xref: /petsc/src/snes/interface/snesut.c (revision 70f55243aafb320636e2a54ff30cab5d1e8d3d7b)
1 #ifndef lint
2 static char vcid[] = "$Id: snesut.c,v 1.19 1996/06/30 17:10:07 curfman Exp bsmith $";
3 #endif
4 
5 #include <math.h>
6 #include "src/snes/snesimpl.h"       /*I   "snes.h"   I*/
7 
8 /*@C
9    SNESDefaultMonitor - Default SNES monitoring routine.
10 
11    Input Parameters:
12 .  snes - the SNES context
13 .  its - iteration number
14 .  fgnorm - 2-norm of residual (or gradient)
15 .  dummy - unused context
16 
17    Notes:
18    For SNES_NONLINEAR_EQUATIONS methods the routine prints the
19    residual norm at each iteration.
20 
21    For SNES_UNCONSTRAINED_MINIMIZATION methods the routine prints the
22    function value and gradient norm at each iteration.
23 
24 .keywords: SNES, nonlinear, default, monitor, norm
25 
26 .seealso: SNESSetMonitor()
27 @*/
28 int SNESDefaultMonitor(SNES snes,int its,double fgnorm,void *dummy)
29 {
30   if (snes->method_class == SNES_NONLINEAR_EQUATIONS)
31     PetscPrintf(snes->comm, "iter = %d, SNES Function norm %g \n",its,fgnorm);
32   else if (snes->method_class == SNES_UNCONSTRAINED_MINIMIZATION)
33     PetscPrintf(snes->comm,
34      "iter = %d, SNES Function value %g, Gradient norm %g \n",its,snes->fc,fgnorm);
35   else SETERRQ(1,"SNESDefaultMonitor:Unknown method class");
36   return 0;
37 }
38 /* ---------------------------------------------------------------- */
39 int SNESDefaultSMonitor(SNES snes,int its, double fgnorm,void *dummy)
40 {
41   if (snes->method_class == SNES_NONLINEAR_EQUATIONS) {
42     if (fgnorm > 1.e-9) {
43       PetscPrintf(snes->comm, "iter = %d, SNES Function norm %g \n",its,fgnorm);
44     }
45     else if (fgnorm > 1.e-11){
46       PetscPrintf(snes->comm, "iter = %d, SNES Function norm %5.3e \n",its,fgnorm);
47     }
48     else {
49       PetscPrintf(snes->comm, "iter = %d, SNES Function norm < 1.e-11\n",its);
50     }
51   } else if (snes->method_class == SNES_UNCONSTRAINED_MINIMIZATION) {
52     if (fgnorm > 1.e-9) {
53       PetscPrintf(snes->comm,
54        "iter = %d, SNES Function value %g, Gradient norm %g \n",
55        its,snes->fc,fgnorm);
56     }
57     else if (fgnorm > 1.e-11) {
58       PetscPrintf(snes->comm,
59         "iter = %d, SNES Function value %g, Gradient norm %5.3e \n",
60         its,snes->fc,fgnorm);
61     }
62     else {
63       PetscPrintf(snes->comm,
64         "iter = %d, SNES Function value %g, Gradient norm < 1.e-11\n",
65         its,snes->fc);
66     }
67   } else SETERRQ(1,"SNESDefaultSMonitor:Unknown method class");
68   return 0;
69 }
70 /* ---------------------------------------------------------------- */
71 /*@C
72    SNESConverged_EQ_LS - Default test for monitoring the convergence
73    of the solvers for systems of nonlinear equations.
