1 #include <../src/snes/impls/ngmres/snesngmres.h> /*I "petscsnes.h" I*/
2 #include <petscblaslapack.h>
3
SNESNGMRESUpdateSubspace_Private(SNES snes,PetscInt ivec,PetscInt l,Vec F,PetscReal fnorm,Vec X)4 PetscErrorCode SNESNGMRESUpdateSubspace_Private(SNES snes,PetscInt ivec,PetscInt l,Vec F,PetscReal fnorm,Vec X)
5 {
6 SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data;
7 Vec *Fdot = ngmres->Fdot;
8 Vec *Xdot = ngmres->Xdot;
9 PetscErrorCode ierr;
10
11 PetscFunctionBegin;
12 if (ivec > l) SETERRQ2(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE,"Cannot update vector %D with space size %D!",ivec,l);
13 ierr = VecCopy(F,Fdot[ivec]);CHKERRQ(ierr);
14 ierr = VecCopy(X,Xdot[ivec]);CHKERRQ(ierr);
15
16 ngmres->fnorms[ivec] = fnorm;
17 PetscFunctionReturn(0);
18 }
19
SNESNGMRESFormCombinedSolution_Private(SNES snes,PetscInt ivec,PetscInt l,Vec XM,Vec FM,PetscReal fMnorm,Vec X,Vec XA,Vec FA)20 PetscErrorCode SNESNGMRESFormCombinedSolution_Private(SNES snes,PetscInt ivec,PetscInt l,Vec XM,Vec FM,PetscReal fMnorm,Vec X,Vec XA,Vec FA)
21 {
22 SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data;
23 PetscInt i,j;
24 Vec *Fdot = ngmres->Fdot;
25 Vec *Xdot = ngmres->Xdot;
26 PetscScalar *beta = ngmres->beta;
27 PetscScalar *xi = ngmres->xi;
28 PetscScalar alph_total = 0.;
29 PetscErrorCode ierr;
30 PetscReal nu;
31 Vec Y = snes->work[2];
32 PetscBool changed_y,changed_w;
33
34 PetscFunctionBegin;
35 nu = fMnorm*fMnorm;
36
37 /* construct the right hand side and xi factors */
38 if (l > 0) {
39 ierr = VecMDotBegin(FM,l,Fdot,xi);CHKERRQ(ierr);
40 ierr = VecMDotBegin(Fdot[ivec],l,Fdot,beta);CHKERRQ(ierr);
41 ierr = VecMDotEnd(FM,l,Fdot,xi);CHKERRQ(ierr);
42 ierr = VecMDotEnd(Fdot[ivec],l,Fdot,beta);CHKERRQ(ierr);
43 for (i = 0; i < l; i++) {
44 Q(i,ivec) = beta[i];
45 Q(ivec,i) = beta[i];
46 }
47 } else {
48 Q(0,0) = ngmres->fnorms[ivec]*ngmres->fnorms[ivec];
49 }
50
51 for (i = 0; i < l; i++) beta[i] = nu - xi[i];
52
53 /* construct h */
54 for (j = 0; j < l; j++) {
55 for (i = 0; i < l; i++) {
56 H(i,j) = Q(i,j)-xi[i]-xi[j]+nu;
57 }
58 }
59 if (l == 1) {
60 /* simply set alpha[0] = beta[0] / H[0, 0] */
61 if (H(0,0) != 0.) beta[0] = beta[0]/H(0,0);
62 else beta[0] = 0.;
63 } else {
64 ierr = PetscBLASIntCast(l,&ngmres->m);CHKERRQ(ierr);
65 ierr = PetscBLASIntCast(l,&ngmres->n);CHKERRQ(ierr);
66 ngmres->info = 0;
67 ngmres->rcond = -1.;
68 ierr = PetscFPTrapPush(PETSC_FP_TRAP_OFF);CHKERRQ(ierr);
69 #if defined(PETSC_USE_COMPLEX)
70 PetscStackCallBLAS("LAPACKgelss",LAPACKgelss_(&ngmres->m,&ngmres->n,&ngmres->nrhs,ngmres->h,&ngmres->lda,ngmres->beta,&ngmres->ldb,ngmres->s,&ngmres->rcond,&ngmres->rank,ngmres->work,&ngmres->lwork,ngmres->rwork,&ngmres->info));
71 #else
72 PetscStackCallBLAS("LAPACKgelss",LAPACKgelss_(&ngmres->m,&ngmres->n,&ngmres->nrhs,ngmres->h,&ngmres->lda,ngmres->beta,&ngmres->ldb,ngmres->s,&ngmres->rcond,&ngmres->rank,ngmres->work,&ngmres->lwork,&ngmres->info));
