Actual source code: snesngmres.c

petsc-3.7.3 2016-07-24
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  1: #include <../src/snes/impls/ngmres/snesngmres.h> /*I "petscsnes.h" I*/
  2: #include <petscblaslapack.h>
  3: #include <petscdm.h>

  5: const char *const SNESNGMRESRestartTypes[] = {"NONE","PERIODIC","DIFFERENCE","SNESNGMRESRestartType","SNES_NGMRES_RESTART_",0};
  6: const char *const SNESNGMRESSelectTypes[] = {"NONE","DIFFERENCE","LINESEARCH","SNESNGMRESSelectType","SNES_NGMRES_SELECT_",0};

 10: PetscErrorCode SNESReset_NGMRES(SNES snes)
 11: {
 12:   SNES_NGMRES    *ngmres = (SNES_NGMRES*) snes->data;

 16:   VecDestroyVecs(ngmres->msize,&ngmres->Fdot);
 17:   VecDestroyVecs(ngmres->msize,&ngmres->Xdot);
 18:   SNESLineSearchDestroy(&ngmres->additive_linesearch);
 19:   return(0);
 20: }

 24: PetscErrorCode SNESDestroy_NGMRES(SNES snes)
 25: {
 27:   SNES_NGMRES    *ngmres = (SNES_NGMRES*)snes->data;

 30:   SNESReset_NGMRES(snes);
 31:   PetscFree5(ngmres->h,ngmres->beta,ngmres->xi,ngmres->fnorms,ngmres->q);
 32:   PetscFree(ngmres->s);
 33:   PetscFree(ngmres->xnorms);
 34: #if PETSC_USE_COMPLEX
 35:   PetscFree(ngmres->rwork);
 36: #endif
 37:   PetscFree(ngmres->work);
 38:   PetscFree(snes->data);
 39:   return(0);
 40: }

 44: PetscErrorCode SNESSetUp_NGMRES(SNES snes)
 45: {
 46:   SNES_NGMRES    *ngmres = (SNES_NGMRES*) snes->data;
 47:   const char     *optionsprefix;
 48:   PetscInt       msize,hsize;
 50:   DM             dm;

 53:   if (snes->pc && snes->pcside == PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
 54:     SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE,"SNESNGMRES does not support left preconditioning with unpreconditioned function");
 55:   }
 56:   if (snes->pcside == PC_LEFT && snes->functype == SNES_FUNCTION_DEFAULT) snes->functype = SNES_FUNCTION_PRECONDITIONED;
 57:   SNESSetWorkVecs(snes,5);

 59:   if (!snes->vec_sol) {
 60:     SNESGetDM(snes,&dm);
 61:     DMCreateGlobalVector(dm,&snes->vec_sol);
 62:   }

 64:   if (!ngmres->Xdot) {VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Xdot);}
 65:   if (!ngmres->Fdot) {VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Fdot);}
 66:   if (!ngmres->setup_called) {
 67:     msize = ngmres->msize;          /* restart size */
 68:     hsize = msize * msize;

 70:     /* explicit least squares minimization solve */
 71:     PetscMalloc5(hsize,&ngmres->h, msize,&ngmres->beta, msize,&ngmres->xi, msize,&ngmres->fnorms, hsize,&ngmres->q);
 72:     PetscMalloc1(msize,&ngmres->xnorms);
 73:     ngmres->nrhs  = 1;
 74:     ngmres->lda   = msize;
 75:     ngmres->ldb   = msize;
 76:     PetscMalloc1(msize,&ngmres->s);
 77:     PetscMemzero(ngmres->h,   hsize*sizeof(PetscScalar));
 78:     PetscMemzero(ngmres->q,   hsize*sizeof(PetscScalar));
 79:     PetscMemzero(ngmres->xi,  msize*sizeof(PetscScalar));
 80:     PetscMemzero(ngmres->beta,msize*sizeof(PetscScalar));
 81:     ngmres->lwork = 12*msize;
 82: #if PETSC_USE_COMPLEX
 83:     PetscMalloc1(ngmres->lwork,&ngmres->rwork);
 84: #endif
 85:     PetscMalloc1(ngmres->lwork,&ngmres->work);
 86:   }

 88:   /* linesearch setup */
 89:   SNESGetOptionsPrefix(snes,&optionsprefix);

