Actual source code: snesmfj2.c

petsc-3.5.2 2014-09-08
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  2: #include <petsc-private/snesimpl.h>   /*I  "petscsnes.h"   I*/
  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;

 28: PetscErrorCode SNESMatrixFreeDestroy2_Private(Mat mat)
 29: {
 31:   MFCtx_Private  *ctx;

 34:   MatShellGetContext(mat,(void**)&ctx);
 35:   VecDestroy(&ctx->w);
 36:   MatNullSpaceDestroy(&ctx->sp);
 37:   if (ctx->jorge || ctx->compute_err) {SNESDiffParameterDestroy_More(ctx->data);}
 38:   PetscFree(ctx);
 39:   return(0);
 40: }

 44: /*
 45:    SNESMatrixFreeView2_Private - Views matrix-free parameters.
 46:  */
 47: PetscErrorCode SNESMatrixFreeView2_Private(Mat J,PetscViewer viewer)
 48: {
 50:   MFCtx_Private  *ctx;
 51:   PetscBool      iascii;

 54:   MatShellGetContext(J,(void**)&ctx);
 55:   PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);
 56:   if (iascii) {
 57:     PetscViewerASCIIPrintf(viewer,"  SNES matrix-free approximation:\n");
 58:     if (ctx->jorge) {
 59:       PetscViewerASCIIPrintf(viewer,"    using Jorge's method of determining differencing parameter\n");
 60:     }
 61:     PetscViewerASCIIPrintf(viewer,"    err=%g (relative error in function evaluation)\n",(double)ctx->error_rel);
 62:     PetscViewerASCIIPrintf(viewer,"    umin=%g (minimum iterate parameter)\n",(double)ctx->umin);
 63:     if (ctx->compute_err) {
 64:       PetscViewerASCIIPrintf(viewer,"    freq_err=%D (frequency for computing err)\n",ctx->compute_err_freq);
 65:     }
 66:   }
 67:   return(0);
 68: }

 72: /*
 73:   SNESMatrixFreeMult2_Private - Default matrix-free form for Jacobian-vector
 74:   product, y = F'(u)*a:
 75:         y = (F(u + ha) - F(u)) /h,
 76:   where F = nonlinear function, as set by SNESSetFunction()
 77:         u = current iterate
 78:         h = difference interval
 79: */
 80: PetscErrorCode SNESMatrixFreeMult2_Private(Mat mat,Vec a,Vec y)
 81: {
 82:   MFCtx_Private  *ctx;
 83:   SNES           snes;
 84:   PetscReal      h,norm,sum,umin,noise;
 85:   PetscScalar    hs,dot;
 86:   Vec            w,U,F;
 87:   PetscErrorCode ierr,(*eval_fct)(SNES,Vec,Vec);
 88:   MPI_Comm       comm;
 89:   PetscInt       iter;

 92:   /* We log matrix-free matrix-vector products separately, so that we can
 93:      separate the performance monitoring from the cases that use conventional
 94:      storage.  We may eventually modify event logging to associate events
 95:      with particular objects, hence alleviating the more general problem. */
 96:   PetscLogEventBegin(MATMFFD_Mult,a,y,0,0);

 98:   PetscObjectGetComm((PetscObject)mat,&comm);
 99:   MatShellGetContext(mat,(void**)&ctx);
100:   snes = ctx->snes;
101:   w    = ctx->w;
102:   umin = ctx->umin;

104:   SNESGetSolution(snes,&U);
105:   eval_fct = SNESComputeFunction;
106:   SNESGetFunction(snes,&F,NULL,NULL);

108:   /* Determine a "good" step size, h */
109:   if (ctx->need_h) {

111:     /* Use Jorge's method to compute h */
112:     if (ctx->jorge) {
113:       SNESDiffParameterCompute_More(snes,ctx->data,U,a,&noise,&h);

115:       /* Use the Brown/Saad method to compute h */
116:     } else {
117:       /* Compute error if desired */
118:       SNESGetIterationNumber(snes,&iter);
119:       if ((ctx->need_err) || ((ctx->compute_err_freq) && (ctx->compute_err_iter != iter) && (!((iter-1)%ctx->compute_err_freq)))) {
120:         /* Use Jorge's method to compute noise */
121:         SNESDiffParameterCompute_More(snes,ctx->data,U,a,&noise,&h);

123:         ctx->error_rel = PetscSqrtReal(noise);

125:         PetscInfo3(snes,"Using Jorge's noise: noise=%g, sqrt(noise)=%g, h_more=%g\n",(double)noise,(double)ctx->error_rel,(double)h);

127:         ctx->compute_err_iter = iter;
128:         ctx->need_err         = PETSC_FALSE;
129:       }

131:       VecDotBegin(U,a,&dot);
132:       VecNormBegin(a,NORM_1,&sum);
133:       VecNormBegin(a,NORM_2,&norm);
134:       VecDotEnd(U,a,&dot);
135:       VecNormEnd(a,NORM_1,&sum);
136:       VecNormEnd(a,NORM_2,&norm);


