Actual source code: snesncg.c
petsc-3.5.4 2015-05-23
1: #include <../src/snes/impls/ncg/snesncgimpl.h> /*I "petscsnes.h" I*/
2: const char *const SNESNCGTypes[] = {"FR","PRP","HS","DY","CD","SNESNCGType","SNES_NCG_",0};
6: PetscErrorCode SNESReset_NCG(SNES snes)
7: {
9: return(0);
10: }
12: #define SNESLINESEARCHNCGLINEAR "ncglinear"
14: /*
15: SNESDestroy_NCG - Destroys the private SNES_NCG context that was created with SNESCreate_NCG().
17: Input Parameter:
18: . snes - the SNES context
20: Application Interface Routine: SNESDestroy()
21: */
24: PetscErrorCode SNESDestroy_NCG(SNES snes)
25: {
29: PetscFree(snes->data);
30: return(0);
31: }
33: /*
34: SNESSetUp_NCG - Sets up the internal data structures for the later use
35: of the SNESNCG nonlinear solver.
37: Input Parameters:
38: + snes - the SNES context
39: - x - the solution vector
41: Application Interface Routine: SNESSetUp()
42: */
44: PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_NCGLinear(SNESLineSearch);
48: PetscErrorCode SNESSetUp_NCG(SNES snes)
49: {
53: SNESSetWorkVecs(snes,2);
54: if (snes->pcside == PC_RIGHT) SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNESNCG only supports left preconditioning");
55: if (snes->functype == SNES_FUNCTION_DEFAULT) snes->functype = SNES_FUNCTION_UNPRECONDITIONED;
56: return(0);
57: }
58: /*
59: SNESSetFromOptions_NCG - Sets various parameters for the SNESNCG method.
61: Input Parameter:
62: . snes - the SNES context
64: Application Interface Routine: SNESSetFromOptions()
65: */
68: static PetscErrorCode SNESSetFromOptions_NCG(SNES snes)
69: {
70: SNES_NCG *ncg = (SNES_NCG*)snes->data;
72: PetscBool debug;
73: SNESLineSearch linesearch;
74: SNESNCGType ncgtype=ncg->type;
77: PetscOptionsHead("SNES NCG options");
78: PetscOptionsBool("-snes_ncg_monitor","Monitor NCG iterations","SNES",ncg->monitor ? PETSC_TRUE : PETSC_FALSE, &debug, NULL);
79: PetscOptionsEnum("-snes_ncg_type","NCG Beta type used","SNESNCGSetType",SNESNCGTypes,(PetscEnum)ncg->type,(PetscEnum*)&ncgtype,NULL);
80: SNESNCGSetType(snes, ncgtype);
81: if (debug) {
82: ncg->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
83: }
84: PetscOptionsTail();
85: if (!snes->linesearch) {
86: SNESGetLineSearch(snes, &linesearch);
87: if (!snes->pc) {
88: SNESLineSearchSetType(linesearch, SNESLINESEARCHCP);
89: } else {
90: SNESLineSearchSetType(linesearch, SNESLINESEARCHL2);
91: }
92: }
93: SNESLineSearchRegister(SNESLINESEARCHNCGLINEAR, SNESLineSearchCreate_NCGLinear);
94: return(0);
95: }
97: /*
98: SNESView_NCG - Prints info from the SNESNCG data structure.
100: Input Parameters:
101: + SNES - the SNES context
102: - viewer - visualization context
104: Application Interface Routine: SNESView()
105: */
108: static PetscErrorCode SNESView_NCG(SNES snes, PetscViewer viewer)
109: {
110: PetscBool iascii;
114: PetscObjectTypeCompare((PetscObject) viewer, PETSCVIEWERASCII, &iascii);
115: if (iascii) {
116: }
117: return(0);
118: }
122: PetscErrorCode SNESLineSearchApply_NCGLinear(SNESLineSearch linesearch)
123: {
124: PetscScalar alpha, ptAp;
125: Vec X, Y, F, W;
126: SNES snes;
128: PetscReal *fnorm, *xnorm, *ynorm;
131: SNESLineSearchGetSNES(linesearch, &snes);
132: X = linesearch->vec_sol;
133: W = linesearch->vec_sol_new;
134: F = linesearch->vec_func;
135: Y = linesearch->vec_update;
136: fnorm = &linesearch->fnorm;
137: xnorm = &linesearch->xnorm;
138: ynorm = &linesearch->ynorm;
140: if (!snes->jacobian) {
141: SNESSetUpMatrices(snes);
142: }
144: /*
146: The exact step size for unpreconditioned linear CG is just:
147: alpha = (r, r) / (p, Ap) = (f, f) / (y, Jy)
148: */
149: SNESComputeJacobian(snes, X, snes->jacobian, snes->jacobian_pre);
150: VecDot(F, F, &alpha);
151: MatMult(snes->jacobian, Y, W);
152: VecDot(Y, W, &ptAp);
153: alpha = alpha / ptAp;
154: VecAXPY(X,-alpha,Y);
155: SNESComputeFunction(snes,X,F);
157: VecNorm(F,NORM_2,fnorm);
158: VecNorm(X,NORM_2,xnorm);
159: VecNorm(Y,NORM_2,ynorm);
160: return(0);
161: }
165: PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_NCGLinear(SNESLineSearch linesearch)
166: {
168: linesearch->ops->apply = SNESLineSearchApply_NCGLinear;
169: linesearch->ops->destroy = NULL;
170: linesearch->ops->setfromoptions = NULL;
171: linesearch->ops->reset = NULL;
172: linesearch->ops->view = NULL;
173: linesearch->ops->setup = NULL;
174: return(0);
175: }
179: /*
181: Assuming F = SNESComputeFunction(X) compute Y^tJ^tF using a simple secant approximation of the jacobian.
