1 /*$Id: snesmfj2.c,v 1.26 2000/08/01 20:57:19 bsmith Exp balay $*/ 2 3 #include "src/snes/snesimpl.h" /*I "petscsnes.h" I*/ 4 5 EXTERN int DiffParameterCreate_More(SNES,Vec,void**); 6 EXTERN int DiffParameterCompute_More(SNES,void*,Vec,Vec,PetscReal*,PetscReal*); 7 EXTERN int 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 int jorge; /* flag indicating use of Jorge's method for determining 16 the differencing parameter */ 17 PetscReal h; /* differencing parameter */ 18 int need_h; /* flag indicating whether we must compute h */ 19 int need_err; /* flag indicating whether we must currently compute error_rel */ 20 int compute_err; /* flag indicating whether we must ever compute error_rel */ 21 int compute_err_iter; /* last iter where we've computer error_rel */ 22 int compute_err_freq; /* frequency of computing error_rel */ 23 void *data; /* implementation-specific data */ 24 } MFCtx_Private; 25 26 #undef __FUNC__ 27 #define __FUNC__ /*<a name=""></a>*/"SNESMatrixFreeDestroy2_Private" /* ADIC Ignore */ 28 int SNESMatrixFreeDestroy2_Private(Mat mat) 29 { 30 int 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 __FUNC__ 43 #define __FUNC__ /*<a name=""></a>*/"SNESMatrixFreeView2_Private" /* ADIC Ignore */ 44 /* 45 SNESMatrixFreeView2_Private - Views matrix-free parameters. 46 */ 47 int SNESMatrixFreeView2_Private(Mat J,Viewer viewer) 48 { 49 int ierr; 50 MFCtx_Private *ctx; 51 PetscTruth isascii; 52 53 PetscFunctionBegin; 54 ierr = MatShellGetContext(J,(void **)&ctx);CHKERRQ(ierr); 55 ierr = PetscTypeCompare((PetscObject)viewer,ASCII_VIEWER,&isascii);CHKERRQ(ierr); 56 if (isascii) { 57 ierr = ViewerASCIIPrintf(viewer," SNES matrix-free approximation:\n");CHKERRQ(ierr); 58 if (ctx->jorge) { 59 ierr = ViewerASCIIPrintf(viewer," using Jorge's method of determining differencing parameter\n");CHKERRQ(ierr); 60 } 61 ierr = ViewerASCIIPrintf(viewer," err=%g (relative error in function evaluation)\n",ctx->error_rel);CHKERRQ(ierr); 62 ierr = ViewerASCIIPrintf(viewer," umin=%g (minimum iterate parameter)\n",ctx->umin);CHKERRQ(ierr); 63 if (ctx->compute_err) { 64 ierr = ViewerASCIIPrintf(viewer," freq_err=%d (frequency for computing err)\n",ctx->compute_err_freq);CHKERRQ(ierr); 65 } 66 } else { 67 SETERRQ1(1,1,"Viewer type %s not supported by SNES matrix free Jorge",((PetscObject)viewer)->type_name); 68 } 69 PetscFunctionReturn(0); 70 } 71 72 #undef __FUNC__ 73 #define __FUNC__ /*<a name=""></a>*/"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 int SNESMatrixFreeMult2_Private(Mat mat,Vec a,Vec y) 83 { 84 MFCtx_Private *ctx; 85 SNES snes; 86 PetscReal h,norm,sum,umin,noise; 87 Scalar hs,dot,mone = -1.0; 88 Vec w,U,F; 89 int ierr,iter,(*eval_fct)(SNES,Vec,Vec); 90 MPI_Comm comm; 91 92 PetscFunctionBegin; 93 94 /* We log matrix-free matrix-vector products separately, so that we can 95 separate the performance monitoring from the cases that use conventional 96 storage. We may eventually modify event logging to associate events 97 with particular objects, hence alleviating the more general problem. */ 98 ierr = PLogEventBegin(MAT_MatrixFreeMult,a,y,0,0);CHKERRQ(ierr); 99 100 ierr = PetscObjectGetComm((PetscObject)mat,&comm);CHKERRQ(ierr); 