Actual source code: snesncg.c
petsc-3.6.1 2015-08-06
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(PetscOptions *PetscOptionsObject,SNES snes)
69: {
70: SNES_NCG *ncg = (SNES_NCG*)snes->data;
72: PetscBool debug = PETSC_FALSE;
73: SNESLineSearch linesearch;
74: SNESNCGType ncgtype=ncg->type;
77: PetscOptionsHead(PetscOptionsObject,"SNES NCG options");
78: PetscOptionsBool("-snes_ncg_monitor","Monitor NCG iterations","SNES",ncg->monitor ? PETSC_TRUE : PETSC_FALSE, &debug, NULL);
79: if (debug) {
80: ncg->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
81: }
82: PetscOptionsEnum("-snes_ncg_type","NCG Beta type used","SNESNCGSetType",SNESNCGTypes,(PetscEnum)ncg->type,(PetscEnum*)&ncgtype,NULL);
83: SNESNCGSetType(snes, ncgtype);
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: SNESLineSearchReason lsresult = SNES_LINESEARCH_SUCCEEDED;
272: SNESLineSearch linesearch;
273: SNESConvergedReason reason;
277: if (snes->xl || snes->xu || snes->ops->computevariablebounds) {
278: SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name);
279: }
281: PetscCitationsRegister(SNESCitation,&SNEScite);
282: snes->reason = SNES_CONVERGED_ITERATING;
284: maxits = snes->max_its; /* maximum number of iterations */
285: X = snes->vec_sol; /* X^n */
286: dXold = snes->work[0]; /* The previous iterate of X */
287: dX = snes->work[1]; /* the preconditioned direction */
288: lX = snes->vec_sol_update; /* the conjugate direction */
289: F = snes->vec_func; /* residual vector */
291: SNESGetLineSearch(snes, &linesearch);
293: PetscObjectSAWsTakeAccess((PetscObject)snes);
294: snes->iter = 0;
295: snes->norm = 0.;
296: PetscObjectSAWsGrantAccess((PetscObject)snes);
298: /* compute the initial function and preconditioned update dX */
300: if (snes->pc && snes->functype == SNES_FUNCTION_PRECONDITIONED) {
301: SNESApplyNPC(snes,X,NULL,dX);
302: SNESGetConvergedReason(snes->pc,&reason);
303: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
304: snes->reason = SNES_DIVERGED_INNER;
305: return(0);
306: }
307: VecCopy(dX,F);
308: VecNorm(F,NORM_2,&fnorm);
309: } else {
310: if (!snes->vec_func_init_set) {
311: SNESComputeFunction(snes,X,F);
312: } else snes->vec_func_init_set = PETSC_FALSE;
314: /* convergence test */
315: VecNorm(F,NORM_2,&fnorm);
316: SNESCheckFunctionNorm(snes,fnorm);
317: VecCopy(F,dX);
318: }
319: if (snes->pc) {
320: if (snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
321: SNESApplyNPC(snes,X,F,dX);
322: SNESGetConvergedReason(snes->pc,&reason);
323: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
324: snes->reason = SNES_DIVERGED_INNER;
325: return(0);
326: }
327: }
328: }
329: VecCopy(dX,lX);
330: VecDot(dX, dX, &dXdotdX);
333: PetscObjectSAWsTakeAccess((PetscObject)snes);
334: snes->norm = fnorm;
335: PetscObjectSAWsGrantAccess((PetscObject)snes);
336: SNESLogConvergenceHistory(snes,fnorm,0);
337: SNESMonitor(snes,0,fnorm);
339: /* test convergence */
340: (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
341: if (snes->reason) return(0);
343: /* Call general purpose update function */
344: if (snes->ops->update) {
345: (*snes->ops->update)(snes, snes->iter);
346: }
348: /* first update -- just use the (preconditioned) residual direction for the initial conjugate direction */
350: for (i = 1; i < maxits + 1; i++) {
351: /* some update types require the old update direction or conjugate direction */
352: if (ncg->type != SNES_NCG_FR) {
353: VecCopy(dX, dXold);
354: }
355: SNESLineSearchApply(linesearch,X,F,&fnorm,lX);
356: SNESLineSearchGetReason(linesearch, &lsresult);
357: SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);
358: if (lsresult) {
359: if (++snes->numFailures >= snes->maxFailures) {
360: snes->reason = SNES_DIVERGED_LINE_SEARCH;
361: return(0);
362: }
363: }
364: if (snes->nfuncs >= snes->max_funcs) {
365: snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
366: return(0);
367: }
368: /* Monitor convergence */
369: PetscObjectSAWsTakeAccess((PetscObject)snes);
370: snes->iter = i;
371: snes->norm = fnorm;
372: PetscObjectSAWsGrantAccess((PetscObject)snes);
373: SNESLogConvergenceHistory(snes,snes->norm,0);
374: SNESMonitor(snes,snes->iter,snes->norm);
376: /* Test for convergence */
377: (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);