 91:   if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) {
 92:     SNESLineSearchCreate(PetscObjectComm((PetscObject)snes),&ngmres->additive_linesearch);
 93:     SNESLineSearchSetSNES(ngmres->additive_linesearch,snes);
 94:     SNESLineSearchSetType(ngmres->additive_linesearch,SNESLINESEARCHL2);
 95:     SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,"additive_");
 96:     SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,optionsprefix);
 97:     SNESLineSearchSetFromOptions(ngmres->additive_linesearch);
 98:   }

100:   ngmres->setup_called = PETSC_TRUE;
101:   return(0);
102: }

106: PetscErrorCode SNESSetFromOptions_NGMRES(PetscOptionItems *PetscOptionsObject,SNES snes)
107: {
108:   SNES_NGMRES    *ngmres = (SNES_NGMRES*) snes->data;
110:   PetscBool      debug = PETSC_FALSE;
111:   SNESLineSearch linesearch;

114:   PetscOptionsHead(PetscOptionsObject,"SNES NGMRES options");
115:   PetscOptionsEnum("-snes_ngmres_select_type","Select type","SNESNGMRESSetSelectType",SNESNGMRESSelectTypes,
116:                           (PetscEnum)ngmres->select_type,(PetscEnum*)&ngmres->select_type,NULL);
117:   PetscOptionsEnum("-snes_ngmres_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes,
118:                           (PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,NULL);
119:   PetscOptionsBool("-snes_ngmres_candidate", "Use candidate storage",              "SNES",ngmres->candidate,&ngmres->candidate,NULL);
120:   PetscOptionsBool("-snes_ngmres_approxfunc","Linearly approximate the function", "SNES",ngmres->approxfunc,&ngmres->approxfunc,NULL);
121:   PetscOptionsInt("-snes_ngmres_m",          "Number of directions",               "SNES",ngmres->msize,&ngmres->msize,NULL);
122:   PetscOptionsInt("-snes_ngmres_restart",    "Iterations before forced restart",   "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,NULL);
123:   PetscOptionsInt("-snes_ngmres_restart_it", "Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,NULL);
124:   PetscOptionsBool("-snes_ngmres_monitor",   "Monitor actions of NGMRES",          "SNES",ngmres->monitor ? PETSC_TRUE : PETSC_FALSE,&debug,NULL);
125:   if (debug) {
126:     ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
127:   }
128:   PetscOptionsReal("-snes_ngmres_gammaA",    "Residual selection constant",   "SNES",ngmres->gammaA,&ngmres->gammaA,NULL);
129:   PetscOptionsReal("-snes_ngmres_gammaC",    "Residual restart constant",     "SNES",ngmres->gammaC,&ngmres->gammaC,NULL);
130:   PetscOptionsReal("-snes_ngmres_epsilonB",  "Difference selection constant", "SNES",ngmres->epsilonB,&ngmres->epsilonB,NULL);
131:   PetscOptionsReal("-snes_ngmres_deltaB",    "Difference residual selection constant", "SNES",ngmres->deltaB,&ngmres->deltaB,NULL);
132:   PetscOptionsBool("-snes_ngmres_single_reduction", "Aggregate reductions",  "SNES",ngmres->singlereduction,&ngmres->singlereduction,NULL);
133:   PetscOptionsBool("-snes_ngmres_restart_fm_rise", "Restart on F_M residual rise",  "SNESNGMRESSetRestartFmRise",ngmres->restart_fm_rise,&ngmres->restart_fm_rise,NULL);
134:   PetscOptionsTail();
135:   if ((ngmres->gammaA > ngmres->gammaC) && (ngmres->gammaC > 2.)) ngmres->gammaC = ngmres->gammaA;

137:   /* set the default type of the line search if the user hasn't already. */
138:   if (!snes->linesearch) {
139:     SNESGetLineSearch(snes,&linesearch);
140:     SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);
141:   }
142:   return(0);
143: }

147: PetscErrorCode SNESView_NGMRES(SNES snes,PetscViewer viewer)
148: {
149:   SNES_NGMRES    *ngmres = (SNES_NGMRES*) snes->data;
150:   PetscBool      iascii;

154:   PetscObjectTypeCompare((PetscObject) viewer,PETSCVIEWERASCII,&iascii);
155:   if (iascii) {
156:     PetscViewerASCIIPrintf(viewer,"  Number of stored past updates: %d\n", ngmres->msize);
157:     PetscViewerASCIIPrintf(viewer,"  Residual selection: gammaA=%1.0e, gammaC=%1.0e\n",ngmres->gammaA,ngmres->gammaC);
158:     PetscViewerASCIIPrintf(viewer,"  Difference restart: epsilonB=%1.0e, deltaB=%1.0e\n",ngmres->epsilonB,ngmres->deltaB);
159:     PetscViewerASCIIPrintf(viewer,"  Restart on F_M residual increase: %s\n",ngmres->restart_fm_rise?"TRUE":"FALSE");
160:   }
161:   return(0);
162: }

