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