139:       /* Safeguard for step sizes too small */
140:       if (sum == 0.0) {
141:         dot  = 1.0;
142:         norm = 1.0;
143:       } else if (PetscAbsScalar(dot) < umin*sum && PetscRealPart(dot) >= 0.0) dot = umin*sum;
144:       else if (PetscAbsScalar(dot) < 0.0 && PetscRealPart(dot) > -umin*sum) dot = -umin*sum;
145:       h = PetscRealPart(ctx->error_rel*dot/(norm*norm));
146:     }
147:   } else h = ctx->h;

149:   if (!ctx->jorge || !ctx->need_h) {PetscInfo1(snes,"h = %g\n",(double)h);}

151:   /* Evaluate function at F(u + ha) */
152:   hs   = h;
153:   VecWAXPY(w,hs,a,U);
154:   eval_fct(snes,w,y);
155:   VecAXPY(y,-1.0,F);
156:   VecScale(y,1.0/hs);
157:   if (ctx->sp) {MatNullSpaceRemove(ctx->sp,y);}

159:   PetscLogEventEnd(MATMFFD_Mult,a,y,0,0);
160:   return(0);
161: }

165: /*@C
166:    SNESMatrixFreeCreate2 - Creates a matrix-free matrix
167:    context for use with a SNES solver.  This matrix can be used as
168:    the Jacobian argument for the routine SNESSetJacobian().

170:    Input Parameters:
171: .  snes - the SNES context
172: .  x - vector where SNES solution is to be stored.

174:    Output Parameter:
175: .  J - the matrix-free matrix

177:    Level: advanced

179:    Notes:
180:    The matrix-free matrix context merely contains the function pointers
181:    and work space for performing finite difference approximations of
182:    Jacobian-vector products, J(u)*a, via

184: $       J(u)*a = [J(u+h*a) - J(u)]/h,
185: $   where by default
186: $        h = error_rel*u'a/||a||^2                        if  |u'a| > umin*||a||_{1}
187: $          = error_rel*umin*sign(u'a)*||a||_{1}/||a||^2   otherwise
188: $   where
189: $        error_rel = square root of relative error in
190: $                    function evaluation
191: $        umin = minimum iterate parameter
192: $   Alternatively, the differencing parameter, h, can be set using
193: $   Jorge's nifty new strategy if one specifies the option
194: $          -snes_mf_jorge

196:    The user can set these parameters via MatMFFDSetFunctionError().
197:    See Users-Manual: ch_snes for details

199:    The user should call MatDestroy() when finished with the matrix-free
200:    matrix context.

202:    Options Database Keys:
203: $  -snes_mf_err <error_rel>
204: $  -snes_mf_unim <umin>
205: $  -snes_mf_compute_err
206: $  -snes_mf_freq_err <freq>
207: $  -snes_mf_jorge

209: .keywords: SNES, default, matrix-free, create, matrix

211: .seealso: MatDestroy(), MatMFFDSetFunctionError()
212: @*/
213: PetscErrorCode  SNESDefaultMatrixFreeCreate2(SNES snes,Vec x,Mat *J)
214: {
215:   MPI_Comm       comm;
216:   MFCtx_Private  *mfctx;
218:   PetscInt       n,nloc;
219:   PetscBool      flg;
220:   char           p[64];

223:   PetscNewLog(snes,&mfctx);
224:   mfctx->sp               = 0;
225:   mfctx->snes             = snes;
226:   mfctx->error_rel        = PETSC_SQRT_MACHINE_EPSILON;
227:   mfctx->umin             = 1.e-6;
228:   mfctx->h                = 0.0;
229:   mfctx->need_h           = PETSC_TRUE;
230:   mfctx->need_err         = PETSC_FALSE;
231:   mfctx->compute_err      = PETSC_FALSE;
232:   mfctx->compute_err_freq = 0;
233:   mfctx->compute_err_iter = -1;
234:   mfctx->compute_err      = PETSC_FALSE;
235:   mfctx->jorge            = PETSC_FALSE;

237:   PetscOptionsGetReal(((PetscObject)snes)->prefix,"-snes_mf_err",&mfctx->error_rel,NULL);
238:   PetscOptionsGetReal(((PetscObject)snes)->prefix,"-snes_mf_umin",&mfctx->umin,NULL);
239:   PetscOptionsGetBool(((PetscObject)snes)->prefix,"-snes_mf_jorge",&mfctx->jorge,NULL);
240:   PetscOptionsGetBool(((PetscObject)snes)->prefix,"-snes_mf_compute_err",&mfctx->compute_err,NULL);
241:   PetscOptionsGetInt(((PetscObject)snes)->prefix,"-snes_mf_freq_err",&mfctx->compute_err_freq,&flg);
242:   if (flg) {
243:     if (mfctx->compute_err_freq < 0) mfctx->compute_err_freq = 0;
244:     mfctx->compute_err = PETSC_TRUE;
245:   }
246:   if (mfctx->compute_err) mfctx->need_err = PETSC_TRUE;
247:   if (mfctx->jorge || mfctx->compute_err) {
248:     SNESDiffParameterCreate_More(snes,x,&mfctx->data);
249:   } else mfctx->data = 0;

