Example #1
0
/*
Defines the action of the downsmoother
 */
PetscErrorCode SNESFASDownSmooth_Private(SNES snes, Vec B, Vec X, Vec F, PetscReal *fnorm)
{
  PetscErrorCode      ierr = 0;
  SNESConvergedReason reason;
  Vec                 FPC;
  SNES                smoothd;
  PetscFunctionBegin;
  ierr = SNESFASCycleGetSmootherDown(snes, &smoothd);CHKERRQ(ierr);
  ierr = SNESSetInitialFunction(smoothd, F);CHKERRQ(ierr);
  ierr = SNESSetInitialFunctionNorm(smoothd, *fnorm);CHKERRQ(ierr);
  ierr = SNESSolve(smoothd, B, X);CHKERRQ(ierr);
  /* check convergence reason for the smoother */
  ierr = SNESGetConvergedReason(smoothd,&reason);CHKERRQ(ierr);
  if (reason < 0 && !(reason == SNES_DIVERGED_MAX_IT || reason == SNES_DIVERGED_LOCAL_MIN)) {
    snes->reason = SNES_DIVERGED_INNER;
    PetscFunctionReturn(0);
  }
  ierr = SNESGetFunction(smoothd, &FPC, PETSC_NULL, PETSC_NULL);CHKERRQ(ierr);
  ierr = VecCopy(FPC, F);CHKERRQ(ierr);
  ierr = SNESGetFunctionNorm(smoothd, fnorm);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}
Example #2
0
PetscErrorCode SNESSolve_NRichardson(SNES snes)
{
  Vec                 X, Y, F;
  PetscReal           xnorm, fnorm, ynorm;
  PetscInt            maxits, i;
  PetscErrorCode      ierr;
  PetscBool           lsSuccess;
  SNESConvergedReason reason;

  PetscFunctionBegin;
  snes->reason = SNES_CONVERGED_ITERATING;

  maxits = snes->max_its;        /* maximum number of iterations */
  X      = snes->vec_sol;        /* X^n */
  Y      = snes->vec_sol_update; /* \tilde X */
  F      = snes->vec_func;       /* residual vector */

  ierr       = PetscObjectAMSTakeAccess((PetscObject)snes);CHKERRQ(ierr);
  snes->iter = 0;
  snes->norm = 0.;
  ierr       = PetscObjectAMSGrantAccess((PetscObject)snes);CHKERRQ(ierr);
  if (!snes->vec_func_init_set) {
    ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
    if (snes->domainerror) {
      snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
      PetscFunctionReturn(0);
    }
  } else snes->vec_func_init_set = PETSC_FALSE;

  if (!snes->norm_init_set) {
    ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); /* fnorm <- ||F||  */
    if (PetscIsInfOrNanReal(fnorm)) {
      snes->reason = SNES_DIVERGED_FNORM_NAN;
      PetscFunctionReturn(0);
    }
  } else {
    fnorm               = snes->norm_init;
    snes->norm_init_set = PETSC_FALSE;
  }

  ierr       = PetscObjectAMSTakeAccess((PetscObject)snes);CHKERRQ(ierr);
  snes->norm = fnorm;
  ierr       = PetscObjectAMSGrantAccess((PetscObject)snes);CHKERRQ(ierr);
  ierr       = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr);
  ierr       = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);

  /* set parameter for default relative tolerance convergence test */
  snes->ttol = fnorm*snes->rtol;
  /* test convergence */
  ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
  if (snes->reason) PetscFunctionReturn(0);

