Actual source code: snesncg.c
petsc-3.4.2 2013-07-02
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 "linear"
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: SNESSetUpMatrices(snes);
55: SNESLineSearchRegister(SNESLINESEARCHNCGLINEAR, SNESLineSearchCreate_NCGLinear);
56: return(0);
57: }
58: /*
59: SNESSetFromOptions_NCG - Sets various parameters for the SNESNCG method.
61: Input Parameter:
62: . snes - the SNES context
64: Application Interface Routine: SNESSetFromOptions()
65: */
68: static PetscErrorCode SNESSetFromOptions_NCG(SNES snes)
69: {
70: SNES_NCG *ncg = (SNES_NCG*)snes->data;
72: PetscBool debug;
73: SNESLineSearch linesearch;
74: SNESNCGType ncgtype=ncg->type;
77: PetscOptionsHead("SNES NCG options");
78: PetscOptionsBool("-snes_ncg_monitor","Monitor NCG iterations","SNES",ncg->monitor ? PETSC_TRUE : PETSC_FALSE, &debug, NULL);
79: PetscOptionsEnum("-snes_ncg_type","NCG Beta type used","SNESNCGSetType",SNESNCGTypes,(PetscEnum)ncg->type,(PetscEnum*)&ncgtype,NULL);
80: SNESNCGSetType(snes, ncgtype);
81: if (debug) {
82: ncg->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
83: }
84: PetscOptionsTail();
85: if (!snes->linesearch) {
86: SNESGetLineSearch(snes, &linesearch);
87: if (!snes->pc) {
88: SNESLineSearchSetType(linesearch, SNESLINESEARCHCP);
89: } else {
90: SNESLineSearchSetType(linesearch, SNESLINESEARCHL2);
91: }
92: }
93: return(0);
94: }
96: /*
97: SNESView_NCG - Prints info from the SNESNCG data structure.
99: Input Parameters:
100: + SNES - the SNES context
101: - viewer - visualization context
103: Application Interface Routine: SNESView()
104: */
107: static PetscErrorCode SNESView_NCG(SNES snes, PetscViewer viewer)
108: {
109: PetscBool iascii;
113: PetscObjectTypeCompare((PetscObject) viewer, PETSCVIEWERASCII, &iascii);
114: if (iascii) {
115: }
116: return(0);
117: }
121: PetscErrorCode SNESLineSearchApply_NCGLinear(SNESLineSearch linesearch)
122: {
123: PetscScalar alpha, ptAp;
124: Vec X, Y, F, W;
125: SNES snes;
127: PetscReal *fnorm, *xnorm, *ynorm;
128: MatStructure flg = DIFFERENT_NONZERO_PATTERN;
131: SNESLineSearchGetSNES(linesearch, &snes);
132: X = linesearch->vec_sol;
133: W = linesearch->vec_sol_new;
134: F = linesearch->vec_func;
135: Y = linesearch->vec_update;
136: fnorm = &linesearch->fnorm;
137: xnorm = &linesearch->xnorm;
138: ynorm = &linesearch->ynorm;
140: /*
142: The exact step size for unpreconditioned linear CG is just:
143: alpha = (r, r) / (p, Ap) = (f, f) / (y, Jy)
144: */
145: SNESComputeJacobian(snes, X, &snes->jacobian, &snes->jacobian_pre, &flg);
146: VecDot(F, F, &alpha);
147: MatMult(snes->jacobian, Y, W);
148: VecDot(Y, W, &ptAp);
149: alpha = alpha / ptAp;
150: PetscPrintf(PetscObjectComm((PetscObject)snes), "alpha: %G\n", PetscRealPart(alpha));
151: VecAXPY(X, alpha, Y);
152: SNESComputeFunction(snes, X, F);
154: VecNorm(F, NORM_2, fnorm);
155: VecNorm(X, NORM_2, xnorm);
156: VecNorm(Y, NORM_2, ynorm);
157: return(0);
158: }
162: PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_NCGLinear(SNESLineSearch linesearch)
163: {
165: linesearch->ops->apply = SNESLineSearchApply_NCGLinear;
166: linesearch->ops->destroy = NULL;
167: linesearch->ops->setfromoptions = NULL;
168: linesearch->ops->reset = NULL;
169: linesearch->ops->view = NULL;
170: linesearch->ops->setup = NULL;
171: return(0);
172: }
176: /*
178: Assuming F = SNESComputeFunction(X) compute Y^tJ^tF using a simple secant approximation of the jacobian.