101 ierr = MatShellGetContext(mat,(void **)&ctx);CHKERRQ(ierr); 102 snes = ctx->snes; 103 w = ctx->w; 104 umin = ctx->umin; 105 106 ierr = SNESGetSolution(snes,&U);CHKERRQ(ierr); 107 if (snes->method_class == SNES_NONLINEAR_EQUATIONS) { 108 eval_fct = SNESComputeFunction; 109 ierr = SNESGetFunction(snes,&F,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr); 110 } 111 else if (snes->method_class == SNES_UNCONSTRAINED_MINIMIZATION) { 112 eval_fct = SNESComputeGradient; 113 ierr = SNESGetGradient(snes,&F,PETSC_NULL);CHKERRQ(ierr); 114 } 115 else SETERRQ(1,0,"Invalid method class"); 116 117 118 /* Determine a "good" step size, h */ 119 if (ctx->need_h) { 120 121 /* Use Jorge's method to compute h */ 122 if (ctx->jorge) { 123 ierr = DiffParameterCompute_More(snes,ctx->data,U,a,&noise,&h);CHKERRQ(ierr); 124 125 /* Use the Brown/Saad method to compute h */ 126 } else { 127 /* Compute error if desired */ 128 ierr = SNESGetIterationNumber(snes,&iter);CHKERRQ(ierr); 129 if ((ctx->need_err) || ((ctx->compute_err_freq) && (ctx->compute_err_iter != iter) && (!((iter-1)%ctx->compute_err_freq)))) { 130 /* Use Jorge's method to compute noise */ 131 ierr = DiffParameterCompute_More(snes,ctx->data,U,a,&noise,&h);CHKERRQ(ierr); 132 ctx->error_rel = sqrt(noise); 133 PLogInfo(snes,"SNESMatrixFreeMult2_Private: Using Jorge's noise: noise=%g, sqrt(noise)=%g, h_more=%g\n",noise,ctx->error_rel,h); 134 ctx->compute_err_iter = iter; 135 ctx->need_err = 0; 136 } 137 138 ierr = VecDotBegin(U,a,&dot);CHKERRQ(ierr); 139 ierr = VecNormBegin(a,NORM_1,&sum);CHKERRQ(ierr); 140 ierr = VecNormBegin(a,NORM_2,&norm);CHKERRQ(ierr); 141 ierr = VecDotEnd(U,a,&dot);CHKERRQ(ierr); 142 ierr = VecNormEnd(a,NORM_1,&sum);CHKERRQ(ierr); 143 ierr = VecNormEnd(a,NORM_2,&norm);CHKERRQ(ierr); 144 145 146 /* Safeguard for step sizes too small */ 147 if (sum == 0.0) {dot = 1.0; norm = 1.0;} 148 #if defined(PETSC_USE_COMPLEX) 149 else if (PetscAbsScalar(dot) < umin*sum && PetscRealPart(dot) >= 0.0) dot = umin*sum; 150 else if (PetscAbsScalar(dot) < 0.0 && PetscRealPart(dot) > -umin*sum) dot = -umin*sum; 151 #else 152 else if (dot < umin*sum && dot >= 0.0) dot = umin*sum; 153 else if (dot < 0.0 && dot > -umin*sum) dot = -umin*sum; 154 #endif 155 h = PetscRealPart(ctx->error_rel*dot/(norm*norm)); 156 } 157 } else { 158 h = ctx->h; 159 } 160 if (!ctx->jorge || !ctx->need_h) PLogInfo(snes,"SNESMatrixFreeMult2_Private: h = %g\n",h); 161 162 /* Evaluate function at F(u + ha) */ 163 hs = h; 164 ierr = VecWAXPY(&hs,a,U,w);CHKERRQ(ierr); 165 ierr = eval_fct(snes,w,y);CHKERRQ(ierr); 166 ierr = VecAXPY(&mone,F,y);CHKERRQ(ierr); 167 hs = 1.0/hs; 168 ierr = VecScale(&hs,y);CHKERRQ(ierr); 169 if (ctx->sp) {ierr = MatNullSpaceRemove(ctx->sp,y,PETSC_NULL);CHKERRQ(ierr);} 170 171 ierr = PLogEventEnd(MAT_MatrixFreeMult,a,y,0,0);CHKERRQ(ierr); 172 PetscFunctionReturn(0); 173 } 174 175 #undef __FUNC__ 176 #define __FUNC__ /*<a name=""></a>*/"SNESMatrixFreeMatCreate2" 177 /*@C 178 SNESMatrixFreeMatCreate2 - Creates a matrix-free matrix 179 context for use with a SNES solver. This matrix can be used as 180 the Jacobian argument for the routine SNESSetJacobian(). 