  for (i = 0; i < maxits; i++) {
    lsSuccess = PETSC_TRUE;
    /* Call general purpose update function */
    if (snes->ops->update) {
      ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
    }
    if (snes->pc && snes->pcside == PC_RIGHT) {
      ierr = VecCopy(X,Y);CHKERRQ(ierr);
      ierr = SNESSetInitialFunction(snes->pc, F);CHKERRQ(ierr);
      ierr = SNESSetInitialFunctionNorm(snes->pc, fnorm);CHKERRQ(ierr);
      ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,Y,snes->vec_rhs,0);CHKERRQ(ierr);
      ierr = SNESSolve(snes->pc, snes->vec_rhs, Y);CHKERRQ(ierr);
      ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,Y,snes->vec_rhs,0);CHKERRQ(ierr);
      ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
      if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
        snes->reason = SNES_DIVERGED_INNER;
        PetscFunctionReturn(0);
      }
      ierr = VecAYPX(Y,-1.0,X);CHKERRQ(ierr);
    } else {
      ierr = VecCopy(F,Y);CHKERRQ(ierr);
    }
    ierr = SNESLineSearchApply(snes->linesearch, X, F, &fnorm, Y);CHKERRQ(ierr);
    ierr = SNESLineSearchGetNorms(snes->linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr);
    ierr = SNESLineSearchGetSuccess(snes->linesearch, &lsSuccess);CHKERRQ(ierr);
    if (!lsSuccess) {
      if (++snes->numFailures >= snes->maxFailures) {
        snes->reason = SNES_DIVERGED_LINE_SEARCH;
        break;
      }
    }
    if (snes->nfuncs >= snes->max_funcs) {
      snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
      break;
    }
    if (snes->domainerror) {
      snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
      PetscFunctionReturn(0);
    }
    /* Monitor convergence */
    ierr       = PetscObjectAMSTakeAccess((PetscObject)snes);CHKERRQ(ierr);
    snes->iter = i+1;
    snes->norm = fnorm;
    ierr       = PetscObjectAMSGrantAccess((PetscObject)snes);CHKERRQ(ierr);
    ierr       = SNESLogConvergenceHistory(snes,snes->norm,0);CHKERRQ(ierr);
    ierr       = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
    /* Test for convergence */
    ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
    if (snes->reason) break;
  }
  if (i == maxits) {
    ierr = PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", maxits);CHKERRQ(ierr);
    if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
  }
  PetscFunctionReturn(0);
}
Example #3
0
EXTERN_C_END

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

  Input Parameters:
. snes - the SNES context

  Output Parameter:
. outits - number of iterations until termination

  Application Interface Routine: SNESSolve()
*/
#undef __FUNCT__
#define __FUNCT__ "SNESSolve_NCG"
PetscErrorCode SNESSolve_NCG(SNES snes)
{
    SNES_NCG            *ncg = (SNES_NCG *)snes->data;
    Vec                 X, dX, lX, F, B, Fold;
    PetscReal           fnorm, ynorm, xnorm, beta = 0.0;
    PetscScalar         dXdotF, dXolddotFold, dXdotFold, lXdotF, lXdotFold;
    PetscInt            maxits, i;
    PetscErrorCode      ierr;
    SNESConvergedReason reason;
    PetscBool           lsSuccess = PETSC_TRUE;
    SNESLineSearch     linesearch;

    PetscFunctionBegin;
    snes->reason = SNES_CONVERGED_ITERATING;

    maxits = snes->max_its;            /* maximum number of iterations */
    X      = snes->vec_sol;            /* X^n */
    Fold   = snes->work[0];            /* The previous iterate of X */
    dX     = snes->work[1];            /* the preconditioned direction */
    lX     = snes->vec_sol_update;     /* the conjugate direction */
    F      = snes->vec_func;           /* residual vector */
    B      = snes->vec_rhs;            /* the right hand side */

    ierr = SNESGetSNESLineSearch(snes, &linesearch);
    CHKERRQ(ierr);

    ierr = PetscObjectTakeAccess(snes);
    CHKERRQ(ierr);
    snes->iter = 0;
    snes->norm = 0.;
    ierr = PetscObjectGrantAccess(snes);
    CHKERRQ(ierr);

