Actual source code: snesncg.c

petsc-3.4.4 2014-03-13
  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:   return(0);
 55: }
 56: /*
 57:   SNESSetFromOptions_NCG - Sets various parameters for the SNESNCG method.

 59:   Input Parameter:
 60: . snes - the SNES context

 62:   Application Interface Routine: SNESSetFromOptions()
 63: */
 66: static PetscErrorCode SNESSetFromOptions_NCG(SNES snes)
 67: {
 68:   SNES_NCG       *ncg = (SNES_NCG*)snes->data;
 70:   PetscBool      debug;
 71:   SNESLineSearch linesearch;
 72:   SNESNCGType    ncgtype=ncg->type;

 75:   PetscOptionsHead("SNES NCG options");
 76:   PetscOptionsBool("-snes_ncg_monitor","Monitor NCG iterations","SNES",ncg->monitor ? PETSC_TRUE : PETSC_FALSE, &debug, NULL);
 77:   PetscOptionsEnum("-snes_ncg_type","NCG Beta type used","SNESNCGSetType",SNESNCGTypes,(PetscEnum)ncg->type,(PetscEnum*)&ncgtype,NULL);
 78:   SNESNCGSetType(snes, ncgtype);
 79:   if (debug) {
 80:     ncg->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
 81:   }
 82:   PetscOptionsTail();
 83:   if (!snes->linesearch) {
 84:     SNESGetLineSearch(snes, &linesearch);
 85:     if (!snes->pc) {
 86:       SNESLineSearchSetType(linesearch, SNESLINESEARCHCP);
 87:     } else {
 88:       SNESLineSearchSetType(linesearch, SNESLINESEARCHL2);
 89:     }
 90:   }
 91:   SNESLineSearchRegister(SNESLINESEARCHNCGLINEAR, SNESLineSearchCreate_NCGLinear);
 92:   return(0);
 93: }

 95: /*
 96:   SNESView_NCG - Prints info from the SNESNCG data structure.

 98:   Input Parameters:
 99: + SNES - the SNES context
100: - viewer - visualization context

102:   Application Interface Routine: SNESView()
103: */
106: static PetscErrorCode SNESView_NCG(SNES snes, PetscViewer viewer)
107: {
108:   PetscBool      iascii;

112:   PetscObjectTypeCompare((PetscObject) viewer, PETSCVIEWERASCII, &iascii);
113:   if (iascii) {
114:   }
115:   return(0);
116: }

120: PetscErrorCode SNESLineSearchApply_NCGLinear(SNESLineSearch linesearch)
121: {
122:   PetscScalar    alpha, ptAp;
123:   Vec            X, Y, F, W;
124:   SNES           snes;
126:   PetscReal      *fnorm, *xnorm, *ynorm;
127:   MatStructure   flg = DIFFERENT_NONZERO_PATTERN;

130:   SNESLineSearchGetSNES(linesearch, &snes);
131:   X     = linesearch->vec_sol;
132:   W     = linesearch->vec_sol_new;
133:   F     = linesearch->vec_func;
134:   Y     = linesearch->vec_update;
135:   fnorm = &linesearch->fnorm;
136:   xnorm = &linesearch->xnorm;
137:   ynorm = &linesearch->ynorm;

139:   if (!snes->jacobian) {
140:     SNESSetUpMatrices(snes);
141:   }

143:   /*

145:    The exact step size for unpreconditioned linear CG is just:
146:    alpha = (r, r) / (p, Ap) = (f, f) / (y, Jy)
147:    */
148:   SNESComputeJacobian(snes, X, &snes->jacobian, &snes->jacobian_pre, &flg);
149:   VecDot(F, F, &alpha);
150:   MatMult(snes->jacobian, Y, W);
151:   VecDot(Y, W, &ptAp);
152:   alpha = alpha / ptAp;
153:   VecAXPY(X,-alpha,Y);
154:   SNESComputeFunction(snes,X,F);

156:   VecNorm(F,NORM_2,fnorm);
157:   VecNorm(X,NORM_2,xnorm);
158:   VecNorm(Y,NORM_2,ynorm);
159:   return(0);
160: }

164: PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_NCGLinear(SNESLineSearch linesearch)
165: {
167:   linesearch->ops->apply          = SNESLineSearchApply_NCGLinear;
168:   linesearch->ops->destroy        = NULL;
169:   linesearch->ops->setfromoptions = NULL;
170:   linesearch->ops->reset          = NULL;
171:   linesearch->ops->view           = NULL;
172:   linesearch->ops->setup          = NULL;
173:   return(0);
174: }

178: /*

180:  Assuming F = SNESComputeFunction(X) compute Y^tJ^tF using a simple secant approximation of the jacobian.

