xref: /petsc/src/snes/impls/ls/ls.c (revision da9f1d6b25924a16baf1fafcd5e58fa8eaafd3cf)
1 #define PETSCSNES_DLL
2 
3 #include "src/snes/impls/ls/ls.h"
4 
5 /*
6      Checks if J^T F = 0 which implies we've found a local minimum of the function,
7     but not a zero. In the case when one cannot compute J^T F we use the fact that
8     0 = (J^T F)^T W = F^T J W iff W not in the null space of J. Thanks for Jorge More
9     for this trick.
10 */
11 #undef __FUNCT__
12 #define __FUNCT__ "SNESLSCheckLocalMin_Private"
13 PetscErrorCode SNESLSCheckLocalMin_Private(Mat A,Vec F,Vec W,PetscReal fnorm,PetscTruth *ismin)
14 {
15   PetscReal      a1;
16   PetscErrorCode ierr;
17   PetscTruth     hastranspose;
18 
19   PetscFunctionBegin;
20   *ismin = PETSC_FALSE;
21   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
22   if (hastranspose) {
23     /* Compute || J^T F|| */
24     ierr = MatMultTranspose(A,F,W);CHKERRQ(ierr);
25     ierr = VecNorm(W,NORM_2,&a1);CHKERRQ(ierr);
26     ierr = PetscInfo1(0,"|| J^T F|| %G near zero implies found a local minimum\n",a1/fnorm);CHKERRQ(ierr);
27     if (a1/fnorm < 1.e-4) *ismin = PETSC_TRUE;
28   } else {
29     Vec         work;
30     PetscScalar result;
31     PetscReal   wnorm;
32 
33     ierr = VecSetRandom(W,PETSC_NULL);CHKERRQ(ierr);
34     ierr = VecNorm(W,NORM_2,&wnorm);CHKERRQ(ierr);
35     ierr = VecDuplicate(W,&work);CHKERRQ(ierr);
36     ierr = MatMult(A,W,work);CHKERRQ(ierr);
37     ierr = VecDot(F,work,&result);CHKERRQ(ierr);
38     ierr = VecDestroy(work);CHKERRQ(ierr);
39     a1   = PetscAbsScalar(result)/(fnorm*wnorm);
40     ierr = PetscInfo1(0,"(F^T J random)/(|| F ||*||random|| %G near zero implies found a local minimum\n",a1);CHKERRQ(ierr);
41     if (a1 < 1.e-4) *ismin = PETSC_TRUE;
42   }
43   PetscFunctionReturn(0);
44 }
45 
46 /*
47      Checks if J^T(F - J*X) = 0
48 */
49 #undef __FUNCT__
50 #define __FUNCT__ "SNESLSCheckResidual_Private"
51 PetscErrorCode SNESLSCheckResidual_Private(Mat A,Vec F,Vec X,Vec W1,Vec W2)
52 {
53   PetscReal      a1,a2;
54   PetscErrorCode ierr;
55   PetscTruth     hastranspose;
56 
57   PetscFunctionBegin;
58   ierr = MatHasOperation(A,MATOP_MULT_TRANSPOSE,&hastranspose);CHKERRQ(ierr);
59   if (hastranspose) {
60     ierr = MatMult(A,X,W1);CHKERRQ(ierr);
61     ierr = VecAXPY(W1,-1.0,F);CHKERRQ(ierr);
62 
63     /* Compute || J^T W|| */
64     ierr = MatMultTranspose(A,W1,W2);CHKERRQ(ierr);
65     ierr = VecNorm(W1,NORM_2,&a1);CHKERRQ(ierr);
66     ierr = VecNorm(W2,NORM_2,&a2);CHKERRQ(ierr);
67     if (a1) {
68       ierr = PetscInfo1(0,"||J^T(F-Ax)||/||F-AX|| %G near zero implies inconsistent rhs\n",a2/a1);CHKERRQ(ierr);
69     }
70   }
71   PetscFunctionReturn(0);
72 }
73 
74 /*  --------------------------------------------------------------------
75 
76      This file implements a truncated Newton method with a line search,
77      for solving a system of nonlinear equations, using the KSP, Vec,
78      and Mat interfaces for linear solvers, vectors, and matrices,
79      respectively.
80 
81      The following basic routines are required for each nonlinear solver:
82           SNESCreate_XXX()          - Creates a nonlinear solver context
83           SNESSetFromOptions_XXX()  - Sets runtime options
84           SNESSolve_XXX()           - Solves the nonlinear system
85           SNESDestroy_XXX()         - Destroys the nonlinear solver context
86      The suffix "_XXX" denotes a particular implementation, in this case
87      we use _LS (e.g., SNESCreate_LS, SNESSolve_LS) for solving
88      systems of nonlinear equations with a line search (LS) method.
89      These routines are actually called via the common user interface
90      routines SNESCreate(), SNESSetFromOptions(), SNESSolve(), and
91      SNESDestroy(), so the application code interface remains identical
92      for all nonlinear solvers.
93 
94      Another key routine is:
95           SNESSetUp_XXX()           - Prepares for the use of a nonlinear solver
96      by setting data structures and options.   The interface routine SNESSetUp()
97      is not usually called directly by the user, but instead is called by
98      SNESSolve() if necessary.
99 
100      Additional basic routines are:
101           SNESView_XXX()            - Prints details of runtime options that
102                                       have actually been used.
103      These are called by application codes via the interface routines
104      SNESView().
105 
106      The various types of solvers (preconditioners, Krylov subspace methods,
107      nonlinear solvers, timesteppers) are all organized similarly, so the
108      above description applies to these categories also.
109 
110     -------------------------------------------------------------------- */
111 /*
112    SNESSolve_LS - Solves a nonlinear system with a truncated Newton
113    method with a line search.
114 
115    Input Parameters:
116 .  snes - the SNES context
117 
118    Output Parameter:
119 .  outits - number of iterations until termination
120 
121    Application Interface Routine: SNESSolve()
122 
123    Notes:
124    This implements essentially a truncated Newton method with a
125    line search.  By default a cubic backtracking line search
126    is employed, as described in the text "Numerical Methods for
127    Unconstrained Optimization and Nonlinear Equations" by Dennis
128    and Schnabel.
