1 #define PETSCSNES_DLL 2 3 #include "src/snes/snesimpl.h" /*I "petscsnes.h" I*/ 4 5 EXTERN PetscErrorCode DiffParameterCreate_More(SNES,Vec,void**); 6 EXTERN PetscErrorCode DiffParameterCompute_More(SNES,void*,Vec,Vec,PetscReal*,PetscReal*); 7 EXTERN PetscErrorCode DiffParameterDestroy_More(void*); 8 9 typedef struct { /* default context for matrix-free SNES */ 10 SNES snes; /* SNES context */ 11 Vec w; /* work vector */ 12 MatNullSpace sp; /* null space context */ 13 PetscReal error_rel; /* square root of relative error in computing function */ 14 PetscReal umin; /* minimum allowable u'a value relative to |u|_1 */ 15 PetscTruth jorge; /* flag indicating use of Jorge's method for determining 16 the differencing parameter */ 17 PetscReal h; /* differencing parameter */ 18 PetscTruth need_h; /* flag indicating whether we must compute h */ 19 PetscTruth need_err; /* flag indicating whether we must currently compute error_rel */ 20 PetscTruth compute_err; /* flag indicating whether we must ever compute error_rel */ 21 PetscInt compute_err_iter; /* last iter where we've computer error_rel */ 22 PetscInt compute_err_freq; /* frequency of computing error_rel */ 23 void *data; /* implementation-specific data */ 24 } MFCtx_Private; 25 26 #undef __FUNCT__ 27 #define __FUNCT__ "SNESMatrixFreeDestroy2_Private" /* ADIC Ignore */ 28 PetscErrorCode SNESMatrixFreeDestroy2_Private(Mat mat) 29 { 30 PetscErrorCode ierr; 31 MFCtx_Private *ctx; 32 33 PetscFunctionBegin; 34 ierr = MatShellGetContext(mat,(void **)&ctx); 35 ierr = VecDestroy(ctx->w);CHKERRQ(ierr); 36 if (ctx->sp) {ierr = MatNullSpaceDestroy(ctx->sp);CHKERRQ(ierr);} 37 if (ctx->jorge || ctx->compute_err) {ierr = DiffParameterDestroy_More(ctx->data);CHKERRQ(ierr);} 38 ierr = PetscFree(ctx);CHKERRQ(ierr); 39 PetscFunctionReturn(0); 40 } 41 42 #undef __FUNCT__ 43 #define __FUNCT__ "SNESMatrixFreeView2_Private" /* ADIC Ignore */ 44 /* 45 SNESMatrixFreeView2_Private - Views matrix-free parameters. 46 */ 47 PetscErrorCode SNESMatrixFreeView2_Private(Mat J,PetscViewer viewer) 48 { 49 PetscErrorCode ierr; 50 MFCtx_Private *ctx; 51 PetscTruth iascii; 52 53 PetscFunctionBegin; 54 ierr = MatShellGetContext(J,(void **)&ctx);CHKERRQ(ierr); 55 ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr); 56 if (iascii) { 57 ierr = PetscViewerASCIIPrintf(viewer," SNES matrix-free approximation:\n");CHKERRQ(ierr); 58 if (ctx->jorge) { 59 ierr = PetscViewerASCIIPrintf(viewer," using Jorge's method of determining differencing parameter\n");CHKERRQ(ierr); 60 } 61 ierr = PetscViewerASCIIPrintf(viewer," err=%g (relative error in function evaluation)\n",ctx->error_rel);CHKERRQ(ierr); 62 ierr = PetscViewerASCIIPrintf(viewer," umin=%g (minimum iterate parameter)\n",ctx->umin);CHKERRQ(ierr); 63 if (ctx->compute_err) { 64 ierr = PetscViewerASCIIPrintf(viewer," freq_err=%D (frequency for computing err)\n",ctx->compute_err_freq);CHKERRQ(ierr); 65 } 66 } else { 67 SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported by SNES matrix free Jorge",((PetscObject)viewer)->type_name); 68 } 69 PetscFunctionReturn(0); 70 } 71 72 #undef __FUNCT__ 73 #define __FUNCT__ "SNESMatrixFreeMult2_Private" 74 /* 75 SNESMatrixFreeMult2_Private - Default matrix-free form for Jacobian-vector 76 product, y = F'(u)*a: 77 y = (F(u + ha) - F(u)) /h, 78 where F = nonlinear function, as set by SNESSetFunction() 79 u = current iterate 80 h = difference interval 81 */ 82 PetscErrorCode SNESMatrixFreeMult2_Private(Mat