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: SNESLineSearchCheckJacobianDomainError(snes, linesearch);
47: PetscCall(VecDot(F, F, &alpha));
48: PetscCall(MatMult(snes->jacobian, Y, W));
49: PetscCall(VecDot(Y, W, &ptAp));
50: alpha = alpha / ptAp;
51: PetscCall(VecAXPY(X, -alpha, Y));
52: PetscCall(SNESComputeFunction(snes, X, F));
54: PetscCall(VecNorm(F, NORM_2, fnorm));
55: SNESLineSearchCheckFunctionDomainError(snes, linesearch, *fnorm);
56: PetscCall(VecNorm(X, NORM_2, xnorm));
57: PetscCall(VecNorm(Y, NORM_2, ynorm));
58: PetscFunctionReturn(PETSC_SUCCESS);
59: }
61: /*MC
62: SNESLINESEARCHNCGLINEAR - Special line search only for the nonlinear CG solver `SNESNCG`
64: 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.
65: 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.
67: Level: advanced
69: Notes:
70: This requires a Jacobian-vector product but does not require the solution of a linear system with the Jacobian
72: This is a "odd-ball" line search, we don't know if it is in the literature or used in practice by anyone.
74: .seealso: [](ch_snes), `SNES`, `SNESNCG`, `SNESLineSearchCreate()`, `SNESLineSearchSetType()`
75: M*/
77: PETSC_EXTERN PetscErrorCode SNESLineSearchCreate_NCGLinear(SNESLineSearch linesearch)
78: {
79: PetscFunctionBegin;
80: linesearch->ops->apply = SNESLineSearchApply_NCGLinear;
81: linesearch->ops->destroy = NULL;
82: linesearch->ops->setfromoptions = NULL;
83: linesearch->ops->reset = NULL;
84: linesearch->ops->view = NULL;
85: linesearch->ops->setup = NULL;
86: PetscFunctionReturn(PETSC_SUCCESS);
87: }
89: static PetscErrorCode SNESSetFromOptions_NCG(SNES snes, PetscOptionItems PetscOptionsObject)
90: {
91: SNES_NCG *ncg = (SNES_NCG *)snes->data;
92: PetscBool debug = PETSC_FALSE;
93: SNESNCGType ncgtype = ncg->type;
94: SNESLineSearch linesearch;
96: PetscFunctionBegin;
97: PetscOptionsHeadBegin(PetscOptionsObject, "SNES NCG options");
98: PetscCall(PetscOptionsBool("-snes_ncg_monitor", "Monitor the beta values used in the NCG iterations", "SNES", ncg->monitor ? PETSC_TRUE : PETSC_FALSE, &debug, NULL));
99: if (debug) ncg->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
100: PetscCall(PetscOptionsEnum("-snes_ncg_type", "NCG Beta type used", "SNESNCGSetType", SNESNCGTypes, (PetscEnum)ncg->type, (PetscEnum *)&ncgtype, NULL));
101: PetscCall(SNESNCGSetType(snes, ncgtype));
102: PetscOptionsHeadEnd();
103: if (!snes->linesearch) {
104: PetscCall(SNESGetLineSearch(snes, &linesearch));
105: if (!((PetscObject)linesearch)->type_name) {
106: if (!snes->npc) {
107: PetscCall(SNESLineSearchSetType(linesearch, SNESLINESEARCHCP));
108: } else {
109: PetscCall(SNESLineSearchSetType(linesearch, SNESLINESEARCHSECANT));
110: }
111: }
112: }
113: PetscFunctionReturn(PETSC_SUCCESS);
114: }
116: static PetscErrorCode SNESView_NCG(SNES snes, PetscViewer viewer)
117: {
118: SNES_NCG *ncg = (SNES_NCG *)snes->data;
119: PetscBool isascii;
121: PetscFunctionBegin;
122: PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &isascii));
123: if (isascii) PetscCall(PetscViewerASCIIPrintf(viewer, " type: %s\n", SNESNCGTypes[ncg->type]));
124: PetscFunctionReturn(PETSC_SUCCESS);
125: }
127: /*@
128: SNESNCGSetType - Sets the conjugate update type for nonlinear CG `SNESNCG`.
130: Logically Collective
132: Input Parameters:
133: + snes - the iterative context
134: - btype - update type, see `SNESNCGType`
136: Options Database Key:
137: . -snes_ncg_type <prp,fr,hs,dy,cd> - strategy for selecting algorithm for computing beta
139: Level: intermediate
141: Notes:
142: `SNES_NCG_PRP` is the default, and the only one that tolerates generalized search directions.
