/*@C
SNESUpdateCheckJacobian - Checks each Jacobian computed by the nonlinear solver comparing the users function with a finite difference computation.
Options Database:
+ -snes_check_jacobian - use this every time SNESSolve() is called
- -snes_check_jacobian_view - Display difference between approximate and hand-coded Jacobian
Level: intermediate
.seealso: SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESNEWTONTR, SNESSolve()
@*/
PetscErrorCode SNESUpdateCheckJacobian(SNES snes,PetscInt it)
{
Mat A = snes->jacobian,B;
Vec x = snes->vec_sol,f = snes->vec_func,f1 = snes->vec_sol_update;
PetscErrorCode ierr;
PetscReal nrm,gnorm;
PetscErrorCode (*objective)(SNES,Vec,PetscReal*,void*);
void *ctx;
PetscReal fnorm,f1norm,dnorm;
PetscInt m,n,M,N;
PetscBool complete_print = PETSC_FALSE;
void *functx;
PetscViewer viewer = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
PetscFunctionBegin;
ierr = PetscOptionsHasName(((PetscObject)snes)->prefix,"-snes_check_jacobian_view",&complete_print);CHKERRQ(ierr);
if (A != snes->jacobian_pre) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONG,"Cannot check Jacobian with alternative preconditioner");
ierr = PetscViewerASCIIAddTab(viewer,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(viewer," Testing hand-coded Jacobian, if the ratio is O(1.e-8), the hand-coded Jacobian is probably correct.\n");CHKERRQ(ierr);
if (!complete_print) {
ierr = PetscViewerASCIIPrintf(viewer," Run with -snes_check_jacobian_view [viewer][:filename][:format] to show difference of hand-coded and finite difference Jacobian.\n");CHKERRQ(ierr);
}
/* compute both versions of Jacobian */
ierr = SNESComputeJacobian(snes,x,A,A);CHKERRQ(ierr);
ierr = MatCreate(PetscObjectComm((PetscObject)A),&B);CHKERRQ(ierr);
ierr = MatGetSize(A,&M,&N);CHKERRQ(ierr);
ierr = MatGetLocalSize(A,&m,&n);CHKERRQ(ierr);
ierr = MatSetSizes(B,m,n,M,N);CHKERRQ(ierr);
ierr = MatSetType(B,((PetscObject)A)->type_name);CHKERRQ(ierr);
ierr = MatSetUp(B);CHKERRQ(ierr);
ierr = MatSetOption(B,MAT_NEW_NONZERO_ALLOCATION_ERR,PETSC_FALSE);CHKERRQ(ierr);
ierr = SNESGetFunction(snes,NULL,NULL,&functx);CHKERRQ(ierr);
ierr = SNESComputeJacobianDefault(snes,x,B,B,functx);CHKERRQ(ierr);
if (complete_print) {
ierr = PetscViewerASCIIPrintf(viewer," Finite difference Jacobian\n");CHKERRQ(ierr);
ierr = MatViewFromOptions(B,((PetscObject)snes)->prefix,"-snes_check_jacobian_view");CHKERRQ(ierr);
}
/* compare */
ierr = MatAYPX(B,-1.0,A,DIFFERENT_NONZERO_PATTERN);CHKERRQ(ierr);
ierr = MatNorm(B,NORM_FROBENIUS,&nrm);CHKERRQ(ierr);
ierr = MatNorm(A,NORM_FROBENIUS,&gnorm);CHKERRQ(ierr);
if (complete_print) {
ierr = PetscViewerASCIIPrintf(viewer," Hand-coded Jacobian\n");CHKERRQ(ierr);
ierr = MatViewFromOptions(A,((PetscObject)snes)->prefix,"-snes_check_jacobian_view");CHKERRQ(ierr);
ierr = PetscViewerASCIIPrintf(viewer," Hand-coded minus finite difference Jacobian\n");CHKERRQ(ierr);
ierr = MatViewFromOptions(B,((PetscObject)snes)->prefix,"-snes_check_jacobian_view");CHKERRQ(ierr);
