1 2 #include <../src/snes/impls/ls/lsimpl.h> 3 4 /* 5 Checks if J^T F = 0 which implies we've found a local minimum of the norm of the function, 6 || F(u) ||_2 but not a zero, F(u) = 0. In the case when one cannot compute J^T F we use the fact that 7 0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More 8 for this trick. One assumes that the probability that W is in the null space of J is very, very small. 9 */ 10 static PetscErrorCode SNESNEWTONLSCheckLocalMin_Private(SNES snes,Mat A,Vec F,PetscReal fnorm,PetscBool *ismin) 11 { 12 PetscReal a1; 13 PetscErrorCode ierr; 14 PetscBool hastranspose; 15 Vec W; 16 17 PetscFunctionBegin; 18 *ismin = PETSC_FALSE; 19 ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 20 ierr = VecDuplicate(F,&W);CHKERRQ(ierr); 21 if (hastranspose) { 22 /* Compute || J^T F|| */ 23 ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr); 24 ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr); 25 ierr = PetscInfo1(snes,"|| J^T F|| %14.12e near zero implies found a local minimum\n",(double)(a1/fnorm));CHKERRQ(ierr); 26 if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE; 27 } else { 28 Vec work; 29 PetscScalar result; 30 PetscReal wnorm; 31 32 ierr = VecSetRandom(W,NULL);CHKERRQ(ierr); 33 ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr); 34 ierr = VecDuplicate(W,&work);CHKERRQ(ierr); 35 ierr = MatMult(A,W,work);CHKERRQ(ierr); 36 ierr = VecDot(F,work,&result);CHKERRQ(ierr); 37 ierr = VecDestroy(&work);CHKERRQ(ierr); 38 a1 = PetscAbsScalar(result)/(fnorm*wnorm); 39 ierr = PetscInfo1(snes,"(F^T J random)/(|| F ||*||random|| %14.12e near zero implies found a local minimum\n",(double)a1);CHKERRQ(ierr); 40 if (a1 < 1.e-4) *ismin = PETSC_TRUE; 41 } 42 ierr = VecDestroy(&W);CHKERRQ(ierr); 43 PetscFunctionReturn(0); 44 } 45 46 /* 47 Checks if J^T(F - J*X) = 0 48 */ 49 static PetscErrorCode SNESNEWTONLSCheckResidual_Private(SNES snes,Mat A,Vec F,Vec X) 50 { 51 PetscReal a1,a2; 52 PetscErrorCode ierr; 53 PetscBool hastranspose; 54 55 PetscFunctionBegin; 56 ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr); 57 if (hastranspose) { 58 Vec W1,W2; 59 60 ierr = VecDuplicate(F,&W1);CHKERRQ(ierr); 61 ierr = VecDuplicate(F,&W2);CHKERRQ(ierr); 62 ierr = MatMult(A,X,W1);CHKERRQ(ierr); 63 ierr = VecAXPY(W1,-1.0,F);CHKERRQ(ierr); 64 65 /* Compute || J^T W|| */ 66 ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr); 67 ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr); 68 ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr); 69 if (a1 != 0.0) { 70 ierr = PetscInfo1(snes,"||J^T(F-Ax)||/||F-AX|| %14.12e near zero implies inconsistent rhs\n",(double)(a2/a1));CHKERRQ(ierr); 71 } 72 ierr = VecDestroy(&W1);CHKERRQ(ierr); 73 ierr = VecDestroy(&W2);CHKERRQ(ierr); 74 } 75 PetscFunctionReturn(0); 76 } 77 78 /* -------------------------------------------------------------------- 79 80 This file implements a truncated Newton method with a line search, 81 for solving a system of nonlinear equations, using the KSP, Vec, 82 and Mat interfaces for linear solvers, vectors, and matrices, 83 respectively. 84 85 The following basic routines are required for each nonlinear solver: 86 SNESCreate_XXX() - Creates a nonlinear solver context 87 SNESSetFromOptions_XXX() - Sets runtime options 88 SNESSolve_XXX() - Solves the nonlinear system 89 SNESDestroy_XXX() - Destroys the nonlinear solver context 90 The suffix "_XXX" denotes a particular implementation, in this case 91 we use _NEWTONLS (e.g., SNESCreate_NEWTONLS, SNESSolve_NEWTONLS) for solving 92 systems of nonlinear equations with a line search (LS) method. 93 These routines are actually called via the common user interface 94 routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and 95 SNESDestroy(), so the application code interface remains identical 96 for all nonlinear solvers. 