1 2 #include <petsc/private/snesimpl.h> 3 4 PETSC_INTERN PetscErrorCode SNESDiffParameterCreate_More(SNES,Vec,void**); 5 PETSC_INTERN PetscErrorCode SNESDiffParameterCompute_More(SNES,void*,Vec,Vec,PetscReal*,PetscReal*); 6 PETSC_INTERN PetscErrorCode SNESDiffParameterDestroy_More(void*); 7 8 /* Data used by Jorge's diff parameter computation method */ 9 typedef struct { 10 Vec *workv; /* work vectors */ 11 FILE *fp; /* output file */ 12 PetscInt function_count; /* count of function evaluations for diff param estimation */ 13 double fnoise_min; /* minimim allowable noise */ 14 double hopt_min; /* minimum allowable hopt */ 15 double h_first_try; /* first try for h used in diff parameter estimate */ 16 PetscInt fnoise_resets; /* number of times we've reset the noise estimate */ 17 PetscInt hopt_resets; /* number of times we've reset the hopt estimate */ 18 } DIFFPAR_MORE; 19 20 21 PETSC_INTERN PetscErrorCode SNESDefaultMatrixFreeSetParameters2(Mat,double,double,double); 22 PETSC_INTERN PetscErrorCode SNESUnSetMatrixFreeParameter(SNES snes); 23 PETSC_INTERN PetscErrorCode SNESNoise_dnest_(PetscInt*,PetscScalar*,PetscScalar*,PetscScalar*,PetscScalar*,PetscScalar*,PetscInt*,PetscScalar*); 24 25 static PetscErrorCode JacMatMultCompare(SNES,Vec,Vec,double); 26 27 PetscErrorCode SNESDiffParameterCreate_More(SNES snes,Vec x,void **outneP) 28 { 29 DIFFPAR_MORE *neP; 30 Vec w; 31 PetscRandom rctx; /* random number generator context */ 32 PetscErrorCode ierr; 33 PetscBool flg; 34 char noise_file[PETSC_MAX_PATH_LEN]; 35 36 PetscFunctionBegin; 37 ierr = PetscNewLog(snes,&neP);CHKERRQ(ierr); 38 39 neP->function_count = 0; 40 neP->fnoise_min = 1.0e-20; 41 neP->hopt_min = 1.0e-8; 42 neP->h_first_try = 1.0e-3; 43 neP->fnoise_resets = 0; 44 neP->hopt_resets = 0; 45 46 /* Create work vectors */ 47 ierr = VecDuplicateVecs(x,3,&neP->workv);CHKERRQ(ierr); 48 w = neP->workv[0]; 49 50 /* Set components of vector w to random numbers */ 51 ierr = PetscRandomCreate(PetscObjectComm((PetscObject)snes),&rctx);CHKERRQ(ierr); 52 ierr = PetscRandomSetFromOptions(rctx);CHKERRQ(ierr); 53 ierr = VecSetRandom(w,rctx);CHKERRQ(ierr); 54 ierr = PetscRandomDestroy(&rctx);CHKERRQ(ierr); 55 56 /* Open output file */ 57 ierr = PetscOptionsGetString(((PetscObject)snes)->options,((PetscObject)snes)->prefix,"-snes_mf_noise_file",noise_file,PETSC_MAX_PATH_LEN,&flg);CHKERRQ(ierr); 58 if (flg) neP->fp = fopen(noise_file,"w"); 59 else neP->fp = fopen("noise.out","w"); 60 if (!neP->fp) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FILE_OPEN,"Cannot open file"); 61 ierr = PetscInfo(snes,"Creating Jorge's differencing parameter context\n");CHKERRQ(ierr); 62 63 *outneP = neP; 64 PetscFunctionReturn(0); 65 } 66 67 PetscErrorCode SNESDiffParameterDestroy_More(void *nePv) 68 { 69 DIFFPAR_MORE *neP = (DIFFPAR_MORE*)nePv; 70 PetscErrorCode ierr; 71 int err; 72 73 