1 2 #include <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 dnest_(PetscInt*,PetscScalar*,PetscScalar*,PetscScalar*,PetscScalar*,PetscScalar*,PetscInt*,PetscScalar*); 18 extern PetscErrorCode JacMatMultCompare(SNES,Vec,Vec,double); 19 extern PetscErrorCode SNESDefaultMatrixFreeSetParameters2(Mat,double,double,double); 20 extern PetscErrorCode SNESUnSetMatrixFreeParameter(SNES snes); 21 22 #undef __FUNCT__ 23 #define __FUNCT__ "DiffParameterCreate_More" 24 PetscErrorCode DiffParameterCreate_More(SNES snes,Vec x,void **outneP) 25 { 26 DIFFPAR_MORE *neP; 27 Vec w; 28 PetscRandom rctx; /* random number generator context */ 29 PetscErrorCode ierr; 30 PetscBool flg; 31 char noise_file[PETSC_MAX_PATH_LEN]; 32 33 PetscFunctionBegin; 34 35 ierr = PetscNewLog(snes,DIFFPAR_MORE,&neP);CHKERRQ(ierr); 36 neP->function_count = 0; 37 neP->fnoise_min = 1.0e-20; 38 neP->hopt_min = 1.0e-8; 39 neP->h_first_try = 1.0e-3; 40 neP->fnoise_resets = 0; 41 neP->hopt_resets = 0; 42 43 /* Create work vectors */ 44 ierr = VecDuplicateVecs(x,3,&neP->workv);CHKERRQ(ierr); 45 w = neP->workv[0]; 46 47 /* Set components of vector w to random numbers */ 48 ierr = PetscRandomCreate(((PetscObject)snes)->comm,&rctx);CHKERRQ(ierr); 49 ierr = PetscRandomSetFromOptions(rctx);CHKERRQ(ierr); 50 ierr = VecSetRandom(w,rctx);CHKERRQ(ierr); 51 ierr = PetscRandomDestroy(&rctx);CHKERRQ(ierr); 52 53 /* Open output file */ 54 ierr = PetscOptionsGetString(((PetscObject)snes)->prefix,"-snes_mf_noise_file",noise_file,PETSC_MAX_PATH_LEN,&flg);CHKERRQ(ierr); 55 if (flg) neP->fp = fopen(noise_file,"w"); 56 else neP->fp = fopen("noise.out","w"); 57 if (!neP->fp) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FILE_OPEN,"Cannot open file"); 58 ierr = PetscInfo(snes,"Creating Jorge's differencing parameter context\n");CHKERRQ(ierr); 59 60 *outneP = neP; 61 PetscFunctionReturn(0); 62 } 63 64 #undef __FUNCT__ 65 #define __FUNCT__ "DiffParameterDestroy_More" 66 PetscErrorCode DiffParameterDestroy_More(void *nePv) 67 { 68 DIFFPAR_MORE *neP = (DIFFPAR_MORE *)nePv; 69 PetscErrorCode ierr; 70 int err; 71 72 PetscFunctionBegin; 73 /* Destroy work vectors and close output file */ 74 ierr = VecDestroyVecs(3,&neP->workv);CHKERRQ(ierr); 75 err = fclose(neP->fp); 76 if (err) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_SYS,"fclose() failed on file"); 77 ierr = PetscFree(neP);CHKERRQ(ierr); 78 PetscFunctionReturn(0); 79 } 80 81 #undef __FUNCT__ 82 #define __FUNCT__ "DiffParameterCompute_More" 83 PetscErrorCode DiffParameterCompute_More(SNES snes,void *nePv,Vec x,Vec p,double *fnoise,double *hopt) 84 { 85 DIFFPAR_MORE *neP = (DIFFPAR_MORE *)nePv; 86 Vec w, xp, fvec; /* work vectors to use in computing h */ 87 double zero = 0.0, hl, hu, h, fnoise_s, fder2_s; 88 PetscScalar alpha; 89 PetscScalar fval[7], tab[7][7], eps[7], f; 90 double rerrf, fder2; 91 PetscErrorCode ierr; 92 PetscInt iter, k, i, j, info; 93 PetscInt nf = 7; /* number of function evaluations */ 94 PetscInt fcount; 95 MPI_Comm comm = ((PetscObject)snes)->comm; 96 FILE *fp; 97 PetscBool noise_test = PETSC_FALSE; 98 99 PetscFunctionBegin; 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++) { 135 tab[i][0] = fval[i]; 136 } 137 for (j=0; j<6; j++) { 138 for (i=0; i<nf-j; i++) { 139 tab[i][j+1] = tab[i+1][j] - tab[i][j]; 140 } 141 } 142 143 /* Print the difference