mat,Vec a,Vec y) 83 { 84 MFCtx_Private *ctx; 85 SNES snes; 86 PetscReal h,norm,sum,umin,noise; 87 PetscScalar hs,dot; 88 Vec w,U,F; 89 PetscErrorCode ierr,(*eval_fct)(SNES,Vec,Vec); 90 MPI_Comm comm; 91 PetscInt iter; 92 93 PetscFunctionBegin; 94 95 /* We log matrix-free matrix-vector products separately, so that we can 96 separate the performance monitoring from the cases that use conventional 97 storage. We may eventually modify event logging to associate events 98 with particular objects, hence alleviating the more general problem. */ 99 ierr = PetscLogEventBegin(MATSNESMF_Mult,a,y,0,0);CHKERRQ(ierr); 100 101 ierr = PetscObjectGetComm((PetscObject)mat,&comm);CHKERRQ(ierr); 102 ierr = MatShellGetContext(mat,(void **)&ctx);CHKERRQ(ierr); 103 snes = ctx->snes; 104 w = ctx->w; 105 umin = ctx->umin; 106 107 ierr = SNESGetSolution(snes,&U);CHKERRQ(ierr); 108 eval_fct = SNESComputeFunction; 109 ierr = SNESGetFunction(snes,&F,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr); 110 111 /* Determine a "good" step size, h */ 112 if (ctx->need_h) { 113 114 /* Use Jorge's method to compute h */ 115 if (ctx->jorge) { 116 ierr = DiffParameterCompute_More(snes,ctx->data,U,a,&noise,&h);CHKERRQ(ierr); 117 118 /* Use the Brown/Saad method to compute h */ 119 } else { 120 /* Compute error if desired */ 121 ierr = SNESGetIterationNumber(snes,&iter);CHKERRQ(ierr); 122 if ((ctx->need_err) || ((ctx->compute_err_freq) && (ctx->compute_err_iter != iter) && (!((iter-1)%ctx->compute_err_freq)))) { 123 /* Use Jorge's method to compute noise */ 124 ierr = DiffParameterCompute_More(snes,ctx->data,U,a,&noise,&h);CHKERRQ(ierr); 125 ctx->error_rel = sqrt(noise); 126 ierr = PetscVerboseInfo((snes,"SNESMatrixFreeMult2_Private: Using Jorge's noise: noise=%g, sqrt(noise)=%g, h_more=%g\n",noise,ctx->error_rel,h));CHKERRQ(ierr); 127 ctx->compute_err_iter = iter; 128 ctx->need_err = PETSC_FALSE; 129 } 130 131 ierr = VecDotBegin(U,a,&dot);CHKERRQ(ierr); 132 ierr = VecNormBegin(a,NORM_1,&sum);CHKERRQ(ierr); 133 ierr = VecNormBegin(a,NORM_2,&norm);CHKERRQ(ierr); 134 ierr = VecDotEnd(U,a,&dot);CHKERRQ(ierr); 135 ierr = VecNormEnd(a,NORM_1,&sum);CHKERRQ(ierr); 136 ierr = VecNormEnd(a,NORM_2,&norm);CHKERRQ(ierr); 137 138 139 /* Safeguard for step sizes too small */ 140 if (sum == 0.0) {dot = 1.0; norm = 1.0;} 141 #if defined(PETSC_USE_COMPLEX) 142 else if (PetscAbsScalar(dot) < umin*sum && PetscRealPart(dot) >= 0.0) dot = umin*sum; 143 else if (PetscAbsScalar(dot) < 0.0 && PetscRealPart(dot) > -umin*sum) dot = -umin*sum; 144 #else 145 else if (dot < umin*sum && dot >= 0.0) dot = umin*sum; 146 else if (dot < 0.0 && dot > -umin*sum) dot = -umin*sum; 147 #endif 148 h = PetscRealPart(ctx->error_rel*dot/(norm*norm)); 149 } 150 } else { 151 h = ctx->h; 152 } 153 if (!ctx->jorge || !ctx->need_h) {ierr = PetscVerboseInfo((snes,"SNESMatrixFreeMult2_Private: h = %g\n",h));CHKERRQ(ierr);} 154 155 /* Evaluate function at F(u + ha) */ 156 hs = h; 157 ierr = VecWAXPY(w,hs,a,U);CHKERRQ(ierr); 158 ierr = eval_fct(snes,w,y);CHKERRQ(ierr); 159 ierr = VecAXPY(y,-1.0,F);CHKERRQ(ierr); 160 ierr = VecScale(y,1.0/hs);CHKERRQ(ierr); 161 if (ctx->sp) {ierr = MatNullSpaceRemove(ctx->sp,y,PETSC_NULL);CHKERRQ(ierr);} 162 163 ierr = PetscLogEventEnd(MATSNESMF_Mult,a,y,0,0);CHKERRQ(ierr); 164 PetscFunctionReturn(0); 165 } 166 167 #undef __FUNCT__ 168 #define __FUNCT__ "SNESMatrixFreeCreate2" 169 /*@C 170 SNESMatrixFreeCreate2 - Creates a matrix-free matrix 171 context for use with a SNES solver. This matrix can be used as 172 the Jacobian argument for the routine SNESSetJacobian(). 