Actual source code: snesut.c
1: /*$Id: snesut.c,v 1.64 2001/04/10 19:36:48 bsmith Exp $*/
3: #include "src/snes/snesimpl.h" /*I "petscsnes.h" I*/
5: /*@C
6: SNESVecViewMonitor - Monitors progress of the SNES solvers by calling
7: VecView() for the approximate solution at each iteration.
9: Collective on SNES
11: Input Parameters:
12: + snes - the SNES context
13: . its - iteration number
14: . fgnorm - 2-norm of residual (or gradient)
15: - dummy - either a viewer or PETSC_NULL
17: Level: intermediate
19: .keywords: SNES, nonlinear, vector, monitor, view
21: .seealso: SNESSetMonitor(), SNESDefaultMonitor(), VecView()
22: @*/
23: int SNESVecViewMonitor(SNES snes,int its,PetscReal fgnorm,void *dummy)
24: {
25: int ierr;
26: Vec x;
27: PetscViewer viewer = (PetscViewer) dummy;
30: SNESGetSolution(snes,&x);
31: if (!viewer) {
32: MPI_Comm comm;
33: ierr = PetscObjectGetComm((PetscObject)snes,&comm);
34: viewer = PETSC_VIEWER_DRAW_(comm);
35: }
36: VecView(x,viewer);
38: return(0);
39: }
41: /*@C
42: SNESVecViewUpdateMonitor - Monitors progress of the SNES solvers by calling
43: VecView() for the UPDATE to the solution at each iteration.
45: Collective on SNES
47: Input Parameters:
48: + snes - the SNES context
49: . its - iteration number
50: . fgnorm - 2-norm of residual (or gradient)
51: - dummy - either a viewer or PETSC_NULL
53: Level: intermediate
55: .keywords: SNES, nonlinear, vector, monitor, view
57: .seealso: SNESSetMonitor(), SNESDefaultMonitor(), VecView()
58: @*/
59: int SNESVecViewUpdateMonitor(SNES snes,int its,PetscReal fgnorm,void *dummy)
60: {
61: int ierr;
62: Vec x;
63: PetscViewer viewer = (PetscViewer) dummy;
66: SNESGetSolutionUpdate(snes,&x);
67: if (!viewer) {
68: MPI_Comm comm;
69: ierr = PetscObjectGetComm((PetscObject)snes,&comm);
70: viewer = PETSC_VIEWER_DRAW_(comm);
71: }
72: VecView(x,viewer);
74: return(0);
75: }
77: /*@C
78: SNESDefaultMonitor - Monitoring progress of the SNES solvers (default).
80: Collective on SNES
82: Input Parameters:
83: + snes - the SNES context
84: . its - iteration number
85: . fgnorm - 2-norm of residual (or gradient)
86: - dummy - unused context
88: Notes:
89: For SNES_NONLINEAR_EQUATIONS methods the routine prints the
90: residual norm at each iteration.
92: For SNES_UNCONSTRAINED_MINIMIZATION methods the routine prints the
93: function value and gradient norm at each iteration.
95: Level: intermediate
97: .keywords: SNES, nonlinear, default, monitor, norm
99: .seealso: SNESSetMonitor(), SNESVecViewMonitor()
100: @*/
101: int SNESDefaultMonitor(SNES snes,int its,PetscReal fgnorm,void *dummy)
102: {
103: int ierr;
104: PetscViewer viewer = (PetscViewer) dummy;
107: if (!viewer) viewer = PETSC_VIEWER_STDOUT_(snes->comm);
109: if (snes->method_class == SNES_NONLINEAR_EQUATIONS) {
110: PetscViewerASCIIPrintf(viewer,"%3d SNES Function norm %14.12e n",its,fgnorm);
111: } else if (snes->method_class == SNES_UNCONSTRAINED_MINIMIZATION) {
112: PetscViewerASCIIPrintf(viewer,"%3d SNES Function value %14.12e, Gradient norm %14.12e n",its,snes->fc,fgnorm);
113: } else SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,"Unknown method class");
114: return(0);
115: }
117: /* ---------------------------------------------------------------- */
118: /*
119: Default (short) SNES Monitor, same as SNESDefaultMonitor() except
120: it prints fewer digits of the residual as the residual gets smaller.
