Actual source code: snesnoise.c
petsc-3.6.1 2015-08-06
2: #include <petsc/private/snesimpl.h>
4: /* Data used by Jorge's diff parameter computation method */
5: typedef struct {
6: Vec *workv; /* work vectors */
7: FILE *fp; /* output file */
8: int function_count; /* count of function evaluations for diff param estimation */
9: double fnoise_min; /* minimim allowable noise */
10: double hopt_min; /* minimum allowable hopt */
11: double h_first_try; /* first try for h used in diff parameter estimate */
12: PetscInt fnoise_resets; /* number of times we've reset the noise estimate */
13: PetscInt hopt_resets; /* number of times we've reset the hopt estimate */
14: } DIFFPAR_MORE;
17: extern PetscErrorCode SNESNoise_dnest_(PetscInt*,PetscScalar*,PetscScalar*,PetscScalar*,PetscScalar*,PetscScalar*,PetscInt*,PetscScalar*);
18: static PetscErrorCode JacMatMultCompare(SNES,Vec,Vec,double);
19: extern PetscErrorCode SNESDefaultMatrixFreeSetParameters2(Mat,double,double,double);
20: extern PetscErrorCode SNESUnSetMatrixFreeParameter(SNES snes);
24: PetscErrorCode SNESDiffParameterCreate_More(SNES snes,Vec x,void **outneP)
25: {
26: DIFFPAR_MORE *neP;
27: Vec w;
28: PetscRandom rctx; /* random number generator context */
30: PetscBool flg;
31: char noise_file[PETSC_MAX_PATH_LEN];
34: PetscNewLog(snes,&neP);
36: neP->function_count = 0;
37: neP->fnoise_min = 1.0e-20;
38: neP->hopt_min = 1.0e-8;
39: neP->h_first_try = 1.0e-3;
40: neP->fnoise_resets = 0;
41: neP->hopt_resets = 0;
43: /* Create work vectors */
44: VecDuplicateVecs(x,3,&neP->workv);
45: w = neP->workv[0];
47: /* Set components of vector w to random numbers */
48: PetscRandomCreate(PetscObjectComm((PetscObject)snes),&rctx);
49: PetscRandomSetFromOptions(rctx);
50: VecSetRandom(w,rctx);
51: PetscRandomDestroy(&rctx);
53: /* Open output file */
54: PetscOptionsGetString(((PetscObject)snes)->prefix,"-snes_mf_noise_file",noise_file,PETSC_MAX_PATH_LEN,&flg);
55: if (flg) neP->fp = fopen(noise_file,"w");
56: else neP->fp = fopen("noise.out","w");
57: if (!neP->fp) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FILE_OPEN,"Cannot open file");
58: PetscInfo(snes,"Creating Jorge's differencing parameter context\n");
60: *outneP = neP;
61: return(0);
62: }
66: PetscErrorCode SNESDiffParameterDestroy_More(void *nePv)
67: {
68: DIFFPAR_MORE *neP = (DIFFPAR_MORE*)nePv;
70: int err;
73: /* Destroy work vectors and close output file */
74: VecDestroyVecs(3,&neP->workv);
75: err = fclose(neP->fp);
76: if (err) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_SYS,"fclose() failed on file");
77: PetscFree(neP);
78: return(0);
79: }
83: PetscErrorCode SNESDiffParameterCompute_More(SNES snes,void *nePv,Vec x,Vec p,double *fnoise,double *hopt)
84: {
85: DIFFPAR_MORE *neP = (DIFFPAR_MORE*)nePv;
86: Vec w, xp, fvec; /* work vectors to use in computing h */
87: double zero = 0.0, hl, hu, h, fnoise_s, fder2_s;
88: PetscScalar alpha;
89: PetscScalar fval[7], tab[7][7], eps[7], f = -1;
90: double rerrf = -1., fder2;
92: PetscInt iter, k, i, j, info;
93: PetscInt nf = 7; /* number of function evaluations */
94: PetscInt fcount;
95: MPI_Comm comm;
96: FILE *fp;
97: PetscBool noise_test = PETSC_FALSE;
100: PetscObjectGetComm((PetscObject)snes,&comm);
101: /* Call to SNESSetUp() just to set data structures in SNES context */