173 174 Input Parameters: 175 . snes - the SNES context 176 . x - vector where SNES solution is to be stored. 177 178 Output Parameter: 179 . J - the matrix-free matrix 180 181 Level: advanced 182 183 Notes: 184 The matrix-free matrix context merely contains the function pointers 185 and work space for performing finite difference approximations of 186 Jacobian-vector products, J(u)*a, via 187 188 $ J(u)*a = [J(u+h*a) - J(u)]/h, 189 $ where by default 190 $ h = error_rel*u'a/||a||^2 if |u'a| > umin*||a||_{1} 191 $ = error_rel*umin*sign(u'a)*||a||_{1}/||a||^2 otherwise 192 $ where 193 $ error_rel = square root of relative error in 194 $ function evaluation 195 $ umin = minimum iterate parameter 196 $ Alternatively, the differencing parameter, h, can be set using 197 $ Jorge's nifty new strategy if one specifies the option 198 $ -snes_mf_jorge 199 200 The user can set these parameters via MatSNESMFSetFunctionError(). 201 See the nonlinear solvers chapter of the users manual for details. 202 203 The user should call MatDestroy() when finished with the matrix-free 204 matrix context. 205 206 Options Database Keys: 207 $ -snes_mf_err <error_rel> 208 $ -snes_mf_unim <umin> 209 $ -snes_mf_compute_err 210 $ -snes_mf_freq_err <freq> 211 $ -snes_mf_jorge 212 213 .keywords: SNES, default, matrix-free, create, matrix 214 215 .seealso: MatDestroy(), MatSNESMFSetFunctionError() 216 @*/ 217 PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultMatrixFreeCreate2(SNES snes,Vec x,Mat *J) 218 { 219 MPI_Comm comm; 220 MFCtx_Private *mfctx; 221 PetscErrorCode ierr; 222 PetscInt n,nloc; 223 PetscTruth flg; 224 char p[64]; 225 226 PetscFunctionBegin; 227 ierr = PetscNew(MFCtx_Private,&mfctx);CHKERRQ(ierr); 228 ierr = PetscLogObjectMemory(snes,sizeof(MFCtx_Private));CHKERRQ(ierr); 229 mfctx->sp = 0; 230 mfctx->snes = snes; 231 mfctx->error_rel = PETSC_SQRT_MACHINE_EPSILON; 232 mfctx->umin = 1.e-6; 233 mfctx->h = 0.0; 234 mfctx->need_h = PETSC_TRUE; 235 mfctx->need_err = PETSC_FALSE; 236 mfctx->compute_err = PETSC_FALSE; 237 mfctx->compute_err_freq = 0; 238 mfctx->compute_err_iter = -1; 239 ierr = PetscOptionsGetReal(snes->prefix,"-snes_mf_err",&mfctx->error_rel,PETSC_NULL);CHKERRQ(ierr); 240 ierr = PetscOptionsGetReal(snes->prefix,"-snes_mf_umin",&mfctx->umin,PETSC_NULL);CHKERRQ(ierr); 241 ierr = PetscOptionsHasName(snes->prefix,"-snes_mf_jorge",&mfctx->jorge);CHKERRQ(ierr); 242 ierr = PetscOptionsHasName(snes->prefix,"-snes_mf_compute_err",&mfctx->compute_err);CHKERRQ(ierr); 243 ierr = PetscOptionsGetInt(snes->prefix,"-snes_mf_freq_err",&mfctx->compute_err_freq,&flg);CHKERRQ(ierr); 244 if (flg) { 245 if (mfctx->compute_err_freq < 0) mfctx->compute_err_freq = 0; 246 mfctx->compute_err = PETSC_TRUE; 247 } 248 if (mfctx->compute_err) mfctx->need_err = PETSC_TRUE; 249 if (mfctx->jorge || mfctx->compute_err) { 250 ierr = DiffParameterCreate_More(snes,x,&mfctx->data);CHKERRQ(ierr); 251 } else mfctx->data = 0; 252 253 ierr = PetscOptionsHasName(PETSC_NULL,"-help",&flg);CHKERRQ(ierr); 254 ierr = PetscStrcpy(p,"-");CHKERRQ(ierr); 255 if (snes->prefix) PetscStrcat(p,snes->prefix); 256 if (flg) { 257 ierr = PetscPrintf(snes->comm," Matrix-free Options (via SNES):\n");CHKERRQ(ierr); 258 ierr = PetscPrintf(snes->comm," %ssnes_mf_err <err>: set sqrt of relative error in function (default %g)\n",p,mfctx->error_rel);CHKERRQ(ierr); 259 ierr = PetscPrintf(snes->comm," %ssnes_mf_umin <umin>: see users manual (default %g)\n",p,mfctx->umin);CHKERRQ(ierr); 260 ierr = PetscPrintf(snes->comm," %ssnes_mf_jorge: use Jorge More's method\n",p);CHKERRQ(ierr); 261 ierr = PetscPrintf(snes->comm," %ssnes_mf_compute_err: compute sqrt or relative error in function\n",p);CHKERRQ(ierr); 262 ierr = PetscPrintf(snes->comm," %ssnes_mf_freq_err <freq>: frequency to recompute this (default only once)\n",p);CHKERRQ(ierr); 263 ierr = PetscPrintf(snes->comm," %ssnes_mf_noise_file <file>: set file for printing noise info\n",p);CHKERRQ(ierr); 264 } 265 ierr = VecDuplicate(x,&mfctx->w);CHKERRQ(ierr); 266 ierr = PetscObjectGetComm((PetscObject)x,&comm);CHKERRQ(ierr); 267 ierr = VecGetSize(x,&n);CHKERRQ(ierr); 268 ierr = VecGetLocalSize(x,&nloc);CHKERRQ(ierr); 269 ierr = MatCreate(comm,J);CHKERRQ(ierr); 270 ierr = MatSetSizes(*J,nloc,n,n,n);CHKERRQ(ierr); 271 ierr = MatSetType(*J,MATSHELL);CHKERRQ(ierr); 272 ierr = MatShellSetContext(*J,mfctx);CHKERRQ(ierr); 273 ierr = MatShellSetOperation(*J,MATOP_MULT,(void(*)(void))SNESMatrixFreeMult2_Private);CHKERRQ(ierr); 274 ierr = MatShellSetOperation(*J,MATOP_DESTROY,(void(*)(void))SNESMatrixFreeDestroy2_Private);CHKERRQ(ierr); 275 ierr = MatShellSetOperation(*J,MATOP_VIEW,(void(*)(void))SNESMatrixFreeView2_Private);CHKERRQ(ierr); 276 277 ierr = PetscLogObjectParent(*J,mfctx->w);CHKERRQ(ierr); 278 ierr = PetscLogObjectParent(snes,*J);CHKERRQ(ierr); 279 PetscFunctionReturn(0); 280 } 281 282 #undef __FUNCT__ 283 #define __FUNCT__ "SNESDefaultMatrixFreeSetParameters2" 284 /*@C 285 SNESDefaultMatrixFreeSetParameters2 - Sets the parameters for the approximation of 286 matrix-vector products using finite differences. 287 288 $ J(u)*a = [J(u+h*a) - J(u)]/h where 289 290 either the user sets h directly here, or this parameter is computed via 291 292 $ h = error_rel*u'a/||a||^2 if |u'a| > umin*||a||_{1} 293 $ = error_rel*umin*sign(u'a)*||a||_{1}/||a||^2 else 294 $ 295 296 Input Parameters: 297 + mat - the matrix 298 . error_rel - relative error (should be set to the square root of 299 the relative error in the function evaluations) 300 . umin - minimum allowable u-value 301 - h - differencing parameter 302 303 Level: advanced 304 305 Notes: 306 If the user sets the parameter h directly, then this value will be used 307 instead of the default computation indicated above. 308 309 .keywords: SNES, matrix-free, parameters 310 311 .seealso: MatCreateSNESMF() 312 @*/ 313 PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultMatrixFreeSetParameters2(Mat mat,PetscReal error,PetscReal umin,PetscReal h) 314 { 315 MFCtx_Private *ctx; 316 PetscErrorCode ierr; 317 318 PetscFunctionBegin; 319 ierr = MatShellGetContext(mat,(void **)&ctx);CHKERRQ(ierr); 320 if (ctx) { 321 if (error != PETSC_DEFAULT) ctx->error_rel = error; 322 if (umin != PETSC_DEFAULT) ctx->umin = umin; 323 if (h != PETSC_DEFAULT) { 324 ctx->h = h; 325 ctx->need_h = PETSC_FALSE; 326 } 327 } 328 PetscFunctionReturn(0); 329 } 330 331 PetscErrorCode PETSCSNES_DLLEXPORT SNESUnSetMatrixFreeParameter(SNES snes) 332 { 333 MFCtx_Private *ctx; 334 PetscErrorCode ierr; 335 Mat mat; 336 337 PetscFunctionBegin; 338 ierr = SNESGetJacobian(snes,&mat,PETSC_NULL,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr); 339 ierr = MatShellGetContext(mat,(void **)&ctx);CHKERRQ(ierr); 340 if (ctx) ctx->need_h = PETSC_TRUE; 341 PetscFunctionReturn(0); 342 } 343 344