Actual source code: ngmresfunc.c

      1: #include <../src/snes/impls/ngmres/snesngmres.h>
      2: #include <petscblaslapack.h>

      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;

     12:   if (ivec > l) SETERRQ2(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE,"Cannot update vector %D with space size %D!",ivec,l);
     13:   VecCopy(F,Fdot[ivec]);
     14:   VecCopy(X,Xdot[ivec]);

     16:   ngmres->fnorms[ivec] = fnorm;
     17:   return(0);
     18: }

     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.;
     30:   PetscReal      nu;
     31:   Vec            Y = snes->work[2];
     32:   PetscBool      changed_y,changed_w;

     35:   nu = fMnorm*fMnorm;

     37:   /* construct the right hand side and xi factors */
     38:   if (l > 0) {
     39:     VecMDotBegin(FM,l,Fdot,xi);
     40:     VecMDotBegin(Fdot[ivec],l,Fdot,beta);
     41:     VecMDotEnd(FM,l,Fdot,xi);
     42:     VecMDotEnd(Fdot[ivec],l,Fdot,beta);
     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:   }

     51:   for (i = 0; i < l; i++) beta[i] = nu - xi[i];

     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:     PetscBLASIntCast(l,&ngmres->m);
     65:     PetscBLASIntCast(l,&ngmres->n);
     66:     ngmres->info  = 0;
     67:     ngmres->rcond = -1.;
     68:     PetscFPTrapPush(PETSC_FP_TRAP_OFF);
     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:     PetscFPTrapPop();
     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];

     84:   VecCopy(XM,XA);
     85:   VecScale(XA,1.-alph_total);
     86:   VecMAXPY(XA,l,beta,Xdot);
     87:   /* check the validity of the step */
     88:   VecCopy(XA,Y);
     89:   VecAXPY(Y,-1.0,X);
     90:   SNESLineSearchPostCheck(snes->linesearch,X,Y,XA,&changed_y,&changed_w);
     91:   if (!ngmres->approxfunc) {
     92:     if (snes->npc && snes->npcside== PC_LEFT) {
     93:       SNESApplyNPC(snes,XA,NULL,FA);
     94:     } else {
     95:       SNESComputeFunction(snes,XA,FA);
     96:     }
     97:   } else {
     98:     VecCopy(FM,FA);
     99:     VecScale(FA,1.-alph_total);
    100:     VecMAXPY(FA,l,beta,Fdot);
    101:   }
    102:   return(0);
    103: }

    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: {
    108:   SNES_NGMRES    *ngmres = (SNES_NGMRES*) snes->data;
    109:   PetscReal      dcurnorm,dmin = -1.0;
    110:   Vec            *Xdot = ngmres->Xdot;
    111:   PetscInt       i;

    114:   if (xMnorm) {
    115:     VecNormBegin(XM,NORM_2,xMnorm);
    116:   }
    117:   if (fMnorm) {
    118:     VecNormBegin(FM,NORM_2,fMnorm);
    119:   }
    120:   if (yMnorm) {
    121:     VecCopy(X,D);
    122:     VecAXPY(D,-1.0,XM);
    123:     VecNormBegin(D,NORM_2,yMnorm);
    124:   }
    125:   if (xAnorm) {
    126:     VecNormBegin(XA,NORM_2,xAnorm);
    127:   }
    128:   if (fAnorm) {
    129:     VecNormBegin(FA,NORM_2,fAnorm);
    130:   }
    131:   if (yAnorm) {
    132:     VecCopy(X,D);
    133:     VecAXPY(D,-1.0,XA);
    134:     VecNormBegin(D,NORM_2,yAnorm);
    135:   }
    136:   if (dnorm) {
    137:     VecCopy(XA,D);
    138:     VecAXPY(D,-1.0,XM);
    139:     VecNormBegin(D,NORM_2,dnorm);
    140:   }
    141:   if (dminnorm) {
    142:     for (i=0; i<l; i++) {
    143:       VecCopy(Xdot[i],D);
    144:       VecAXPY(D,-1.0,XA);
    145:       VecNormBegin(D,NORM_2,&ngmres->xnorms[i]);
    146:     }
    147:   }
    148:   if (xMnorm) {VecNormEnd(XM,NORM_2,xMnorm);}
    149:   if (fMnorm) {VecNormEnd(FM,NORM_2,fMnorm);}
    150:   if (yMnorm) {VecNormEnd(D,NORM_2,yMnorm);}
    151:   if (xAnorm) {VecNormEnd(XA,NORM_2,xAnorm);}
    152:   if (fAnorm) {VecNormEnd(FA,NORM_2,fAnorm);}
    153:   if (yAnorm) {VecNormEnd(D,NORM_2,yAnorm);}
    154:   if (dnorm) {VecNormEnd(D,NORM_2,dnorm);}
    155:   if (dminnorm) {
    156:     for (i=0; i<l; i++) {
    157:       VecNormEnd(D,NORM_2,&ngmres->xnorms[i]);
    158:       dcurnorm = ngmres->xnorms[i];
    159:       if ((dcurnorm < dmin) || (dmin < 0.0)) dmin = dcurnorm;
    160:     }
    161:     *dminnorm = dmin;
    162:   }
    163:   return(0);
    164: }