    /* compute the initial function and preconditioned update dX */
    if (!snes->vec_func_init_set) {
        ierr = SNESComputeFunction(snes,X,F);
        CHKERRQ(ierr);
        if (snes->domainerror) {
            snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
            PetscFunctionReturn(0);
        }
    } else {
        snes->vec_func_init_set = PETSC_FALSE;
    }
    if (!snes->norm_init_set) {
        /* convergence test */
        ierr = VecNorm(F, NORM_2, &fnorm);
        CHKERRQ(ierr); /* fnorm <- ||F||  */
        if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"Infinite or not-a-number generated in norm");
    } else {
        fnorm = snes->norm_init;
        snes->norm_init_set = PETSC_FALSE;
    }
    ierr = PetscObjectTakeAccess(snes);
    CHKERRQ(ierr);
    snes->norm = fnorm;
    ierr = PetscObjectGrantAccess(snes);
    CHKERRQ(ierr);
    SNESLogConvHistory(snes,fnorm,0);
    ierr = SNESMonitor(snes,0,fnorm);
    CHKERRQ(ierr);

    /* set parameter for default relative tolerance convergence test */
    snes->ttol = fnorm*snes->rtol;
    /* test convergence */
    ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
    CHKERRQ(ierr);
    if (snes->reason) PetscFunctionReturn(0);

    /* Call general purpose update function */
    if (snes->ops->update) {
        ierr = (*snes->ops->update)(snes, snes->iter);
        CHKERRQ(ierr);
    }

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

    if (snes->pc && snes->pcside == PC_RIGHT) {
        ierr = VecCopy(X, dX);
        CHKERRQ(ierr);
        ierr = SNESSetInitialFunction(snes->pc, F);
        CHKERRQ(ierr);
        ierr = SNESSetInitialFunctionNorm(snes->pc, fnorm);
        CHKERRQ(ierr);
        ierr = SNESSolve(snes->pc, B, dX);
        CHKERRQ(ierr);
        ierr = SNESGetConvergedReason(snes->pc,&reason);
        CHKERRQ(ierr);
        if (reason < 0 && (reason != SNES_DIVERGED_MAX_IT)) {
            snes->reason = SNES_DIVERGED_INNER;
            PetscFunctionReturn(0);
        }
        ierr = VecAYPX(dX,-1.0,X);
        CHKERRQ(ierr);
    } else {
        ierr = VecCopy(F, dX);
        CHKERRQ(ierr);
    }
    ierr = VecCopy(dX, lX);
    CHKERRQ(ierr);
    ierr = VecDot(F, dX, &dXdotF);
    CHKERRQ(ierr);
    /*
    } else {
      ierr = SNESNCGComputeYtJtF_Private(snes, X, F, dX, W, G, &dXdotF);CHKERRQ(ierr);
    }
     */
    for (i = 1; i < maxits + 1; i++) {
        lsSuccess = PETSC_TRUE;
        /* some update types require the old update direction or conjugate direction */
        if (ncg->type != SNES_NCG_FR) {
            ierr = VecCopy(F, Fold);
            CHKERRQ(ierr);
        }
        ierr = SNESLineSearchApply(linesearch, X, F, &fnorm, lX);
        CHKERRQ(ierr);
        ierr = SNESLineSearchGetSuccess(linesearch, &lsSuccess);
        CHKERRQ(ierr);
        if (!lsSuccess) {
            if (++snes->numFailures >= snes->maxFailures) {
                snes->reason = SNES_DIVERGED_LINE_SEARCH;
                PetscFunctionReturn(0);
            }
        }
        if (snes->nfuncs >= snes->max_funcs) {
            snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
            PetscFunctionReturn(0);
        }
        if (snes->domainerror) {
            snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
            PetscFunctionReturn(0);
        }
        ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);
        CHKERRQ(ierr);
        /* Monitor convergence */
        ierr = PetscObjectTakeAccess(snes);
        CHKERRQ(ierr);
        snes->iter = i;
        snes->norm = fnorm;
        ierr = PetscObjectGrantAccess(snes);
        CHKERRQ(ierr);
        SNESLogConvHistory(snes,snes->norm,0);
        ierr = SNESMonitor(snes,snes->iter,snes->norm);
        CHKERRQ(ierr);

        /* Test for convergence */
        ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);
        CHKERRQ(ierr);
        if (snes->reason) PetscFunctionReturn(0);

