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: }