Actual source code: petscsnes.h

  1: /*
  2:     User interface for the nonlinear solvers package.
  3: */
 6:  #include petscksp.h

  9: /*S
 10:      SNES - Abstract PETSc object that manages all nonlinear solves

 12:    Level: beginner

 14:   Concepts: nonlinear solvers

 16: .seealso:  SNESCreate(), SNESSetType(), SNESType, TS, KSP, KSP, PC
 17: S*/
 18: typedef struct _p_SNES* SNES;

 20: /*E
 21:     SNESType - String with the name of a PETSc SNES method or the creation function
 22:        with an optional dynamic library name, for example
 23:        http://www.mcs.anl.gov/petsc/lib.a:mysnescreate()

 25:    Level: beginner

 27: .seealso: SNESSetType(), SNES
 28: E*/
 29: #define SNESType const char*
 30: #define SNESLS          "ls"
 31: #define SNESTR          "tr"
 32: #define SNESTEST        "test"

 34: /* Logging support */

 37: EXTERN PetscErrorCode  SNESInitializePackage(const char[]);

 39: EXTERN PetscErrorCode  SNESCreate(MPI_Comm,SNES*);
 40: EXTERN PetscErrorCode  SNESDestroy(SNES);
 41: EXTERN PetscErrorCode  SNESSetType(SNES,SNESType);
 42: EXTERN PetscErrorCode  SNESMonitorSet(SNES,PetscErrorCode(*)(SNES,PetscInt,PetscReal,void*),void *,PetscErrorCode (*)(void*));
 43: EXTERN PetscErrorCode  SNESMonitorCancel(SNES);
 44: EXTERN PetscErrorCode  SNESSetConvergenceHistory(SNES,PetscReal[],PetscInt[],PetscInt,PetscTruth);
 45: EXTERN PetscErrorCode  SNESGetConvergenceHistory(SNES,PetscReal*[],PetscInt *[],PetscInt *);
 46: EXTERN PetscErrorCode  SNESSetUp(SNES);
 47: EXTERN PetscErrorCode  SNESSolve(SNES,Vec,Vec);

 49: EXTERN PetscErrorCode  SNESAddOptionsChecker(PetscErrorCode (*)(SNES));

 51: EXTERN PetscErrorCode  SNESSetUpdate(SNES, PetscErrorCode (*)(SNES, PetscInt));
 52: EXTERN PetscErrorCode  SNESDefaultUpdate(SNES, PetscInt);

 55: EXTERN PetscErrorCode  SNESRegisterDestroy(void);
 56: EXTERN PetscErrorCode  SNESRegisterAll(const char[]);

 58: EXTERN PetscErrorCode  SNESRegister(const char[],const char[],const char[],PetscErrorCode (*)(SNES));

 60: /*MC
 61:    SNESRegisterDynamic - Adds a method to the nonlinear solver package.

 63:    Synopsis:
 64:    PetscErrorCode SNESRegisterDynamic(char *name_solver,char *path,char *name_create,PetscErrorCode (*routine_create)(SNES))

 66:    Not collective

 68:    Input Parameters:
 69: +  name_solver - name of a new user-defined solver
 70: .  path - path (either absolute or relative) the library containing this solver
 71: .  name_create - name of routine to create method context
 72: -  routine_create - routine to create method context

 74:    Notes:
 75:    SNESRegisterDynamic() may be called multiple times to add several user-defined solvers.

 77:    If dynamic libraries are used, then the fourth input argument (routine_create)
 78:    is ignored.

 80:    Environmental variables such as ${PETSC_ARCH}, ${PETSC_DIR}, ${PETSC_LIB_DIR},
 81:    and others of the form ${any_environmental_variable} occuring in pathname will be 
 82:    replaced with appropriate values.

