Actual source code: ngmresfunc.c
petsc-3.10.5 2019-03-28
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      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: #if defined(PETSC_MISSING_LAPACK_GELSS)
     65:     SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_SUP,"NGMRES with LS requires the LAPACK GELSS routine.");
     66: #else
     67:     PetscBLASIntCast(l,&ngmres->m);
     68:     PetscBLASIntCast(l,&ngmres->n);
     69:     ngmres->info  = 0;
     70:     ngmres->rcond = -1.;
     71:     PetscFPTrapPush(PETSC_FP_TRAP_OFF);
     72: #if defined(PETSC_USE_COMPLEX)
     73:     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));
     74: #else
     75:     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));
     76: #endif
     77:     PetscFPTrapPop();
     78:     if (ngmres->info < 0) SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_LIB,"Bad argument to GELSS");
     79:     if (ngmres->info > 0) SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_LIB,"SVD failed to converge");
     80: #endif
     81:   }
     82:   for (i=0; i<l; i++) {
     83:     if (PetscIsInfOrNanScalar(beta[i])) SETERRQ(PetscObjectComm((PetscObject)snes),PETSC_ERR_LIB,"SVD generated inconsistent output");
     84:   }
     85:   alph_total = 0.;
     86:   for (i = 0; i < l; i++) alph_total += beta[i];

     88:   VecCopy(XM,XA);
     89:   VecScale(XA,1.-alph_total);
     90:   VecMAXPY(XA,l,beta,Xdot);
     91:   /* check the validity of the step */
     92:   VecCopy(XA,Y);
     93:   VecAXPY(Y,-1.0,X);
     94:   SNESLineSearchPostCheck(snes->linesearch,X,Y,XA,&changed_y,&changed_w);
     95:   if (!ngmres->approxfunc) {
     96:     if (snes->npc && snes->npcside== PC_LEFT) {
     97:       SNESApplyNPC(snes,XA,NULL,FA);
     98:     } else {
     99:       ierr =SNESComputeFunction(snes,XA,FA);
    100:     }
    101:   } else {
    102:     VecCopy(FM,FA);
    103:     VecScale(FA,1.-alph_total);
    104:     VecMAXPY(FA,l,beta,Fdot);
    105:   }
    106:   return(0);
    107: }

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

    118:   if (xMnorm) {
    119:     VecNormBegin(XM,NORM_2,xMnorm);
    120:   }
    121:   if (fMnorm) {
    122:     VecNormBegin(FM,NORM_2,fMnorm);
    123:   }
    124:   if (yMnorm) {
    125:     VecCopy(X,D);
    126:     VecAXPY(D,-1.0,XM);
    127:     VecNormBegin(D,NORM_2,yMnorm);
    128:   }
    129:   if (xAnorm) {
    130:     VecNormBegin(XA,NORM_2,xAnorm);
    131:   }
    132:   if (fAnorm) {
    133:     VecNormBegin(FA,NORM_2,fAnorm);
    134:   }
    135:   if (yAnorm) {
    136:     VecCopy(X,D);
    137:     VecAXPY(D,-1.0,XA);
    138:     VecNormBegin(D,NORM_2,yAnorm);
    139:   }
    140:   if (dnorm) {
    141:     VecCopy(XA,D);
    142:     VecAXPY(D,-1.0,XM);
    143:     VecNormBegin(D,NORM_2,dnorm);
    144:   }
    145:   if (dminnorm) {
    146:     for (i=0; i<l; i++) {
    147:       VecCopy(Xdot[i],D);
    148:       VecAXPY(D,-1.0,XA);
    149:       VecNormBegin(D,NORM_2,&ngmres->xnorms[i]);
    150:     }
    151:   }
    152:   if (xMnorm) {VecNormEnd(XM,NORM_2,xMnorm);}
    153:   if (fMnorm) {VecNormEnd(FM,NORM_2,fMnorm);}
    154:   if (yMnorm) {VecNormEnd(D,NORM_2,yMnorm);}
    155:   if (xAnorm) {VecNormEnd(XA,NORM_2,xAnorm);}
    156:   if (fAnorm) {VecNormEnd(FA,NORM_2,fAnorm);}
    157:   if (yAnorm) {VecNormEnd(D,NORM_2,yAnorm);}
    158:   if (dnorm) {VecNormEnd(D,NORM_2,dnorm);}
    159:   if (dminnorm) {
    160:     for (i=0; i<l; i++) {
    161:       VecNormEnd(D,NORM_2,&ngmres->xnorms[i]);
    162:       dcurnorm = ngmres->xnorms[i];
    163:       if ((dcurnorm < dmin) || (dmin < 0.0)) dmin = dcurnorm;
    164:     }
    165:     *dminnorm = dmin;
    166:   }
    167:   return(0);
    168: }

    170: 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)
    171: {
    172:   SNES_NGMRES          *ngmres = (SNES_NGMRES*) snes->data;
    173:   PetscErrorCode       ierr;
    174:   SNESLineSearchReason lssucceed;
    175:   PetscBool            selectA;