table */ 144 ierr = PetscFPrintf(comm,fp,"Difference Table: iter = %D\n",iter);CHKERRQ(ierr); 145 for (i=0; i<nf; i++) { 146 for (j=0; j<nf-i; j++) { 147 ierr = PetscFPrintf(comm,fp," %10.2e ",tab[i][j]);CHKERRQ(ierr); 148 } 149 ierr = PetscFPrintf(comm,fp,"\n");CHKERRQ(ierr); 150 } 151 152 /* Call the noise estimator */ 153 ierr = dnest_(&nf,fval,&h,fnoise,&fder2,hopt,&info,eps);CHKERRQ(ierr); 154 155 /* Output statements */ 156 rerrf = *fnoise/PetscAbsScalar(f); 157 if (info == 1) {ierr = PetscFPrintf(comm,fp,"%s\n","Noise detected");CHKERRQ(ierr);} 158 if (info == 2) {ierr = PetscFPrintf(comm,fp,"%s\n","Noise not detected; h is too small");CHKERRQ(ierr);} 159 if (info == 3) {ierr = PetscFPrintf(comm,fp,"%s\n","Noise not detected; h is too large");CHKERRQ(ierr);} 160 if (info == 4) {ierr = PetscFPrintf(comm,fp,"%s\n","Noise detected, but unreliable hopt");CHKERRQ(ierr);} 161 ierr = PetscFPrintf(comm,fp,"Approximate epsfcn %G %G %G %G %G %G\n", 162 eps[0],eps[1],eps[2],eps[3],eps[4],eps[5]);CHKERRQ(ierr); 163 ierr = PetscFPrintf(comm,fp,"h = %G, fnoise = %G, fder2 = %G, rerrf = %G, hopt = %G\n\n", 164 h, *fnoise, fder2, rerrf, *hopt);CHKERRQ(ierr); 165 166 /* Save fnoise and fder2. */ 167 if (*fnoise) fnoise_s = *fnoise; 168 if (fder2) fder2_s = fder2; 169 170 /* Check for noise detection. */ 171 if (fnoise_s && fder2_s) { 172 *fnoise = fnoise_s; 173 fder2 = fder2_s; 174 *hopt = 1.68*sqrt(*fnoise/PetscAbsScalar(fder2)); 175 goto theend; 176 } else { 177 178 /* Update hl and hu, and determine new h */ 179 if (info == 2 || info == 4) { 180 hl = h; 181 if (hu == zero) h = 100*h; 182 else h = PetscMin(100*h,0.1*hu); 183 } else if (info == 3) { 184 hu = h; 185 h = PetscMax(1.0e-3,sqrt(hl/hu))*hu; 186 } 187 } 188 } 189 theend: 190 191 if (*fnoise < neP->fnoise_min) { 192 ierr = PetscFPrintf(comm,fp,"Resetting fnoise: fnoise1 = %G, fnoise_min = %G\n",*fnoise,neP->fnoise_min);CHKERRQ(ierr); 193 *fnoise = neP->fnoise_min; 194 neP->fnoise_resets++; 195 } 196 if (*hopt < neP->hopt_min) { 197 ierr = PetscFPrintf(comm,fp,"Resetting hopt: hopt1 = %G, hopt_min = %G\n",*hopt,neP->hopt_min);CHKERRQ(ierr); 198 *hopt = neP->hopt_min; 199 neP->hopt_resets++; 200 } 201 202 ierr = PetscFPrintf(comm,fp,"Errors in derivative:\n");CHKERRQ(ierr); 203 ierr = PetscFPrintf(comm,fp,"f = %G, fnoise = %G, fder2 = %G, hopt = %G\n",f,*fnoise,fder2,*hopt);CHKERRQ(ierr); 204 205 /* For now, compute h **each** MV Mult!! */ 206 /* 207 ierr = PetscOptionsHasName(PETSC_NULL,"-matrix_free_jorge_each_mvp",&flg);CHKERRQ(ierr); 208 if (!flg) { 209 Mat mat; 210 ierr = SNESGetJacobian(snes,&mat,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr); 211 ierr = SNESDefaultMatrixFreeSetParameters2(mat,PETSC_DEFAULT,PETSC_DEFAULT,*hopt);CHKERRQ(ierr); 212 } 213 */ 214 fcount = neP->function_count - fcount; 215 ierr = PetscInfo5(snes,"fct_now = %D, fct_cum = %D, rerrf=%G, sqrt(noise)=%G, h_more=%G\n",fcount,neP->function_count,rerrf,sqrt(*fnoise),*hopt);CHKERRQ(ierr); 216 217 ierr = PetscOptionsGetBool(PETSC_NULL,"-noise_test",&noise_test,PETSC_NULL);CHKERRQ(ierr); 218 if (noise_test) { 219 ierr = JacMatMultCompare(snes,x,p,*hopt);CHKERRQ(ierr); 220 } 221 PetscFunctionReturn(0); 222 } 223 224 #undef __FUNCT__ 225 #define __FUNCT__ "JacMatMultCompare" 226 PetscErrorCode JacMatMultCompare(SNES snes,Vec x,Vec p,double