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 const char* 30 #define SNESLS "ls" 31 #define SNESTR "tr" 32 #define SNESTEST "test" 33 34 /* Logging support */ 35 extern PetscCookie PETSCSNES_DLLEXPORT SNES_COOKIE; 36 37 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESInitializePackage(const char[]); 38 39 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESCreate(MPI_Comm,SNES*); 40 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDestroy(SNES); 41 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetType(SNES,SNESType); 42 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorSet(SNES,PetscErrorCode(*)(SNES,PetscInt,PetscReal,void*),void *,PetscErrorCode (*)(void*)); 43 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorCancel(SNES); 44 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetConvergenceHistory(SNES,PetscReal[],PetscInt[],PetscInt,PetscTruth); 45 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetConvergenceHistory(SNES,PetscReal*[],PetscInt *[],PetscInt *); 46 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetUp(SNES); 47 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSolve(SNES,Vec,Vec); 48 49 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESAddOptionsChecker(PetscErrorCode (*)(SNES)); 50 51 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetUpdate(SNES, PetscErrorCode (*)(SNES, PetscInt)); 52 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultUpdate(SNES, PetscInt); 53 54 extern PetscFList SNESList; 55 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESRegisterDestroy(void); 56 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESRegisterAll(const char[]); 57 58 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESRegister(const char[],const char[],const char[],PetscErrorCode (*)(SNES)); 59 60 /*MC 61 SNESRegisterDynamic - Adds a method to the nonlinear solver package. 62 63 Synopsis: 64 PetscErrorCode SNESRegisterDynamic(char *name_solver,char *path,char *name_create,PetscErrorCode (*routine_create)(SNES)) 65 66 Not collective 67 68 Input Parameters: 69 + name_solver - name of a new user-defined solver 70 . path - path (either absolute or relative) the library containing this solver 71 . name_create - name of routine to create method context 72 - routine_create - routine to create method context 73 74 Notes: 75 SNESRegisterDynamic() may be called multiple times to add several user-defined solvers. 76 77 If dynamic libraries are used, then the fourth input argument (routine_create) 78 is ignored. 79 80 Environmental variables such as ${PETSC_ARCH}, ${PETSC_DIR}, ${PETSC_LIB_DIR}, 81 and others of the form ${any_environmental_variable} occuring in pathname will be 82 replaced with appropriate values. 83 84 Sample usage: 85 .vb 86 SNESRegisterDynamic("my_solver",/home/username/my_lib/lib/libg/solaris/mylib.a, 87 "MySolverCreate",MySolverCreate); 88 .ve 89 90 Then, your solver can be chosen with the procedural interface via 91 $ SNESSetType(snes,"my_solver") 92 or at runtime via the option 93 $ -snes_type my_solver 94 95 Level: advanced 96 97 Note: If your function is not being put into a shared library then use SNESRegister() instead 98 99 .keywords: SNES, nonlinear, register 100 101 .seealso: SNESRegisterAll(), SNESRegisterDestroy() 102 M*/ 103 #if defined(PETSC_USE_DYNAMIC_LIBRARIES) 104 #define SNESRegisterDynamic(a,b,c,d) SNESRegister(a,b,c,0) 105 #else 106 #define SNESRegisterDynamic(a,b,c,d) SNESRegister(a,b,c,d) 107 #endif 108 109 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetKSP(SNES,KSP*); 110 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetKSP(SNES,KSP); 111 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetSolution(SNES,Vec*); 112 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetSolutionUpdate(SNES,Vec*); 113 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetFunction(SNES,Vec*,PetscErrorCode(**)(SNES,Vec,Vec,void*),void**); 114 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESView(SNES,PetscViewer); 115 116 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetOptionsPrefix(SNES,const char[]); 117 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESAppendOptionsPrefix(SNES,const char[]); 118 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetOptionsPrefix(SNES,const char*[]); 119 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetFromOptions(SNES); 120 121 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT MatCreateSNESMF(SNES,Mat*); 122 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT MatMFFDComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 123 124 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT MatDAADSetSNES(Mat,SNES); 125 126 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetType(SNES,SNESType*); 127 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorDefault(SNES,PetscInt,PetscReal,void *); 128 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorRatio(SNES,PetscInt,PetscReal,void *); 129 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorSetRatio(SNES,PetscViewerASCIIMonitor); 130 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorSolution(SNES,PetscInt,PetscReal,void *); 131 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorResidual(SNES,PetscInt,PetscReal,void *); 132 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorSolutionUpdate(SNES,PetscInt,PetscReal,void *); 133 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorDefaultShort(SNES,PetscInt,PetscReal,void *); 134 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetTolerances(SNES,PetscReal,PetscReal,PetscReal,PetscInt,PetscInt); 135 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetTolerances(SNES,PetscReal*,PetscReal*,PetscReal*,PetscInt*,PetscInt*); 136 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetTrustRegionTolerance(SNES,PetscReal); 137 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetFunctionNorm(SNES,PetscReal*); 138 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetIterationNumber(SNES,PetscInt*); 139 140 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetNonlinearStepFailures(SNES,PetscInt*); 141 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetMaxNonlinearStepFailures(SNES,PetscInt); 142 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetMaxNonlinearStepFailures(SNES,PetscInt*); 143 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetNumberFunctionEvals(SNES,PetscInt*); 144 145 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetLinearSolveIterations(SNES,PetscInt*); 146 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetLinearSolveFailures(SNES,PetscInt*); 147 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetMaxLinearSolveFailures(SNES,PetscInt); 148 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetMaxLinearSolveFailures(SNES,PetscInt*); 149 150 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESKSPSetUseEW(SNES,PetscTruth); 151 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESKSPGetUseEW(SNES,PetscTruth*); 152 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESKSPSetParametersEW(SNES,PetscInt,PetscReal,PetscReal,PetscReal,PetscReal,PetscReal,PetscReal); 153 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESKSPGetParametersEW(SNES,PetscInt*,PetscReal*,PetscReal*,PetscReal*,PetscReal*,PetscReal*,PetscReal*); 154 155 /* 156 Reuse the default KSP monitor routines for SNES 157 */ 158 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorLGCreate(const char[],const char[],int,int,int,int,PetscDrawLG*); 159 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorLG(SNES,PetscInt,PetscReal,void*); 160 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorLGDestroy(PetscDrawLG); 161 162 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetApplicationContext(SNES,void *); 163 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetApplicationContext(SNES,void **); 164 165 /*E 166 SNESConvergedReason - reason a SNES method was said to 167 have converged or diverged 168 169 Level: beginner 170 171 Notes: this must match finclude/petscsnes.h 172 173 The two most common reasons for divergence are 174 $ 1) an incorrectly coded or computed Jacobian or 175 $ 2) failure or lack of convergence in the linear system (in this case we recommend 176 $ testing with -pc_type lu to eliminate the linear solver as the cause of the problem). 177 178 Diverged Reasons: 179 . SNES_DIVERGED_LOCAL_MIN - this can only occur when using the line-search variant of SNES. 180 The line search wants to minimize Q(alpha) = 1/2 || F(x + alpha s) ||^2_2 this occurs 181 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 182 you get Q'(alpha) = -F(x)^T F'(x)^(-1)^T F'(x+alpha s)F(x+alpha s); when alpha = 0 183 Q'(0) = - ||F(x)||^2_2 which is always NEGATIVE if F'(x) is invertible. This means the Newton 184 direction is a descent direction and the line search should succeed if alpha is small enough. 185 186 If F'(x) is NOT invertible AND F'(x)^T F(x) = 0 then Q'(0) = 0 and the Newton direction 187 is NOT a descent direction so the line search will fail. All one can do at this point 188 is change the initial guess and try again. 189 190 An alternative explanation: Newton's method can be regarded as replacing the function with 191 its linear approximation and minimizing the 2-norm of that. That is F(x+s) approx F(x) + F'(x)s 192 so we minimize || F(x) + F'(x) s ||^2_2; do this using Least Squares. If F'(x) is invertible then 193 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 194 exists a nontrival (that is F'(x)s != 0) solution to the equation and this direction is 195 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) 196 = - (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)) != 0 197 and F'(x)^T F'(x) has no negative eigenvalues Q'(0) < 0 so s is a descent direction and the line 198 search should succeed for small enough alpha. 199 200 Note that this RARELY happens in practice. Far more likely the linear system is not being solved 201 (well enough?) or the Jacobian is wrong. 202 203 204 Developer note: The string versions of these are in 205 src/snes/interface/snes.c called convergedreasons. 206 If these enums are changed you much change those. 