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 SNESGetFunction(SNES,Vec*,PetscErrorCode(**)(SNES,Vec,Vec,void*),void**); 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*); 158 159 extern PetscErrorCode SNESGetLinearSolveIterations(SNES,PetscInt*); 160 extern PetscErrorCode SNESGetLinearSolveFailures(SNES,PetscInt*); 161 extern PetscErrorCode SNESSetMaxLinearSolveFailures(SNES,PetscInt); 162 extern PetscErrorCode SNESGetMaxLinearSolveFailures(SNES,PetscInt*); 163 164 extern PetscErrorCode SNESKSPSetUseEW(SNES,PetscBool ); 165 extern PetscErrorCode SNESKSPGetUseEW(SNES,PetscBool *); 166 extern PetscErrorCode SNESKSPSetParametersEW(SNES,PetscInt,PetscReal,PetscReal,PetscReal,PetscReal,PetscReal,PetscReal); 167 extern PetscErrorCode SNESKSPGetParametersEW(SNES,PetscInt*,PetscReal*,PetscReal*,PetscReal*,PetscReal*,PetscReal*,PetscReal*); 168 169 extern PetscErrorCode SNESMonitorLGCreate(const char[],const char[],int,int,int,int,PetscDrawLG*); 170 extern PetscErrorCode SNESMonitorLG(SNES,PetscInt,PetscReal,void*); 171 extern PetscErrorCode SNESMonitorLGDestroy(PetscDrawLG*); 172 extern PetscErrorCode SNESMonitorLGRangeCreate(const char[],const char[],int,int,int,int,PetscDrawLG*); 173 extern PetscErrorCode SNESMonitorLGRange(SNES,PetscInt,PetscReal,void*); 174 extern PetscErrorCode SNESMonitorLGRangeDestroy(PetscDrawLG*); 175 176 extern PetscErrorCode SNESSetApplicationContext(SNES,void *); 177 extern PetscErrorCode SNESGetApplicationContext(SNES,void **); 178 179 extern PetscErrorCode SNESPythonSetType(SNES,const char[]); 180 181 extern PetscErrorCode SNESSetFunctionDomainError(SNES); 182 /*E 183 SNESConvergedReason - reason a SNES method was said to 184 have converged or diverged 185 186 Level: beginner 187 188 The two most common reasons for divergence are 189 $ 1) an incorrectly coded or computed Jacobian or 190 $ 2) failure or lack of convergence in the linear system (in this case we recommend 191 $ testing with -pc_type lu to eliminate the linear solver as the cause of the problem). 192 193 Diverged Reasons: 194 . SNES_DIVERGED_LOCAL_MIN - this can only occur when using the line-search variant of SNES. 195 The line search wants to minimize Q(alpha) = 1/2 || F(x + alpha s) ||^2_2 this occurs 196 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 197 you get Q'(alpha) = -F(x)^T F'(x)^(-1)^T F'(x+alpha s)F(x+alpha s); when alpha = 0 198 Q'(0) = - ||F(x)||^2_2 which is always NEGATIVE if F'(x) is invertible. This means the Newton 199 direction is a descent direction and the line search should succeed if alpha is small enough. 200 201 If F'(x) is NOT invertible AND F'(x)^T F(x) = 0 then Q'(0) = 0 and the Newton direction 202 is NOT a descent direction so the line search will fail. All one can do at this point 203 is change the initial guess and try again. 204 205 An alternative explanation: Newton's method can be regarded as replacing the function with 206 its linear approximation and minimizing the 2-norm of that. That is F(x+s) approx F(x) + F'(x)s 207 so we minimize || F(x) + F'(x) s ||^2_2; do this using Least Squares. If F'(x) is invertible then 208 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 209 exists a nontrival (that is F'(x)s != 0) solution to the equation and this direction is 210 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) 211 = - (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)) != 0 212 and F'(x)^T F'(x) has no negative eigenvalues Q'(0) < 0 so s is a descent direction and the line 213 search should succeed for small enough alpha. 