Actual source code: qn.c
petsc-3.6.0 2015-06-09
1: #include <petsc/private/snesimpl.h> /*I "petscsnes.h" I*/
3: #define H(i,j) qn->dXdFmat[i*qn->m + j]
5: const char *const SNESQNScaleTypes[] = {"DEFAULT","NONE","SHANNO","LINESEARCH","JACOBIAN","SNESQNScaleType","SNES_QN_SCALING_",0};
6: const char *const SNESQNRestartTypes[] = {"DEFAULT","NONE","POWELL","PERIODIC","SNESQNRestartType","SNES_QN_RESTART_",0};
7: const char *const SNESQNTypes[] = {"LBFGS","BROYDEN","BADBROYDEN","SNESQNType","SNES_QN_",0};
9: typedef struct {
10: Vec *U; /* Stored past states (vary from method to method) */
11: Vec *V; /* Stored past states (vary from method to method) */
12: PetscInt m; /* The number of kept previous steps */
13: PetscReal *lambda; /* The line search history of the method */
14: PetscReal *norm; /* norms of the steps */
15: PetscScalar *alpha, *beta;
16: PetscScalar *dXtdF, *dFtdX, *YtdX;
17: PetscBool singlereduction; /* Aggregated reduction implementation */
18: PetscScalar *dXdFmat; /* A matrix of values for dX_i dot dF_j */
19: PetscViewer monitor;
20: PetscReal powell_gamma; /* Powell angle restart condition */
21: PetscReal powell_downhill; /* Powell descent restart condition */
22: PetscReal scaling; /* scaling of H0 */
23: SNESQNType type; /* the type of quasi-newton method used */
24: SNESQNScaleType scale_type; /* the type of scaling used */
25: SNESQNRestartType restart_type; /* determine the frequency and type of restart conditions */
26: } SNES_QN;
30: PetscErrorCode SNESQNApply_Broyden(SNES snes,PetscInt it,Vec Y,Vec X,Vec Xold,Vec D)
31: {
32: PetscErrorCode ierr;
33: SNES_QN *qn = (SNES_QN*)snes->data;
34: Vec W = snes->work[3];
35: Vec *U = qn->U;
36: PetscInt m = qn->m;
37: PetscInt k,i,j,lits,l = m;
38: PetscReal unorm,a,b;
39: PetscReal *lambda=qn->lambda;
40: PetscScalar gdot;
41: PetscReal udot;
44: if (it < m) l = it;
45: if (it > 0) {
46: k = (it-1)%l;
47: SNESLineSearchGetLambda(snes->linesearch,&lambda[k]);
48: VecCopy(Xold,U[k]);
49: VecAXPY(U[k],-1.0,X);
50: if (qn->monitor) {
51: PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
52: PetscViewerASCIIPrintf(qn->monitor, "scaling vector %d of %d by lambda: %14.12e \n",k,l,lambda[k]);
53: PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
54: }
55: }
56: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
57: KSPSolve(snes->ksp,D,W);
58: SNESCheckKSPSolve(snes);
59: KSPGetIterationNumber(snes->ksp,&lits);
60: snes->linear_its += lits;
61: VecCopy(W,Y);
62: } else {
63: VecCopy(D,Y);
64: VecScale(Y,qn->scaling);
65: }
67: /* inward recursion starting at the first update and working forward */
68: for (i = 0; i < l-1; i++) {
69: j = (it+i-l)%l;
70: k = (it+i-l+1)%l;
71: VecNorm(U[j],NORM_2,&unorm);
72: VecDot(U[j],Y,&gdot);
73: unorm *= unorm;
74: udot = PetscRealPart(gdot);
75: a = (lambda[j]/lambda[k]);
76: b = -(1.-lambda[j]);
77: a *= udot/unorm;
78: b *= udot/unorm;
79: VecAXPBYPCZ(Y,a,b,1.,U[k],U[j]);
81: if (qn->monitor) {
82: PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
83: PetscViewerASCIIPrintf(qn->monitor, "using vector %d and %d, gdot: %14.12e\n",k,j,PetscRealPart(gdot));
84: PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
85: }
86: }
87: if (l > 0) {
88: k = (it-1)%l;
89: VecDot(U[k],Y,&gdot);
90: VecNorm(U[k],NORM_2,&unorm);
91: unorm *= unorm;
92: udot = PetscRealPart(gdot);
93: a = unorm/(unorm-lambda[k]*udot);
94: b = -(1.-lambda[k])*udot/(unorm-lambda[k]*udot);
95: if (qn->monitor) {
96: PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