129 */
130 #undef __FUNCT__
131 #define __FUNCT__ "SNESSolve_LS"
132 PetscErrorCode SNESSolve_LS(SNES snes)
133 {
134   SNES_LS            *neP = (SNES_LS*)snes->data;
135   PetscErrorCode     ierr;
136   PetscInt           maxits,i,lits;
137   PetscTruth         lssucceed;
138   MatStructure       flg = DIFFERENT_NONZERO_PATTERN;
139   PetscReal          fnorm,gnorm,xnorm,ynorm;
140   Vec                Y,X,F,G,W,TMP;
141   KSPConvergedReason kspreason;
142 
143   PetscFunctionBegin;
144   snes->numFailures            = 0;
145   snes->numLinearSolveFailures = 0;
146   snes->reason                 = SNES_CONVERGED_ITERATING;
147 
148   maxits	= snes->max_its;	/* maximum number of iterations */
149   X		= snes->vec_sol;	/* solution vector */
150   F		= snes->vec_func;	/* residual vector */
151   Y		= snes->work[0];	/* work vectors */
152   G		= snes->work[1];
153   W		= snes->work[2];
154 
155   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
156   snes->iter = 0;
157   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
158   ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
159   ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);	/* fnorm <- ||F||  */
160   if (fnorm != fnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
161   ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
162   snes->norm = fnorm;
163   ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
164   SNESLogConvHistory(snes,fnorm,0);
165   SNESMonitor(snes,0,fnorm);
166 
167   /* set parameter for default relative tolerance convergence test */
168   snes->ttol = fnorm*snes->rtol;
169   if (snes->ops->converged) {
170     ierr = (*snes->ops->converged)(snes,snes->iter,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
171   }
172   if (snes->reason) PetscFunctionReturn(0);
173 
174   for (i=0; i<maxits; i++) {
175 
176     /* Call general purpose update function */
177     if (snes->ops->update) {
178       ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
179     }
180 
181     /* Solve J Y = F, where J is Jacobian matrix */
182     ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr);
183     ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr);
184     ierr = SNES_KSPSolve(snes,snes->ksp,F,Y);CHKERRQ(ierr);
185     ierr = KSPGetConvergedReason(snes->ksp,&kspreason);CHKERRQ(ierr);
186     if (kspreason < 0) {
187       if (++snes->numLinearSolveFailures >= snes->maxLinearSolveFailures) {
188         snes->reason = SNES_DIVERGED_LINEAR_SOLVE;
189         PetscFunctionReturn(0);
190       }
191     }
192     ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr);
193     snes->linear_its += lits;
194     ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr);
195 
196     if (neP->precheckstep) {
197       PetscTruth changed_y = PETSC_FALSE;
198       ierr = (*neP->precheckstep)(snes,X,Y,neP->precheck,&changed_y);CHKERRQ(ierr);
199     }
200 
201     if (PetscLogPrintInfo){
202       ierr = SNESLSCheckResidual_Private(snes->jacobian,F,Y,G,W);CHKERRQ(ierr);
203     }
204 
205     /* Compute a (scaled) negative update in the line search routine:
206          Y <- X - lambda*Y
207        and evaluate G = function(Y) (depends on the line search).
208     */
209     ierr = VecCopy(Y,snes->vec_sol_update_always);CHKERRQ(ierr);
210     ynorm = 1; gnorm = fnorm;
211     ierr = (*neP->LineSearch)(snes,neP->lsP,X,F,G,Y,W,fnorm,&ynorm,&gnorm,&lssucceed);CHKERRQ(ierr);
212     ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",fnorm,gnorm,ynorm,(int)lssucceed);CHKERRQ(ierr);
213     TMP = F; F = G; snes->vec_func_always = F; G = TMP;
214     TMP = X; X = W; snes->vec_sol_always = X;  W = TMP;
215     fnorm = gnorm;
216     if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
217 
218     ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
219     snes->iter = i+1;
220     snes->norm = fnorm;
221     ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
222     SNESLogConvHistory(snes,fnorm,lits);
223     SNESMonitor(snes,i+1,fnorm);
224 
225     if (!lssucceed) {
226       PetscTruth ismin;
227       if (++snes->numFailures >= snes->maxFailures) {
228         snes->reason = SNES_DIVERGED_LS_FAILURE;
229         ierr = SNESLSCheckLocalMin_Private(snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr);
230         if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
231         break;
232       }
233     }
234 
235     /* Test for convergence */
236     if (snes->ops->converged) {
237       ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr);	/* xnorm = || X || */
238       ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
239       if (snes->reason) break;
240     }
241   }
242   if (X != snes->vec_sol) {
243     ierr = VecCopy(X,snes->vec_sol);CHKERRQ(ierr);
244   }
245   if (F != snes->vec_func) {
246     ierr = VecCopy(F,snes->vec_func);CHKERRQ(ierr);
247   }
248   snes->vec_sol_always  = snes->vec_sol;
249   snes->vec_func_always = snes->vec_func;
250   if (i == maxits) {
251     ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr);
252     snes->reason = SNES_DIVERGED_MAX_IT;
253   }
254   PetscFunctionReturn(0);
255 }
256 /* -------------------------------------------------------------------------- */
257 /*
258    SNESSetUp_LS - Sets up the internal data structures for the later use
259    of the SNESLS nonlinear solver.
260 
261    Input Parameter:
262 .  snes - the SNES context
263 .  x - the solution vector
264 
265    Application Interface Routine: SNESSetUp()
266 
267    Notes:
268    For basic use of the SNES solvers, the user need not explicitly call
269    SNESSetUp(), since these actions will automatically occur during
270    the call to SNESSolve().
271  */
272 #undef __FUNCT__
273 #define __FUNCT__ "SNESSetUp_LS"
274 PetscErrorCode SNESSetUp_LS(SNES snes)
275 {
276   PetscErrorCode ierr;
277 
278   PetscFunctionBegin;
279   if (!snes->work) {
280     snes->nwork = 4;
281     ierr = VecDuplicateVecs(snes->vec_sol_always,snes->nwork,&snes->work);CHKERRQ(ierr);
282     ierr = PetscLogObjectParents(snes,snes->nwork,snes->work);CHKERRQ(ierr);
283     snes->vec_sol_update_always = snes->work[3];
284   }
285   PetscFunctionReturn(0);
286 }
287 /* -------------------------------------------------------------------------- */
288 /*
289    SNESDestroy_LS - Destroys the private SNES_LS context that was created
290    with SNESCreate_LS().
291 
292    Input Parameter:
293 .  snes - the SNES context
294 
295    Application Interface Routine: SNESDestroy()
296  */
297 #undef __FUNCT__
298 #define __FUNCT__ "SNESDestroy_LS"
299 PetscErrorCode SNESDestroy_LS(SNES snes)
300 {
301   PetscErrorCode ierr;
302 
303   PetscFunctionBegin;
304   if (snes->nwork) {
305     ierr = VecDestroyVecs(snes->work,snes->nwork);CHKERRQ(ierr);
306   }
307   ierr = PetscFree(snes->data);CHKERRQ(ierr);
308 
309   /* clear composed functions */
310   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C","",PETSC_NULL);CHKERRQ(ierr);
311   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C","",PETSC_NULL);CHKERRQ(ierr);
312   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C","",PETSC_NULL);CHKERRQ(ierr);
313 
314   PetscFunctionReturn(0);
315 }
316 /* -------------------------------------------------------------------------- */
317 #undef __FUNCT__
318 #define __FUNCT__ "SNESLineSearchNo"
319 
320 /*@C
321    SNESLineSearchNo - This routine is not a line search at all;
322    it simply uses the full Newton step.  Thus, this routine is intended
323    to serve as a template and is not recommended for general use.