144: It is not clear what "generalized search directions" means, does it mean use with a nonlinear preconditioner,
145: that is using -npc_snes_type <type>, `SNESSetNPC()`, or `SNESGetNPC()`?
147: .seealso: [](ch_snes), `SNES`, `SNESNCG`, `SNESNCGType`, `SNES_NCG_FR`, `SNES_NCG_PRP`, `SNES_NCG_HS`, `SNES_NCG_DY`, `SNES_NCG_CD`
148: @*/
149: PetscErrorCode SNESNCGSetType(SNES snes, SNESNCGType btype)
150: {
151: PetscFunctionBegin;
153: PetscTryMethod(snes, "SNESNCGSetType_C", (SNES, SNESNCGType), (snes, btype));
154: PetscFunctionReturn(PETSC_SUCCESS);
155: }
157: static PetscErrorCode SNESNCGSetType_NCG(SNES snes, SNESNCGType btype)
158: {
159: SNES_NCG *ncg = (SNES_NCG *)snes->data;
161: PetscFunctionBegin;
162: ncg->type = btype;
163: PetscFunctionReturn(PETSC_SUCCESS);
164: }
166: /*
167: SNESSolve_NCG - Solves a nonlinear system with the Nonlinear Conjugate Gradient method.
169: Input Parameter:
170: . snes - the `SNES` context
172: Output Parameter:
173: . outits - number of iterations until termination
175: Application Interface Routine: SNESSolve()
176: */
177: static PetscErrorCode SNESSolve_NCG(SNES snes)
178: {
179: SNES_NCG *ncg = (SNES_NCG *)snes->data;
180: Vec X, dX, lX, F, dXold;
181: PetscReal fnorm, ynorm, xnorm, beta = 0.0;
182: PetscScalar dXdotdX, dXolddotdXold, dXdotdXold, lXdotdX, lXdotdXold;
183: PetscInt maxits, i;
184: SNESLineSearch linesearch;
185: SNESConvergedReason reason;
187: PetscFunctionBegin;
188: 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);
190: PetscCall(PetscCitationsRegister(SNESCitation, &SNEScite));
191: snes->reason = SNES_CONVERGED_ITERATING;
193: maxits = snes->max_its; /* maximum number of iterations */
194: X = snes->vec_sol; /* X^n */
195: dXold = snes->work[0]; /* The previous iterate of X */
196: dX = snes->work[1]; /* the preconditioned direction */
197: lX = snes->vec_sol_update; /* the conjugate direction */
198: F = snes->vec_func; /* residual vector */
200: PetscCall(SNESGetLineSearch(snes, &linesearch));
202: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
203: snes->iter = 0;
204: snes->norm = 0.;
205: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
207: /* compute the initial function and preconditioned update dX */
209: if (snes->npc && snes->functype == SNES_FUNCTION_PRECONDITIONED) {
210: PetscCall(SNESApplyNPC(snes, X, NULL, dX));
211: PetscCall(SNESGetConvergedReason(snes->npc, &reason));
212: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
213: snes->reason = SNES_DIVERGED_INNER;
214: PetscFunctionReturn(PETSC_SUCCESS);
215: }
216: PetscCall(VecCopy(dX, F));
217: PetscCall(VecNorm(F, NORM_2, &fnorm));
218: } else {
219: if (!snes->vec_func_init_set) PetscCall(SNESComputeFunction(snes, X, F));
220: else snes->vec_func_init_set = PETSC_FALSE;
222: /* convergence test */
223: PetscCall(VecNorm(F, NORM_2, &fnorm));
224: SNESCheckFunctionDomainError(snes, fnorm);
225: PetscCall(VecCopy(F, dX));
226: }
227: if (snes->npc) {
228: if (snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
229: PetscCall(SNESApplyNPC(snes, X, F, dX));
230: PetscCall(SNESGetConvergedReason(snes->npc, &reason));
231: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
232: snes->reason = SNES_DIVERGED_INNER;
233: PetscFunctionReturn(PETSC_SUCCESS);
234: }
235: }
236: }
237: PetscCall(VecCopy(dX, lX));
238: PetscCall(VecDot(dX, dX, &dXdotdX));
240: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
241: snes->norm = fnorm;