181 182 Input Parameters: 183 . snes - the SNES context 184 . x - vector where SNES solution is to be stored. 185 186 Output Parameter: 187 . J - the matrix-free matrix 188 189 Notes: 190 The matrix-free matrix context merely contains the function pointers 191 and work space for performing finite difference approximations of 192 Jacobian-vector products, J(u)*a, via 193 194 $ J(u)*a = [J(u+h*a) - J(u)]/h, 195 $ where by default 196 $ h = error_rel*u'a/||a||^2 if |u'a| > umin*||a||_{1} 197 $ = error_rel*umin*sign(u'a)*||a||_{1}/||a||^2 otherwise 198 $ where 199 $ error_rel = square root of relative error in 200 $ function evaluation 201 $ umin = minimum iterate parameter 202 $ Alternatively, the differencing parameter, h, can be set using 203 $ Jorge's nifty new strategy if one specifies the option 204 $ -snes_mf_jorge 205 206 The user can set these parameters via MatSNESMFSetFunctionError(). 207 See the nonlinear solvers chapter of the users manual for details. 208 209 The user should call MatDestroy() when finished with the matrix-free 210 matrix context. 211 212 Options Database Keys: 213 $ -snes_mf_err <error_rel> 214 $ -snes_mf_unim <umin> 215 $ -snes_mf_compute_err 216 $ -snes_mf_freq_err <freq> 217 $ -snes_mf_jorge 218 219 .keywords: SNES, default, matrix-free, create, matrix 220 221 .seealso: MatDestroy(), MatSNESMFSetFunctionError() 222 @*/ 223 int SNESDefaultMatrixFreeCreate2(SNES snes,Vec x,Mat *J) 224 { 225 MPI_Comm comm; 226 MFCtx_Private *mfctx; 227 int n,nloc,ierr; 228 PetscTruth flg; 229 char p[64]; 230 231 PetscFunctionBegin; 232 mfctx = (MFCtx_Private*)PetscMalloc(sizeof(MFCtx_Private));CHKPTRQ(mfctx); 233 ierr = PetscMemzero(mfctx,sizeof(MFCtx_Private));CHKERRQ(ierr); 234 PLogObjectMemory(snes,sizeof(MFCtx_Private)); 235 mfctx->sp = 0; 236 mfctx->snes = snes; 237 mfctx->error_rel = 1.e-8; /* assumes PetscReal precision */ 238 mfctx->umin = 1.e-6; 239 mfctx->h = 0.0; 240 mfctx->need_h = 1; 241 mfctx->need_err = 0; 242 mfctx->compute_err = 0; 243 mfctx->compute_err_freq = 0; 244 mfctx->compute_err_iter = -1; 245 ierr = OptionsGetDouble(snes->prefix,"-snes_mf_err",&mfctx->error_rel,PETSC_NULL);CHKERRQ(ierr); 246 ierr = OptionsGetDouble(snes->prefix,"-snes_mf_umin",&mfctx->umin,PETSC_NULL);CHKERRQ(ierr); 247 ierr = OptionsHasName(snes->prefix,"-snes_mf_jorge",&mfctx->jorge);CHKERRQ(ierr); 248 ierr = OptionsHasName(snes->prefix,"-snes_mf_compute_err",&mfctx->compute_err);CHKERRQ(ierr); 249 ierr = OptionsGetInt(snes->prefix,"-snes_mf_freq_err",&mfctx->compute_err_freq,&flg);CHKERRQ(ierr); 250 if (flg) { 251 if (mfctx->compute_err_freq < 0) mfctx->compute_err_freq = 0; 252 mfctx->compute_err = 1; 253 } 254 if (mfctx->compute_err == 1) mfctx->need_err = 1; 255 if (mfctx->jorge || mfctx->compute_err) { 256 ierr = DiffParameterCreate_More(snes,x,&mfctx->data);CHKERRQ(ierr); 257 } else mfctx->data = 0; 258 259 ierr = OptionsHasName(PETSC_NULL,"-help",&flg);CHKERRQ(ierr); 260 ierr = PetscStrcpy(p,"-");CHKERRQ(ierr); 261 if (snes->prefix) PetscStrcat(p,snes->prefix); 262 if (flg) { 263 ierr = PetscPrintf(snes->comm," Matrix-free Options (via SNES):\n");CHKERRQ(ierr); 264 ierr = PetscPrintf(snes->comm," %ssnes_mf_err <err>: set sqrt of