Actual source code: snesut.c

  1: #define PETSCSNES_DLL

 3:  #include src/snes/snesimpl.h

  7: /*@C
  8:    SNESVecViewMonitor - Monitors progress of the SNES solvers by calling 
  9:    VecView() for the approximate solution at each iteration.

 11:    Collective on SNES

 13:    Input Parameters:
 14: +  snes - the SNES context
 15: .  its - iteration number
 16: .  fgnorm - 2-norm of residual
 17: -  dummy - either a viewer or PETSC_NULL

 19:    Level: intermediate

 21: .keywords: SNES, nonlinear, vector, monitor, view

 23: .seealso: SNESSetMonitor(), SNESDefaultMonitor(), VecView()
 24: @*/
 25: PetscErrorCode PETSCSNES_DLLEXPORT SNESVecViewMonitor(SNES snes,PetscInt its,PetscReal fgnorm,void *dummy)
 26: {
 28:   Vec            x;
 29:   PetscViewer    viewer = (PetscViewer) dummy;

 32:   SNESGetSolution(snes,&x);
 33:   if (!viewer) {
 34:     MPI_Comm comm;
 35:     PetscObjectGetComm((PetscObject)snes,&comm);
 36:     viewer = PETSC_VIEWER_DRAW_(comm);
 37:   }
 38:   VecView(x,viewer);

 40:   return(0);
 41: }

 45: /*@C
 46:    SNESVecViewResidualMonitor - Monitors progress of the SNES solvers by calling 
 47:    VecView() for the residual at each iteration.

 49:    Collective on SNES

 51:    Input Parameters:
 52: +  snes - the SNES context
 53: .  its - iteration number
 54: .  fgnorm - 2-norm of residual
 55: -  dummy - either a viewer or PETSC_NULL

 57:    Level: intermediate

 59: .keywords: SNES, nonlinear, vector, monitor, view

 61: .seealso: SNESSetMonitor(), SNESDefaultMonitor(), VecView()
 62: @*/
 63: PetscErrorCode PETSCSNES_DLLEXPORT SNESVecViewResidualMonitor(SNES snes,PetscInt its,PetscReal fgnorm,void *dummy)
 64: {
 66:   Vec            x;
 67:   PetscViewer    viewer = (PetscViewer) dummy;

 70:   SNESGetFunction(snes,&x,0,0);
 71:   if (!viewer) {
 72:     MPI_Comm comm;
 73:     PetscObjectGetComm((PetscObject)snes,&comm);
 74:     viewer = PETSC_VIEWER_DRAW_(comm);
 75:   }
 76:   VecView(x,viewer);

 78:   return(0);
 79: }

 83: /*@C
 84:    SNESVecViewUpdateMonitor - Monitors progress of the SNES solvers by calling 
 85:    VecView() for the UPDATE to the solution at each iteration.

 87:    Collective on SNES

 89:    Input Parameters:
 90: +  snes - the SNES context
 91: .  its - iteration number
 92: .  fgnorm - 2-norm of residual
 93: -  dummy - either a viewer or PETSC_NULL

 95:    Level: intermediate

 97: .keywords: SNES, nonlinear, vector, monitor, view

 99: .seealso: SNESSetMonitor(), SNESDefaultMonitor(), VecView()
100: @*/
101: PetscErrorCode PETSCSNES_DLLEXPORT SNESVecViewUpdateMonitor(SNES snes,PetscInt its,PetscReal fgnorm,void *dummy)
102: {
104:   Vec            x;
105:   PetscViewer    viewer = (PetscViewer) dummy;

108:   SNESGetSolutionUpdate(snes,&x);
109:   if (!viewer) {
110:     MPI_Comm comm;
111:     PetscObjectGetComm((PetscObject)snes,&comm);
112:     viewer = PETSC_VIEWER_DRAW_(comm);
113:   }
114:   VecView(x,viewer);

116:   return(0);
117: }

121: /*@C
122:    SNESDefaultMonitor - Monitors progress of the SNES solvers (default).

124:    Collective on SNES

126:    Input Parameters:
127: +  snes - the SNES context
128: .  its - iteration number
129: .  fgnorm - 2-norm of residual
130: -  dummy - unused context

132:    Notes:
133:    This routine prints the residual norm at each iteration.