242: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
243: PetscCall(SNESLogConvergenceHistory(snes, fnorm, 0));
245: /* test convergence */
246: PetscCall(SNESConverged(snes, 0, 0.0, 0.0, fnorm));
247: PetscCall(SNESMonitor(snes, 0, fnorm));
248: if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS);
250: /* Call general purpose update function */
251: PetscTryTypeMethod(snes, update, snes->iter);
253: /* first update -- just use the (preconditioned) residual direction for the initial conjugate direction */
255: for (i = 1; i < maxits + 1; i++) {
256: /* some update types require the old update direction or conjugate direction */
257: if (ncg->type != SNES_NCG_FR) PetscCall(VecCopy(dX, dXold));
258: PetscCall(SNESLineSearchApply(linesearch, X, F, &fnorm, lX));
259: if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS);
260: PetscCall(SNESLineSearchGetNorms(linesearch, &xnorm, &fnorm, &ynorm));
261: SNESCheckLineSearchFailure(snes);
262: if (snes->nfuncs >= snes->max_funcs && snes->max_funcs >= 0) {
263: snes->reason = SNES_DIVERGED_FUNCTION_COUNT;
264: PetscFunctionReturn(PETSC_SUCCESS);
265: }
266: /* Monitor convergence */
267: PetscCall(PetscObjectSAWsTakeAccess((PetscObject)snes));
268: snes->iter = i;
269: snes->norm = fnorm;
270: snes->xnorm = xnorm;
271: snes->ynorm = ynorm;
272: PetscCall(PetscObjectSAWsGrantAccess((PetscObject)snes));
273: PetscCall(SNESLogConvergenceHistory(snes, snes->norm, 0));
275: /* Test for convergence */
276: PetscCall(SNESConverged(snes, snes->iter, xnorm, ynorm, fnorm));
277: PetscCall(SNESMonitor(snes, snes->iter, snes->norm));
278: if (snes->reason) PetscFunctionReturn(PETSC_SUCCESS);
280: /* Call general purpose update function */
281: PetscTryTypeMethod(snes, update, snes->iter);
282: if (snes->npc) {
283: if (snes->functype == SNES_FUNCTION_PRECONDITIONED) {
284: PetscCall(SNESApplyNPC(snes, X, NULL, dX));
285: PetscCall(SNESGetConvergedReason(snes->npc, &reason));
286: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
287: snes->reason = SNES_DIVERGED_INNER;
288: PetscFunctionReturn(PETSC_SUCCESS);
289: }
290: PetscCall(VecCopy(dX, F));
291: } else {
292: PetscCall(SNESApplyNPC(snes, X, F, dX));
293: PetscCall(SNESGetConvergedReason(snes->npc, &reason));
294: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
295: snes->reason = SNES_DIVERGED_INNER;
296: PetscFunctionReturn(PETSC_SUCCESS);
297: }
298: }
299: } else {
300: PetscCall(VecCopy(F, dX));
301: }
303: /* compute the conjugate direction lX = dX + beta*lX with beta = ((dX, dX) / (dX_old, dX_old) (Fletcher-Reeves update)*/
304: switch (ncg->type) {
305: case SNES_NCG_FR: /* Fletcher-Reeves */
306: dXolddotdXold = dXdotdX;
307: PetscCall(VecDot(dX, dX, &dXdotdX));
308: beta = PetscRealPart(dXdotdX / dXolddotdXold);
309: break;
310: case SNES_NCG_PRP: /* Polak-Ribiere-Poylak */
311: dXolddotdXold = dXdotdX;
312: PetscCall(VecDotBegin(dX, dX, &dXdotdX));
313: PetscCall(VecDotBegin(dXold, dX, &dXdotdXold));
314: PetscCall(VecDotEnd(dX, dX, &dXdotdX));
315: PetscCall(VecDotEnd(dXold, dX, &dXdotdXold));
316: beta = PetscRealPart((dXdotdX - dXdotdXold) / dXolddotdXold);
317: if (beta < 0.0) beta = 0.0; /* restart */
318: break;
319: case SNES_NCG_HS: /* Hestenes-Stiefel */
320: PetscCall(VecDotBegin(dX, dX, &dXdotdX));
321: PetscCall(VecDotBegin(dX, dXold, &dXdotdXold));
322: PetscCall(VecDotBegin(lX, dX, &lXdotdX));
323: PetscCall(VecDotBegin(lX, dXold, &lXdotdXold));
324: PetscCall(VecDotEnd(dX, dX, &dXdotdX));