166: PetscErrorCode SNESSolve_NGMRES(SNES snes)
167: {
168:   SNES_NGMRES          *ngmres = (SNES_NGMRES*) snes->data;
169:   /* present solution, residual, and preconditioned residual */
170:   Vec                  X,F,B,D,Y;

172:   /* candidate linear combination answers */
173:   Vec                  XA,FA,XM,FM;

175:   /* coefficients and RHS to the minimization problem */
176:   PetscReal            fnorm,fMnorm,fAnorm;
177:   PetscReal            xnorm,xMnorm,xAnorm;
178:   PetscReal            ynorm,yMnorm,yAnorm;
179:   PetscInt             k,k_restart,l,ivec,restart_count = 0;

181:   /* solution selection data */
182:   PetscBool            selectRestart;
183:   /*
184:       These two variables are initialized to prevent compilers/analyzers from producing false warnings about these variables being passed
185:       to SNESNGMRESSelect_Private() without being set when SNES_NGMRES_RESTART_DIFFERENCE, the values are not used in the subroutines in that case
186:       so the code is correct as written.
187:   */
188:   PetscReal            dnorm = 0.0,dminnorm = 0.0;
189:   PetscReal            fminnorm;

191:   SNESConvergedReason  reason;
192:   SNESLineSearchReason lssucceed;
193:   PetscErrorCode       ierr;

196:   if (snes->xl || snes->xu || snes->ops->computevariablebounds) SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name);

198:   PetscCitationsRegister(SNESCitation,&SNEScite);
199:   /* variable initialization */
200:   snes->reason = SNES_CONVERGED_ITERATING;
201:   X            = snes->vec_sol;
202:   F            = snes->vec_func;
203:   B            = snes->vec_rhs;
204:   XA           = snes->vec_sol_update;
205:   FA           = snes->work[0];
206:   D            = snes->work[1];

208:   /* work for the line search */
209:   Y  = snes->work[2];
210:   XM = snes->work[3];
211:   FM = snes->work[4];

213:   PetscObjectSAWsTakeAccess((PetscObject)snes);
214:   snes->iter = 0;
215:   snes->norm = 0.;
216:   PetscObjectSAWsGrantAccess((PetscObject)snes);

218:   /* initialization */

220:   if (snes->pc && snes->pcside == PC_LEFT) {
221:     SNESApplyNPC(snes,X,NULL,F);
222:     SNESGetConvergedReason(snes->pc,&reason);
223:     if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
224:       snes->reason = SNES_DIVERGED_INNER;
225:       return(0);
226:     }
227:     VecNorm(F,NORM_2,&fnorm);
228:   } else {
229:     if (!snes->vec_func_init_set) {
230:       SNESComputeFunction(snes,X,F);
231:     } else snes->vec_func_init_set = PETSC_FALSE;

233:     VecNorm(F,NORM_2,&fnorm);
234:     SNESCheckFunctionNorm(snes,fnorm);
235:   }
236:   fminnorm = fnorm;

238:   PetscObjectSAWsTakeAccess((PetscObject)snes);
239:   snes->norm = fnorm;
240:   PetscObjectSAWsGrantAccess((PetscObject)snes);
241:   SNESLogConvergenceHistory(snes,fnorm,0);
242:   SNESMonitor(snes,0,fnorm);
243:   (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
244:   if (snes->reason) return(0);
245:   SNESNGMRESUpdateSubspace_Private(snes,0,0,F,fnorm,X);

247:   k_restart = 1;
248:   l         = 1;
249:   ivec      = 0;
250:   for (k=1; k < snes->max_its+1; k++) {
251:     /* Computation of x^M */
252:     if (snes->pc && snes->pcside == PC_RIGHT) {
253:       VecCopy(X,XM);
254:       SNESSetInitialFunction(snes->pc,F);

256:       PetscLogEventBegin(SNES_NPCSolve,snes->pc,XM,B,0);
257:       SNESSolve(snes->pc,B,XM);
258:       PetscLogEventEnd(SNES_NPCSolve,snes->pc,XM,B,0);

