Actual source code: snesngmres.c

petsc-master 2020-08-10
Report Typos and Errors
  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_",NULL};
  6: const char *const SNESNGMRESSelectTypes[] = {"NONE","DIFFERENCE","LINESEARCH","SNESNGMRESSelectType","SNES_NGMRES_SELECT_",NULL};

  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:   PetscFree4(ngmres->h,ngmres->beta,ngmres->xi,ngmres->q);
 28:   PetscFree3(ngmres->xnorms,ngmres->fnorms,ngmres->s);
 29: #if defined(PETSC_USE_COMPLEX)
 30:   PetscFree(ngmres->rwork);
 31: #endif
 32:   PetscFree(ngmres->work);
 33:   PetscFree(snes->data);
 34:   return(0);
 35: }

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

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

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

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

 63:     /* explicit least squares minimization solve */
 64:     PetscCalloc4(hsize,&ngmres->h, msize,&ngmres->beta, msize,&ngmres->xi, hsize,&ngmres->q);
 65:     PetscMalloc3(msize,&ngmres->xnorms,msize,&ngmres->fnorms,msize,&ngmres->s);
 66:     ngmres->nrhs  = 1;
 67:     ngmres->lda   = msize;
 68:     ngmres->ldb   = msize;
 69:     ngmres->lwork = 12*msize;
 70: #if defined(PETSC_USE_COMPLEX)
 71:     PetscMalloc1(ngmres->lwork,&ngmres->rwork);
 72: #endif
 73:     PetscMalloc1(ngmres->lwork,&ngmres->work);
 74:   }

 76:   /* linesearch setup */
 77:   SNESGetOptionsPrefix(snes,&optionsprefix);

 79:   if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) {
 80:     SNESLineSearchCreate(PetscObjectComm((PetscObject)snes),&ngmres->additive_linesearch);
 81:     SNESLineSearchSetSNES(ngmres->additive_linesearch,snes);
 82:     if (!((PetscObject)ngmres->additive_linesearch)->type_name) {
 83:       SNESLineSearchSetType(ngmres->additive_linesearch,SNESLINESEARCHL2);
 84:     }
 85:     SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,"additive_");
 86:     SNESLineSearchAppendOptionsPrefix(ngmres->additive_linesearch,optionsprefix);
 87:     SNESLineSearchSetFromOptions(ngmres->additive_linesearch);
 88:   }

 90:   ngmres->setup_called = PETSC_TRUE;
 91:   return(0);
 92: }

 94: PetscErrorCode SNESSetFromOptions_NGMRES(PetscOptionItems *PetscOptionsObject,SNES snes)
 95: {
 96:   SNES_NGMRES    *ngmres = (SNES_NGMRES*) snes->data;
 98:   PetscBool      debug = PETSC_FALSE;

101:   PetscOptionsHead(PetscOptionsObject,"SNES NGMRES options");
102:   PetscOptionsEnum("-snes_ngmres_select_type","Select type","SNESNGMRESSetSelectType",SNESNGMRESSelectTypes,
103:                           (PetscEnum)ngmres->select_type,(PetscEnum*)&ngmres->select_type,NULL);
104:   PetscOptionsEnum("-snes_ngmres_restart_type","Restart type","SNESNGMRESSetRestartType",SNESNGMRESRestartTypes,
105:                           (PetscEnum)ngmres->restart_type,(PetscEnum*)&ngmres->restart_type,NULL);
106:   PetscOptionsBool("-snes_ngmres_candidate", "Use candidate storage",              "SNES",ngmres->candidate,&ngmres->candidate,NULL);
107:   PetscOptionsBool("-snes_ngmres_approxfunc","Linearly approximate the function", "SNES",ngmres->approxfunc,&ngmres->approxfunc,NULL);
108:   PetscOptionsInt("-snes_ngmres_m",          "Number of directions",               "SNES",ngmres->msize,&ngmres->msize,NULL);
109:   PetscOptionsInt("-snes_ngmres_restart",    "Iterations before forced restart",   "SNES",ngmres->restart_periodic,&ngmres->restart_periodic,NULL);
110:   PetscOptionsInt("-snes_ngmres_restart_it", "Tolerance iterations before restart","SNES",ngmres->restart_it,&ngmres->restart_it,NULL);
111:   PetscOptionsBool("-snes_ngmres_monitor",   "Monitor actions of NGMRES",          "SNES",ngmres->monitor ? PETSC_TRUE : PETSC_FALSE,&debug,NULL);
112:   if (debug) {
113:     ngmres->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
114:   }
115:   PetscOptionsReal("-snes_ngmres_gammaA",    "Residual selection constant",   "SNES",ngmres->gammaA,&ngmres->gammaA,NULL);
116:   PetscOptionsReal("-snes_ngmres_gammaC",    "Residual restart constant",     "SNES",ngmres->gammaC,&ngmres->gammaC,NULL);
117:   PetscOptionsReal("-snes_ngmres_epsilonB",  "Difference selection constant", "SNES",ngmres->epsilonB,&ngmres->epsilonB,NULL);
118:   PetscOptionsReal("-snes_ngmres_deltaB",    "Difference residual selection constant", "SNES",ngmres->deltaB,&ngmres->deltaB,NULL);
119:   PetscOptionsBool("-snes_ngmres_single_reduction", "Aggregate reductions",  "SNES",ngmres->singlereduction,&ngmres->singlereduction,NULL);
120:   PetscOptionsBool("-snes_ngmres_restart_fm_rise", "Restart on F_M residual rise",  "SNESNGMRESSetRestartFmRise",ngmres->restart_fm_rise,&ngmres->restart_fm_rise,NULL);
121:   PetscOptionsTail();
122:   if ((ngmres->gammaA > ngmres->gammaC) && (ngmres->gammaC > 2.)) ngmres->gammaC = ngmres->gammaA;
123:   return(0);
124: }