183: */
184: PetscErrorCode SNESNCGComputeYtJtF_Private(SNES snes, Vec X, Vec F, Vec Y, Vec W, Vec G, PetscScalar * ytJtf)
185: {
187: PetscScalar ftf, ftg, fty, h;
190: VecDot(F, F, &ftf);
191: VecDot(F, Y, &fty);
192: h = 1e-5*fty / fty;
193: VecCopy(X, W);
194: VecAXPY(W, -h, Y); /* this is arbitrary */
195: SNESComputeFunction(snes, W, G);
196: VecDot(G, F, &ftg);
197: *ytJtf = (ftg - ftf) / h;
198: return(0);
199: }
203: /*@
204: SNESNCGSetType - Sets the conjugate update type for SNESNCG.
206: Logically Collective on SNES
208: Input Parameters:
209: + snes - the iterative context
210: - btype - update type
212: Options Database:
213: . -snes_ncg_type<prp,fr,hs,dy,cd>
215: Level: intermediate
217: SNESNCGSelectTypes:
218: + SNES_NCG_FR - Fletcher-Reeves update
219: . SNES_NCG_PRP - Polak-Ribiere-Polyak update
220: . SNES_NCG_HS - Hestenes-Steifel update
221: . SNES_NCG_DY - Dai-Yuan update
222: - SNES_NCG_CD - Conjugate Descent update
224: Notes:
225: PRP is the default, and the only one that tolerates generalized search directions.
227: .keywords: SNES, SNESNCG, selection, type, set
228: @*/
229: PetscErrorCode SNESNCGSetType(SNES snes, SNESNCGType btype)
230: {
235: PetscTryMethod(snes,"SNESNCGSetType_C",(SNES,SNESNCGType),(snes,btype));
236: return(0);
237: }
241: PetscErrorCode SNESNCGSetType_NCG(SNES snes, SNESNCGType btype)
242: {
243: SNES_NCG *ncg = (SNES_NCG*)snes->data;
246: ncg->type = btype;
247: return(0);
248: }
250: /*
251: SNESSolve_NCG - Solves a nonlinear system with the Nonlinear Conjugate Gradient method.