relative error in function (default %g)\n",p,mfctx->error_rel);CHKERRQ(ierr); 265 ierr = PetscPrintf(snes->comm," %ssnes_mf_umin <umin>: see users manual (default %g)\n",p,mfctx->umin);CHKERRQ(ierr); 266 ierr = PetscPrintf(snes->comm," %ssnes_mf_jorge: use Jorge More's method\n",p);CHKERRQ(ierr); 267 ierr = PetscPrintf(snes->comm," %ssnes_mf_compute_err: compute sqrt or relative error in function\n",p);CHKERRQ(ierr); 268 ierr = PetscPrintf(snes->comm," %ssnes_mf_freq_err <freq>: frequency to recompute this (default only once)\n",p);CHKERRQ(ierr); 269 ierr = PetscPrintf(snes->comm," %ssnes_mf_noise_file <file>: set file for printing noise info\n",p);CHKERRQ(ierr); 270 } 271 ierr = VecDuplicate(x,&mfctx->w);CHKERRQ(ierr); 272 ierr = PetscObjectGetComm((PetscObject)x,&comm);CHKERRQ(ierr); 273 ierr = VecGetSize(x,&n);CHKERRQ(ierr); 274 ierr = VecGetLocalSize(x,&nloc);CHKERRQ(ierr); 275 ierr = MatCreateShell(comm,nloc,n,n,n,mfctx,J);CHKERRQ(ierr); 276 ierr = MatShellSetOperation(*J,MATOP_MULT,(void*)SNESMatrixFreeMult2_Private);CHKERRQ(ierr); 277 ierr = MatShellSetOperation(*J,MATOP_DESTROY,(void *)SNESMatrixFreeDestroy2_Private);CHKERRQ(ierr); 278 ierr = MatShellSetOperation(*J,MATOP_VIEW,(void *)SNESMatrixFreeView2_Private);CHKERRQ(ierr); 279 280 PLogObjectParent(*J,mfctx->w); 281 PLogObjectParent(snes,*J); 282 PetscFunctionReturn(0); 283 } 284 285 #undef __FUNC__ 286 #define __FUNC__ /*<a name=""></a>*/"SNESDefaultMatrixFreeSetParameters2" 287 /*@ 288 SNESDefaultMatrixFreeSetParameters2 - Sets the parameters for the approximation of 289 matrix-vector products using finite differences. 290 291 $ J(u)*a = [J(u+h*a) - J(u)]/h where 292 293 either the user sets h directly here, or this parameter is computed via 294 295 $ h = error_rel*u'a/||a||^2 if |u'a| > umin*||a||_{1} 296 $ = error_rel*umin*sign(u'a)*||a||_{1}/||a||^2 else 297 $ 298 299 Input Parameters: 300 + mat - the matrix 301 . error_rel - relative error (should be set to the square root of 302 the relative error in the function evaluations) 303 . umin - minimum allowable u-value 304 - h - differencing parameter 305 306 Notes: 307 If the user sets the parameter h directly, then this value will be used 308 instead of the default computation indicated above. 309 310 .keywords: SNES, matrix-free, parameters 311 312 .seealso: MatCreateSNESMF() 313 @*/ 314 int SNESDefaultMatrixFreeSetParameters2(Mat mat,PetscReal error,PetscReal umin,PetscReal h) 315 { 316 MFCtx_Private *ctx; 317 int ierr; 318 319 PetscFunctionBegin; 320 ierr = MatShellGetContext(mat,(void **)&ctx);CHKERRQ(ierr); 321 if (ctx) { 322 if (error != PETSC_DEFAULT) ctx->error_rel = error; 323 if (umin != PETSC_DEFAULT) ctx->umin = umin; 324 if (h != PETSC_DEFAULT) { 325 ctx->h = h; 326 ctx->need_h = 0; 327 } 328 } 329 PetscFunctionReturn(0); 330 } 331 332 int SNESUnSetMatrixFreeParameter(SNES snes) 333 { 334 MFCtx_Private *ctx; 335 int ierr; 336 Mat mat; 337 338 PetscFunctionBegin; 339 ierr = SNESGetJacobian(snes,&mat,PETSC_NULL,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr); 340 ierr = MatShellGetContext(mat,(void **)&ctx);CHKERRQ(ierr); 341 if (ctx) ctx->need_h = 1; 342 PetscFunctionReturn(0); 343 } 344 345