102: if (!snes->setupcalled) {SNESSetUp(snes);}
104: w = neP->workv[0];
105: xp = neP->workv[1];
106: fvec = neP->workv[2];
107: fp = neP->fp;
109: /* Initialize parameters */
110: hl = zero;
111: hu = zero;
112: h = neP->h_first_try;
113: fnoise_s = zero;
114: fder2_s = zero;
115: fcount = neP->function_count;
117: /* We have 5 tries to attempt to compute a good hopt value */
118: SNESGetIterationNumber(snes,&i);
119: PetscFPrintf(comm,fp,"\n ------- SNES iteration %D ---------\n",i);
120: for (iter=0; iter<5; iter++) {
121: neP->h_first_try = h;
123: /* Compute the nf function values needed to estimate the noise from
124: the difference table */
125: for (k=0; k<nf; k++) {
126: alpha = h * (k+1 - (nf+1)/2);
127: VecWAXPY(xp,alpha,p,x);
128: SNESComputeFunction(snes,xp,fvec);
129: neP->function_count++;
130: VecDot(fvec,w,&fval[k]);
131: }
132: f = fval[(nf+1)/2 - 1];
134: /* Construct the difference table */
135: for (i=0; i<nf; i++) tab[i][0] = fval[i];
137: for (j=0; j<6; j++) {
138: for (i=0; i<nf-j; i++) {
139: tab[i][j+1] = tab[i+1][j] - tab[i][j];
140: }
141: }
143: /* Print the difference table */
144: PetscFPrintf(comm,fp,"Difference Table: iter = %D\n",iter);
145: for (i=0; i<nf; i++) {
146: for (j=0; j<nf-i; j++) {
147: PetscFPrintf(comm,fp," %10.2e ",tab[i][j]);
148: }
149: PetscFPrintf(comm,fp,"\n");
150: }
152: /* Call the noise estimator */
153: SNESNoise_dnest_(&nf,fval,&h,fnoise,&fder2,hopt,&info,eps);
155: /* Output statements */
156: rerrf = *fnoise/PetscAbsScalar(f);
157: if (info == 1) {PetscFPrintf(comm,fp,"%s\n","Noise detected");}
158: if (info == 2) {PetscFPrintf(comm,fp,"%s\n","Noise not detected; h is too small");}
159: if (info == 3) {PetscFPrintf(comm,fp,"%s\n","Noise not detected; h is too large");}
160: if (info == 4) {PetscFPrintf(comm,fp,"%s\n","Noise detected, but unreliable hopt");}
161: PetscFPrintf(comm,fp,"Approximate epsfcn %g %g %g %g %g %g\n",(double)eps[0],(double)eps[1],(double)eps[2],(double)eps[3],(double)eps[4],(double)eps[5]);
162: PetscFPrintf(comm,fp,"h = %g, fnoise = %g, fder2 = %g, rerrf = %g, hopt = %g\n\n",(double)h, (double)*fnoise, (double)fder2, (double)rerrf, (double)*hopt);
164: /* Save fnoise and fder2. */
165: if (*fnoise) fnoise_s = *fnoise;
166: if (fder2) fder2_s = fder2;
168: /* Check for noise detection. */
169: if (fnoise_s && fder2_s) {
170: *fnoise = fnoise_s;
171: fder2 = fder2_s;
172: *hopt = 1.68*sqrt(*fnoise/PetscAbsScalar(fder2));
173: goto theend;
174: } else {
176: /* Update hl and hu, and determine new h */
177: if (info == 2 || info == 4) {
178: hl = h;
179: if (hu == zero) h = 100*h;
180: else h = PetscMin(100*h,0.1*hu);
181: } else if (info == 3) {
182: hu = h;
183: h = PetscMax(1.0e-3,sqrt(hl/hu))*hu;
184: }
185: }
186: }
187: theend:
189: if (*fnoise < neP->fnoise_min) {
190: PetscFPrintf(comm,fp,"Resetting fnoise: fnoise1 = %g, fnoise_min = %g\n",(double)*fnoise,(double)neP->fnoise_min);
191: *fnoise = neP->fnoise_min;
192: neP->fnoise_resets++;
193: }
194: if (*hopt < neP->hopt_min) {
195: PetscFPrintf(comm,fp,"Resetting hopt: hopt1 = %g, hopt_min = %g\n",(double)*hopt,(double)neP->hopt_min);
196: *hopt = neP->hopt_min;
197: neP->hopt_resets++;
198: }
200: PetscFPrintf(comm,fp,"Errors in derivative:\n");
201: PetscFPrintf(comm,fp,"f = %g, fnoise = %g, fder2 = %g, hopt = %g\n",(double)f,(double)*fnoise,(double)fder2,(double)*hopt);
