Date: 2015-10-02T22:24:04+00:00

Actual source code: snesncg.c
petsc-3.6.2 2015-10-02
Report Typos and Errors

      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 "ncglinear"

     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:   if (snes->pcside == PC_RIGHT) SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNESNCG only supports left preconditioning");
     55:   if (snes->functype == SNES_FUNCTION_DEFAULT) snes->functype = SNES_FUNCTION_UNPRECONDITIONED;
     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(PetscOptions *PetscOptionsObject,SNES snes)
     69: {
     70:   SNES_NCG       *ncg = (SNES_NCG*)snes->data;
     72:   PetscBool      debug = PETSC_FALSE;
     73:   SNESLineSearch linesearch;
     74:   SNESNCGType    ncgtype=ncg->type;

     77:   PetscOptionsHead(PetscOptionsObject,"SNES NCG options");
     78:   PetscOptionsBool("-snes_ncg_monitor","Monitor NCG iterations","SNES",ncg->monitor ? PETSC_TRUE : PETSC_FALSE, &debug, NULL);
     79:   if (debug) {
     80:     ncg->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
     81:   }
     82:   PetscOptionsEnum("-snes_ncg_type","NCG Beta type used","SNESNCGSetType",SNESNCGTypes,(PetscEnum)ncg->type,(PetscEnum*)&ncgtype,NULL);
     83:   SNESNCGSetType(snes, ncgtype);
     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:   SNESLineSearchRegister(SNESLINESEARCHNCGLINEAR, SNESLineSearchCreate_NCGLinear);
     94:   return(0);
     95: }

     97: /*
     98:   SNESView_NCG - Prints info from the SNESNCG data structure.

    100:   Input Parameters:
    101: + SNES - the SNES context
    102: - viewer - visualization context

    104:   Application Interface Routine: SNESView()
    105: */
    108: static PetscErrorCode SNESView_NCG(SNES snes, PetscViewer viewer)
    109: {
    110:   PetscBool      iascii;

    114:   PetscObjectTypeCompare((PetscObject) viewer, PETSCVIEWERASCII, &iascii);
    115:   if (iascii) {
    116:   }
    117:   return(0);
    118: }

    122: PetscErrorCode SNESLineSearchApply_NCGLinear(SNESLineSearch linesearch)
    123: {
    124:   PetscScalar    alpha, ptAp;
    125:   Vec            X, Y, F, W;
    126:   SNES           snes;
    128:   PetscReal      *fnorm, *xnorm, *ynorm;

    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:   if (!snes->jacobian) {
    141:     SNESSetUpMatrices(snes);
    142:   }

    144:   /*

    146:    The exact step size for unpreconditioned linear CG is just:
    147:    alpha = (r, r) / (p, Ap) = (f, f) / (y, Jy)
    148:    */
    149:   SNESComputeJacobian(snes, X, snes->jacobian, snes->jacobian_pre);
    150:   VecDot(F, F, &alpha);
    151:   MatMult(snes->jacobian, Y, W);
    152:   VecDot(Y, W, &ptAp);
    153:   alpha = alpha / ptAp;
    154:   VecAXPY(X,-alpha,Y);
    155:   SNESComputeFunction(snes,X,F);

    157:   VecNorm(F,NORM_2,fnorm);
    158:   VecNorm(X,NORM_2,xnorm);
    159:   VecNorm(Y,NORM_2,ynorm);
    160:   return(0);
    161: }

    165: PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_NCGLinear(SNESLineSearch linesearch)
    166: {
    168:   linesearch->ops->apply          = SNESLineSearchApply_NCGLinear;
    169:   linesearch->ops->destroy        = NULL;
    170:   linesearch->ops->setfromoptions = NULL;
    171:   linesearch->ops->reset          = NULL;
    172:   linesearch->ops->view           = NULL;
    173:   linesearch->ops->setup          = NULL;
    174:   return(0);
    175: }

    179: /*

    181:  Assuming F = SNESComputeFunction(X) compute Y^tJ^tF using a simple secant approximation of the jacobian.

    183:  */
    184: PetscErrorCode SNESNCGComputeYtJtF_Private(SNES snes, Vec X, Vec F, Vec Y, Vec W, Vec G, PetscScalar * ytJtf)
    185: {
    187:   PetscScalar    ftf, ftg, fty, h;

    190:   VecDot(F, F, &ftf);
    191:   VecDot(F, Y, &fty);
    192:   h      = 1e-5*fty / fty;
    193:   VecCopy(X, W);
    194:   VecAXPY(W, -h, Y);          /* this is arbitrary */
    195:   SNESComputeFunction(snes, W, G);
    196:   VecDot(G, F, &ftg);
    197:   *ytJtf = (ftg - ftf) / h;
    198:   return(0);
    199: }

    203: /*@
    204:     SNESNCGSetType - Sets the conjugate update type for SNESNCG.

