Actual source code: snesmfj2.c
petsc-3.8.4 2018-03-24
2: #include <petsc/private/snesimpl.h>
3: /* matimpl.h is needed only for logging of matrix operation */
4: #include <petsc/private/matimpl.h>
6: extern PetscErrorCode SNESDiffParameterCreate_More(SNES,Vec,void**);
7: extern PetscErrorCode SNESDiffParameterCompute_More(SNES,void*,Vec,Vec,PetscReal*,PetscReal*);
8: extern PetscErrorCode SNESDiffParameterDestroy_More(void*);
10: typedef struct { /* default context for matrix-free SNES */
11: SNES snes; /* SNES context */
12: Vec w; /* work vector */
13: MatNullSpace sp; /* null space context */
14: PetscReal error_rel; /* square root of relative error in computing function */
15: PetscReal umin; /* minimum allowable u'a value relative to |u|_1 */
16: PetscBool jorge; /* flag indicating use of Jorge's method for determining the differencing parameter */
17: PetscReal h; /* differencing parameter */
18: PetscBool need_h; /* flag indicating whether we must compute h */
19: PetscBool need_err; /* flag indicating whether we must currently compute error_rel */
20: PetscBool compute_err; /* flag indicating whether we must ever compute error_rel */
21: PetscInt compute_err_iter; /* last iter where we've computer error_rel */
22: PetscInt compute_err_freq; /* frequency of computing error_rel */
23: void *data; /* implementation-specific data */
24: } MFCtx_Private;
26: PetscErrorCode SNESMatrixFreeDestroy2_Private(Mat mat)
27: {
29: MFCtx_Private *ctx;
32: MatShellGetContext(mat,(void**)&ctx);
33: VecDestroy(&ctx->w);
34: MatNullSpaceDestroy(&ctx->sp);
35: if (ctx->jorge || ctx->compute_err) {SNESDiffParameterDestroy_More(ctx->data);}
36: PetscFree(ctx);
37: return(0);
38: }
40: /*
41: SNESMatrixFreeView2_Private - Views matrix-free parameters.
42: */
43: PetscErrorCode SNESMatrixFreeView2_Private(Mat J,PetscViewer viewer)
44: {
46: MFCtx_Private *ctx;
47: PetscBool iascii;
50: MatShellGetContext(J,(void**)&ctx);
51: PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);
52: if (iascii) {
53: PetscViewerASCIIPrintf(viewer," SNES matrix-free approximation:\n");
54: if (ctx->jorge) {
55: PetscViewerASCIIPrintf(viewer," using Jorge's method of determining differencing parameter\n");
56: }
57: PetscViewerASCIIPrintf(viewer," err=%g (relative error in function evaluation)\n",(double)ctx->error_rel);
58: PetscViewerASCIIPrintf(viewer," umin=%g (minimum iterate parameter)\n",(double)ctx->umin);
59: if (ctx->compute_err) {
60: PetscViewerASCIIPrintf(viewer," freq_err=%D (frequency for computing err)\n",ctx->compute_err_freq);
61: }
62: }
63: return(0);
64: }
66: /*
67: SNESMatrixFreeMult2_Private - Default matrix-free form for Jacobian-vector
68: product, y = F'(u)*a:
69: y = (F(u + ha) - F(u)) /h,
70: where F = nonlinear function, as set by SNESSetFunction()
71: u = current iterate
72: h = difference interval
73: */
74: PetscErrorCode SNESMatrixFreeMult2_Private(Mat mat,Vec a,Vec y)