324 
325    Collective on SNES and Vec
326 
327    Input Parameters:
328 +  snes - nonlinear context
329 .  lsctx - optional context for line search (not used here)
330 .  x - current iterate
331 .  f - residual evaluated at x
332 .  y - search direction
333 .  w - work vector
334 -  fnorm - 2-norm of f
335 
336    Output Parameters:
337 +  g - residual evaluated at new iterate y
338 .  w - new iterate
339 .  gnorm - 2-norm of g
340 .  ynorm - 2-norm of search length
341 -  flag - PETSC_TRUE on success, PETSC_FALSE on failure
342 
343    Options Database Key:
344 .  -snes_ls basic - Activates SNESLineSearchNo()
345 
346    Level: advanced
347 
348 .keywords: SNES, nonlinear, line search, cubic
349 
350 .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
351           SNESLineSearchSet(), SNESLineSearchNoNorms()
352 @*/
353 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNo(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
354 {
355   PetscErrorCode ierr;
356   SNES_LS        *neP = (SNES_LS*)snes->data;
357   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
358 
359   PetscFunctionBegin;
360   *flag = PETSC_TRUE;
361   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
362   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);         /* ynorm = || y || */
363   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
364   if (neP->postcheckstep) {
365    ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
366   }
367   if (changed_y) {
368     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
369   }
370   ierr = SNESComputeFunction(snes,w,g);
371   if (PetscExceptionValue(ierr)) {
372     PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
373   }
374   CHKERRQ(ierr);
375 
376   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);  /* gnorm = || g || */
377   if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
378   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
379   PetscFunctionReturn(0);
380 }
381 /* -------------------------------------------------------------------------- */
382 #undef __FUNCT__
383 #define __FUNCT__ "SNESLineSearchNoNorms"
384 
385 /*@C
386    SNESLineSearchNoNorms - This routine is not a line search at
387    all; it simply uses the full Newton step. This version does not
388    even compute the norm of the function or search direction; this
389    is intended only when you know the full step is fine and are
390    not checking for convergence of the nonlinear iteration (for
391    example, you are running always for a fixed number of Newton steps).
392 
393    Collective on SNES and Vec
394 
395    Input Parameters:
396 +  snes - nonlinear context
397 .  lsctx - optional context for line search (not used here)
398 .  x - current iterate
399 .  f - residual evaluated at x
400 .  y - search direction
401 .  w - work vector
402 -  fnorm - 2-norm of f
403 
404    Output Parameters:
405 +  g - residual evaluated at new iterate y
406 .  w - new iterate
407 .  gnorm - not changed
408 .  ynorm - not changed
409 -  flag - set to PETSC_TRUE indicating a successful line search
410 
411    Options Database Key:
412 .  -snes_ls basicnonorms - Activates SNESLineSearchNoNorms()
413 
414    Notes:
415    SNESLineSearchNoNorms() must be used in conjunction with
416    either the options
417 $     -snes_no_convergence_test -snes_max_it <its>
418    or alternatively a user-defined custom test set via
419    SNESSetConvergenceTest(); or a -snes_max_it of 1,
420    otherwise, the SNES solver will generate an error.
421 
422    During the final iteration this will not evaluate the function at
423    the solution point. This is to save a function evaluation while
424    using pseudo-timestepping.
425 
426    The residual norms printed by monitoring routines such as
427    SNESMonitorDefault() (as activated via -snes_monitor) will not be
428    correct, since they are not computed.
429 
430    Level: advanced
431 
432 .keywords: SNES, nonlinear, line search, cubic
433 
434 .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(),
435           SNESLineSearchSet(), SNESLineSearchNo()
436 @*/
437 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchNoNorms(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
438 {
439   PetscErrorCode ierr;
440   SNES_LS        *neP = (SNES_LS*)snes->data;
441   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
442 
443   PetscFunctionBegin;
444   *flag = PETSC_TRUE;
445   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
446   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y      */
447   if (neP->postcheckstep) {
448    ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
449   }
450   if (changed_y) {
451     ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);            /* w <- x - y   */
452   }
453 
454   /* don't evaluate function the last time through */
455   if (snes->iter < snes->max_its-1) {
456     ierr = SNESComputeFunction(snes,w,g);
457     if (PetscExceptionValue(ierr)) {
458       PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
459     }
460     CHKERRQ(ierr);
461   }
462   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
463   PetscFunctionReturn(0);
464 }
465 /* -------------------------------------------------------------------------- */
466 #undef __FUNCT__
467 #define __FUNCT__ "SNESLineSearchCubic"
468 /*@C
469    SNESLineSearchCubic - Performs a cubic line search (default line search method).
470 
471    Collective on SNES
472 
473    Input Parameters:
474 +  snes - nonlinear context
475 .  lsctx - optional context for line search (not used here)
476 .  x - current iterate
477 .  f - residual evaluated at x
478 .  y - search direction
479 .  w - work vector
480 -  fnorm - 2-norm of f
481 
482    Output Parameters:
483 +  g - residual evaluated at new iterate y
484 .  w - new iterate
485 .  gnorm - 2-norm of g
486 .  ynorm - 2-norm of search length
487 -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
488 
489    Options Database Key:
490 $  -snes_ls cubic - Activates SNESLineSearchCubic()
491 
492    Notes:
493    This line search is taken from "Numerical Methods for Unconstrained
494    Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
495 
496    Level: advanced
497 
498 .keywords: SNES, nonlinear, line search, cubic
499 
500 .seealso: SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
501 @*/
502 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchCubic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
503 {
504   /*
505      Note that for line search purposes we work with with the related
506      minimization problem:
507         min  z(x):  R^n -> R,
508      where z(x) = .5 * fnorm*fnorm, and fnorm = || f ||_2.