 84:    Sample usage:
 85: .vb
 86:    SNESRegisterDynamic("my_solver",/home/username/my_lib/lib/libg/solaris/mylib.a,
 87:                 "MySolverCreate",MySolverCreate);
 88: .ve

 90:    Then, your solver can be chosen with the procedural interface via
 91: $     SNESSetType(snes,"my_solver")
 92:    or at runtime via the option
 93: $     -snes_type my_solver

 95:    Level: advanced

 97:     Note: If your function is not being put into a shared library then use SNESRegister() instead

 99: .keywords: SNES, nonlinear, register

101: .seealso: SNESRegisterAll(), SNESRegisterDestroy()
102: M*/
103: #if defined(PETSC_USE_DYNAMIC_LIBRARIES)
104: #define SNESRegisterDynamic(a,b,c,d) SNESRegister(a,b,c,0)
105: #else
106: #define SNESRegisterDynamic(a,b,c,d) SNESRegister(a,b,c,d)
107: #endif

109: EXTERN PetscErrorCode  SNESGetKSP(SNES,KSP*);
110: EXTERN PetscErrorCode  SNESSetKSP(SNES,KSP);
111: EXTERN PetscErrorCode  SNESGetSolution(SNES,Vec*);
112: EXTERN PetscErrorCode  SNESGetSolutionUpdate(SNES,Vec*);
113: EXTERN PetscErrorCode  SNESGetFunction(SNES,Vec*,PetscErrorCode(**)(SNES,Vec,Vec,void*),void**);
114: EXTERN PetscErrorCode  SNESView(SNES,PetscViewer);

116: EXTERN PetscErrorCode  SNESSetOptionsPrefix(SNES,const char[]);
117: EXTERN PetscErrorCode  SNESAppendOptionsPrefix(SNES,const char[]);
118: EXTERN PetscErrorCode  SNESGetOptionsPrefix(SNES,const char*[]);
119: EXTERN PetscErrorCode  SNESSetFromOptions(SNES);

121: EXTERN PetscErrorCode  MatCreateSNESMF(SNES,Mat*);
122: EXTERN PetscErrorCode  MatMFFDComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*,void*);

124: EXTERN PetscErrorCode  MatDAADSetSNES(Mat,SNES);

126: EXTERN PetscErrorCode  SNESGetType(SNES,SNESType*);
127: EXTERN PetscErrorCode  SNESMonitorDefault(SNES,PetscInt,PetscReal,void *);
128: EXTERN PetscErrorCode  SNESMonitorRatio(SNES,PetscInt,PetscReal,void *);
129: EXTERN PetscErrorCode  SNESMonitorSetRatio(SNES,PetscViewerASCIIMonitor);
130: EXTERN PetscErrorCode  SNESMonitorSolution(SNES,PetscInt,PetscReal,void *);
131: EXTERN PetscErrorCode  SNESMonitorResidual(SNES,PetscInt,PetscReal,void *);
132: EXTERN PetscErrorCode  SNESMonitorSolutionUpdate(SNES,PetscInt,PetscReal,void *);
133: EXTERN PetscErrorCode  SNESMonitorDefaultShort(SNES,PetscInt,PetscReal,void *);
134: EXTERN PetscErrorCode  SNESSetTolerances(SNES,PetscReal,PetscReal,PetscReal,PetscInt,PetscInt);
135: EXTERN PetscErrorCode  SNESGetTolerances(SNES,PetscReal*,PetscReal*,PetscReal*,PetscInt*,PetscInt*);
136: EXTERN PetscErrorCode  SNESSetTrustRegionTolerance(SNES,PetscReal);
137: EXTERN PetscErrorCode  SNESGetFunctionNorm(SNES,PetscReal*);
138: EXTERN PetscErrorCode  SNESGetIterationNumber(SNES,PetscInt*);

140: EXTERN PetscErrorCode  SNESGetNonlinearStepFailures(SNES,PetscInt*);
141: EXTERN PetscErrorCode  SNESSetMaxNonlinearStepFailures(SNES,PetscInt);
142: EXTERN PetscErrorCode  SNESGetMaxNonlinearStepFailures(SNES,PetscInt*);
143: EXTERN PetscErrorCode  SNESGetNumberFunctionEvals(SNES,PetscInt*);