121: This is because the later digits are meaningless and are often
122: different on different machines; by using this routine different
123: machines will usually generate the same output.
124: */
125: int SNESDefaultSMonitor(SNES snes,int its,PetscReal fgnorm,void *dummy)
126: {
130: if (snes->method_class == SNES_NONLINEAR_EQUATIONS) {
131: if (fgnorm > 1.e-9) {
132: PetscPrintf(snes->comm,"%3d SNES Function norm %g n",its,fgnorm);
133: } else if (fgnorm > 1.e-11){
134: PetscPrintf(snes->comm,"%3d SNES Function norm %5.3e n",its,fgnorm);
135: } else {
136: PetscPrintf(snes->comm,"%3d SNES Function norm < 1.e-11n",its);
137: }
138: } else if (snes->method_class == SNES_UNCONSTRAINED_MINIMIZATION) {
139: if (fgnorm > 1.e-9) {
140: PetscPrintf(snes->comm,"%3d SNES Function value %g, Gradient norm %g n",its,snes->fc,fgnorm);
141: } else if (fgnorm > 1.e-11) {
142: PetscPrintf(snes->comm,"%3d SNES Function value %g, Gradient norm %5.3e n",its,snes->fc,fgnorm);
143: } else {
144: PetscPrintf(snes->comm,"%3d SNES Function value %g, Gradient norm < 1.e-11n",its,snes->fc);
145: }
146: } else SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,"Unknown method class");
147: return(0);
148: }
149: /* ---------------------------------------------------------------- */
150: /*@C
151: SNESConverged_EQ_LS - Monitors the convergence of the solvers for
152: systems of nonlinear equations (default).
154: Collective on SNES
156: Input Parameters:
157: + snes - the SNES context
158: . xnorm - 2-norm of current iterate
159: . pnorm - 2-norm of current step
160: . fnorm - 2-norm of function
161: - dummy - unused context
163: Output Parameter:
164: . reason - one of
165: $ SNES_CONVERGED_FNORM_ABS - (fnorm < atol),
166: $ SNES_CONVERGED_PNORM_RELATIVE - (pnorm < xtol*xnorm),
167: $ SNES_CONVERGED_FNORM_RELATIVE - (fnorm < rtol*fnorm0),
168: $ SNES_DIVERGED_FUNCTION_COUNT - (nfct > maxf),
169: $ SNES_DIVERGED_FNORM_NAN - (fnorm == NaN),
170: $ SNES_CONVERGED_ITERATING - (otherwise),
172: where
173: + maxf - maximum number of function evaluations,
174: set with SNESSetTolerances()
175: . nfct - number of function evaluations,
176: . atol - absolute function norm tolerance,
177: set with SNESSetTolerances()
178: - rtol - relative function norm tolerance, set with SNESSetTolerances()
180: Level: intermediate
182: .keywords: SNES, nonlinear, default, converged, convergence
184: .seealso: SNESSetConvergenceTest(), SNESEisenstatWalkerConverged()
185: @*/
186: int SNESConverged_EQ_LS(SNES snes,PetscReal xnorm,PetscReal pnorm,PetscReal fnorm,SNESConvergedReason *reason,void *dummy)
187: {
189: if (snes->method_class != SNES_NONLINEAR_EQUATIONS) {
190: SETERRQ(PETSC_ERR_ARG_WRONG,"For SNES_NONLINEAR_EQUATIONS only");
191: }
193: if (fnorm != fnorm) {
194: PetscLogInfo(snes,"SNESConverged_EQ_LS:Failed to converged, function norm is NaNn");
195: *reason = SNES_DIVERGED_FNORM_NAN;
