PetscErrorCode SNESQNApply_BadBroyden(SNES snes,PetscInt it,Vec Y,Vec X,Vec Xold,Vec D,Vec Dold)
{
PetscErrorCode ierr;
SNES_QN *qn = (SNES_QN*)snes->data;
Vec W = snes->work[3];
Vec *U = qn->U;
Vec *T = qn->V;
/* ksp thing for Jacobian scaling */
PetscInt h,k,j,i,lits;
PetscInt m = qn->m;
PetscScalar gdot,udot;
PetscInt l = m;
PetscFunctionBegin;
if (it < m) l = it;
ierr = VecCopy(D,Y);CHKERRQ(ierr);
if (l > 0) {
k = (it-1)%l;
ierr = SNESLineSearchGetLambda(snes->linesearch,&qn->lambda[k]);CHKERRQ(ierr);
ierr = VecCopy(Dold,U[k]);CHKERRQ(ierr);
ierr = VecAXPY(U[k],-1.0,D);CHKERRQ(ierr);
ierr = VecCopy(Xold,T[k]);CHKERRQ(ierr);
ierr = VecAXPY(T[k],-1.0,X);CHKERRQ(ierr);
}
if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
ierr = KSPSolve(snes->ksp,Y,W);CHKERRQ(ierr);
SNESCheckKSPSolve(snes);
ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr);
snes->linear_its += lits;
ierr = VecCopy(W,Y);CHKERRQ(ierr);
} else {
ierr = VecScale(Y,qn->scaling);CHKERRQ(ierr);
}
/* inward recursion starting at the first update and working forward */
if (l > 0) {
for (i = 0; i < l-1; i++) {
j = (it+i-l)%l;
k = (it+i-l+1)%l;
h = (it-1)%l;
ierr = VecDotBegin(U[j],U[h],&gdot);CHKERRQ(ierr);
ierr = VecDotBegin(U[j],U[j],&udot);CHKERRQ(ierr);
ierr = VecDotEnd(U[j],U[h],&gdot);CHKERRQ(ierr);
ierr = VecDotEnd(U[j],U[j],&udot);CHKERRQ(ierr);
ierr = VecAXPY(Y,PetscRealPart(gdot)/PetscRealPart(udot),T[k]);CHKERRQ(ierr);
ierr = VecAXPY(Y,-(1.-qn->lambda[k])*PetscRealPart(gdot)/PetscRealPart(udot),T[j]);CHKERRQ(ierr);
if (qn->monitor) {
ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(qn->monitor, "it: %d k: %d gdot: %14.12e\n", it, k, PetscRealPart(gdot));CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
}
}
}
PetscFunctionReturn(0);
}
static PetscErrorCode SNESLineSearchApply_L2(SNESLineSearch linesearch)
{
PetscBool changed_y, changed_w;
PetscErrorCode ierr;
Vec X;
Vec F;
Vec Y;
Vec W;
SNES snes;
PetscReal gnorm;
PetscReal ynorm;
PetscReal xnorm;
PetscReal steptol, maxstep, rtol, atol, ltol;
PetscViewer monitor;
PetscBool domainerror;
PetscReal lambda, lambda_old, lambda_mid, lambda_update, delLambda;
PetscReal fnrm, fnrm_old, fnrm_mid;
PetscReal delFnrm, delFnrm_old, del2Fnrm;
PetscInt i, max_its;
PetscFunctionBegin;
ierr = SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, PETSC_NULL);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);
ierr = SNESLineSearchGetLambda(linesearch, &lambda);CHKERRQ(ierr);
ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr);
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_TRUE);CHKERRQ(ierr);
ierr = SNESLineSearchGetTolerances(linesearch, &steptol, &maxstep, &rtol, &atol, <ol, &max_its);CHKERRQ(ierr);
ierr = SNESLineSearchGetMonitor(linesearch, &monitor);CHKERRQ(ierr);
/* precheck */
ierr = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr);
lambda_old = 0.0;
fnrm_old = gnorm*gnorm;
lambda_mid = 0.5*(lambda + lambda_old);
for (i = 0; i < max_its; i++) {
/* compute the norm at the midpoint */
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -lambda_mid, Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
ierr = SNESComputeFunction(snes, W, F);CHKERRQ(ierr);
if (linesearch->ops->vinorm) {
fnrm_mid = gnorm;
ierr = (*linesearch->ops->vinorm)(snes, F, W, &fnrm_mid);CHKERRQ(ierr);
} else {
ierr = VecNorm(F, NORM_2, &fnrm_mid);CHKERRQ(ierr);
}
fnrm_mid = fnrm_mid*fnrm_mid;
/* compute the norm at lambda */
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
ierr = SNESComputeFunction(snes, W, F);CHKERRQ(ierr);
if (linesearch->ops->vinorm) {
fnrm = gnorm;
ierr = (*linesearch->ops->vinorm)(snes, F, W, &fnrm);CHKERRQ(ierr);
} else {
ierr = VecNorm(F, NORM_2, &fnrm);CHKERRQ(ierr);
}
fnrm = fnrm*fnrm;
/* this gives us the derivatives at the endpoints -- compute them from here
a = x - a0
p_0(x) = (x / dA - 1)(2x / dA - 1)
p_1(x) = 4(x / dA)(1 - x / dA)
p_2(x) = (x / dA)(2x / dA - 1)
dp_0[0] / dx = 3 / dA
dp_1[0] / dx = -4 / dA
dp_2[0] / dx = 1 / dA
dp_0[dA] / dx = -1 / dA
dp_1[dA] / dx = 4 / dA
dp_2[dA] / dx = -3 / dA
d^2p_0[0] / dx^2 = 4 / dA^2
d^2p_1[0] / dx^2 = -8 / dA^2
d^2p_2[0] / dx^2 = 4 / dA^2
*/
delLambda = lambda - lambda_old;
delFnrm = (3.*fnrm - 4.*fnrm_mid + 1.*fnrm_old) / delLambda;
delFnrm_old = (-3.*fnrm_old + 4.*fnrm_mid -1.*fnrm) / delLambda;
del2Fnrm = (delFnrm - delFnrm_old) / delLambda;
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: lambdas = [%g, %g, %g], fnorms = [%g, %g, %g]\n",
lambda, lambda_mid, lambda_old, PetscSqrtReal(fnrm), PetscSqrtReal(fnrm_mid), PetscSqrtReal(fnrm_old));CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
/* compute the search direction -- always go downhill */
if (del2Fnrm > 0.) {
lambda_update = lambda - delFnrm / del2Fnrm;
} else {
lambda_update = lambda + delFnrm / del2Fnrm;
}
if (lambda_update < steptol) {
lambda_update = 0.5*(lambda + lambda_old);
}
if (PetscIsInfOrNanScalar(lambda_update)) break;
if (lambda_update > maxstep) {
break;
}
/* compute the new state of the line search */
lambda_old = lambda;
lambda = lambda_update;
fnrm_old = fnrm;
lambda_mid = 0.5*(lambda + lambda_old);
}
/* construct the solution */
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
/* postcheck */
ierr = SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr);