97: PetscViewerASCIIPrintf(qn->monitor, "using vector %d: a: %14.12e b: %14.12e \n",k,a,b);
98: PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
99: }
100: VecAXPBY(Y,b,a,U[k]);
101: }
102: l = m;
103: if (it+1<m)l=it+1;
104: k = it%l;
105: if (qn->monitor) {
106: PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
107: PetscViewerASCIIPrintf(qn->monitor, "setting vector %d of %d\n",k,l);
108: PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
109: }
110: return(0);
111: }
115: PetscErrorCode SNESQNApply_BadBroyden(SNES snes,PetscInt it,Vec Y,Vec X,Vec Xold,Vec D,Vec Dold)
116: {
118: SNES_QN *qn = (SNES_QN*)snes->data;
119: Vec W = snes->work[3];
120: Vec *U = qn->U;
121: Vec *T = qn->V;
123: /* ksp thing for Jacobian scaling */
124: PetscInt h,k,j,i,lits;
125: PetscInt m = qn->m;
126: PetscScalar gdot,udot;
127: PetscInt l = m;
130: if (it < m) l = it;
131: VecCopy(D,Y);
132: if (l > 0) {
133: k = (it-1)%l;
134: SNESLineSearchGetLambda(snes->linesearch,&qn->lambda[k]);
135: VecCopy(Dold,U[k]);
136: VecAXPY(U[k],-1.0,D);
137: VecCopy(Xold,T[k]);
138: VecAXPY(T[k],-1.0,X);
139: }
141: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
142: KSPSolve(snes->ksp,Y,W);
143: SNESCheckKSPSolve(snes);
144: KSPGetIterationNumber(snes->ksp,&lits);
145: snes->linear_its += lits;
146: VecCopy(W,Y);
147: } else {
148: VecScale(Y,qn->scaling);
149: }
151: /* inward recursion starting at the first update and working forward */
152: if (l > 0) {
153: for (i = 0; i < l-1; i++) {
154: j = (it+i-l)%l;
155: k = (it+i-l+1)%l;
156: h = (it-1)%l;
157: VecDotBegin(U[j],U[h],&gdot);
158: VecDotBegin(U[j],U[j],&udot);
159: VecDotEnd(U[j],U[h],&gdot);
160: VecDotEnd(U[j],U[j],&udot);
161: VecAXPY(Y,PetscRealPart(gdot)/PetscRealPart(udot),T[k]);
162: VecAXPY(Y,-(1.-qn->lambda[k])*PetscRealPart(gdot)/PetscRealPart(udot),T[j]);
163: if (qn->monitor) {
164: PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
165: PetscViewerASCIIPrintf(qn->monitor, "it: %d k: %d gdot: %14.12e\n", it, k, PetscRealPart(gdot));
166: PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
167: }
168: }
169: }
170: return(0);
171: }
175: PetscErrorCode SNESQNApply_LBFGS(SNES snes,PetscInt it,Vec Y,Vec X,Vec Xold,Vec D,Vec Dold)
176: {
178: SNES_QN *qn = (SNES_QN*)snes->data;
179: Vec W = snes->work[3];
180: Vec *dX = qn->U;
181: Vec *dF = qn->V;
182: PetscScalar *alpha = qn->alpha;
183: PetscScalar *beta = qn->beta;
184: PetscScalar *dXtdF = qn->dXtdF;
185: PetscScalar *dFtdX = qn->dFtdX;
186: PetscScalar *YtdX = qn->YtdX;
188: /* ksp thing for Jacobian scaling */
189: PetscInt k,i,j,g,lits;
190: PetscInt m = qn->m;
191: PetscScalar t;
192: PetscInt l = m;
195: if (it < m) l = it;
196: VecCopy(D,Y);
197: if (it > 0) {
198: k = (it - 1) % l;
199: VecCopy(D,dF[k]);
200: VecAXPY(dF[k], -1.0, Dold);
201: VecCopy(X, dX[k]);
202: VecAXPY(dX[k], -1.0, Xold);
203: if (qn->singlereduction) {
204: VecMDotBegin(dF[k],l,dX,dXtdF);
205: VecMDotBegin(dX[k],l,dF,dFtdX);
206: VecMDotBegin(Y,l,dX,YtdX);
207: VecMDotEnd(dF[k],l,dX,dXtdF);
208: VecMDotEnd(dX[k],l,dF,dFtdX);
209: VecMDotEnd(Y,l,dX,YtdX);
210: for (j = 0; j < l; j++) {
211: H(k, j) = dFtdX[j];
212: H(j, k) = dXtdF[j];
213: }
214: /* copy back over to make the computation of alpha and beta easier */
215: for (j = 0; j < l; j++) dXtdF[j] = H(j, j);
216: } else {
217: VecDot(dX[k], dF[k], &dXtdF[k]);
218: }
219: if (qn->scale_type == SNES_QN_SCALE_LINESEARCH) {
220: SNESLineSearchGetLambda(snes->linesearch,&qn->scaling);