196: } else if (fnorm <= snes->ttol) {
197: PetscLogInfo(snes,"SNESConverged_EQ_LS:Converged due to function norm %g < %g (relative tolerance)n",fnorm,snes->ttol);
198: *reason = SNES_CONVERGED_FNORM_RELATIVE;
199: } else if (fnorm < snes->atol) {
200: PetscLogInfo(snes,"SNESConverged_EQ_LS:Converged due to function norm %g < %gn",fnorm,snes->atol);
201: *reason = SNES_CONVERGED_FNORM_ABS;
202: } else if (pnorm < snes->xtol*(xnorm)) {
203: PetscLogInfo(snes,"SNESConverged_EQ_LS:Converged due to small update length: %g < %g * %gn",pnorm,snes->xtol,xnorm);
204: *reason = SNES_CONVERGED_PNORM_RELATIVE;
205: } else if (snes->nfuncs > snes->max_funcs) {
206: PetscLogInfo(snes,"SNESConverged_EQ_LS:Exceeded maximum number of function evaluations: %d > %dn",snes->nfuncs,snes->max_funcs);
207: *reason = SNES_DIVERGED_FUNCTION_COUNT ;
208: } else {
209: *reason = SNES_CONVERGED_ITERATING;
210: }
211: return(0);
212: }
213: /* ------------------------------------------------------------ */
214: /*@
215: SNES_KSP_SetConvergenceTestEW - Sets alternative convergence test
216: for the linear solvers within an inexact Newton method.
218: Collective on SNES
220: Input Parameter:
221: . snes - SNES context
223: Notes:
224: Currently, the default is to use a constant relative tolerance for
225: the inner linear solvers. Alternatively, one can use the
226: Eisenstat-Walker method, where the relative convergence tolerance
227: is reset at each Newton iteration according progress of the nonlinear
228: solver.
230: Level: advanced
232: Reference:
233: S. C. Eisenstat and H. F. Walker, "Choosing the forcing terms in an
234: inexact Newton method", SISC 17 (1), pp.16-32, 1996.
236: .keywords: SNES, KSP, Eisenstat, Walker, convergence, test, inexact, Newton
237: @*/
238: int SNES_KSP_SetConvergenceTestEW(SNES snes)
239: {
241: snes->ksp_ewconv = PETSC_TRUE;
242: return(0);
243: }
245: /*@
246: SNES_KSP_SetParametersEW - Sets parameters for Eisenstat-Walker
247: convergence criteria for the linear solvers within an inexact
248: Newton method.
250: Collective on SNES
251:
252: Input Parameters:
253: + snes - SNES context
254: . version - version 1 or 2 (default is 2)
255: . rtol_0 - initial relative tolerance (0 <= rtol_0 < 1)
256: . rtol_max - maximum relative tolerance (0 <= rtol_max < 1)
257: . alpha - power for version 2 rtol computation (1 < alpha <= 2)
258: . alpha2 - power for safeguard
259: . gamma2 - multiplicative factor for version 2 rtol computation
260: (0 <= gamma2 <= 1)
261: - threshold - threshold for imposing safeguard (0 < threshold < 1)
263: Note:
264: Use PETSC_DEFAULT to retain the default for any of the parameters.
266: Level: advanced
268: Reference:
269: S. C. Eisenstat and H. F. Walker, "Choosing the forcing terms in an
270: inexact Newton method", Utah State University Math. Stat. Dept. Res.
271: Report 6/94/75, June, 1994, to appear in SIAM J. Sci. Comput.