180: */
181: PetscErrorCode SNESNCGComputeYtJtF_Private(SNES snes, Vec X, Vec F, Vec Y, Vec W, Vec G, PetscScalar * ytJtf)
182: {
184: PetscScalar ftf, ftg, fty, h;
187: VecDot(F, F, &ftf);
188: VecDot(F, Y, &fty);
189: h = 1e-5*fty / fty;
190: VecCopy(X, W);
191: VecAXPY(W, -h, Y); /* this is arbitrary */
192: SNESComputeFunction(snes, W, G);
193: VecDot(G, F, &ftg);
194: *ytJtf = (ftg - ftf) / h;
195: return(0);
196: }
200: /*@
201: SNESNCGSetType - Sets the conjugate update type for SNESNCG.
203: Logically Collective on SNES
205: Input Parameters:
206: + snes - the iterative context
207: - btype - update type
209: Options Database:
210: . -snes_ncg_type<prp,fr,hs,dy,cd>
212: Level: intermediate
214: SNESNCGSelectTypes:
215: + SNES_NCG_FR - Fletcher-Reeves update
216: . SNES_NCG_PRP - Polak-Ribiere-Polyak update
217: . SNES_NCG_HS - Hestenes-Steifel update
218: . SNES_NCG_DY - Dai-Yuan update
219: - SNES_NCG_CD - Conjugate Descent update
221: Notes:
222: PRP is the default, and the only one that tolerates generalized search directions.
224: .keywords: SNES, SNESNCG, selection, type, set
225: @*/
226: PetscErrorCode SNESNCGSetType(SNES snes, SNESNCGType btype)
227: {
232: PetscTryMethod(snes,"SNESNCGSetType_C",(SNES,SNESNCGType),(snes,btype));
233: return(0);
234: }
238: PetscErrorCode SNESNCGSetType_NCG(SNES snes, SNESNCGType btype)
239: {
240: SNES_NCG *ncg = (SNES_NCG*)snes->data;
243: ncg->type = btype;
244: return(0);
245: }
247: /*
248: SNESSolve_NCG - Solves a nonlinear system with the Nonlinear Conjugate Gradient method.
250: Input Parameters:
251: . snes - the SNES context
253: Output Parameter:
254: . outits - number of iterations until termination
256: Application Interface Routine: SNESSolve()
257: */
260: PetscErrorCode SNESSolve_NCG(SNES snes)
261: {
262: SNES_NCG *ncg = (SNES_NCG*)snes->data;
263: Vec X, dX, lX, F, B, Fold;
264: PetscReal fnorm, ynorm, xnorm, beta = 0.0;
265: PetscScalar dXdotF, dXolddotFold, dXdotFold, lXdotF, lXdotFold;
266: PetscInt maxits, i;
267: PetscErrorCode ierr;
268: SNESConvergedReason reason;
269: PetscBool lsSuccess = PETSC_TRUE;
270: SNESLineSearch linesearch;
273: snes->reason = SNES_CONVERGED_ITERATING;
275: maxits = snes->max_its; /* maximum number of iterations */
276: X = snes->vec_sol; /* X^n */
277: Fold = snes->work[0]; /* The previous iterate of X */
278: dX = snes->work[1]; /* the preconditioned direction */
279: lX = snes->vec_sol_update; /* the conjugate direction */
280: F = snes->vec_func; /* residual vector */
281: B = snes->vec_rhs; /* the right hand side */
283: SNESGetLineSearch(snes, &linesearch);
285: PetscObjectAMSTakeAccess((PetscObject)snes);
286: snes->iter = 0;
287: snes->norm = 0.;
288: PetscObjectAMSGrantAccess((PetscObject)snes);
290: /* compute the initial function and preconditioned update dX */
291: if (!snes->vec_func_init_set) {
292: SNESComputeFunction(snes,X,F);
293: if (snes->domainerror) {
294: snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
295: return(0);
296: }
297: } else snes->vec_func_init_set = PETSC_FALSE;
299: if (!snes->norm_init_set) {
300: /* convergence test */
301: VecNorm(F, NORM_2, &fnorm); /* fnorm <- ||F|| */
302: if (PetscIsInfOrNanReal(fnorm)) {
303: snes->reason = SNES_DIVERGED_FNORM_NAN;
304: return(0);
305: }
306: } else {
307: fnorm = snes->norm_init;
308: snes->norm_init_set = PETSC_FALSE;
309: }