509    */
510 
511   PetscReal      steptol,initslope,lambdaprev,gnormprev,a,b,d,t1,t2,rellength;
512   PetscReal      maxstep,minlambda,alpha,lambda,lambdatemp;
513 #if defined(PETSC_USE_COMPLEX)
514   PetscScalar    cinitslope,clambda;
515 #endif
516   PetscErrorCode ierr;
517   PetscInt       count;
518   SNES_LS        *neP = (SNES_LS*)snes->data;
519   PetscScalar    scale;
520   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
521 
522   PetscFunctionBegin;
523   ierr = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
524   *flag   = PETSC_TRUE;
525   alpha   = neP->alpha;
526   maxstep = neP->maxstep;
527   steptol = neP->steptol;
528 
529   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
530   if (!*ynorm) {
531     ierr = PetscInfo(snes,"Search direction and size is 0\n");CHKERRQ(ierr);
532     *gnorm = fnorm;
533     ierr   = VecCopy(x,w);CHKERRQ(ierr);
534     ierr   = VecCopy(f,g);CHKERRQ(ierr);
535     *flag  = PETSC_FALSE;
536     goto theend1;
537   }
538   if (*ynorm > maxstep) {	/* Step too big, so scale back */
539     scale = maxstep/(*ynorm);
540     ierr = PetscInfo2(snes,"Scaling step by %G old ynorm %G\n",PetscRealPart(scale),*ynorm);CHKERRQ(ierr);
541     ierr = VecScale(y,scale);CHKERRQ(ierr);
542     *ynorm = maxstep;
543   }
544   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
545   minlambda = steptol/rellength;
546   ierr      = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
547 #if defined(PETSC_USE_COMPLEX)
548   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
549   initslope = PetscRealPart(cinitslope);
550 #else
551   ierr      = VecDot(f,w,&initslope);CHKERRQ(ierr);
552 #endif
553   if (initslope > 0.0)  initslope = -initslope;
554   if (initslope == 0.0) initslope = -1.0;
555 
556   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
557   if (snes->nfuncs >= snes->max_funcs) {
558     ierr  = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
559     *flag = PETSC_FALSE;
560     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
561     goto theend1;
562   }
563   ierr = SNESComputeFunction(snes,w,g);
564   if (PetscExceptionValue(ierr)) {
565     PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
566   }
567   CHKERRQ(ierr);
568   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
569   if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
570   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */
571     ierr = PetscInfo(snes,"Using full step\n");CHKERRQ(ierr);
572     goto theend1;
573   }
574 
575   /* Fit points with quadratic */
576   lambda     = 1.0;
577   lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
578   lambdaprev = lambda;
579   gnormprev  = *gnorm;
580   if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
581   if (lambdatemp <= .1*lambda) lambda = .1*lambda;
582   else                         lambda = lambdatemp;
583 
584 #if defined(PETSC_USE_COMPLEX)
585   clambda   = lambda; ierr = VecWAXPY(w,-clambda,y,x);CHKERRQ(ierr);
586 #else
587   ierr      = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
588 #endif
589   if (snes->nfuncs >= snes->max_funcs) {
590     ierr  = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr);
591     *flag = PETSC_FALSE;
592     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
593     goto theend1;
594   }
595   ierr = SNESComputeFunction(snes,w,g);
596   if (PetscExceptionValue(ierr)) {
597     PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
598   }
599   CHKERRQ(ierr);
600   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
601   if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
602   if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */
603     ierr = PetscInfo1(snes,"Quadratically determined step, lambda=%18.16e\n",lambda);CHKERRQ(ierr);
604     goto theend1;
605   }
606 
607   /* Fit points with cubic */
608   count = 1;
609   while (count < 10000) {
610     if (lambda <= minlambda) { /* bad luck; use full step */
611       ierr = PetscInfo1(snes,"Unable to find good step length! %D \n",count);CHKERRQ(ierr);
612       ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
613       *flag = PETSC_FALSE;
614       break;
615     }
616     t1 = .5*((*gnorm)*(*gnorm) - fnorm*fnorm) - lambda*initslope;
617     t2 = .5*(gnormprev*gnormprev  - fnorm*fnorm) - lambdaprev*initslope;
618     a  = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
619     b  = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
620     d  = b*b - 3*a*initslope;
621     if (d < 0.0) d = 0.0;
622     if (a == 0.0) {
623       lambdatemp = -initslope/(2.0*b);
624     } else {
625       lambdatemp = (-b + sqrt(d))/(3.0*a);
626     }
627     lambdaprev = lambda;
628     gnormprev  = *gnorm;
629     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
630     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
631     else                         lambda     = lambdatemp;
632 #if defined(PETSC_USE_COMPLEX)
633     clambda   = lambda;
634     ierr      = VecWAXPY(w,-clambda,y,x);CHKERRQ(ierr);
635 #else
636     ierr      = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
637 #endif
638     if (snes->nfuncs >= snes->max_funcs) {
639       ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
640       ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
641       *flag = PETSC_FALSE;
642       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
643       break;
644     }
645     ierr = SNESComputeFunction(snes,w,g);
646     if (PetscExceptionValue(ierr)) {
647       PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
648     }
649     CHKERRQ(ierr);
650     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
651     if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
652     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* is reduction enough? */
653       ierr = PetscInfo1(snes,"Cubically determined step, lambda=%18.16e\n",lambda);CHKERRQ(ierr);
654       break;
655     } else {
656       ierr = PetscInfo1(snes,"Cubic step no good, shrinking lambda,  lambda=%18.16e\n",lambda);CHKERRQ(ierr);
657     }
658     count++;
659   }
660   if (count >= 10000) {
661     SETERRQ(PETSC_ERR_LIB, "Lambda was decreased more than 10,000 times, so something is probably wrong with the function evaluation");
662   }
663   theend1:
664   /* Optional user-defined check for line search step validity */
665   if (neP->postcheckstep && *flag) {
666     ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
667     if (changed_y) {
668       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
669     }
670     if (changed_y || changed_w) { /* recompute the function if the step has changed */
671       ierr = SNESComputeFunction(snes,w,g);
672       if (PetscExceptionValue(ierr)) {
673         PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
674       }
675       CHKERRQ(ierr);
676       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
677       if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
678       ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr);
679       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
680       ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr);
681     }
682   }
683   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
684   PetscFunctionReturn(0);
685 }
686 /* -------------------------------------------------------------------------- */
687 #undef __FUNCT__
688 #define __FUNCT__ "SNESLineSearchQuadratic"
689 /*@C
690    SNESLineSearchQuadratic - Performs a quadratic line search.
691 
692    Collective on SNES and Vec
693 
694    Input Parameters:
695 +  snes - the SNES context
696 .  lsctx - optional context for line search (not used here)
697 .  x - current iterate
698 .  f - residual evaluated at x
699 .  y - search direction
700 .  w - work vector
701 -  fnorm - 2-norm of f
702 
703    Output Parameters:
704 +  g - residual evaluated at new iterate w
705 .  w - new iterate (x + alpha*y)
706 .  gnorm - 2-norm of g
707 .  ynorm - 2-norm of search length
708 -  flag - PETSC_TRUE if line search succeeds; PETSC_FALSE on failure.