260:       SNESGetConvergedReason(snes->pc,&reason);
261:       if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
262:         snes->reason = SNES_DIVERGED_INNER;
263:         return(0);
264:       }
265:       SNESGetNPCFunction(snes,FM,&fMnorm);
266:     } else {
267:       /* no preconditioner -- just take gradient descent with line search */
268:       VecCopy(F,Y);
269:       VecCopy(F,FM);
270:       VecCopy(X,XM);

272:       fMnorm = fnorm;

274:       SNESLineSearchApply(snes->linesearch,XM,FM,&fMnorm,Y);
275:       SNESLineSearchGetReason(snes->linesearch,&lssucceed);
276:       if (lssucceed) {
277:         if (++snes->numFailures >= snes->maxFailures) {
278:           snes->reason = SNES_DIVERGED_LINE_SEARCH;
279:           return(0);
280:         }
281:       }
282:     }

284:     SNESNGMRESFormCombinedSolution_Private(snes,ivec,l,XM,FM,fMnorm,X,XA,FA);
285:     /* r = F(x) */
286:     if (fminnorm > fMnorm) fminnorm = fMnorm;  /* the minimum norm is now of F^M */

288:     /* differences for selection and restart */
289:     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) {
290:       SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,&xMnorm,NULL,&yMnorm,&xAnorm,&fAnorm,&yAnorm);
291:     } else {
292:       SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,&xMnorm,NULL,&yMnorm,&xAnorm,&fAnorm,&yAnorm);
293:     }
294:     SNESCheckFunctionNorm(snes,fnorm);

296:     /* combination (additive) or selection (multiplicative) of the N-GMRES solution */
297:     SNESNGMRESSelect_Private(snes,k_restart,XM,FM,xMnorm,fMnorm,yMnorm,XA,FA,xAnorm,fAnorm,yAnorm,dnorm,fminnorm,dminnorm,X,F,Y,&xnorm,&fnorm,&ynorm);
298:     selectRestart = PETSC_FALSE;

300:     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE) {
301:       SNESNGMRESSelectRestart_Private(snes,l,fMnorm,fAnorm,dnorm,fminnorm,dminnorm,&selectRestart);

303:       /* if the restart conditions persist for more than restart_it iterations, restart. */
304:       if (selectRestart) restart_count++;
305:       else restart_count = 0;
306:     } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) {
307:       if (k_restart > ngmres->restart_periodic) {
308:         if (ngmres->monitor) PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);
309:         restart_count = ngmres->restart_it;
310:       }
311:     }

313:     ivec = k_restart % ngmres->msize; /* replace the last used part of the subspace */

315:     /* restart after restart conditions have persisted for a fixed number of iterations */
316:     if (restart_count >= ngmres->restart_it) {
317:       if (ngmres->monitor) {
318:         PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);
319:       }
320:       restart_count = 0;
321:       k_restart     = 1;
322:       l             = 1;
323:       ivec          = 0;
324:       /* q_{00} = nu */
325:       SNESNGMRESUpdateSubspace_Private(snes,0,0,FM,fMnorm,XM);
326:     } else {
327:       /* select the current size of the subspace */
328:       if (l < ngmres->msize) l++;
329:       k_restart++;
330:       /* place the current entry in the list of previous entries */
331:       if (ngmres->candidate) {
332:         if (fminnorm > fMnorm) fminnorm = fMnorm;
333:         SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fMnorm,XM);
334:       } else {
335:         if (fminnorm > fnorm) fminnorm = fnorm;
336:         SNESNGMRESUpdateSubspace_Private(snes,ivec,l,F,fnorm,X);
337:       }
338:     }

340:     PetscObjectSAWsTakeAccess((PetscObject)snes);
341:     snes->iter = k;
342:     snes->norm = fnorm;
343:     PetscObjectSAWsGrantAccess((PetscObject)snes);
344:     SNESLogConvergenceHistory(snes,snes->norm,snes->iter);
345:     SNESMonitor(snes,snes->iter,snes->norm);
346:     (*snes->ops->converged)(snes,snes->iter,0,0,fnorm,&snes->reason,snes->cnvP);
347:     if (snes->reason) return(0);
348:   }
349:   snes->reason = SNES_DIVERGED_MAX_IT;
350:   return(0);
351: }

355: /*@
356:  SNESNGMRESSetRestartFmRise - Increase the restart count if the step x_M increases the residual F_M

358:   Input Parameters:
359:   +  snes - the SNES context.
360:   -  flg  - boolean value deciding whether to use the option or not

362:   Options Database:
363:   + -snes_ngmres_restart_fm_rise - Increase the restart count if the step x_M increases the residual F_M

365:   Level: intermediate

367:   Notes:
368:   If the proposed step x_M increases the residual F_M, it might be trying to get out of a stagnation area.
369:   To help the solver do that, reset the Krylov subspace whenever F_M increases.