if (changed_y) {
ierr = VecAXPY(X, -lambda, Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, X);CHKERRQ(ierr);
}
} else {
ierr = VecCopy(W, X);CHKERRQ(ierr);
}
ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
ierr = SNESLineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr);
ierr = SNESLineSearchComputeNorms(linesearch);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search terminated: lambda = %g, fnorms = %g\n", lambda, gnorm);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
if (lambda <= steptol) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
}
PetscFunctionReturn(0);
}
static PetscErrorCode SNESLineSearchApply_Basic(SNESLineSearch linesearch)
{
PetscBool changed_y, changed_w;
PetscErrorCode ierr;
Vec X, F, Y, W;
SNES snes;
PetscReal gnorm, xnorm, ynorm, lambda;
PetscBool domainerror;
PetscFunctionBegin;
ierr = SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, NULL);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);
ierr = SNESLineSearchGetLambda(linesearch, &lambda);CHKERRQ(ierr);
ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr);
ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_SUCCEEDED);CHKERRQ(ierr);
/* precheck */
ierr = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr);
/* update */
ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
/* postcheck */
ierr = SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr);
if (changed_y) {
ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
}
if (linesearch->norms || snes->iter < snes->max_its-1) {
ierr = (*linesearch->ops->snesfunc)(snes,W,F);CHKERRQ(ierr);
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) {
ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_DOMAIN);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
}
if (linesearch->norms) {
if (!linesearch->ops->vinorm) VecNormBegin(F, NORM_2, &linesearch->fnorm);
ierr = VecNormBegin(Y, NORM_2, &linesearch->ynorm);CHKERRQ(ierr);
ierr = VecNormBegin(W, NORM_2, &linesearch->xnorm);CHKERRQ(ierr);
if (!linesearch->ops->vinorm) VecNormEnd(F, NORM_2, &linesearch->fnorm);
ierr = VecNormEnd(Y, NORM_2, &linesearch->ynorm);CHKERRQ(ierr);
ierr = VecNormEnd(W, NORM_2, &linesearch->xnorm);CHKERRQ(ierr);
if (linesearch->ops->vinorm) {
linesearch->fnorm = gnorm;
ierr = (*linesearch->ops->vinorm)(snes, F, W, &linesearch->fnorm);CHKERRQ(ierr);
} else {
ierr = VecNorm(F,NORM_2,&linesearch->fnorm);CHKERRQ(ierr);
}
}
/* copy the solution over */
ierr = VecCopy(W, X);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
PetscErrorCode SNESQNApply_Broyden(SNES snes,PetscInt it,Vec Y,Vec X,Vec Xold,Vec D)
{
PetscErrorCode ierr;
SNES_QN *qn = (SNES_QN*)snes->data;
Vec W = snes->work[3];
Vec *U = qn->U;
PetscInt m = qn->m;
PetscInt k,i,j,lits,l = m;
PetscReal unorm,a,b;
PetscReal *lambda=qn->lambda;
PetscScalar gdot;
PetscReal udot;
PetscFunctionBegin;
if (it < m) l = it;
if (it > 0) {
k = (it-1)%l;
ierr = SNESLineSearchGetLambda(snes->linesearch,&lambda[k]);CHKERRQ(ierr);
ierr = VecCopy(Xold,U[k]);CHKERRQ(ierr);
ierr = VecAXPY(U[k],-1.0,X);CHKERRQ(ierr);
if (qn->monitor) {
ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(qn->monitor, "scaling vector %d of %d by lambda: %14.12e \n",k,l,lambda[k]);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
}
}
if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
ierr = KSPSolve(snes->ksp,D,W);CHKERRQ(ierr);
SNESCheckKSPSolve(snes);
ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr);
snes->linear_its += lits;
ierr = VecCopy(W,Y);CHKERRQ(ierr);
} else {
ierr = VecCopy(D,Y);CHKERRQ(ierr);
ierr = VecScale(Y,qn->scaling);CHKERRQ(ierr);
}
/* inward recursion starting at the first update and working forward */
for (i = 0; i < l-1; i++) {
j = (it+i-l)%l;
k = (it+i-l+1)%l;
ierr = VecNorm(U[j],NORM_2,&unorm);CHKERRQ(ierr);
ierr = VecDot(U[j],Y,&gdot);CHKERRQ(ierr);
unorm *= unorm;
udot = PetscRealPart(gdot);
a = (lambda[j]/lambda[k]);
b = -(1.-lambda[j]);
a *= udot/unorm;
b *= udot/unorm;
ierr = VecAXPBYPCZ(Y,a,b,1.,U[k],U[j]);CHKERRQ(ierr);
if (qn->monitor) {
ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(qn->monitor, "using vector %d and %d, gdot: %14.12e\n",k,j,PetscRealPart(gdot));CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
}
}
if (l > 0) {
k = (it-1)%l;
ierr = VecDot(U[k],Y,&gdot);CHKERRQ(ierr);
ierr = VecNorm(U[k],NORM_2,&unorm);CHKERRQ(ierr);
unorm *= unorm;
udot = PetscRealPart(gdot);
a = unorm/(unorm-lambda[k]*udot);
b = -(1.-lambda[k])*udot/(unorm-lambda[k]*udot);
if (qn->monitor) {
ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(qn->monitor, "using vector %d: a: %14.12e b: %14.12e \n",k,a,b);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
}
ierr = VecAXPBY(Y,b,a,U[k]);CHKERRQ(ierr);
}
l = m;
if (it+1<m)l=it+1;
k = it%l;
if (qn->monitor) {
ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(qn->monitor, "setting vector %d of %d\n",k,l);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
}
PetscFunctionReturn(0);
}
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);
}
PetscErrorCode SNESQNApply_LBFGS(SNES snes,PetscInt it,Vec Y,Vec X,Vec Xold,Vec D,Vec Dold)
{
PetscErrorCode ierr;
SNES_QN *qn = (SNES_QN*)snes->data;
Vec W = snes->work[3];
Vec *dX = qn->U;
Vec *dF = qn->V;
PetscScalar *alpha = qn->alpha;
