Actual source code: snesncg.c
1: #include <../src/snes/impls/ncg/snesncgimpl.h>
2: const char *const SNESNCGTypes[] = {"FR", "PRP", "HS", "DY", "CD", "SNESNCGType", "SNES_NCG_", NULL};
4: static PetscErrorCode SNESDestroy_NCG(SNES snes)
5: {
6: PetscFunctionBegin;
7: PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNCGSetType_C", NULL));
8: PetscCall(PetscFree(snes->data));
9: PetscFunctionReturn(PETSC_SUCCESS);
10: }
12: static PetscErrorCode SNESSetUp_NCG(SNES snes)
13: {
14: PetscFunctionBegin;
15: PetscCall(SNESSetWorkVecs(snes, 2));
16: PetscCheck(snes->npcside != PC_RIGHT, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONGSTATE, "SNESNCG only supports left preconditioning");
17: if (snes->functype == SNES_FUNCTION_DEFAULT) snes->functype = SNES_FUNCTION_UNPRECONDITIONED;
18: PetscFunctionReturn(PETSC_SUCCESS);
19: }
21: static PetscErrorCode SNESLineSearchApply_NCGLinear(SNESLineSearch linesearch)
22: {
23: PetscScalar alpha, ptAp;
24: Vec X, Y, F, W;
25: SNES snes;
26: PetscReal *fnorm, *xnorm, *ynorm;
28: PetscFunctionBegin;
29: PetscCall(SNESLineSearchGetSNES(linesearch, &snes));
30: X = linesearch->vec_sol;
31: W = linesearch->vec_sol_new;
32: F = linesearch->vec_func;
33: Y = linesearch->vec_update;
34: fnorm = &linesearch->fnorm;
35: xnorm = &linesearch->xnorm;
36: ynorm = &linesearch->ynorm;
38: if (!snes->jacobian) PetscCall(SNESSetUpMatrices(snes));
40: /*
41: The exact step size for unpreconditioned linear CG is just:
42: alpha = (r, r) / (p, Ap) = (f, f) / (y, Jy)
43: */
44: PetscCall(SNESComputeJacobian(snes, X, snes->jacobian, snes->jacobian_pre));
45: PetscCall(VecDot(F, F, &alpha));
46: PetscCall(MatMult(snes->jacobian, Y, W));
47: PetscCall(VecDot(Y, W, &ptAp));
48: alpha = alpha / ptAp;
49: PetscCall(VecAXPY(X, -alpha, Y));
50: PetscCall(SNESComputeFunction(snes, X, F));
52: PetscCall(VecNorm(F, NORM_2, fnorm));
53: PetscCall(VecNorm(X, NORM_2, xnorm));
54: PetscCall(VecNorm(Y, NORM_2, ynorm));
55: PetscFunctionReturn(PETSC_SUCCESS);
56: }
58: /*MC
59: SNESLINESEARCHNCGLINEAR - Special line search only for the nonlinear CG solver `SNESNCG`
61: This line search uses the length "as if" the problem is linear (that is what is computed by the linear CG method) using the Jacobian of the function.
62: alpha = (r, r) / (p, Ap) = (f, f) / (y, Jy) where r (f) is the current residual (function value), p (y) is the current search direction.
64: Level: advanced
66: Notes:
67: This requires a Jacobian-vector product but does not require the solution of a linear system with the Jacobian
69: This is a "odd-ball" line search, we don't know if it is in the literature or used in practice by anyone.