        /* Call general purpose update function */
        if (snes->ops->update) {
            ierr = (*snes->ops->update)(snes, snes->iter);
            CHKERRQ(ierr);
        }
        if (snes->pc && snes->pcside == PC_RIGHT) {
            ierr = VecCopy(X,dX);
            CHKERRQ(ierr);
            ierr = SNESSetInitialFunction(snes->pc, F);
            CHKERRQ(ierr);
            ierr = SNESSetInitialFunctionNorm(snes->pc, fnorm);
            CHKERRQ(ierr);
            ierr = SNESSolve(snes->pc, B, dX);
            CHKERRQ(ierr);
            ierr = SNESGetConvergedReason(snes->pc,&reason);
            CHKERRQ(ierr);
            if (reason < 0 && (reason != SNES_DIVERGED_MAX_IT)) {
                snes->reason = SNES_DIVERGED_INNER;
                PetscFunctionReturn(0);
            }
            ierr = VecAYPX(dX,-1.0,X);
            CHKERRQ(ierr);
        } else {
            ierr = VecCopy(F, dX);
            CHKERRQ(ierr);
        }

        /* compute the conjugate direction lX = dX + beta*lX with beta = ((dX, dX) / (dX_old, dX_old) (Fletcher-Reeves update)*/
        switch(ncg->type) {
        case SNES_NCG_FR: /* Fletcher-Reeves */
            dXolddotFold = dXdotF;
            ierr = VecDot(dX, dX, &dXdotF);
            CHKERRQ(ierr);
            beta = PetscRealPart(dXdotF / dXolddotFold);
            break;
        case SNES_NCG_PRP: /* Polak-Ribiere-Poylak */
            dXolddotFold = dXdotF;
            ierr = VecDotBegin(F, dX, &dXdotF);
            CHKERRQ(ierr);
            ierr = VecDotBegin(Fold, dX, &dXdotFold);
            CHKERRQ(ierr);
            ierr = VecDotEnd(F, dX, &dXdotF);
            CHKERRQ(ierr);
            ierr = VecDotEnd(Fold, dX, &dXdotFold);
            CHKERRQ(ierr);
            beta = PetscRealPart(((dXdotF - dXdotFold) / dXolddotFold));
            if (beta < 0.0) beta = 0.0; /* restart */
            break;
        case SNES_NCG_HS: /* Hestenes-Stiefel */
            ierr = VecDotBegin(dX, F, &dXdotF);
            CHKERRQ(ierr);
            ierr = VecDotBegin(dX, Fold, &dXdotFold);
            CHKERRQ(ierr);
            ierr = VecDotBegin(lX, F, &lXdotF);
            CHKERRQ(ierr);
            ierr = VecDotBegin(lX, Fold, &lXdotFold);
            CHKERRQ(ierr);
            ierr = VecDotEnd(dX, F, &dXdotF);
            CHKERRQ(ierr);
            ierr = VecDotEnd(dX, Fold, &dXdotFold);
            CHKERRQ(ierr);
            ierr = VecDotEnd(lX, F, &lXdotF);
            CHKERRQ(ierr);
            ierr = VecDotEnd(lX, Fold, &lXdotFold);
            CHKERRQ(ierr);
            beta = PetscRealPart((dXdotF - dXdotFold) / (lXdotF - lXdotFold));
            break;
        case SNES_NCG_DY: /* Dai-Yuan */
            ierr = VecDotBegin(dX, F, &dXdotF);
            CHKERRQ(ierr);
            ierr = VecDotBegin(lX, F, &lXdotF);
            CHKERRQ(ierr);
            ierr = VecDotBegin(lX, Fold, &lXdotFold);
            CHKERRQ(ierr);
            ierr = VecDotEnd(dX, F, &dXdotF);
            CHKERRQ(ierr);
            ierr = VecDotEnd(lX, F, &lXdotF);
            CHKERRQ(ierr);
            ierr = VecDotEnd(lX, Fold, &lXdotFold);
            CHKERRQ(ierr);
            beta = PetscRealPart(dXdotF / (lXdotFold - lXdotF));
            CHKERRQ(ierr);
            break;
        case SNES_NCG_CD: /* Conjugate Descent */
            ierr = VecDotBegin(dX, F, &dXdotF);
            CHKERRQ(ierr);
            ierr = VecDotBegin(lX, Fold, &lXdotFold);
            CHKERRQ(ierr);
            ierr = VecDotEnd(dX, F, &dXdotF);
            CHKERRQ(ierr);
            ierr = VecDotEnd(lX, Fold, &lXdotFold);
            CHKERRQ(ierr);
            beta = PetscRealPart(dXdotF / lXdotFold);
            CHKERRQ(ierr);
            break;
        }
        if (ncg->monitor) {
            ierr = PetscViewerASCIIPrintf(ncg->monitor, "beta = %e\n", beta);
            CHKERRQ(ierr);
        }
        ierr = VecAYPX(lX, beta, dX);
        CHKERRQ(ierr);
    }
    ierr = PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", maxits);
    CHKERRQ(ierr);
    if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
    PetscFunctionReturn(0);
}
Example #4
0
PetscErrorCode SNESSolve_NEWTONLS(SNES snes)
{
  PetscErrorCode      ierr;
  PetscInt            maxits,i,lits;
  PetscBool           lssucceed;
  MatStructure        flg = DIFFERENT_NONZERO_PATTERN;
  PetscReal           fnorm,gnorm,xnorm,ynorm;
  Vec                 Y,X,F,G,W,FPC;
  KSPConvergedReason  kspreason;
  PetscBool           domainerror;
  SNESLineSearch      linesearch;
  SNESConvergedReason reason;

