Actual source code: snesngmres.c

petsc-master 2018-10-20
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  1:  #include <../src/snes/impls/ngmres/snesngmres.h>
  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};

  8: PetscErrorCode SNESReset_NGMRES(SNES snes)
  9: {
 10:   SNES_NGMRES    *ngmres = (SNES_NGMRES*) snes->data;

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

 20: PetscErrorCode SNESDestroy_NGMRES(SNES snes)
 21: {
 23:   SNES_NGMRES    *ngmres = (SNES_NGMRES*)snes->data;

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

 38: PetscErrorCode SNESSetUp_NGMRES(SNES snes)
 39: {
 40:   SNES_NGMRES    *ngmres = (SNES_NGMRES*) snes->data;
 41:   const char     *optionsprefix;
 42:   PetscInt       msize,hsize;
 44:   DM             dm;

 47:   if (snes->npc && snes->npcside== PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
 48:     SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE,"SNESNGMRES does not support left preconditioning with unpreconditioned function");
 49:   }
 50:   if (snes->npcside== PC_LEFT && snes->functype == SNES_FUNCTION_DEFAULT) snes->functype = SNES_FUNCTION_PRECONDITIONED;
 51:   SNESSetWorkVecs(snes,5);

 53:   if (!snes->vec_sol) {
 54:     SNESGetDM(snes,&dm);
 55:     DMCreateGlobalVector(dm,&snes->vec_sol);
 56:   }

 58:   if (!ngmres->Xdot) {VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Xdot);}
 59:   if (!ngmres->Fdot) {VecDuplicateVecs(snes->vec_sol,ngmres->msize,&ngmres->Fdot);}
 60:   if (!ngmres->setup_called) {
 61:     msize = ngmres->msize;          /* restart size */
 62:     hsize = msize * msize;

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

 82:   /* linesearch setup */
 83:   SNESGetOptionsPrefix(snes,&optionsprefix);

 85:   if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) {
 86:     SNESLineSearchCreate(PetscObjectComm((PetscObject)snes),&ngmres->additive_linesearch);
 87:     SNESLineSearchSetSNES(ngmres->additive_linesearch,snes);
 88:     SNESLineSearchSetType(ngmres->additive_linesearch,SNESLINESEARCHL2);
 89:     SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,"additive_");
 90:     SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,optionsprefix);
 91:     SNESLineSearchSetFromOptions(ngmres->additive_linesearch);
 92:   }

 94:   ngmres->setup_called = PETSC_TRUE;
 95:   return(0);
 96: }

 98: PetscErrorCode SNESSetFromOptions_NGMRES(PetscOptionItems *PetscOptionsObject,SNES snes)
 99: {
100:   SNES_NGMRES    *ngmres = (SNES_NGMRES*) snes->data;
102:   PetscBool      debug = PETSC_FALSE;
103:   SNESLineSearch linesearch;

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

129:   /* set the default type of the line search if the user hasn't already. */
130:   if (!snes->linesearch) {
131:     SNESGetLineSearch(snes,&linesearch);
132:     SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);
133:   }
134:   return(0);
135: }

137: PetscErrorCode SNESView_NGMRES(SNES snes,PetscViewer viewer)
138: {
139:   SNES_NGMRES    *ngmres = (SNES_NGMRES*) snes->data;
140:   PetscBool      iascii;

144:   PetscObjectTypeCompare((PetscObject) viewer,PETSCVIEWERASCII,&iascii);
145:   if (iascii) {
146:     PetscViewerASCIIPrintf(viewer,"  Number of stored past updates: %d\n", ngmres->msize);
147:     PetscViewerASCIIPrintf(viewer,"  Residual selection: gammaA=%1.0e, gammaC=%1.0e\n",ngmres->gammaA,ngmres->gammaC);
148:     PetscViewerASCIIPrintf(viewer,"  Difference restart: epsilonB=%1.0e, deltaB=%1.0e\n",ngmres->epsilonB,ngmres->deltaB);
149:     PetscViewerASCIIPrintf(viewer,"  Restart on F_M residual increase: %s\n",ngmres->restart_fm_rise?"TRUE":"FALSE");
150:   }
151:   return(0);
152: }