74 
75    Input Parameters:
76 .  snes - the SNES context
77 .  xnorm - 2-norm of current iterate
78 .  pnorm - 2-norm of current step
79 .  fnorm - 2-norm of function
80 .  dummy - unused context
81 
82    Returns:
83 $  2  if  ( fnorm < atol ),
84 $  3  if  ( pnorm < xtol*xnorm ),
85 $  4  if  ( fnorm < rtol*fnorm0 ),
86 $ -2  if  ( nfct > maxf ),
87 $  0  otherwise,
88 
89    where
90 $    maxf - maximum number of function evaluations,
91 $           set with SNESSetTolerances()
92 $    nfct - number of function evaluations,
93 $    atol - absolute function norm tolerance,
94 $           set with SNESSetTolerances()
95 $    rtol - relative function norm tolerance,
96 $           set with SNESSetTolerances()
97 
98 .keywords: SNES, nonlinear, default, converged, convergence
99 
100 .seealso: SNESSetConvergenceTest(), SNESEisenstatWalkerConverged()
101 @*/
102 int SNESConverged_EQ_LS(SNES snes,double xnorm,double pnorm,double fnorm,void *dummy)
103 {
104   if (snes->method_class != SNES_NONLINEAR_EQUATIONS) SETERRQ(1,
105     "SNESConverged_EQ_LS:For SNES_NONLINEAR_EQUATIONS only");
106   /* Note:  Reserve return code 1, -1 for compatibility with SNESConverged_EQTR */
107   if (fnorm <= snes->ttol) {
108     PLogInfo(snes,
109     "SNES:Converged due to function norm %g < %g (relative tolerance)\n",fnorm,snes->ttol);
110     return 4;
111   }
112 
113   if (fnorm < snes->atol) {
114     PLogInfo(snes,
115       "SNES: Converged due to function norm %g < %g\n",fnorm,snes->atol);
116     return 2;
117   }
118   if (pnorm < snes->xtol*(xnorm)) {
119     PLogInfo(snes,
120       "SNES: Converged due to small update length: %g < %g * %g\n",
121        pnorm,snes->xtol,xnorm);
122     return 3;
123   }
124   if (snes->nfuncs > snes->max_funcs) {
125     PLogInfo(snes,
126       "SNES: Exceeded maximum number of function evaluations: %d > %d\n",
127       snes->nfuncs, snes->max_funcs );
128     return -2;
129   }
130   return 0;
131 }
132 /* ------------------------------------------------------------ */
133 /*@
134    SNES_KSP_SetConvergenceTestEW - Sets alternative convergence test for
135    for the linear solvers within an inexact Newton method.
136 
137    Input Parameter:
138 .  snes - SNES context
139 
140    Notes:
141    Currently, the default is to use a constant relative tolerance for
142    the inner linear solvers.  Alternatively, one can use the
143    Eisenstat-Walker method, where the relative convergence tolerance
144    is reset at each Newton iteration according progress of the nonlinear
145    solver.
146 
147    Reference:
148    S. C. Eisenstat and H. F. Walker, "Choosing the forcing terms in an
149    inexact Newton method", Utah State University Math. Stat. Dept. Res.
150    Report 6/94/75, June, 1994, to appear in SIAM J. Sci. Comput.
151 
152 .keywords: SNES, KSP, Eisenstat, Walker, convergence, test, inexact, Newton
153 @*/
154 int SNES_KSP_SetConvergenceTestEW(SNES snes)
155 {
156   snes->ksp_ewconv = 1;
157   return 0;
158 }
159 
160 /*@
161    SNES_KSP_SetParametersEW - Sets parameters for Eisenstat-Walker
162    convergence criteria for the linear solvers within an inexact
163    Newton method.
164 
165    Input Parameters:
166 .  snes - SNES context
167 .  version - version 1 or 2 (default is 2)
168 .  rtol_0 - initial relative tolerance
169 $    (0 <= rtol_0 < 1)
170 .  rtol_max - maximum relative tolerance
171 $    (0 <= rtol_max < 1)
172 .  alpha - power for version 2 rtol computation
173 $    (1 < alpha <= 2)
174 .  alpha2 - power for safeguard
175 .  gamma2 - multiplicative factor for version 2 rtol computation
176 $    (0 <= gamma2 <= 1)
177 .  threshold - threshold for imposing safeguard
178 $    (0 < threshold < 1)
179 
180    Note:
181    Use PETSC_DEFAULT to retain the default for any of the parameters.
182 
183    Reference:
184    S. C. Eisenstat and H. F. Walker, "Choosing the forcing terms in an
185    inexact Newton method", Utah State University Math. Stat. Dept. Res.