73 #endif
74 ierr = PetscFPTrapPop();CHKERRQ(ierr);
75 if (ngmres->info < 0) SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_LIB,"Bad argument to GELSS");
76 if (ngmres->info > 0) SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_LIB,"SVD failed to converge");
77 }
78 for (i=0; i<l; i++) {
79 if (PetscIsInfOrNanScalar(beta[i])) SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_LIB,"SVD generated inconsistent output");
80 }
81 alph_total = 0.;
82 for (i = 0; i < l; i++) alph_total += beta[i];
83
84 ierr = VecCopy(XM,XA);CHKERRQ(ierr);
85 ierr = VecScale(XA,1.-alph_total);CHKERRQ(ierr);
86 ierr = VecMAXPY(XA,l,beta,Xdot);CHKERRQ(ierr);
87 /* check the validity of the step */
88 ierr = VecCopy(XA,Y);CHKERRQ(ierr);
89 ierr = VecAXPY(Y,-1.0,X);CHKERRQ(ierr);
90 ierr = SNESLineSearchPostCheck(snes->linesearch,X,Y,XA,&changed_y,&changed_w);CHKERRQ(ierr);
91 if (!ngmres->approxfunc) {
92 if (snes->npc && snes->npcside== PC_LEFT) {
93 ierr = SNESApplyNPC(snes,XA,NULL,FA);CHKERRQ(ierr);
94 } else {
95 ierr = SNESComputeFunction(snes,XA,FA);CHKERRQ(ierr);
96 }
97 } else {
98 ierr = VecCopy(FM,FA);CHKERRQ(ierr);
99 ierr = VecScale(FA,1.-alph_total);CHKERRQ(ierr);
100 ierr = VecMAXPY(FA,l,beta,Fdot);CHKERRQ(ierr);
101 }
102 PetscFunctionReturn(0);
103 }
104
SNESNGMRESNorms_Private(SNES snes,PetscInt l,Vec X,Vec F,Vec XM,Vec FM,Vec XA,Vec FA,Vec D,PetscReal * dnorm,PetscReal * dminnorm,PetscReal * xMnorm,PetscReal * fMnorm,PetscReal * yMnorm,PetscReal * xAnorm,PetscReal * fAnorm,PetscReal * yAnorm)105 PetscErrorCode SNESNGMRESNorms_Private(SNES snes,PetscInt l,Vec X,Vec F,Vec XM,Vec FM,Vec XA,Vec FA,Vec D,PetscReal *dnorm,PetscReal *dminnorm,PetscReal *xMnorm,PetscReal *fMnorm,PetscReal *yMnorm, PetscReal *xAnorm,PetscReal *fAnorm,PetscReal *yAnorm)
106 {
107 PetscErrorCode ierr;
108 SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data;
109 PetscReal dcurnorm,dmin = -1.0;
110 Vec *Xdot = ngmres->Xdot;
111 PetscInt i;
112
113 PetscFunctionBegin;
114 if (xMnorm) {
115 ierr = VecNormBegin(XM,NORM_2,xMnorm);CHKERRQ(ierr);
116 }
117 if (fMnorm) {
118 ierr = VecNormBegin(FM,NORM_2,fMnorm);CHKERRQ(ierr);
119 }
120 if (yMnorm) {
121 ierr = VecCopy(X,D);CHKERRQ(ierr);
122 ierr = VecAXPY(D,-1.0,XM);CHKERRQ(ierr);
123 ierr = VecNormBegin(D,NORM_2,yMnorm);CHKERRQ(ierr);
124 }
125 if (xAnorm) {
126 ierr = VecNormBegin(XA,NORM_2,xAnorm);CHKERRQ(ierr);
127 }
128 if (fAnorm) {
129 ierr = VecNormBegin(FA,NORM_2,fAnorm);CHKERRQ(ierr);
130 }
131 if (yAnorm) {
132 ierr = VecCopy(X,D);CHKERRQ(ierr);
133 ierr = VecAXPY(D,-1.0,XA);CHKERRQ(ierr);
134 ierr = VecNormBegin(D,NORM_2,yAnorm);CHKERRQ(ierr);
135 }
136 if (dnorm) {
137 ierr = VecCopy(XA,D);CHKERRQ(ierr);
138 ierr = VecAXPY(D,-1.0,XM);CHKERRQ(ierr);
139 ierr = VecNormBegin(D,NORM_2,dnorm);CHKERRQ(ierr);
140 }
141 if (dminnorm) {
142 for (i=0; i<l; i++) {