135:    Level: intermediate

137: .keywords: SNES, nonlinear, default, monitor, norm

139: .seealso: SNESSetMonitor(), SNESVecViewMonitor()
140: @*/
141: PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultMonitor(SNES snes,PetscInt its,PetscReal fgnorm,void *dummy)
142: {
144:   PetscViewer    viewer = (PetscViewer) dummy;

147:   if (!viewer) viewer = PETSC_VIEWER_STDOUT_(snes->comm);
148:   PetscViewerASCIIPrintf(viewer,"%3D SNES Function norm %14.12e \n",its,fgnorm);
149:   return(0);
150: }

152: typedef struct {
153:   PetscViewer viewer;
154:   PetscReal   *history;
155: } SNESRatioMonitorContext;

159: /*@C
160:    SNESRatioMonitor - Monitors progress of the SNES solvers by printing the ratio
161:    of residual norm at each iteration to the previous.

163:    Collective on SNES

165:    Input Parameters:
166: +  snes - the SNES context
167: .  its - iteration number
168: .  fgnorm - 2-norm of residual (or gradient)
169: -  dummy -  context of monitor

171:    Level: intermediate

173: .keywords: SNES, nonlinear, monitor, norm

175: .seealso: SNESSetMonitor(), SNESVecViewMonitor()
176: @*/
177: PetscErrorCode PETSCSNES_DLLEXPORT SNESRatioMonitor(SNES snes,PetscInt its,PetscReal fgnorm,void *dummy)
178: {
179:   PetscErrorCode          ierr;
180:   PetscInt                len;
181:   PetscReal               *history;
182:   SNESRatioMonitorContext *ctx = (SNESRatioMonitorContext*)dummy;

185:   SNESGetConvergenceHistory(snes,&history,PETSC_NULL,&len);
186:   if (!its || !history || its > len) {
187:     PetscViewerASCIIPrintf(ctx->viewer,"%3D SNES Function norm %14.12e \n",its,fgnorm);
188:   } else {
189:     PetscReal ratio = fgnorm/history[its-1];
190:     PetscViewerASCIIPrintf(ctx->viewer,"%3D SNES Function norm %14.12e %G \n",its,fgnorm,ratio);
191:   }
192:   return(0);
193: }

195: /*
196:    If the we set the history monitor space then we must destroy it
197: */
200: PetscErrorCode SNESRatioMonitorDestroy(void *ct)
201: {
202:   PetscErrorCode          ierr;
203:   SNESRatioMonitorContext *ctx = (SNESRatioMonitorContext*)ct;

206:   PetscFree(ctx->history);
207:   PetscViewerDestroy(ctx->viewer);
208:   PetscFree(ctx);
209:   return(0);
210: }

214: /*@C
215:    SNESSetRatioMonitor - Sets SNES to use a monitor that prints the 
216:    ratio of the function norm at each iteration.

218:    Collective on SNES

220:    Input Parameters:
221: +   snes - the SNES context
222: -   viewer - ASCII viewer to print output

224:    Level: intermediate

226: .keywords: SNES, nonlinear, monitor, norm

228: .seealso: SNESSetMonitor(), SNESVecViewMonitor(), SNESDefaultMonitor()
229: @*/
230: PetscErrorCode PETSCSNES_DLLEXPORT SNESSetRatioMonitor(SNES snes,PetscViewer viewer)
231: {
232:   PetscErrorCode          ierr;
233:   SNESRatioMonitorContext *ctx;
234:   PetscReal               *history;

237:   if (!viewer) {
238:     viewer = PETSC_VIEWER_STDOUT_(snes->comm);
239:     PetscObjectReference((PetscObject)viewer);
240:   }
241:   PetscNew(SNESRatioMonitorContext,&ctx);
242:   SNESGetConvergenceHistory(snes,&history,PETSC_NULL,PETSC_NULL);
243:   if (!history) {
244:     PetscMalloc(100*sizeof(PetscReal),&ctx->history);
245:     SNESSetConvergenceHistory(snes,ctx->history,0,100,PETSC_TRUE);
246:   }
247:   ctx->viewer = viewer;
248:   SNESSetMonitor(snes,SNESRatioMonitor,ctx,SNESRatioMonitorDestroy);
249:   return(0);
250: }