203: /* For now, compute h **each** MV Mult!! */
204: /*
205: PetscOptionsHasName(NULL,"-matrix_free_jorge_each_mvp",&flg);
206: if (!flg) {
207: Mat mat;
208: SNESGetJacobian(snes,&mat,NULL,NULL);
209: SNESDefaultMatrixFreeSetParameters2(mat,PETSC_DEFAULT,PETSC_DEFAULT,*hopt);
210: }
211: */
212: fcount = neP->function_count - fcount;
213: PetscInfo5(snes,"fct_now = %D, fct_cum = %D, rerrf=%g, sqrt(noise)=%g, h_more=%g\n",fcount,neP->function_count,(double)rerrf,(double)PetscSqrtReal(*fnoise),(double)*hopt);
215: PetscOptionsGetBool(NULL,"-noise_test",&noise_test,NULL);
216: if (noise_test) {
217: JacMatMultCompare(snes,x,p,*hopt);
218: }
219: return(0);
220: }
224: PetscErrorCode JacMatMultCompare(SNES snes,Vec x,Vec p,double hopt)
225: {
226: Vec yy1, yy2; /* work vectors */
227: PetscViewer view2; /* viewer */
228: Mat J; /* analytic Jacobian (set as preconditioner matrix) */
229: Mat Jmf; /* matrix-free Jacobian (set as true system matrix) */
230: double h; /* differencing parameter */
231: Vec f;
232: PetscScalar alpha;
233: PetscReal yy1n,yy2n,enorm;
235: PetscInt i;
236: PetscBool printv = PETSC_FALSE;
237: char filename[32];
238: MPI_Comm comm;
241: PetscObjectGetComm((PetscObject)snes,&comm);
242: /* Compute function and analytic Jacobian at x */
243: SNESGetJacobian(snes,&Jmf,&J,NULL,NULL);
244: SNESComputeJacobian(snes,x,Jmf,J);
245: SNESGetFunction(snes,&f,NULL,NULL);
246: SNESComputeFunction(snes,x,f);
248: /* Duplicate work vectors */
249: VecDuplicate(x,&yy2);
250: VecDuplicate(x,&yy1);
252: /* Compute true matrix-vector product */
253: MatMult(J,p,yy1);
254: VecNorm(yy1,NORM_2,&yy1n);
256: /* View product vector if desired */
257: PetscOptionsGetBool(NULL,"-print_vecs",&printv,NULL);
258: if (printv) {
259: PetscViewerASCIIOpen(comm,"y1.out",&view2);
260: PetscViewerSetFormat(view2,PETSC_VIEWER_ASCII_COMMON);
261: VecView(yy1,view2);
262: PetscViewerDestroy(&view2);
263: }
265: /* Test Jacobian-vector product computation */
266: alpha = -1.0;
267: h = 0.01 * hopt;
268: for (i=0; i<5; i++) {
269: /* Set differencing parameter for matrix-free multiplication */
270: SNESDefaultMatrixFreeSetParameters2(Jmf,PETSC_DEFAULT,PETSC_DEFAULT,h);
272: /* Compute matrix-vector product via differencing approximation */
273: MatMult(Jmf,p,yy2);
274: VecNorm(yy2,NORM_2,&yy2n);
276: /* View product vector if desired */
277: if (printv) {
278: sprintf(filename,"y2.%d.out",(int)i);
279: PetscViewerASCIIOpen(comm,filename,&view2);
280: PetscViewerSetFormat(view2,PETSC_VIEWER_ASCII_COMMON);
281: VecView(yy2,view2);
282: PetscViewerDestroy(&view2);
283: }
285: /* Compute relative error */
286: VecAXPY(yy2,alpha,yy1);
287: VecNorm(yy2,NORM_2,&enorm);
288: enorm = enorm/yy1n;
289: PetscFPrintf(comm,stdout,"h = %g: relative error = %g\n",(double)h,(double)enorm);
290: h *= 10.0;
291: }
292: return(0);
293: }
295: static PetscInt lin_its_total = 0;
297: PetscErrorCode SNESNoiseMonitor(SNES snes,PetscInt its,double fnorm,void *dummy)
298: {
300: PetscInt lin_its;
303: SNESGetLinearSolveIterations(snes,&lin_its);
304: lin_its_total += lin_its;
305: PetscPrintf(PetscObjectComm((PetscObject)snes), "iter = %D, SNES Function norm = %g, lin_its = %D, total_lin_its = %D\n",its,(double)fnorm,lin_its,lin_its_total);
307: SNESUnSetMatrixFreeParameter(snes);
308: return(0);
309: }