PetscScalar *beta = qn->beta;
PetscScalar *dXtdF = qn->dXtdF;
PetscScalar *dFtdX = qn->dFtdX;
PetscScalar *YtdX = qn->YtdX;
/* ksp thing for Jacobian scaling */
PetscInt k,i,j,g,lits;
PetscInt m = qn->m;
PetscScalar t;
PetscInt l = m;
PetscFunctionBegin;
if (it < m) l = it;
ierr = VecCopy(D,Y);CHKERRQ(ierr);
if (it > 0) {
k = (it - 1) % l;
ierr = VecCopy(D,dF[k]);CHKERRQ(ierr);
ierr = VecAXPY(dF[k], -1.0, Dold);CHKERRQ(ierr);
ierr = VecCopy(X, dX[k]);CHKERRQ(ierr);
ierr = VecAXPY(dX[k], -1.0, Xold);CHKERRQ(ierr);
if (qn->singlereduction) {
ierr = VecMDotBegin(dF[k],l,dX,dXtdF);CHKERRQ(ierr);
ierr = VecMDotBegin(dX[k],l,dF,dFtdX);CHKERRQ(ierr);
ierr = VecMDotBegin(Y,l,dX,YtdX);CHKERRQ(ierr);
ierr = VecMDotEnd(dF[k],l,dX,dXtdF);CHKERRQ(ierr);
ierr = VecMDotEnd(dX[k],l,dF,dFtdX);CHKERRQ(ierr);
ierr = VecMDotEnd(Y,l,dX,YtdX);CHKERRQ(ierr);
for (j = 0; j < l; j++) {
H(k, j) = dFtdX[j];
H(j, k) = dXtdF[j];
}
/* copy back over to make the computation of alpha and beta easier */
for (j = 0; j < l; j++) dXtdF[j] = H(j, j);
} else {
ierr = VecDot(dX[k], dF[k], &dXtdF[k]);CHKERRQ(ierr);
}
if (qn->scale_type == SNES_QN_SCALE_LINESEARCH) {
ierr = SNESLineSearchGetLambda(snes->linesearch,&qn->scaling);CHKERRQ(ierr);
}
}
/* outward recursion starting at iteration k's update and working back */
for (i=0; i<l; i++) {
k = (it-i-1)%l;
if (qn->singlereduction) {
/* construct t = dX[k] dot Y as Y_0 dot dX[k] + sum(-alpha[j]dX[k]dF[j]) */
t = YtdX[k];
for (j=0; j<i; j++) {
g = (it-j-1)%l;
t -= alpha[g]*H(k, g);
}
alpha[k] = t/H(k,k);
} else {
ierr = VecDot(dX[k],Y,&t);CHKERRQ(ierr);
alpha[k] = t/dXtdF[k];
}
if (qn->monitor) {
ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(qn->monitor, "it: %d k: %d alpha: %14.12e\n", it, k, PetscRealPart(alpha[k]));CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
}
ierr = VecAXPY(Y,-alpha[k],dF[k]);CHKERRQ(ierr);
}
if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
ierr = KSPSolve(snes->ksp,Y,W);CHKERRQ(ierr);
SNESCheckKSPSolve(snes);
ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr);
snes->linear_its += lits;
ierr = VecCopy(W, Y);CHKERRQ(ierr);
} else {
ierr = VecScale(Y, qn->scaling);CHKERRQ(ierr);
}
if (qn->singlereduction) {
ierr = VecMDot(Y,l,dF,YtdX);CHKERRQ(ierr);
}
/* inward recursion starting at the first update and working forward */
for (i = 0; i < l; i++) {
k = (it + i - l) % l;
if (qn->singlereduction) {
t = YtdX[k];
for (j = 0; j < i; j++) {
g = (it + j - l) % l;
t += (alpha[g] - beta[g])*H(g, k);
}
beta[k] = t / H(k, k);
} else {
ierr = VecDot(dF[k], Y, &t);CHKERRQ(ierr);
beta[k] = t / dXtdF[k];
}
ierr = VecAXPY(Y, (alpha[k] - beta[k]), dX[k]);CHKERRQ(ierr);
if (qn->monitor) {
ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(qn->monitor, "it: %d k: %d alpha - beta: %14.12e\n", it, k, PetscRealPart(alpha[k] - beta[k]));CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
}
}
PetscFunctionReturn(0);
}
static PetscErrorCode SNESLineSearchApply_CP(SNESLineSearch linesearch)
{
PetscBool changed_y, changed_w;
PetscErrorCode ierr;
Vec X, Y, F, W;
SNES snes;
PetscReal xnorm, ynorm, gnorm, steptol, atol, rtol, ltol, maxstep;
PetscReal lambda, lambda_old, lambda_update, delLambda;
PetscScalar fty, fty_init, fty_old, fty_mid1, fty_mid2, s;
PetscInt i, max_its;
PetscViewer monitor;
PetscFunctionBegin;
ierr = SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, NULL);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);
ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr);
ierr = SNESLineSearchGetLambda(linesearch, &lambda);CHKERRQ(ierr);
ierr = SNESLineSearchGetTolerances(linesearch, &steptol, &maxstep, &rtol, &atol, <ol, &max_its);CHKERRQ(ierr);
ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_SUCCEEDED);CHKERRQ(ierr);
ierr = SNESLineSearchGetDefaultMonitor(linesearch, &monitor);CHKERRQ(ierr);
/* precheck */
ierr = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr);
lambda_old = 0.0;
ierr = VecDot(F,Y,&fty_old);CHKERRQ(ierr);
fty_init = fty_old;
for (i = 0; i < max_its; i++) {
/* compute the norm at lambda */
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
ierr = (*linesearch->ops->snesfunc)(snes,W,F);CHKERRQ(ierr);
ierr = VecDot(F,Y,&fty);CHKERRQ(ierr);
delLambda = lambda - lambda_old;
/* check for convergence */
if (PetscAbsReal(delLambda) < steptol*lambda) break;
if (PetscAbsScalar(fty) / PetscAbsScalar(fty_init) < rtol) break;
if (PetscAbsScalar(fty) < atol && i > 0) break;
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: lambdas = [%g, %g], ftys = [%g, %g]\n",(double)lambda, (double)lambda_old, (double)PetscRealPart(fty), (double)PetscRealPart(fty_old));CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
/* compute the search direction */
if (linesearch->order == SNES_LINESEARCH_ORDER_LINEAR) {
s = (fty - fty_old) / delLambda;
} else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) {
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -0.5*(lambda + lambda_old), Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
ierr = (*linesearch->ops->snesfunc)(snes,W,F);CHKERRQ(ierr);
ierr = VecDot(F, Y, &fty_mid1);CHKERRQ(ierr);
s = (3.*fty - 4.*fty_mid1 + fty_old) / delLambda;
} else {
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -0.5*(lambda + lambda_old), Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