  PetscFunctionBegin;
  snes->numFailures            = 0;
  snes->numLinearSolveFailures = 0;
  snes->reason                 = SNES_CONVERGED_ITERATING;

  maxits        = snes->max_its;        /* maximum number of iterations */
  X             = snes->vec_sol;        /* solution vector */
  F             = snes->vec_func;       /* residual vector */
  Y             = snes->vec_sol_update; /* newton step */
  G             = snes->work[0];
  W             = snes->work[1];

  ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
  snes->iter = 0;
  snes->norm = 0.0;
  ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
  ierr = SNESGetSNESLineSearch(snes, &linesearch);CHKERRQ(ierr);
  if (!snes->vec_func_init_set) {
    ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
    ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
    if (domainerror) {
      snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
      PetscFunctionReturn(0);
    }
  } else {
    snes->vec_func_init_set = PETSC_FALSE;
  }
  if (!snes->norm_init_set) {
    ierr = VecNormBegin(F,NORM_2,&fnorm);CHKERRQ(ierr);        /* fnorm <- ||F||  */
    ierr = VecNormEnd(F,NORM_2,&fnorm);CHKERRQ(ierr);
    if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"User provided compute function generated a Not-a-Number");
  } else {
    fnorm = snes->norm_init;
    snes->norm_init_set = PETSC_FALSE;
  }
  ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
  snes->norm = fnorm;
  ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
  SNESLogConvHistory(snes,fnorm,0);
  ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);

  /* set parameter for default relative tolerance convergence test */
  snes->ttol = fnorm*snes->rtol;
  /* test convergence */
  ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
  if (snes->reason) PetscFunctionReturn(0);

  for (i=0; i<maxits; i++) {

    /* Call general purpose update function */
    if (snes->ops->update) {
      ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
    }

    /* apply the nonlinear preconditioner if it's right preconditioned */
    if (snes->pc && snes->pcside == PC_RIGHT) {
      ierr = SNESSetInitialFunction(snes->pc, F);CHKERRQ(ierr);
      ierr = SNESSetInitialFunctionNorm(snes->pc, fnorm);CHKERRQ(ierr);
      ierr = SNESSolve(snes->pc, snes->vec_rhs, X);CHKERRQ(ierr);
      ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
      if (reason < 0  && reason != SNES_DIVERGED_MAX_IT) {
        snes->reason = SNES_DIVERGED_INNER;
        PetscFunctionReturn(0);
      }
      ierr = SNESGetFunction(snes->pc, &FPC, PETSC_NULL, PETSC_NULL);CHKERRQ(ierr);
      ierr = VecCopy(FPC, F);CHKERRQ(ierr);
      ierr = SNESGetFunctionNorm(snes->pc, &fnorm);CHKERRQ(ierr);
    }