214 215 Note that this RARELY happens in practice. Far more likely the linear system is not being solved 216 (well enough?) or the Jacobian is wrong. 217 218 SNES_DIVERGED_MAX_IT means that the solver reached the maximum number of iterations without satisfying any 219 convergence criteria. SNES_CONVERGED_ITS means that SNESSkipConverged() was chosen as the convergence test; 220 thus the usual convergence criteria have not been checked and may or may not be satisfied. 221 222 Developer Notes: this must match finclude/petscsnes.h 223 224 The string versions of these are in SNESConvergedReason, if you change any value here you must 225 also adjust that array. 226 227 Each reason has its own manual page. 228 229 .seealso: SNESSolve(), SNESGetConvergedReason(), KSPConvergedReason, SNESSetConvergenceTest() 230 E*/ 231 typedef enum {/* converged */ 232 SNES_CONVERGED_FNORM_ABS = 2, /* ||F|| < atol */ 233 SNES_CONVERGED_FNORM_RELATIVE = 3, /* ||F|| < rtol*||F_initial|| */ 234 SNES_CONVERGED_PNORM_RELATIVE = 4, /* Newton computed step size small; || delta x || < stol */ 235 SNES_CONVERGED_ITS = 5, /* maximum iterations reached */ 236 SNES_CONVERGED_TR_DELTA = 7, 237 /* diverged */ 238 SNES_DIVERGED_FUNCTION_DOMAIN = -1, /* the new x location passed the function is not in the domain of F */ 239 SNES_DIVERGED_FUNCTION_COUNT = -2, 240 SNES_DIVERGED_LINEAR_SOLVE = -3, /* the linear solve failed */ 241 SNES_DIVERGED_FNORM_NAN = -4, 242 SNES_DIVERGED_MAX_IT = -5, 243 SNES_DIVERGED_LINE_SEARCH = -6, /* the line search failed */ 244 SNES_DIVERGED_LOCAL_MIN = -8, /* || J^T b || is small, implies converged to local minimum of F() */ 245 SNES_CONVERGED_ITERATING = 0} SNESConvergedReason; 246 extern const char *const*SNESConvergedReasons; 247 248 /*MC 249 SNES_CONVERGED_FNORM_ABS - 2-norm(F) <= abstol 250 251 Level: beginner 252 253 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 254 255 M*/ 256 257 /*MC 258 SNES_CONVERGED_FNORM_RELATIVE - 2-norm(F) <= rtol*2-norm(F(x_0)) where x_0 is the initial guess 259 260 Level: beginner 261 262 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 263 264 M*/ 265 266 /*MC 267 SNES_CONVERGED_PNORM_RELATIVE - The 2-norm of the last step <= stol * 2-norm(x) where x is the current 268 solution and stol is the 4th argument to SNESSetTolerances() 269 270 Level: beginner 271 272 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 273 274 M*/ 275 276 /*MC 277 SNES_DIVERGED_FUNCTION_COUNT - The user provided function has been called more times then the final 278 argument to SNESSetTolerances() 279 280 Level: beginner 281 282 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 283 284 M*/ 285 286 /*MC 287 SNES_DIVERGED_FNORM_NAN - the 2-norm of the current function evaluation is not-a-number (NaN), this 288 is usually caused by a division of 0 by 0. 289 290 Level: beginner 291 292 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 293 294 M*/ 295 296 /*MC 297 SNES_DIVERGED_MAX_IT - SNESSolve() has reached the maximum number of iterations requested 298 299 Level: beginner 300 301 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 302 303 M*/ 304 305 /*MC 306 SNES_DIVERGED_LINE_SEARCH - The line search has failed. This only occurs for a SNESType of SNESLS 307 308 Level: beginner 309 310 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 311 312 M*/ 313 314 /*MC 315 SNES_DIVERGED_LOCAL_MIN - the algorithm seems to have stagnated at a local minimum that is not zero. 316 See the manual page for SNESConvergedReason for more details 317 318 Level: beginner 319 320 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 