71: .seealso: [](ch_snes), `SNES`, `SNESNCG`, `SNESLineSearchCreate()`, `SNESLineSearchSetType()`
72: M*/
74: PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_NCGLinear(SNESLineSearch linesearch)
75: {
76: PetscFunctionBegin;
77: linesearch->ops->apply = SNESLineSearchApply_NCGLinear;
78: linesearch->ops->destroy = NULL;
79: linesearch->ops->setfromoptions = NULL;
80: linesearch->ops->reset = NULL;
81: linesearch->ops->view = NULL;
82: linesearch->ops->setup = NULL;
83: PetscFunctionReturn(PETSC_SUCCESS);
84: }
86: static PetscErrorCode SNESSetFromOptions_NCG(SNES snes, PetscOptionItems PetscOptionsObject)
87: {
88: SNES_NCG *ncg = (SNES_NCG *)snes->data;
89: PetscBool debug = PETSC_FALSE;
90: SNESNCGType ncgtype = ncg->type;
91: SNESLineSearch linesearch;
93: PetscFunctionBegin;
94: PetscOptionsHeadBegin(PetscOptionsObject, "SNES NCG options");
95: PetscCall(PetscOptionsBool("-snes_ncg_monitor", "Monitor the beta values used in the NCG iterations", "SNES", ncg->monitor ? PETSC_TRUE : PETSC_FALSE, &debug, NULL));
96: if (debug) ncg->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
97: PetscCall(PetscOptionsEnum("-snes_ncg_type", "NCG Beta type used", "SNESNCGSetType", SNESNCGTypes, (PetscEnum)ncg->type, (PetscEnum *)&ncgtype, NULL));
98: PetscCall(SNESNCGSetType(snes, ncgtype));
99: PetscOptionsHeadEnd();
100: if (!snes->linesearch) {
101: PetscCall(SNESGetLineSearch(snes, &linesearch));
102: if (!((PetscObject)linesearch)->type_name) {
103: if (!snes->npc) {
104: PetscCall(SNESLineSearchSetType(linesearch, SNESLINESEARCHCP));
105: } else {
106: PetscCall(SNESLineSearchSetType(linesearch, SNESLINESEARCHSECANT));
107: }
108: }
109: }
110: PetscFunctionReturn(PETSC_SUCCESS);
111: }
113: static PetscErrorCode SNESView_NCG(SNES snes, PetscViewer viewer)
114: {
115: SNES_NCG *ncg = (SNES_NCG *)snes->data;
116: PetscBool isascii;
118: PetscFunctionBegin;
119: PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &isascii));
120: if (isascii) PetscCall(PetscViewerASCIIPrintf(viewer, " type: %s\n", SNESNCGTypes[ncg->type]));
121: PetscFunctionReturn(PETSC_SUCCESS);
122: }
124: /*@
125: SNESNCGSetType - Sets the conjugate update type for nonlinear CG `SNESNCG`.
127: Logically Collective
129: Input Parameters:
130: + snes - the iterative context
131: - btype - update type, see `SNESNCGType`
133: Options Database Key:
134: . -snes_ncg_type <prp,fr,hs,dy,cd> - strategy for selecting algorithm for computing beta
136: Level: intermediate
138: Notes:
139: `SNES_NCG_PRP` is the default, and the only one that tolerates generalized search directions.
141: It is not clear what "generalized search directions" means, does it mean use with a nonlinear preconditioner,
142: that is using -npc_snes_type <type>, `SNESSetNPC()`, or `SNESGetNPC()`?
144: .seealso: [](ch_snes), `SNES`, `SNESNCG`, `SNESNCGType`, `SNES_NCG_FR`, `SNES_NCG_PRP`, `SNES_NCG_HS`, `SNES_NCG_DY`, `SNES_NCG_CD`
145: @*/
146: PetscErrorCode SNESNCGSetType(SNES snes, SNESNCGType btype)
147: {
148: PetscFunctionBegin;
150: PetscTryMethod(snes, "SNESNCGSetType_C", (SNES, SNESNCGType), (snes, btype));
151: PetscFunctionReturn(PETSC_SUCCESS);
152: }
154: static PetscErrorCode SNESNCGSetType_NCG(SNES snes, SNESNCGType btype)
155: {
156: SNES_NCG *ncg = (SNES_NCG *)snes->data;
158: PetscFunctionBegin;
159: ncg->type = btype;
160: PetscFunctionReturn(PETSC_SUCCESS);
161: }
163: /*
164: SNESSolve_NCG - Solves a nonlinear system with the Nonlinear Conjugate Gradient method.
