SNESConvergedReason#
reason a SNESSolve()
was determined to have converged or diverged
Synopsis#
typedef enum { /* converged */
SNES_CONVERGED_FNORM_ABS = 2, /* ||F|| < atol */
SNES_CONVERGED_FNORM_RELATIVE = 3, /* ||F|| < rtol*||F_initial|| */
SNES_CONVERGED_SNORM_RELATIVE = 4, /* Newton computed step size small; || delta x || < stol || x ||*/
SNES_CONVERGED_ITS = 5, /* maximum iterations reached */
SNES_BREAKOUT_INNER_ITER = 6, /* Flag to break out of inner loop after checking custom convergence. */
/* it is used in multi-phase flow when state changes */
/* diverged */
SNES_DIVERGED_FUNCTION_DOMAIN = -1, /* the new x location passed the function is not in the domain of F */
SNES_DIVERGED_FUNCTION_COUNT = -2,
SNES_DIVERGED_LINEAR_SOLVE = -3, /* the linear solve failed */
SNES_DIVERGED_FNORM_NAN = -4,
SNES_DIVERGED_MAX_IT = -5,
SNES_DIVERGED_LINE_SEARCH = -6, /* the line search failed */
SNES_DIVERGED_INNER = -7, /* inner solve failed */
SNES_DIVERGED_LOCAL_MIN = -8, /* || J^T b || is small, implies converged to local minimum of F() */
SNES_DIVERGED_DTOL = -9, /* || F || > divtol*||F_initial|| */
SNES_DIVERGED_JACOBIAN_DOMAIN = -10, /* Jacobian calculation does not make sense */
SNES_DIVERGED_TR_DELTA = -11,
SNES_CONVERGED_TR_DELTA_DEPRECATED = -11,
SNES_CONVERGED_ITERATING = 0
} SNESConvergedReason;
Values#
SNES_CONVERGED_FNORM_ABS
- 2-norm(F) <= abstolSNES_CONVERGED_FNORM_RELATIVE
- 2-norm(F) <= rtol*2-norm(F(x_0)) where x_0 is the initial guessSNES_CONVERGED_SNORM_RELATIVE
- The 2-norm of the last step <= stol * 2-norm(x) where x is the currentSNES_DIVERGED_FUNCTION_COUNT
- The user provided function has been called more times than the maximum set inSNESSetTolerances()
SNES_DIVERGED_DTOL
- The norm of the function has increased by a factor of divtol set withSNESSetDivergenceTolerance()
SNES_DIVERGED_FNORM_NAN
- the 2-norm of the current function evaluation is not-a-number (NaN), this is usually caused by a division of 0 by 0.SNES_DIVERGED_MAX_IT
-SNESSolve()
has reached the maximum number of iterations requestedSNES_DIVERGED_LINE_SEARCH
- The line search has failed. This only occurs forSNES
solvers that use a line searchSNES_DIVERGED_LOCAL_MIN
- the algorithm seems to have stagnated at a local minimum that is not zero.SNES_CONERGED_ITERATING
- this only occurs ifSNESGetConvergedReason()
is called during theSNESSolve()
Notes#
The two most common reasons for divergence are an incorrectly coded or computed Jacobian or failure or lack of convergence in the linear system (in this case we recommend
testing with -pc_type lu
to eliminate the linear solver as the cause of the problem).
SNES_DIVERGED_LOCAL_MIN
can only occur when using the line-search variant of SNES
.
The line search wants to minimize Q(alpha) = 1/2 || F(x + alpha s) ||^2_2 this occurs
at Q’(alpha) = s^T F’(x+alpha s)^T F(x+alpha s) = 0. If s is the Newton direction - F’(x)^(-1)F(x) then
you get Q’(alpha) = -F(x)^T F’(x)^(-1)^T F’(x+alpha s)F(x+alpha s); when alpha = 0
Q’(0) = - ||F(x)||^2_2 which is always NEGATIVE if F’(x) is invertible. This means the Newton
direction is a descent direction and the line search should succeed if alpha is small enough.
If F’(x) is NOT invertible AND F’(x)^T F(x) = 0 then Q’(0) = 0 and the Newton direction is NOT a descent direction so the line search will fail. All one can do at this point is change the initial guess and try again.
An alternative explanation: Newton’s method can be regarded as replacing the function with its linear approximation and minimizing the 2-norm of that. That is F(x+s) approx F(x) + F’(x)s so we minimize || F(x) + F’(x) s ||^2_2; do this using Least Squares. If F’(x) is invertible then s = - F’(x)^(-1)F(x) otherwise F’(x)^T F’(x) s = -F’(x)^T F(x). If F’(x)^T F(x) is NOT zero then there exists a nontrivial (that is F’(x)s != 0) solution to the equation and this direction is s = - [F’(x)^T F’(x)]^(-1) F’(x)^T F(x) so Q’(0) = - F(x)^T F’(x) [F’(x)^T F’(x)]^(-T) F’(x)^T F(x) = - (F’(x)^T F(x)) [F’(x)^T F’(x)]^(-T) (F’(x)^T F(x)). Since we are assuming (F’(x)^T F(x)) != 0 and F’(x)^T F’(x) has no negative eigenvalues Q’(0) < 0 so s is a descent direction and the line search should succeed for small enough alpha.
Note that this RARELY happens in practice. Far more likely the linear system is not being solved (well enough?) or the Jacobian is wrong.
SNES_DIVERGED_MAX_IT
means that the solver reached the maximum number of iterations without satisfying any
convergence criteria. SNES_CONVERGED_ITS
means that SNESConvergedSkip()
was chosen as the convergence test;
thus the usual convergence criteria have not been checked and may or may not be satisfied.
See Also#
SNES: Nonlinear Solvers, SNES
, SNESSolve()
, SNESGetConvergedReason()
, KSPConvergedReason
, SNESSetConvergenceTest()
, SNESSetTolerances()
Level#
beginner
Location#
Examples#
Index of all SNES routines
Table of Contents for all manual pages
Index of all manual pages