310: PetscObjectAMSTakeAccess((PetscObject)snes);
311: snes->norm = fnorm;
312: PetscObjectAMSGrantAccess((PetscObject)snes);
313: SNESLogConvergenceHistory(snes,fnorm,0);
314: SNESMonitor(snes,0,fnorm);
316: /* set parameter for default relative tolerance convergence test */
317: snes->ttol = fnorm*snes->rtol;
318: /* test convergence */
319: (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
320: if (snes->reason) return(0);
322: /* Call general purpose update function */
323: if (snes->ops->update) {
324: (*snes->ops->update)(snes, snes->iter);
325: }
327: /* first update -- just use the (preconditioned) residual direction for the initial conjugate direction */
329: if (snes->pc && snes->pcside == PC_RIGHT) {
330: VecCopy(X, dX);
331: SNESSetInitialFunction(snes->pc, F);
332: SNESSetInitialFunctionNorm(snes->pc, fnorm);
334: PetscLogEventBegin(SNES_NPCSolve,snes->pc,dX,B,0);
335: SNESSolve(snes->pc, B, dX);
336: PetscLogEventEnd(SNES_NPCSolve,snes->pc,dX,B,0);
338: SNESGetConvergedReason(snes->pc,&reason);
339: if (reason < 0 && (reason != SNES_DIVERGED_MAX_IT)) {
340: snes->reason = SNES_DIVERGED_INNER;
341: return(0);
342: }
343: VecAYPX(dX,-1.0,X);
344: } else {
345: VecCopy(F, dX);
346: }
347: VecCopy(dX, lX);
348: VecDot(F, dX, &dXdotF);
349: /*
350: } else {
351: SNESNCGComputeYtJtF_Private(snes, X, F, dX, W, G, &dXdotF);
352: }
353: */
354: for (i = 1; i < maxits + 1; i++) {
355: lsSuccess = PETSC_TRUE;
356: /* some update types require the old update direction or conjugate direction */
357: if (ncg->type != SNES_NCG_FR) {
358: VecCopy(F, Fold);
359: }
360: SNESLineSearchApply(linesearch, X, F, &fnorm, lX);
361: SNESLineSearchGetSuccess(linesearch, &lsSuccess);
362: if (!lsSuccess) {
363: if (++snes->numFailures >= snes->maxFailures) {
364: snes->reason = SNES_DIVERGED_LINE_SEARCH;
365: return(0);
366: }
367: }
368: if (snes->nfuncs >= snes->max_funcs) {
369: snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
370: return(0);
371: }
372: if (snes->domainerror) {
373: snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
374: return(0);
375: }
376: SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);
377: /* Monitor convergence */
378: PetscObjectAMSTakeAccess((PetscObject)snes);
379: snes->iter = i;
380: snes->norm = fnorm;
381: PetscObjectAMSGrantAccess((PetscObject)snes);
382: SNESLogConvergenceHistory(snes,snes->norm,0);
383: SNESMonitor(snes,snes->iter,snes->norm);
385: /* Test for convergence */
386: (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);
387: if (snes->reason) return(0);
389: /* Call general purpose update function */
390: if (snes->ops->update) {
391: (*snes->ops->update)(snes, snes->iter);
392: }
393: if (snes->pc && snes->pcside == PC_RIGHT) {
394: VecCopy(X,dX);
395: SNESSetInitialFunction(snes->pc, F);
396: SNESSetInitialFunctionNorm(snes->pc, fnorm);
397: PetscLogEventBegin(SNES_NPCSolve,snes->pc,dX,B,0);
398: SNESSolve(snes->pc, B, dX);
399: PetscLogEventEnd(SNES_NPCSolve,snes->pc,dX,B,0);
400: SNESGetConvergedReason(snes->pc,&reason);
401: if (reason < 0 && (reason != SNES_DIVERGED_MAX_IT)) {
402: snes->reason = SNES_DIVERGED_INNER;
403: return(0);
404: }
405: VecAYPX(dX,-1.0,X);
406: } else {
407: VecCopy(F, dX);
408: }
410: /* compute the conjugate direction lX = dX + beta*lX with beta = ((dX, dX) / (dX_old, dX_old) (Fletcher-Reeves update)*/
411: switch (ncg->type) {