    206:     Logically Collective on SNES

    208:     Input Parameters:
    209: +   snes - the iterative context
    210: -   btype - update type

    212:     Options Database:
    213: .   -snes_ncg_type<prp,fr,hs,dy,cd>

    215:     Level: intermediate

    217:     SNESNCGSelectTypes:
    218: +   SNES_NCG_FR - Fletcher-Reeves update
    219: .   SNES_NCG_PRP - Polak-Ribiere-Polyak update
    220: .   SNES_NCG_HS - Hestenes-Steifel update
    221: .   SNES_NCG_DY - Dai-Yuan update
    222: -   SNES_NCG_CD - Conjugate Descent update

    224:    Notes:
    225:    PRP is the default, and the only one that tolerates generalized search directions.

    227: .keywords: SNES, SNESNCG, selection, type, set
    228: @*/
    229: PetscErrorCode SNESNCGSetType(SNES snes, SNESNCGType btype)
    230: {

    235:   PetscTryMethod(snes,"SNESNCGSetType_C",(SNES,SNESNCGType),(snes,btype));
    236:   return(0);
    237: }

    241: PetscErrorCode SNESNCGSetType_NCG(SNES snes, SNESNCGType btype)
    242: {
    243:   SNES_NCG *ncg = (SNES_NCG*)snes->data;

    246:   ncg->type = btype;
    247:   return(0);
    248: }

    250: /*
    251:   SNESSolve_NCG - Solves a nonlinear system with the Nonlinear Conjugate Gradient method.

    253:   Input Parameters:
    254: . snes - the SNES context

    256:   Output Parameter:
    257: . outits - number of iterations until termination

    259:   Application Interface Routine: SNESSolve()
    260: */
    263: PetscErrorCode SNESSolve_NCG(SNES snes)
    264: {
    265:   SNES_NCG             *ncg = (SNES_NCG*)snes->data;
    266:   Vec                  X,dX,lX,F,dXold;
    267:   PetscReal            fnorm, ynorm, xnorm, beta = 0.0;
    268:   PetscScalar          dXdotdX, dXolddotdXold, dXdotdXold, lXdotdX, lXdotdXold;
    269:   PetscInt             maxits, i;
    270:   PetscErrorCode       ierr;
    271:   SNESLineSearchReason lsresult = SNES_LINESEARCH_SUCCEEDED;
    272:   SNESLineSearch       linesearch;
    273:   SNESConvergedReason  reason;

    277:   if (snes->xl || snes->xu || snes->ops->computevariablebounds) {
    278:     SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name);
    279:   }

    281:   PetscCitationsRegister(SNESCitation,&SNEScite);
    282:   snes->reason = SNES_CONVERGED_ITERATING;

    284:   maxits = snes->max_its;            /* maximum number of iterations */
    285:   X      = snes->vec_sol;            /* X^n */
    286:   dXold  = snes->work[0];            /* The previous iterate of X */
    287:   dX     = snes->work[1];            /* the preconditioned direction */
    288:   lX     = snes->vec_sol_update;     /* the conjugate direction */
    289:   F      = snes->vec_func;           /* residual vector */

    291:   SNESGetLineSearch(snes, &linesearch);

    293:   PetscObjectSAWsTakeAccess((PetscObject)snes);
    294:   snes->iter = 0;
    295:   snes->norm = 0.;
    296:   PetscObjectSAWsGrantAccess((PetscObject)snes);

    298:   /* compute the initial function and preconditioned update dX */

    300:   if (snes->pc && snes->functype == SNES_FUNCTION_PRECONDITIONED) {
    301:     SNESApplyNPC(snes,X,NULL,dX);
    302:     SNESGetConvergedReason(snes->pc,&reason);
    303:     if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
    304:       snes->reason = SNES_DIVERGED_INNER;
    305:       return(0);
    306:     }
    307:     VecCopy(dX,F);
    308:     VecNorm(F,NORM_2,&fnorm);
    309:   } else {
    310:     if (!snes->vec_func_init_set) {
    311:       SNESComputeFunction(snes,X,F);
    312:     } else snes->vec_func_init_set = PETSC_FALSE;