    /* Solve J Y = F, where J is Jacobian matrix */
    ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr);
    ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre,flg);CHKERRQ(ierr);
    ierr = SNES_KSPSolve(snes,snes->ksp,F,Y);CHKERRQ(ierr);
    ierr = KSPGetConvergedReason(snes->ksp,&kspreason);CHKERRQ(ierr);
    if (kspreason < 0) {
      if (++snes->numLinearSolveFailures >= snes->maxLinearSolveFailures) {
        ierr = PetscInfo2(snes,"iter=%D, number linear solve failures %D greater than current SNES allowed, stopping solve\n",snes->iter,snes->numLinearSolveFailures);CHKERRQ(ierr);
        snes->reason = SNES_DIVERGED_LINEAR_SOLVE;
        break;
      }
    }
    ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr);
    snes->linear_its += lits;
    ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr);

    if (PetscLogPrintInfo){
      ierr = SNESNEWTONLSCheckResidual_Private(snes,snes->jacobian,F,Y,G,W);CHKERRQ(ierr);
    }

    /* Compute a (scaled) negative update in the line search routine:
         X <- X - lambda*Y
       and evaluate F = function(X) (depends on the line search).
    */
    gnorm = fnorm;
    ierr = SNESLineSearchApply(linesearch, X, F, &fnorm, Y);CHKERRQ(ierr);
    ierr = SNESLineSearchGetSuccess(linesearch, &lssucceed);CHKERRQ(ierr);
    ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr);
    ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",(double)gnorm,(double)fnorm,(double)ynorm,(int)lssucceed);CHKERRQ(ierr);
    if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
    ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
    if (domainerror) {
      snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
      PetscFunctionReturn(0);
    }
    if (!lssucceed) {
      if (snes->stol*xnorm > ynorm) {
        snes->reason = SNES_CONVERGED_SNORM_RELATIVE;
        PetscFunctionReturn(0);
      }
      if (++snes->numFailures >= snes->maxFailures) {
        PetscBool  ismin;
        snes->reason = SNES_DIVERGED_LINE_SEARCH;
        ierr = SNESNEWTONLSCheckLocalMin_Private(snes,snes->jacobian,F,W,fnorm,&ismin);CHKERRQ(ierr);
        if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
        break;
      }
    }
    /* Monitor convergence */
    ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
    snes->iter = i+1;
    snes->norm = fnorm;
    ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
    SNESLogConvHistory(snes,snes->norm,lits);
    ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
    /* Test for convergence */
    ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
    if (snes->reason) break;
  }
  if (i == maxits) {
    ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr);
    if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
  }
  PetscFunctionReturn(0);
}
Example #5
0
static PetscErrorCode SNESSolve_QN(SNES snes)
{
  PetscErrorCode      ierr;
  SNES_QN             *qn = (SNES_QN*) snes->data;
  Vec                 X,Xold;
  Vec                 F,B;
  Vec                 Y,FPC,D,Dold;
  SNESConvergedReason reason;
  PetscInt            i, i_r;
  PetscReal           fnorm,xnorm,ynorm,gnorm;
  PetscBool           lssucceed,powell,periodic;
  PetscScalar         DolddotD,DolddotDold,DdotD,YdotD;
  MatStructure        flg = DIFFERENT_NONZERO_PATTERN;

  /* basically just a regular newton's method except for the application of the jacobian */
  PetscFunctionBegin;

  F             = snes->vec_func;       /* residual vector */
  Y             = snes->vec_sol_update; /* search direction generated by J^-1D*/
  B             = snes->vec_rhs;

  X             = snes->vec_sol;        /* solution vector */
  Xold          = snes->work[0];

  /* directions generated by the preconditioned problem with F_pre = F or x - M(x, b) */
  D             = snes->work[1];
  Dold          = snes->work[2];

  snes->reason = SNES_CONVERGED_ITERATING;

  ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
  snes->iter = 0;
  snes->norm = 0.;
  ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
  if (!snes->vec_func_init_set){
    ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
    if (snes->domainerror) {
      snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
      PetscFunctionReturn(0);
    }
  } else {
    snes->vec_func_init_set = PETSC_FALSE;
  }

  if (!snes->norm_init_set) {
    ierr = VecNorm(F, NORM_2, &fnorm);CHKERRQ(ierr); /* fnorm <- ||F||  */
    if (PetscIsInfOrNanReal(fnorm)) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FP,"Infinite or not-a-number generated in norm");
  } else {
    fnorm = snes->norm_init;
    snes->norm_init_set = PETSC_FALSE;
  }

  ierr = PetscObjectTakeAccess(snes);CHKERRQ(ierr);
  snes->norm = fnorm;
  ierr = PetscObjectGrantAccess(snes);CHKERRQ(ierr);
  SNESLogConvHistory(snes,fnorm,0);
  ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);

  /* set parameter for default relative tolerance convergence test */
   snes->ttol = fnorm*snes->rtol;
  /* test convergence */
  ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
  if (snes->reason) PetscFunctionReturn(0);

  /* composed solve */
  if (snes->pc && snes->pcside == PC_RIGHT) {
    ierr = SNESSetInitialFunction(snes->pc, F);CHKERRQ(ierr);
    ierr = SNESSetInitialFunctionNorm(snes->pc, fnorm);CHKERRQ(ierr);
    ierr = SNESSolve(snes->pc, B, X);CHKERRQ(ierr);
    ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
    if (reason < 0 && (reason != SNES_DIVERGED_MAX_IT)) {
      snes->reason = SNES_DIVERGED_INNER;
      PetscFunctionReturn(0);
    }
    ierr = SNESGetFunction(snes->pc, &FPC, PETSC_NULL, PETSC_NULL);CHKERRQ(ierr);
    ierr = VecCopy(FPC, F);CHKERRQ(ierr);
    ierr = SNESGetFunctionNorm(snes->pc, &fnorm);CHKERRQ(ierr);
    ierr = VecCopy(F, Y);CHKERRQ(ierr);
  } else {
    ierr = VecCopy(F, Y);CHKERRQ(ierr);
  }
  ierr = VecCopy(Y, D);CHKERRQ(ierr);

  /* scale the initial update */
  if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
    ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr);
  }

  for (i = 0, i_r = 0; i < snes->max_its; i++, i_r++) {
    switch(qn->type) {
    case SNES_QN_BADBROYDEN:
      ierr = SNESQNApply_BadBroyden(snes,i_r,Y,X,Xold,D,Dold);CHKERRQ(ierr);
      break;
    case SNES_QN_BROYDEN:
      ierr = SNESQNApply_Broyden(snes,i_r,Y,X,Xold,D,Dold);CHKERRQ(ierr);
      break;
    case SNES_QN_LBFGS:
      SNESQNApply_LBFGS(snes,i_r,Y,X,Xold,D,Dold);CHKERRQ(ierr);
      break;
    }
    /* line search for lambda */
    ynorm = 1; gnorm = fnorm;
    ierr = VecCopy(D, Dold);CHKERRQ(ierr);
    ierr = VecCopy(X, Xold);CHKERRQ(ierr);
    ierr = SNESLineSearchApply(snes->linesearch, X, F, &fnorm, Y);CHKERRQ(ierr);
    if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
    if (snes->domainerror) {
      snes->reason = SNES_DIVERGED_FUNCTION_DOMAIN;
      PetscFunctionReturn(0);
      }
    ierr = SNESLineSearchGetSuccess(snes->linesearch, &lssucceed);CHKERRQ(ierr);
    if (!lssucceed) {
      if (++snes->numFailures >= snes->maxFailures) {
        snes->reason = SNES_DIVERGED_LINE_SEARCH;
        break;
      }
    }
    ierr = SNESLineSearchGetNorms(snes->linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr);
    if (qn->scale_type == SNES_QN_SCALE_LINESEARCH) {
      ierr = SNESLineSearchGetLambda(snes->linesearch, &qn->scaling);CHKERRQ(ierr);
    }

