Actual source code: snesmfj2.c
petsc-3.10.5 2019-03-28
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      2:  #include <petsc/private/snesimpl.h>
      3: /* matimpl.h is needed only for logging of matrix operation */
      4:  #include <petsc/private/matimpl.h>

      6: PETSC_INTERN PetscErrorCode SNESUnSetMatrixFreeParameter(SNES);
      7: PETSC_INTERN PetscErrorCode SNESDefaultMatrixFreeCreate2(SNES,Vec,Mat*);
      8: PETSC_INTERN PetscErrorCode SNESDefaultMatrixFreeSetParameters2(Mat,PetscReal,PetscReal,PetscReal);

     10: PETSC_INTERN PetscErrorCode SNESDiffParameterCreate_More(SNES,Vec,void**);
     11: PETSC_INTERN PetscErrorCode SNESDiffParameterCompute_More(SNES,void*,Vec,Vec,PetscReal*,PetscReal*);
     12: PETSC_INTERN PetscErrorCode SNESDiffParameterDestroy_More(void*);

     14: typedef struct {  /* default context for matrix-free SNES */
     15:   SNES         snes;             /* SNES context */
     16:   Vec          w;                /* work vector */
     17:   MatNullSpace sp;               /* null space context */
     18:   PetscReal    error_rel;        /* square root of relative error in computing function */
     19:   PetscReal    umin;             /* minimum allowable u'a value relative to |u|_1 */
     20:   PetscBool    jorge;            /* flag indicating use of Jorge's method for determining the differencing parameter */
     21:   PetscReal    h;                /* differencing parameter */
     22:   PetscBool    need_h;           /* flag indicating whether we must compute h */
     23:   PetscBool    need_err;         /* flag indicating whether we must currently compute error_rel */
     24:   PetscBool    compute_err;      /* flag indicating whether we must ever compute error_rel */
     25:   PetscInt     compute_err_iter; /* last iter where we've computer error_rel */
     26:   PetscInt     compute_err_freq; /* frequency of computing error_rel */
     27:   void         *data;            /* implementation-specific data */
     28: } MFCtx_Private;

     30: PetscErrorCode SNESMatrixFreeDestroy2_Private(Mat mat)
     31: {
     33:   MFCtx_Private  *ctx;

     36:   MatShellGetContext(mat,(void**)&ctx);
     37:   VecDestroy(&ctx->w);
     38:   MatNullSpaceDestroy(&ctx->sp);
     39:   if (ctx->jorge || ctx->compute_err) {SNESDiffParameterDestroy_More(ctx->data);}
     40:   PetscFree(ctx);
     41:   return(0);
     42: }

     44: /*
     45:    SNESMatrixFreeView2_Private - Views matrix-free parameters.
     46:  */
     47: PetscErrorCode SNESMatrixFreeView2_Private(Mat J,PetscViewer viewer)
     48: {
     50:   MFCtx_Private  *ctx;
     51:   PetscBool      iascii;

     54:   MatShellGetContext(J,(void**)&ctx);
     55:   PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);
     56:   if (iascii) {
     57:     PetscViewerASCIIPrintf(viewer,"  SNES matrix-free approximation:\n");
     58:     if (ctx->jorge) {
     59:       PetscViewerASCIIPrintf(viewer,"    using Jorge's method of determining differencing parameter\n");
     60:     }
     61:     PetscViewerASCIIPrintf(viewer,"    err=%g (relative error in function evaluation)\n",(double)ctx->error_rel);
     62:     PetscViewerASCIIPrintf(viewer,"    umin=%g (minimum iterate parameter)\n",(double)ctx->umin);
     63:     if (ctx->compute_err) {
     64:       PetscViewerASCIIPrintf(viewer,"    freq_err=%D (frequency for computing err)\n",ctx->compute_err_freq);
     65:     }
     66:   }
     67:   return(0);
     68: }

     70: /*
     71:   SNESMatrixFreeMult2_Private - Default matrix-free form for Jacobian-vector
     72:   product, y = F'(u)*a:
     73:         y = (F(u + ha) - F(u)) /h,
     74:   where F = nonlinear function, as set by SNESSetFunction()
     75:         u = current iterate
     76:         h = difference interval
     77: */
     78: PetscErrorCode SNESMatrixFreeMult2_Private(Mat mat,Vec a,Vec y)
     79: {
     80:   MFCtx_Private  *ctx;
     81:   SNES           snes;
     82:   PetscReal      h,norm,sum,umin,noise;
     83:   PetscScalar    hs,dot;
     84:   Vec            w,U,F;
     85:   PetscErrorCode ierr,(*eval_fct)(SNES,Vec,Vec);
     86:   MPI_Comm       comm;
     87:   PetscInt       iter;