273: .keywords: SNES, KSP, Eisenstat, Walker, set, parameters
275: .seealso: SNES_KSP_SetConvergenceTestEW()
276: @*/
277: int SNES_KSP_SetParametersEW(SNES snes,int version,PetscReal rtol_0,
278: PetscReal rtol_max,PetscReal gamma2,PetscReal alpha,
279: PetscReal alpha2,PetscReal threshold)
280: {
281: SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx;
284: if (!kctx) SETERRQ(PETSC_ERR_ARG_WRONGSTATE,"No Eisenstat-Walker context existing");
285: if (version != PETSC_DEFAULT) kctx->version = version;
286: if (rtol_0 != PETSC_DEFAULT) kctx->rtol_0 = rtol_0;
287: if (rtol_max != PETSC_DEFAULT) kctx->rtol_max = rtol_max;
288: if (gamma2 != PETSC_DEFAULT) kctx->gamma = gamma2;
289: if (alpha != PETSC_DEFAULT) kctx->alpha = alpha;
290: if (alpha2 != PETSC_DEFAULT) kctx->alpha2 = alpha2;
291: if (threshold != PETSC_DEFAULT) kctx->threshold = threshold;
292: if (kctx->rtol_0 < 0.0 || kctx->rtol_0 >= 1.0) {
293: SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"0.0 <= rtol_0 < 1.0: %g",kctx->rtol_0);
294: }
295: if (kctx->rtol_max < 0.0 || kctx->rtol_max >= 1.0) {
296: SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"0.0 <= rtol_max < 1.0n",kctx->rtol_max);
297: }
298: if (kctx->threshold <= 0.0 || kctx->threshold >= 1.0) {
299: SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"0.0 < threshold < 1.0n",kctx->threshold);
300: }
301: if (kctx->gamma < 0.0 || kctx->gamma > 1.0) {
302: SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"0.0 <= alpha <= 1.0n",kctx->gamma);
303: }
304: if (kctx->alpha <= 1.0 || kctx->alpha > 2.0) {
305: SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"1.0 < alpha <= 2.0n",kctx->alpha);
306: }
307: if (kctx->version != 1 && kctx->version !=2) {
308: SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"Only versions 1 and 2 are supported: %d",kctx->version);
309: }
310: return(0);
311: }
313: int SNES_KSP_EW_ComputeRelativeTolerance_Private(SNES snes,KSP ksp)
314: {
315: SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx;
316: PetscReal rtol = 0.0,stol;
317: int ierr;
320: if (!kctx) SETERRQ(PETSC_ERR_ARG_WRONGSTATE,"No Eisenstat-Walker context exists");
321: if (!snes->iter) { /* first time in, so use the original user rtol */
322: rtol = kctx->rtol_0;
323: } else {
324: if (kctx->version == 1) {
325: rtol = (snes->norm - kctx->lresid_last)/kctx->norm_last;
326: if (rtol < 0.0) rtol = -rtol;
327: stol = pow(kctx->rtol_last,kctx->alpha2);
328: if (stol > kctx->threshold) rtol = PetscMax(rtol,stol);
329: } else if (kctx->version == 2) {
330: rtol = kctx->gamma * pow(snes->norm/kctx->norm_last,kctx->alpha);
331: stol = kctx->gamma * pow(kctx->rtol_last,kctx->alpha);
332: if (stol > kctx->threshold) rtol = PetscMax(rtol,stol);
333: } else SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"Only versions 1 or 2 are supported: %d",kctx->version);
334: }
335: rtol = PetscMin(rtol,kctx->rtol_max);
336: kctx->rtol_last = rtol;
337: PetscLogInfo(snes,"SNES_KSP_EW_ComputeRelativeTolerance_Private: iter %d, Eisenstat-Walker (version %d) KSP rtol = %gn",snes->iter,kctx->version,rtol);
338: KSPSetTolerances(ksp,rtol,PETSC_DEFAULT,PETSC_DEFAULT,PETSC_DEFAULT);
339: kctx->norm_last = snes->norm;
340: return(0);
341: }
343: int SNES_KSP_EW_Converged_Private(KSP ksp,int n,PetscReal rnorm,KSPConvergedReason *reason,void *ctx)
344: {
345: SNES snes = (SNES)ctx;
346: SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx;
347: int ierr;
350: if (!kctx) SETERRQ(PETSC_ERR_ARG_WRONGSTATE,"No Eisenstat-Walker context set");
351: if (n == 0) {SNES_KSP_EW_ComputeRelativeTolerance_Private(snes,ksp);}
352: KSPDefaultConverged(ksp,n,rnorm,reason,ctx);
353: kctx->lresid_last = rnorm;
354: if (*reason) {
355: PetscLogInfo(snes,"SNES_KSP_EW_Converged_Private: KSP iterations=%d, rnorm=%gn",n,rnorm);
356: }
357: return(0);
358: }