1 2 #include <petsc/private/snesimpl.h> 3 4 /* Data used by Jorge's diff parameter computation method */ 5 typedef struct { 6 Vec *workv; /* work vectors */ 7 FILE *fp; /* output file */ 8 int function_count; /* count of function evaluations for diff param estimation */ 9 double fnoise_min; /* minimim allowable noise */ 10 double hopt_min; /* minimum allowable hopt */ 11 double h_first_try; /* first try for h used in diff parameter estimate */ 12 PetscInt fnoise_resets; /* number of times we've reset the noise estimate */ 13 PetscInt hopt_resets; /* number of times we've reset the hopt estimate */ 14 } DIFFPAR_MORE; 15 16 17 extern PetscErrorCode SNESNoise_dnest_(PetscInt*,PetscScalar*,PetscScalar*,PetscScalar*,PetscScalar*,PetscScalar*,PetscInt*,PetscScalar*); 18 static PetscErrorCode JacMatMultCompare(SNES,Vec,Vec,double); 19 extern PetscErrorCode SNESDefaultMatrixFreeSetParameters2(Mat,double,double,double); 20 extern PetscErrorCode SNESUnSetMatrixFreeParameter(SNES snes); 21 22 PetscErrorCode SNESDiffParameterCreate_More(SNES snes,Vec x,void **outneP) 23 { 24 DIFFPAR_MORE *neP; 25 Vec w; 26 PetscRandom rctx; /* random number generator context */ 27 PetscErrorCode ierr; 28 PetscBool flg; 29 char noise_file[PETSC_MAX_PATH_LEN]; 30 31 PetscFunctionBegin; 32 ierr = PetscNewLog(snes,&neP);CHKERRQ(ierr); 33 34 neP->function_count = 0; 35 neP->fnoise_min = 1.0e-20; 36 neP->hopt_min = 1.0e-8; 37 neP->h_first_try = 1.0e-3; 38 neP->fnoise_resets = 0; 39 neP->hopt_resets = 0; 40 41 /* Create work vectors */ 42 ierr = VecDuplicateVecs(x,3,&neP->workv);CHKERRQ(ierr); 43 w = neP->workv[0]; 44 45 /* Set components of vector w to random numbers */ 46 ierr = PetscRandomCreate(PetscObjectComm((PetscObject)snes),&rctx);CHKERRQ(ierr); 47 ierr = PetscRandomSetFromOptions(rctx);CHKERRQ(ierr); 48 ierr = VecSetRandom(w,rctx);CHKERRQ(ierr); 49 ierr = PetscRandomDestroy(&rctx);CHKERRQ(ierr); 50 51 /* Open output file */ 52 ierr = PetscOptionsGetString(((PetscObject)snes)->options,((PetscObject)snes)->prefix,"-snes_mf_noise_file",noise_file,PETSC_MAX_PATH_LEN,&flg);CHKERRQ(ierr); 53 if (flg) neP->fp = fopen(noise_file,"w"); 54 else neP->fp = fopen("noise.out","w"); 55 if (!neP->fp) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FILE_OPEN,"Cannot open file"); 56 ierr = PetscInfo(snes,"Creating Jorge's differencing parameter context\n");CHKERRQ(ierr); 57 58 *outneP = neP; 59 PetscFunctionReturn(0); 60 } 61 62 PetscErrorCode SNESDiffParameterDestroy_More(void *nePv) 63 { 64 DIFFPAR_MORE *neP = (DIFFPAR_MORE*)nePv; 65 PetscErrorCode ierr; 66 int err; 67 68 PetscFunctionBegin; 69 /* Destroy work vectors and close output file */ 70 ierr = VecDestroyVecs(3,&neP->workv);CHKERRQ(ierr); 71 err = fclose(neP->fp); 72 if (err) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_SYS,"fclose() failed on file"); 73 ierr = PetscFree(neP);CHKERRQ(ierr); 74 PetscFunctionReturn(0); 75 } 76 77 