221: }
222: }
224: /* outward recursion starting at iteration k's update and working back */
225: for (i=0; i<l; i++) {
226: k = (it-i-1)%l;
227: if (qn->singlereduction) {
228: /* construct t = dX[k] dot Y as Y_0 dot dX[k] + sum(-alpha[j]dX[k]dF[j]) */
229: t = YtdX[k];
230: for (j=0; j<i; j++) {
231: g = (it-j-1)%l;
232: t -= alpha[g]*H(k, g);
233: }
234: alpha[k] = t/H(k,k);
235: } else {
236: VecDot(dX[k],Y,&t);
237: alpha[k] = t/dXtdF[k];
238: }
239: if (qn->monitor) {
240: PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
241: PetscViewerASCIIPrintf(qn->monitor, "it: %d k: %d alpha: %14.12e\n", it, k, PetscRealPart(alpha[k]));
242: PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
243: }
244: VecAXPY(Y,-alpha[k],dF[k]);
245: }
247: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
248: KSPSolve(snes->ksp,Y,W);
249: SNESCheckKSPSolve(snes);
250: KSPGetIterationNumber(snes->ksp,&lits);
251: snes->linear_its += lits;
252: VecCopy(W, Y);
253: } else {
254: VecScale(Y, qn->scaling);
255: }
256: if (qn->singlereduction) {
257: VecMDot(Y,l,dF,YtdX);
258: }
259: /* inward recursion starting at the first update and working forward */
260: for (i = 0; i < l; i++) {
261: k = (it + i - l) % l;
262: if (qn->singlereduction) {
263: t = YtdX[k];
264: for (j = 0; j < i; j++) {
265: g = (it + j - l) % l;
266: t += (alpha[g] - beta[g])*H(g, k);
267: }
268: beta[k] = t / H(k, k);
269: } else {
270: VecDot(dF[k], Y, &t);
271: beta[k] = t / dXtdF[k];
272: }
273: VecAXPY(Y, (alpha[k] - beta[k]), dX[k]);
274: if (qn->monitor) {
275: PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
276: PetscViewerASCIIPrintf(qn->monitor, "it: %d k: %d alpha - beta: %14.12e\n", it, k, PetscRealPart(alpha[k] - beta[k]));
277: PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
278: }
279: }
280: return(0);
281: }
285: static PetscErrorCode SNESSolve_QN(SNES snes)
286: {
287: PetscErrorCode ierr;
288: SNES_QN *qn = (SNES_QN*) snes->data;
289: Vec X,Xold;
290: Vec F,W;
291: Vec Y,D,Dold;
292: PetscInt i, i_r;
293: PetscReal fnorm,xnorm,ynorm,gnorm;
294: SNESLineSearchReason lssucceed;
295: PetscBool powell,periodic;
296: PetscScalar DolddotD,DolddotDold;
297: SNESConvergedReason reason;
299: /* basically just a regular newton's method except for the application of the Jacobian */
303: if (snes->xl || snes->xu || snes->ops->computevariablebounds) {
304: SETERRQ1(PetscObjectComm((PetscObject)snes),PETSC_ERR_ARG_WRONGSTATE, "SNES solver %s does not support bounds", ((PetscObject)snes)->type_name);
305: }
307: PetscCitationsRegister(SNESCitation,&SNEScite);
308: F = snes->vec_func; /* residual vector */
309: Y = snes->vec_sol_update; /* search direction generated by J^-1D*/
310: W = snes->work[3];
311: X = snes->vec_sol; /* solution vector */
312: Xold = snes->work[0];
314: /* directions generated by the preconditioned problem with F_pre = F or x - M(x, b) */
315: D = snes->work[1];
316: Dold = snes->work[2];
318: snes->reason = SNES_CONVERGED_ITERATING;
320: PetscObjectSAWsTakeAccess((PetscObject)snes);
321: snes->iter = 0;
322: snes->norm = 0.;
323: PetscObjectSAWsGrantAccess((PetscObject)snes);
325: if (snes->pc && snes->pcside == PC_LEFT && snes->functype == SNES_FUNCTION_PRECONDITIONED) {
326: SNESApplyNPC(snes,X,NULL,F);
327: SNESGetConvergedReason(snes->pc,&reason);
328: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
329: snes->reason = SNES_DIVERGED_INNER;
330: return(0);
331: }
332: VecNorm(F,NORM_2,&fnorm);
333: } else {
334: if (!snes->vec_func_init_set) {