    314:     /* convergence test */
    315:     VecNorm(F,NORM_2,&fnorm);
    316:     SNESCheckFunctionNorm(snes,fnorm);
    317:     VecCopy(F,dX);
    318:   }
    319:   if (snes->pc) {
    320:     if (snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
    321:       SNESApplyNPC(snes,X,F,dX);
    322:       SNESGetConvergedReason(snes->pc,&reason);
    323:       if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
    324:         snes->reason = SNES_DIVERGED_INNER;
    325:         return(0);
    326:       }
    327:     }
    328:   }
    329:   VecCopy(dX,lX);
    330:   VecDot(dX, dX, &dXdotdX);

    333:   PetscObjectSAWsTakeAccess((PetscObject)snes);
    334:   snes->norm = fnorm;
    335:   PetscObjectSAWsGrantAccess((PetscObject)snes);
    336:   SNESLogConvergenceHistory(snes,fnorm,0);
    337:   SNESMonitor(snes,0,fnorm);

    339:   /* test convergence */
    340:   (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
    341:   if (snes->reason) return(0);

    343:   /* Call general purpose update function */
    344:   if (snes->ops->update) {
    345:     (*snes->ops->update)(snes, snes->iter);
    346:   }

    348:   /* first update -- just use the (preconditioned) residual direction for the initial conjugate direction */

    350:   for (i = 1; i < maxits + 1; i++) {
    351:     /* some update types require the old update direction or conjugate direction */
    352:     if (ncg->type != SNES_NCG_FR) {
    353:       VecCopy(dX, dXold);
    354:     }
    355:     SNESLineSearchApply(linesearch,X,F,&fnorm,lX);
    356:     SNESLineSearchGetReason(linesearch, &lsresult);
    357:     SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);
    358:     if (lsresult) {
    359:       if (++snes->numFailures >= snes->maxFailures) {
    360:         snes->reason = SNES_DIVERGED_LINE_SEARCH;
    361:         return(0);
    362:       }
    363:     }
    364:     if (snes->nfuncs >= snes->max_funcs) {
    365:       snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
    366:       return(0);
    367:     }
    368:     /* Monitor convergence */
    369:     PetscObjectSAWsTakeAccess((PetscObject)snes);
    370:     snes->iter = i;
    371:     snes->norm = fnorm;
    372:     PetscObjectSAWsGrantAccess((PetscObject)snes);
    373:     SNESLogConvergenceHistory(snes,snes->norm,0);
    374:     SNESMonitor(snes,snes->iter,snes->norm);

    376:     /* Test for convergence */
    377:     (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);
    378:     if (snes->reason) return(0);

    380:     /* Call general purpose update function */
    381:     if (snes->ops->update) {
    382:       (*snes->ops->update)(snes, snes->iter);
    383:     }
    384:     if (snes->pc) {
    385:       if (snes->functype == SNES_FUNCTION_PRECONDITIONED) {
    386:         SNESApplyNPC(snes,X,NULL,dX);
    387:         SNESGetConvergedReason(snes->pc,&reason);
    388:         if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
    389:           snes->reason = SNES_DIVERGED_INNER;
    390:           return(0);
    391:         }
    392:         VecCopy(dX,F);
    393:       } else {
    394:         SNESApplyNPC(snes,X,F,dX);
    395:         SNESGetConvergedReason(snes->pc,&reason);
    396:         if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
    397:           snes->reason = SNES_DIVERGED_INNER;
    398:           return(0);
    399:         }
    400:       }
    401:     } else {
    402:       VecCopy(F,dX);
    403:     }

