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 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,const 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,const 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 SNESSetLagPreconditioner(SNES,PetscInt); 146 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetLagPreconditioner(SNES,PetscInt*); 147 148 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetLinearSolveIterations(SNES,PetscInt*); 149 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetLinearSolveFailures(SNES,PetscInt*); 150 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetMaxLinearSolveFailures(SNES,PetscInt); 151 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetMaxLinearSolveFailures(SNES,PetscInt*); 152 153 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESKSPSetUseEW(SNES,PetscTruth); 154 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESKSPGetUseEW(SNES,PetscTruth*); 155 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESKSPSetParametersEW(SNES,PetscInt,PetscReal,PetscReal,PetscReal,PetscReal,PetscReal,PetscReal); 156 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESKSPGetParametersEW(SNES,PetscInt*,PetscReal*,PetscReal*,PetscReal*,PetscReal*,PetscReal*,PetscReal*); 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 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetFunctionDomainError(SNES); 166 /*E 167 SNESConvergedReason - reason a SNES method was said to 168 have converged or diverged 169 170 Level: beginner 171 172 Notes: this must match finclude/petscsnes.h 173 174 The two most common reasons for divergence are 175 $ 1) an incorrectly coded or computed Jacobian or 176 $ 2) failure or lack of convergence in the linear system (in this case we recommend 177 $ testing with -pc_type lu to eliminate the linear solver as the cause of the problem). 178 179 Diverged Reasons: 180 . SNES_DIVERGED_LOCAL_MIN - this can only occur when using the line-search variant of SNES. 181 The line search wants to minimize Q(alpha) = 1/2 || F(x + alpha s) ||^2_2 this occurs 182 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 183 you get Q'(alpha) = -F(x)^T F'(x)^(-1)^T F'(x+alpha s)F(x+alpha s); when alpha = 0 184 Q'(0) = - ||F(x)||^2_2 which is always NEGATIVE if F'(x) is invertible. This means the Newton 185 direction is a descent direction and the line search should succeed if alpha is small enough. 186 187 If F'(x) is NOT invertible AND F'(x)^T F(x) = 0 then Q'(0) = 0 and the Newton direction 188 is NOT a descent direction so the line search will fail. All one can do at this point 189 is change the initial guess and try again. 190 191 An alternative explanation: Newton's method can be regarded as replacing the function with 192 its linear approximation and minimizing the 2-norm of that. That is F(x+s) approx F(x) + F'(x)s 193 so we minimize || F(x) + F'(x) s ||^2_2; do this using Least Squares. If F'(x) is invertible then 194 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 195 exists a nontrival (that is F'(x)s != 0) solution to the equation and this direction is 196 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) 197 = - (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)) != 0 198 and F'(x)^T F'(x) has no negative eigenvalues Q'(0) < 0 so s is a descent direction and the line 199 search should succeed for small enough alpha. 200 201 Note that this RARELY happens in practice. Far more likely the linear system is not being solved 202 (well enough?) or the Jacobian is wrong. 203 204 205 Developer note: The string versions of these are in 206 src/snes/interface/snes.c called convergedreasons. 207 If these enums are changed you much change those. 208 209 .seealso: SNESSolve(), SNESGetConvergedReason(), KSPConvergedReason, SNESSetConvergenceTest() 210 E*/ 211 typedef enum {/* converged */ 212 SNES_CONVERGED_FNORM_ABS = 2, /* ||F|| < atol */ 213 SNES_CONVERGED_FNORM_RELATIVE = 3, /* ||F|| < rtol*||F_initial|| */ 214 SNES_CONVERGED_PNORM_RELATIVE = 4, /* Newton computed step size small || delta x || < tol */ 215 SNES_CONVERGED_ITS = 5, /* maximum iterations reached */ 216 SNES_CONVERGED_TR_DELTA = 7, 217 /* diverged */ 218 SNES_DIVERGED_FUNCTION_DOMAIN = -1, 219 SNES_DIVERGED_FUNCTION_COUNT = -2, 220 SNES_DIVERGED_LINEAR_SOLVE = -3, 221 SNES_DIVERGED_FNORM_NAN = -4, 222 SNES_DIVERGED_MAX_IT = -5, 223 SNES_DIVERGED_LS_FAILURE = -6, 224 SNES_DIVERGED_LOCAL_MIN = -8, /* || J^T b || is small, implies converged to local minimum of F() */ 225 SNES_CONVERGED_ITERATING = 0} SNESConvergedReason; 226 extern const char **SNESConvergedReasons; 227 228 /*MC 229 SNES_CONVERGED_FNORM_ABS - 2-norm(F) <= abstol 230 231 Level: beginner 232 233 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 234 235 M*/ 236 237 /*MC 238 SNES_CONVERGED_FNORM_RELATIVE - 2-norm(F) <= rtol*2-norm(F(x_0)) where x_0 is the initial guess 239 240 Level: beginner 241 242 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 243 244 M*/ 245 246 /*MC 247 SNES_CONVERGED_PNORM_RELATIVE - The 2-norm of the last step <= xtol * 2-norm(x) where x is the current 248 solution and xtol is the 4th argument to SNESSetTolerances() 249 250 Level: beginner 251 252 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 253 254 M*/ 255 256 /*MC 257 SNES_DIVERGED_FUNCTION_COUNT - The user provided function has been called more times then the final 258 argument to SNESSetTolerances() 259 260 Level: beginner 261 262 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 263 264 M*/ 265 266 /*MC 267 SNES_DIVERGED_FNORM_NAN - the 2-norm of the current function evaluation is not-a-number (NaN), this 268 is usually caused by a division of 0 by 0. 