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 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorLGCreate(const char[],const char[],int,int,int,int,PetscDrawLG*); 156 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorLG(SNES,PetscInt,PetscReal,void*); 157 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESMonitorLGDestroy(PetscDrawLG); 158 159 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetApplicationContext(SNES,void *); 160 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetApplicationContext(SNES,void **); 161 162 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetFunctionDomainError(SNES); 163 /*E 164 SNESConvergedReason - reason a SNES method was said to 165 have converged or diverged 166 167 Level: beginner 168 169 Notes: this must match finclude/petscsnes.h 170 171 The two most common reasons for divergence are 172 $ 1) an incorrectly coded or computed Jacobian or 173 $ 2) failure or lack of convergence in the linear system (in this case we recommend 174 $ testing with -pc_type lu to eliminate the linear solver as the cause of the problem). 175 176 Diverged Reasons: 177 . SNES_DIVERGED_LOCAL_MIN - this can only occur when using the line-search variant of SNES. 178 The line search wants to minimize Q(alpha) = 1/2 || F(x + alpha s) ||^2_2 this occurs 179 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 180 you get Q'(alpha) = -F(x)^T F'(x)^(-1)^T F'(x+alpha s)F(x+alpha s); when alpha = 0 181 Q'(0) = - ||F(x)||^2_2 which is always NEGATIVE if F'(x) is invertible. This means the Newton 182 direction is a descent direction and the line search should succeed if alpha is small enough. 183 184 If F'(x) is NOT invertible AND F'(x)^T F(x) = 0 then Q'(0) = 0 and the Newton direction 185 is NOT a descent direction so the line search will fail. All one can do at this point 186 is change the initial guess and try again. 187 188 An alternative explanation: Newton's method can be regarded as replacing the function with 189 its linear approximation and minimizing the 2-norm of that. That is F(x+s) approx F(x) + F'(x)s 190 so we minimize || F(x) + F'(x) s ||^2_2; do this using Least Squares. If F'(x) is invertible then 191 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 192 exists a nontrival (that is F'(x)s != 0) solution to the equation and this direction is 193 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) 194 = - (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)) != 0 195 and F'(x)^T F'(x) has no negative eigenvalues Q'(0) < 0 so s is a descent direction and the line 196 search should succeed for small enough alpha. 197 198 Note that this RARELY happens in practice. Far more likely the linear system is not being solved 199 (well enough?) or the Jacobian is wrong. 200 201 202 Developer note: The string versions of these are in 203 src/snes/interface/snes.c called convergedreasons. 204 If these enums are changed you much change those. 205 206 .seealso: SNESSolve(), SNESGetConvergedReason(), KSPConvergedReason, SNESSetConvergenceTest() 207 E*/ 208 typedef enum {/* converged */ 209 SNES_CONVERGED_FNORM_ABS = 2, /* F < F_minabs */ 210 SNES_CONVERGED_FNORM_RELATIVE = 3, /* F < F_mintol*F_initial */ 211 SNES_CONVERGED_PNORM_RELATIVE = 4, /* step size small */ 212 SNES_CONVERGED_ITS = 5, /* maximum iterations reached */ 213 SNES_CONVERGED_TR_DELTA = 7, 214 /* diverged */ 215 SNES_DIVERGED_FUNCTION_DOMAIN = -1, 216 SNES_DIVERGED_FUNCTION_COUNT = -2, 217 SNES_DIVERGED_LINEAR_SOLVE = -3, 218 SNES_DIVERGED_FNORM_NAN = -4, 219 SNES_DIVERGED_MAX_IT = -5, 220 SNES_DIVERGED_LS_FAILURE = -6, 221 SNES_DIVERGED_LOCAL_MIN = -8, /* || J^T b || is small, implies converged to local minimum of F() */ 222 SNES_CONVERGED_ITERATING = 0} SNESConvergedReason; 223 extern const char **SNESConvergedReasons; 224 225 /*MC 226 SNES_CONVERGED_FNORM_ABS - 2-norm(F) <= abstol 227 228 Level: beginner 229 230 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 231 232 M*/ 233 234 /*MC 235 SNES_CONVERGED_FNORM_RELATIVE - 2-norm(F) <= rtol*2-norm(F(x_0)) where x_0 is the initial guess 236 237 Level: beginner 238 239 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 240 241 M*/ 242 243 /*MC 244 SNES_CONVERGED_PNORM_RELATIVE - The 2-norm of the last step <= xtol * 2-norm(x) where x is the current 245 solution and xtol is the 4th argument to SNESSetTolerances() 246 247 Level: beginner 248 249 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 250 251 M*/ 252 253 /*MC 254 SNES_DIVERGED_FUNCTION_COUNT - The user provided function has been called more times then the final 255 argument to SNESSetTolerances() 256 257 Level: beginner 258 259 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 260 261 M*/ 262 263 /*MC 264 SNES_DIVERGED_FNORM_NAN - the 2-norm of the current function evaluation is not-a-number (NaN), this 265 is usually caused by a division of 0 by 0. 