371:   This option must be used with SNES_NGMRES_RESTART_DIFFERENCE

373:   The default is FALSE.
374:   .seealso: SNES_NGMRES_RESTART_DIFFERENCE
375:   @*/
376: PetscErrorCode SNESNGMRESSetRestartFmRise(SNES snes,PetscBool flg)
377: {
378:     PetscErrorCode (*f)(SNES,PetscBool);

382:     PetscObjectQueryFunction((PetscObject)snes,"SNESNGMRESSetRestartFmRise_C",&f);
383:     if (f) {(f)(snes,flg);}
384:     return(0);
385: }

389: PetscErrorCode SNESNGMRESSetRestartFmRise_NGMRES(SNES snes,PetscBool flg)
390: {
391:   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;

394:   ngmres->restart_fm_rise = flg;
395:   return(0);
396: }

400: PetscErrorCode SNESNGMRESGetRestartFmRise(SNES snes,PetscBool *flg)
401: {
402:     PetscErrorCode (*f)(SNES,PetscBool*);

406:     PetscObjectQueryFunction((PetscObject)snes,"SNESNGMRESGetRestartFmRise_C",&f);
407:     if (f) {(f)(snes,flg);}
408:     return(0);
409: }

413: PetscErrorCode SNESNGMRESGetRestartFmRise_NGMRES(SNES snes,PetscBool *flg)
414: {
415:   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;

418:   *flg = ngmres->restart_fm_rise;
419:   return(0);
420: }


425: /*@
426:     SNESNGMRESSetRestartType - Sets the restart type for SNESNGMRES.

428:     Logically Collective on SNES

430:     Input Parameters:
431: +   snes - the iterative context
432: -   rtype - restart type

434:     Options Database:
435: +   -snes_ngmres_restart_type<difference,periodic,none> - set the restart type
436: -   -snes_ngmres_restart[30] - sets the number of iterations before restart for periodic

438:     Level: intermediate

440:     SNESNGMRESRestartTypes:
441: +   SNES_NGMRES_RESTART_NONE - never restart
442: .   SNES_NGMRES_RESTART_DIFFERENCE - restart based upon difference criteria
443: -   SNES_NGMRES_RESTART_PERIODIC - restart after a fixed number of iterations

445:     Notes:
446:     The default line search used is the L2 line search and it requires two additional function evaluations.

448: .keywords: SNES, SNESNGMRES, restart, type, set SNESLineSearch
449: @*/
450: PetscErrorCode SNESNGMRESSetRestartType(SNES snes,SNESNGMRESRestartType rtype)
451: {

456:   PetscTryMethod(snes,"SNESNGMRESSetRestartType_C",(SNES,SNESNGMRESRestartType),(snes,rtype));
457:   return(0);
458: }

462: /*@
463:     SNESNGMRESSetSelectType - Sets the selection type for SNESNGMRES.  This determines how the candidate solution and
464:     combined solution are used to create the next iterate.

466:     Logically Collective on SNES

468:     Input Parameters:
469: +   snes - the iterative context
470: -   stype - selection type

472:     Options Database:
473: .   -snes_ngmres_select_type<difference,none,linesearch>

475:     Level: intermediate

477:     SNESNGMRESSelectTypes:
478: +   SNES_NGMRES_SELECT_NONE - choose the combined solution all the time
479: .   SNES_NGMRES_SELECT_DIFFERENCE - choose based upon the selection criteria
480: -   SNES_NGMRES_SELECT_LINESEARCH - choose based upon line search combination

482:     Notes:
483:     The default line search used is the L2 line search and it requires two additional function evaluations.

485: .keywords: SNES, SNESNGMRES, selection, type, set SNESLineSearch
486: @*/
487: PetscErrorCode SNESNGMRESSetSelectType(SNES snes,SNESNGMRESSelectType stype)
488: {

493:   PetscTryMethod(snes,"SNESNGMRESSetSelectType_C",(SNES,SNESNGMRESSelectType),(snes,stype));
494:   return(0);
495: }

499: PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes,SNESNGMRESSelectType stype)
500: {
501:   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;

504:   ngmres->select_type = stype;
505:   return(0);
506: }

510: PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes,SNESNGMRESRestartType rtype)
511: {
512:   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;

515:   ngmres->restart_type = rtype;
516:   return(0);
517: }

519: /*MC
520:   SNESNGMRES - The Nonlinear Generalized Minimum Residual method.