ierr = (*linesearch->ops->snesfunc)(snes,W,F);CHKERRQ(ierr);
ierr = VecDot(F, Y, &fty_mid1);CHKERRQ(ierr);
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -(lambda + 0.5*(lambda - lambda_old)), Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
ierr = (*linesearch->ops->snesfunc)(snes, W, F);CHKERRQ(ierr);
ierr = VecDot(F, Y, &fty_mid2);CHKERRQ(ierr);
s = (2.*fty_mid2 + 3.*fty - 6.*fty_mid1 + fty_old) / (3.*delLambda);
}
/* if the solve is going in the wrong direction, fix it */
if (PetscRealPart(s) > 0.) s = -s;
lambda_update = lambda - PetscRealPart(fty / s);
/* switch directions if we stepped out of bounds */
if (lambda_update < steptol) lambda_update = lambda + PetscRealPart(fty / s);
if (PetscIsInfOrNanReal(lambda_update)) break;
if (lambda_update > maxstep) break;
/* compute the new state of the line search */
lambda_old = lambda;
lambda = lambda_update;
fty_old = fty;
}
/* construct the solution */
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
/* postcheck */
ierr = SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr);
if (changed_y) {
ierr = VecAXPY(X, -lambda, Y);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, X);CHKERRQ(ierr);
}
} else {
ierr = VecCopy(W, X);CHKERRQ(ierr);
}
ierr = (*linesearch->ops->snesfunc)(snes,X,F);CHKERRQ(ierr);
ierr = SNESLineSearchComputeNorms(linesearch);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &gnorm, &ynorm);CHKERRQ(ierr);
ierr = SNESLineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr);
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search terminated: lambda = %g, fnorms = %g\n", (double)lambda, (double)gnorm);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
if (lambda <= steptol) {
ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_REDUCT);CHKERRQ(ierr);
}
PetscFunctionReturn(0);
}
static PetscErrorCode SNESLineSearchApply_BT(SNESLineSearch linesearch)
{
PetscBool changed_y,changed_w;
PetscErrorCode ierr;
Vec X,F,Y,W,G;
SNES snes;
PetscReal fnorm, xnorm, ynorm, gnorm;
PetscReal lambda,lambdatemp,lambdaprev,minlambda,maxstep,initslope,alpha,stol;
PetscReal t1,t2,a,b,d;
PetscReal f;
PetscReal g,gprev;
PetscBool domainerror;
PetscViewer monitor;
PetscInt max_its,count;
SNESLineSearch_BT *bt;
Mat jac;
PetscErrorCode (*objective)(SNES,Vec,PetscReal*,void*);
PetscFunctionBegin;
ierr = SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, &G);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr);
ierr = SNESLineSearchGetLambda(linesearch, &lambda);CHKERRQ(ierr);
ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr);
ierr = SNESLineSearchGetMonitor(linesearch, &monitor);CHKERRQ(ierr);
ierr = SNESLineSearchGetTolerances(linesearch,&minlambda,&maxstep,NULL,NULL,NULL,&max_its);CHKERRQ(ierr);
ierr = SNESGetTolerances(snes,NULL,NULL,&stol,NULL,NULL);CHKERRQ(ierr);
ierr = SNESGetObjective(snes,&objective,NULL);CHKERRQ(ierr);
bt = (SNESLineSearch_BT*)linesearch->data;
alpha = bt->alpha;
ierr = SNESGetJacobian(snes, &jac, NULL, NULL, NULL);CHKERRQ(ierr);
if (!jac && !objective) SETERRQ(PetscObjectComm((PetscObject)linesearch), PETSC_ERR_USER, "SNESLineSearchBT requires a Jacobian matrix");
/* precheck */
ierr = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr);
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_TRUE);CHKERRQ(ierr);
ierr = VecNormBegin(Y, NORM_2, &ynorm);CHKERRQ(ierr);
ierr = VecNormBegin(X, NORM_2, &xnorm);CHKERRQ(ierr);
ierr = VecNormEnd(Y, NORM_2, &ynorm);CHKERRQ(ierr);
ierr = VecNormEnd(X, NORM_2, &xnorm);CHKERRQ(ierr);
if (ynorm == 0.0) {
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: Initial direction and size is 0\n");CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
ierr = VecCopy(X,W);CHKERRQ(ierr);
ierr = VecCopy(F,G);CHKERRQ(ierr);
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (ynorm > maxstep) { /* Step too big, so scale back */
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: Scaling step by %14.12e old ynorm %14.12e\n", (double)(maxstep/ynorm),(double)ynorm);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
ierr = VecScale(Y,maxstep/(ynorm));CHKERRQ(ierr);
ynorm = maxstep;
}
/* if the SNES has an objective set, use that instead of the function value */
if (objective) {
ierr = SNESComputeObjective(snes,X,&f);CHKERRQ(ierr);
} else {
f = fnorm*fnorm;
}
/* compute the initial slope */
if (objective) {
/* slope comes from the function (assumed to be the gradient of the objective */
ierr = VecDotRealPart(Y,F,&initslope);CHKERRQ(ierr);
} else {
/* slope comes from the normal equations */
ierr = MatMult(jac,Y,W);CHKERRQ(ierr);
ierr = VecDotRealPart(F,W,&initslope);CHKERRQ(ierr);
if (initslope > 0.0) initslope = -initslope;
if (initslope == 0.0) initslope = -1.0;
}
ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
if (snes->nfuncs >= snes->max_funcs) {
ierr = PetscInfo(snes,"Exceeded maximum function evaluations, while checking full step length!\n");CHKERRQ(ierr);
snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (objective) {
ierr = SNESComputeObjective(snes,W,&g);CHKERRQ(ierr);
} else {
ierr = (*linesearch->ops->snesfunc)(snes,W,G);CHKERRQ(ierr);
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (linesearch->ops->vinorm) {
gnorm = fnorm;