266 267 Level: beginner 268 269 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 270 271 M*/ 272 273 /*MC 274 SNES_DIVERGED_MAX_IT - SNESSolve() has reached the maximum number of iterations requested 275 276 Level: beginner 277 278 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 279 280 M*/ 281 282 /*MC 283 SNES_DIVERGED_LS_FAILURE - The line search has failed. This only occurs for a SNESType of SNESLS 284 285 Level: beginner 286 287 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 288 289 M*/ 290 291 /*MC 292 SNES_DIVERGED_LOCAL_MIN - the algorithm seems to have stagnated at a local minimum that is not zero 293 294 Level: beginner 295 296 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 297 298 M*/ 299 300 /*MC 301 SNES_CONERGED_ITERATING - this only occurs if SNESGetConvergedReason() is called during the SNESSolve() 302 303 Level: beginner 304 305 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 306 307 M*/ 308 309 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetConvergenceTest(SNES,PetscErrorCode (*)(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*),void*); 310 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultConverged(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*); 311 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSkipConverged(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*); 312 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetConvergedReason(SNES,SNESConvergedReason*); 313 314 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDAFormFunction(SNES,Vec,Vec,void*); 315 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDAComputeJacobianWithAdic(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 316 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDAComputeJacobianWithAdifor(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 317 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDAComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 318 319 /* --------- Solving systems of nonlinear equations --------------- */ 320 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetFunction(SNES,Vec,PetscErrorCode(*)(SNES,Vec,Vec,void*),void *); 321 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESComputeFunction(SNES,Vec,Vec); 322 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetJacobian(SNES,Mat,Mat,PetscErrorCode(*)(SNES,Vec,Mat*,Mat*,MatStructure*,void*),void *); 323 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetJacobian(SNES,Mat*,Mat*,PetscErrorCode(**)(SNES,Vec,Mat*,Mat*,MatStructure*,void*),void **); 324 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 325 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultComputeJacobianColor(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 326 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetRhs(SNES,Vec*); 327 328 /* --------- Routines specifically for line search methods --------------- */ 329 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet(SNES,PetscErrorCode(*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*); 330 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNo(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*); 331 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNoNorms(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*); 332 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchCubic(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*); 333 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchQuadratic(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*); 334 335 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck(SNES,PetscErrorCode(*)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void*); 336 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck(SNES,PetscErrorCode(*)(SNES,Vec,Vec,void*,PetscTruth*),void*); 337 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetParams(SNES,PetscReal,PetscReal,PetscReal); 338 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchGetParams(SNES,PetscReal*,PetscReal*,PetscReal*); 339 340 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESTestLocalMin(SNES); 341 342 /* Should this routine be private? */ 343 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*); 344 345 PETSC_EXTERN_CXX_END 346 #endif 347