1 #ifndef lint 2 static char vcid[] = "$Id: snesut.c,v 1.7 1995/08/03 20:38:06 curfman Exp curfman $"; 3 #endif 4 5 #include <math.h> 6 #include "snesimpl.h" /*I "snes.h" I*/ 7 #if defined(HAVE_STRING_H) 8 #include <string.h> 9 #endif 10 11 /*@ 12 SNESDefaultMonitor - Default SNES monitoring routine. 13 14 Input Parameters: 15 . snes - the SNES context 16 . its - iteration number 17 . fgnorm - 2-norm of residual (or gradient) 18 . dummy - unused context 19 20 Notes: 21 For SNES_NONLINEAR_EQUATIONS methods the routine prints the 22 residual norm at each iteration. 23 24 For SNES_UNCONSTRAINED_MINIMIZATION methods the routine prints the 25 function value and gradient norm at each iteration. 26 27 .keywords: SNES, nonlinear, default, monitor, norm 28 29 .seealso: SNESSetMonitor() 30 @*/ 31 int SNESDefaultMonitor(SNES snes,int its,double fgnorm,void *dummy) 32 { 33 if (snes->method_class == SNES_NONLINEAR_EQUATIONS) 34 MPIU_printf(snes->comm, "iter = %d, Function norm %g \n",its,fgnorm); 35 else if (snes->method_class == SNES_UNCONSTRAINED_MINIMIZATION) 36 MPIU_printf(snes->comm, 37 "iter = %d, Function value %g, Gradient norm %g \n",its,snes->fc,fgnorm); 38 else SETERRQ(1,"SNESDefaultMonitor:Unknown method class"); 39 return 0; 40 } 41 /* ---------------------------------------------------------------- */ 42 int SNESDefaultSMonitor(SNES snes,int its, double fgnorm,void *dummy) 43 { 44 if (snes->method_class == SNES_NONLINEAR_EQUATIONS) { 45 if (fgnorm > 1.e-9 || fgnorm == 0.0) { 46 MPIU_printf(snes->comm, "iter = %d, Function norm %g \n",its,fgnorm); 47 } 48 else if (fgnorm > 1.e-11){ 49 MPIU_printf(snes->comm, "iter = %d, Function norm %5.3e \n",its,fgnorm); 50 } 51 else { 52 MPIU_printf(snes->comm, "iter = %d, Function norm < 1.e-11\n",its); 53 } 54 } else if (snes->method_class == SNES_UNCONSTRAINED_MINIMIZATION) { 55 if (fgnorm > 1.e-9 || fgnorm == 0.0) { 56 MPIU_printf(snes->comm, 57 "iter = %d, Function value %g, Gradient norm %g \n", 58 its,snes->fc,fgnorm); 59 } 60 else if (fgnorm > 1.e-11) { 61 MPIU_printf(snes->comm, 62 "iter = %d, Function value %g, Gradient norm %5.3e \n", 63 its,snes->fc,fgnorm); 64 } 65 else { 66 MPIU_printf(snes->comm, 67 "iter = %d, Function value %g, Gradient norm < 1.e-11\n", 68 its,snes->fc); 69 } 70 } else SETERRQ(1,"SNESDefaultSMonitor:Unknown method class"); 71 return 0; 72 } 73 /* ---------------------------------------------------------------- */ 74 /*@ 75 SNESDefaultConverged - Default test for monitoring the convergence 76 of the solvers for systems of nonlinear equations. 77 78 Input Parameters: 79 . snes - the SNES context 80 . xnorm - 2-norm of current iterate 81 . pnorm - 2-norm of current step 82 . fnorm - 2-norm of function 83 . dummy - unused context 84 85 Returns: 86 $ 2 if ( fnorm < atol ), 87 $ 3 if ( pnorm < xtol*xnorm ), 88 $ -2 if ( nfct > maxf ), 89 $ 0 otherwise, 90 91 where 92 $ maxf - maximum number of function evaluations, 93 $ set with SNESSetMaxFunctionEvaluations() 94 $ nfct - number of function evaluations, 95 $ atol - absolute function norm tolerance, 96 $ set with SNESSetAbsoluteTolerance() 97 $ xtol - relative function norm tolerance, 98 $ set with