hopt) 227 { 228 Vec yy1, yy2; /* work vectors */ 229 PetscViewer view2; /* viewer */ 230 Mat J; /* analytic Jacobian (set as preconditioner matrix) */ 231 Mat Jmf; /* matrix-free Jacobian (set as true system matrix) */ 232 double h; /* differencing parameter */ 233 Vec f; 234 MatStructure sparsity = DIFFERENT_NONZERO_PATTERN; 235 PetscScalar alpha; 236 PetscReal yy1n,yy2n,enorm; 237 PetscErrorCode ierr; 238 PetscInt i; 239 PetscBool printv = PETSC_FALSE; 240 char filename[32]; 241 MPI_Comm comm = ((PetscObject)snes)->comm; 242 243 PetscFunctionBegin; 244 245 /* Compute function and analytic Jacobian at x */ 246 ierr = SNESGetJacobian(snes,&Jmf,&J,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr); 247 ierr = SNESComputeJacobian(snes,x,&Jmf,&J,&sparsity);CHKERRQ(ierr); 248 ierr = SNESGetFunction(snes,&f,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr); 249 ierr = SNESComputeFunction(snes,x,f);CHKERRQ(ierr); 250 251 /* Duplicate work vectors */ 252 ierr = VecDuplicate(x,&yy2);CHKERRQ(ierr); 253 ierr = VecDuplicate(x,&yy1);CHKERRQ(ierr); 254 255 /* Compute true matrix-vector product */ 256 ierr = MatMult(J,p,yy1);CHKERRQ(ierr); 257 ierr = VecNorm(yy1,NORM_2,&yy1n);CHKERRQ(ierr); 258 259 /* View product vector if desired */ 260 ierr = PetscOptionsGetBool(PETSC_NULL,"-print_vecs",&printv,PETSC_NULL);CHKERRQ(ierr); 261 if (printv) { 262 ierr = PetscViewerASCIIOpen(comm,"y1.out",&view2);CHKERRQ(ierr); 263 ierr = PetscViewerSetFormat(view2,PETSC_VIEWER_ASCII_COMMON);CHKERRQ(ierr); 264 ierr = VecView(yy1,view2);CHKERRQ(ierr); 265 ierr = PetscViewerDestroy(&view2);CHKERRQ(ierr); 266 } 267 268 /* Test Jacobian-vector product computation */ 269 alpha = -1.0; 270 h = 0.01 * hopt; 271 for (i=0; i<5; i++) { 272 /* Set differencing parameter for matrix-free multiplication */ 273 ierr = SNESDefaultMatrixFreeSetParameters2(Jmf,PETSC_DEFAULT,PETSC_DEFAULT,h);CHKERRQ(ierr); 274 275 /* Compute matrix-vector product via differencing approximation */ 276 ierr = MatMult(Jmf,p,yy2);CHKERRQ(ierr); 277 ierr = VecNorm(yy2,NORM_2,&yy2n);CHKERRQ(ierr); 278 279 /* View product vector if desired */ 280 if (printv) { 281 sprintf(filename,"y2.%d.out",(int)i); 282 ierr = PetscViewerASCIIOpen(comm,filename,&view2);CHKERRQ(ierr); 283 ierr = PetscViewerSetFormat(view2,PETSC_VIEWER_ASCII_COMMON);CHKERRQ(ierr); 284 ierr = VecView(yy2,view2);CHKERRQ(ierr); 285 ierr = PetscViewerDestroy(&view2);CHKERRQ(ierr); 286 } 287 288 /* Compute relative error */ 289 ierr = VecAXPY(yy2,alpha,yy1);CHKERRQ(ierr); 290 ierr = VecNorm(yy2,NORM_2,&enorm);CHKERRQ(ierr); 291 enorm = enorm/yy1n; 292 ierr = PetscFPrintf(comm,stdout,"h = %G: relative error = %G\n",h,enorm);CHKERRQ(ierr); 293 h *= 10.0; 294 } 295 PetscFunctionReturn(0); 296 } 297 298 static PetscInt lin_its_total = 0; 299 300 PetscErrorCode SNESNoiseMonitor(SNES snes,PetscInt its,double fnorm,void *dummy) 301 { 302 PetscErrorCode ierr; 303 PetscInt lin_its; 304 305 PetscFunctionBegin; 306 ierr = SNESGetLinearSolveIterations(snes,&lin_its);CHKERRQ(ierr); 307 lin_its_total += lin_its; 308 ierr = PetscPrintf(((PetscObject)snes)->comm, "iter = %D, SNES Function norm = %G, lin_its = %D, total_lin_its = %D\n",its,fnorm,lin_its,lin_its_total);CHKERRQ(ierr); 309 310 ierr = SNESUnSetMatrixFreeParameter(snes);CHKERRQ(ierr); 311 PetscFunctionReturn(0); 312 } 313