182:  */
183: PetscErrorCode SNESNCGComputeYtJtF_Private(SNES snes, Vec X, Vec F, Vec Y, Vec W, Vec G, PetscScalar * ytJtf)
184: {
186:   PetscScalar    ftf, ftg, fty, h;

189:   VecDot(F, F, &ftf);
190:   VecDot(F, Y, &fty);
191:   h      = 1e-5*fty / fty;
192:   VecCopy(X, W);
193:   VecAXPY(W, -h, Y);          /* this is arbitrary */
194:   SNESComputeFunction(snes, W, G);
195:   VecDot(G, F, &ftg);
196:   *ytJtf = (ftg - ftf) / h;
197:   return(0);
198: }

202: /*@
203:     SNESNCGSetType - Sets the conjugate update type for SNESNCG.

205:     Logically Collective on SNES

207:     Input Parameters:
208: +   snes - the iterative context
209: -   btype - update type

211:     Options Database:
212: .   -snes_ncg_type<prp,fr,hs,dy,cd>

214:     Level: intermediate

216:     SNESNCGSelectTypes:
217: +   SNES_NCG_FR - Fletcher-Reeves update
218: .   SNES_NCG_PRP - Polak-Ribiere-Polyak update
219: .   SNES_NCG_HS - Hestenes-Steifel update
220: .   SNES_NCG_DY - Dai-Yuan update
221: -   SNES_NCG_CD - Conjugate Descent update

223:    Notes:
224:    PRP is the default, and the only one that tolerates generalized search directions.

226: .keywords: SNES, SNESNCG, selection, type, set
227: @*/
228: PetscErrorCode SNESNCGSetType(SNES snes, SNESNCGType btype)
229: {

234:   PetscTryMethod(snes,"SNESNCGSetType_C",(SNES,SNESNCGType),(snes,btype));
235:   return(0);
236: }

240: PetscErrorCode SNESNCGSetType_NCG(SNES snes, SNESNCGType btype)
241: {
242:   SNES_NCG *ncg = (SNES_NCG*)snes->data;

245:   ncg->type = btype;
246:   return(0);
247: }

249: /*
250:   SNESSolve_NCG - Solves a nonlinear system with the Nonlinear Conjugate Gradient method.

252:   Input Parameters:
253: . snes - the SNES context

255:   Output Parameter:
256: . outits - number of iterations until termination

258:   Application Interface Routine: SNESSolve()
259: */
262: PetscErrorCode SNESSolve_NCG(SNES snes)
263: {
264:   SNES_NCG            *ncg = (SNES_NCG*)snes->data;
265:   Vec                 X, dX, lX, F, B, Fold;
266:   PetscReal           fnorm, ynorm, xnorm, beta = 0.0;
267:   PetscScalar         dXdotF, dXolddotFold, dXdotFold, lXdotF, lXdotFold;
268:   PetscInt            maxits, i;
269:   PetscErrorCode      ierr;
270:   SNESConvergedReason reason;
271:   PetscBool           lsSuccess = PETSC_TRUE;
272:   SNESLineSearch      linesearch;

275:   snes->reason = SNES_CONVERGED_ITERATING;

277:   maxits = snes->max_its;            /* maximum number of iterations */
278:   X      = snes->vec_sol;            /* X^n */
279:   Fold   = snes->work[0];            /* The previous iterate of X */
280:   dX     = snes->work[1];            /* the preconditioned direction */
281:   lX     = snes->vec_sol_update;     /* the conjugate direction */
282:   F      = snes->vec_func;           /* residual vector */
283:   B      = snes->vec_rhs;            /* the right hand side */

285:   SNESGetLineSearch(snes, &linesearch);

287:   PetscObjectAMSTakeAccess((PetscObject)snes);
288:   snes->iter = 0;
289:   snes->norm = 0.;
290:   PetscObjectAMSGrantAccess((PetscObject)snes);

292:   /* compute the initial function and preconditioned update dX */
293:   if (!snes->vec_func_init_set) {
294:     SNESComputeFunction(snes,X,F);
295:     if (snes->domainerror) {
296:       snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
297:       return(0);
298:     }
299:   } else snes->vec_func_init_set = PETSC_FALSE;

301:   if (!snes->norm_init_set) {
302:     /* convergence test */
303:     VecNorm(F, NORM_2, &fnorm); /* fnorm <- ||F||  */
304:     if (PetscIsInfOrNanReal(fnorm)) {
305:       snes->reason = SNES_DIVERGED_FNORM_NAN;
306:       return(0);
307:     }
308:   } else {
309:     fnorm               = snes->norm_init;
310:     snes->norm_init_set = PETSC_FALSE;
311:   }
312:   PetscObjectAMSTakeAccess((PetscObject)snes);
313:   snes->norm = fnorm;
314:   PetscObjectAMSGrantAccess((PetscObject)snes);
315:   SNESLogConvergenceHistory(snes,fnorm,0);
316:   SNESMonitor(snes,0,fnorm);