    /* convergence monitoring */
    ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",(double)fnorm,(double)gnorm,(double)ynorm,(int)lssucceed);CHKERRQ(ierr);

    ierr = SNESSetIterationNumber(snes, i+1);CHKERRQ(ierr);
    ierr = SNESSetFunctionNorm(snes, fnorm);CHKERRQ(ierr);

    SNESLogConvHistory(snes,snes->norm,snes->iter);
    ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
    /* set parameter for default relative tolerance convergence test */
    ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
    if (snes->reason) PetscFunctionReturn(0);

    if (snes->pc && snes->pcside == PC_RIGHT) {
      ierr = SNESSetInitialFunction(snes->pc, F);CHKERRQ(ierr);
      ierr = SNESSetInitialFunctionNorm(snes->pc, fnorm);CHKERRQ(ierr);
      ierr = SNESSolve(snes->pc, B, X);CHKERRQ(ierr);
      ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
      if (reason < 0 && (reason != SNES_DIVERGED_MAX_IT)) {
        snes->reason = SNES_DIVERGED_INNER;
        PetscFunctionReturn(0);
      }
      ierr = SNESGetFunction(snes->pc, &FPC, PETSC_NULL, PETSC_NULL);CHKERRQ(ierr);
      ierr = VecCopy(FPC, F);CHKERRQ(ierr);
      ierr = SNESGetFunctionNorm(snes->pc, &fnorm);CHKERRQ(ierr);
      ierr = VecCopy(F, D);CHKERRQ(ierr);
    } else {
      ierr = VecCopy(F, D);CHKERRQ(ierr);
    }

    powell = PETSC_FALSE;
    if (qn->restart_type == SNES_QN_RESTART_POWELL) {
      /* check restart by Powell's Criterion: |F^T H_0 Fold| > 0.2 * |Fold^T H_0 Fold| */
      ierr = VecDotBegin(Dold, Dold, &DolddotDold);CHKERRQ(ierr);
      ierr = VecDotBegin(Dold, D, &DolddotD);CHKERRQ(ierr);
      ierr = VecDotBegin(D, D, &DdotD);CHKERRQ(ierr);
      ierr = VecDotBegin(Y, D, &YdotD);CHKERRQ(ierr);
      ierr = VecDotEnd(Dold, Dold, &DolddotDold);CHKERRQ(ierr);
      ierr = VecDotEnd(Dold, D, &DolddotD);CHKERRQ(ierr);
      ierr = VecDotEnd(D, D, &DdotD);CHKERRQ(ierr);
      ierr = VecDotEnd(Y, D, &YdotD);CHKERRQ(ierr);
      if (PetscAbs(PetscRealPart(DolddotD)) > qn->powell_gamma*PetscAbs(PetscRealPart(DolddotDold))) powell = PETSC_TRUE;
    }
    periodic = PETSC_FALSE;
    if (qn->restart_type == SNES_QN_RESTART_PERIODIC) {
      if (i_r>qn->m-1) periodic = PETSC_TRUE;
    }
    /* restart if either powell or periodic restart is satisfied. */
    if (powell || periodic) {
      if (qn->monitor) {
        ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
        ierr = PetscViewerASCIIPrintf(qn->monitor, "restart! |%14.12e| > %4.2f*|%14.12e| or i_r = %d\n", PetscRealPart(DolddotD), qn->powell_gamma, PetscRealPart(DolddotDold), i_r);CHKERRQ(ierr);
        ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
      }
      i_r = -1;
      /* general purpose update */
      if (snes->ops->update) {
        ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
      }
      if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
        ierr = SNESComputeJacobian(snes,X,&snes->jacobian,&snes->jacobian_pre,&flg);CHKERRQ(ierr);
      }
    }
    /* general purpose update */
    if (snes->ops->update) {
      ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
    }
  }
  if (i == snes->max_its) {
    ierr = PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", snes->max_its);CHKERRQ(ierr);
    if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
  }
  PetscFunctionReturn(0);
}