PetscFunctionBegin; 74 /* Destroy work vectors and close output file */ 75 ierr = VecDestroyVecs(3,&neP->workv);CHKERRQ(ierr); 76 err = fclose(neP->fp); 77 if (err) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_SYS,"fclose() failed on file"); 78 ierr = PetscFree(neP);CHKERRQ(ierr); 79 PetscFunctionReturn(0); 80 } 81 82 PetscErrorCode SNESDiffParameterCompute_More(SNES snes,void *nePv,Vec x,Vec p,double *fnoise,double *hopt) 83 { 84 DIFFPAR_MORE *neP = (DIFFPAR_MORE*)nePv; 85 Vec w, xp, fvec; /* work vectors to use in computing h */ 86 double zero = 0.0, hl, hu, h, fnoise_s, fder2_s; 87 PetscScalar alpha; 88 PetscScalar fval[7], tab[7][7], eps[7], f = -1; 89 double rerrf = -1., fder2; 90 PetscErrorCode ierr; 91 PetscInt iter, k, i, j, info; 92 PetscInt nf = 7; /* number of function evaluations */ 93 PetscInt fcount; 94 MPI_Comm comm; 95 FILE *fp; 96 PetscBool noise_test = PETSC_FALSE; 97 98 PetscFunctionBegin; 99 ierr = PetscObjectGetComm((PetscObject)snes,&comm);CHKERRQ(ierr); 100 /* Call to SNESSetUp() just to set data structures in SNES context */ 101 if (!snes->setupcalled) {ierr = SNESSetUp(snes);CHKERRQ(ierr);} 102 103 w = neP->workv[0]; 104 xp = neP->workv[1]; 105 fvec = neP->workv[2]; 106 fp = neP->fp; 107 108 /* Initialize parameters */ 109 hl = zero; 110 hu = zero; 111 h = neP->h_first_try; 112 fnoise_s = zero; 113 fder2_s = zero; 114 fcount = neP->function_count; 115 116 /* We have 5 tries to attempt to compute a good hopt value */ 117 ierr = SNESGetIterationNumber(snes,&i);CHKERRQ(ierr); 118 ierr = PetscFPrintf(comm,fp,"\n ------- SNES iteration %D ---------\n",i);CHKERRQ(ierr); 119 for (iter=0; iter<5; iter++) { 120 neP->h_first_try = h; 121 122 /* Compute the nf function values needed to estimate the noise from 123 the difference table */ 124 for (k=0; k<nf; k++) { 125 alpha = h * (k+1 - (nf+1)/2); 126 ierr = VecWAXPY(xp,alpha,p,x);CHKERRQ(ierr); 127 ierr = SNESComputeFunction(snes,xp,fvec);CHKERRQ(ierr); 128 neP->function_count++; 129 ierr = VecDot(fvec,w,&fval[k]);CHKERRQ(ierr); 130 } 131 f = fval[(nf+1)/2 - 1]; 132 133 /* Construct the difference table */ 134 for (i=0; i<nf; i++) tab[i][0] = fval[i]; 135 136 for (j=0; j<nf-1; j++) { 137 for (i=0; i<nf-j-1; i++) { 138 tab[i][j+1] = tab[i+1][j] - tab[i][j]; 139 } 140 } 141 142 /* Print the difference table */ 143 ierr = PetscFPrintf(comm,fp,"Difference Table: iter = %D\n",iter);CHKERRQ(ierr); 144 for (i=0; i<nf; i++) { 145 for (j=0; j<nf-i; j++) { 146 ierr = PetscFPrintf(comm,fp," %10.2e ",tab[i][j]);CHKERRQ(ierr); 147 } 148 ierr = PetscFPrintf(comm,fp,"\n");CHKERRQ(ierr); 149 } 150 151 /* Call the noise estimator */ 152 ierr = SNESNoise_dnest_(&nf,fval,&h,fnoise,&fder2,hopt,&info,eps);CHKERRQ(ierr); 153 154 /* Output statements */ 155 rerrf = *fnoise/PetscAbsScalar(f); 156 if (info == 1) {ierr = PetscFPrintf(comm,fp,"%s\n","Noise