709 
710    Options Database Keys:
711 +  -snes_ls quadratic - Activates SNESLineSearchQuadratic()
712 .   -snes_ls_alpha <alpha> - Sets alpha
713 .   -snes_ls_maxstep <max> - Sets maxstep
714 -   -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code
715                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
716                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
717    Notes:
718    Use SNESLineSearchSet() to set this routine within the SNESLS method.
719 
720    Level: advanced
721 
722 .keywords: SNES, nonlinear, quadratic, line search
723 
724 .seealso: SNESLineSearchCubic(), SNESLineSearchNo(), SNESLineSearchSet(), SNESLineSearchNoNorms()
725 @*/
726 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchQuadratic(SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
727 {
728   /*
729      Note that for line search purposes we work with with the related
730      minimization problem:
731         min  z(x):  R^n -> R,
732      where z(x) = .5 * fnorm*fnorm,and fnorm = || f ||_2.
733    */
734   PetscReal      steptol,initslope,maxstep,minlambda,alpha,lambda,lambdatemp,rellength;
735 #if defined(PETSC_USE_COMPLEX)
736   PetscScalar    cinitslope,clambda;
737 #endif
738   PetscErrorCode ierr;
739   PetscInt       count;
740   SNES_LS        *neP = (SNES_LS*)snes->data;
741   PetscScalar    scale;
742   PetscTruth     changed_w = PETSC_FALSE,changed_y = PETSC_FALSE;
743 
744   PetscFunctionBegin;
745   ierr    = PetscLogEventBegin(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
746   *flag   = PETSC_TRUE;
747   alpha   = neP->alpha;
748   maxstep = neP->maxstep;
749   steptol = neP->steptol;
750 
751   ierr = VecNorm(y,NORM_2,ynorm);CHKERRQ(ierr);
752   if (*ynorm == 0.0) {
753     ierr   = PetscInfo(snes,"Search direction and size is 0\n");CHKERRQ(ierr);
754     *gnorm = fnorm;
755     ierr   = VecCopy(x,w);CHKERRQ(ierr);
756     ierr   = VecCopy(f,g);CHKERRQ(ierr);
757     *flag  = PETSC_FALSE;
758     goto theend2;
759   }
760   if (*ynorm > maxstep) {	/* Step too big, so scale back */
761     scale  = maxstep/(*ynorm);
762     ierr   = VecScale(y,scale);CHKERRQ(ierr);
763     *ynorm = maxstep;
764   }
765   ierr      = VecMaxPointwiseDivide(y,x,&rellength);CHKERRQ(ierr);
766   minlambda = steptol/rellength;
767   ierr = MatMult(snes->jacobian,y,w);CHKERRQ(ierr);
768 #if defined(PETSC_USE_COMPLEX)
769   ierr      = VecDot(f,w,&cinitslope);CHKERRQ(ierr);
770   initslope = PetscRealPart(cinitslope);
771 #else
772   ierr = VecDot(f,w,&initslope);CHKERRQ(ierr);
773 #endif
774   if (initslope > 0.0)  initslope = -initslope;
775   if (initslope == 0.0) initslope = -1.0;
776 
777   ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
778   if (snes->nfuncs >= snes->max_funcs) {
779     ierr  = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
780     *flag = PETSC_FALSE;
781     snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
782     goto theend2;
783   }
784   ierr = SNESComputeFunction(snes,w,g);
785   if (PetscExceptionValue(ierr)) {
786     PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
787   }
788   CHKERRQ(ierr);
789   ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
790   if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
791   if (.5*(*gnorm)*(*gnorm) <= .5*fnorm*fnorm + alpha*initslope) { /* Sufficient reduction */
792     ierr = PetscInfo(snes,"Using full step\n");CHKERRQ(ierr);
793     goto theend2;
794   }
795 
796   /* Fit points with quadratic */
797   lambda = 1.0;
798   count = 1;
799   while (PETSC_TRUE) {
800     if (lambda <= minlambda) { /* bad luck; use full step */
801       ierr = PetscInfo1(snes,"Unable to find good step length! %D \n",count);CHKERRQ(ierr);
802       ierr = PetscInfo5(snes,"fnorm=%G, gnorm=%G, ynorm=%G, lambda=%G, initial slope=%G\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
803       ierr = VecCopy(x,w);CHKERRQ(ierr);
804       *flag = PETSC_FALSE;
805       break;
806     }
807     lambdatemp = -initslope/((*gnorm)*(*gnorm) - fnorm*fnorm - 2.0*initslope);
808     if (lambdatemp > .5*lambda)  lambdatemp = .5*lambda;
809     if (lambdatemp <= .1*lambda) lambda     = .1*lambda;
810     else                         lambda     = lambdatemp;
811 
812 #if defined(PETSC_USE_COMPLEX)
813     clambda   = lambda; ierr = VecWAXPY(w,-clambda,y,x);CHKERRQ(ierr);
814 #else
815     ierr      = VecWAXPY(w,-lambda,y,x);CHKERRQ(ierr);
816 #endif
817     if (snes->nfuncs >= snes->max_funcs) {
818       ierr  = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
819       ierr  = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",fnorm,*gnorm,*ynorm,lambda,initslope);CHKERRQ(ierr);
820       *flag = PETSC_FALSE;
821       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
822       break;
823     }
824     ierr = SNESComputeFunction(snes,w,g);
825     if (PetscExceptionValue(ierr)) {
826       PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
827     }
828     CHKERRQ(ierr);
829     ierr = VecNorm(g,NORM_2,gnorm);CHKERRQ(ierr);
830     if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
831     if (.5*(*gnorm)*(*gnorm) < .5*fnorm*fnorm + lambda*alpha*initslope) { /* sufficient reduction */
832       ierr = PetscInfo1(snes,"Quadratically determined step, lambda=%G\n",lambda);CHKERRQ(ierr);
833       break;
834     }
835     count++;
836   }
837   theend2:
838   /* Optional user-defined check for line search step validity */
839   if (neP->postcheckstep) {
840     ierr = (*neP->postcheckstep)(snes,x,y,w,neP->postcheck,&changed_y,&changed_w);CHKERRQ(ierr);
841     if (changed_y) {
842       ierr = VecWAXPY(w,-1.0,y,x);CHKERRQ(ierr);
843     }
844     if (changed_y || changed_w) { /* recompute the function if the step has changed */
845       ierr = SNESComputeFunction(snes,w,g);
846       if (PetscExceptionValue(ierr)) {
847         PetscErrorCode pierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(pierr);
848       }
849       CHKERRQ(ierr);
850       ierr = VecNormBegin(g,NORM_2,gnorm);CHKERRQ(ierr);
851       ierr = VecNormBegin(w,NORM_2,ynorm);CHKERRQ(ierr);
852       ierr = VecNormEnd(g,NORM_2,gnorm);CHKERRQ(ierr);
853       ierr = VecNormEnd(w,NORM_2,ynorm);CHKERRQ(ierr);
854       if (*gnorm != *gnorm) SETERRQ(PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
855     }
856   }
857   ierr = PetscLogEventEnd(SNES_LineSearch,snes,x,f,g);CHKERRQ(ierr);
858   PetscFunctionReturn(0);
859 }
860 
861 /* -------------------------------------------------------------------------- */
862 #undef __FUNCT__
863 #define __FUNCT__ "SNESLineSearchSet"
864 /*@C
865    SNESLineSearchSet - Sets the line search routine to be used
866    by the method SNESLS.