145: EXTERN PetscErrorCode  SNESGetLinearSolveIterations(SNES,PetscInt*);
146: EXTERN PetscErrorCode  SNESGetLinearSolveFailures(SNES,PetscInt*);
147: EXTERN PetscErrorCode  SNESSetMaxLinearSolveFailures(SNES,PetscInt);
148: EXTERN PetscErrorCode  SNESGetMaxLinearSolveFailures(SNES,PetscInt*);

150: EXTERN PetscErrorCode  SNESKSPSetUseEW(SNES,PetscTruth);
151: EXTERN PetscErrorCode  SNESKSPGetUseEW(SNES,PetscTruth*);
152: EXTERN PetscErrorCode  SNESKSPSetParametersEW(SNES,PetscInt,PetscReal,PetscReal,PetscReal,PetscReal,PetscReal,PetscReal);
153: EXTERN PetscErrorCode  SNESKSPGetParametersEW(SNES,PetscInt*,PetscReal*,PetscReal*,PetscReal*,PetscReal*,PetscReal*,PetscReal*);

155: EXTERN PetscErrorCode  SNESMonitorLGCreate(const char[],const char[],int,int,int,int,PetscDrawLG*);
156: EXTERN PetscErrorCode  SNESMonitorLG(SNES,PetscInt,PetscReal,void*);
157: EXTERN PetscErrorCode  SNESMonitorLGDestroy(PetscDrawLG);

159: EXTERN PetscErrorCode  SNESSetApplicationContext(SNES,void *);
160: EXTERN PetscErrorCode  SNESGetApplicationContext(SNES,void **);

162: EXTERN PetscErrorCode  SNESSetFunctionDomainError(SNES);
163: /*E
164:     SNESConvergedReason - reason a SNES method was said to 
165:          have converged or diverged

167:    Level: beginner

169:    Notes: this must match finclude/petscsnes.h 

171:    The two most common reasons for divergence are 
172: $   1) an incorrectly coded or computed Jacobian or 
173: $   2) failure or lack of convergence in the linear system (in this case we recommend
174: $      testing with -pc_type lu to eliminate the linear solver as the cause of the problem).

176:    Diverged Reasons:
177: .    SNES_DIVERGED_LOCAL_MIN - this can only occur when using the line-search variant of SNES.
178:        The line search wants to minimize Q(alpha) = 1/2 || F(x + alpha s) ||^2_2  this occurs
179:        at Q'(alpha) = s^T F'(x+alpha s)^T F(x+alpha s) = 0. If s is the Newton direction - F'(x)^(-1)F(x) then
180:        you get Q'(alpha) = -F(x)^T F'(x)^(-1)^T F'(x+alpha s)F(x+alpha s); when alpha = 0
181:        Q'(0) = - ||F(x)||^2_2 which is always NEGATIVE if F'(x) is invertible. This means the Newton
182:        direction is a descent direction and the line search should succeed if alpha is small enough.

184:        If F'(x) is NOT invertible AND F'(x)^T F(x) = 0 then Q'(0) = 0 and the Newton direction 
185:        is NOT a descent direction so the line search will fail. All one can do at this point
186:        is change the initial guess and try again.

188:        An alternative explanation: Newton's method can be regarded as replacing the function with
189:        its linear approximation and minimizing the 2-norm of that. That is F(x+s) approx F(x) + F'(x)s
190:        so we minimize || F(x) + F'(x) s ||^2_2; do this using Least Squares. If F'(x) is invertible then
191:        s = - F'(x)^(-1)F(x) otherwise F'(x)^T F'(x) s = -F'(x)^T F(x). If F'(x)^T F(x) is NOT zero then there
192:        exists a nontrival (that is F'(x)s != 0) solution to the equation and this direction is 
193:        s = - [F'(x)^T F'(x)]^(-1) F'(x)^T F(x) so Q'(0) = - F(x)^T F'(x) [F'(x)^T F'(x)]^(-T) F'(x)^T F(x)
194:        = - (F'(x)^T F(x)) [F'(x)^T F'(x)]^(-T) (F'(x)^T F(x)). Since we are assuming (F'(x)^T F(x)) != 0
195:        and F'(x)^T F'(x) has no negative eigenvalues Q'(0) < 0 so s is a descent direction and the line
196:        search should succeed for small enough alpha.