154: PetscErrorCode SNESSolve_NGMRES(SNES snes)
155: {
156:   SNES_NGMRES          *ngmres = (SNES_NGMRES*) snes->data;
157:   /* present solution, residual, and preconditioned residual */
158:   Vec                  X,F,B,D,Y;

160:   /* candidate linear combination answers */
161:   Vec                  XA,FA,XM,FM;

163:   /* coefficients and RHS to the minimization problem */
164:   PetscReal            fnorm,fMnorm,fAnorm;
165:   PetscReal            xnorm,xMnorm,xAnorm;
166:   PetscReal            ynorm,yMnorm,yAnorm;
167:   PetscInt             k,k_restart,l,ivec,restart_count = 0;

169:   /* solution selection data */
170:   PetscBool            selectRestart;
171:   /*
172:       These two variables are initialized to prevent compilers/analyzers from producing false warnings about these variables being passed
173:       to SNESNGMRESSelect_Private() without being set when SNES_NGMRES_RESTART_DIFFERENCE, the values are not used in the subroutines in that case
174:       so the code is correct as written.
175:   */
176:   PetscReal            dnorm = 0.0,dminnorm = 0.0;
177:   PetscReal            fminnorm;

179:   SNESConvergedReason  reason;
180:   SNESLineSearchReason lssucceed;
181:   PetscErrorCode       ierr;

184:   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);

186:   PetscCitationsRegister(SNESCitation,&SNEScite);
187:   /* variable initialization */
188:   snes->reason = SNES_CONVERGED_ITERATING;
189:   X            = snes->vec_sol;
190:   F            = snes->vec_func;
191:   B            = snes->vec_rhs;
192:   XA           = snes->vec_sol_update;
193:   FA           = snes->work[0];
194:   D            = snes->work[1];

196:   /* work for the line search */
197:   Y  = snes->work[2];
198:   XM = snes->work[3];
199:   FM = snes->work[4];

201:   PetscObjectSAWsTakeAccess((PetscObject)snes);
202:   snes->iter = 0;
203:   snes->norm = 0.;
204:   PetscObjectSAWsGrantAccess((PetscObject)snes);

206:   /* initialization */

208:   if (snes->npc && snes->npcside== PC_LEFT) {
209:     SNESApplyNPC(snes,X,NULL,F);
210:     SNESGetConvergedReason(snes->npc,&reason);
211:     if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
212:       snes->reason = SNES_DIVERGED_INNER;
213:       return(0);
214:     }
215:     VecNorm(F,NORM_2,&fnorm);
216:   } else {
217:     if (!snes->vec_func_init_set) {
218:       SNESComputeFunction(snes,X,F);
219:     } else snes->vec_func_init_set = PETSC_FALSE;

221:     VecNorm(F,NORM_2,&fnorm);
222:     SNESCheckFunctionNorm(snes,fnorm);
223:   }
224:   fminnorm = fnorm;

226:   PetscObjectSAWsTakeAccess((PetscObject)snes);
227:   snes->norm = fnorm;
228:   PetscObjectSAWsGrantAccess((PetscObject)snes);
229:   SNESLogConvergenceHistory(snes,fnorm,0);
230:   SNESMonitor(snes,0,fnorm);
231:   (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
232:   if (snes->reason) return(0);
233:   SNESNGMRESUpdateSubspace_Private(snes,0,0,F,fnorm,X);

235:   k_restart = 1;
236:   l         = 1;
237:   ivec      = 0;
238:   for (k=1; k < snes->max_its+1; k++) {
239:     /* Computation of x^M */
240:     if (snes->npc && snes->npcside== PC_RIGHT) {
241:       VecCopy(X,XM);
242:       SNESSetInitialFunction(snes->npc,F);

