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);
}