867 
868    Input Parameters:
869 +  snes - nonlinear context obtained from SNESCreate()
870 .  lsctx - optional user-defined context for use by line search
871 -  func - pointer to int function
872 
873    Collective on SNES
874 
875    Available Routines:
876 +  SNESLineSearchCubic() - default line search
877 .  SNESLineSearchQuadratic() - quadratic line search
878 .  SNESLineSearchNo() - the full Newton step (actually not a line search)
879 -  SNESLineSearchNoNorms() - the full Newton step (calculating no norms; faster in parallel)
880 
881     Options Database Keys:
882 +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
883 .   -snes_ls_alpha <alpha> - Sets alpha
884 .   -snes_ls_maxstep <max> - Sets maxstep
885 -   -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code
886                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
887                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
888 
889    Calling sequence of func:
890 .vb
891    func (SNES snes,void *lsctx,Vec x,Vec f,Vec g,Vec y,Vec w,
892          PetscReal fnorm,PetscReal *ynorm,PetscReal *gnorm,PetscTruth *flag)
893 .ve
894 
895     Input parameters for func:
896 +   snes - nonlinear context
897 .   lsctx - optional user-defined context for line search
898 .   x - current iterate
899 .   f - residual evaluated at x
900 .   y - search direction
901 .   w - work vector
902 -   fnorm - 2-norm of f
903 
904     Output parameters for func:
905 +   g - residual evaluated at new iterate y
906 .   w - new iterate
907 .   gnorm - 2-norm of g
908 .   ynorm - 2-norm of search length
909 -   flag - set to PETSC_TRUE if the line search succeeds; PETSC_FALSE on failure.
910 
911     Level: advanced
912 
913 .keywords: SNES, nonlinear, set, line search, routine
914 
915 .seealso: SNESLineSearchCubic(), SNESLineSearchQuadratic(), SNESLineSearchNo(), SNESLineSearchNoNorms(),
916           SNESLineSearchSetPostCheck(), SNESLineSearchSetParams(), SNESLineSearchGetParams(), SNESLineSearchSetPreCheck()
917 @*/
918 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet(SNES snes,PetscErrorCode (*func)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void *lsctx)
919 {
920   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*);
921 
922   PetscFunctionBegin;
923   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSet_C",(void (**)(void))&f);CHKERRQ(ierr);
924   if (f) {
925     ierr = (*f)(snes,func,lsctx);CHKERRQ(ierr);
926   }
927   PetscFunctionReturn(0);
928 }
929 
930 typedef PetscErrorCode (*FCN2)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*); /* force argument to next function to not be extern C*/
931 /* -------------------------------------------------------------------------- */
932 EXTERN_C_BEGIN
933 #undef __FUNCT__
934 #define __FUNCT__ "SNESLineSearchSet_LS"
935 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSet_LS(SNES snes,FCN2 func,void *lsctx)
936 {
937   PetscFunctionBegin;
938   ((SNES_LS *)(snes->data))->LineSearch = func;
939   ((SNES_LS *)(snes->data))->lsP        = lsctx;
940   PetscFunctionReturn(0);
941 }
942 EXTERN_C_END
943 /* -------------------------------------------------------------------------- */
944 #undef __FUNCT__
945 #define __FUNCT__ "SNESLineSearchSetPostCheck"
946 /*@C
947    SNESLineSearchSetPostCheck - Sets a routine to check the validity of new iterate computed
948    by the line search routine in the Newton-based method SNESLS.
949 
950    Input Parameters:
951 +  snes - nonlinear context obtained from SNESCreate()
952 .  func - pointer to function
953 -  checkctx - optional user-defined context for use by step checking routine
954 
955    Collective on SNES
956 
957    Calling sequence of func:
958 .vb
959    int func (SNES snes, Vec x,Vec y,Vec w,void *checkctx, PetscTruth *changed_y,PetscTruth *changed_w)
960 .ve
961    where func returns an error code of 0 on success and a nonzero
962    on failure.
963 
964    Input parameters for func:
965 +  snes - nonlinear context
966 .  checkctx - optional user-defined context for use by step checking routine
967 .  x - previous iterate
968 .  y - new search direction and length
969 -  w - current candidate iterate
970 
971    Output parameters for func:
972 +  y - search direction (possibly changed)
973 .  w - current iterate (possibly modified)
974 .  changed_y - indicates search direction was changed by this routine
975 -  changed_w - indicates current iterate was changed by this routine
976 
977    Level: advanced
978 
979    Notes: All line searches accept the new iterate computed by the line search checking routine.
980 
981    Only one of changed_y and changed_w can  be PETSC_TRUE
982 
983    On input w = x + y
984 
985    SNESLineSearchNo() and SNESLineSearchNoNorms() (1) compute a candidate iterate u_{i+1}, (2) pass control
986    to the checking routine, and then (3) compute the corresponding nonlinear
987    function f(u_{i+1}) with the (possibly altered) iterate u_{i+1}.
988 
989    SNESLineSearchQuadratic() and SNESLineSearchCubic() (1) compute a candidate iterate u_{i+1} as well as a
990    candidate nonlinear function f(u_{i+1}), (2) pass control to the checking
991    routine, and then (3) force a re-evaluation of f(u_{i+1}) if any changes
992    were made to the candidate iterate in the checking routine (as indicated
993    by flag=PETSC_TRUE).  The overhead of this extra function re-evaluation can be
994    very costly, so use this feature with caution!
995 
996 .keywords: SNES, nonlinear, set, line search check, step check, routine
997 
998 .seealso: SNESLineSearchSet(), SNESLineSearchSetPreCheck()
999 @*/
1000 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void *checkctx)
1001 {
1002   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void*);
1003 
1004   PetscFunctionBegin;
1005   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPostCheck_C",(void (**)(void))&f);CHKERRQ(ierr);
1006   if (f) {
1007     ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr);
1008   }
1009   PetscFunctionReturn(0);
1010 }
1011 #undef __FUNCT__
1012 #define __FUNCT__ "SNESLineSearchSetPreCheck"
1013 /*@C
1014    SNESLineSearchSetPreCheck - Sets a routine to check the validity of a new direction given by the linear solve
1015          before the line search is called.