75: {
76: MFCtx_Private *ctx;
77: SNES snes;
78: PetscReal h,norm,sum,umin,noise;
79: PetscScalar hs,dot;
80: Vec w,U,F;
81: PetscErrorCode ierr,(*eval_fct)(SNES,Vec,Vec);
82: MPI_Comm comm;
83: PetscInt iter;
86: /* We log matrix-free matrix-vector products separately, so that we can
87: separate the performance monitoring from the cases that use conventional
88: storage. We may eventually modify event logging to associate events
89: with particular objects, hence alleviating the more general problem. */
90: PetscLogEventBegin(MATMFFD_Mult,a,y,0,0);
92: PetscObjectGetComm((PetscObject)mat,&comm);
93: MatShellGetContext(mat,(void**)&ctx);
94: snes = ctx->snes;
95: w = ctx->w;
96: umin = ctx->umin;
98: SNESGetSolution(snes,&U);
99: eval_fct = SNESComputeFunction;
100: SNESGetFunction(snes,&F,NULL,NULL);
102: /* Determine a "good" step size, h */
103: if (ctx->need_h) {
105: /* Use Jorge's method to compute h */
106: if (ctx->jorge) {
107: SNESDiffParameterCompute_More(snes,ctx->data,U,a,&noise,&h);
109: /* Use the Brown/Saad method to compute h */
110: } else {
111: /* Compute error if desired */
112: SNESGetIterationNumber(snes,&iter);
113: if ((ctx->need_err) || ((ctx->compute_err_freq) && (ctx->compute_err_iter != iter) && (!((iter-1)%ctx->compute_err_freq)))) {
114: /* Use Jorge's method to compute noise */
115: SNESDiffParameterCompute_More(snes,ctx->data,U,a,&noise,&h);
117: ctx->error_rel = PetscSqrtReal(noise);
119: PetscInfo3(snes,"Using Jorge's noise: noise=%g, sqrt(noise)=%g, h_more=%g\n",(double)noise,(double)ctx->error_rel,(double)h);
121: ctx->compute_err_iter = iter;
122: ctx->need_err = PETSC_FALSE;
123: }
125: VecDotBegin(U,a,&dot);
126: VecNormBegin(a,NORM_1,&sum);
127: VecNormBegin(a,NORM_2,&norm);
128: VecDotEnd(U,a,&dot);
129: VecNormEnd(a,NORM_1,&sum);
130: VecNormEnd(a,NORM_2,&norm);
133: /* Safeguard for step sizes too small */
134: if (sum == 0.0) {
135: dot = 1.0;
136: norm = 1.0;
137: } else if (PetscAbsScalar(dot) < umin*sum && PetscRealPart(dot) >= 0.0) dot = umin*sum;
138: else if (PetscAbsScalar(dot) < 0.0 && PetscRealPart(dot) > -umin*sum) dot = -umin*sum;
139: h = PetscRealPart(ctx->error_rel*dot/(norm*norm));
140: }
141: } else h = ctx->h;
143: if (!ctx->jorge || !ctx->need_h) {PetscInfo1(snes,"h = %g\n",(double)h);}
145: /* Evaluate function at F(u + ha) */
146: hs = h;
147: VecWAXPY(w,hs,a,U);
148: eval_fct(snes,w,y);
149: VecAXPY(y,-1.0,F);
150: VecScale(y,1.0/hs);
151: if (mat->nullsp) {MatNullSpaceRemove(mat->nullsp,y);}
153: PetscLogEventEnd(MATMFFD_Mult,a,y,0,0);
154: return(0);
155: }
157: /*@C
158: SNESMatrixFreeCreate2 - Creates a matrix-free matrix
159: context for use with a SNES solver. This matrix can be used as
160: the Jacobian argument for the routine SNESSetJacobian().
162: Input Parameters:
163: . snes - the SNES context
164: . x - vector where SNES solution is to be stored.