SNESSetRelativeTolerance() 99 100 .keywords: SNES, nonlinear, default, converged, convergence 101 102 .seealso: SNESSetConvergenceTest(), SNESEisenstatWalkerConverged() 103 @*/ 104 int SNESDefaultConverged(SNES snes,double xnorm,double pnorm,double fnorm, 105 void *dummy) 106 { 107 if (snes->method_class != SNES_NONLINEAR_EQUATIONS) SETERRQ(1, 108 "SNESDefaultConverged:For SNES_NONLINEAR_EQUATIONS method only"); 109 /* Note: Reserve return code 1, -1 for compatibility with 110 SNESTrustRegionDefaultConverged */ 111 if (fnorm < snes->atol) { 112 PLogInfo((PetscObject)snes, 113 "SNES: Converged due to function norm %g < %g\n", 114 fnorm,snes->atol); 115 return 2; 116 } 117 if (pnorm < snes->xtol*(xnorm)) { 118 PLogInfo((PetscObject)snes, 119 "SNES: Converged due to small update length: %g < %g * %g\n", 120 pnorm,snes->xtol,xnorm); 121 return 3; 122 } 123 if (snes->nfuncs > snes->max_funcs) { 124 PLogInfo((PetscObject)snes, 125 "SNES: Exceeded maximum number of function evaluations: %d > %d\n", 126 snes->nfuncs, snes->max_funcs ); 127 return -2; 128 } 129 return 0; 130 } 131 /* ------------------------------------------------------------ */ 132 /*@ 133 SNES_KSP_SetConvergenceTestEW - Sets alternative convergence test for 134 for the linear solvers within an inexact Newton method. 135 136 Input Parameter: 137 . snes - SNES context 138 139 Notes: 140 Currently, the default is to use a constant relative tolerance for 141 the inner linear solvers. Alternatively, one can use the 142 Eisenstat-Walker method, where the relative convergence tolerance 143 is reset at each Newton iteration according progress of the nonlinear 144 solver. 145 146 Reference: 147 S. C. Eisenstat and H. F. Walker, "Choosing the forcing terms in an 148 inexact Newton method", Utah State University Math. Stat. Dept. Res. 149 Report 6/94/75, June, 1994, to appear in SIAM J. Sci. Comput. 150 151 .keywords: SNES, KSP, Eisenstat, Walker, convergence, test, inexact, Newton 152 @*/ 153 int SNES_KSP_SetConvergenceTestEW(SNES snes) 154 { 155 snes->ksp_ewconv = 1; 156 return 0; 157 } 158 159 /*@ 160 SNES_KSP_SetParametersEW - Sets parameters for Eisenstat-Walker 161 convergence criteria for the linear solvers within an inexact 162 Newton method. 163 164 Input Parameters: 165 . snes - SNES context 166 . version - version 1 or 2 (default is 2) 167 . rtol_0 - initial relative tolerance 168 $ (0 <= rtol_0 < 1) 169 . rtol_max - maximum relative tolerance 170 $ (0 <= rtol_max < 1) 171 . alpha - power for version 2 rtol computation 172 $ (1 < alpha <= 2) 173 . alpha2 - power for safeguard 174 . gamma2 - multiplicative factor for version 2 rtol computation 175 $ (0 <= gamma2 <= 1) 176 . threshold - threshold for imposing safeguard 177 $ (0 < threshold < 1) 178 179 Note: 180 Use PETSC_DEFAULT to retain the default for any of the parameters. 181 182 Reference: 183 S. C. Eisenstat and H. F. Walker, "Choosing the forcing terms in an 184 inexact Newton method", Utah State University Math. Stat. Dept. Res. 185 Report 6/94/75, June, 1994, to appear in SIAM J. Sci. Comput. 