269 270 Level: beginner 271 272 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 273 274 M*/ 275 276 /*MC 277 SNES_DIVERGED_MAX_IT - SNESSolve() has reached the maximum number of iterations requested 278 279 Level: beginner 280 281 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 282 283 M*/ 284 285 /*MC 286 SNES_DIVERGED_LS_FAILURE - The line search has failed. This only occurs for a SNESType of SNESLS 287 288 Level: beginner 289 290 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 291 292 M*/ 293 294 /*MC 295 SNES_DIVERGED_LOCAL_MIN - the algorithm seems to have stagnated at a local minimum that is not zero 296 297 Level: beginner 298 299 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 300 301 M*/ 302 303 /*MC 304 SNES_CONERGED_ITERATING - this only occurs if SNESGetConvergedReason() is called during the SNESSolve() 305 306 Level: beginner 307 308 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 309 310 M*/ 311 312 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetConvergenceTest(SNES,PetscErrorCode (*)(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*),void*,PetscErrorCode (*)(void*)); 313 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultConverged(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*); 314 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSkipConverged(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*); 315 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetConvergedReason(SNES,SNESConvergedReason*); 316 317 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDAFormFunction(SNES,Vec,Vec,void*); 318 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDAComputeJacobianWithAdic(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 319 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDAComputeJacobianWithAdifor(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 320 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDAComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 321 322 /* --------- Solving systems of nonlinear equations --------------- */ 323 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetFunction(SNES,Vec,PetscErrorCode(*)(SNES,Vec,Vec,void*),void *); 324 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESComputeFunction(SNES,Vec,Vec); 325 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESSetJacobian(SNES,Mat,Mat,PetscErrorCode(*)(SNES,Vec,Mat*,Mat*,MatStructure*,void*),void *); 326 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetJacobian(SNES,Mat*,Mat*,PetscErrorCode(**)(SNES,Vec,Mat*,Mat*,MatStructure*,void*),void **); 327 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 328 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultComputeJacobianColor(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 329 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESGetRhs(SNES,Vec*); 330 331 /* --------- Routines specifically for line search methods --------------- */ 332 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet(SNES,PetscErrorCode(*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*); 333 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNo(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscTruth*); 334 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNoNorms(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscTruth*); 335 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchCubic(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscTruth*); 336 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchQuadratic(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscTruth*); 337 338 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck(SNES,PetscErrorCode(*)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void*); 339 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck(SNES,PetscErrorCode(*)(SNES,Vec,Vec,void*,PetscTruth*),void*); 340 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetParams(SNES,PetscReal,PetscReal); 341 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchGetParams(SNES,PetscReal*,PetscReal*); 342 343 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESTestLocalMin(SNES); 344 345 /* Should this routine be private? */ 346 EXTERN PetscErrorCode PETSCSNES_DLLEXPORT SNESComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*); 347 348 PETSC_EXTERN_CXX_END 349 #endif 350