1 #include <../src/snes/impls/ncg/snesncgimpl.h> /*I "petscsnes.h" I*/ 2 const char *const SNESNCGTypes[] = {"FR", "PRP", "HS", "DY", "CD", "SNESNCGType", "SNES_NCG_", NULL}; 3 4 static PetscErrorCode SNESReset_NCG(SNES snes) 5 { 6 PetscFunctionBegin; 7 PetscFunctionReturn(PETSC_SUCCESS); 8 } 9 10 static PetscErrorCode SNESDestroy_NCG(SNES snes) 11 { 12 PetscFunctionBegin; 13 PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNCGSetType_C", NULL)); 14 PetscCall(PetscFree(snes->data)); 15 PetscFunctionReturn(PETSC_SUCCESS); 16 } 17 18 static PetscErrorCode SNESSetUp_NCG(SNES snes) 19 { 20 PetscFunctionBegin; 21 PetscCall(SNESSetWorkVecs(snes, 2)); 22 PetscCheck(snes->npcside != PC_RIGHT, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONGSTATE, "SNESNCG only supports left preconditioning"); 23 if (snes->functype == SNES_FUNCTION_DEFAULT) snes->functype = SNES_FUNCTION_UNPRECONDITIONED; 24 PetscFunctionReturn(PETSC_SUCCESS); 25 } 26 27 static PetscErrorCode SNESLineSearchApply_NCGLinear(SNESLineSearch linesearch) 28 { 29 PetscScalar alpha, ptAp; 30 Vec X, Y, F, W; 31 SNES snes; 32 PetscReal *fnorm, *xnorm, *ynorm; 33 34 PetscFunctionBegin; 35 PetscCall(SNESLineSearchGetSNES(linesearch, &snes)); 36 X = linesearch->vec_sol; 37 W = linesearch->vec_sol_new; 38 F = linesearch->vec_func; 39 Y = linesearch->vec_update; 40 fnorm = &linesearch->fnorm; 41 xnorm = &linesearch->xnorm; 42 ynorm = &linesearch->ynorm; 43 44 if (!snes->jacobian) PetscCall(SNESSetUpMatrices(snes)); 45 46 /* 47 The exact step size for unpreconditioned linear CG is just: 48 alpha = (r, r) / (p, Ap) = (f, f) / (y, Jy) 49 */ 50 PetscCall(SNESComputeJacobian(snes, X, snes->jacobian, snes->jacobian_pre)); 51 PetscCall(VecDot(F, F, &alpha)); 52 PetscCall(MatMult(snes->jacobian, Y, W)); 53 PetscCall(VecDot(Y, W, &ptAp)); 54 alpha = alpha / ptAp; 55 PetscCall(VecAXPY(X, -alpha, Y)); 56 PetscCall(SNESComputeFunction(snes, X, F)); 57 58 PetscCall(VecNorm(F, NORM_2, fnorm)); 59 PetscCall(VecNorm(X, NORM_2, xnorm)); 60 PetscCall(VecNorm(Y, NORM_2, ynorm)); 61 PetscFunctionReturn(PETSC_SUCCESS); 62 } 63 64 /*MC 65 SNESLINESEARCHNCGLINEAR - Special line search only for the nonlinear CG solver `SNESNCG` 66 67 This line search uses the length "as if" the problem is linear (that is what is computed by the linear CG method) using the Jacobian of the function. 68 alpha = (r, r) / (p, Ap) = (f, f) / (y, Jy) where r (f) is the current residual (function value), p (y) is the current search direction. 69 70 Level: advanced 71 72 Notes: 73 This requires a Jacobian-vector product but does not require the solution of a linear system with the Jacobian 74 75 This is a "odd-ball" line search, we don't know if it is in the literature or used in practice by anyone. 