126: PetscErrorCode SNESView_NGMRES(SNES snes,PetscViewer viewer)
127: {
128:   SNES_NGMRES    *ngmres = (SNES_NGMRES*) snes->data;
129:   PetscBool      iascii;

133:   PetscObjectTypeCompare((PetscObject) viewer,PETSCVIEWERASCII,&iascii);
134:   if (iascii) {
135:     PetscViewerASCIIPrintf(viewer,"  Number of stored past updates: %d\n", ngmres->msize);
136:     PetscViewerASCIIPrintf(viewer,"  Residual selection: gammaA=%1.0e, gammaC=%1.0e\n",ngmres->gammaA,ngmres->gammaC);
137:     PetscViewerASCIIPrintf(viewer,"  Difference restart: epsilonB=%1.0e, deltaB=%1.0e\n",ngmres->epsilonB,ngmres->deltaB);
138:     PetscViewerASCIIPrintf(viewer,"  Restart on F_M residual increase: %s\n",ngmres->restart_fm_rise?"TRUE":"FALSE");
139:   }
140:   return(0);
141: }

143: PetscErrorCode SNESSolve_NGMRES(SNES snes)
144: {
145:   SNES_NGMRES          *ngmres = (SNES_NGMRES*) snes->data;
146:   /* present solution, residual, and preconditioned residual */
147:   Vec                  X,F,B,D,Y;

149:   /* candidate linear combination answers */
150:   Vec                  XA,FA,XM,FM;

152:   /* coefficients and RHS to the minimization problem */
153:   PetscReal            fnorm,fMnorm,fAnorm;
154:   PetscReal            xnorm,xMnorm,xAnorm;
155:   PetscReal            ynorm,yMnorm,yAnorm;
156:   PetscInt             k,k_restart,l,ivec,restart_count = 0;

158:   /* solution selection data */
159:   PetscBool            selectRestart;
160:   /*
161:       These two variables are initialized to prevent compilers/analyzers from producing false warnings about these variables being passed
162:       to SNESNGMRESSelect_Private() without being set when SNES_NGMRES_RESTART_DIFFERENCE, the values are not used in the subroutines in that case
163:       so the code is correct as written.
164:   */
165:   PetscReal            dnorm = 0.0,dminnorm = 0.0;
166:   PetscReal            fminnorm;

168:   SNESConvergedReason  reason;
169:   SNESLineSearchReason lssucceed;
170:   PetscErrorCode       ierr;

173:   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);

175:   PetscCitationsRegister(SNESCitation,&SNEScite);
176:   /* variable initialization */
177:   snes->reason = SNES_CONVERGED_ITERATING;
178:   X            = snes->vec_sol;
179:   F            = snes->vec_func;
180:   B            = snes->vec_rhs;
181:   XA           = snes->vec_sol_update;
182:   FA           = snes->work[0];
183:   D            = snes->work[1];

185:   /* work for the line search */
186:   Y  = snes->work[2];
187:   XM = snes->work[3];
188:   FM = snes->work[4];

190:   PetscObjectSAWsTakeAccess((PetscObject)snes);
191:   snes->iter = 0;
192:   snes->norm = 0.;
193:   PetscObjectSAWsGrantAccess((PetscObject)snes);

