern PetscErrorCode SNESDefaultComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 358 extern PetscErrorCode SNESDefaultComputeJacobianColor(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 359 extern PetscErrorCode SNESSetComputeInitialGuess(SNES,PetscErrorCode (*)(SNES,Vec,void*),void*); 360 361 /* --------- Routines specifically for line search methods --------------- */ 362 extern PetscErrorCode SNESLineSearchSet(SNES,PetscErrorCode(*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *),void*); 363 extern PetscErrorCode SNESLineSearchNo(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *); 364 extern PetscErrorCode SNESLineSearchNoNorms(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *); 365 extern PetscErrorCode SNESLineSearchCubic(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *); 366 extern PetscErrorCode SNESLineSearchQuadratic(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *); 367 368 extern PetscErrorCode SNESLineSearchSetPostCheck(SNES,PetscErrorCode(*)(SNES,Vec,Vec,Vec,void*,PetscBool *,PetscBool *),void*); 369 extern PetscErrorCode SNESLineSearchSetPreCheck(SNES,PetscErrorCode(*)(SNES,Vec,Vec,void*,PetscBool *),void*); 370 extern PetscErrorCode SNESLineSearchSetParams(SNES,PetscReal,PetscReal,PetscReal); 371 extern PetscErrorCode SNESLineSearchGetParams(SNES,PetscReal*,PetscReal*,PetscReal*); 372 extern PetscErrorCode SNESLineSearchSetMonitor(SNES,PetscBool ); 373 374 /* Routines for VI solver */ 375 extern PetscErrorCode SNESVISetVariableBounds(SNES,Vec,Vec); 376 extern PetscErrorCode SNESVISetComputeVariableBounds(SNES, PetscErrorCode (*)(SNES,Vec,Vec)); 377 extern PetscErrorCode SNESVIGetActiveSetIS(SNES,Vec,Vec,IS*); 378 extern PetscErrorCode SNESVISetRedundancyCheck(SNES,PetscErrorCode(*)(SNES,IS,IS*,void*),void*); 379 #define SNES_VI_INF 1.0e20 380 #define SNES_VI_NINF -1.0e20 381 382 extern PetscErrorCode SNESTestLocalMin(SNES); 383 384 /* Should this routine be private? */ 385 extern PetscErrorCode SNESComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*); 386 387 extern PetscErrorCode SNESSetDM(SNES,DM); 388 extern PetscErrorCode SNESGetDM(SNES,DM*); 389 extern PetscErrorCode SNESSetPC(SNES,SNES); 390 extern PetscErrorCode SNESGetPC(SNES,SNES*); 391 392 /* Routines for Multiblock solver */ 393 PetscErrorCode SNESMultiblockSetFields(SNES, const char [], PetscInt, const PetscInt *); 394 PetscErrorCode SNESMultiblockSetIS(SNES, const char [], IS); 395 PetscErrorCode SNESMultiblockSetBlockSize(SNES, PetscInt); 396 PetscErrorCode SNESMultiblockSetType(SNES, PCCompositeType); 397 398 PETSC_EXTERN_CXX_END 399 #endif 400