76 77 .seealso: [](ch_snes), `SNES`, `SNESNCG` `SNESLineSearchCreate()`, `SNESLineSearchSetType()` 78 M*/ 79 80 PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_NCGLinear(SNESLineSearch linesearch) 81 { 82 PetscFunctionBegin; 83 linesearch->ops->apply = SNESLineSearchApply_NCGLinear; 84 linesearch->ops->destroy = NULL; 85 linesearch->ops->setfromoptions = NULL; 86 linesearch->ops->reset = NULL; 87 linesearch->ops->view = NULL; 88 linesearch->ops->setup = NULL; 89 PetscFunctionReturn(PETSC_SUCCESS); 90 } 91 92 static PetscErrorCode SNESSetFromOptions_NCG(SNES snes, PetscOptionItems *PetscOptionsObject) 93 { 94 SNES_NCG *ncg = (SNES_NCG *)snes->data; 95 PetscBool debug = PETSC_FALSE; 96 SNESNCGType ncgtype = ncg->type; 97 SNESLineSearch linesearch; 98 99 PetscFunctionBegin; 100 PetscOptionsHeadBegin(PetscOptionsObject, "SNES NCG options"); 101 PetscCall(PetscOptionsBool("-snes_ncg_monitor", "Monitor the beta values used in the NCG iterations", "SNES", ncg->monitor ? PETSC_TRUE : PETSC_FALSE, &debug, NULL)); 102 if (debug) ncg->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes)); 103 PetscCall(PetscOptionsEnum("-snes_ncg_type", "NCG Beta type used", "SNESNCGSetType", SNESNCGTypes, (PetscEnum)ncg->type, (PetscEnum *)&ncgtype, NULL)); 104 PetscCall(SNESNCGSetType(snes, ncgtype)); 105 PetscOptionsHeadEnd(); 106 if (!snes->linesearch) { 107 PetscCall(SNESGetLineSearch(snes, &linesearch)); 108 if (!((PetscObject)linesearch)->type_name) { 109 if (!snes->npc) { 110 PetscCall(SNESLineSearchSetType(linesearch, SNESLINESEARCHCP)); 111 } else { 112 PetscCall(SNESLineSearchSetType(linesearch, SNESLINESEARCHL2)); 113 } 114 } 115 } 116 PetscFunctionReturn(PETSC_SUCCESS); 117 } 118 119 static PetscErrorCode SNESView_NCG(SNES snes, PetscViewer viewer) 120 { 121 SNES_NCG *ncg = (SNES_NCG *)snes->data; 122 PetscBool iascii; 123 124 PetscFunctionBegin; 125 PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &iascii)); 126 if (iascii) PetscCall(PetscViewerASCIIPrintf(viewer, " type: %s\n", SNESNCGTypes[ncg->type])); 127 PetscFunctionReturn(PETSC_SUCCESS); 128 } 129 130 /*@ 131 SNESNCGSetType - Sets the conjugate update type for nonlinear CG `SNESNCG`. 132 133 Logically Collective 134 135 Input Parameters: 136 + snes - the iterative context 137 - btype - update type, see `SNESNCGType` 138 139 Options Database Key: 140 . -snes_ncg_type <prp,fr,hs,dy,cd> - strategy for selecting algorithm for computing beta 141 142 Level: intermediate 143 144 Notes: 145 `SNES_NCG_PRP` is the default, and the only one that tolerates generalized search directions. 146 147 It is not clear what "generalized search directions" means, does it mean use with a nonlinear preconditioner, 148 that is using -npc_snes_type <type>, `SNESSetNPC()`, or `SNESGetNPC()`? 149 150 .seealso: [](ch_snes), `SNES`, `SNESNCG`, `SNESNCGType`, `SNES_NCG_FR`, `SNES_NCG_PRP`, `SNES_NCG_HS`, `SNES_NCG_DY`, `SNES_NCG_CD` 151 @*/ 152 PetscErrorCode SNESNCGSetType(SNES snes, SNESNCGType btype) 153 { 154 PetscFunctionBegin; 155 PetscValidHeaderSpecific(snes, SNES_CLASSID, 1); 156 PetscTryMethod(snes, "SNESNCGSetType_C", (SNES, SNESNCGType), (snes, btype)); 157 PetscFunctionReturn(PETSC_SUCCESS); 158 } 159 160 static PetscErrorCode SNESNCGSetType_NCG(SNES snes, SNESNCGType btype) 161 { 162 SNES_NCG *ncg = (SNES_NCG *)snes->data; 163 164 PetscFunctionBegin; 165 ncg->type = btype; 166 PetscFunctionReturn(PETSC_SUCCESS); 167 } 168 169 /* 170 SNESSolve_NCG - Solves a nonlinear system with the Nonlinear Conjugate Gradient method. 