}
if (!gnorm) gnorm = 1; /* just in case */
ierr = PetscViewerASCIIPrintf(viewer," %g = ||J - Jfd||//J|| %g = ||J - Jfd||\n",(double)(nrm/gnorm),(double)nrm);CHKERRQ(ierr);
ierr = SNESGetObjective(snes,&objective,&ctx);CHKERRQ(ierr);
if (objective) {
ierr = SNESComputeFunction(snes,x,f);CHKERRQ(ierr);
ierr = VecNorm(f,NORM_2,&fnorm);CHKERRQ(ierr);
if (complete_print) {
ierr = PetscViewerASCIIPrintf(viewer," Hand-coded Objective Function \n");CHKERRQ(ierr);
ierr = VecView(f,viewer);CHKERRQ(ierr);
}
ierr = SNESObjectiveComputeFunctionDefaultFD(snes,x,f1,NULL);CHKERRQ(ierr);
ierr = VecNorm(f1,NORM_2,&f1norm);CHKERRQ(ierr);
if (complete_print) {
ierr = PetscViewerASCIIPrintf(viewer," Finite-Difference Objective Function\n");CHKERRQ(ierr);
ierr = VecView(f1,viewer);CHKERRQ(ierr);
}
/* compare the two */
ierr = VecAXPY(f,-1.0,f1);CHKERRQ(ierr);
ierr = VecNorm(f,NORM_2,&dnorm);CHKERRQ(ierr);
if (!fnorm) fnorm = 1.;
ierr = PetscViewerASCIIPrintf(viewer," %g = Norm of objective function ratio %g = difference\n",dnorm/fnorm,dnorm);CHKERRQ(ierr);
if (complete_print) {
ierr = PetscViewerASCIIPrintf(viewer," Difference\n");CHKERRQ(ierr);
ierr = VecView(f,viewer);CHKERRQ(ierr);
}
}
ierr = PetscViewerASCIISubtractTab(viewer,((PetscObject)snes)->tablevel);CHKERRQ(ierr);
ierr = MatDestroy(&B);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);
}
PetscErrorCode SNESSolve_Test(SNES snes)
{
Mat A = snes->jacobian,B;
Vec x = snes->vec_sol,f = snes->vec_func,f1 = snes->vec_sol_update;
PetscErrorCode ierr;
PetscInt i;
PetscReal nrm,gnorm;
SNES_Test *neP = (SNES_Test*)snes->data;
PetscErrorCode (*objective)(SNES,Vec,PetscReal*,void*);
void *ctx;
PetscReal fnorm,f1norm,dnorm;
PetscFunctionBegin;
if (A != snes->jacobian_pre) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONG,"Cannot test with alternative preconditioner");
ierr = PetscPrintf(PetscObjectComm((PetscObject)snes),"Testing hand-coded Jacobian, if the ratio is\n");CHKERRQ(ierr);
ierr = PetscPrintf(PetscObjectComm((PetscObject)snes),"O(1.e-8), the hand-coded Jacobian is probably correct.\n");CHKERRQ(ierr);
if (!neP->complete_print) {
ierr = PetscPrintf(PetscObjectComm((PetscObject)snes),"Run with -snes_test_display to show difference\n");CHKERRQ(ierr);
ierr = PetscPrintf(PetscObjectComm((PetscObject)snes),"of hand-coded and finite difference Jacobian.\n");CHKERRQ(ierr);
}
for (i=0; i<3; i++) {
void *functx;
static const char *const loc[] = {"user-defined state","constant state -1.0","constant state 1.0"};
PetscInt m,n,M,N;
if (i == 1) {
ierr = VecSet(x,-1.0);CHKERRQ(ierr);
} else if (i == 2) {
ierr = VecSet(x,1.0);CHKERRQ(ierr);
}
/* evaluate the function at this point because SNESComputeJacobianDefaultColor() assumes that the function has been evaluated and put into snes->vec_func */
ierr = SNESComputeFunction(snes,x,f);CHKERRQ(ierr);
if (snes->domainerror) {
ierr = PetscPrintf(PetscObjectComm((PetscObject)snes),"Domain error at %s\n",loc[i]);CHKERRQ(ierr);