    178:   if (ngmres->select_type == SNES_NGMRES_SELECT_LINESEARCH) {
    179:     /* X = X + \lambda(XA - X) */
    180:     if (ngmres->monitor) {
    181:       PetscViewerASCIIPrintf(ngmres->monitor,"||F_A||_2 = %e, ||F_M||_2 = %e\n",fAnorm,fMnorm);
    182:     }
    183:     VecCopy(FM,F);
    184:     VecCopy(XM,X);
    185:     VecCopy(XA,Y);
    186:     VecAYPX(Y,-1.0,X);
    187:     *fnorm = fMnorm;
    188:     SNESLineSearchApply(ngmres->additive_linesearch,X,F,fnorm,Y);
    189:     SNESLineSearchGetReason(ngmres->additive_linesearch,&lssucceed);
    190:     SNESLineSearchGetNorms(ngmres->additive_linesearch,xnorm,fnorm,ynorm);
    191:     if (lssucceed) {
    192:       if (++snes->numFailures >= snes->maxFailures) {
    193:         snes->reason = SNES_DIVERGED_LINE_SEARCH;
    194:         return(0);
    195:       }
    196:     }
    197:     if (ngmres->monitor) {
    198:       PetscViewerASCIIPrintf(ngmres->monitor,"Additive solution: ||F||_2 = %e\n",*fnorm);
    199:     }
    200:   } else if (ngmres->select_type == SNES_NGMRES_SELECT_DIFFERENCE) {
    201:     selectA = PETSC_TRUE;
    202:     /* Conditions for choosing the accelerated answer */
    203:     /* Criterion A -- the norm of the function isn't increased above the minimum by too much */
    204:     if (fAnorm >= ngmres->gammaA*fminnorm) selectA = PETSC_FALSE;

    206:     /* Criterion B -- the choice of x^A isn't too close to some other choice */
    207:     if (ngmres->epsilonB*dnorm<dminnorm || PetscSqrtReal(*fnorm)<ngmres->deltaB*PetscSqrtReal(fminnorm)) {
    208:     } else selectA=PETSC_FALSE;

    210:     if (selectA) {
    211:       if (ngmres->monitor) {
    212:         PetscViewerASCIIPrintf(ngmres->monitor,"picked X_A, ||F_A||_2 = %e, ||F_M||_2 = %e\n",fAnorm,fMnorm);
    213:       }
    214:       /* copy it over */
    215:       *xnorm = xAnorm;
    216:       *fnorm = fAnorm;
    217:       *ynorm = yAnorm;
    218:       VecCopy(FA,F);
    219:       VecCopy(XA,X);
    220:     } else {
    221:       if (ngmres->monitor) {
    222:         PetscViewerASCIIPrintf(ngmres->monitor,"picked X_M, ||F_A||_2 = %e, ||F_M||_2 = %e\n",fAnorm,fMnorm);
    223:       }
    224:       *xnorm = xMnorm;
    225:       *fnorm = fMnorm;
    226:       *ynorm = yMnorm;
    227:       VecCopy(XM,Y);
    228:       VecAXPY(Y,-1.0,X);
    229:       VecCopy(FM,F);
    230:       VecCopy(XM,X);
    231:     }
    232:   } else { /* none */
    233:     *xnorm = xAnorm;
    234:     *fnorm = fAnorm;
    235:     *ynorm = yAnorm;
    236:     VecCopy(FA,F);
    237:     VecCopy(XA,X);
    238:   }
    239:   return(0);
    240: }

    242: PetscErrorCode SNESNGMRESSelectRestart_Private(SNES snes,PetscInt l,PetscReal fMnorm, PetscReal fAnorm,PetscReal dnorm,PetscReal fminnorm,PetscReal dminnorm,PetscBool *selectRestart)
    243: {
    244:   SNES_NGMRES    *ngmres = (SNES_NGMRES*)snes->data;

    248:   *selectRestart = PETSC_FALSE;
    249:   /* difference stagnation restart */
    250:   if ((ngmres->epsilonB*dnorm > dminnorm) && (PetscSqrtReal(fAnorm) > ngmres->deltaB*PetscSqrtReal(fminnorm)) && l > 0) {
    251:     if (ngmres->monitor) {
    252:       PetscViewerASCIIPrintf(ngmres->monitor,"difference restart: %e > %e\n",ngmres->epsilonB*dnorm,dminnorm);
    253:     }
    254:     *selectRestart = PETSC_TRUE;
    255:   }
    256:   /* residual stagnation restart */
    257:   if (PetscSqrtReal(fAnorm) > ngmres->gammaC*PetscSqrtReal(fminnorm)) {
    258:     if (ngmres->monitor) {
    259:       PetscViewerASCIIPrintf(ngmres->monitor,"residual restart: %e > %e\n",PetscSqrtReal(fAnorm),ngmres->gammaC*PetscSqrtReal(fminnorm));
    260:     }
    261:     *selectRestart = PETSC_TRUE;
    262:   }

    264:   /* F_M stagnation restart */
    265:   if (ngmres->restart_fm_rise && fMnorm > snes->norm) {
    266:     if (ngmres->monitor) {
    267:       PetscViewerASCIIPrintf(ngmres->monitor,"F_M rise restart: %e > %e\n",fMnorm,snes->norm);
    268:     }
    269:     *selectRestart = PETSC_TRUE;
    270:   }

    272:   return(0);
    273: }