318:   /* set parameter for default relative tolerance convergence test */
319:   snes->ttol = fnorm*snes->rtol;
320:   /* test convergence */
321:   (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
322:   if (snes->reason) return(0);

324:   /* Call general purpose update function */
325:   if (snes->ops->update) {
326:     (*snes->ops->update)(snes, snes->iter);
327:   }

329:   /* first update -- just use the (preconditioned) residual direction for the initial conjugate direction */

331:   if (snes->pc && snes->pcside == PC_RIGHT) {
332:     VecCopy(X, dX);
333:     SNESSetInitialFunction(snes->pc, F);
334:     SNESSetInitialFunctionNorm(snes->pc, fnorm);

336:     PetscLogEventBegin(SNES_NPCSolve,snes->pc,dX,B,0);
337:     SNESSolve(snes->pc, B, dX);
338:     PetscLogEventEnd(SNES_NPCSolve,snes->pc,dX,B,0);

340:     SNESGetConvergedReason(snes->pc,&reason);
341:     if (reason < 0 && (reason != SNES_DIVERGED_MAX_IT)) {
342:       snes->reason = SNES_DIVERGED_INNER;
343:       return(0);
344:     }
345:     VecAYPX(dX,-1.0,X);
346:   } else {
347:     VecCopy(F, dX);
348:   }
349:   VecCopy(dX, lX);
350:   VecDot(F, dX, &dXdotF);
351:   /*
352:   } else {
353:     SNESNCGComputeYtJtF_Private(snes, X, F, dX, W, G, &dXdotF);
354:   }
355:    */
356:   for (i = 1; i < maxits + 1; i++) {
357:     lsSuccess = PETSC_TRUE;
358:     /* some update types require the old update direction or conjugate direction */
359:     if (ncg->type != SNES_NCG_FR) {
360:       VecCopy(F, Fold);
361:     }
362:     SNESLineSearchApply(linesearch, X, F, &fnorm, lX);
363:     SNESLineSearchGetSuccess(linesearch, &lsSuccess);
364:     if (!lsSuccess) {
365:       if (++snes->numFailures >= snes->maxFailures) {
366:         snes->reason = SNES_DIVERGED_LINE_SEARCH;
367:         return(0);
368:       }
369:     }
370:     if (snes->nfuncs >= snes->max_funcs) {
371:       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
372:       return(0);
373:     }
374:     if (snes->domainerror) {
375:       snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
376:       return(0);
377:     }
378:     SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);
379:     /* Monitor convergence */
380:     PetscObjectAMSTakeAccess((PetscObject)snes);
381:     snes->iter = i;
382:     snes->norm = fnorm;
383:     PetscObjectAMSGrantAccess((PetscObject)snes);
384:     SNESLogConvergenceHistory(snes,snes->norm,0);
385:     SNESMonitor(snes,snes->iter,snes->norm);

387:     /* Test for convergence */
388:     (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);
389:     if (snes->reason) return(0);

391:     /* Call general purpose update function */
392:     if (snes->ops->update) {
393:       (*snes->ops->update)(snes, snes->iter);
394:     }
395:     if (snes->pc && snes->pcside == PC_RIGHT) {
396:       VecCopy(X,dX);
397:       SNESSetInitialFunction(snes->pc, F);
398:       SNESSetInitialFunctionNorm(snes->pc, fnorm);
399:       PetscLogEventBegin(SNES_NPCSolve,snes->pc,dX,B,0);
400:       SNESSolve(snes->pc, B, dX);
401:       PetscLogEventEnd(SNES_NPCSolve,snes->pc,dX,B,0);
402:       SNESGetConvergedReason(snes->pc,&reason);
403:       if (reason < 0 && (reason != SNES_DIVERGED_MAX_IT)) {
404:         snes->reason = SNES_DIVERGED_INNER;
405:         return(0);
406:       }
407:       VecAYPX(dX,-1.0,X);
408:     } else {
409:       VecCopy(F, dX);
410:     }