    405:     /* compute the conjugate direction lX = dX + beta*lX with beta = ((dX, dX) / (dX_old, dX_old) (Fletcher-Reeves update)*/
    406:     switch (ncg->type) {
    407:     case SNES_NCG_FR: /* Fletcher-Reeves */
    408:       dXolddotdXold= dXdotdX;
    409:       VecDot(dX, dX, &dXdotdX);
    410:       beta         = PetscRealPart(dXdotdX / dXolddotdXold);
    411:       break;
    412:     case SNES_NCG_PRP: /* Polak-Ribiere-Poylak */
    413:       dXolddotdXold= dXdotdX;
    414:       VecDotBegin(dX, dX, &dXdotdXold);
    415:       VecDotBegin(dXold, dX, &dXdotdXold);
    416:       VecDotEnd(dX, dX, &dXdotdX);
    417:       VecDotEnd(dXold, dX, &dXdotdXold);
    418:       beta         = PetscRealPart(((dXdotdX - dXdotdXold) / dXolddotdXold));
    419:       if (beta < 0.0) beta = 0.0; /* restart */
    420:       break;
    421:     case SNES_NCG_HS: /* Hestenes-Stiefel */
    422:       VecDotBegin(dX, dX, &dXdotdX);
    423:       VecDotBegin(dX, dXold, &dXdotdXold);
    424:       VecDotBegin(lX, dX, &lXdotdX);
    425:       VecDotBegin(lX, dXold, &lXdotdXold);
    426:       VecDotEnd(dX, dX, &dXdotdX);
    427:       VecDotEnd(dX, dXold, &dXdotdXold);
    428:       VecDotEnd(lX, dX, &lXdotdX);
    429:       VecDotEnd(lX, dXold, &lXdotdXold);
    430:       beta = PetscRealPart((dXdotdX - dXdotdXold) / (lXdotdX - lXdotdXold));
    431:       break;
    432:     case SNES_NCG_DY: /* Dai-Yuan */
    433:       VecDotBegin(dX, dX, &dXdotdX);
    434:       VecDotBegin(lX, dX, &lXdotdX);
    435:       VecDotBegin(lX, dXold, &lXdotdXold);
    436:       VecDotEnd(dX, dX, &dXdotdX);
    437:       VecDotEnd(lX, dX, &lXdotdX);
    438:       VecDotEnd(lX, dXold, &lXdotdXold);
    439:       beta = PetscRealPart(dXdotdX / (lXdotdXold - lXdotdX));
    440:       break;
    441:     case SNES_NCG_CD: /* Conjugate Descent */
    442:       VecDotBegin(dX, dX, &dXdotdX);
    443:       VecDotBegin(lX, dXold, &lXdotdXold);
    444:       VecDotEnd(dX, dX, &dXdotdX);
    445:       VecDotEnd(lX, dXold, &lXdotdXold);
    446:       beta = PetscRealPart(dXdotdX / lXdotdXold);
    447:       break;
    448:     }
    449:     if (ncg->monitor) {
    450:       PetscViewerASCIIPrintf(ncg->monitor, "beta = %e\n", (double)beta);
    451:     }
    452:     VecAYPX(lX, beta, dX);
    453:   }
    454:   PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", maxits);
    455:   if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
    456:   return(0);
    457: }

    461: /*MC
    462:   SNESNCG - Nonlinear Conjugate-Gradient method for the solution of general nonlinear systems.

    464:   Level: beginner

    466:   Options Database:
    467: +   -snes_ncg_type <fr, prp, dy, hs, cd> - Choice of conjugate-gradient update parameter.
    468: .   -snes_linesearch_type <cp,l2,basic> - Line search type.
    469: -   -snes_ncg_monitor - Print relevant information about the ncg iteration.

    471: Notes: This solves the nonlinear system of equations F(x) = 0 using the nonlinear generalization of the conjugate
    472: gradient method.  This may be used with a nonlinear preconditioner used to pick the new search directions, but otherwise
    473: chooses the initial search direction as F(x) for the initial guess x.

    476: .seealso:  SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESNEWTONTR, SNESNGMRES, SNESNQN
    477: M*/
    480: PETSC_EXTERN PetscErrorCode SNESCreate_NCG(SNES snes)
    481: {
    483:   SNES_NCG       * neP;

    486:   snes->ops->destroy        = SNESDestroy_NCG;
    487:   snes->ops->setup          = SNESSetUp_NCG;
    488:   snes->ops->setfromoptions = SNESSetFromOptions_NCG;
    489:   snes->ops->view           = SNESView_NCG;
    490:   snes->ops->solve          = SNESSolve_NCG;
    491:   snes->ops->reset          = SNESReset_NCG;

    493:   snes->usesksp = PETSC_FALSE;
    494:   snes->usespc  = PETSC_TRUE;
    495:   snes->pcside  = PC_LEFT;

    497:   if (!snes->tolerancesset) {
    498:     snes->max_funcs = 30000;
    499:     snes->max_its   = 10000;
    500:     snes->stol      = 1e-20;
    501:   }

    503:   PetscNewLog(snes,&neP);
    504:   snes->data   = (void*) neP;
    505:   neP->monitor = NULL;
    506:   neP->type    = SNES_NCG_PRP;
    507:   PetscObjectComposeFunction((PetscObject)snes,"SNESNCGSetType_C", SNESNCGSetType_NCG);
    508:   return(0);
    509: }