244:       PetscLogEventBegin(SNES_NPCSolve,snes->npc,XM,B,0);
245:       SNESSolve(snes->npc,B,XM);
246:       PetscLogEventEnd(SNES_NPCSolve,snes->npc,XM,B,0);

248:       SNESGetConvergedReason(snes->npc,&reason);
249:       if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
250:         snes->reason = SNES_DIVERGED_INNER;
251:         return(0);
252:       }
253:       SNESGetNPCFunction(snes,FM,&fMnorm);
254:     } else {
255:       /* no preconditioner -- just take gradient descent with line search */
256:       VecCopy(F,Y);
257:       VecCopy(F,FM);
258:       VecCopy(X,XM);

260:       fMnorm = fnorm;

262:       SNESLineSearchApply(snes->linesearch,XM,FM,&fMnorm,Y);
263:       SNESLineSearchGetReason(snes->linesearch,&lssucceed);
264:       if (lssucceed) {
265:         if (++snes->numFailures >= snes->maxFailures) {
266:           snes->reason = SNES_DIVERGED_LINE_SEARCH;
267:           return(0);
268:         }
269:       }
270:     }

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

276:     /* differences for selection and restart */
277:     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) {
278:       SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,&xMnorm,NULL,&yMnorm,&xAnorm,&fAnorm,&yAnorm);
279:     } else {
280:       SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,&xMnorm,NULL,&yMnorm,&xAnorm,&fAnorm,&yAnorm);
281:     }
282:     SNESCheckFunctionNorm(snes,fnorm);

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

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

291:       /* if the restart conditions persist for more than restart_it iterations, restart. */
292:       if (selectRestart) restart_count++;
293:       else restart_count = 0;
294:     } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) {
295:       if (k_restart > ngmres->restart_periodic) {
296:         if (ngmres->monitor) PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);
297:         restart_count = ngmres->restart_it;
298:       }
299:     }

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

303:     /* restart after restart conditions have persisted for a fixed number of iterations */
304:     if (restart_count >= ngmres->restart_it) {
305:       if (ngmres->monitor) {
306:         PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);
307:       }
308:       restart_count = 0;
309:       k_restart     = 1;
310:       l             = 1;
311:       ivec          = 0;
312:       /* q_{00} = nu */
313:       SNESNGMRESUpdateSubspace_Private(snes,0,0,FM,fMnorm,XM);
314:     } else {
315:       /* select the current size of the subspace */
316:       if (l < ngmres->msize) l++;
317:       k_restart++;
318:       /* place the current entry in the list of previous entries */
319:       if (ngmres->candidate) {
320:         if (fminnorm > fMnorm) fminnorm = fMnorm;
321:         SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fMnorm,XM);
322:       } else {
323:         if (fminnorm > fnorm) fminnorm = fnorm;
324:         SNESNGMRESUpdateSubspace_Private(snes,ivec,l,F,fnorm,X);
325:       }
326:     }

328:     PetscObjectSAWsTakeAccess((PetscObject)snes);
329:     snes->iter = k;
330:     snes->norm = fnorm;
331:     PetscObjectSAWsGrantAccess((PetscObject)snes);
332:     SNESLogConvergenceHistory(snes,snes->norm,snes->iter);
333:     SNESMonitor(snes,snes->iter,snes->norm);
334:     (*snes->ops->converged)(snes,snes->iter,0,0,fnorm,&snes->reason,snes->cnvP);
335:     if (snes->reason) return(0);
336:   }
337:   snes->reason = SNES_DIVERGED_MAX_IT;
338:   return(0);
339: }

341: /*@
342:  SNESNGMRESSetRestartFmRise - Increase the restart count if the step x_M increases the residual F_M

344:   Input Parameters:
345:   +  snes - the SNES context.
346:   -  flg  - boolean value deciding whether to use the option or not