321 322 M*/ 323 324 /*MC 325 SNES_CONERGED_ITERATING - this only occurs if SNESGetConvergedReason() is called during the SNESSolve() 326 327 Level: beginner 328 329 .seealso: SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances() 330 331 M*/ 332 333 extern PetscErrorCode SNESSetConvergenceTest(SNES,PetscErrorCode (*)(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*),void*,PetscErrorCode (*)(void*)); 334 extern PetscErrorCode SNESDefaultConverged(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*); 335 extern PetscErrorCode SNESSkipConverged(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*); 336 extern PetscErrorCode SNESGetConvergedReason(SNES,SNESConvergedReason*); 337 338 extern PetscErrorCode SNESDAFormFunction(SNES,Vec,Vec,void*); 339 extern PetscErrorCode SNESDAComputeJacobianWithAdic(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 340 extern PetscErrorCode SNESDAComputeJacobianWithAdifor(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 341 extern PetscErrorCode SNESDAComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 342 343 /* --------- Solving systems of nonlinear equations --------------- */ 344 extern PetscErrorCode SNESSetFunction(SNES,Vec,PetscErrorCode(*)(SNES,Vec,Vec,void*),void *); 345 extern PetscErrorCode SNESComputeFunction(SNES,Vec,Vec); 346 extern PetscErrorCode SNESSetJacobian(SNES,Mat,Mat,PetscErrorCode(*)(SNES,Vec,Mat*,Mat*,MatStructure*,void*),void *); 347 extern PetscErrorCode SNESGetJacobian(SNES,Mat*,Mat*,PetscErrorCode(**)(SNES,Vec,Mat*,Mat*,MatStructure*,void*),void **); 348 extern PetscErrorCode SNESDefaultComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 349 extern PetscErrorCode SNESDefaultComputeJacobianColor(SNES,Vec,Mat*,Mat*,MatStructure*,void*); 350 extern PetscErrorCode SNESGetRhs(SNES,Vec*); 351 352 /* --------- Routines specifically for line search methods --------------- */ 353 extern PetscErrorCode SNESLineSearchSet(SNES,PetscErrorCode(*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *),void*); 354 extern PetscErrorCode SNESLineSearchNo(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *); 355 extern PetscErrorCode SNESLineSearchNoNorms(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *); 356 extern PetscErrorCode SNESLineSearchCubic(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *); 357 extern PetscErrorCode SNESLineSearchQuadratic(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal,PetscReal*,PetscReal*,PetscBool *); 358 359 extern PetscErrorCode SNESLineSearchSetPostCheck(SNES,PetscErrorCode(*)(SNES,Vec,Vec,Vec,void*,PetscBool *,PetscBool *),void*); 360 extern PetscErrorCode SNESLineSearchSetPreCheck(SNES,PetscErrorCode(*)(SNES,Vec,Vec,void*,PetscBool *),void*); 361 extern PetscErrorCode SNESLineSearchSetParams(SNES,PetscReal,PetscReal,PetscReal); 362 extern PetscErrorCode SNESLineSearchGetParams(SNES,PetscReal*,PetscReal*,PetscReal*); 363 extern PetscErrorCode SNESLineSearchSetMonitor(SNES,PetscBool ); 364 365 /* Routines for VI solver */ 366 extern PetscErrorCode SNESVISetVariableBounds(SNES,Vec,Vec); 367 extern PetscErrorCode SNESVIGetActiveSetIS(SNES,Vec,Vec,IS*); 368 extern PetscErrorCode SNESVISetRedundancyCheck(SNES,PetscErrorCode(*)(SNES,IS,IS*,void*),void*); 369 370 extern PetscErrorCode SNESTestLocalMin(SNES); 371 372 /* Should this routine be private? */ 373 extern PetscErrorCode SNESComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*); 374 375 extern PetscErrorCode SNESSetDM(SNES,DM); 376 extern PetscErrorCode SNESGetDM(SNES,DM*); 377 378 PETSC_EXTERN_CXX_END 379 #endif 380