PetscErrorCode SNESDiffParameterCompute_More(SNES snes,void *nePv,Vec x,Vec p,double *fnoise,double *hopt) 78 { 79 DIFFPAR_MORE *neP = (DIFFPAR_MORE*)nePv; 80 Vec w, xp, fvec; /* work vectors to use in computing h */ 81 double zero = 0.0, hl, hu, h, fnoise_s, fder2_s; 82 PetscScalar alpha; 83 PetscScalar fval[7], tab[7][7], eps[7], f = -1; 84 double rerrf = -1., fder2; 85 PetscErrorCode ierr; 86 PetscInt iter, k, i, j, info; 87 PetscInt nf = 7; /* number of function evaluations */ 88 PetscInt fcount; 89 MPI_Comm comm; 90 FILE *fp; 91 PetscBool noise_test = PETSC_FALSE; 92 93 PetscFunctionBegin; 94 ierr = PetscObjectGetComm((PetscObject)snes,&comm);CHKERRQ(ierr); 95 /* Call to SNESSetUp() just to set data structures in SNES context */ 96 if (!snes->setupcalled) {ierr = SNESSetUp(snes);CHKERRQ(ierr);} 97 98 w = neP->workv[0]; 99 xp = neP->workv[1]; 100 fvec = neP->workv[2]; 101 fp = neP->fp; 102 103 /* Initialize parameters */ 104 hl = zero; 105 hu = zero; 106 h = neP->h_first_try; 107 fnoise_s = zero; 108 fder2_s = zero; 109 fcount = neP->function_count; 110 111 /* We have 5 tries to attempt to compute a good hopt value */ 112 ierr = SNESGetIterationNumber(snes,&i);CHKERRQ(ierr); 113 ierr = PetscFPrintf(comm,fp,"\n ------- SNES iteration %D ---------\n",i);CHKERRQ(ierr); 114 for (iter=0; iter<5; iter++) { 115 neP->h_first_try = h; 116 117 /* Compute the nf function values needed to estimate the noise from 118 the difference table */ 119 for (k=0; k<nf; k++) { 120 alpha = h * (k+1 - (nf+1)/2); 121 ierr = VecWAXPY(xp,alpha,p,x);CHKERRQ(ierr); 122 ierr = SNESComputeFunction(snes,xp,fvec);CHKERRQ(ierr); 123 neP->function_count++; 124 ierr = VecDot(fvec,w,&fval[k]);CHKERRQ(ierr); 125 } 126 f = fval[(nf+1)/2 - 1]; 127 128 /* Construct the difference table */ 129 for (i=0; i<nf; i++) tab[i][0] = fval[i]; 130 131 for (j=0; j<6; j++) { 132 for (i=0; i<nf-j; i++) { 133 tab[i][j+1] = tab[i+1][j] - tab[i][j]; 134 } 135 } 136 137 /* Print the difference table */ 138 ierr = PetscFPrintf(comm,fp,"Difference Table: iter = %D\n",iter);CHKERRQ(ierr); 139 for (i=0; i<nf; i++) { 140 for (j=0; j<nf-i; j++) { 141 ierr = PetscFPrintf(comm,fp," %10.2e ",tab[i][j]);CHKERRQ(ierr); 142 } 143 ierr = PetscFPrintf(comm,fp,"\n");CHKERRQ(ierr); 144 } 145 146 /* Call the noise estimator */ 147 ierr = SNESNoise_dnest_(&nf,fval,&h,fnoise,&fder2,hopt,&info,eps);CHKERRQ(ierr); 148 149 /* Output statements */ 150 rerrf = *fnoise/PetscAbsScalar(f); 151 if (info == 1) {ierr = PetscFPrintf(comm,fp,"%s\n","Noise detected");CHKERRQ(ierr);} 152 if (info == 2) {ierr = PetscFPrintf(comm,fp,"%s\n","Noise not detected; h is too small");CHKERRQ(ierr);} 153 if (info == 3) {ierr = PetscFPrintf(comm,fp,"%s\n","Noise not detected; h is too large");CHKERRQ(ierr);} 154 if (info == 4) {ierr = PetscFPrintf(comm,fp,"%s\n","Noise detected, but unreliable hopt");CHKERRQ(ierr);} 155 ierr = PetscFPrintf(comm,fp,"Approximate epsfcn %g %g %g %g %g %g\n",(double)eps[0],(double)eps[1],(double)eps[2],(double)eps[3],(double)eps[4],(double)eps[5]);CHKERRQ(ierr); 156 ierr = PetscFPrintf(comm,fp,"h = %g, fnoise = %g, fder2 = %g, rerrf = %g, hopt = %g\n\n",(double)h, (double)*fnoise, (double)fder2, (double)rerrf, (double)*hopt);CHKERRQ(ierr); 157 158 /* Save fnoise and fder2. */ 159 if (*fnoise) fnoise_s = *fnoise; 160 if (fder2) fder2_s = fder2; 161 162 /* Check for noise detection. */ 163 if (fnoise_s && fder2_s) { 164 *fnoise = fnoise_s; 165 fder2 = fder2_s; 166 *hopt = 1.68*sqrt(*fnoise/PetscAbsScalar(fder2)); 167 goto theend; 168 } else { 169 170 /* Update hl and hu, and determine new h */ 171 if (info == 2 || info == 4) { 172 hl = h; 173 if (hu == zero) h = 100*h; 174 else h = PetscMin(100*h,0.1*hu); 175 } else if (info == 3) { 176 hu = h; 177 h = PetscMax(1.0e-3,sqrt(hl/hu))*hu; 178 } 179 } 180 } 181 theend: 182 183 if (*fnoise < neP->fnoise_min) { 184 ierr = PetscFPrintf(comm,fp,"Resetting fnoise: fnoise1 = %g, fnoise_min = %g\n",(double)*fnoise,(double)neP->fnoise_min);CHKERRQ(ierr); 185 *fnoise = neP->fnoise_min; 186 neP->fnoise_resets++; 187 } 188 if (*hopt < neP->hopt_min) { 189 ierr = PetscFPrintf(comm,fp,"Resetting hopt: hopt1 = %g, hopt_min = %g\n",(double)*hopt,(double)neP->hopt_min);CHKERRQ(ierr); 190 *hopt = neP->hopt_min; 191 neP->hopt_resets++; 192 } 193 194 ierr = PetscFPrintf(comm,fp,"Errors in derivative:\n");CHKERRQ(ierr); 195 ierr = PetscFPrintf(comm,fp,"f = %g, fnoise = %g, fder2 = %g, hopt = %g\n",(double)f,(double)*fnoise,(double)fder2,(double)*hopt);CHKERRQ(ierr); 196 197 /* For now, compute h **each** MV Mult!! */ 198 /* 199 ierr = PetscOptionsHasName(NULL,"-matrix_free_jorge_each_mvp",&flg);CHKERRQ(ierr); 200 if (!flg) { 201 Mat mat; 202 ierr = SNESGetJacobian(snes,&mat,NULL,NULL);CHKERRQ(ierr); 203 ierr = SNESDefaultMatrixFreeSetParameters2(mat,PETSC_DEFAULT,PETSC_DEFAULT,*hopt);CHKERRQ(ierr); 204 } 205 */ 206 fcount = neP->function_count - fcount; 207 ierr = PetscInfo5(snes,"fct_now = %D, fct_cum = %D, rerrf=%g, sqrt(noise)=%g, h_more=%g\n",fcount,neP->function_count,(double)rerrf,(double)PetscSqrtReal(*fnoise),(double)*hopt);CHKERRQ(ierr); 208 209 ierr = PetscOptionsGetBool(NULL,NULL,"-noise_test",&noise_test,NULL);CHKERRQ(ierr); 210 if (noise_test) { 211 ierr = JacMatMultCompare(snes,x,p,*hopt);CHKERRQ(ierr); 212 } 213 PetscFunctionReturn(0); 214 } 215 216 PetscErrorCode JacMatMultCompare(SNES snes,Vec x,Vec p,double hopt) 217 { 218 Vec yy1, yy2; /* work vectors */ 219 PetscViewer view2; /* viewer */ 220 Mat J; /* analytic Jacobian (set as preconditioner matrix) */ 221 Mat Jmf; /* matrix-free Jacobian (set as true system matrix) */ 222 double h; /* differencing parameter */ 223 Vec f; 224 PetscScalar alpha; 225 PetscReal yy1n,yy2n,enorm; 226 PetscErrorCode ierr; 227 PetscInt i; 228 PetscBool printv = PETSC_FALSE; 229 char filename[32]; 230 MPI_Comm comm; 231 232 