1016 
1017    Input Parameters:
1018 +  snes - nonlinear context obtained from SNESCreate()
1019 .  func - pointer to function
1020 -  checkctx - optional user-defined context for use by step checking routine
1021 
1022    Collective on SNES
1023 
1024    Calling sequence of func:
1025 .vb
1026    int func (SNES snes, Vec x,Vec y,void *checkctx, PetscTruth *changed_y)
1027 .ve
1028    where func returns an error code of 0 on success and a nonzero
1029    on failure.
1030 
1031    Input parameters for func:
1032 +  snes - nonlinear context
1033 .  checkctx - optional user-defined context for use by step checking routine
1034 .  x - previous iterate
1035 -  y - new search direction and length
1036 
1037    Output parameters for func:
1038 +  y - search direction (possibly changed)
1039 -  changed_y - indicates search direction was changed by this routine
1040 
1041    Level: advanced
1042 
1043    Notes: All line searches accept the new iterate computed by the line search checking routine.
1044 
1045 .keywords: SNES, nonlinear, set, line search check, step check, routine
1046 
1047 .seealso: SNESLineSearchSet(), SNESLineSearchSetPostCheck(), SNESSetUpdate()
1048 @*/
1049 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck(SNES snes,PetscErrorCode (*func)(SNES,Vec,Vec,void*,PetscTruth*),void *checkctx)
1050 {
1051   PetscErrorCode ierr,(*f)(SNES,PetscErrorCode (*)(SNES,Vec,Vec,void*,PetscTruth*),void*);
1052 
1053   PetscFunctionBegin;
1054   ierr = PetscObjectQueryFunction((PetscObject)snes,"SNESLineSearchSetPreCheck_C",(void (**)(void))&f);CHKERRQ(ierr);
1055   if (f) {
1056     ierr = (*f)(snes,func,checkctx);CHKERRQ(ierr);
1057   }
1058   PetscFunctionReturn(0);
1059 }
1060 
1061 /* -------------------------------------------------------------------------- */
1062 typedef PetscErrorCode (*FCN1)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*); /* force argument to next function to not be extern C*/
1063 typedef PetscErrorCode (*FCN3)(SNES,Vec,Vec,void*,PetscTruth*);                 /* force argument to next function to not be extern C*/
1064 EXTERN_C_BEGIN
1065 #undef __FUNCT__
1066 #define __FUNCT__ "SNESLineSearchSetPostCheck_LS"
1067 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPostCheck_LS(SNES snes,FCN1 func,void *checkctx)
1068 {
1069   PetscFunctionBegin;
1070   ((SNES_LS *)(snes->data))->postcheckstep = func;
1071   ((SNES_LS *)(snes->data))->postcheck     = checkctx;
1072   PetscFunctionReturn(0);
1073 }
1074 EXTERN_C_END
1075 
1076 EXTERN_C_BEGIN
1077 #undef __FUNCT__
1078 #define __FUNCT__ "SNESLineSearchSetPreCheck_LS"
1079 PetscErrorCode PETSCSNES_DLLEXPORT SNESLineSearchSetPreCheck_LS(SNES snes,FCN3 func,void *checkctx)
1080 {
1081   PetscFunctionBegin;
1082   ((SNES_LS *)(snes->data))->precheckstep = func;
1083   ((SNES_LS *)(snes->data))->precheck     = checkctx;
1084   PetscFunctionReturn(0);
1085 }
1086 EXTERN_C_END
1087 
1088 /*
1089    SNESView_LS - Prints info from the SNESLS data structure.
1090 
1091    Input Parameters:
1092 .  SNES - the SNES context
1093 .  viewer - visualization context
1094 
1095    Application Interface Routine: SNESView()
1096 */
1097 #undef __FUNCT__
1098 #define __FUNCT__ "SNESView_LS"
1099 static PetscErrorCode SNESView_LS(SNES snes,PetscViewer viewer)
1100 {
1101   SNES_LS        *ls = (SNES_LS *)snes->data;
1102   const char     *cstr;
1103   PetscErrorCode ierr;
1104   PetscTruth     iascii;
1105 
1106   PetscFunctionBegin;
1107   ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr);
1108   if (iascii) {
1109     if (ls->LineSearch == SNESLineSearchNo)             cstr = "SNESLineSearchNo";
1110     else if (ls->LineSearch == SNESLineSearchQuadratic) cstr = "SNESLineSearchQuadratic";
1111     else if (ls->LineSearch == SNESLineSearchCubic)     cstr = "SNESLineSearchCubic";
1112     else                                                cstr = "unknown";
1113     ierr = PetscViewerASCIIPrintf(viewer,"  line search variant: %s\n",cstr);CHKERRQ(ierr);
1114     ierr = PetscViewerASCIIPrintf(viewer,"  alpha=%G, maxstep=%G, steptol=%G\n",ls->alpha,ls->maxstep,ls->steptol);CHKERRQ(ierr);
1115   } else {
1116     SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for SNES EQ LS",((PetscObject)viewer)->type_name);
1117   }
1118   PetscFunctionReturn(0);
1119 }
1120 /* -------------------------------------------------------------------------- */
1121 /*
1122    SNESSetFromOptions_LS - Sets various parameters for the SNESLS method.
1123 
1124    Input Parameter:
1125 .  snes - the SNES context
1126 
1127    Application Interface Routine: SNESSetFromOptions()
1128 */
1129 #undef __FUNCT__
1130 #define __FUNCT__ "SNESSetFromOptions_LS"
1131 static PetscErrorCode SNESSetFromOptions_LS(SNES snes)
1132 {
1133   SNES_LS        *ls = (SNES_LS *)snes->data;
1134   const char     *lses[] = {"basic","basicnonorms","quadratic","cubic"};
1135   PetscErrorCode ierr;
1136   PetscInt       indx;
1137   PetscTruth     flg;
1138 
1139   PetscFunctionBegin;
1140   ierr = PetscOptionsHead("SNES Line search options");CHKERRQ(ierr);
1141     ierr = PetscOptionsReal("-snes_ls_alpha","Function norm must decrease by","None",ls->alpha,&ls->alpha,0);CHKERRQ(ierr);
1142     ierr = PetscOptionsReal("-snes_ls_maxstep","Step must be less than","None",ls->maxstep,&ls->maxstep,0);CHKERRQ(ierr);
1143     ierr = PetscOptionsReal("-snes_ls_steptol","Step must be greater than","None",ls->steptol,&ls->steptol,0);CHKERRQ(ierr);
1144 
1145     ierr = PetscOptionsEList("-snes_ls","Line search used","SNESLineSearchSet",lses,4,"cubic",&indx,&flg);CHKERRQ(ierr);
1146     if (flg) {
1147       switch (indx) {
1148       case 0:
1149         ierr = SNESLineSearchSet(snes,SNESLineSearchNo,PETSC_NULL);CHKERRQ(ierr);
1150         break;
1151       case 1:
1152         ierr = SNESLineSearchSet(snes,SNESLineSearchNoNorms,PETSC_NULL);CHKERRQ(ierr);
1153         break;
1154       case 2:
1155         ierr = SNESLineSearchSet(snes,SNESLineSearchQuadratic,PETSC_NULL);CHKERRQ(ierr);
1156         break;
1157       case 3:
1158         ierr = SNESLineSearchSet(snes,SNESLineSearchCubic,PETSC_NULL);CHKERRQ(ierr);
1159         break;
1160       }
1161     }
1162   ierr = PetscOptionsTail();CHKERRQ(ierr);
1163   PetscFunctionReturn(0);
1164 }
1165 /* -------------------------------------------------------------------------- */
1166 #undef __FUNCT__
1167 #define __FUNCT__ "SNESConverged_LS"
1168 /*@C
1169    SNESConverged_LS - Monitors the convergence of the line search
1170    method SNESLS for solving systems of nonlinear equations (default).