ierr = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
} else {
ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
}
g = PetscSqr(gnorm);
}
if (PetscIsInfOrNanReal(g)) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
ierr = PetscInfo(monitor,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (!objective) {
ierr = PetscInfo2(snes,"Initial fnorm %14.12e gnorm %14.12e\n", (double)fnorm, (double)gnorm);CHKERRQ(ierr);
}
if (.5*g <= .5*f + lambda*alpha*initslope) { /* Sufficient reduction or step tolerance convergence */
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
if (!objective) {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Using full step: fnorm %14.12e gnorm %14.12e\n", (double)fnorm, (double)gnorm);CHKERRQ(ierr);
} else {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Using full step: obj0 %14.12e obj %14.12e\n", (double)f, (double)g);CHKERRQ(ierr);
}
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
} else {
/* Since the full step didn't work and the step is tiny, quit */
if (stol*xnorm > ynorm) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
ierr = PetscInfo2(monitor,"Aborted due to ynorm < stol*xnorm (%14.12e < %14.12e) and inadequate full step.\n",ynorm,stol*xnorm);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
/* Fit points with quadratic */
lambdatemp = -initslope/(g - f - 2.0*lambda*initslope);
lambdaprev = lambda;
gprev = g;
if (lambdatemp > .5*lambda) lambdatemp = .5*lambda;
if (lambdatemp <= .1*lambda) lambda = .1*lambda;
else lambda = lambdatemp;
ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
if (snes->nfuncs >= snes->max_funcs) {
ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while attempting quadratic backtracking! %D \n",snes->nfuncs);CHKERRQ(ierr);
snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (objective) {
ierr = SNESComputeObjective(snes,W,&g);CHKERRQ(ierr);
} else {
ierr = (*linesearch->ops->snesfunc)(snes,W,G);CHKERRQ(ierr);
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) PetscFunctionReturn(0);
if (linesearch->ops->vinorm) {
gnorm = fnorm;
ierr = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
} else {
ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
g = gnorm*gnorm;
}
}
if (PetscIsInfOrNanReal(g)) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
ierr = PetscInfo(monitor,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
if (!objective) {
ierr = PetscViewerASCIIPrintf(monitor," Line search: gnorm after quadratic fit %14.12e\n",(double)gnorm);CHKERRQ(ierr);
} else {
ierr = PetscViewerASCIIPrintf(monitor," Line search: obj after quadratic fit %14.12e\n",(double)g);CHKERRQ(ierr);
}
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
if (.5*g < .5*f + lambda*alpha*initslope) { /* sufficient reduction */
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: Quadratically determined step, lambda=%18.16e\n",(double)lambda);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
} else {
/* Fit points with cubic */
for (count = 0; count < max_its; count++) {
if (lambda <= minlambda) {
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: unable to find good step length! After %D tries \n",count);CHKERRQ(ierr);
if (!objective) {
ierr = PetscViewerASCIIPrintf(monitor,
" Line search: fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",
(double)fnorm, (double)gnorm, (double)ynorm, (double)minlambda, (double)lambda, (double)initslope);CHKERRQ(ierr);
} else {
ierr = PetscViewerASCIIPrintf(monitor,
" Line search: obj(0)=%18.16e, obj=%18.16e, ynorm=%18.16e, minlambda=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",
(double)f, (double)g, (double)ynorm, (double)minlambda, (double)lambda, (double)initslope);CHKERRQ(ierr);
}
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
t1 = .5*(g - f) - lambda*initslope;
t2 = .5*(gprev - f) - lambdaprev*initslope;
a = (t1/(lambda*lambda) - t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
b = (-lambdaprev*t1/(lambda*lambda) + lambda*t2/(lambdaprev*lambdaprev))/(lambda-lambdaprev);
d = b*b - 3*a*initslope;
if (d < 0.0) d = 0.0;
if (a == 0.0) lambdatemp = -initslope/(2.0*b);
else lambdatemp = (-b + PetscSqrtReal(d))/(3.0*a);
} else if (linesearch->order == SNES_LINESEARCH_ORDER_QUADRATIC) {
lambdatemp = -initslope/(g - f - 2.0*initslope);
} else SETERRQ(PetscObjectComm((PetscObject)linesearch), PETSC_ERR_SUP, "unsupported line search order for type bt");
lambdaprev = lambda;
gprev = g;
if (lambdatemp > .5*lambda) lambdatemp = .5*lambda;
if (lambdatemp <= .1*lambda) lambda = .1*lambda;
else lambda = lambdatemp;
ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes,W);CHKERRQ(ierr);
}
if (snes->nfuncs >= snes->max_funcs) {
ierr = PetscInfo1(snes,"Exceeded maximum function evaluations, while looking for good step length! %D \n",count);CHKERRQ(ierr);
if (!objective) {
ierr = PetscInfo5(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lambda=%18.16e, initial slope=%18.16e\n",
(double)fnorm,(double)gnorm,(double)ynorm,(double)lambda,(double)initslope);CHKERRQ(ierr);
}
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
PetscFunctionReturn(0);
}
if (objective) {
ierr = SNESComputeObjective(snes,W,&g);CHKERRQ(ierr);
} else {
ierr = (*linesearch->ops->snesfunc)(snes,W,G);CHKERRQ(ierr);