335: SNESComputeFunction(snes,X,F);
336: } else snes->vec_func_init_set = PETSC_FALSE;
338: VecNorm(F,NORM_2,&fnorm);
339: SNESCheckFunctionNorm(snes,fnorm);
340: }
341: if (snes->pc && snes->pcside == PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
342: SNESApplyNPC(snes,X,F,D);
343: SNESGetConvergedReason(snes->pc,&reason);
344: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
345: snes->reason = SNES_DIVERGED_INNER;
346: return(0);
347: }
348: } else {
349: VecCopy(F,D);
350: }
352: PetscObjectSAWsTakeAccess((PetscObject)snes);
353: snes->norm = fnorm;
354: PetscObjectSAWsGrantAccess((PetscObject)snes);
355: SNESLogConvergenceHistory(snes,fnorm,0);
356: SNESMonitor(snes,0,fnorm);
358: /* test convergence */
359: (*snes->ops->converged)(snes,0,0.0,0.0,fnorm,&snes->reason,snes->cnvP);
360: if (snes->reason) return(0);
362: if (snes->pc && snes->pcside == PC_RIGHT) {
363: PetscLogEventBegin(SNES_NPCSolve,snes->pc,X,0,0);
364: SNESSolve(snes->pc,snes->vec_rhs,X);
365: PetscLogEventEnd(SNES_NPCSolve,snes->pc,X,0,0);
366: SNESGetConvergedReason(snes->pc,&reason);
367: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
368: snes->reason = SNES_DIVERGED_INNER;
369: return(0);
370: }
371: SNESGetNPCFunction(snes,F,&fnorm);
372: VecCopy(F,D);
373: }
375: /* scale the initial update */
376: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
377: SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);
378: }
380: for (i = 0, i_r = 0; i < snes->max_its; i++, i_r++) {
381: if (qn->scale_type == SNES_QN_SCALE_SHANNO && i_r > 0) {
382: PetscScalar ff,xf;
383: VecCopy(Dold,Y);
384: VecCopy(Xold,W);
385: VecAXPY(Y,-1.0,D);
386: VecAXPY(W,-1.0,X);
387: VecDotBegin(Y,Y,&ff);
388: VecDotBegin(W,Y,&xf);
389: VecDotEnd(Y,Y,&ff);
390: VecDotEnd(W,Y,&xf);
391: qn->scaling = PetscRealPart(xf)/PetscRealPart(ff);
392: }
393: switch (qn->type) {
394: case SNES_QN_BADBROYDEN:
395: SNESQNApply_BadBroyden(snes,i_r,Y,X,Xold,D,Dold);
396: break;
397: case SNES_QN_BROYDEN:
398: SNESQNApply_Broyden(snes,i_r,Y,X,Xold,D);
399: break;
400: case SNES_QN_LBFGS:
401: SNESQNApply_LBFGS(snes,i_r,Y,X,Xold,D,Dold);
402: break;
403: }
404: /* line search for lambda */
405: ynorm = 1; gnorm = fnorm;
406: VecCopy(D, Dold);
407: VecCopy(X, Xold);
408: SNESLineSearchApply(snes->linesearch, X, F, &fnorm, Y);
409: if (snes->reason == SNES_DIVERGED_FUNCTION_COUNT) break;
410: SNESLineSearchGetReason(snes->linesearch, &lssucceed);
411: SNESLineSearchGetNorms(snes->linesearch, &xnorm, &fnorm, &ynorm);
412: if (lssucceed) {
413: if (++snes->numFailures >= snes->maxFailures) {
414: snes->reason = SNES_DIVERGED_LINE_SEARCH;
415: break;
416: }
417: }
418: if (qn->scale_type == SNES_QN_SCALE_LINESEARCH) {
419: SNESLineSearchGetLambda(snes->linesearch, &qn->scaling);
420: }
422: /* convergence monitoring */
423: PetscInfo4(snes,"fnorm=%18.16e, gnorm=%18.16e, ynorm=%18.16e, lssucceed=%d\n",(double)fnorm,(double)gnorm,(double)ynorm,(int)lssucceed);
425: if (snes->pc && snes->pcside == PC_RIGHT) {
426: PetscLogEventBegin(SNES_NPCSolve,snes->pc,X,0,0);
427: SNESSolve(snes->pc,snes->vec_rhs,X);
428: PetscLogEventEnd(SNES_NPCSolve,snes->pc,X,0,0);
429: SNESGetConvergedReason(snes->pc,&reason);
430: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
431: snes->reason = SNES_DIVERGED_INNER;
432: return(0);
433: }
434: SNESGetNPCFunction(snes,F,&fnorm);
435: }
437: SNESSetIterationNumber(snes, i+1);
438: snes->norm = fnorm;
440: SNESLogConvergenceHistory(snes,snes->norm,snes->iter);