97 98 Another key routine is: 99 SNESSetUp_XXX() - Prepares for the use of a nonlinear solver 100 by setting data structures and options. The interface routine SNESSetUp() 101 is not usually called directly by the user, but instead is called by 102 SNESSolve() if necessary. 103 104 Additional basic routines are: 105 SNESView_XXX() - Prints details of runtime options that 106 have actually been used. 107 These are called by application codes via the interface routines 108 SNESView(). 109 110 The various types of solvers (preconditioners, Krylov subspace methods, 111 nonlinear solvers, timesteppers) are all organized similarly, so the 112 above description applies to these categories also. 113 114 -------------------------------------------------------------------- */ 115 /* 116 SNESSolve_NEWTONLS - Solves a nonlinear system with a truncated Newton 117 method with a line search. 118 119 Input Parameters: 120 . snes - the SNES context 121 122 Output Parameter: 123 . outits - number of iterations until termination 124 125 Application Interface Routine: SNESSolve() 126 127 Notes: 128 This implements essentially a truncated Newton method with a 129 line search. By default a cubic backtracking line search 130 is employed, as described in the text "Numerical Methods for 131 Unconstrained Optimization and Nonlinear Equations" by Dennis 132 and Schnabel. 133 */ 134 PetscErrorCode SNESSolve_NEWTONLS(SNES snes) 135 { 136 PetscErrorCode ierr; 137 PetscInt maxits,i,lits; 138 SNESLineSearchReason lssucceed; 139 PetscReal fnorm,gnorm,xnorm,ynorm; 140 Vec Y,X,F; 141 SNESLineSearch linesearch; 142 SNESConvergedReason reason; 143 144 PetscFunctionBegin; 145 if (snes->xl || snes->xu || snes->ops->computevariablebounds) SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name); 146 147 snes->numFailures = 0; 148 snes->numLinearSolveFailures = 0; 149 snes->reason = SNES_CONVERGED_ITERATING; 150 151 maxits = snes->max_its; /* maximum number of iterations */ 152 X = snes->vec_sol; /* solution vector */ 153 F = snes->vec_func; /* residual vector */ 154 Y = snes->vec_sol_update; /* newton step */ 155 156 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 157 snes->iter = 0; 158 snes->norm = 0.0; 159 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 160 ierr = SNESGetLineSearch(snes, &linesearch);CHKERRQ(ierr); 161 162 /* compute the preconditioned function first in the case of left preconditioning with preconditioned function */ 163 if (snes->npc && snes->npcside== PC_LEFT && snes->functype == SNES_FUNCTION_PRECONDITIONED) { 164 ierr = SNESApplyNPC(snes,X,NULL,F);CHKERRQ(ierr); 165 ierr = SNESGetConvergedReason(snes->npc,&reason);CHKERRQ(ierr); 166 if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 167 snes->reason = SNES_DIVERGED_INNER; 168 PetscFunctionReturn(0); 169 } 170 171 ierr = VecNormBegin(F,NORM_2,&fnorm);CHKERRQ(ierr); 172 ierr = VecNormEnd(F,NORM_2,&fnorm);CHKERRQ(ierr); 173 } else { 174 if (!snes->vec_func_init_set) { 175 ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); 176 } else snes->vec_func_init_set = PETSC_FALSE; 177 } 178 179 ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- ||F|| */ 180 SNESCheckFunctionNorm(snes,fnorm); 181 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 182 snes->norm = fnorm; 183 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 184 ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr); 185 ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); 186 187 /* test convergence */ 188 ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 189 if (snes->reason) PetscFunctionReturn(0); 190 191 for (i=0; i<maxits; i++) { 192 193 /* Call general purpose update function */ 194 if (snes->ops->update) { 195 ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr); 196 } 197 198 /* apply the nonlinear preconditioner */ 199 if (snes->npc) { 200 if (snes->npcside== PC_RIGHT) { 201 ierr = SNESSetInitialFunction(snes->npc, F);CHKERRQ(ierr); 202 ierr = PetscLogEventBegin(SNES_NPCSolve,snes->npc,X,snes->vec_rhs,0);CHKERRQ(ierr); 203 ierr = SNESSolve(snes->npc, snes->vec_rhs, X);CHKERRQ(ierr); 204 ierr = PetscLogEventEnd(SNES_NPCSolve,snes->npc,X,snes->vec_rhs,0);CHKERRQ(ierr); 205 ierr = SNESGetConvergedReason(snes->npc,&reason);CHKERRQ(ierr); 206 if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 207 snes->reason = SNES_DIVERGED_INNER; 208 PetscFunctionReturn(0); 209 } 210 ierr = SNESGetNPCFunction(snes,F,&fnorm);CHKERRQ(ierr); 211 } else if (snes->npcside== PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) { 212 ierr = SNESApplyNPC(snes,X,F,F);CHKERRQ(ierr); 213 ierr = SNESGetConvergedReason(snes->npc,&reason);CHKERRQ(ierr); 214 if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 215 snes->reason = SNES_DIVERGED_INNER; 216 PetscFunctionReturn(0); 217 } 218 } 219 } 220 221 /* Solve J Y = F, where J is Jacobian matrix */ 222 ierr = SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); 223 SNESCheckJacobianDomainerror(snes); 224 ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); 225 ierr = KSPSolve(snes->ksp,F,Y);CHKERRQ(ierr); 226 SNESCheckKSPSolve(snes); 227 ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr); 228 ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr); 229 230 if (PetscLogPrintInfo) { 231 ierr = SNESNEWTONLSCheckResidual_Private(snes,snes->jacobian,F,Y);CHKERRQ(ierr); 232 } 233 234 /* Compute a (scaled) negative update in the line search routine: 235 X <- X - lambda*Y 236 and evaluate F = function(X) (depends on the line search). 237 */ 238 gnorm = fnorm; 239 ierr = SNESLineSearchApply(linesearch, X, F, &fnorm, Y);CHKERRQ(ierr); 240 ierr = SNESLineSearchGetReason(linesearch, &lssucceed);CHKERRQ(ierr); 241 ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr); 242 ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",(double)gnorm,(double)fnorm,(double)ynorm,(int)lssucceed);CHKERRQ(ierr); 243 if (snes->reason) break; 244 SNESCheckFunctionNorm(snes,fnorm); 245 if (lssucceed) { 246 if (snes->stol*xnorm > ynorm) { 247 snes->reason = SNES_CONVERGED_SNORM_RELATIVE; 248 PetscFunctionReturn(0); 249 } 250 if (++snes->numFailures >= snes->maxFailures) { 251 PetscBool ismin; 252 snes->reason = SNES_DIVERGED_LINE_SEARCH; 253 ierr = SNESNEWTONLSCheckLocalMin_Private(snes,snes->jacobian,F,fnorm,&ismin);CHKERRQ(ierr); 254 if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN; 255 break; 256 } 257 } 258 /* Monitor convergence */ 259 ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); 260 snes->iter = i+1; 261 snes->norm = fnorm; 262 snes->ynorm = ynorm; 263 snes->xnorm = xnorm; 264 ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); 265 ierr = SNESLogConvergenceHistory(snes,snes->norm,lits);CHKERRQ(ierr); 266 ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr); 267 /* Test for convergence */ 268 ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); 269 if (snes->reason) break; 270 } 271 if (i == maxits) { 272 ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr); 273 if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT; 274 } 275 PetscFunctionReturn(0); 276 } 277 /* -------------------------------------------------------------------------- */ 278 /* 279 SNESSetUp_NEWTONLS - Sets up the internal data structures for the later use 280 of the SNESNEWTONLS nonlinear solver. 281 282 Input Parameter: 283 . snes - the SNES context 284 . x - the solution vector 285 286 Application Interface Routine: SNESSetUp() 287 288 Notes: 289 For basic use of the SNES solvers, the user need not explicitly call 290 SNESSetUp(), since these actions will automatically occur during 291 the call to SNESSolve(). 292 */ 293 PetscErrorCode SNESSetUp_NEWTONLS(SNES snes) 294 { 295 PetscErrorCode ierr; 296 297 PetscFunctionBegin; 298 ierr = SNESSetUpMatrices(snes);CHKERRQ(ierr); 299 if (snes->npcside== PC_LEFT && snes->functype == SNES_FUNCTION_DEFAULT) snes->functype = SNES_FUNCTION_PRECONDITIONED; 300 PetscFunctionReturn(0); 301 } 302 /* -------------------------------------------------------------------------- */ 303 304 PetscErrorCode SNESReset_NEWTONLS(SNES snes) 305 { 306 PetscFunctionBegin; 307 PetscFunctionReturn(0); 308 } 309 310 /* 311 SNESDestroy_NEWTONLS - Destroys the private SNES_NEWTONLS context that was created 312 with SNESCreate_NEWTONLS(). 