186 187 .keywords: SNES, KSP, Eisenstat, Walker, set, parameters 188 189 .seealso: SNES_KSP_SetConvergenceTestEW() 190 @*/ 191 int SNES_KSP_SetParametersEW(SNES snes,int version,double rtol_0, 192 double rtol_max,double gamma2,double alpha, 193 double alpha2,double threshold) 194 { 195 SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx; 196 if (!kctx) SETERRQ(1,"SNES_KSP_SetParametersEW: No context"); 197 if (version != PETSC_DEFAULT) kctx->version = version; 198 if (rtol_0 != PETSC_DEFAULT) kctx->rtol_0 = rtol_0; 199 if (rtol_max != PETSC_DEFAULT) kctx->rtol_max = rtol_max; 200 if (gamma2 != PETSC_DEFAULT) kctx->gamma = gamma2; 201 if (alpha != PETSC_DEFAULT) kctx->alpha = alpha; 202 if (alpha2 != PETSC_DEFAULT) kctx->alpha2 = alpha2; 203 if (threshold != PETSC_DEFAULT) kctx->threshold = threshold; 204 if (kctx->rtol_0 < 0.0 || kctx->rtol_0 >= 1.0) SETERRQ(1, 205 "SNES_KSP_SetParametersEW: 0.0 <= rtol_0 < 1.0\n"); 206 if (kctx->rtol_max < 0.0 || kctx->rtol_max >= 1.0) SETERRQ(1, 207 "SNES_KSP_SetParametersEW: 0.0 <= rtol_max < 1.0\n"); 208 if (kctx->threshold <= 0.0 || kctx->threshold >= 1.0) SETERRQ(1, 209 "SNES_KSP_SetParametersEW: 0.0 < threshold < 1.0\n"); 210 if (kctx->gamma < 0.0 || kctx->gamma > 1.0) SETERRQ(1, 211 "SNES_KSP_SetParametersEW: 0.0 <= alpha <= 1.0\n"); 212 if (kctx->alpha <= 1.0 || kctx->alpha > 2.0) SETERRQ(1, 213 "SNES_KSP_SetParametersEW: 1.0 < alpha <= 2.0\n"); 214 if (kctx->version != 1 && kctx->version !=2) SETERRQ(1, 215 "SNES_KSP_SetParametersEW: Only versions 1 and 2 are supported"); 216 return 0; 217 } 218 219 int SNES_KSP_EW_ComputeRelativeTolerance_Private(SNES snes,KSP ksp) 220 { 221 SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx; 222 double rtol, stol; 223 int ierr; 224 if (!kctx) 225 SETERRQ(1,"SNES_KSP_EW_ComputeRelativeTolerance_Private: No context"); 226 if (snes->iter == 1) { 227 rtol = kctx->rtol_0; 228 } else { 229 if (kctx->version == 1) { 230 rtol = (snes->norm - kctx->lresid_last)/kctx->norm_last; 231 if (rtol < 0.0) rtol = -rtol; 232 stol = pow(kctx->rtol_last,kctx->alpha2); 233 if (stol > kctx->threshold) rtol = PETSCMAX(rtol,stol); 234 } else if (kctx->version == 2) { 235 rtol = kctx->gamma * pow(snes->norm/kctx->norm_last,kctx->alpha); 236 stol = kctx->gamma * pow(kctx->rtol_last,kctx->alpha); 237 if (stol > kctx->threshold) rtol = PETSCMAX(rtol,stol); 238 } else SETERRQ(1, 239 "SNES_KSP_EW_Converged_Private: Only versions 1 and 2 are supported"); 240 } 241 rtol = PETSCMIN(rtol,kctx->rtol_max); 242 kctx->rtol_last = rtol; 243 PLogInfo((PetscObject)snes, 244 "SNES: iter %d, Eisenstat-Walker (version %d) KSP rtol = %g\n", 245 snes->iter,kctx->version,rtol); 246 ierr = KSPSetTolerances(ksp,rtol,PETSC_DEFAULT,PETSC_DEFAULT,PETSC_DEFAULT); 247 CHKERRQ(ierr); 248 kctx->norm_last = snes->norm; 249 return 0; 250 } 251 252 int SNES_KSP_EW_Converged_Private(KSP ksp,int n,double rnorm,void *ctx) 253 { 254 SNES snes = (SNES)ctx; 255 SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx; 256 int convinfo; 257 258 if (!kctx) SETERRQ(1, 259 "SNES_KSP_EW_Converged_Private: Convergence context does not exist"); 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((PetscObject)snes,"SNES: KSP iterations=%d, rnorm=%g\n",n,rnorm); 265 return convinfo; 266 } 267 268 269