detected");CHKERRQ(ierr);} 157 if (info == 2) {ierr = PetscFPrintf(comm,fp,"%s\n","Noise not detected; h is too small");CHKERRQ(ierr);} 158 if (info == 3) {ierr = PetscFPrintf(comm,fp,"%s\n","Noise not detected; h is too large");CHKERRQ(ierr);} 159 if (info == 4) {ierr = PetscFPrintf(comm,fp,"%s\n","Noise detected, but unreliable hopt");CHKERRQ(ierr);} 160 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); 161 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); 162 163 /* Save fnoise and fder2. */ 164 if (*fnoise) fnoise_s = *fnoise; 165 if (fder2) fder2_s = fder2; 166 167 /* Check for noise detection. */ 168 if (fnoise_s && fder2_s) { 169 *fnoise = fnoise_s; 170 fder2 = fder2_s; 171 *hopt = 1.68*sqrt(*fnoise/PetscAbsScalar(fder2)); 172 goto theend; 173 } else { 174 175 /* Update hl and hu, and determine new h */ 176 if (info == 2 || info == 4) { 177 hl = h; 178 if (hu == zero) h = 100*h; 179 else h = PetscMin(100*h,0.1*hu); 180 } else if (info == 3) { 181 hu = h; 182 h = PetscMax(1.0e-3,sqrt(hl/hu))*hu; 183 } 184 } 185 } 186 theend: 187 188 if (*fnoise < neP->fnoise_min) { 189 ierr = PetscFPrintf(comm,fp,"Resetting fnoise: fnoise1 = %g, fnoise_min = %g\n",(double)*fnoise,(double)neP->fnoise_min);CHKERRQ(ierr); 190 *fnoise = neP->fnoise_min; 191 neP->fnoise_resets++; 192 } 193 if (*hopt < neP->hopt_min) { 194 ierr = PetscFPrintf(comm,fp,"Resetting hopt: hopt1 = %g, hopt_min = %g\n",(double)*hopt,(double)neP->hopt_min);CHKERRQ(ierr); 195 *hopt = neP->hopt_min; 196 neP->hopt_resets++; 197 } 198 199 ierr = PetscFPrintf(comm,fp,"Errors in derivative:\n");CHKERRQ(ierr); 200 ierr = PetscFPrintf(comm,fp,"f = %g, fnoise = %g, fder2 = %g, hopt = %g\n",(double)f,(double)*fnoise,(double)fder2,(double)*hopt);CHKERRQ(ierr); 201 202 /* For now, compute h **each** MV Mult!! */ 203 /* 204 ierr = PetscOptionsHasName(NULL,"-matrix_free_jorge_each_mvp",&flg);CHKERRQ(ierr); 205 if (!flg) { 206 Mat mat; 207 ierr = SNESGetJacobian(snes,&mat,NULL,NULL);CHKERRQ(ierr); 208 ierr = SNESDefaultMatrixFreeSetParameters2(mat,PETSC_DEFAULT,PETSC_DEFAULT,*hopt);CHKERRQ(ierr); 209 } 210 */ 211 fcount = neP->function_count - fcount; 212 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); 213 214 ierr = PetscOptionsGetBool(NULL,NULL,"-noise_test",&noise_test,NULL);CHKERRQ(ierr); 215 if (noise_test) { 216 ierr = JacMatMultCompare(snes,x,p,*hopt);CHKERRQ(ierr); 217 } 218 PetscFunctionReturn(0); 219 } 220 221 PetscErrorCode JacMatMultCompare(SNES snes,Vec x,Vec p,double hopt) 222 { 223 Vec yy1, yy2; /* work vectors */ 224 PetscViewer view2; /* viewer */ 225 Mat J; /* analytic Jacobian (set as preconditioner matrix) */ 226 Mat Jmf; /* matrix-free Jacobian (set as true system matrix) */ 227 double h; /* differencing parameter */ 228 Vec f; 229 PetscScalar alpha; 230 PetscReal yy1n,yy2n,enorm; 231 PetscErrorCode ierr; 232 PetscInt i; 233 PetscBool