166: Output Parameter:
167: . J - the matrix-free matrix
169: Level: advanced
171: Notes:
172: The matrix-free matrix context merely contains the function pointers
173: and work space for performing finite difference approximations of
174: Jacobian-vector products, J(u)*a, via
176: $ J(u)*a = [J(u+h*a) - J(u)]/h,
177: $ where by default
178: $ h = error_rel*u'a/||a||^2 if |u'a| > umin*||a||_{1}
179: $ = error_rel*umin*sign(u'a)*||a||_{1}/||a||^2 otherwise
180: $ where
181: $ error_rel = square root of relative error in
182: $ function evaluation
183: $ umin = minimum iterate parameter
184: $ Alternatively, the differencing parameter, h, can be set using
185: $ Jorge's nifty new strategy if one specifies the option
186: $ -snes_mf_jorge
188: The user can set these parameters via MatMFFDSetFunctionError().
189: See Users-Manual: ch_snes for details
191: The user should call MatDestroy() when finished with the matrix-free
192: matrix context.
194: Options Database Keys:
195: $ -snes_mf_err <error_rel>
196: $ -snes_mf_unim <umin>
197: $ -snes_mf_compute_err
198: $ -snes_mf_freq_err <freq>
199: $ -snes_mf_jorge
201: .keywords: SNES, default, matrix-free, create, matrix
203: .seealso: MatDestroy(), MatMFFDSetFunctionError()
204: @*/
205: PetscErrorCode SNESDefaultMatrixFreeCreate2(SNES snes,Vec x,Mat *J)
206: {
207: MPI_Comm comm;
208: MFCtx_Private *mfctx;
210: PetscInt n,nloc;
211: PetscBool flg;
212: char p[64];
215: PetscNewLog(snes,&mfctx);
216: mfctx->sp = 0;
217: mfctx->snes = snes;
218: mfctx->error_rel = PETSC_SQRT_MACHINE_EPSILON;
219: mfctx->umin = 1.e-6;
220: mfctx->h = 0.0;
221: mfctx->need_h = PETSC_TRUE;
222: mfctx->need_err = PETSC_FALSE;
223: mfctx->compute_err = PETSC_FALSE;
224: mfctx->compute_err_freq = 0;
225: mfctx->compute_err_iter = -1;
226: mfctx->compute_err = PETSC_FALSE;
227: mfctx->jorge = PETSC_FALSE;
229: PetscOptionsGetReal(((PetscObject)snes)->options,((PetscObject)snes)->prefix,"-snes_mf_err",&mfctx->error_rel,NULL);
230: PetscOptionsGetReal(((PetscObject)snes)->options,((PetscObject)snes)->prefix,"-snes_mf_umin",&mfctx->umin,NULL);
231: PetscOptionsGetBool(((PetscObject)snes)->options,((PetscObject)snes)->prefix,"-snes_mf_jorge",&mfctx->jorge,NULL);
232: PetscOptionsGetBool(((PetscObject)snes)->options,((PetscObject)snes)->prefix,"-snes_mf_compute_err",&mfctx->compute_err,NULL);
233: PetscOptionsGetInt(((PetscObject)snes)->options,((PetscObject)snes)->prefix,"-snes_mf_freq_err",&mfctx->compute_err_freq,&flg);
234: if (flg) {
235: if (mfctx->compute_err_freq < 0) mfctx->compute_err_freq = 0;
236: mfctx->compute_err = PETSC_TRUE;
237: }
238: if (mfctx->compute_err) mfctx->need_err = PETSC_TRUE;
239: if (mfctx->jorge || mfctx->compute_err) {
240: SNESDiffParameterCreate_More(snes,x,&mfctx->data);
241: } else mfctx->data = 0;
243: PetscOptionsHasName(((PetscObject)snes)->options,NULL,"-help",&flg);
244: PetscStrcpy(p,"-");
245: if (((PetscObject)snes)->prefix) PetscStrcat(p,((PetscObject)snes)->prefix);
246: if (flg) {
247: PetscPrintf(PetscObjectComm((PetscObject)snes)," Matrix-free Options (via SNES):\n");