195:   /* initialization */

197:   if (snes->npc && snes->npcside== PC_LEFT) {
198:     SNESApplyNPC(snes,X,NULL,F);
199:     SNESGetConvergedReason(snes->npc,&reason);
200:     if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
201:       snes->reason = SNES_DIVERGED_INNER;
202:       return(0);
203:     }
204:     VecNorm(F,NORM_2,&fnorm);
205:   } else {
206:     if (!snes->vec_func_init_set) {
207:       SNESComputeFunction(snes,X,F);
208:     } else snes->vec_func_init_set = PETSC_FALSE;

210:     VecNorm(F,NORM_2,&fnorm);
211:     SNESCheckFunctionNorm(snes,fnorm);
212:   }
213:   fminnorm = fnorm;

215:   PetscObjectSAWsTakeAccess((PetscObject)snes);
216:   snes->norm = fnorm;
217:   PetscObjectSAWsGrantAccess((PetscObject)snes);
218:   SNESLogConvergenceHistory(snes,fnorm,0);
219:   SNESMonitor(snes,0,fnorm);
220:   (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
221:   if (snes->reason) return(0);
222:   SNESNGMRESUpdateSubspace_Private(snes,0,0,F,fnorm,X);

224:   k_restart = 1;
225:   l         = 1;
226:   ivec      = 0;
227:   for (k=1; k < snes->max_its+1; k++) {
228:     /* Computation of x^M */
229:     if (snes->npc && snes->npcside== PC_RIGHT) {
230:       VecCopy(X,XM);
231:       SNESSetInitialFunction(snes->npc,F);

233:       PetscLogEventBegin(SNES_NPCSolve,snes->npc,XM,B,0);
234:       SNESSolve(snes->npc,B,XM);
235:       PetscLogEventEnd(SNES_NPCSolve,snes->npc,XM,B,0);

237:       SNESGetConvergedReason(snes->npc,&reason);
238:       if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
239:         snes->reason = SNES_DIVERGED_INNER;
240:         return(0);
241:       }
242:       SNESGetNPCFunction(snes,FM,&fMnorm);
243:     } else {
244:       /* no preconditioner -- just take gradient descent with line search */
245:       VecCopy(F,Y);
246:       VecCopy(F,FM);
247:       VecCopy(X,XM);

249:       fMnorm = fnorm;

251:       SNESLineSearchApply(snes->linesearch,XM,FM,&fMnorm,Y);
252:       SNESLineSearchGetReason(snes->linesearch,&lssucceed);
253:       if (lssucceed) {
254:         if (++snes->numFailures >= snes->maxFailures) {
255:           snes->reason = SNES_DIVERGED_LINE_SEARCH;
256:           return(0);
257:         }
258:       }
259:     }

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

265:     /* differences for selection and restart */
266:     if (ngmres->restart_type == SNES_NGMRES_RESTART_DIFFERENCE || ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) {
267:       SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,&dnorm,&dminnorm,&xMnorm,NULL,&yMnorm,&xAnorm,&fAnorm,&yAnorm);
268:     } else {
269:       SNESNGMRESNorms_Private(snes,l,X,F,XM,FM,XA,FA,D,NULL,NULL,&xMnorm,NULL,&yMnorm,&xAnorm,&fAnorm,&yAnorm);
270:     }
271:     SNESCheckFunctionNorm(snes,fnorm);

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

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

280:       /* if the restart conditions persist for more than restart_it iterations, restart. */
281:       if (selectRestart) restart_count++;
282:       else restart_count = 0;
283:     } else if (ngmres->restart_type == SNES_NGMRES_RESTART_PERIODIC) {
284:       if (k_restart > ngmres->restart_periodic) {
285:         if (ngmres->monitor) PetscViewerASCIIPrintf(ngmres->monitor,"periodic restart after %D iterations\n",k_restart);
286:         restart_count = ngmres->restart_it;
287:       }
288:     }

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

292:     /* restart after restart conditions have persisted for a fixed number of iterations */
293:     if (restart_count >= ngmres->restart_it) {
294:       if (ngmres->monitor) {
295:         PetscViewerASCIIPrintf(ngmres->monitor,"Restarted at iteration %d\n",k_restart);
296:       }
297:       restart_count = 0;
298:       k_restart     = 1;
299:       l             = 1;
300:       ivec          = 0;
301:       /* q_{00} = nu */
302:       SNESNGMRESUpdateSubspace_Private(snes,0,0,FM,fMnorm,XM);
303:     } else {
304:       /* select the current size of the subspace */
305:       if (l < ngmres->msize) l++;
306:       k_restart++;
307:       /* place the current entry in the list of previous entries */
308:       if (ngmres->candidate) {
309:         if (fminnorm > fMnorm) fminnorm = fMnorm;
310:         SNESNGMRESUpdateSubspace_Private(snes,ivec,l,FM,fMnorm,XM);
311:       } else {
312:         if (fminnorm > fnorm) fminnorm = fnorm;
313:         SNESNGMRESUpdateSubspace_Private(snes,ivec,l,F,fnorm,X);
314:       }
315:     }