325: PetscCall(VecDotEnd(dX, dXold, &dXdotdXold));
326: PetscCall(VecDotEnd(lX, dX, &lXdotdX));
327: PetscCall(VecDotEnd(lX, dXold, &lXdotdXold));
328: beta = PetscRealPart((dXdotdX - dXdotdXold) / (lXdotdX - lXdotdXold));
329: break;
330: case SNES_NCG_DY: /* Dai-Yuan */
331: PetscCall(VecDotBegin(dX, dX, &dXdotdX));
332: PetscCall(VecDotBegin(lX, dX, &lXdotdX));
333: PetscCall(VecDotBegin(lX, dXold, &lXdotdXold));
334: PetscCall(VecDotEnd(dX, dX, &dXdotdX));
335: PetscCall(VecDotEnd(lX, dX, &lXdotdX));
336: PetscCall(VecDotEnd(lX, dXold, &lXdotdXold));
337: beta = PetscRealPart(dXdotdX / (lXdotdXold - lXdotdX));
338: break;
339: case SNES_NCG_CD: /* Conjugate Descent */
340: PetscCall(VecDotBegin(dX, dX, &dXdotdX));
341: PetscCall(VecDotBegin(lX, dXold, &lXdotdXold));
342: PetscCall(VecDotEnd(dX, dX, &dXdotdX));
343: PetscCall(VecDotEnd(lX, dXold, &lXdotdXold));
344: beta = PetscRealPart(dXdotdX / lXdotdXold);
345: break;
346: }
347: if (ncg->monitor) PetscCall(PetscViewerASCIIPrintf(ncg->monitor, "beta = %e\n", (double)beta));
348: PetscCall(VecAYPX(lX, beta, dX));
349: }
350: PetscFunctionReturn(PETSC_SUCCESS);
351: }
353: /*MC
354: SNESNCG - Nonlinear Conjugate-Gradient method for the solution of nonlinear systems {cite}`bruneknepleysmithtu15`.
356: Level: beginner
358: Options Database Keys:
359: + -snes_ncg_type <fr, prp, dy, hs, cd> - Choice of conjugate-gradient update parameter, default is `prp`.
360: . -snes_linesearch_type <cp,l2,basic> - Line search type.
361: - -snes_ncg_monitor - Print the beta values nonlinear Conjugate-Gradient used in the iteration, .
363: Notes:
364: This solves the nonlinear system of equations $ F(x) = 0 $ using the nonlinear generalization of the conjugate
365: gradient method. This may be used with a nonlinear preconditioner used to pick the new search directions, but otherwise
366: chooses the initial search direction as $ F(x) $ for the initial guess $x$.
368: Only supports left non-linear preconditioning.
370: Default line search is `SNESLINESEARCHCP`, unless a nonlinear preconditioner is used with `-npc_snes_type` <type>, `SNESSetNPC()`, or `SNESGetNPC()` then
371: `SNESLINESEARCHSECANT` is used. Also supports the special-purpose line search `SNESLINESEARCHNCGLINEAR`
373: .seealso: [](ch_snes), `SNES`, `SNESNCG`, `SNESCreate()`, `SNES`, `SNESSetType()`, `SNESNEWTONLS`, `SNESNEWTONTR`, `SNESNGMRES`, `SNESQN`, `SNESLINESEARCHNCGLINEAR`, `SNESNCGSetType()`, `SNESLineSearchSetType()`
374: M*/
375: PETSC_EXTERN PetscErrorCode SNESCreate_NCG(SNES snes)
376: {
377: SNES_NCG *neP;
379: PetscFunctionBegin;
380: snes->ops->destroy = SNESDestroy_NCG;
381: snes->ops->setup = SNESSetUp_NCG;
382: snes->ops->setfromoptions = SNESSetFromOptions_NCG;
383: snes->ops->view = SNESView_NCG;
384: snes->ops->solve = SNESSolve_NCG;
386: snes->usesksp = PETSC_FALSE;
387: snes->usesnpc = PETSC_TRUE;
388: snes->npcside = PC_LEFT;
390: snes->alwayscomputesfinalresidual = PETSC_TRUE;
392: PetscCall(SNESParametersInitialize(snes));
393: PetscObjectParameterSetDefault(snes, max_funcs, 30000);
394: PetscObjectParameterSetDefault(snes, max_its, 10000);
395: PetscObjectParameterSetDefault(snes, stol, 1e-20);
397: PetscCall(PetscNew(&neP));
398: snes->data = (void *)neP;
399: neP->monitor = NULL;
400: neP->type = SNES_NCG_PRP;
401: PetscCall(PetscObjectComposeFunction((PetscObject)snes, "SNESNCGSetType_C", SNESNCGSetType_NCG));
402: PetscFunctionReturn(PETSC_SUCCESS);
403: }