313 314 Input Parameter: 315 . snes - the SNES context 316 317 Application Interface Routine: SNESDestroy() 318 */ 319 PetscErrorCode SNESDestroy_NEWTONLS(SNES snes) 320 { 321 PetscErrorCode ierr; 322 323 PetscFunctionBegin; 324 ierr = SNESReset_NEWTONLS(snes);CHKERRQ(ierr); 325 ierr = PetscFree(snes->data);CHKERRQ(ierr); 326 PetscFunctionReturn(0); 327 } 328 /* -------------------------------------------------------------------------- */ 329 330 /* 331 SNESView_NEWTONLS - Prints info from the SNESNEWTONLS data structure. 332 333 Input Parameters: 334 . SNES - the SNES context 335 . viewer - visualization context 336 337 Application Interface Routine: SNESView() 338 */ 339 static PetscErrorCode SNESView_NEWTONLS(SNES snes,PetscViewer viewer) 340 { 341 PetscErrorCode ierr; 342 PetscBool iascii; 343 344 PetscFunctionBegin; 345 ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr); 346 if (iascii) { 347 } 348 PetscFunctionReturn(0); 349 } 350 351 /* -------------------------------------------------------------------------- */ 352 /* 353 SNESSetFromOptions_NEWTONLS - Sets various parameters for the SNESNEWTONLS method. 354 355 Input Parameter: 356 . snes - the SNES context 357 358 Application Interface Routine: SNESSetFromOptions() 359 */ 360 static PetscErrorCode SNESSetFromOptions_NEWTONLS(PetscOptionItems *PetscOptionsObject,SNES snes) 361 { 362 PetscFunctionBegin; 363 PetscFunctionReturn(0); 364 } 365 366 /* -------------------------------------------------------------------------- */ 367 /*MC 368 SNESNEWTONLS - Newton based nonlinear solver that uses a line search 369 370 Options Database: 371 + -snes_linesearch_type <bt> - bt,basic. Select line search type 372 . -snes_linesearch_order <3> - 2, 3. Selects the order of the line search for bt 373 . -snes_linesearch_norms <true> - Turns on/off computation of the norms for basic linesearch (SNESLineSearchSetComputeNorms()) 374 . -snes_linesearch_alpha <alpha> - Sets alpha used in determining if reduction in function norm is sufficient 375 . -snes_linesearch_maxstep <maxstep> - Sets the maximum stepsize the line search will use (if the 2-norm(y) > maxstep then scale y to be y = (maxstep/2-norm(y)) *y) 376 . -snes_linesearch_minlambda <minlambda> - Sets the minimum lambda the line search will tolerate 377 . -snes_linesearch_monitor - print information about progress of line searches 378 - -snes_linesearch_damping - damping factor used for basic line search 379 380 Notes: 381 This is the default nonlinear solver in SNES 382 383 Level: beginner 384 385 .seealso: SNESCreate(), SNES, SNESSetType(), SNESNEWTONTR, SNESQN, SNESLineSearchSetType(), SNESLineSearchSetOrder() 386 SNESLineSearchSetPostCheck(), SNESLineSearchSetPreCheck() SNESLineSearchSetComputeNorms() 387 388 M*/ 389 PETSC_EXTERN PetscErrorCode SNESCreate_NEWTONLS(SNES snes) 390 { 391 PetscErrorCode ierr; 392 SNES_NEWTONLS *neP; 393 SNESLineSearch linesearch; 394 395 PetscFunctionBegin; 396 snes->ops->setup = SNESSetUp_NEWTONLS; 397 snes->ops->solve = SNESSolve_NEWTONLS; 398 snes->ops->destroy = SNESDestroy_NEWTONLS; 399 snes->ops->setfromoptions = SNESSetFromOptions_NEWTONLS; 400 snes->ops->view = SNESView_NEWTONLS; 401 snes->ops->reset = SNESReset_NEWTONLS; 402 403 snes->npcside = PC_RIGHT; 404 snes->usesksp = PETSC_TRUE; 405 snes->usesnpc = PETSC_TRUE; 406 407 ierr = SNESGetLineSearch(snes, &linesearch);CHKERRQ(ierr); 408 ierr = SNESLineSearchSetType(linesearch, SNESLINESEARCHBT);CHKERRQ(ierr); 409 410 snes->alwayscomputesfinalresidual = PETSC_TRUE; 411 412 ierr = PetscNewLog(snes,&neP);CHKERRQ(ierr); 413 snes->data = (void*)neP; 414 PetscFunctionReturn(0); 415 } 416