412: case SNES_NCG_FR: /* Fletcher-Reeves */
413: dXolddotFold = dXdotF;
414: VecDot(dX, dX, &dXdotF);
415: beta = PetscRealPart(dXdotF / dXolddotFold);
416: break;
417: case SNES_NCG_PRP: /* Polak-Ribiere-Poylak */
418: dXolddotFold = dXdotF;
419: VecDotBegin(F, dX, &dXdotF);
420: VecDotBegin(Fold, dX, &dXdotFold);
421: VecDotEnd(F, dX, &dXdotF);
422: VecDotEnd(Fold, dX, &dXdotFold);
423: beta = PetscRealPart(((dXdotF - dXdotFold) / dXolddotFold));
424: if (beta < 0.0) beta = 0.0; /* restart */
425: break;
426: case SNES_NCG_HS: /* Hestenes-Stiefel */
427: VecDotBegin(dX, F, &dXdotF);
428: VecDotBegin(dX, Fold, &dXdotFold);
429: VecDotBegin(lX, F, &lXdotF);
430: VecDotBegin(lX, Fold, &lXdotFold);
431: VecDotEnd(dX, F, &dXdotF);
432: VecDotEnd(dX, Fold, &dXdotFold);
433: VecDotEnd(lX, F, &lXdotF);
434: VecDotEnd(lX, Fold, &lXdotFold);
435: beta = PetscRealPart((dXdotF - dXdotFold) / (lXdotF - lXdotFold));
436: break;
437: case SNES_NCG_DY: /* Dai-Yuan */
438: VecDotBegin(dX, F, &dXdotF);
439: VecDotBegin(lX, F, &lXdotF);
440: VecDotBegin(lX, Fold, &lXdotFold);
441: VecDotEnd(dX, F, &dXdotF);
442: VecDotEnd(lX, F, &lXdotF);
443: VecDotEnd(lX, Fold, &lXdotFold);
444: beta = PetscRealPart(dXdotF / (lXdotFold - lXdotF));
445: break;
446: case SNES_NCG_CD: /* Conjugate Descent */
447: VecDotBegin(dX, F, &dXdotF);
448: VecDotBegin(lX, Fold, &lXdotFold);
449: VecDotEnd(dX, F, &dXdotF);
450: VecDotEnd(lX, Fold, &lXdotFold);
451: beta = PetscRealPart(dXdotF / lXdotFold);
452: break;
453: }
454: if (ncg->monitor) {
455: PetscViewerASCIIPrintf(ncg->monitor, "beta = %e\n", beta);
456: }
457: VecAYPX(lX, beta, dX);
458: }
459: PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", maxits);
460: if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
461: return(0);
462: }
466: /*MC
467: SNESNCG - Nonlinear Conjugate-Gradient method for the solution of general nonlinear systems.
469: Level: beginner
471: Options Database:
472: + -snes_ncg_type <fr, prp, dy, hs, cd> - Choice of conjugate-gradient update parameter.
473: . -snes_linesearch_type <cp,l2,basic> - Line search type.
474: - -snes_ncg_monitor - Print relevant information about the ncg iteration.
476: Notes: This solves the nonlinear system of equations F(x) = 0 using the nonlinear generalization of the conjugate
477: gradient method. This may be used with a nonlinear preconditioner used to pick the new search directions, but otherwise
478: chooses the initial search direction as F(x) for the initial guess x.
481: .seealso: SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESNEWTONTR, SNESNGMRES, SNESNQN
482: M*/
485: PETSC_EXTERN PetscErrorCode SNESCreate_NCG(SNES snes)
486: {
488: SNES_NCG * neP;
491: snes->ops->destroy = SNESDestroy_NCG;
492: snes->ops->setup = SNESSetUp_NCG;
493: snes->ops->setfromoptions = SNESSetFromOptions_NCG;
494: snes->ops->view = SNESView_NCG;
495: snes->ops->solve = SNESSolve_NCG;
496: snes->ops->reset = SNESReset_NCG;
498: snes->usesksp = PETSC_FALSE;
499: snes->usespc = PETSC_TRUE;
501: if (!snes->tolerancesset) {
502: snes->max_funcs = 30000;
503: snes->max_its = 10000;
504: snes->stol = 1e-20;
505: }
507: PetscNewLog(snes, SNES_NCG, &neP);
508: snes->data = (void*) neP;
509: neP->monitor = NULL;
510: neP->type = SNES_NCG_PRP;
511: PetscObjectComposeFunction((PetscObject)snes,"SNESNCGSetType_C", SNESNCGSetType_NCG);
512: return(0);
513: }