522:    Level: beginner

524:    Options Database:
525: +  -snes_ngmres_select_type<difference,none,linesearch> - choose the select between candidate and combined solution
526: .  -snes_ngmres_restart_type<difference,none,periodic> - choose the restart conditions
527: .  -snes_ngmres_candidate        - Use NGMRES variant which combines candidate solutions instead of actual solutions
528: .  -snes_ngmres_m                - Number of stored previous solutions and residuals
529: .  -snes_ngmres_restart_it       - Number of iterations the restart conditions hold before restart
530: .  -snes_ngmres_gammaA           - Residual tolerance for solution select between the candidate and combination
531: .  -snes_ngmres_gammaC           - Residual tolerance for restart
532: .  -snes_ngmres_epsilonB         - Difference tolerance between subsequent solutions triggering restart
533: .  -snes_ngmres_deltaB           - Difference tolerance between residuals triggering restart
534: .  -snes_ngmres_restart_fm_rise  - Restart on residual rise from x_M step
535: .  -snes_ngmres_monitor          - Prints relevant information about the ngmres iteration
536: .  -snes_linesearch_type <basic,l2,cp> - Line search type used for the default smoother
537: -  -additive_snes_linesearch_type - linesearch type used to select between the candidate and combined solution with additive select type

539:    Notes:

541:    The N-GMRES method combines m previous solutions into a minimum-residual solution by solving a small linearized
542:    optimization problem at each iteration.

544:    Very similar to the SNESANDERSON algorithm.

546:    References:
547: +  1. - C. W. Oosterlee and T. Washio, "Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows", 
548:    SIAM Journal on Scientific Computing, 21(5), 2000.
549: -  2. - Peter R. Brune, Matthew G. Knepley, Barry F. Smith, and Xuemin Tu, "Composing Scalable Nonlinear Algebraic Solvers", 
550:    SIAM Review, 57(4), 2015


553: .seealso: SNESCreate(), SNES, SNESSetType(), SNESType (for list of available types)
554: M*/

558: PETSC_EXTERN PetscErrorCode SNESCreate_NGMRES(SNES snes)
559: {
560:   SNES_NGMRES    *ngmres;

564:   snes->ops->destroy        = SNESDestroy_NGMRES;
565:   snes->ops->setup          = SNESSetUp_NGMRES;
566:   snes->ops->setfromoptions = SNESSetFromOptions_NGMRES;
567:   snes->ops->view           = SNESView_NGMRES;
568:   snes->ops->solve          = SNESSolve_NGMRES;
569:   snes->ops->reset          = SNESReset_NGMRES;

571:   snes->usespc   = PETSC_TRUE;
572:   snes->usesksp  = PETSC_FALSE;
573:   snes->pcside   = PC_RIGHT;

575:   PetscNewLog(snes,&ngmres);
576:   snes->data    = (void*) ngmres;
577:   ngmres->msize = 30;

579:   if (!snes->tolerancesset) {
580:     snes->max_funcs = 30000;
581:     snes->max_its   = 10000;
582:   }

584:   ngmres->candidate = PETSC_FALSE;

586:   ngmres->additive_linesearch = NULL;
587:   ngmres->approxfunc          = PETSC_FALSE;
588:   ngmres->restart_it          = 2;
589:   ngmres->restart_periodic    = 30;
590:   ngmres->gammaA              = 2.0;
591:   ngmres->gammaC              = 2.0;
592:   ngmres->deltaB              = 0.9;
593:   ngmres->epsilonB            = 0.1;
594:   ngmres->restart_fm_rise     = PETSC_FALSE;

596:   ngmres->restart_type = SNES_NGMRES_RESTART_DIFFERENCE;
597:   ngmres->select_type  = SNES_NGMRES_SELECT_DIFFERENCE;

599:   PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetSelectType_C",SNESNGMRESSetSelectType_NGMRES);
600:   PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetRestartType_C",SNESNGMRESSetRestartType_NGMRES);
601:   PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetRestartFmRise_C",SNESNGMRESSetRestartFmRise_NGMRES);
602:   PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESGetRestartFmRise_C",SNESNGMRESGetRestartFmRise_NGMRES);
603:   return(0);
604: }