198:        Note that this RARELY happens in practice. Far more likely the linear system is not being solved
199:        (well enough?) or the Jacobian is wrong.
200:      

202:    Developer note: The string versions of these are in 
203:      src/snes/interface/snes.c called convergedreasons.
204:      If these enums are changed you much change those.

206: .seealso: SNESSolve(), SNESGetConvergedReason(), KSPConvergedReason, SNESSetConvergenceTest()
207: E*/
208: typedef enum {/* converged */
209:               SNES_CONVERGED_FNORM_ABS         =  2, /* F < F_minabs */
210:               SNES_CONVERGED_FNORM_RELATIVE    =  3, /* F < F_mintol*F_initial */
211:               SNES_CONVERGED_PNORM_RELATIVE    =  4, /* step size small */
212:               SNES_CONVERGED_ITS               =  5, /* maximum iterations reached */
213:               SNES_CONVERGED_TR_DELTA          =  7,
214:               /* diverged */
215:               SNES_DIVERGED_FUNCTION_DOMAIN    = -1,
216:               SNES_DIVERGED_FUNCTION_COUNT     = -2,
217:               SNES_DIVERGED_LINEAR_SOLVE       = -3,
218:               SNES_DIVERGED_FNORM_NAN          = -4,
219:               SNES_DIVERGED_MAX_IT             = -5,
220:               SNES_DIVERGED_LS_FAILURE         = -6,
221:               SNES_DIVERGED_LOCAL_MIN          = -8,  /* || J^T b || is small, implies converged to local minimum of F() */
222:               SNES_CONVERGED_ITERATING         =  0} SNESConvergedReason;

225: /*MC
226:      SNES_CONVERGED_FNORM_ABS - 2-norm(F) <= abstol

228:    Level: beginner

230: .seealso:  SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances()

232: M*/

234: /*MC
235:      SNES_CONVERGED_FNORM_RELATIVE - 2-norm(F) <= rtol*2-norm(F(x_0)) where x_0 is the initial guess

237:    Level: beginner

239: .seealso:  SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances()

241: M*/

243: /*MC
244:      SNES_CONVERGED_PNORM_RELATIVE - The 2-norm of the last step <= xtol * 2-norm(x) where x is the current
245:           solution and xtol is the 4th argument to SNESSetTolerances()

247:    Level: beginner

249: .seealso:  SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances()

251: M*/

253: /*MC
254:      SNES_DIVERGED_FUNCTION_COUNT - The user provided function has been called more times then the final
255:          argument to SNESSetTolerances()

257:    Level: beginner

259: .seealso:  SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances()

261: M*/

263: /*MC
264:      SNES_DIVERGED_FNORM_NAN - the 2-norm of the current function evaluation is not-a-number (NaN), this
265:       is usually caused by a division of 0 by 0.

267:    Level: beginner

269: .seealso:  SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances()

271: M*/

273: /*MC
274:      SNES_DIVERGED_MAX_IT - SNESSolve() has reached the maximum number of iterations requested

276:    Level: beginner

278: .seealso:  SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances()

280: M*/

282: /*MC
283:      SNES_DIVERGED_LS_FAILURE - The line search has failed. This only occurs for a SNESType of SNESLS

285:    Level: beginner

287: .seealso:  SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances()

289: M*/

291: /*MC
292:      SNES_DIVERGED_LOCAL_MIN - the algorithm seems to have stagnated at a local minimum that is not zero

294:    Level: beginner

296: .seealso:  SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances()