207 208 .seealso: SNESSolve(), SNESGetConvergedReason(), KSPConvergedReason, SNESSetConvergenceTest() 209 E*/ 210 typedef enum {/* converged */ 211 SNES_CONVERGED_FNORM_ABS = 2, /* F < F_minabs */ 212 SNES_CONVERGED_FNORM_RELATIVE = 3, /* F < F_mintol*F_initial */ 213 SNES_CONVERGED_PNORM_RELATIVE = 4, /* step size small */ 214 SNES_CONVERGED_ITS = 5, /* maximum iterations reached */ 215 SNES_CONVERGED_TR_DELTA = 7, 216 /* diverged */ 217 SNES_DIVERGED_FUNCTION_DOMAIN = -1, 218 SNES_DIVERGED_FUNCTION_COUNT = -2, 219 SNES_DIVERGED_LINEAR_SOLVE = -3, 220 SNES_DIVERGED_FNORM_NAN = -4, 221 SNES_DIVERGED_MAX_IT = -5, 222 SNES_DIVERGED_LS_FAILURE = -6, 223 SNES_DIVERGED_LOCAL_MIN = -8, /* || J^T b || is small, implies converged to local minimum of F() */ 224 SNES_CONVERGED_ITERATING = 0} SNESConvergedReason; 225 extern const char **SNESConvergedReasons; 226 227 /*MC 228 SNES_CONVERGED_FNORM_ABS - 2-norm(F) <= abstol 229 230 Level: beginner 231 232 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 233 234 M*/ 235 236 /*MC 237 SNES_CONVERGED_FNORM_RELATIVE - 2-norm(F) <= rtol*2-norm(F(x_0)) where x_0 is the initial guess 238 239 Level: beginner 240 241 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 242 243 M*/ 244 245 /*MC 246 SNES_CONVERGED_PNORM_RELATIVE - The 2-norm of the last step <= xtol * 2-norm(x) where x is the current 247 solution and xtol is the 4th argument to SNESSetTolerances() 248 249 Level: beginner 250 251 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 252 253 M*/ 254 255 /*MC 256 SNES_DIVERGED_FUNCTION_COUNT - The user provided function has been called more times then the final 257 argument to SNESSetTolerances() 258 259 Level: beginner 260 261 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 262 263 M*/ 264 265 /*MC 266 SNES_DIVERGED_FNORM_NAN - the 2-norm of the current function evaluation is not-a-number (NaN), this 267 is usually caused by a division of 0 by 0. 268 269 Level: beginner 270 271 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 272 273 M*/ 274 275 /*MC 276 SNES_DIVERGED_MAX_IT - SNESSolve() has reached the maximum number of iterations requested 277 278 Level: beginner 279 280 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 281 282 M*/ 283 284 /*MC 285 SNES_DIVERGED_LS_FAILURE - The line search has failed. This only occurs for a SNESType of SNESLS 286 287 Level: beginner 288 289 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 290 291 M*/ 292 293 /*MC 294 SNES_DIVERGED_LOCAL_MIN - the algorithm seems to have stagnated at a local minimum that is not zero 295 296 Level: beginner 297 298 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 299 300 M*/ 301 302 /*MC 303 SNES_CONERGED_ITERATING - this only occurs if SNESGetConvergedReason() is called during the SNESSolve() 304 305 Level: beginner 306 307 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 308 309 M*/ 310 311 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetConvergenceTest(SNES,PetscErrorCode (*)(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*),void*); 312 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultConverged(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*); 313 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSkipConverged(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*); 314 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetConvergedReason(SNES,SNESConvergedReason*); 315 316 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDAFormFunction(SNES,Vec,Vec,void*); 317 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDAComputeJacobianWithAdic(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 318 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDAComputeJacobianWithAdifor(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 319 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDAComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 320 321 /* --------- Solving systems of nonlinear equations --------------- */ 322 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetFunction(SNES,Vec,PetscErrorCode(*)(SNES,Vec,Vec,void*),void *); 323 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESComputeFunction(SNES,Vec,Vec); 324 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetJacobian(SNES,Mat,Mat,PetscErrorCode(*)(SNES,Vec,Mat*,Mat*,MatStructure*,void*),void *); 325 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetJacobian(SNES,Mat*,Mat*,PetscErrorCode(**)(SNES,Vec,Mat*,Mat*,MatStructure*,void*),void **); 326 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 327 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultComputeJacobianColor(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 328 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetRhs(SNES,Vec*); 329 330 /* --------- Routines specifically for line search methods --------------- */ 331 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet(SNES,PetscErrorCode(*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*); 332 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNo(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*); 333 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNoNorms(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*); 334 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchCubic(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*); 335 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchQuadratic(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*); 336 337 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck(SNES,PetscErrorCode(*)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void*); 338 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck(SNES,PetscErrorCode(*)(SNES,Vec,Vec,void*,PetscTruth*),void*); 339 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetParams(SNES,PetscReal,PetscReal,PetscReal); 340 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchGetParams(SNES,PetscReal*,PetscReal*,PetscReal*); 341 342 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESTestLocalMin(SNES); 343 344 /* Should this routine be private? */ 345 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*); 346 347 PETSC_EXTERN_CXX_END 348 #endif 349