251:   PetscOptionsHasName(NULL,"-help",&flg);
252:   PetscStrcpy(p,"-");
253:   if (((PetscObject)snes)->prefix) PetscStrcat(p,((PetscObject)snes)->prefix);
254:   if (flg) {
255:     PetscPrintf(PetscObjectComm((PetscObject)snes)," Matrix-free Options (via SNES):\n");
256:     PetscPrintf(PetscObjectComm((PetscObject)snes),"   %ssnes_mf_err <err>: set sqrt of relative error in function (default %g)\n",p,(double)mfctx->error_rel);
257:     PetscPrintf(PetscObjectComm((PetscObject)snes),"   %ssnes_mf_umin <umin>: see users manual (default %g)\n",p,(double)mfctx->umin);
258:     PetscPrintf(PetscObjectComm((PetscObject)snes),"   %ssnes_mf_jorge: use Jorge More's method\n",p);
259:     PetscPrintf(PetscObjectComm((PetscObject)snes),"   %ssnes_mf_compute_err: compute sqrt or relative error in function\n",p);
260:     PetscPrintf(PetscObjectComm((PetscObject)snes),"   %ssnes_mf_freq_err <freq>: frequency to recompute this (default only once)\n",p);
261:     PetscPrintf(PetscObjectComm((PetscObject)snes),"   %ssnes_mf_noise_file <file>: set file for printing noise info\n",p);
262:   }
263:   VecDuplicate(x,&mfctx->w);
264:   PetscObjectGetComm((PetscObject)x,&comm);
265:   VecGetSize(x,&n);
266:   VecGetLocalSize(x,&nloc);
267:   MatCreate(comm,J);
268:   MatSetSizes(*J,nloc,n,n,n);
269:   MatSetType(*J,MATSHELL);
270:   MatShellSetContext(*J,mfctx);
271:   MatShellSetOperation(*J,MATOP_MULT,(void (*)(void))SNESMatrixFreeMult2_Private);
272:   MatShellSetOperation(*J,MATOP_DESTROY,(void (*)(void))SNESMatrixFreeDestroy2_Private);
273:   MatShellSetOperation(*J,MATOP_VIEW,(void (*)(void))SNESMatrixFreeView2_Private);

275:   PetscLogObjectParent((PetscObject)*J,(PetscObject)mfctx->w);
276:   PetscLogObjectParent((PetscObject)snes,(PetscObject)*J);
277:   return(0);
278: }

282: /*@C
283:    SNESDefaultMatrixFreeSetParameters2 - Sets the parameters for the approximation of
284:    matrix-vector products using finite differences.

286: $       J(u)*a = [J(u+h*a) - J(u)]/h where

288:    either the user sets h directly here, or this parameter is computed via

290: $        h = error_rel*u'a/||a||^2                        if  |u'a| > umin*||a||_{1}
291: $          = error_rel*umin*sign(u'a)*||a||_{1}/||a||^2   else
292: $

294:    Input Parameters:
295: +  mat - the matrix
296: .  error_rel - relative error (should be set to the square root of
297:      the relative error in the function evaluations)
298: .  umin - minimum allowable u-value
299: -  h - differencing parameter

301:    Level: advanced

303:    Notes:
304:    If the user sets the parameter h directly, then this value will be used
305:    instead of the default computation indicated above.

307: .keywords: SNES, matrix-free, parameters

309: .seealso: MatCreateSNESMF()
310: @*/
311: PetscErrorCode  SNESDefaultMatrixFreeSetParameters2(Mat mat,PetscReal error,PetscReal umin,PetscReal h)
312: {
313:   MFCtx_Private  *ctx;

317:   MatShellGetContext(mat,(void**)&ctx);
318:   if (ctx) {
319:     if (error != PETSC_DEFAULT) ctx->error_rel = error;
320:     if (umin  != PETSC_DEFAULT) ctx->umin = umin;
321:     if (h     != PETSC_DEFAULT) {
322:       ctx->h      = h;
323:       ctx->need_h = PETSC_FALSE;
324:     }
325:   }
326:   return(0);
327: }

329: PetscErrorCode  SNESUnSetMatrixFreeParameter(SNES snes)
330: {
331:   MFCtx_Private  *ctx;
333:   Mat            mat;

336:   SNESGetJacobian(snes,&mat,NULL,NULL,NULL);
337:   MatShellGetContext(mat,(void**)&ctx);
338:   if (ctx) ctx->need_h = PETSC_TRUE;
339:   return(0);
340: }