166: Input Parameter:
167: . snes - the `SNES` context
169: Output Parameter:
170: . outits - number of iterations until termination
172: Application Interface Routine: SNESSolve()
173: */
174: static PetscErrorCode SNESSolve_NCG(SNES snes)
175: {
176: SNES_NCG *ncg = (SNES_NCG *)snes->data;
177: Vec X, dX, lX, F, dXold;
178: PetscReal fnorm, ynorm, xnorm, beta = 0.0;
179: PetscScalar dXdotdX, dXolddotdXold, dXdotdXold, lXdotdX, lXdotdXold;
180: PetscInt maxits, i;
181: SNESLineSearchReason lsresult = SNES_LINESEARCH_SUCCEEDED;
182: SNESLineSearch linesearch;
183: SNESConvergedReason reason;
185: PetscFunctionBegin;
186: PetscCheck(!snes->xl && !snes->xu && !snes->ops->computevariablebounds, PetscObjectComm((PetscObject)snes), PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name);
188: PetscCall(PetscCitationsRegister(SNESCitation, &SNEScite));
189: snes->reason = SNES_CONVERGED_ITERATING;
191: maxits = snes->max_its; /* maximum number of iterations */
192: X = snes->vec_sol; /* X^n */
193: dXold = snes->work[0]; /* The previous iterate of X */
194: dX = snes->work[1]; /* the preconditioned direction */
195: lX = snes->vec_sol_update; /* the conjugate direction */
196: F = snes->vec_func; /* residual vector */
198: PetscCall(SNESGetLineSearch(snes, &linesearch));
200: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
201: snes->iter = 0;
202: snes->norm = 0.;
203: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
205: /* compute the initial function and preconditioned update dX */
207: if (snes->npc && snes->functype == SNES_FUNCTION_PRECONDITIONED) {
208: PetscCall(SNESApplyNPC(snes, X, NULL, dX));
209: PetscCall(SNESGetConvergedReason(snes->npc, &reason));
210: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
211: snes->reason = SNES_DIVERGED_INNER;
212: PetscFunctionReturn(PETSC_SUCCESS);
213: }
214: PetscCall(VecCopy(dX, F));
215: PetscCall(VecNorm(F, NORM_2, &fnorm));
216: } else {
217: if (!snes->vec_func_init_set) PetscCall(SNESComputeFunction(snes, X, F));
218: else snes->vec_func_init_set = PETSC_FALSE;
220: /* convergence test */
221: PetscCall(VecNorm(F, NORM_2, &fnorm));
222: SNESCheckFunctionNorm(snes, fnorm);
223: PetscCall(VecCopy(F, dX));
224: }
225: if (snes->npc) {
226: if (snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
227: PetscCall(SNESApplyNPC(snes, X, F, dX));
228: PetscCall(SNESGetConvergedReason(snes->npc, &reason));
229: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
230: snes->reason = SNES_DIVERGED_INNER;
231: PetscFunctionReturn(PETSC_SUCCESS);
232: }
233: }
234: }
235: PetscCall(VecCopy(dX, lX));
236: PetscCall(VecDot(dX, dX, &dXdotdX));
238: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
239: snes->norm = fnorm;
240: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
241: PetscCall(SNESLogConvergenceHistory(snes, fnorm, 0));
243: /* test convergence */
244: PetscCall(SNESConverged(snes, 0, 0.0, 0.0, fnorm));
245: PetscCall(SNESMonitor(snes, 0, fnorm));
246: if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS);
248: /* Call general purpose update function */
249: PetscTryTypeMethod(snes, update, snes->iter);
251: /* first update -- just use the (preconditioned) residual direction for the initial conjugate direction */