298: M*/

300: /*MC
301:      SNES_CONERGED_ITERATING - this only occurs if SNESGetConvergedReason() is called during the SNESSolve()

303:    Level: beginner

305: .seealso:  SNESSolve(), SNESGetConvergedReason(), SNESConvergedReason, SNESSetTolerances()

307: M*/

309: EXTERN PetscErrorCode  SNESSetConvergenceTest(SNES,PetscErrorCode (*)(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*),void*);
310: EXTERN PetscErrorCode  SNESDefaultConverged(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*);
311: EXTERN PetscErrorCode  SNESSkipConverged(SNES,PetscInt,PetscReal,PetscReal,PetscReal,SNESConvergedReason*,void*);
312: EXTERN PetscErrorCode  SNESGetConvergedReason(SNES,SNESConvergedReason*);

314: EXTERN PetscErrorCode  SNESDAFormFunction(SNES,Vec,Vec,void*);
315: EXTERN PetscErrorCode  SNESDAComputeJacobianWithAdic(SNES,Vec,Mat*,Mat*,MatStructure*,void*);
316: EXTERN PetscErrorCode  SNESDAComputeJacobianWithAdifor(SNES,Vec,Mat*,Mat*,MatStructure*,void*);
317: EXTERN PetscErrorCode  SNESDAComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*,void*);

319: /* --------- Solving systems of nonlinear equations --------------- */
320: EXTERN PetscErrorCode  SNESSetFunction(SNES,Vec,PetscErrorCode(*)(SNES,Vec,Vec,void*),void *);
321: EXTERN PetscErrorCode  SNESComputeFunction(SNES,Vec,Vec);
322: EXTERN PetscErrorCode  SNESSetJacobian(SNES,Mat,Mat,PetscErrorCode(*)(SNES,Vec,Mat*,Mat*,MatStructure*,void*),void *);
323: EXTERN PetscErrorCode  SNESGetJacobian(SNES,Mat*,Mat*,PetscErrorCode(**)(SNES,Vec,Mat*,Mat*,MatStructure*,void*),void **);
324: EXTERN PetscErrorCode  SNESDefaultComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*,void*);
325: EXTERN PetscErrorCode  SNESDefaultComputeJacobianColor(SNES,Vec,Mat*,Mat*,MatStructure*,void*);
326: EXTERN PetscErrorCode  SNESGetRhs(SNES,Vec*);

328: /* --------- Routines specifically for line search methods --------------- */
329: EXTERN PetscErrorCode  SNESLineSearchSet(SNES,PetscErrorCode(*)(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*),void*);
330: EXTERN PetscErrorCode  SNESLineSearchNo(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*);
331: EXTERN PetscErrorCode  SNESLineSearchNoNorms(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*);
332: EXTERN PetscErrorCode  SNESLineSearchCubic(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*);
333: EXTERN PetscErrorCode  SNESLineSearchQuadratic(SNES,void*,Vec,Vec,Vec,Vec,Vec,PetscReal,PetscReal*,PetscReal*,PetscTruth*);

335: EXTERN PetscErrorCode  SNESLineSearchSetPostCheck(SNES,PetscErrorCode(*)(SNES,Vec,Vec,Vec,void*,PetscTruth*,PetscTruth*),void*);
336: EXTERN PetscErrorCode  SNESLineSearchSetPreCheck(SNES,PetscErrorCode(*)(SNES,Vec,Vec,void*,PetscTruth*),void*);
337: EXTERN PetscErrorCode  SNESLineSearchSetParams(SNES,PetscReal,PetscReal,PetscReal);
338: EXTERN PetscErrorCode  SNESLineSearchGetParams(SNES,PetscReal*,PetscReal*,PetscReal*);

340: EXTERN PetscErrorCode  SNESTestLocalMin(SNES);

342: /* Should this routine be private? */
343: EXTERN PetscErrorCode  SNESComputeJacobian(SNES,Vec,Mat*,Mat*,MatStructure*);

346: #endif