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (linesearch->ops->vinorm) {
gnorm = fnorm;
ierr = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
} else {
ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
g = gnorm*gnorm;
}
}
if (PetscIsInfOrNanReal(gnorm)) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
ierr = PetscInfo(monitor,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (.5*g < .5*f + lambda*alpha*initslope) { /* is reduction enough? */
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
if (!objective) {
if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Cubically determined step, current gnorm %14.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr);
} else {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Quadratically determined step, current gnorm %14.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr);
}
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
} else {
if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Cubically determined step, obj %14.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr);
} else {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Quadratically determined step, obj %14.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr);
}
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
}
break;
} else if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
if (!objective) {
if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Cubic step no good, shrinking lambda, current gnorm %12.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr);
} else {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Quadratic step no good, shrinking lambda, current gnorm %12.12e lambda=%18.16e\n",(double)gnorm,(double)lambda);CHKERRQ(ierr);
}
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
} else {
if (linesearch->order == SNES_LINESEARCH_ORDER_CUBIC) {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Cubic step no good, shrinking lambda, obj %12.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr);
} else {
ierr = PetscViewerASCIIPrintf(monitor," Line search: Quadratic step no good, shrinking lambda, obj %12.12e lambda=%18.16e\n",(double)g,(double)lambda);CHKERRQ(ierr);
}
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
}
}
}
}
/* postcheck */
ierr = SNESLineSearchPostCheck(linesearch,X,Y,W,&changed_y,&changed_w);CHKERRQ(ierr);
if (changed_y) {
ierr = VecWAXPY(W,-lambda,Y,X);CHKERRQ(ierr);
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, W);CHKERRQ(ierr);
}
}
if (changed_y || changed_w || objective) { /* recompute the function norm if the step has changed or the objective isn't the norm */
ierr = (*linesearch->ops->snesfunc)(snes,W,G);CHKERRQ(ierr);
ierr = SNESGetFunctionDomainError(snes, &domainerror);CHKERRQ(ierr);
if (domainerror) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
if (linesearch->ops->vinorm) {
gnorm = fnorm;
ierr = (*linesearch->ops->vinorm)(snes, G, W, &gnorm);CHKERRQ(ierr);
} else {
ierr = VecNorm(G,NORM_2,&gnorm);CHKERRQ(ierr);
}
ierr = VecNorm(Y,NORM_2,&ynorm);CHKERRQ(ierr);
if (PetscIsInfOrNanReal(gnorm)) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
ierr = PetscInfo(monitor,"Aborted due to Nan or Inf in function evaluation\n");CHKERRQ(ierr);
PetscFunctionReturn(0);
}
}
/* copy the solution over */
ierr = VecCopy(W, X);CHKERRQ(ierr);
ierr = VecCopy(G, F);CHKERRQ(ierr);
ierr = VecNorm(X, NORM_2, &xnorm);CHKERRQ(ierr);
ierr = SNESLineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr);
ierr = SNESLineSearchSetNorms(linesearch, xnorm, gnorm, ynorm);CHKERRQ(ierr);
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);
}
PetscErrorCode SNESQNApply_LBFGS(SNES snes,PetscInt it,Vec Y,Vec X,Vec Xold,Vec D,Vec Dold)
{
PetscErrorCode ierr;
SNES_QN *qn = (SNES_QN*)snes->data;
Vec W = snes->work[3];
Vec *dX = qn->U;
Vec *dF = qn->V;
PetscScalar *alpha = qn->alpha;
PetscScalar *beta = qn->beta;
PetscScalar *dXtdF = qn->dXtdF;
PetscScalar *dFtdX = qn->dFtdX;
PetscScalar *YtdX = qn->YtdX;
/* ksp thing for jacobian scaling */
KSPConvergedReason kspreason;
MatStructure flg = DIFFERENT_NONZERO_PATTERN;
PetscInt k,i,j,g,lits;
PetscInt m = qn->m;
PetscScalar t;
PetscInt l = m;
Mat jac,jac_pre;
PetscFunctionBegin;
if (it < m) l = it;
if (it > 0) {
k = (it - 1) % l;
ierr = VecCopy(D, dF[k]);CHKERRQ(ierr);
ierr = VecAXPY(dF[k], -1.0, Dold);CHKERRQ(ierr);
ierr = VecCopy(X, dX[k]);CHKERRQ(ierr);
ierr = VecAXPY(dX[k], -1.0, Xold);CHKERRQ(ierr);
if (qn->singlereduction) {
ierr = VecMDot(dF[k], l, dX, dXtdF);CHKERRQ(ierr);
ierr = VecMDot(dX[k], l, dF, dFtdX);CHKERRQ(ierr);
for (j = 0; j < l; j++) {
H(k, j) = dFtdX[j];
H(j, k) = dXtdF[j];
}
/* copy back over to make the computation of alpha and beta easier */
for (j = 0; j < l; j++) {
dXtdF[j] = H(j, j);
}
} else {
ierr = VecDot(dX[k], dF[k], &dXtdF[k]);CHKERRQ(ierr);
}
if (qn->scale_type == SNES_QN_SCALE_SHANNO) {
PetscReal dFtdF;
ierr = VecDotRealPart(dF[k],dF[k],&dFtdF);CHKERRQ(ierr);
qn->scaling = PetscRealPart(dXtdF[k])/dFtdF;
} else if (qn->scale_type == SNES_QN_SCALE_LINESEARCH) {
ierr = SNESLineSearchGetLambda(snes->linesearch,&qn->scaling);CHKERRQ(ierr);
}
}
ierr = VecCopy(D,Y);CHKERRQ(ierr);
if (qn->singlereduction) {
ierr = VecMDot(Y,l,dX,YtdX);CHKERRQ(ierr);
}
/* outward recursion starting at iteration k's update and working back */