171 172 Input Parameter: 173 . snes - the `SNES` context 174 175 Output Parameter: 176 . outits - number of iterations until termination 177 178 Application Interface Routine: SNESSolve() 179 */ 180 static PetscErrorCode SNESSolve_NCG(SNES snes) 181 { 182 SNES_NCG *ncg = (SNES_NCG *)snes->data; 183 Vec X, dX, lX, F, dXold; 184 PetscReal fnorm, ynorm, xnorm, beta = 0.0; 185 PetscScalar dXdotdX, dXolddotdXold, dXdotdXold, lXdotdX, lXdotdXold; 186 PetscInt maxits, i; 187 SNESLineSearchReason lsresult = SNES_LINESEARCH_SUCCEEDED; 188 SNESLineSearch linesearch; 189 SNESConvergedReason reason; 190 191 PetscFunctionBegin; 192 PetscCheck(!snes->xl && !snes->xu && !snes->ops->computevariablebounds, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name); 193 194 PetscCall(PetscCitationsRegister(SNESCitation, &SNEScite)); 195 snes->reason = SNES_CONVERGED_ITERATING; 196 197 maxits = snes->max_its; /* maximum number of iterations */ 198 X = snes->vec_sol; /* X^n */ 199 dXold = snes->work[0]; /* The previous iterate of X */ 200 dX = snes->work[1]; /* the preconditioned direction */ 201 lX = snes->vec_sol_update; /* the conjugate direction */ 202 F = snes->vec_func; /* residual vector */ 203 204 PetscCall(SNESGetLineSearch(snes, &linesearch)); 205 206 PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 207 snes->iter = 0; 208 snes->norm = 0.; 209 PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 210 211 /* compute the initial function and preconditioned update dX */ 212 213 if (snes->npc && snes->functype == SNES_FUNCTION_PRECONDITIONED) { 214 PetscCall(SNESApplyNPC(snes, X, NULL, dX)); 215 PetscCall(SNESGetConvergedReason(snes->npc, &reason)); 216 if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 217 snes->reason = SNES_DIVERGED_INNER; 218 PetscFunctionReturn(PETSC_SUCCESS); 219 } 220 PetscCall(VecCopy(dX, F)); 221 PetscCall(VecNorm(F, NORM_2, &fnorm)); 222 } else { 223 if (!snes->vec_func_init_set) { 224 PetscCall(SNESComputeFunction(snes, X, F)); 225 } else snes->vec_func_init_set = PETSC_FALSE; 226 227 /* convergence test */ 228 PetscCall(VecNorm(F, NORM_2, &fnorm)); 229 SNESCheckFunctionNorm(snes, fnorm); 230 PetscCall(VecCopy(F, dX)); 231 } 232 if (snes->npc) { 233 if (snes->functype == SNES_FUNCTION_UNPRECONDITIONED) { 234 PetscCall(SNESApplyNPC(snes, X, F, dX)); 235 PetscCall(SNESGetConvergedReason(snes->npc, &reason)); 236 if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 237 snes->reason = SNES_DIVERGED_INNER; 238 PetscFunctionReturn(PETSC_SUCCESS); 239 } 240 } 241 } 242 PetscCall(VecCopy(dX, lX)); 243 PetscCall(VecDot(dX, dX, &dXdotdX)); 244 245 PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 246 snes->norm = fnorm; 247 PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 248 PetscCall(SNESLogConvergenceHistory(snes, fnorm, 0)); 249 250 /* test convergence */ 251 PetscCall(SNESConverged(snes, 0, 0.0, 0.0, fnorm)); 252 PetscCall(SNESMonitor(snes, 0, fnorm)); 253 if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS); 254 255 /* Call general purpose update function */ 256 PetscTryTypeMethod(snes, update, snes->iter); 257 258 /* first update -- just use the (preconditioned) residual direction for the initial conjugate direction */ 259 260 for (i = 1; i < maxits + 1; i++) { 261 /* some update types require the old update direction or conjugate direction */ 262 if (ncg->type != SNES_NCG_FR) PetscCall(VecCopy(dX, dXold)); 263 PetscCall(SNESLineSearchApply(linesearch, X, F, &fnorm, lX)); 264 PetscCall(SNESLineSearchGetReason(linesearch, &lsresult)); 265 PetscCall(SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm)); 266 if (lsresult) { 267 if (++snes->numFailures >= snes->maxFailures) { 268 snes->reason = SNES_DIVERGED_LINE_SEARCH; 269 PetscFunctionReturn(PETSC_SUCCESS); 270 } 271 } 272 if (snes->nfuncs >= snes->max_funcs && snes->max_funcs >= 0) { 273 snes->reason = SNES_DIVERGED_FUNCTION_COUNT; 274 PetscFunctionReturn(PETSC_SUCCESS); 275 } 276 /* Monitor convergence */ 277 PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes)); 278 snes->iter = i; 279 snes->norm = fnorm; 280 snes->xnorm = xnorm; 281 snes->ynorm = ynorm; 282 PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes)); 283 PetscCall(SNESLogConvergenceHistory(snes, snes->norm, 0)); 284 285 /* Test for convergence */ 286 PetscCall(SNESConverged(snes, snes->iter, xnorm, ynorm, fnorm)); 287 PetscCall(SNESMonitor(snes, snes->iter, snes->norm)); 288 if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS); 289 290 /* Call general purpose update function */ 291 PetscTryTypeMethod(snes, update, snes->iter); 292 if (snes->npc) { 293 if (snes->functype == SNES_FUNCTION_PRECONDITIONED) { 294 PetscCall(SNESApplyNPC(snes, X, NULL, dX)); 295 PetscCall(SNESGetConvergedReason(snes->npc, &reason)); 296 if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 297 snes->reason = SNES_DIVERGED_INNER; 298 PetscFunctionReturn(PETSC_SUCCESS); 299 } 300 PetscCall(VecCopy(dX, F)); 301 } else { 302 PetscCall(SNESApplyNPC(snes, X, F, dX)); 303 PetscCall(SNESGetConvergedReason(snes->npc, &reason)); 304 if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { 305 snes->reason = SNES_DIVERGED_INNER; 306 PetscFunctionReturn(PETSC_SUCCESS); 307 } 308 } 309 } else { 310 PetscCall(VecCopy(F, dX)); 311 } 312 313 /* compute the conjugate direction lX = dX + beta*lX with beta = ((dX, dX) / (dX_old, dX_old) (Fletcher-Reeves update)*/ 314 switch (ncg->type) { 315 case SNES_NCG_FR: /* Fletcher-Reeves */ 316 dXolddotdXold = dXdotdX; 317 PetscCall(VecDot(dX, dX, &dXdotdX)); 318 beta = PetscRealPart(dXdotdX / dXolddotdXold); 319 break; 320 case SNES_NCG_PRP: /* Polak-Ribiere-Poylak */ 321 dXolddotdXold = dXdotdX; 322 PetscCall(VecDotBegin(dX, dX, &dXdotdX)); 323 PetscCall(VecDotBegin(dXold, dX, &dXdotdXold)); 324 PetscCall(VecDotEnd(dX, dX, &dXdotdX)); 325 PetscCall(VecDotEnd(dXold, dX, &dXdotdXold)); 326 beta = PetscRealPart((dXdotdX - dXdotdXold) / dXolddotdXold); 327 if (beta < 0.0) beta = 0.0; /* restart */ 328 break; 329 case SNES_NCG_HS: /* Hestenes-Stiefel */ 330 PetscCall(VecDotBegin(dX, dX, &dXdotdX)); 331 PetscCall(VecDotBegin(dX, dXold, &dXdotdXold)); 332 PetscCall(VecDotBegin(lX, dX, &lXdotdX)); 333 PetscCall(VecDotBegin(lX, dXold, &lXdotdXold)); 334 PetscCall(VecDotEnd(dX, dX, &dXdotdX)); 335 PetscCall(VecDotEnd(dX, dXold, &dXdotdXold)); 336 PetscCall(VecDotEnd(lX, dX, &lXdotdX)); 337 PetscCall(VecDotEnd(lX, dXold, &lXdotdXold)); 338 beta = PetscRealPart((dXdotdX - dXdotdXold) / (lXdotdX - lXdotdXold)); 339 break; 340 case SNES_NCG_DY: /* Dai-Yuan */ 341 PetscCall(VecDotBegin(dX, dX, &dXdotdX)); 342 PetscCall(VecDotBegin(lX, dX, &lXdotdX)); 343 PetscCall(VecDotBegin(lX, dXold, &lXdotdXold)); 344 PetscCall(VecDotEnd(dX, dX, &dXdotdX)); 345 PetscCall(VecDotEnd(lX, dX, &lXdotdX)); 346 PetscCall(VecDotEnd(lX, dXold, &lXdotdXold)); 347 beta = PetscRealPart(dXdotdX / (lXdotdXold - lXdotdX)); 348 break; 349 case SNES_NCG_CD: /* Conjugate Descent */ 350 PetscCall(VecDotBegin(dX, dX, &dXdotdX)); 351 PetscCall(VecDotBegin(lX, dXold, &lXdotdXold)); 352 PetscCall(VecDotEnd(dX, dX, &dXdotdX)); 353 PetscCall(VecDotEnd(lX, dXold, &lXdotdXold)); 354 beta = PetscRealPart(dXdotdX / lXdotdXold); 355 break; 356 } 357 if (ncg->monitor) PetscCall(PetscViewerASCIIPrintf(ncg->monitor, "beta = %e\n", (double)beta)); 358 PetscCall(VecAYPX(lX, beta, dX)); 359 } 360 PetscFunctionReturn(PETSC_SUCCESS); 361 } 362 363 /*MC 364 SNESNCG - Nonlinear Conjugate-Gradient method for the solution of nonlinear systems {cite}`bruneknepleysmithtu15`. 365 366 Level: beginner 367 368 Options Database Keys: 369 + -snes_ncg_type <fr, prp, dy, hs, cd> - Choice of conjugate-gradient update parameter, default is prp. 370 . -snes_linesearch_type <cp,l2,basic> - Line search type. 371 - -snes_ncg_monitor - Print the beta values nonlinear Conjugate-Gradient used in the iteration, . 372 373 Notes: 374 This solves the nonlinear system of equations $ F(x) = 0 $ using the nonlinear generalization of the conjugate 375 gradient method. This may be used with a nonlinear preconditioner used to pick the new search directions, but otherwise 376 chooses the initial search direction as $ F(x) $ for the initial guess $x$. 377 378 Only supports left non-linear preconditioning. 379 380 Default line search is `SNESLINESEARCHCP`, unless a nonlinear preconditioner is used with -npc_snes_type <type>, `SNESSetNPC()`, or `SNESGetNPC()` then 381 `SNESLINESEARCHL2` is used. Also supports the special purpose line search `SNESLINESEARCHNCGLINEAR` 382 383 .seealso: [](ch_snes), `SNES`, `SNESNCG`, `SNESCreate()`, `SNES`, `SNESSetType()`, `SNESNEWTONLS`, `SNESNEWTONTR`, `SNESNGMRES`, `SNESQN`, `SNESLINESEARCHNCGLINEAR`, `SNESNCGSetType()`, `SNESLineSearchSetType()` 384 M*/ 385 PETSC_EXTERN PetscErrorCode SNESCreate_NCG(SNES snes) 386 { 387 SNES_NCG *neP; 388 389 PetscFunctionBegin; 390 snes->ops->destroy = SNESDestroy_NCG; 391 snes->ops->setup = SNESSetUp_NCG; 392 snes->ops->setfromoptions = SNESSetFromOptions_NCG; 393 snes->ops->view = SNESView_NCG; 394 snes->ops->solve = SNESSolve_NCG; 395 snes->ops->reset = SNESReset_NCG; 396 397 snes->usesksp = PETSC_FALSE; 398 snes->usesnpc = PETSC_TRUE; 399 snes->npcside = PC_LEFT; 400 401 snes->alwayscomputesfinalresidual = PETSC_TRUE; 402 403 if (!snes->tolerancesset) { 404 snes->max_funcs = 30000; 405 snes->max_its = 10000; 406 snes->stol = 1e-20; 407 } 408 409 PetscCall(PetscNew(&neP)); 410 snes->data = (void *)neP; 411 neP->monitor = NULL; 412 neP->type = SNES_NCG_PRP; 413 PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNCGSetType_C", SNESNCGSetType_NCG)); 414 PetscFunctionReturn(PETSC_SUCCESS); 415 } 416