253: for (i = 1; i < maxits + 1; i++) {
254: /* some update types require the old update direction or conjugate direction */
255: if (ncg->type != SNES_NCG_FR) PetscCall(VecCopy(dX, dXold));
256: PetscCall(SNESLineSearchApply(linesearch, X, F, &fnorm, lX));
257: PetscCall(SNESLineSearchGetReason(linesearch, &lsresult));
258: PetscCall(SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm));
259: if (lsresult) {
260: if (++snes->numFailures >= snes->maxFailures) {
261: snes->reason = SNES_DIVERGED_LINE_SEARCH;
262: PetscFunctionReturn(PETSC_SUCCESS);
263: }
264: }
265: if (snes->nfuncs >= snes->max_funcs && snes->max_funcs >= 0) {
266: snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
267: PetscFunctionReturn(PETSC_SUCCESS);
268: }
269: /* Monitor convergence */
270: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
271: snes->iter = i;
272: snes->norm = fnorm;
273: snes->xnorm = xnorm;
274: snes->ynorm = ynorm;
275: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
276: PetscCall(SNESLogConvergenceHistory(snes, snes->norm, 0));
278: /* Test for convergence */
279: PetscCall(SNESConverged(snes, snes->iter, xnorm, ynorm, fnorm));
280: PetscCall(SNESMonitor(snes, snes->iter, snes->norm));
281: if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS);
283: /* Call general purpose update function */
284: PetscTryTypeMethod(snes, update, snes->iter);
285: if (snes->npc) {
286: if (snes->functype == SNES_FUNCTION_PRECONDITIONED) {
287: PetscCall(SNESApplyNPC(snes, X, NULL, dX));
288: PetscCall(SNESGetConvergedReason(snes->npc, &reason));
289: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
290: snes->reason = SNES_DIVERGED_INNER;
291: PetscFunctionReturn(PETSC_SUCCESS);
292: }
293: PetscCall(VecCopy(dX, F));
294: } else {
295: PetscCall(SNESApplyNPC(snes, X, F, dX));
296: PetscCall(SNESGetConvergedReason(snes->npc, &reason));
297: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
298: snes->reason = SNES_DIVERGED_INNER;
299: PetscFunctionReturn(PETSC_SUCCESS);
300: }
301: }
302: } else {
303: PetscCall(VecCopy(F, dX));
304: }
306: /* compute the conjugate direction lX = dX + beta*lX with beta = ((dX, dX) / (dX_old, dX_old) (Fletcher-Reeves update)*/
307: switch (ncg->type) {
308: case SNES_NCG_FR: /* Fletcher-Reeves */
309: dXolddotdXold = dXdotdX;
310: PetscCall(VecDot(dX, dX, &dXdotdX));
311: beta = PetscRealPart(dXdotdX / dXolddotdXold);
312: break;
313: case SNES_NCG_PRP: /* Polak-Ribiere-Poylak */
314: dXolddotdXold = dXdotdX;
315: PetscCall(VecDotBegin(dX, dX, &dXdotdX));
316: PetscCall(VecDotBegin(dXold, dX, &dXdotdXold));
317: PetscCall(VecDotEnd(dX, dX, &dXdotdX));
318: PetscCall(VecDotEnd(dXold, dX, &dXdotdXold));
319: beta = PetscRealPart((dXdotdX - dXdotdXold) / dXolddotdXold);
320: if (beta < 0.0) beta = 0.0; /* restart */
321: break;
322: case SNES_NCG_HS: /* Hestenes-Stiefel */
323: PetscCall(VecDotBegin(dX, dX, &dXdotdX));
324: PetscCall(VecDotBegin(dX, dXold, &dXdotdXold));
325: PetscCall(VecDotBegin(lX, dX, &lXdotdX));
326: PetscCall(VecDotBegin(lX, dXold, &lXdotdXold));
327: PetscCall(VecDotEnd(dX, dX, &dXdotdX));
328: PetscCall(VecDotEnd(dX, dXold, &dXdotdXold));
329: PetscCall(VecDotEnd(lX, dX, &lXdotdX));
330: PetscCall(VecDotEnd(lX, dXold, &lXdotdXold));