for (i=0;i<l;i++) {
k = (it-i-1)%l;
if (qn->singlereduction) {
/* construct t = dX[k] dot Y as Y_0 dot dX[k] + sum(-alpha[j]dX[k]dF[j]) */
t = YtdX[k];
for (j=0;j<i;j++) {
g = (it-j-1)%l;
t += -alpha[g]*H(g, k);
}
alpha[k] = t/H(k,k);
} else {
ierr = VecDot(dX[k],Y,&t);CHKERRQ(ierr);
alpha[k] = t/dXtdF[k];
}
if (qn->monitor) {
ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(qn->monitor, "it: %d k: %d alpha: %14.12e\n", it, k, PetscRealPart(alpha[k]));CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
}
ierr = VecAXPY(Y,-alpha[k],dF[k]);CHKERRQ(ierr);
}
if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
ierr = SNESGetJacobian(snes, &jac, &jac_pre, PETSC_NULL, PETSC_NULL);CHKERRQ(ierr);
ierr = KSPSetOperators(snes->ksp,jac,jac_pre,flg);CHKERRQ(ierr);
ierr = SNES_KSPSolve(snes,snes->ksp,Y,W);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;
PetscFunctionReturn(0);
}
}
ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr);
snes->linear_its += lits;
ierr = VecCopy(W, Y);CHKERRQ(ierr);
} else {
ierr = VecScale(Y, qn->scaling);CHKERRQ(ierr);
}
if (qn->singlereduction) {
ierr = VecMDot(Y,l,dF,YtdX);CHKERRQ(ierr);
}
/* inward recursion starting at the first update and working forward */
for (i = 0; i < l; i++) {
k = (it + i - l) % l;
if (qn->singlereduction) {
t = YtdX[k];
for (j = 0; j < i; j++) {
g = (it + j - l) % l;
t += (alpha[g] - beta[g])*H(k, g);
}
beta[k] = t / H(k, k);
} else {
ierr = VecDot(dF[k], Y, &t);CHKERRQ(ierr);
beta[k] = t / dXtdF[k];
}
ierr = VecAXPY(Y, (alpha[k] - beta[k]), dX[k]);CHKERRQ(ierr);
if (qn->monitor) {
ierr = PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(qn->monitor, "it: %d k: %d alpha - beta: %14.12e\n", it, k, PetscRealPart(alpha[k] - beta[k]));CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);CHKERRQ(ierr);
}
}
PetscFunctionReturn(0);
}
static PetscErrorCode SNESLineSearchApply_NLEQERR(SNESLineSearch linesearch)
{
PetscBool changed_y,changed_w;
PetscErrorCode ierr;
Vec X,F,Y,W,G;
SNES snes;
PetscReal fnorm, xnorm, ynorm, gnorm, wnorm;
PetscReal lambda, minlambda, stol;
PetscViewer monitor;
PetscInt max_its, count, snes_iteration;
PetscReal theta, mudash, lambdadash;
SNESLineSearch_NLEQERR *nleqerr = (SNESLineSearch_NLEQERR*)linesearch->data;
KSPConvergedReason kspreason;
PetscFunctionBegin;
ierr = PetscCitationsRegister(NLEQERR_citation, &NLEQERR_cited);CHKERRQ(ierr);
ierr = SNESLineSearchGetVecs(linesearch, &X, &F, &Y, &W, &G);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr);
ierr = SNESLineSearchGetLambda(linesearch, &lambda);CHKERRQ(ierr);
ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr);
ierr = SNESLineSearchGetDefaultMonitor(linesearch, &monitor);CHKERRQ(ierr);
ierr = SNESLineSearchGetTolerances(linesearch,&minlambda,NULL,NULL,NULL,NULL,&max_its);CHKERRQ(ierr);
ierr = SNESGetTolerances(snes,NULL,NULL,&stol,NULL,NULL);CHKERRQ(ierr);
/* reset the state of the Lipschitz estimates */
ierr = SNESGetIterationNumber(snes, &snes_iteration);CHKERRQ(ierr);
if (!snes_iteration) {
ierr = SNESLineSearchReset_NLEQERR(linesearch);CHKERRQ(ierr);
}
/* precheck */
ierr = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr);
ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_SUCCEEDED);CHKERRQ(ierr);
ierr = VecNormBegin(Y, NORM_2, &ynorm);CHKERRQ(ierr);
ierr = VecNormBegin(X, NORM_2, &xnorm);CHKERRQ(ierr);
ierr = VecNormEnd(Y, NORM_2, &ynorm);CHKERRQ(ierr);
ierr = VecNormEnd(X, NORM_2, &xnorm);CHKERRQ(ierr);
/* Note: Y is *minus* the Newton step. For whatever reason PETSc doesn't solve with the minus on the RHS. */
if (ynorm == 0.0) {
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: Initial direction and size is 0\n");CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
ierr = VecCopy(X,W);CHKERRQ(ierr);
ierr = VecCopy(F,G);CHKERRQ(ierr);
ierr = SNESLineSearchSetNorms(linesearch,xnorm,fnorm,ynorm);CHKERRQ(ierr);
ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_REDUCT);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
/* At this point, we've solved the Newton system for delta_x, and we assume that
its norm is greater than the solution tolerance (otherwise we wouldn't be in
here). So let's go ahead and estimate the Lipschitz constant.
W contains bar_delta_x_prev at this point. */
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: norm of Newton step: %14.12e\n", (double) ynorm);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
/* this needs information from a previous iteration, so can't do it on the first one */
if (nleqerr->norm_delta_x_prev > 0 && nleqerr->norm_bar_delta_x_prev > 0) {
ierr = VecWAXPY(G, +1.0, Y, W);CHKERRQ(ierr); /* bar_delta_x - delta_x; +1 because Y is -delta_x */
ierr = VecNormBegin(G, NORM_2, &gnorm);CHKERRQ(ierr);
ierr = VecNormEnd(G, NORM_2, &gnorm);CHKERRQ(ierr);
nleqerr->mu_curr = nleqerr->lambda_prev * (nleqerr->norm_delta_x_prev * nleqerr->norm_bar_delta_x_prev) / (gnorm * ynorm);
lambda = PetscMin(1.0, nleqerr->mu_curr);
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: Lipschitz estimate: %14.12e; lambda: %14.12e\n", (double) nleqerr->mu_curr, (double) lambda);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
} else {
lambda = linesearch->damping;
}
/* The main while loop of the algorithm.