snes->domainerror = PETSC_FALSE;
continue;
}
/* compute both versions of Jacobian */
ierr = SNESComputeJacobian(snes,x,A,A);CHKERRQ(ierr);
ierr = MatCreate(PetscObjectComm((PetscObject)A),&B);CHKERRQ(ierr);
ierr = MatGetSize(A,&M,&N);CHKERRQ(ierr);
ierr = MatGetLocalSize(A,&m,&n);CHKERRQ(ierr);
ierr = MatSetSizes(B,m,n,M,N);CHKERRQ(ierr);
ierr = MatSetType(B,((PetscObject)A)->type_name);CHKERRQ(ierr);
ierr = MatSetUp(B);CHKERRQ(ierr);
ierr = MatSetOption(B,MAT_NEW_NONZERO_ALLOCATION_ERR,PETSC_FALSE);CHKERRQ(ierr);
ierr = SNESGetFunction(snes,NULL,NULL,&functx);CHKERRQ(ierr);
ierr = SNESComputeJacobianDefault(snes,x,B,B,functx);CHKERRQ(ierr);
if (neP->complete_print) {
MPI_Comm comm;
PetscViewer viewer;
ierr = PetscPrintf(PetscObjectComm((PetscObject)snes),"Finite difference Jacobian (%s)\n",loc[i]);CHKERRQ(ierr);
ierr = PetscObjectGetComm((PetscObject)B,&comm);CHKERRQ(ierr);
ierr = PetscViewerASCIIGetStdout(comm,&viewer);CHKERRQ(ierr);
ierr = MatView(B,viewer);CHKERRQ(ierr);
}
/* compare */
ierr = MatAYPX(B,-1.0,A,DIFFERENT_NONZERO_PATTERN);CHKERRQ(ierr);
ierr = MatNorm(B,NORM_FROBENIUS,&nrm);CHKERRQ(ierr);
ierr = MatNorm(A,NORM_FROBENIUS,&gnorm);CHKERRQ(ierr);
if (neP->complete_print) {
MPI_Comm comm;
PetscViewer viewer;
ierr = PetscPrintf(PetscObjectComm((PetscObject)snes),"Hand-coded Jacobian (%s)\n",loc[i]);CHKERRQ(ierr);
ierr = PetscObjectGetComm((PetscObject)B,&comm);CHKERRQ(ierr);
ierr = PetscViewerASCIIGetStdout(comm,&viewer);CHKERRQ(ierr);
ierr = MatView(A,viewer);CHKERRQ(ierr);
ierr = PetscPrintf(PetscObjectComm((PetscObject)snes),"Hand-coded minus finite difference Jacobian (%s)\n",loc[i]);CHKERRQ(ierr);
ierr = MatView(B,viewer);CHKERRQ(ierr);
}
if (!gnorm) gnorm = 1; /* just in case */
ierr = PetscPrintf(PetscObjectComm((PetscObject)snes),"Norm of matrix ratio %g difference %g (%s)\n",(double)(nrm/gnorm),(double)nrm,loc[i]);CHKERRQ(ierr);
ierr = SNESGetObjective(snes,&objective,&ctx);CHKERRQ(ierr);
if (objective) {
ierr = SNESComputeFunction(snes,x,f);CHKERRQ(ierr);
ierr = VecNorm(f,NORM_2,&fnorm);CHKERRQ(ierr);
if (neP->complete_print) {
PetscViewer viewer;
ierr = PetscPrintf(PetscObjectComm((PetscObject)snes),"Hand-coded Function (%s)\n",loc[i]);CHKERRQ(ierr);
ierr = PetscViewerASCIIGetStdout(PetscObjectComm((PetscObject)snes),&viewer);CHKERRQ(ierr);
ierr = VecView(f,viewer);CHKERRQ(ierr);
}
ierr = SNESObjectiveComputeFunctionDefaultFD(snes,x,f1,NULL);CHKERRQ(ierr);
ierr = VecNorm(f1,NORM_2,&f1norm);CHKERRQ(ierr);
if (neP->complete_print) {
PetscViewer viewer;
ierr = PetscPrintf(PetscObjectComm((PetscObject)snes),"Finite-Difference Function (%s)\n",loc[i]);CHKERRQ(ierr);
ierr = PetscViewerASCIIGetStdout(PetscObjectComm((PetscObject)snes),&viewer);CHKERRQ(ierr);
ierr = VecView(f1,viewer);CHKERRQ(ierr);
}
/* compare the two */
ierr = VecAXPY(f,-1.0,f1);CHKERRQ(ierr);
ierr = VecNorm(f,NORM_2,&dnorm);CHKERRQ(ierr);
if (!fnorm) fnorm = 1.;