331: beta = PetscRealPart((dXdotdX - dXdotdXold) / (lXdotdX - lXdotdXold));
332: break;
333: case SNES_NCG_DY: /* Dai-Yuan */
334: PetscCall(VecDotBegin(dX, dX, &dXdotdX));
335: PetscCall(VecDotBegin(lX, dX, &lXdotdX));
336: PetscCall(VecDotBegin(lX, dXold, &lXdotdXold));
337: PetscCall(VecDotEnd(dX, dX, &dXdotdX));
338: PetscCall(VecDotEnd(lX, dX, &lXdotdX));
339: PetscCall(VecDotEnd(lX, dXold, &lXdotdXold));
340: beta = PetscRealPart(dXdotdX / (lXdotdXold - lXdotdX));
341: break;
342: case SNES_NCG_CD: /* Conjugate Descent */
343: PetscCall(VecDotBegin(dX, dX, &dXdotdX));
344: PetscCall(VecDotBegin(lX, dXold, &lXdotdXold));
345: PetscCall(VecDotEnd(dX, dX, &dXdotdX));
346: PetscCall(VecDotEnd(lX, dXold, &lXdotdXold));
347: beta = PetscRealPart(dXdotdX / lXdotdXold);
348: break;
349: }
350: if (ncg->monitor) PetscCall(PetscViewerASCIIPrintf(ncg->monitor, "beta = %e\n", (double)beta));
351: PetscCall(VecAYPX(lX, beta, dX));
352: }
353: PetscFunctionReturn(PETSC_SUCCESS);
354: }
356: /*MC
357: SNESNCG - Nonlinear Conjugate-Gradient method for the solution of nonlinear systems {cite}`bruneknepleysmithtu15`.
359: Level: beginner
361: Options Database Keys:
362: + -snes_ncg_type <fr, prp, dy, hs, cd> - Choice of conjugate-gradient update parameter, default is `prp`.
363: . -snes_linesearch_type <cp,l2,basic> - Line search type.
364: - -snes_ncg_monitor - Print the beta values nonlinear Conjugate-Gradient used in the iteration, .
366: Notes:
367: This solves the nonlinear system of equations $ F(x) = 0 $ using the nonlinear generalization of the conjugate
368: gradient method. This may be used with a nonlinear preconditioner used to pick the new search directions, but otherwise
369: chooses the initial search direction as $ F(x) $ for the initial guess $x$.
371: Only supports left non-linear preconditioning.
373: Default line search is `SNESLINESEARCHCP`, unless a nonlinear preconditioner is used with `-npc_snes_type` <type>, `SNESSetNPC()`, or `SNESGetNPC()` then
374: `SNESLINESEARCHSECANT` is used. Also supports the special-purpose line search `SNESLINESEARCHNCGLINEAR`
376: .seealso: [](ch_snes), `SNES`, `SNESNCG`, `SNESCreate()`, `SNES`, `SNESSetType()`, `SNESNEWTONLS`, `SNESNEWTONTR`, `SNESNGMRES`, `SNESQN`, `SNESLINESEARCHNCGLINEAR`, `SNESNCGSetType()`, `SNESLineSearchSetType()`
377: M*/
378: PETSC_EXTERN PetscErrorCode SNESCreate_NCG(SNES snes)
379: {
380: SNES_NCG *neP;
382: PetscFunctionBegin;
383: snes->ops->destroy = SNESDestroy_NCG;
384: snes->ops->setup = SNESSetUp_NCG;
385: snes->ops->setfromoptions = SNESSetFromOptions_NCG;
386: snes->ops->view = SNESView_NCG;
387: snes->ops->solve = SNESSolve_NCG;
389: snes->usesksp = PETSC_FALSE;
390: snes->usesnpc = PETSC_TRUE;
391: snes->npcside = PC_LEFT;
393: snes->alwayscomputesfinalresidual = PETSC_TRUE;
395: PetscCall(SNESParametersInitialize(snes));
396: PetscObjectParameterSetDefault(snes, max_funcs, 30000);
397: PetscObjectParameterSetDefault(snes, max_its, 10000);
398: PetscObjectParameterSetDefault(snes, stol, 1e-20);
400: PetscCall(PetscNew(&neP));
401: snes->data = (void *)neP;
402: neP->monitor = NULL;
403: neP->type = SNES_NCG_PRP;
404: PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNCGSetType_C", SNESNCGSetType_NCG));
405: PetscFunctionReturn(PETSC_SUCCESS);
406: }