378: if (snes->reason) return(0);
380: /* Call general purpose update function */
381: if (snes->ops->update) {
382: (*snes->ops->update)(snes, snes->iter);
383: }
384: if (snes->pc) {
385: if (snes->functype == SNES_FUNCTION_PRECONDITIONED) {
386: SNESApplyNPC(snes,X,NULL,dX);
387: SNESGetConvergedReason(snes->pc,&reason);
388: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
389: snes->reason = SNES_DIVERGED_INNER;
390: return(0);
391: }
392: VecCopy(dX,F);
393: } else {
394: SNESApplyNPC(snes,X,F,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: }
401: } else {
402: VecCopy(F,dX);
403: }
405: /* compute the conjugate direction lX = dX + beta*lX with beta = ((dX, dX) / (dX_old, dX_old) (Fletcher-Reeves update)*/
406: switch (ncg->type) {
407: case SNES_NCG_FR: /* Fletcher-Reeves */
408: dXolddotdXold= dXdotdX;
409: VecDot(dX, dX, &dXdotdX);
410: beta = PetscRealPart(dXdotdX / dXolddotdXold);
411: break;
412: case SNES_NCG_PRP: /* Polak-Ribiere-Poylak */
413: dXolddotdXold= dXdotdX;
414: VecDotBegin(dX, dX, &dXdotdXold);
415: VecDotBegin(dXold, dX, &dXdotdXold);
416: VecDotEnd(dX, dX, &dXdotdX);
417: VecDotEnd(dXold, dX, &dXdotdXold);
418: beta = PetscRealPart(((dXdotdX - dXdotdXold) / dXolddotdXold));
419: if (beta < 0.0) beta = 0.0; /* restart */
420: break;
421: case SNES_NCG_HS: /* Hestenes-Stiefel */
422: VecDotBegin(dX, dX, &dXdotdX);
423: VecDotBegin(dX, dXold, &dXdotdXold);
424: VecDotBegin(lX, dX, &lXdotdX);
425: VecDotBegin(lX, dXold, &lXdotdXold);
426: VecDotEnd(dX, dX, &dXdotdX);
427: VecDotEnd(dX, dXold, &dXdotdXold);
428: VecDotEnd(lX, dX, &lXdotdX);
429: VecDotEnd(lX, dXold, &lXdotdXold);
430: beta = PetscRealPart((dXdotdX - dXdotdXold) / (lXdotdX - lXdotdXold));
431: break;
432: case SNES_NCG_DY: /* Dai-Yuan */
433: VecDotBegin(dX, dX, &dXdotdX);
434: VecDotBegin(lX, dX, &lXdotdX);
435: VecDotBegin(lX, dXold, &lXdotdXold);
436: VecDotEnd(dX, dX, &dXdotdX);
437: VecDotEnd(lX, dX, &lXdotdX);
438: VecDotEnd(lX, dXold, &lXdotdXold);
439: beta = PetscRealPart(dXdotdX / (lXdotdXold - lXdotdX));
440: break;
441: case SNES_NCG_CD: /* Conjugate Descent */
442: VecDotBegin(dX, dX, &dXdotdX);
443: VecDotBegin(lX, dXold, &lXdotdXold);
444: VecDotEnd(dX, dX, &dXdotdX);
445: VecDotEnd(lX, dXold, &lXdotdXold);
446: beta = PetscRealPart(dXdotdX / lXdotdXold);
447: break;
448: }
449: if (ncg->monitor) {
450: PetscViewerASCIIPrintf(ncg->monitor, "beta = %e\n", (double)beta);
451: }
452: VecAYPX(lX, beta, dX);
453: }
454: PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", maxits);
455: if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
456: return(0);
457: }
461: /*MC
462: SNESNCG - Nonlinear Conjugate-Gradient method for the solution of general nonlinear systems.
464: Level: beginner
466: Options Database:
467: + -snes_ncg_type <fr, prp, dy, hs, cd> - Choice of conjugate-gradient update parameter.
468: . -snes_linesearch_type <cp,l2,basic> - Line search type.
469: - -snes_ncg_monitor - Print relevant information about the ncg iteration.
471: Notes: This solves the nonlinear system of equations F(x) = 0 using the nonlinear generalization of the conjugate
472: gradient method. This may be used with a nonlinear preconditioner used to pick the new search directions, but otherwise
473: chooses the initial search direction as F(x) for the initial guess x.
476: .seealso: SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESNEWTONTR, SNESNGMRES, SNESNQN
477: M*/
480: PETSC_EXTERN PetscErrorCode SNESCreate_NCG(SNES snes)
481: {
483: SNES_NCG * neP;
486: snes->ops->destroy = SNESDestroy_NCG;
487: snes->ops->setup = SNESSetUp_NCG;
488: snes->ops->setfromoptions = SNESSetFromOptions_NCG;
489: snes->ops->view = SNESView_NCG;
490: snes->ops->solve = SNESSolve_NCG;
491: snes->ops->reset = SNESReset_NCG;
493: snes->usesksp = PETSC_FALSE;
494: snes->usespc = PETSC_TRUE;
495: snes->pcside = PC_LEFT;
497: if (!snes->tolerancesset) {
498: snes->max_funcs = 30000;
499: snes->max_its = 10000;
500: snes->stol = 1e-20;
501: }
503: PetscNewLog(snes,&neP);
504: snes->data = (void*) neP;
505: neP->monitor = NULL;
506: neP->type = SNES_NCG_PRP;
507: PetscObjectComposeFunction((PetscObject)snes,"SNESNCGSetType_C", SNESNCGSetType_NCG);
508: return(0);
509: }