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 SNESSolve_KSPONLY(SNES snes)
{
PetscErrorCode ierr;
PetscInt lits;
Vec Y,X,F;
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);
}
snes->numFailures = 0;
snes->numLinearSolveFailures = 0;
snes->reason = SNES_CONVERGED_ITERATING;
snes->iter = 0;
snes->norm = 0.0;
X = snes->vec_sol;
F = snes->vec_func;
Y = snes->vec_sol_update;
ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
if (snes->numbermonitors) {
PetscReal fnorm;
ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);
ierr = SNESMonitor(snes,0,fnorm);CHKERRQ(ierr);
}
/* Call general purpose update function */
if (snes->ops->update) {
ierr = (*snes->ops->update)(snes, 0);CHKERRQ(ierr);
}
/* Solve J Y = F, where J is Jacobian matrix */
ierr = SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr);
ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr);
ierr = KSPSolve(snes->ksp,F,Y);CHKERRQ(ierr);
snes->reason = SNES_CONVERGED_ITS;
SNESCheckKSPSolve(snes);
ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr);
snes->linear_its += lits;
ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr);
snes->iter++;
/* Take the computed step. */
ierr = VecAXPY(X,-1.0,Y);CHKERRQ(ierr);
if (snes->numbermonitors) {
PetscReal fnorm;
ierr = SNESComputeFunction(snes,X,F);CHKERRQ(ierr);
ierr = VecNorm(F,NORM_2,&fnorm);CHKERRQ(ierr);
ierr = SNESMonitor(snes,1,fnorm);CHKERRQ(ierr);
}
PetscFunctionReturn(0);
}
PetscErrorCode SNESSolve_NEWTONLS(SNES snes)
{
PetscErrorCode ierr;
PetscInt maxits,i,lits;
SNESLineSearchReason lssucceed;
PetscReal fnorm,gnorm,xnorm,ynorm;
Vec Y,X,F;
SNESLineSearch linesearch;
SNESConvergedReason reason;
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);
snes->numFailures = 0;
snes->numLinearSolveFailures = 0;
snes->reason = SNES_CONVERGED_ITERATING;
maxits = snes->max_its; /* maximum number of iterations */
X = snes->vec_sol; /* solution vector */
F = snes->vec_func; /* residual vector */
Y = snes->vec_sol_update; /* newton step */
ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
snes->iter = 0;
snes->norm = 0.0;
ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
ierr = SNESGetLineSearch(snes, &linesearch);CHKERRQ(ierr);
/* compute the preconditioned function first in the case of left preconditioning with preconditioned function */
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 = VecNormBegin(F,NORM_2,&fnorm);CHKERRQ(ierr);
ierr = VecNormEnd(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); /* fnorm <- ||F|| */
SNESCheckFunctionNorm(snes,fnorm);
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);
for (i=0; i<maxits; i++) {
/* Call general purpose update function */
if (snes->ops->update) {
ierr = (*snes->ops->update)(snes, snes->iter);CHKERRQ(ierr);
}
/* apply the nonlinear preconditioner */
if (snes->pc) {
if (snes->pcside == PC_RIGHT) {
ierr = SNESSetInitialFunction(snes->pc, F);CHKERRQ(ierr);
ierr = PetscLogEventBegin(SNES_NPCSolve,snes->pc,X,snes->vec_rhs,0);CHKERRQ(ierr);
ierr = SNESSolve(snes->pc, snes->vec_rhs, X);CHKERRQ(ierr);
ierr = PetscLogEventEnd(SNES_NPCSolve,snes->pc,X,snes->vec_rhs,0);CHKERRQ(ierr);
ierr = SNESGetConvergedReason(snes->pc,&reason);CHKERRQ(ierr);
if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
snes->reason = SNES_DIVERGED_INNER;
PetscFunctionReturn(0);
}
ierr = SNESGetNPCFunction(snes,F,&fnorm);CHKERRQ(ierr);
} else if (snes->pcside == PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
ierr = SNESApplyNPC(snes,X,F,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);
}
}
}
/* Solve J Y = F, where J is Jacobian matrix */
ierr = SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr);
ierr = KSPSetOperators(snes->ksp,snes->jacobian,snes->jacobian_pre);CHKERRQ(ierr);
ierr = KSPSolve(snes->ksp,F,Y);CHKERRQ(ierr);
SNESCheckKSPSolve(snes);
ierr = KSPGetIterationNumber(snes->ksp,&lits);CHKERRQ(ierr);
snes->linear_its += lits;
ierr = PetscInfo2(snes,"iter=%D, linear solve iterations=%D\n",snes->iter,lits);CHKERRQ(ierr);
if (PetscLogPrintInfo) {
ierr = SNESNEWTONLSCheckResidual_Private(snes,snes->jacobian,F,Y);CHKERRQ(ierr);
}
/* Compute a (scaled) negative update in the line search routine:
X <- X - lambda*Y
and evaluate F = function(X) (depends on the line search).
*/
gnorm = fnorm;
ierr = SNESLineSearchApply(linesearch, X, F, &fnorm, Y);CHKERRQ(ierr);
ierr = SNESLineSearchGetReason(linesearch, &lssucceed);CHKERRQ(ierr);
ierr = SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm);CHKERRQ(ierr);
ierr = PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",(double)gnorm,(double)fnorm,(double)ynorm,(int)lssucceed);CHKERRQ(ierr);
if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
SNESCheckFunctionNorm(snes,fnorm);
if (lssucceed) {
if (snes->stol*xnorm > ynorm) {
snes->reason = SNES_CONVERGED_SNORM_RELATIVE;
PetscFunctionReturn(0);
}
if (++snes->numFailures >= snes->maxFailures) {
PetscBool ismin;
snes->reason = SNES_DIVERGED_LINE_SEARCH;
ierr = SNESNEWTONLSCheckLocalMin_Private(snes,snes->jacobian,F,fnorm,&ismin);CHKERRQ(ierr);
if (ismin) snes->reason = SNES_DIVERGED_LOCAL_MIN;
break;
}
}
/* Monitor convergence */
ierr = PetscObjectSAWsTakeAccess((PetscObject)snes);CHKERRQ(ierr);
snes->iter = i+1;
snes->norm = fnorm;
ierr = PetscObjectSAWsGrantAccess((PetscObject)snes);CHKERRQ(ierr);
ierr = SNESLogConvergenceHistory(snes,snes->norm,lits);CHKERRQ(ierr);
ierr = SNESMonitor(snes,snes->iter,snes->norm);CHKERRQ(ierr);
/* Test for convergence */
ierr = (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);CHKERRQ(ierr);
if (snes->reason) break;
}
if (i == maxits) {
ierr = PetscInfo1(snes,"Maximum number of iterations has been reached: %D\n",maxits);CHKERRQ(ierr);
if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
}
PetscFunctionReturn(0);
}
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);
}
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);
}