143 ierr = VecCopy(Xdot[i],D);CHKERRQ(ierr);
144 ierr = VecAXPY(D,-1.0,XA);CHKERRQ(ierr);
145 ierr = VecNormBegin(D,NORM_2,&ngmres->xnorms[i]);CHKERRQ(ierr);
146 }
147 }
148 if (xMnorm) {ierr = VecNormEnd(XM,NORM_2,xMnorm);CHKERRQ(ierr);}
149 if (fMnorm) {ierr = VecNormEnd(FM,NORM_2,fMnorm);CHKERRQ(ierr);}
150 if (yMnorm) {ierr = VecNormEnd(D,NORM_2,yMnorm);CHKERRQ(ierr);}
151 if (xAnorm) {ierr = VecNormEnd(XA,NORM_2,xAnorm);CHKERRQ(ierr);}
152 if (fAnorm) {ierr = VecNormEnd(FA,NORM_2,fAnorm);CHKERRQ(ierr);}
153 if (yAnorm) {ierr = VecNormEnd(D,NORM_2,yAnorm);CHKERRQ(ierr);}
154 if (dnorm) {ierr = VecNormEnd(D,NORM_2,dnorm);CHKERRQ(ierr);}
155 if (dminnorm) {
156 for (i=0; i<l; i++) {
157 ierr = VecNormEnd(D,NORM_2,&ngmres->xnorms[i]);CHKERRQ(ierr);
158 dcurnorm = ngmres->xnorms[i];
159 if ((dcurnorm < dmin) || (dmin < 0.0)) dmin = dcurnorm;
160 }
161 *dminnorm = dmin;
162 }
163 PetscFunctionReturn(0);
164 }
165
SNESNGMRESSelect_Private(SNES snes,PetscInt k_restart,Vec XM,Vec FM,PetscReal xMnorm,PetscReal fMnorm,PetscReal yMnorm,Vec XA,Vec FA,PetscReal xAnorm,PetscReal fAnorm,PetscReal yAnorm,PetscReal dnorm,PetscReal fminnorm,PetscReal dminnorm,Vec X,Vec F,Vec Y,PetscReal * xnorm,PetscReal * fnorm,PetscReal * ynorm)166 PetscErrorCode SNESNGMRESSelect_Private(SNES snes,PetscInt k_restart,Vec XM,Vec FM,PetscReal xMnorm,PetscReal fMnorm,PetscReal yMnorm,Vec XA,Vec FA,PetscReal xAnorm,PetscReal fAnorm,PetscReal yAnorm,PetscReal dnorm,PetscReal fminnorm,PetscReal dminnorm,Vec X,Vec F,Vec Y,PetscReal *xnorm,PetscReal *fnorm,PetscReal *ynorm)
167 {
168 SNES_NGMRES *ngmres = (SNES_NGMRES*) snes->data;
169 PetscErrorCode ierr;
170 SNESLineSearchReason lssucceed;
171 PetscBool selectA;
172
173 PetscFunctionBegin;
174 if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) {
175 /* X = X + \lambda(XA - X) */
176 if (ngmres->monitor) {
177 ierr = PetscViewerASCIIPrintf(ngmres->monitor,"||F_A||_2 = %e, ||F_M||_2 = %e\n",fAnorm,fMnorm);CHKERRQ(ierr);
178 }
179 ierr = VecCopy(FM,F);CHKERRQ(ierr);
180 ierr = VecCopy(XM,X);CHKERRQ(ierr);
181 ierr = VecCopy(XA,Y);CHKERRQ(ierr);
182 ierr = VecAYPX(Y,-1.0,X);CHKERRQ(ierr);
183 *fnorm = fMnorm;
184 ierr = SNESLineSearchApply(ngmres->additive_linesearch,X,F,fnorm,Y);CHKERRQ(ierr);
185 ierr = SNESLineSearchGetReason(ngmres->additive_linesearch,&lssucceed);CHKERRQ(ierr);
186 ierr = SNESLineSearchGetNorms(ngmres->additive_linesearch,xnorm,fnorm,ynorm);CHKERRQ(ierr);
187 if (lssucceed) {
188 if (++snes->numFailures >= snes->maxFailures) {
189 snes->reason = SNES_DIVERGED_LINE_SEARCH;
190 PetscFunctionReturn(0);
191 }
192 }
193 if (ngmres->monitor) {
194 ierr = PetscViewerASCIIPrintf(ngmres->monitor,"Additive solution: ||F||_2 = %e\n",*fnorm);CHKERRQ(ierr);
195 }
196 } else if (ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) {
197 selectA = PETSC_TRUE;
198 /* Conditions for choosing the accelerated answer */