441: SNESMonitor(snes,snes->iter,snes->norm);
442: /* set parameter for default relative tolerance convergence test */
443: (*snes->ops->converged)(snes,snes->iter,xnorm,ynorm,fnorm,&snes->reason,snes->cnvP);
444: if (snes->reason) return(0);
445: if (snes->pc && snes->pcside == PC_LEFT && snes->functype == SNES_FUNCTION_UNPRECONDITIONED) {
446: SNESApplyNPC(snes,X,F,D);
447: SNESGetConvergedReason(snes->pc,&reason);
448: if (reason < 0 && reason != SNES_DIVERGED_MAX_IT) {
449: snes->reason = SNES_DIVERGED_INNER;
450: return(0);
451: }
452: } else {
453: VecCopy(F, D);
454: }
455: powell = PETSC_FALSE;
456: if (qn->restart_type == SNES_QN_RESTART_POWELL) {
457: /* check restart by Powell's Criterion: |F^T H_0 Fold| > 0.2 * |Fold^T H_0 Fold| */
458: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
459: MatMult(snes->jacobian_pre,Dold,W);
460: } else {
461: VecCopy(Dold,W);
462: }
463: VecDotBegin(W, Dold, &DolddotDold);
464: VecDotBegin(W, D, &DolddotD);
465: VecDotEnd(W, Dold, &DolddotDold);
466: VecDotEnd(W, D, &DolddotD);
467: if (PetscAbs(PetscRealPart(DolddotD)) > qn->powell_gamma*PetscAbs(PetscRealPart(DolddotDold))) powell = PETSC_TRUE;
468: }
469: periodic = PETSC_FALSE;
470: if (qn->restart_type == SNES_QN_RESTART_PERIODIC) {
471: if (i_r>qn->m-1) periodic = PETSC_TRUE;
472: }
473: /* restart if either powell or periodic restart is satisfied. */
474: if (powell || periodic) {
475: if (qn->monitor) {
476: PetscViewerASCIIAddTab(qn->monitor,((PetscObject)snes)->tablevel+2);
477: PetscViewerASCIIPrintf(qn->monitor, "restart! |%14.12e| > %4.2f*|%14.12e| or i_r = %d\n", PetscRealPart(DolddotD), qn->powell_gamma, PetscRealPart(DolddotDold), i_r);
478: PetscViewerASCIISubtractTab(qn->monitor,((PetscObject)snes)->tablevel+2);
479: }
480: i_r = -1;
481: /* general purpose update */
482: if (snes->ops->update) {
483: (*snes->ops->update)(snes, snes->iter);
484: }
485: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
486: SNESComputeJacobian(snes,X,snes->jacobian,snes->jacobian_pre);
487: }
488: }
489: /* general purpose update */
490: if (snes->ops->update) {
491: (*snes->ops->update)(snes, snes->iter);
492: }
493: }
494: if (i == snes->max_its) {
495: PetscInfo1(snes, "Maximum number of iterations has been reached: %D\n", snes->max_its);
496: if (!snes->reason) snes->reason = SNES_DIVERGED_MAX_IT;
497: }
498: return(0);
499: }
503: static PetscErrorCode SNESSetUp_QN(SNES snes)
504: {
505: SNES_QN *qn = (SNES_QN*)snes->data;
509: VecDuplicateVecs(snes->vec_sol, qn->m, &qn->U);
510: if (qn->type != SNES_QN_BROYDEN) VecDuplicateVecs(snes->vec_sol, qn->m, &qn->V);
511: PetscMalloc4(qn->m,&qn->alpha,qn->m,&qn->beta,qn->m,&qn->dXtdF,qn->m,&qn->lambda);
513: if (qn->singlereduction) {
514: PetscMalloc3(qn->m*qn->m,&qn->dXdFmat,qn->m,&qn->dFtdX,qn->m,&qn->YtdX);
515: }
516: SNESSetWorkVecs(snes,4);
517: /* set method defaults */
518: if (qn->scale_type == SNES_QN_SCALE_DEFAULT) {
519: if (qn->type == SNES_QN_BADBROYDEN) {
520: qn->scale_type = SNES_QN_SCALE_NONE;
521: } else {
522: qn->scale_type = SNES_QN_SCALE_SHANNO;
523: }
524: }
525: if (qn->restart_type == SNES_QN_RESTART_DEFAULT) {
526: if (qn->type == SNES_QN_LBFGS) {
527: qn->restart_type = SNES_QN_RESTART_POWELL;
528: } else {
529: qn->restart_type = SNES_QN_RESTART_PERIODIC;
530: }
531: }
533: if (qn->scale_type == SNES_QN_SCALE_JACOBIAN) {
534: SNESSetUpMatrices(snes);
535: }
536: if (snes->pcside == PC_LEFT && snes->functype == SNES_FUNCTION_DEFAULT) {snes->functype = SNES_FUNCTION_UNPRECONDITIONED;}