317:     PetscObjectSAWsTakeAccess((PetscObject)snes);
318:     snes->iter = k;
319:     snes->norm = fnorm;
320:     PetscObjectSAWsGrantAccess((PetscObject)snes);
321:     SNESLogConvergenceHistory(snes,snes->norm,snes->iter);
322:     SNESMonitor(snes,snes->iter,snes->norm);
323:     (*snes->ops->converged)(snes,snes->iter,0,0,fnorm,&snes->reason,snes->cnvP);
324:     if (snes->reason) return(0);
325:   }
326:   snes->reason = SNES_DIVERGED_MAX_IT;
327:   return(0);
328: }

330: /*@
331:  SNESNGMRESSetRestartFmRise - Increase the restart count if the step x_M increases the residual F_M

333:   Input Parameters:
334:   +  snes - the SNES context.
335:   -  flg  - boolean value deciding whether to use the option or not

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

340:   Level: intermediate

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

346:   This option must be used with SNES_NGMRES_RESTART_DIFFERENCE

348:   The default is FALSE.
349:   .seealso: SNES_NGMRES_RESTART_DIFFERENCE
350:   @*/
351: PetscErrorCode SNESNGMRESSetRestartFmRise(SNES snes,PetscBool flg)
352: {
353:     PetscErrorCode (*f)(SNES,PetscBool);

357:     PetscObjectQueryFunction((PetscObject)snes,"SNESNGMRESSetRestartFmRise_C",&f);
358:     if (f) {(f)(snes,flg);}
359:     return(0);
360: }

362: PetscErrorCode SNESNGMRESSetRestartFmRise_NGMRES(SNES snes,PetscBool flg)
363: {
364:   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;

367:   ngmres->restart_fm_rise = flg;
368:   return(0);
369: }

371: PetscErrorCode SNESNGMRESGetRestartFmRise(SNES snes,PetscBool *flg)
372: {
373:     PetscErrorCode (*f)(SNES,PetscBool*);

377:     PetscObjectQueryFunction((PetscObject)snes,"SNESNGMRESGetRestartFmRise_C",&f);
378:     if (f) {(f)(snes,flg);}
379:     return(0);
380: }

382: PetscErrorCode SNESNGMRESGetRestartFmRise_NGMRES(SNES snes,PetscBool *flg)
383: {
384:   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;

387:   *flg = ngmres->restart_fm_rise;
388:   return(0);
389: }


392: /*@
393:     SNESNGMRESSetRestartType - Sets the restart type for SNESNGMRES.

395:     Logically Collective on SNES

397:     Input Parameters:
398: +   snes - the iterative context
399: -   rtype - restart type

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

405:     Level: intermediate

407:     SNESNGMRESRestartTypes:
408: +   SNES_NGMRES_RESTART_NONE - never restart
409: .   SNES_NGMRES_RESTART_DIFFERENCE - restart based upon difference criteria
410: -   SNES_NGMRES_RESTART_PERIODIC - restart after a fixed number of iterations

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

415: @*/
416: PetscErrorCode SNESNGMRESSetRestartType(SNES snes,SNESNGMRESRestartType rtype)
417: {

422:   PetscTryMethod(snes,"SNESNGMRESSetRestartType_C",(SNES,SNESNGMRESRestartType),(snes,rtype));
423:   return(0);
424: }

426: /*@
427:     SNESNGMRESSetSelectType - Sets the selection type for SNESNGMRES.  This determines how the candidate solution and
428:     combined solution are used to create the next iterate.

430:     Logically Collective on SNES

432:     Input Parameters:
433: +   snes - the iterative context
434: -   stype - selection type

436:     Options Database:
437: .   -snes_ngmres_select_type<difference,none,linesearch>

439:     Level: intermediate

441:     SNESNGMRESSelectTypes:
442: +   SNES_NGMRES_SELECT_NONE - choose the combined solution all the time
443: .   SNES_NGMRES_SELECT_DIFFERENCE - choose based upon the selection criteria
444: -   SNES_NGMRES_SELECT_LINESEARCH - choose based upon line search combination

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

449: @*/
450: PetscErrorCode SNESNGMRESSetSelectType(SNES snes,SNESNGMRESSelectType stype)
451: {

456:   PetscTryMethod(snes,"SNESNGMRESSetSelectType_C",(SNES,SNESNGMRESSelectType),(snes,stype));
457:   return(0);
458: }

460: PetscErrorCode SNESNGMRESSetSelectType_NGMRES(SNES snes,SNESNGMRESSelectType stype)
461: {
462:   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;

465:   ngmres->select_type = stype;
466:   return(0);
467: }

469: PetscErrorCode SNESNGMRESSetRestartType_NGMRES(SNES snes,SNESNGMRESRestartType rtype)
470: {
471:   SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;

474:   ngmres->restart_type = rtype;
475:   return(0);
476: }

478: /*MC
479:   SNESNGMRES - The Nonlinear Generalized Minimum Residual method.