ierr = PetscPrintf(PetscObjectComm((PetscObject)snes),"Norm of function ratio %g difference %g (%s)\n",dnorm/fnorm,dnorm,loc[i]);CHKERRQ(ierr);
if (neP->complete_print) {
PetscViewer viewer;
ierr = PetscPrintf(PetscObjectComm((PetscObject)snes),"Difference (%s)\n",loc[i]);CHKERRQ(ierr);
ierr = PetscViewerASCIIGetStdout(PetscObjectComm((PetscObject)snes),&viewer);CHKERRQ(ierr);
ierr = VecView(f,viewer);CHKERRQ(ierr);
}
}
ierr = MatDestroy(&B);CHKERRQ(ierr);
}
/*
Abort after the first iteration due to the jacobian not being valid.
*/
SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE,"SNESTest aborts after Jacobian test");
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;
PetscErrorCode (*objective)(SNES,Vec,PetscReal*,void*);
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 = SNESLineSearchSetSuccess(linesearch, PETSC_TRUE);CHKERRQ(ierr);
ierr = SNESLineSearchGetTolerances(linesearch, &steptol, &maxstep, &rtol, &atol, <ol, &max_its);CHKERRQ(ierr);
ierr = SNESLineSearchGetMonitor(linesearch, &monitor);CHKERRQ(ierr);
ierr = SNESGetObjective(snes,&objective,NULL);CHKERRQ(ierr);
/* precheck */
ierr = SNESLineSearchPreCheck(linesearch,X,Y,&changed_y);CHKERRQ(ierr);
lambda_old = 0.0;
if (!objective) {
fnrm_old = gnorm*gnorm;
} else {
ierr = SNESComputeObjective(snes,X,&fnrm_old);CHKERRQ(ierr);
}
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);
}
if (!objective) {
ierr = (*linesearch->ops->snesfunc)(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);
}
/* 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);
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_mid = fnrm_mid*fnrm_mid;
fnrm = fnrm*fnrm;
} else {
/* compute the objective at the midpoint */
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -lambda_mid, Y);CHKERRQ(ierr);
ierr = SNESComputeObjective(snes,W,&fnrm_mid);CHKERRQ(ierr);
/* compute the objective at the midpoint */
ierr = VecCopy(X, W);CHKERRQ(ierr);
ierr = VecAXPY(W, -lambda, Y);CHKERRQ(ierr);
ierr = SNESComputeObjective(snes,W,&fnrm);CHKERRQ(ierr);
}
/* 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);
if (!objective) {
ierr = PetscViewerASCIIPrintf(monitor," Line search: lambdas = [%g, %g, %g], fnorms = [%g, %g, %g]\n",
(double)lambda, (double)lambda_mid, (double)lambda_old, (double)PetscSqrtReal(fnrm), (double)PetscSqrtReal(fnrm_mid), (double)PetscSqrtReal(fnrm_old));CHKERRQ(ierr);
} else {
ierr = PetscViewerASCIIPrintf(monitor," Line search: lambdas = [%g, %g, %g], obj = [%g, %g, %g]\n",
(double)lambda, (double)lambda_mid, (double)lambda_old, (double)fnrm, (double)fnrm_mid, (double)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 = (*linesearch->ops->snesfunc)(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", (double)lambda, (double)gnorm);CHKERRQ(ierr);
ierr = PetscViewerASCIISubtractTab(monitor,((PetscObject)linesearch)->tablevel);CHKERRQ(ierr);
}
if (lambda <= steptol) {
ierr = SNESLineSearchSetSuccess(linesearch, PETSC_FALSE);CHKERRQ(ierr);
}
PetscFunctionReturn(0);
}