    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;

    174:   if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) {
    175:     /* X = X + \lambda(XA - X) */
    176:     if (ngmres->monitor) {
    177:       PetscViewerASCIIPrintf(ngmres->monitor,"||F_A||_2 = %e, ||F_M||_2 = %e\n",fAnorm,fMnorm);
    178:     }
    179:     VecCopy(FM,F);
    180:     VecCopy(XM,X);
    181:     VecCopy(XA,Y);
    182:     VecAYPX(Y,-1.0,X);
    183:     *fnorm = fMnorm;
    184:     SNESLineSearchApply(ngmres->additive_linesearch,X,F,fnorm,Y);
    185:     SNESLineSearchGetReason(ngmres->additive_linesearch,&lssucceed);
    186:     SNESLineSearchGetNorms(ngmres->additive_linesearch,xnorm,fnorm,ynorm);
    187:     if (lssucceed) {
    188:       if (++snes->numFailures >= snes->maxFailures) {
    189:         snes->reason = SNES_DIVERGED_LINE_SEARCH;
    190:         return(0);
    191:       }
    192:     }
    193:     if (ngmres->monitor) {
    194:       PetscViewerASCIIPrintf(ngmres->monitor,"Additive solution: ||F||_2 = %e\n",*fnorm);
    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;

    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;

    206:     if (selectA) {
    207:       if (ngmres->monitor) {
    208:         PetscViewerASCIIPrintf(ngmres->monitor,"picked X_A, ||F_A||_2 = %e, ||F_M||_2 = %e\n",fAnorm,fMnorm);
    209:       }
    210:       /* copy it over */
    211:       *xnorm = xAnorm;
    212:       *fnorm = fAnorm;
    213:       *ynorm = yAnorm;
    214:       VecCopy(FA,F);
    215:       VecCopy(XA,X);
    216:     } else {
    217:       if (ngmres->monitor) {
    218:         PetscViewerASCIIPrintf(ngmres->monitor,"picked X_M, ||F_A||_2 = %e, ||F_M||_2 = %e\n",fAnorm,fMnorm);
    219:       }
    220:       *xnorm = xMnorm;
    221:       *fnorm = fMnorm;
    222:       *ynorm = yMnorm;
    223:       VecCopy(XM,Y);
    224:       VecAXPY(Y,-1.0,X);
    225:       VecCopy(FM,F);
    226:       VecCopy(XM,X);
    227:     }
    228:   } else { /* none */
    229:     *xnorm = xAnorm;
    230:     *fnorm = fAnorm;
    231:     *ynorm = yAnorm;
    232:     VecCopy(FA,F);
    233:     VecCopy(XA,X);
    234:   }
    235:   return(0);
    236: }

    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;

    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:       PetscViewerASCIIPrintf(ngmres->monitor,"difference restart: %e > %e\n",ngmres->epsilonB*dnorm,dminnorm);
    249:     }
    250:     *selectRestart = PETSC_TRUE;
    251:   }
    252:   /* residual stagnation restart */
    253:   if (PetscSqrtReal(fAnorm) > ngmres->gammaC*PetscSqrtReal(fminnorm)) {
    254:     if (ngmres->monitor) {
    255:       PetscViewerASCIIPrintf(ngmres->monitor,"residual restart: %e > %e\n",PetscSqrtReal(fAnorm),ngmres->gammaC*PetscSqrtReal(fminnorm));
    256:     }
    257:     *selectRestart = PETSC_TRUE;
    258:   }

    260:   /* F_M stagnation restart */
    261:   if (ngmres->restart_fm_rise && fMnorm > snes->norm) {
    262:     if (ngmres->monitor) {
    263:       PetscViewerASCIIPrintf(ngmres->monitor,"F_M rise restart: %e > %e\n",fMnorm,snes->norm);
    264:     }
    265:     *selectRestart = PETSC_TRUE;
    266:   }

    268:   return(0);
    269: }