At the end of this while loop, G should have the accepted new X in it. */
count = 0;
while (PETSC_TRUE) {
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: entering iteration with lambda: %14.12e\n", lambda);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
/* Check that we haven't performed too many iterations */
count += 1;
if (count >= max_its) {
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: maximum iterations reached\n");CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_REDUCT);CHKERRQ(ierr);
PetscFunctionReturn(0);
}
/* Now comes the Regularity Test. */
if (lambda <= minlambda) {
/* This isn't what is suggested by Deuflhard, but it works better in my experience */
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: lambda has reached lambdamin, taking full Newton step\n");CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
lambda = 1.0;
ierr = VecWAXPY(G, -lambda, Y, X);CHKERRQ(ierr);
/* and clean up the state for next time */
ierr = SNESLineSearchReset_NLEQERR(linesearch);CHKERRQ(ierr);
/*
The clang static analyzer detected a problem here; once the loop is broken the values
nleqerr->norm_delta_x_prev = ynorm;
nleqerr->norm_bar_delta_x_prev = wnorm;
are set, but wnorm has not even been computed.
I don't know if this is the correct fix but by setting ynorm and wnorm to -1.0 at
least the linesearch object is kept in the state set by the SNESLineSearchReset_NLEQERR() call above
*/
ynorm = wnorm = -1.0;
break;
}
/* Compute new trial iterate */
ierr = VecWAXPY(W, -lambda, Y, X);CHKERRQ(ierr);
ierr = SNESComputeFunction(snes, W, G);CHKERRQ(ierr);
/* Solve linear system for bar_delta_x_curr: old Jacobian, new RHS. Note absence of minus sign, compared to Deuflhard, in keeping with PETSc convention */
ierr = KSPSolve(snes->ksp, G, W);CHKERRQ(ierr);
ierr = KSPGetConvergedReason(snes->ksp, &kspreason);CHKERRQ(ierr);
if (kspreason < 0) {
ierr = PetscInfo(snes,"Solution for \\bar{delta x}^{k+1} failed.");CHKERRQ(ierr);
}
/* W now contains -bar_delta_x_curr. */
ierr = VecNorm(W, NORM_2, &wnorm);CHKERRQ(ierr);
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: norm of simplified Newton update: %14.12e\n", (double) wnorm);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
/* compute the monitoring quantities theta and mudash. */
theta = wnorm / ynorm;
ierr = VecWAXPY(G, -(1.0 - lambda), Y, W);CHKERRQ(ierr);
ierr = VecNorm(G, NORM_2, &gnorm);CHKERRQ(ierr);
mudash = (0.5 * ynorm * lambda * lambda) / gnorm;
/* Check for termination of the linesearch */
if (theta >= 1.0) {
/* need to go around again with smaller lambda */
if (monitor) {
ierr = PetscViewerASCIIAddTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(monitor," Line search: monotonicity check failed, ratio: %14.12e\n", (double) theta);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
lambda = PetscMin(mudash, 0.5 * lambda);
lambda = PetscMax(lambda, minlambda);
/* continue through the loop, i.e. go back to regularity test */
} else {
/* linesearch terminated */
lambdadash = PetscMin(1.0, mudash);
if (lambdadash == 1.0 && lambda == 1.0 && wnorm <= stol) {
/* store the updated state, X - Y - W, in G:
I need to keep W for the next linesearch */
ierr = VecCopy(X, G);CHKERRQ(ierr);
ierr = VecAXPY(G, -1.0, Y);CHKERRQ(ierr);
ierr = VecAXPY(G, -1.0, W);CHKERRQ(ierr);
break;
}
/* Deuflhard suggests to add the following:
else if (lambdadash >= 4.0 * lambda) {
lambda = lambdadash;
}
to continue through the loop, i.e. go back to regularity test.
I deliberately exclude this, as I have practical experience of this
getting stuck in infinite loops (on e.g. an Allen--Cahn problem). */
else {
/* accept iterate without adding on, i.e. don't use bar_delta_x;
again, I need to keep W for the next linesearch */
ierr = VecWAXPY(G, -lambda, Y, X);CHKERRQ(ierr);
break;
}
}
}
if (linesearch->ops->viproject) {
ierr = (*linesearch->ops->viproject)(snes, G);CHKERRQ(ierr);
}
/* W currently contains -bar_delta_u. Scale it so that it contains bar_delta_u. */
ierr = VecScale(W, -1.0);CHKERRQ(ierr);
/* postcheck */
ierr = SNESLineSearchPostCheck(linesearch,X,Y,G,&changed_y,&changed_w);CHKERRQ(ierr);
if (changed_y || changed_w) {
ierr = SNESLineSearchSetReason(linesearch, SNES_LINESEARCH_FAILED_USER);CHKERRQ(ierr);
ierr = PetscInfo(snes,"Changing the search direction here doesn't make sense.\n");CHKERRQ(ierr);
PetscFunctionReturn(0);
}
/* copy the solution and information from this iteration over */
nleqerr->norm_delta_x_prev = ynorm;
nleqerr->norm_bar_delta_x_prev = wnorm;
nleqerr->lambda_prev = lambda;
ierr = VecCopy(G, X);CHKERRQ(ierr);
ierr = SNESComputeFunction(snes, X, F);CHKERRQ(ierr);
ierr = VecNorm(X, NORM_2, &xnorm);CHKERRQ(ierr);
ierr = VecNorm(F, NORM_2, &fnorm);CHKERRQ(ierr);
ierr = SNESLineSearchSetLambda(linesearch, lambda);CHKERRQ(ierr);
ierr = SNESLineSearchSetNorms(linesearch, xnorm, fnorm, (ynorm < 0 ? PETSC_INFINITY : ynorm));CHKERRQ(ierr);
PetscFunctionReturn(0);
}