412:     /* compute the conjugate direction lX = dX + beta*lX with beta = ((dX, dX) / (dX_old, dX_old) (Fletcher-Reeves update)*/
413:     switch (ncg->type) {
414:     case SNES_NCG_FR: /* Fletcher-Reeves */
415:       dXolddotFold = dXdotF;
416:       VecDot(dX, dX, &dXdotF);
417:       beta         = PetscRealPart(dXdotF / dXolddotFold);
418:       break;
419:     case SNES_NCG_PRP: /* Polak-Ribiere-Poylak */
420:       dXolddotFold = dXdotF;
421:       VecDotBegin(F, dX, &dXdotF);
422:       VecDotBegin(Fold, dX, &dXdotFold);
423:       VecDotEnd(F, dX, &dXdotF);
424:       VecDotEnd(Fold, dX, &dXdotFold);
425:       beta         = PetscRealPart(((dXdotF - dXdotFold) / dXolddotFold));
426:       if (beta < 0.0) beta = 0.0; /* restart */
427:       break;
428:     case SNES_NCG_HS: /* Hestenes-Stiefel */
429:       VecDotBegin(dX, F, &dXdotF);
430:       VecDotBegin(dX, Fold, &dXdotFold);
431:       VecDotBegin(lX, F, &lXdotF);
432:       VecDotBegin(lX, Fold, &lXdotFold);
433:       VecDotEnd(dX, F, &dXdotF);
434:       VecDotEnd(dX, Fold, &dXdotFold);
435:       VecDotEnd(lX, F, &lXdotF);
436:       VecDotEnd(lX, Fold, &lXdotFold);
437:       beta = PetscRealPart((dXdotF - dXdotFold) / (lXdotF - lXdotFold));
438:       break;
439:     case SNES_NCG_DY: /* Dai-Yuan */
440:       VecDotBegin(dX, F, &dXdotF);
441:       VecDotBegin(lX, F, &lXdotF);
442:       VecDotBegin(lX, Fold, &lXdotFold);
443:       VecDotEnd(dX, F, &dXdotF);
444:       VecDotEnd(lX, F, &lXdotF);
445:       VecDotEnd(lX, Fold, &lXdotFold);
446:       beta = PetscRealPart(dXdotF / (lXdotFold - lXdotF));
447:       break;
448:     case SNES_NCG_CD: /* Conjugate Descent */
449:       VecDotBegin(dX, F, &dXdotF);
450:       VecDotBegin(lX, Fold, &lXdotFold);
451:       VecDotEnd(dX, F, &dXdotF);
452:       VecDotEnd(lX, Fold, &lXdotFold);
453:       beta = PetscRealPart(dXdotF / lXdotFold);
454:       break;
455:     }
456:     if (ncg->monitor) {
457:       PetscViewerASCIIPrintf(ncg->monitor, "beta = %e\n", beta);
458:     }
459:     VecAYPX(lX, beta, dX);
460:   }
461:   PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", maxits);
462:   if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
463:   return(0);
464: }



468: /*MC
469:   SNESNCG - Nonlinear Conjugate-Gradient method for the solution of general nonlinear systems.

471:   Level: beginner

473:   Options Database:
474: +   -snes_ncg_type <fr, prp, dy, hs, cd> - Choice of conjugate-gradient update parameter.
475: .   -snes_linesearch_type <cp,l2,basic> - Line search type.
476: -   -snes_ncg_monitor - Print relevant information about the ncg iteration.

478: Notes: This solves the nonlinear system of equations F(x) = 0 using the nonlinear generalization of the conjugate
479: gradient method.  This may be used with a nonlinear preconditioner used to pick the new search directions, but otherwise
480: chooses the initial search direction as F(x) for the initial guess x.


483: .seealso:  SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESNEWTONTR, SNESNGMRES, SNESNQN
484: M*/
487: PETSC_EXTERN PetscErrorCode SNESCreate_NCG(SNES snes)
488: {
490:   SNES_NCG       * neP;

493:   snes->ops->destroy        = SNESDestroy_NCG;
494:   snes->ops->setup          = SNESSetUp_NCG;
495:   snes->ops->setfromoptions = SNESSetFromOptions_NCG;
496:   snes->ops->view           = SNESView_NCG;
497:   snes->ops->solve          = SNESSolve_NCG;
498:   snes->ops->reset          = SNESReset_NCG;

500:   snes->usesksp = PETSC_FALSE;
501:   snes->usespc  = PETSC_TRUE;

503:   if (!snes->tolerancesset) {
504:     snes->max_funcs = 30000;
505:     snes->max_its   = 10000;
506:     snes->stol      = 1e-20;
507:   }

509:   PetscNewLog(snes, SNES_NCG, &neP);
510:   snes->data   = (void*) neP;
511:   neP->monitor = NULL;
512:   neP->type    = SNES_NCG_PRP;
513:   PetscObjectComposeFunction((PetscObject)snes,"SNESNCGSetType_C", SNESNCGSetType_NCG);
514:   return(0);
515: }