186    Report 6/94/75, June, 1994, to appear in SIAM J. Sci. Comput.
187 
188 .keywords: SNES, KSP, Eisenstat, Walker, set, parameters
189 
190 .seealso: SNES_KSP_SetConvergenceTestEW()
191 @*/
192 int SNES_KSP_SetParametersEW(SNES snes,int version,double rtol_0,
193                              double rtol_max,double gamma2,double alpha,
194                              double alpha2,double threshold)
195 {
196   SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx;
197   if (!kctx) SETERRQ(1,"SNES_KSP_SetParametersEW:No context");
198   if (version != PETSC_DEFAULT)   kctx->version = version;
199   if (rtol_0 != PETSC_DEFAULT)    kctx->rtol_0 = rtol_0;
200   if (rtol_max != PETSC_DEFAULT)  kctx->rtol_max = rtol_max;
201   if (gamma2 != PETSC_DEFAULT)    kctx->gamma = gamma2;
202   if (alpha != PETSC_DEFAULT)     kctx->alpha = alpha;
203   if (alpha2 != PETSC_DEFAULT)    kctx->alpha2 = alpha2;
204   if (threshold != PETSC_DEFAULT) kctx->threshold = threshold;
205   if (kctx->rtol_0 < 0.0 || kctx->rtol_0 >= 1.0) SETERRQ(1,
206     "SNES_KSP_SetParametersEW: 0.0 <= rtol_0 < 1.0\n");
207   if (kctx->rtol_max < 0.0 || kctx->rtol_max >= 1.0) SETERRQ(1,
208     "SNES_KSP_SetParametersEW: 0.0 <= rtol_max < 1.0\n");
209   if (kctx->threshold <= 0.0 || kctx->threshold >= 1.0) SETERRQ(1,
210     "SNES_KSP_SetParametersEW: 0.0 < threshold < 1.0\n");
211   if (kctx->gamma < 0.0 || kctx->gamma > 1.0) SETERRQ(1,
212     "SNES_KSP_SetParametersEW: 0.0 <= alpha <= 1.0\n");
213   if (kctx->alpha <= 1.0 || kctx->alpha > 2.0) SETERRQ(1,
214     "SNES_KSP_SetParametersEW: 1.0 < alpha <= 2.0\n");
215   if (kctx->version != 1 && kctx->version !=2) SETERRQ(1,
216      "SNES_KSP_SetParametersEW: Only versions 1 and 2 are supported");
217   return 0;
218 }
219 
220 int SNES_KSP_EW_ComputeRelativeTolerance_Private(SNES snes,KSP ksp)
221 {
222   SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx;
223   double rtol, stol;
224   int    ierr;
225   if (!kctx)
226     SETERRQ(1,"SNES_KSP_EW_ComputeRelativeTolerance_Private:No context");
227   if (snes->iter == 1) {
228     rtol = kctx->rtol_0;
229   } else {
230     if (kctx->version == 1) {
231       rtol = (snes->norm - kctx->lresid_last)/kctx->norm_last;
232       if (rtol < 0.0) rtol = -rtol;
233       stol = pow(kctx->rtol_last,kctx->alpha2);
234       if (stol > kctx->threshold) rtol = PetscMax(rtol,stol);
235     } else if (kctx->version == 2) {
236       rtol = kctx->gamma * pow(snes->norm/kctx->norm_last,kctx->alpha);
237       stol = kctx->gamma * pow(kctx->rtol_last,kctx->alpha);
238       if (stol > kctx->threshold) rtol = PetscMax(rtol,stol);
239     } else SETERRQ(1,
240      "SNES_KSP_EW_Converged_Private:Only versions 1 or 2 are supported");
241   }
242   rtol = PetscMin(rtol,kctx->rtol_max);
243   kctx->rtol_last = rtol;
244   PLogInfo(snes,
245     "SNES: iter %d, Eisenstat-Walker (version %d) KSP rtol = %g\n",
246      snes->iter,kctx->version,rtol);
247   ierr = KSPSetTolerances(ksp,rtol,PETSC_DEFAULT,PETSC_DEFAULT,PETSC_DEFAULT);
248   CHKERRQ(ierr);
249   kctx->norm_last = snes->norm;
250   return 0;
251 }
252 
253 int SNES_KSP_EW_Converged_Private(KSP ksp,int n,double rnorm,void *ctx)
254 {
255   SNES                snes = (SNES)ctx;
256   SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx;
257   int                 convinfo;
258 
259   if (!kctx) SETERRQ(1,"SNES_KSP_EW_Converged_Private:No convergence context");
260   if (n == 0) SNES_KSP_EW_ComputeRelativeTolerance_Private(snes,ksp);
261   convinfo = KSPDefaultConverged(ksp,n,rnorm,ctx);
262   kctx->lresid_last = rnorm;
263   if (convinfo)
264     PLogInfo(snes,"SNES: KSP iterations=%d, rnorm=%g\n",n,rnorm);
265   return convinfo;
266 }
267 
268 
269