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

351:   Level: intermediate

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

357:   This option must be used with SNES_NGMRES_RESTART_DIFFERENCE

359:   The default is FALSE.
360:   .seealso: SNES_NGMRES_RESTART_DIFFERENCE
361:   @*/
362: PetscErrorCode SNESNGMRESSetRestartFmRise(SNES snes,PetscBool flg)
363: {
364:     PetscErrorCode (*f)(SNES,PetscBool);

368:     PetscObjectQueryFunction((PetscObject)snes,"SNESNGMRESSetRestartFmRise_C",&f);
369:     if (f) {(f)(snes,flg);}
370:     return(0);
371: }

373: PetscErrorCode SNESNGMRESSetRestartFmRise_NGMRES(SNES snes,PetscBool flg)
374: {
375:   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;

378:   ngmres->restart_fm_rise = flg;
379:   return(0);
380: }

382: PetscErrorCode SNESNGMRESGetRestartFmRise(SNES snes,PetscBool *flg)
383: {
384:     PetscErrorCode (*f)(SNES,PetscBool*);

388:     PetscObjectQueryFunction((PetscObject)snes,"SNESNGMRESGetRestartFmRise_C",&f);
389:     if (f) {(f)(snes,flg);}
390:     return(0);
391: }

393: PetscErrorCode SNESNGMRESGetRestartFmRise_NGMRES(SNES snes,PetscBool *flg)
394: {
395:   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;

398:   *flg = ngmres->restart_fm_rise;
399:   return(0);
400: }


403: /*@
404:     SNESNGMRESSetRestartType - Sets the restart type for SNESNGMRES.

406:     Logically Collective on SNES

408:     Input Parameters:
409: +   snes - the iterative context
410: -   rtype - restart type

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

416:     Level: intermediate

418:     SNESNGMRESRestartTypes:
419: +   SNES_NGMRES_RESTART_NONE - never restart
420: .   SNES_NGMRES_RESTART_DIFFERENCE - restart based upon difference criteria
421: -   SNES_NGMRES_RESTART_PERIODIC - restart after a fixed number of iterations

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

426: .keywords: SNES, SNESNGMRES, restart, type, set SNESLineSearch
427: @*/
428: PetscErrorCode SNESNGMRESSetRestartType(SNES snes,SNESNGMRESRestartType rtype)
429: {

434:   PetscTryMethod(snes,"SNESNGMRESSetRestartType_C",(SNES,SNESNGMRESRestartType),(snes,rtype));
435:   return(0);
436: }

438: /*@
439:     SNESNGMRESSetSelectType - Sets the selection type for SNESNGMRES.  This determines how the candidate solution and
440:     combined solution are used to create the next iterate.

442:     Logically Collective on SNES

444:     Input Parameters:
445: +   snes - the iterative context
446: -   stype - selection type

448:     Options Database:
449: .   -snes_ngmres_select_type<difference,none,linesearch>

451:     Level: intermediate

453:     SNESNGMRESSelectTypes:
454: +   SNES_NGMRES_SELECT_NONE - choose the combined solution all the time
455: .   SNES_NGMRES_SELECT_DIFFERENCE - choose based upon the selection criteria
456: -   SNES_NGMRES_SELECT_LINESEARCH - choose based upon line search combination

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

461: .keywords: SNES, SNESNGMRES, selection, type, set SNESLineSearch
462: @*/
463: PetscErrorCode SNESNGMRESSetSelectType(SNES snes,SNESNGMRESSelectType stype)
464: {

469:   PetscTryMethod(snes,"SNESNGMRESSetSelectType_C",(SNES,SNESNGMRESSelectType),(snes,stype));
470:   return(0);
471: }

473: PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes,SNESNGMRESSelectType stype)
474: {
475:   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;

478:   ngmres->select_type = stype;
479:   return(0);
480: }

482: PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes,SNESNGMRESRestartType rtype)
483: {
484:   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;

487:   ngmres->restart_type = rtype;
488:   return(0);
489: }

491: /*MC
492:   SNESNGMRES - The Nonlinear Generalized Minimum Residual method.