537: return(0);
538: }
542: static PetscErrorCode SNESReset_QN(SNES snes)
543: {
545: SNES_QN *qn;
548: if (snes->data) {
549: qn = (SNES_QN*)snes->data;
550: if (qn->U) {
551: VecDestroyVecs(qn->m, &qn->U);
552: }
553: if (qn->V) {
554: VecDestroyVecs(qn->m, &qn->V);
555: }
556: if (qn->singlereduction) {
557: PetscFree3(qn->dXdFmat, qn->dFtdX, qn->YtdX);
558: }
559: PetscFree4(qn->alpha,qn->beta,qn->dXtdF,qn->lambda);
560: }
561: return(0);
562: }
566: static PetscErrorCode SNESDestroy_QN(SNES snes)
567: {
571: SNESReset_QN(snes);
572: PetscFree(snes->data);
573: PetscObjectComposeFunction((PetscObject)snes,"",NULL);
574: return(0);
575: }
579: static PetscErrorCode SNESSetFromOptions_QN(PetscOptions *PetscOptionsObject,SNES snes)
580: {
582: PetscErrorCode ierr;
583: SNES_QN *qn = (SNES_QN*)snes->data;
584: PetscBool monflg = PETSC_FALSE,flg;
585: SNESLineSearch linesearch;
586: SNESQNRestartType rtype = qn->restart_type;
587: SNESQNScaleType stype = qn->scale_type;
588: SNESQNType qtype = qn->type;
591: PetscOptionsHead(PetscOptionsObject,"SNES QN options");
592: PetscOptionsInt("-snes_qn_m","Number of past states saved for L-BFGS methods","SNESQN",qn->m,&qn->m,NULL);
593: PetscOptionsReal("-snes_qn_powell_gamma","Powell angle tolerance", "SNESQN", qn->powell_gamma, &qn->powell_gamma, NULL);
594: PetscOptionsReal("-snes_qn_powell_downhill","Powell descent tolerance", "SNESQN", qn->powell_downhill, &qn->powell_downhill, NULL);
595: PetscOptionsBool("-snes_qn_monitor", "Monitor for the QN methods", "SNESQN", monflg, &monflg, NULL);
596: PetscOptionsBool("-snes_qn_single_reduction", "Aggregate reductions", "SNESQN", qn->singlereduction, &qn->singlereduction, NULL);
597: PetscOptionsEnum("-snes_qn_scale_type","Scaling type","SNESQNSetScaleType",SNESQNScaleTypes,(PetscEnum)stype,(PetscEnum*)&stype,&flg);
598: if (flg) SNESQNSetScaleType(snes,stype);
600: PetscOptionsEnum("-snes_qn_restart_type","Restart type","SNESQNSetRestartType",SNESQNRestartTypes,(PetscEnum)rtype,(PetscEnum*)&rtype,&flg);
601: if (flg) SNESQNSetRestartType(snes,rtype);
603: PetscOptionsEnum("-snes_qn_type","Quasi-Newton update type","",SNESQNTypes,(PetscEnum)qtype,(PetscEnum*)&qtype,&flg);
604: if (flg) {SNESQNSetType(snes,qtype);}
605: PetscOptionsTail();
606: if (!snes->linesearch) {
607: SNESGetLineSearch(snes, &linesearch);
608: if (qn->type == SNES_QN_LBFGS) {
609: SNESLineSearchSetType(linesearch, SNESLINESEARCHCP);
610: } else if (qn->type == SNES_QN_BROYDEN) {
611: SNESLineSearchSetType(linesearch, SNESLINESEARCHBASIC);
612: } else {
613: SNESLineSearchSetType(linesearch, SNESLINESEARCHL2);
614: }
615: }
616: if (monflg) {
617: qn->monitor = PETSC_VIEWER_STDOUT_(PetscObjectComm((PetscObject)snes));
618: }
619: return(0);
620: }
624: static PetscErrorCode SNESView_QN(SNES snes, PetscViewer viewer)
625: {
626: SNES_QN *qn = (SNES_QN*)snes->data;
627: PetscBool iascii;
631: PetscObjectTypeCompare((PetscObject) viewer, PETSCVIEWERASCII, &iascii);
632: if (iascii) {
633: PetscViewerASCIIPrintf(viewer," QN type is %s, restart type is %s, scale type is %s\n",SNESQNTypes[qn->type],SNESQNRestartTypes[qn->restart_type],SNESQNScaleTypes[qn->scale_type]);
634: PetscViewerASCIIPrintf(viewer," Stored subspace size: %d\n", qn->m);
635: if (qn->singlereduction) {
636: PetscViewerASCIIPrintf(viewer," Using the single reduction variant.\n");
637: }
638: }
639: return(0);
640: }
644: /*@
645: SNESQNSetRestartType - Sets the restart type for SNESQN.