253: Input Parameters:
254: . snes - the SNES context
256: Output Parameter:
257: . outits - number of iterations until termination
259: Application Interface Routine: SNESSolve()
260: */
263: PetscErrorCode SNESSolve_NCG(SNES snes)
264: {
265: SNES_NCG *ncg = (SNES_NCG*)snes->data;
266: Vec X,dX,lX,F,dXold;
267: PetscReal fnorm, ynorm, xnorm, beta = 0.0;
268: PetscScalar dXdotdX, dXolddotdXold, dXdotdXold, lXdotdX, lXdotdXold;
269: PetscInt maxits, i;
270: PetscErrorCode ierr;
271: PetscBool lsSuccess = PETSC_TRUE;
272: SNESLineSearch linesearch;
273: SNESConvergedReason reason;
276: PetscCitationsRegister(SNESCitation,&SNEScite);
277: snes->reason = SNES_CONVERGED_ITERATING;
279: maxits = snes->max_its; /* maximum number of iterations */
280: X = snes->vec_sol; /* X^n */
281: dXold = snes->work[0]; /* The previous iterate of X */
282: dX = snes->work[1]; /* the preconditioned direction */
283: lX = snes->vec_sol_update; /* the conjugate direction */
284: F = snes->vec_func; /* residual vector */
286: SNESGetLineSearch(snes, &linesearch);
288: PetscObjectSAWsTakeAccess((PetscObject)snes);
289: snes->iter = 0;
290: snes->norm = 0.;
291: PetscObjectSAWsGrantAccess((PetscObject)snes);
293: /* compute the initial function and preconditioned update dX */
295: if (snes->pc && snes->functype == SNES_FUNCTION_PRECONDITIONED) {
296: SNESApplyNPC(snes,X,NULL,dX);
297: SNESGetConvergedReason(snes->pc,&reason);
298: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
299: snes->reason = SNES_DIVERGED_INNER;
300: return(0);
301: }
302: VecCopy(dX,F);
303: VecNorm(F,NORM_2,&fnorm);
304: } else {
305: if (!snes->vec_func_init_set) {
306: SNESComputeFunction(snes,X,F);
307: if (snes->domainerror) {
308: snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
309: return(0);
310: }
311: } else snes->vec_func_init_set = PETSC_FALSE;
313: /* convergence test */
314: VecNorm(F,NORM_2,&fnorm);
315: if (PetscIsInfOrNanReal(fnorm)) {
316: snes->reason = SNES_DIVERGED_FNORM_NAN;
317: return(0);
318: }
320: VecCopy(F,dX);
321: }
322: if (snes->pc) {
323: if (snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
324: SNESApplyNPC(snes,X,F,dX);
325: SNESGetConvergedReason(snes->pc,&reason);
326: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
327: snes->reason = SNES_DIVERGED_INNER;
328: return(0);
329: }
330: }
331: }
332: VecCopy(dX,lX);
333: VecDot(dX, dX, &dXdotdX);
336: PetscObjectSAWsTakeAccess((PetscObject)snes);
337: snes->norm = fnorm;
338: PetscObjectSAWsGrantAccess((PetscObject)snes);
339: SNESLogConvergenceHistory(snes,fnorm,0);
340: SNESMonitor(snes,0,fnorm);
342: /* test convergence */
343: (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
344: if (snes->reason) return(0);
346: /* Call general purpose update function */
347: if (snes->ops->update) {
348: (*snes->ops->update)(snes, snes->iter);
349: }
351: /* first update -- just use the (preconditioned) residual direction for the initial conjugate direction */
353: for (i = 1; i < maxits + 1; i++) {
354: lsSuccess = PETSC_TRUE;
355: /* some update types require the old update direction or conjugate direction */
356: if (ncg->type != SNES_NCG_FR) {
357: VecCopy(dX, dXold);
358: }
359: SNESLineSearchApply(linesearch,X,F,&fnorm,lX);
360: SNESLineSearchGetSuccess(linesearch, &lsSuccess);
361: if (!lsSuccess) {
362: if (++snes->numFailures >= snes->maxFailures) {
363: snes->reason = SNES_DIVERGED_LINE_SEARCH;
364: return(0);
365: }
366: }
367: if (snes->nfuncs >= snes->max_funcs) {
368: snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
369: return(0);
370: }
371: if (snes->domainerror) {
372: snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
373: return(0);
374: }
375: SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);
376: /* Monitor convergence */
377: PetscObjectSAWsTakeAccess((PetscObject)snes);
378: snes->iter = i;
379: snes->norm = fnorm;
380: PetscObjectSAWsGrantAccess((PetscObject)snes);
381: SNESLogConvergenceHistory(snes,snes->norm,0);
382: SNESMonitor(snes,snes->iter,snes->norm);
384: /* Test for convergence */
385: (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);
386: if (snes->reason) return(0);
388: /* Call general purpose update function */
389: if (snes->ops->update) {
