static PetscErrorCode SNESSolve_QN(SNES snes) { PetscErrorCode ierr; SNES_QN *qn = (SNES_QN*) snes->data; Vec X,Xold; Vec F,W; Vec Y,D,Dold; PetscInt i, i_r; PetscReal fnorm,xnorm,ynorm,gnorm; SNESLineSearchReason lssucceed; PetscBool powell,periodic; PetscScalar DolddotD,DolddotDold; SNESConvergedReason reason; /* basically just a regular newton's method except for the application of the Jacobian */ PetscFunctionBegin; 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); } ierr = PetscCitationsRegister(SNESCitation,&SNEScite);CHKERRQ(ierr); F = snes->vec_func; /* residual vector */ Y = snes->vec_sol_update; /* search direction generated by J^-1D*/ W = snes->work[3]; 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 = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); snes->iter = 0; snes->norm = 0.; ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); if (snes->pc && snes->pcside == PC_LEFT && snes->functype == SNES_FUNCTION_PRECONDITIONED) { ierr = SNESApplyNPC(snes,X,NULL,F);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 = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); } else { if (!snes->vec_func_init_set) { ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr); } else snes->vec_func_init_set = PETSC_FALSE; ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr); SNESCheckFunctionNorm(snes,fnorm); } if (snes->pc && snes->pcside == PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) { ierr = SNESApplyNPC(snes,X,F,D);CHKERRQ(ierr); ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { snes->reason = SNES_DIVERGED_INNER; PetscFunctionReturn(0); } } else { ierr = VecCopy(F,D);CHKERRQ(ierr); } ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr); snes->norm = fnorm; ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr); ierr = SNESLogConvergenceHistory(snes,fnorm,0);CHKERRQ(ierr); ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr); /* test convergence */ ierr = (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr); if (snes->reason) PetscFunctionReturn(0); if (snes->pc && snes->pcside == PC_RIGHT) { ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,X,0,0);CHKERRQ(ierr); ierr = SNESSolve(snes->pc,snes->vec_rhs,X);CHKERRQ(ierr); ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,X,0,0);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 = SNESGetNPCFunction(snes,F,&fnorm);CHKERRQ(ierr); ierr = VecCopy(F,D);CHKERRQ(ierr); } /* scale the initial update */ if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) { ierr = SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr); } for (i = 0, i_r = 0; i < snes->max_its; i++, i_r++) { if (qn->scale_type == SNES_QN_SCALE_SHANNO && i_r > 0) { PetscScalar ff,xf; ierr = VecCopy(Dold,Y);CHKERRQ(ierr); ierr = VecCopy(Xold,W);CHKERRQ(ierr); ierr = VecAXPY(Y,-1.0,D);CHKERRQ(ierr); ierr = VecAXPY(W,-1.0,X);CHKERRQ(ierr); ierr = VecDotBegin(Y,Y,&ff);CHKERRQ(ierr); ierr = VecDotBegin(W,Y,&xf);CHKERRQ(ierr); ierr = VecDotEnd(Y,Y,&ff);CHKERRQ(ierr); ierr = VecDotEnd(W,Y,&xf);CHKERRQ(ierr); qn->scaling = PetscRealPart(xf)/PetscRealPart(ff); } 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);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; ierr = SNESLineSearchGetReason(snes->linesearch, &lssucceed);CHKERRQ(ierr); ierr = SNESLineSearchGetNorms(snes->linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr); if (lssucceed) { if (++snes->numFailures >= snes->maxFailures) { snes->reason = SNES_DIVERGED_LINE_SEARCH; break; } } 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); if (snes->pc && snes->pcside == PC_RIGHT) { ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,X,0,0);CHKERRQ(ierr); ierr = SNESSolve(snes->pc,snes->vec_rhs,X);CHKERRQ(ierr); ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,X,0,0);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 = SNESGetNPCFunction(snes,F,&fnorm);CHKERRQ(ierr); } ierr = SNESSetIterationNumber(snes, i+1);CHKERRQ(ierr); snes->norm = fnorm; ierr = SNESLogConvergenceHistory(snes,snes->norm,snes->iter);CHKERRQ(ierr); 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_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) { ierr = SNESApplyNPC(snes,X,F,D);CHKERRQ(ierr); ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr); if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) { snes->reason = SNES_DIVERGED_INNER; PetscFunctionReturn(0); } } 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| */ if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) { ierr = MatMult(snes->jacobian_pre,Dold,W);CHKERRQ(ierr); } else { ierr = VecCopy(Dold,W);CHKERRQ(ierr); } ierr = VecDotBegin(W, Dold, &DolddotDold);CHKERRQ(ierr); ierr = VecDotBegin(W, D, &DolddotD);CHKERRQ(ierr); ierr = VecDotEnd(W, Dold, &DolddotDold);CHKERRQ(ierr); ierr = VecDotEnd(W, D, &DolddotD);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);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); }
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); }