199 /* Criterion A -- the norm of the function isn't increased above the minimum by too much */
200 if (fAnorm >= ngmres->gammaA*fminnorm) selectA = PETSC_FALSE;
201
202 /* Criterion B -- the choice of x^A isn't too close to some other choice */
203 if (ngmres->epsilonB*dnorm<dminnorm || PetscSqrtReal(*fnorm)<ngmres->deltaB*PetscSqrtReal(fminnorm)) {
204 } else selectA=PETSC_FALSE;
205
206 if (selectA) {
207 if (ngmres->monitor) {
208 ierr = PetscViewerASCIIPrintf(ngmres->monitor,"picked X_A, ||F_A||_2 = %e, ||F_M||_2 = %e\n",fAnorm,fMnorm);CHKERRQ(ierr);
209 }
210 /* copy it over */
211 *xnorm = xAnorm;
212 *fnorm = fAnorm;
213 *ynorm = yAnorm;
214 ierr = VecCopy(FA,F);CHKERRQ(ierr);
215 ierr = VecCopy(XA,X);CHKERRQ(ierr);
216 } else {
217 if (ngmres->monitor) {
218 ierr = PetscViewerASCIIPrintf(ngmres->monitor,"picked X_M, ||F_A||_2 = %e, ||F_M||_2 = %e\n",fAnorm,fMnorm);CHKERRQ(ierr);
219 }
220 *xnorm = xMnorm;
221 *fnorm = fMnorm;
222 *ynorm = yMnorm;
223 ierr = VecCopy(XM,Y);CHKERRQ(ierr);
224 ierr = VecAXPY(Y,-1.0,X);CHKERRQ(ierr);
225 ierr = VecCopy(FM,F);CHKERRQ(ierr);
226 ierr = VecCopy(XM,X);CHKERRQ(ierr);
227 }
228 } else { /* none */
229 *xnorm = xAnorm;
230 *fnorm = fAnorm;
231 *ynorm = yAnorm;
232 ierr = VecCopy(FA,F);CHKERRQ(ierr);
233 ierr = VecCopy(XA,X);CHKERRQ(ierr);
234 }
235 PetscFunctionReturn(0);
236 }
237
SNESNGMRESSelectRestart_Private(SNES snes,PetscInt l,PetscReal fMnorm,PetscReal fAnorm,PetscReal dnorm,PetscReal fminnorm,PetscReal dminnorm,PetscBool * selectRestart)238 PetscErrorCode SNESNGMRESSelectRestart_Private(SNES snes,PetscInt l,PetscReal fMnorm, PetscReal fAnorm,PetscReal dnorm,PetscReal fminnorm,PetscReal dminnorm,PetscBool *selectRestart)
239 {
240 SNES_NGMRES *ngmres = (SNES_NGMRES*)snes->data;
241 PetscErrorCode ierr;
242
243 PetscFunctionBegin;
244 *selectRestart = PETSC_FALSE;
245 /* difference stagnation restart */
246 if ((ngmres->epsilonB*dnorm > dminnorm) && (PetscSqrtReal(fAnorm) > ngmres->deltaB*PetscSqrtReal(fminnorm)) && l > 0) {
247 if (ngmres->monitor) {
248 ierr = PetscViewerASCIIPrintf(ngmres->monitor,"difference restart: %e > %e\n",ngmres->epsilonB*dnorm,dminnorm);CHKERRQ(ierr);
249 }
250 *selectRestart = PETSC_TRUE;
251 }
252 /* residual stagnation restart */
253 if (PetscSqrtReal(fAnorm) > ngmres->gammaC*PetscSqrtReal(fminnorm)) {
254 if (ngmres->monitor) {
255 ierr = PetscViewerASCIIPrintf(ngmres->monitor,"residual restart: %e > %e\n",PetscSqrtReal(fAnorm),ngmres->gammaC*PetscSqrtReal(fminnorm));CHKERRQ(ierr);
256 }
257 *selectRestart = PETSC_TRUE;
258 }
259
260 /* F_M stagnation restart */
261 if (ngmres->restart_fm_rise && fMnorm > snes->norm) {
262 if (ngmres->monitor) {
263 ierr = PetscViewerASCIIPrintf(ngmres->monitor,"F_M rise restart: %e > %e\n",fMnorm,snes->norm);CHKERRQ(ierr);
264 }
265 *selectRestart = PETSC_TRUE;
266 }
267
268 PetscFunctionReturn(0);
269 }
270