     90:   /* We log matrix-free matrix-vector products separately, so that we can
     91:      separate the performance monitoring from the cases that use conventional
     92:      storage.  We may eventually modify event logging to associate events
     93:      with particular objects, hence alleviating the more general problem. */
     94:   PetscLogEventBegin(MATMFFD_Mult,a,y,0,0);

     96:   PetscObjectGetComm((PetscObject)mat,&comm);
     97:   MatShellGetContext(mat,(void**)&ctx);
     98:   snes = ctx->snes;
     99:   w    = ctx->w;
    100:   umin = ctx->umin;

    102:   SNESGetSolution(snes,&U);
    103:   eval_fct = SNESComputeFunction;
    104:   SNESGetFunction(snes,&F,NULL,NULL);

    106:   /* Determine a "good" step size, h */
    107:   if (ctx->need_h) {

    109:     /* Use Jorge's method to compute h */
    110:     if (ctx->jorge) {
    111:       SNESDiffParameterCompute_More(snes,ctx->data,U,a,&noise,&h);

    113:       /* Use the Brown/Saad method to compute h */
    114:     } else {
    115:       /* Compute error if desired */
    116:       SNESGetIterationNumber(snes,&iter);
    117:       if ((ctx->need_err) || ((ctx->compute_err_freq) && (ctx->compute_err_iter != iter) && (!((iter-1)%ctx->compute_err_freq)))) {
    118:         /* Use Jorge's method to compute noise */
    119:         SNESDiffParameterCompute_More(snes,ctx->data,U,a,&noise,&h);

    121:         ctx->error_rel = PetscSqrtReal(noise);

    123:         PetscInfo3(snes,"Using Jorge's noise: noise=%g, sqrt(noise)=%g, h_more=%g\n",(double)noise,(double)ctx->error_rel,(double)h);

    125:         ctx->compute_err_iter = iter;
    126:         ctx->need_err         = PETSC_FALSE;
    127:       }

    129:       VecDotBegin(U,a,&dot);
    130:       VecNormBegin(a,NORM_1,&sum);
    131:       VecNormBegin(a,NORM_2,&norm);
    132:       VecDotEnd(U,a,&dot);
    133:       VecNormEnd(a,NORM_1,&sum);
    134:       VecNormEnd(a,NORM_2,&norm);

    137:       /* Safeguard for step sizes too small */
    138:       if (sum == 0.0) {
    139:         dot  = 1.0;
    140:         norm = 1.0;
    141:       } else if (PetscAbsScalar(dot) < umin*sum && PetscRealPart(dot) >= 0.0) dot = umin*sum;
    142:       else if (PetscAbsScalar(dot) < 0.0 && PetscRealPart(dot) > -umin*sum) dot = -umin*sum;
    143:       h = PetscRealPart(ctx->error_rel*dot/(norm*norm));
    144:     }
    145:   } else h = ctx->h;

    147:   if (!ctx->jorge || !ctx->need_h) {PetscInfo1(snes,"h = %g\n",(double)h);}

    149:   /* Evaluate function at F(u + ha) */
    150:   hs   = h;
    151:   VecWAXPY(w,hs,a,U);
    152:   eval_fct(snes,w,y);
    153:   VecAXPY(y,-1.0,F);
    154:   VecScale(y,1.0/hs);
    155:   if (mat->nullsp) {MatNullSpaceRemove(mat->nullsp,y);}

    157:   PetscLogEventEnd(MATMFFD_Mult,a,y,0,0);
    158:   return(0);
    159: }

    161: /*@C
    162:    SNESMatrixFreeCreate2 - Creates a matrix-free matrix
    163:    context for use with a SNES solver.  This matrix can be used as
    164:    the Jacobian argument for the routine SNESSetJacobian().

    166:    Input Parameters:
    167: .  snes - the SNES context
    168: .  x - vector where SNES solution is to be stored.