481:    Level: beginner

483:    Options Database:
484: +  -snes_ngmres_select_type<difference,none,linesearch> - choose the select between candidate and combined solution
485: .  -snes_ngmres_restart_type<difference,none,periodic> - choose the restart conditions
486: .  -snes_ngmres_candidate        - Use NGMRES variant which combines candidate solutions instead of actual solutions
487: .  -snes_ngmres_m                - Number of stored previous solutions and residuals
488: .  -snes_ngmres_restart_it       - Number of iterations the restart conditions hold before restart
489: .  -snes_ngmres_gammaA           - Residual tolerance for solution select between the candidate and combination
490: .  -snes_ngmres_gammaC           - Residual tolerance for restart
491: .  -snes_ngmres_epsilonB         - Difference tolerance between subsequent solutions triggering restart
492: .  -snes_ngmres_deltaB           - Difference tolerance between residuals triggering restart
493: .  -snes_ngmres_restart_fm_rise  - Restart on residual rise from x_M step
494: .  -snes_ngmres_monitor          - Prints relevant information about the ngmres iteration
495: .  -snes_linesearch_type <basic,l2,cp> - Line search type used for the default smoother
496: -  -additive_snes_linesearch_type - linesearch type used to select between the candidate and combined solution with additive select type

498:    Notes:

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

503:    Very similar to the SNESANDERSON algorithm.

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


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

515: PETSC_EXTERN PetscErrorCode SNESCreate_NGMRES(SNES snes)
516: {
517:   SNES_NGMRES    *ngmres;
519:   SNESLineSearch linesearch;

522:   snes->ops->destroy        = SNESDestroy_NGMRES;
523:   snes->ops->setup          = SNESSetUp_NGMRES;
524:   snes->ops->setfromoptions = SNESSetFromOptions_NGMRES;
525:   snes->ops->view           = SNESView_NGMRES;
526:   snes->ops->solve          = SNESSolve_NGMRES;
527:   snes->ops->reset          = SNESReset_NGMRES;

529:   snes->usesnpc  = PETSC_TRUE;
530:   snes->usesksp  = PETSC_FALSE;
531:   snes->npcside  = PC_RIGHT;

533:   snes->alwayscomputesfinalresidual = PETSC_TRUE;

535:   PetscNewLog(snes,&ngmres);
536:   snes->data    = (void*) ngmres;
537:   ngmres->msize = 30;

539:   if (!snes->tolerancesset) {
540:     snes->max_funcs = 30000;
541:     snes->max_its   = 10000;
542:   }

544:   ngmres->candidate = PETSC_FALSE;

546:   SNESGetLineSearch(snes,&linesearch);
547:   if (!((PetscObject)linesearch)->type_name) {
548:     SNESLineSearchSetType(linesearch,SNESLINESEARCHBASIC);
549:   }

551:   ngmres->additive_linesearch = NULL;
552:   ngmres->approxfunc          = PETSC_FALSE;
553:   ngmres->restart_it          = 2;
554:   ngmres->restart_periodic    = 30;
555:   ngmres->gammaA              = 2.0;
556:   ngmres->gammaC              = 2.0;
557:   ngmres->deltaB              = 0.9;
558:   ngmres->epsilonB            = 0.1;
559:   ngmres->restart_fm_rise     = PETSC_FALSE;

561:   ngmres->restart_type = SNES_NGMRES_RESTART_DIFFERENCE;
562:   ngmres->select_type  = SNES_NGMRES_SELECT_DIFFERENCE;

564:   PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetSelectType_C",SNESNGMRESSetSelectType_NGMRES);
565:   PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetRestartType_C",SNESNGMRESSetRestartType_NGMRES);
566:   PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESSetRestartFmRise_C",SNESNGMRESSetRestartFmRise_NGMRES);
567:   PetscObjectComposeFunction((PetscObject)snes,"SNESNGMRESGetRestartFmRise_C",SNESNGMRESGetRestartFmRise_NGMRES);
568:   return(0);
569: }