647: Logically Collective on SNES
649: Input Parameters:
650: + snes - the iterative context
651: - rtype - restart type
653: Options Database:
654: + -snes_qn_restart_type <powell,periodic,none> - set the restart type
655: - -snes_qn_m <m> - sets the number of stored updates and the restart period for periodic
657: Level: intermediate
659: SNESQNRestartTypes:
660: + SNES_QN_RESTART_NONE - never restart
661: . SNES_QN_RESTART_POWELL - restart based upon descent criteria
662: - SNES_QN_RESTART_PERIODIC - restart after a fixed number of iterations
664: .keywords: SNES, SNESQN, restart, type, set SNESLineSearch, SNESQNRestartType
665: @*/
666: PetscErrorCode SNESQNSetRestartType(SNES snes, SNESQNRestartType rtype)
667: {
672: PetscTryMethod(snes,"SNESQNSetRestartType_C",(SNES,SNESQNRestartType),(snes,rtype));
673: return(0);
674: }
678: /*@
679: SNESQNSetScaleType - Sets the scaling type for the inner inverse Jacobian in SNESQN.
681: Logically Collective on SNES
683: Input Parameters:
684: + snes - the iterative context
685: - stype - scale type
687: Options Database:
688: . -snes_qn_scale_type <shanno,none,linesearch,jacobian>
690: Level: intermediate
692: SNESQNScaleTypes:
693: + SNES_QN_SCALE_NONE - don't scale the problem
694: . SNES_QN_SCALE_SHANNO - use shanno scaling
695: . SNES_QN_SCALE_LINESEARCH - scale based upon line search lambda
696: - SNES_QN_SCALE_JACOBIAN - scale by inverting a previously computed Jacobian.
698: .keywords: SNES, SNESQN, scaling, type, set SNESLineSearch, SNESQNScaleType
699: @*/
701: PetscErrorCode SNESQNSetScaleType(SNES snes, SNESQNScaleType stype)
702: {
707: PetscTryMethod(snes,"SNESQNSetScaleType_C",(SNES,SNESQNScaleType),(snes,stype));
708: return(0);
709: }
713: PetscErrorCode SNESQNSetScaleType_QN(SNES snes, SNESQNScaleType stype)
714: {
715: SNES_QN *qn = (SNES_QN*)snes->data;
718: qn->scale_type = stype;
719: return(0);
720: }
724: PetscErrorCode SNESQNSetRestartType_QN(SNES snes, SNESQNRestartType rtype)
725: {
726: SNES_QN *qn = (SNES_QN*)snes->data;
729: qn->restart_type = rtype;
730: return(0);
731: }
735: /*@
736: SNESQNSetType - Sets the quasi-Newton variant to be used in SNESQN.