    170:    Output Parameter:
    171: .  J - the matrix-free matrix

    173:    Level: advanced

    175:    Notes:
    176:    The matrix-free matrix context merely contains the function pointers
    177:    and work space for performing finite difference approximations of
    178:    Jacobian-vector products, J(u)*a, via

    180: $       J(u)*a = [J(u+h*a) - J(u)]/h,
    181: $   where by default
    182: $        h = error_rel*u'a/||a||^2                        if  |u'a| > umin*||a||_{1}
    183: $          = error_rel*umin*sign(u'a)*||a||_{1}/||a||^2   otherwise
    184: $   where
    185: $        error_rel = square root of relative error in
    186: $                    function evaluation
    187: $        umin = minimum iterate parameter
    188: $   Alternatively, the differencing parameter, h, can be set using
    189: $   Jorge's nifty new strategy if one specifies the option
    190: $          -snes_mf_jorge

    192:    The user can set these parameters via MatMFFDSetFunctionError().
    193:    See Users-Manual: ch_snes for details

    195:    The user should call MatDestroy() when finished with the matrix-free
    196:    matrix context.

    198:    Options Database Keys:
    199: $  -snes_mf_err <error_rel>
    200: $  -snes_mf_unim <umin>
    201: $  -snes_mf_compute_err
    202: $  -snes_mf_freq_err <freq>
    203: $  -snes_mf_jorge

    205: .keywords: SNES, default, matrix-free, create, matrix

    207: .seealso: MatDestroy(), MatMFFDSetFunctionError()
    208: @*/
    209: PetscErrorCode  SNESDefaultMatrixFreeCreate2(SNES snes,Vec x,Mat *J)
    210: {
    211:   MPI_Comm       comm;
    212:   MFCtx_Private  *mfctx;
    214:   PetscInt       n,nloc;
    215:   PetscBool      flg;
    216:   char           p[64];

    219:   PetscNewLog(snes,&mfctx);
    220:   mfctx->sp               = 0;
    221:   mfctx->snes             = snes;
    222:   mfctx->error_rel        = PETSC_SQRT_MACHINE_EPSILON;
    223:   mfctx->umin             = 1.e-6;
    224:   mfctx->h                = 0.0;
    225:   mfctx->need_h           = PETSC_TRUE;
    226:   mfctx->need_err         = PETSC_FALSE;
    227:   mfctx->compute_err      = PETSC_FALSE;
    228:   mfctx->compute_err_freq = 0;
    229:   mfctx->compute_err_iter = -1;
    230:   mfctx->compute_err      = PETSC_FALSE;
    231:   mfctx->jorge            = PETSC_FALSE;

    233:   PetscOptionsGetReal(((PetscObject)snes)->options,((PetscObject)snes)->prefix,"-snes_mf_err",&mfctx->error_rel,NULL);
    234:   PetscOptionsGetReal(((PetscObject)snes)->options,((PetscObject)snes)->prefix,"-snes_mf_umin",&mfctx->umin,NULL);
    235:   PetscOptionsGetBool(((PetscObject)snes)->options,((PetscObject)snes)->prefix,"-snes_mf_jorge",&mfctx->jorge,NULL);
    236:   PetscOptionsGetBool(((PetscObject)snes)->options,((PetscObject)snes)->prefix,"-snes_mf_compute_err",&mfctx->compute_err,NULL);
    237:   PetscOptionsGetInt(((PetscObject)snes)->options,((PetscObject)snes)->prefix,"-snes_mf_freq_err",&mfctx->compute_err_freq,&flg);
    238:   if (flg) {
    239:     if (mfctx->compute_err_freq < 0) mfctx->compute_err_freq = 0;
    240:     mfctx->compute_err = PETSC_TRUE;
    241:   }
    242:   if (mfctx->compute_err) mfctx->need_err = PETSC_TRUE;
    243:   if (mfctx->jorge || mfctx->compute_err) {
    244:     SNESDiffParameterCreate_More(snes,x,&mfctx->data);
    245:   } else mfctx->data = 0;