248: PetscPrintf(PetscObjectComm((PetscObject)snes)," %ssnes_mf_err <err>: set sqrt of relative error in function (default %g)\n",p,(double)mfctx->error_rel);
249: PetscPrintf(PetscObjectComm((PetscObject)snes)," %ssnes_mf_umin <umin>: see users manual (default %g)\n",p,(double)mfctx->umin);
250: PetscPrintf(PetscObjectComm((PetscObject)snes)," %ssnes_mf_jorge: use Jorge More's method\n",p);
251: PetscPrintf(PetscObjectComm((PetscObject)snes)," %ssnes_mf_compute_err: compute sqrt or relative error in function\n",p);
252: PetscPrintf(PetscObjectComm((PetscObject)snes)," %ssnes_mf_freq_err <freq>: frequency to recompute this (default only once)\n",p);
253: PetscPrintf(PetscObjectComm((PetscObject)snes)," %ssnes_mf_noise_file <file>: set file for printing noise info\n",p);
254: }
255: VecDuplicate(x,&mfctx->w);
256: PetscObjectGetComm((PetscObject)x,&comm);
257: VecGetSize(x,&n);
258: VecGetLocalSize(x,&nloc);
259: MatCreate(comm,J);
260: MatSetSizes(*J,nloc,n,n,n);
261: MatSetType(*J,MATSHELL);
262: MatShellSetContext(*J,mfctx);
263: MatShellSetOperation(*J,MATOP_MULT,(void (*)(void))SNESMatrixFreeMult2_Private);
264: MatShellSetOperation(*J,MATOP_DESTROY,(void (*)(void))SNESMatrixFreeDestroy2_Private);
265: MatShellSetOperation(*J,MATOP_VIEW,(void (*)(void))SNESMatrixFreeView2_Private);
266: MatSetUp(*J);
268: PetscLogObjectParent((PetscObject)*J,(PetscObject)mfctx->w);
269: PetscLogObjectParent((PetscObject)snes,(PetscObject)*J);
270: return(0);
271: }
273: /*@C
274: SNESDefaultMatrixFreeSetParameters2 - Sets the parameters for the approximation of
275: matrix-vector products using finite differences.
277: $ J(u)*a = [J(u+h*a) - J(u)]/h where
279: either the user sets h directly here, or this parameter is computed via
281: $ h = error_rel*u'a/||a||^2 if |u'a| > umin*||a||_{1}
282: $ = error_rel*umin*sign(u'a)*||a||_{1}/||a||^2 else
283: $
285: Input Parameters:
286: + mat - the matrix
287: . error_rel - relative error (should be set to the square root of
288: the relative error in the function evaluations)
289: . umin - minimum allowable u-value
290: - h - differencing parameter
292: Level: advanced
294: Notes:
295: If the user sets the parameter h directly, then this value will be used
296: instead of the default computation indicated above.
298: .keywords: SNES, matrix-free, parameters
300: .seealso: MatCreateSNESMF()
301: @*/
302: PetscErrorCode SNESDefaultMatrixFreeSetParameters2(Mat mat,PetscReal error,PetscReal umin,PetscReal h)
303: {
304: MFCtx_Private *ctx;
308: MatShellGetContext(mat,(void**)&ctx);
309: if (ctx) {
310: if (error != PETSC_DEFAULT) ctx->error_rel = error;
311: if (umin != PETSC_DEFAULT) ctx->umin = umin;
312: if (h != PETSC_DEFAULT) {
313: ctx->h = h;
314: ctx->need_h = PETSC_FALSE;
315: }
316: }
317: return(0);
318: }
320: PetscErrorCode SNESUnSetMatrixFreeParameter(SNES snes)
321: {
322: MFCtx_Private *ctx;
324: Mat mat;
327: SNESGetJacobian(snes,&mat,NULL,NULL,NULL);
328: MatShellGetContext(mat,(void**)&ctx);
329: if (ctx) ctx->need_h = PETSC_TRUE;
330: return(0);
331: }