494:    Level: beginner

496:    Options Database:
497: +  -snes_ngmres_select_type<difference,none,linesearch> - choose the select between candidate and combined solution
498: .  -snes_ngmres_restart_type<difference,none,periodic> - choose the restart conditions
499: .  -snes_ngmres_candidate        - Use NGMRES variant which combines candidate solutions instead of actual solutions
500: .  -snes_ngmres_m                - Number of stored previous solutions and residuals
501: .  -snes_ngmres_restart_it       - Number of iterations the restart conditions hold before restart
502: .  -snes_ngmres_gammaA           - Residual tolerance for solution select between the candidate and combination
503: .  -snes_ngmres_gammaC           - Residual tolerance for restart
504: .  -snes_ngmres_epsilonB         - Difference tolerance between subsequent solutions triggering restart
505: .  -snes_ngmres_deltaB           - Difference tolerance between residuals triggering restart
506: .  -snes_ngmres_restart_fm_rise  - Restart on residual rise from x_M step
507: .  -snes_ngmres_monitor          - Prints relevant information about the ngmres iteration
508: .  -snes_linesearch_type <basic,l2,cp> - Line search type used for the default smoother
509: -  -additive_snes_linesearch_type - linesearch type used to select between the candidate and combined solution with additive select type

511:    Notes:

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

516:    Very similar to the SNESANDERSON algorithm.

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


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

528: PETSC_EXTERN PetscErrorCode SNESCreate_NGMRES(SNES snes)
529: {
530:   SNES_NGMRES    *ngmres;

534:   snes->ops->destroy        = SNESDestroy_NGMRES;
535:   snes->ops->setup          = SNESSetUp_NGMRES;
536:   snes->ops->setfromoptions = SNESSetFromOptions_NGMRES;
537:   snes->ops->view           = SNESView_NGMRES;
538:   snes->ops->solve          = SNESSolve_NGMRES;
539:   snes->ops->reset          = SNESReset_NGMRES;

541:   snes->usesnpc  = PETSC_TRUE;
542:   snes->usesksp  = PETSC_FALSE;
543:   snes->npcside  = PC_RIGHT;

545:   snes->alwayscomputesfinalresidual = PETSC_TRUE;

547:   PetscNewLog(snes,&ngmres);
548:   snes->data    = (void*) ngmres;
549:   ngmres->msize = 30;

551:   if (!snes->tolerancesset) {
552:     snes->max_funcs = 30000;
553:     snes->max_its   = 10000;
554:   }

556:   ngmres->candidate = PETSC_FALSE;

558:   ngmres->additive_linesearch = NULL;
559:   ngmres->approxfunc          = PETSC_FALSE;
560:   ngmres->restart_it          = 2;
561:   ngmres->restart_periodic    = 30;
562:   ngmres->gammaA              = 2.0;
563:   ngmres->gammaC              = 2.0;
564:   ngmres->deltaB              = 0.9;
565:   ngmres->epsilonB            = 0.1;
566:   ngmres->restart_fm_rise     = PETSC_FALSE;

568:   ngmres->restart_type = SNES_NGMRES_RESTART_DIFFERENCE;
569:   ngmres->select_type  = SNES_NGMRES_SELECT_DIFFERENCE;

571:   PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetSelectType_C",SNESNGMRESSetSelectType_NGMRES);
572:   PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetRestartType_C",SNESNGMRESSetRestartType_NGMRES);
573:   PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetRestartFmRise_C",SNESNGMRESSetRestartFmRise_NGMRES);
574:   PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESGetRestartFmRise_C",SNESNGMRESGetRestartFmRise_NGMRES);
575:   return(0);
576: }