    247:   PetscOptionsHasHelp(((PetscObject)snes)->options,&flg);
    248:   PetscStrncpy(p,"-",sizeof(p));
    249:   if (((PetscObject)snes)->prefix) {PetscStrlcat(p,((PetscObject)snes)->prefix,sizeof(p));}
    250:   if (flg) {
    251:     PetscPrintf(PetscObjectComm((PetscObject)snes)," Matrix-free Options (via SNES):\n");
    252:     PetscPrintf(PetscObjectComm((PetscObject)snes),"   %ssnes_mf_err <err>: set sqrt of relative error in function (default %g)\n",p,(double)mfctx->error_rel);
    253:     PetscPrintf(PetscObjectComm((PetscObject)snes),"   %ssnes_mf_umin <umin>: see users manual (default %g)\n",p,(double)mfctx->umin);
    254:     PetscPrintf(PetscObjectComm((PetscObject)snes),"   %ssnes_mf_jorge: use Jorge More's method\n",p);
    255:     PetscPrintf(PetscObjectComm((PetscObject)snes),"   %ssnes_mf_compute_err: compute sqrt or relative error in function\n",p);
    256:     PetscPrintf(PetscObjectComm((PetscObject)snes),"   %ssnes_mf_freq_err <freq>: frequency to recompute this (default only once)\n",p);
    257:     PetscPrintf(PetscObjectComm((PetscObject)snes),"   %ssnes_mf_noise_file <file>: set file for printing noise info\n",p);
    258:   }
    259:   VecDuplicate(x,&mfctx->w);
    260:   PetscObjectGetComm((PetscObject)x,&comm);
    261:   VecGetSize(x,&n);
    262:   VecGetLocalSize(x,&nloc);
    263:   MatCreate(comm,J);
    264:   MatSetSizes(*J,nloc,n,n,n);
    265:   MatSetType(*J,MATSHELL);
    266:   MatShellSetContext(*J,mfctx);
    267:   MatShellSetOperation(*J,MATOP_MULT,(void (*)(void))SNESMatrixFreeMult2_Private);
    268:   MatShellSetOperation(*J,MATOP_DESTROY,(void (*)(void))SNESMatrixFreeDestroy2_Private);
    269:   MatShellSetOperation(*J,MATOP_VIEW,(void (*)(void))SNESMatrixFreeView2_Private);
    270:   MatSetUp(*J);

    272:   PetscLogObjectParent((PetscObject)*J,(PetscObject)mfctx->w);
    273:   PetscLogObjectParent((PetscObject)snes,(PetscObject)*J);
    274:   return(0);
    275: }

    277: /*@C
    278:    SNESDefaultMatrixFreeSetParameters2 - Sets the parameters for the approximation of
    279:    matrix-vector products using finite differences.

    281: $       J(u)*a = [J(u+h*a) - J(u)]/h where

    283:    either the user sets h directly here, or this parameter is computed via

    285: $        h = error_rel*u'a/||a||^2                        if  |u'a| > umin*||a||_{1}
    286: $          = error_rel*umin*sign(u'a)*||a||_{1}/||a||^2   else
    287: $

    289:    Input Parameters:
    290: +  mat - the matrix
    291: .  error_rel - relative error (should be set to the square root of
    292:      the relative error in the function evaluations)
    293: .  umin - minimum allowable u-value
    294: -  h - differencing parameter

    296:    Level: advanced

    298:    Notes:
    299:    If the user sets the parameter h directly, then this value will be used
    300:    instead of the default computation indicated above.

    302: .keywords: SNES, matrix-free, parameters

    304: .seealso: MatCreateSNESMF()
    305: @*/
    306: PetscErrorCode  SNESDefaultMatrixFreeSetParameters2(Mat mat,PetscReal error,PetscReal umin,PetscReal h)
    307: {
    308:   MFCtx_Private  *ctx;

    312:   MatShellGetContext(mat,(void**)&ctx);
    313:   if (ctx) {
    314:     if (error != PETSC_DEFAULT) ctx->error_rel = error;
    315:     if (umin  != PETSC_DEFAULT) ctx->umin = umin;
    316:     if (h     != PETSC_DEFAULT) {
    317:       ctx->h      = h;
    318:       ctx->need_h = PETSC_FALSE;
    319:     }
    320:   }
    321:   return(0);
    322: }

    324: PetscErrorCode  SNESUnSetMatrixFreeParameter(SNES snes)
    325: {
    326:   MFCtx_Private  *ctx;
    328:   Mat            mat;

    331:   SNESGetJacobian(snes,&mat,NULL,NULL,NULL);
    332:   MatShellGetContext(mat,(void**)&ctx);
    333:   if (ctx) ctx->need_h = PETSC_TRUE;
    334:   return(0);
    335: }