PetscFunctionBegin; 233 ierr = PetscObjectGetComm((PetscObject)snes,&comm);CHKERRQ(ierr); 234 /* Compute function and analytic Jacobian at x */ 235 ierr = SNESGetJacobian(snes,&Jmf,&J,NULL,NULL);CHKERRQ(ierr); 236 ierr = SNESComputeJacobian(snes,x,Jmf,J);CHKERRQ(ierr); 237 ierr = SNESGetFunction(snes,&f,NULL,NULL);CHKERRQ(ierr); 238 ierr = SNESComputeFunction(snes,x,f);CHKERRQ(ierr); 239 240 /* Duplicate work vectors */ 241 ierr = VecDuplicate(x,&yy2);CHKERRQ(ierr); 242 ierr = VecDuplicate(x,&yy1);CHKERRQ(ierr); 243 244 /* Compute true matrix-vector product */ 245 ierr = MatMult(J,p,yy1);CHKERRQ(ierr); 246 ierr = VecNorm(yy1,NORM_2,&yy1n);CHKERRQ(ierr); 247 248 /* View product vector if desired */ 249 ierr = PetscOptionsGetBool(NULL,NULL,"-print_vecs",&printv,NULL);CHKERRQ(ierr); 250 if (printv) { 251 ierr = PetscViewerASCIIOpen(comm,"y1.out",&view2);CHKERRQ(ierr); 252 ierr = PetscViewerPushFormat(view2,PETSC_VIEWER_ASCII_COMMON);CHKERRQ(ierr); 253 ierr = VecView(yy1,view2);CHKERRQ(ierr); 254 ierr = PetscViewerPopFormat(view2);CHKERRQ(ierr); 255 ierr = PetscViewerDestroy(&view2);CHKERRQ(ierr); 256 } 257 258 /* Test Jacobian-vector product computation */ 259 alpha = -1.0; 260 h = 0.01 * hopt; 261 for (i=0; i<5; i++) { 262 /* Set differencing parameter for matrix-free multiplication */ 263 ierr = SNESDefaultMatrixFreeSetParameters2(Jmf,PETSC_DEFAULT,PETSC_DEFAULT,h);CHKERRQ(ierr); 264 265 /* Compute matrix-vector product via differencing approximation */ 266 ierr = MatMult(Jmf,p,yy2);CHKERRQ(ierr); 267 ierr = VecNorm(yy2,NORM_2,&yy2n);CHKERRQ(ierr); 268 269 /* View product vector if desired */ 270 if (printv) { 271 sprintf(filename,"y2.%d.out",(int)i); 272 ierr = PetscViewerASCIIOpen(comm,filename,&view2);CHKERRQ(ierr); 273 ierr = PetscViewerPushFormat(view2,PETSC_VIEWER_ASCII_COMMON);CHKERRQ(ierr); 274 ierr = VecView(yy2,view2);CHKERRQ(ierr); 275 ierr = PetscViewerPopFormat(view2);CHKERRQ(ierr); 276 ierr = PetscViewerDestroy(&view2);CHKERRQ(ierr); 277 } 278 279 /* Compute relative error */ 280 ierr = VecAXPY(yy2,alpha,yy1);CHKERRQ(ierr); 281 ierr = VecNorm(yy2,NORM_2,&enorm);CHKERRQ(ierr); 282 enorm = enorm/yy1n; 283 ierr = PetscFPrintf(comm,stdout,"h = %g: relative error = %g\n",(double)h,(double)enorm);CHKERRQ(ierr); 284 h *= 10.0; 285 } 286 PetscFunctionReturn(0); 287 } 288 289 static PetscInt lin_its_total = 0; 290 291 PetscErrorCode SNESNoiseMonitor(SNES snes,PetscInt its,double fnorm,void *dummy) 292 { 293 PetscErrorCode ierr; 294 PetscInt lin_its; 295 296 PetscFunctionBegin; 297 ierr = SNESGetLinearSolveIterations(snes,&lin_its);CHKERRQ(ierr); 298 lin_its_total += lin_its; 299 ierr = PetscPrintf(PetscObjectComm((PetscObject)snes), "iter = %D, SNES Function norm = %g, lin_its = %D, total_lin_its = %D\n",its,(double)fnorm,lin_its,lin_its_total);CHKERRQ(ierr); 300 301 ierr = SNESUnSetMatrixFreeParameter(snes);CHKERRQ(ierr); 302 PetscFunctionReturn(0); 303 } 304