738: Logically Collective on SNES
740: Input Parameters:
741: + snes - the iterative context
742: - qtype - variant type
744: Options Database:
745: . -snes_qn_type <lbfgs,broyden,badbroyden>
747: Level: beginner
749: SNESQNTypes:
750: + SNES_QN_LBFGS - LBFGS variant
751: . SNES_QN_BROYDEN - Broyden variant
752: - SNES_QN_BADBROYDEN - Bad Broyden variant
754: .keywords: SNES, SNESQN, type, set, SNESQNType
755: @*/
757: PetscErrorCode SNESQNSetType(SNES snes, SNESQNType qtype)
758: {
763: PetscTryMethod(snes,"SNESQNSetType_C",(SNES,SNESQNType),(snes,qtype));
764: return(0);
765: }
769: PetscErrorCode SNESQNSetType_QN(SNES snes, SNESQNType qtype)
770: {
771: SNES_QN *qn = (SNES_QN*)snes->data;
774: qn->type = qtype;
775: return(0);
776: }
778: /* -------------------------------------------------------------------------- */
779: /*MC
780: SNESQN - Limited-Memory Quasi-Newton methods for the solution of nonlinear systems.
782: Options Database:
784: + -snes_qn_m <m> - Number of past states saved for the L-Broyden methods.
785: + -snes_qn_restart_type <powell,periodic,none> - set the restart type
786: . -snes_qn_powell_angle - Angle condition for restart.
787: . -snes_qn_powell_descent - Descent condition for restart.
788: . -snes_qn_type <lbfgs,broyden,badbroyden> - QN type
789: . -snes_qn_scale_type <shanno,none,linesearch,jacobian> - scaling performed on inner Jacobian
790: . -snes_linesearch_type <cp, l2, basic> - Type of line search.
791: - -snes_qn_monitor - Monitors the quasi-newton Jacobian.
793: Notes: This implements the L-BFGS, Broyden, and "Bad" Broyden algorithms for the solution of F(x) = b using
794: previous change in F(x) and x to form the approximate inverse Jacobian using a series of multiplicative rank-one
795: updates.
797: When using a nonlinear preconditioner, one has two options as to how the preconditioner is applied. The first of
798: these options, sequential, uses the preconditioner to generate a new solution and function and uses those at this
799: iteration as the current iteration's values when constructing the approximate Jacobian. The second, composed,
800: perturbs the problem the Jacobian represents to be P(x, b) - x = 0, where P(x, b) is the preconditioner.
802: References:
804: Kelley, C.T., Iterative Methods for Linear and Nonlinear Equations, Chapter 8, SIAM, 1995.
806: R. Byrd, J. Nocedal, R. Schnabel, Representations of Quasi-Newton Matrices and their use in Limited Memory Methods,
807: Technical Report, Northwestern University, June 1992.
809: Peter N. Brown, Alan C. Hindmarsh, Homer F. Walker, Experiments with Quasi-Newton Methods in Solving Stiff ODE
810: Systems, SIAM J. Sci. Stat. Comput. Vol 6(2), April 1985.
813: Level: beginner
815: .seealso: SNESCreate(), SNES, SNESSetType(), SNESNEWTONLS, SNESNEWTONTR
817: M*/
820: PETSC_EXTERN PetscErrorCode SNESCreate_QN(SNES snes)
821: {
823: SNES_QN *qn;
826: snes->ops->setup = SNESSetUp_QN;
827: snes->ops->solve = SNESSolve_QN;
828: snes->ops->destroy = SNESDestroy_QN;
829: snes->ops->setfromoptions = SNESSetFromOptions_QN;
830: snes->ops->view = SNESView_QN;
831: snes->ops->reset = SNESReset_QN;
833: snes->pcside = PC_LEFT;
835: snes->usespc = PETSC_TRUE;
836: snes->usesksp = PETSC_FALSE;
838: if (!snes->tolerancesset) {
839: snes->max_funcs = 30000;
840: snes->max_its = 10000;
841: }
843: PetscNewLog(snes,&qn);
844: snes->data = (void*) qn;
845: qn->m = 10;
846: qn->scaling = 1.0;
847: qn->U = NULL;
848: qn->V = NULL;
849: qn->dXtdF = NULL;
850: qn->dFtdX = NULL;
851: qn->dXdFmat = NULL;
852: qn->monitor = NULL;
853: qn->singlereduction = PETSC_TRUE;
854: qn->powell_gamma = 0.9999;
855: qn->scale_type = SNES_QN_SCALE_DEFAULT;
856: qn->restart_type = SNES_QN_RESTART_DEFAULT;
857: qn->type = SNES_QN_LBFGS;
859: PetscObjectComposeFunction((PetscObject)snes,"SNESQNSetScaleType_C",SNESQNSetScaleType_QN);
860: PetscObjectComposeFunction((PetscObject)snes,"SNESQNSetRestartType_C",SNESQNSetRestartType_QN);
861: PetscObjectComposeFunction((PetscObject)snes,"SNESQNSetType_C",SNESQNSetType_QN);
862: return(0);
863: }