390: (*snes->ops->update)(snes, snes->iter);
391: }
392: if (snes->pc) {
393: if (snes->functype == SNES_FUNCTION_PRECONDITIONED) {
394: SNESApplyNPC(snes,X,NULL,dX);
395: SNESGetConvergedReason(snes->pc,&reason);
396: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
397: snes->reason = SNES_DIVERGED_INNER;
398: return(0);
399: }
400: VecCopy(dX,F);
401: } else {
402: SNESApplyNPC(snes,X,F,dX);
403: SNESGetConvergedReason(snes->pc,&reason);
404: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
405: snes->reason = SNES_DIVERGED_INNER;
406: return(0);
407: }
408: }
409: } else {
410: VecCopy(F,dX);
411: }
413: /* compute the conjugate direction lX = dX + beta*lX with beta = ((dX, dX) / (dX_old, dX_old) (Fletcher-Reeves update)*/
414: switch (ncg->type) {
415: case SNES_NCG_FR: /* Fletcher-Reeves */
416: dXolddotdXold= dXdotdX;
417: VecDot(dX, dX, &dXdotdX);
418: beta = PetscRealPart(dXdotdX / dXolddotdXold);
419: break;
420: case SNES_NCG_PRP: /* Polak-Ribiere-Poylak */
421: dXolddotdXold= dXdotdX;
422: VecDotBegin(dX, dX, &dXdotdXold);
423: VecDotBegin(dXold, dX, &dXdotdXold);
424: VecDotEnd(dX, dX, &dXdotdX);
425: VecDotEnd(dXold, dX, &dXdotdXold);
426: beta = PetscRealPart(((dXdotdX - dXdotdXold) / dXolddotdXold));
427: if (beta < 0.0) beta = 0.0; /* restart */
428: break;
429: case SNES_NCG_HS: /* Hestenes-Stiefel */
430: VecDotBegin(dX, dX, &dXdotdX);
431: VecDotBegin(dX, dXold, &dXdotdXold);
432: VecDotBegin(lX, dX, &lXdotdX);
433: VecDotBegin(lX, dXold, &lXdotdXold);
434: VecDotEnd(dX, dX, &dXdotdX);
435: VecDotEnd(dX, dXold, &dXdotdXold);
436: VecDotEnd(lX, dX, &lXdotdX);
437: VecDotEnd(lX, dXold, &lXdotdXold);
438: beta = PetscRealPart((dXdotdX - dXdotdXold) / (lXdotdX - lXdotdXold));
439: break;
440: case SNES_NCG_DY: /* Dai-Yuan */
441: VecDotBegin(dX, dX, &dXdotdX);
442: VecDotBegin(lX, dX, &lXdotdX);
443: VecDotBegin(lX, dXold, &lXdotdXold);
444: VecDotEnd(dX, dX, &dXdotdX);
445: VecDotEnd(lX, dX, &lXdotdX);
446: VecDotEnd(lX, dXold, &lXdotdXold);
447: beta = PetscRealPart(dXdotdX / (lXdotdXold - lXdotdX));
448: break;
449: case SNES_NCG_CD: /* Conjugate Descent */
450: VecDotBegin(dX, dX, &dXdotdX);
451: VecDotBegin(lX, dXold, &lXdotdXold);
452: VecDotEnd(dX, dX, &dXdotdX);
453: VecDotEnd(lX, dXold, &lXdotdXold);
454: beta = PetscRealPart(dXdotdX / lXdotdXold);
455: break;
456: }
457: if (ncg->monitor) {
458: PetscViewerASCIIPrintf(ncg->monitor, "beta = %e\n", (double)beta);
459: }
460: VecAYPX(lX, beta, dX);
461: }
462: PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", maxits);
463: if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
464: return(0);
465: }
469: /*MC
470: SNESNCG - Nonlinear Conjugate-Gradient method for the solution of general nonlinear systems.
472: Level: beginner
474: Options Database:
475: + -snes_ncg_type <fr, prp, dy, hs, cd> - Choice of conjugate-gradient update parameter.
476: . -snes_linesearch_type <cp,l2,basic> - Line search type.
477: - -snes_ncg_monitor - Print relevant information about the ncg iteration.
479: Notes: This solves the nonlinear system of equations F(x) = 0 using the nonlinear generalization of the conjugate
480: gradient method. This may be used with a nonlinear preconditioner used to pick the new search directions, but otherwise
481: chooses the initial search direction as F(x) for the initial guess x.
484: .seealso: SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESNEWTONTR, SNESNGMRES, SNESNQN
485: M*/
488: PETSC_EXTERN PetscErrorCode SNESCreate_NCG(SNES snes)
489: {
491: SNES_NCG * neP;
494: snes->ops->destroy = SNESDestroy_NCG;
495: snes->ops->setup = SNESSetUp_NCG;
496: snes->ops->setfromoptions = SNESSetFromOptions_NCG;
497: snes->ops->view = SNESView_NCG;
498: snes->ops->solve = SNESSolve_NCG;
499: snes->ops->reset = SNESReset_NCG;
501: snes->usesksp = PETSC_FALSE;
502: snes->usespc = PETSC_TRUE;
503: snes->pcside = PC_LEFT;
505: if (!snes->tolerancesset) {
506: snes->max_funcs = 30000;
507: snes->max_its = 10000;
508: snes->stol = 1e-20;
509: }
511: PetscNewLog(snes,&neP);
512: snes->data = (void*) neP;
513: neP->monitor = NULL;
514: neP->type = SNES_NCG_PRP;
515: PetscObjectComposeFunction((PetscObject)snes,"SNESNCGSetType_C", SNESNCGSetType_NCG);
516: return(0);
517: }