1171 
1172    Collective on SNES
1173 
1174    Input Parameters:
1175 +  snes - the SNES context
1176 .  it - the iteration (0 indicates before any Newton steps)
1177 .  xnorm - 2-norm of current iterate
1178 .  pnorm - 2-norm of current step
1179 .  fnorm - 2-norm of function at current iterate
1180 -  dummy - unused context
1181 
1182    Output Parameter:
1183 .   reason  - one of
1184 $  SNES_CONVERGED_FNORM_ABS       - (fnorm < abstol),
1185 $  SNES_CONVERGED_PNORM_RELATIVE  - (pnorm < xtol*xnorm),
1186 $  SNES_CONVERGED_FNORM_RELATIVE  - (fnorm < rtol*fnorm0),
1187 $  SNES_DIVERGED_FUNCTION_COUNT   - (nfct > maxf),
1188 $  SNES_DIVERGED_FNORM_NAN        - (fnorm == NaN),
1189 $  SNES_CONVERGED_ITERATING       - (otherwise),
1190 
1191    where
1192 +    maxf - maximum number of function evaluations,
1193             set with SNESSetTolerances()
1194 .    nfct - number of function evaluations,
1195 .    abstol - absolute function norm tolerance,
1196             set with SNESSetTolerances()
1197 -    rtol - relative function norm tolerance, set with SNESSetTolerances()
1198 
1199    Level: intermediate
1200 
1201 .keywords: SNES, nonlinear, default, converged, convergence
1202 
1203 .seealso: SNESSetConvergenceTest()
1204 @*/
1205 PetscErrorCode PETSCSNES_DLLEXPORT SNESConverged_LS(SNES snes,PetscInt it,PetscReal xnorm,PetscReal pnorm,PetscReal fnorm,SNESConvergedReason *reason,void *dummy)
1206 {
1207   PetscErrorCode ierr;
1208   PetscFunctionBegin;
1209   PetscValidHeaderSpecific(snes,SNES_COOKIE,1);
1210   PetscValidType(snes,1);
1211   PetscValidPointer(reason,6);
1212   ierr = SNESDefaultConverged(snes,it,xnorm,pnorm,fnorm,reason,dummy);CHKERRQ(ierr);
1213   PetscFunctionReturn(0);
1214 }
1215 /* -------------------------------------------------------------------------- */
1216 /*MC
1217       SNESLS - Newton based nonlinear solver that uses a line search
1218 
1219    Options Database:
1220 +   -snes_ls [cubic,quadratic,basic,basicnonorms] - Selects line search
1221 .   -snes_ls_alpha <alpha> - Sets alpha
1222 .   -snes_ls_maxstep <max> - Sets maxstep
1223 -   -snes_ls_steptol <steptol> - Sets steptol, this is the minimum step size that the line search code
1224                    will accept; min p[i]/x[i] < steptol. The -snes_stol <stol> is the minimum step length
1225                    the default convergence test will use and is based on 2-norm(p) < stol*2-norm(x)
1226 
1227     Notes: This is the default nonlinear solver in SNES
1228 
1229    Level: beginner
1230 
1231 .seealso:  SNESCreate(), SNES, SNESSetType(), SNESTR, SNESLineSearchSet(),
1232            SNESLineSearchSetPostCheck(), SNESLineSearchNo(), SNESLineSearchCubic(), SNESLineSearchQuadratic(),
1233           SNESLineSearchSet(), SNESLineSearchNoNorms(), SNESLineSearchSetPreCheck()
1234 
1235 M*/
1236 EXTERN_C_BEGIN
1237 #undef __FUNCT__
1238 #define __FUNCT__ "SNESCreate_LS"
1239 PetscErrorCode PETSCSNES_DLLEXPORT SNESCreate_LS(SNES snes)
1240 {
1241   PetscErrorCode ierr;
1242   SNES_LS        *neP;
1243 
1244   PetscFunctionBegin;
1245   snes->ops->setup	     = SNESSetUp_LS;
1246   snes->ops->solve	     = SNESSolve_LS;
1247   snes->ops->destroy	     = SNESDestroy_LS;
1248   snes->ops->converged	     = SNESConverged_LS;
1249   snes->ops->setfromoptions  = SNESSetFromOptions_LS;
1250   snes->ops->view            = SNESView_LS;
1251   snes->nwork                = 0;
1252 
1253   ierr                  = PetscNewLog(snes,SNES_LS,&neP);CHKERRQ(ierr);
1254   snes->data    	= (void*)neP;
1255   neP->alpha		= 1.e-4;
1256   neP->maxstep		= 1.e8;
1257   neP->steptol		= 1.e-12;
1258   neP->LineSearch       = SNESLineSearchCubic;
1259   neP->lsP              = PETSC_NULL;
1260   neP->postcheckstep    = PETSC_NULL;
1261   neP->postcheck        = PETSC_NULL;
1262   neP->precheckstep     = PETSC_NULL;
1263   neP->precheck         = PETSC_NULL;
1264 
1265   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSet_C",
1266 					   "SNESLineSearchSet_LS",
1267 					   SNESLineSearchSet_LS);CHKERRQ(ierr);
1268   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPostCheck_C",
1269 					   "SNESLineSearchSetPostCheck_LS",
1270 					   SNESLineSearchSetPostCheck_LS);CHKERRQ(ierr);
1271   ierr = PetscObjectComposeFunctionDynamic((PetscObject)snes,"SNESLineSearchSetPreCheck_C",
1272 					   "SNESLineSearchSetPreCheck_LS",
1273 					   SNESLineSearchSetPreCheck_LS);CHKERRQ(ierr);
1274 
1275   PetscFunctionReturn(0);
1276 }
1277 EXTERN_C_END
1278 
1279 
1280 
1281