printv = PETSC_FALSE; 234 char filename[32]; 235 MPI_Comm comm; 236 237 PetscFunctionBegin; 238 ierr = PetscObjectGetComm((PetscObject)snes,&comm);CHKERRQ(ierr); 239 /* Compute function and analytic Jacobian at x */ 240 ierr = SNESGetJacobian(snes,&Jmf,&J,NULL,NULL);CHKERRQ(ierr); 241 ierr = SNESComputeJacobian(snes,x,Jmf,J);CHKERRQ(ierr); 242 ierr = SNESGetFunction(snes,&f,NULL,NULL);CHKERRQ(ierr); 243 ierr = SNESComputeFunction(snes,x,f);CHKERRQ(ierr); 244 245 /* Duplicate work vectors */ 246 ierr = VecDuplicate(x,&yy2);CHKERRQ(ierr); 247 ierr = VecDuplicate(x,&yy1);CHKERRQ(ierr); 248 249 /* Compute true matrix-vector product */ 250 ierr = MatMult(J,p,yy1);CHKERRQ(ierr); 251 ierr = VecNorm(yy1,NORM_2,&yy1n);CHKERRQ(ierr); 252 253 /* View product vector if desired */ 254 ierr = PetscOptionsGetBool(NULL,NULL,"-print_vecs",&printv,NULL);CHKERRQ(ierr); 255 if (printv) { 256 ierr = PetscViewerASCIIOpen(comm,"y1.out",&view2);CHKERRQ(ierr); 257 ierr = PetscViewerPushFormat(view2,PETSC_VIEWER_ASCII_COMMON);CHKERRQ(ierr); 258 ierr = VecView(yy1,view2);CHKERRQ(ierr); 259 ierr = PetscViewerPopFormat(view2);CHKERRQ(ierr); 260 ierr = PetscViewerDestroy(&view2);CHKERRQ(ierr); 261 } 262 263 /* Test Jacobian-vector product computation */ 264 alpha = -1.0; 265 h = 0.01 * hopt; 266 for (i=0; i<5; i++) { 267 /* Set differencing parameter for matrix-free multiplication */ 268 ierr = SNESDefaultMatrixFreeSetParameters2(Jmf,PETSC_DEFAULT,PETSC_DEFAULT,h);CHKERRQ(ierr); 269 270 /* Compute matrix-vector product via differencing approximation */ 271 ierr = MatMult(Jmf,p,yy2);CHKERRQ(ierr); 272 ierr = VecNorm(yy2,NORM_2,&yy2n);CHKERRQ(ierr); 273 274 /* View product vector if desired */ 275 if (printv) { 276 sprintf(filename,"y2.%d.out",(int)i); 277 ierr = PetscViewerASCIIOpen(comm,filename,&view2);CHKERRQ(ierr); 278 ierr = PetscViewerPushFormat(view2,PETSC_VIEWER_ASCII_COMMON);CHKERRQ(ierr); 279 ierr = VecView(yy2,view2);CHKERRQ(ierr); 280 ierr = PetscViewerPopFormat(view2);CHKERRQ(ierr); 281 ierr = PetscViewerDestroy(&view2);CHKERRQ(ierr); 282 } 283 284 /* Compute relative error */ 285 ierr = VecAXPY(yy2,alpha,yy1);CHKERRQ(ierr); 286 ierr = VecNorm(yy2,NORM_2,&enorm);CHKERRQ(ierr); 287 enorm = enorm/yy1n; 288 ierr = PetscFPrintf(comm,stdout,"h = %g: relative error = %g\n",(double)h,(double)enorm);CHKERRQ(ierr); 289 h *= 10.0; 290 } 291 PetscFunctionReturn(0); 292 } 293 294 static PetscInt lin_its_total = 0; 295 296 PetscErrorCode SNESNoiseMonitor(SNES snes,PetscInt its,double fnorm,void *dummy) 297 { 298 PetscErrorCode ierr; 299 PetscInt lin_its; 300 301 PetscFunctionBegin; 302 ierr = SNESGetLinearSolveIterations(snes,&lin_its);CHKERRQ(ierr); 303 lin_its_total += lin_its; 304 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); 305 306 ierr = SNESUnSetMatrixFreeParameter(snes);CHKERRQ(ierr); 307 PetscFunctionReturn(0); 308 } 309