252: /* ---------------------------------------------------------------- */
255: /*
256:      Default (short) SNES Monitor, same as SNESDefaultMonitor() except
257:   it prints fewer digits of the residual as the residual gets smaller.
258:   This is because the later digits are meaningless and are often 
259:   different on different machines; by using this routine different 
260:   machines will usually generate the same output.
261: */
262: PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultSMonitor(SNES snes,PetscInt its,PetscReal fgnorm,void *dummy)
263: {
265:   PetscViewer    viewer = (PetscViewer) dummy;

268:   if (!viewer) viewer = PETSC_VIEWER_STDOUT_(snes->comm);
269:   if (fgnorm > 1.e-9) {
270:     PetscViewerASCIIPrintf(viewer,"%3D SNES Function norm %G \n",its,fgnorm);
271:   } else if (fgnorm > 1.e-11){
272:     PetscViewerASCIIPrintf(viewer,"%3D SNES Function norm %5.3e \n",its,fgnorm);
273:   } else {
274:     PetscViewerASCIIPrintf(viewer,"%3D SNES Function norm < 1.e-11\n",its);
275:   }
276:   return(0);
277: }
278: /* ---------------------------------------------------------------- */
281: /*@C 
282:    SNESConverged_LS - Monitors the convergence of the solvers for
283:    systems of nonlinear equations (default).

285:    Collective on SNES

287:    Input Parameters:
288: +  snes - the SNES context
289: .  xnorm - 2-norm of current iterate
290: .  pnorm - 2-norm of current step 
291: .  fnorm - 2-norm of function at current iterate
292: -  dummy - unused context

294:    Output Parameter:
295: .   reason  - one of
296: $  SNES_CONVERGED_FNORM_ABS       - (fnorm < abstol),
297: $  SNES_CONVERGED_PNORM_RELATIVE  - (pnorm < xtol*xnorm),
298: $  SNES_CONVERGED_FNORM_RELATIVE  - (fnorm < rtol*fnorm0),
299: $  SNES_DIVERGED_FUNCTION_COUNT   - (nfct > maxf),
300: $  SNES_DIVERGED_FNORM_NAN        - (fnorm == NaN),
301: $  SNES_CONVERGED_ITERATING       - (otherwise),

303:    where
304: +    maxf - maximum number of function evaluations,
305:             set with SNESSetTolerances()
306: .    nfct - number of function evaluations,
307: .    abstol - absolute function norm tolerance,
308:             set with SNESSetTolerances()
309: -    rtol - relative function norm tolerance, set with SNESSetTolerances()

311:    Level: intermediate

313: .keywords: SNES, nonlinear, default, converged, convergence

315: .seealso: SNESSetConvergenceTest(), SNESEisenstatWalkerConverged()
316: @*/
317: PetscErrorCode PETSCSNES_DLLEXPORT SNESConverged_LS(SNES snes,PetscReal xnorm,PetscReal pnorm,PetscReal fnorm,SNESConvergedReason *reason,void *dummy)
318: {

322:   if (fnorm != fnorm) {
323:     PetscInfo(snes,"Failed to converged, function norm is NaN\n");
324:     *reason = SNES_DIVERGED_FNORM_NAN;
325:   } else if (fnorm <= snes->ttol) {
326:     PetscInfo2(snes,"Converged due to function norm %G < %G (relative tolerance)\n",fnorm,snes->ttol);
327:     *reason = SNES_CONVERGED_FNORM_RELATIVE;
328:   } else if (fnorm < snes->abstol) {
329:     PetscInfo2(snes,"Converged due to function norm %G < %G\n",fnorm,snes->abstol);
330:     *reason = SNES_CONVERGED_FNORM_ABS;
331:   } else if (pnorm < snes->xtol*xnorm) {
332:     PetscInfo3(snes,"Converged due to small update length: %G < %G * %G\n",pnorm,snes->xtol,xnorm);
333:     *reason = SNES_CONVERGED_PNORM_RELATIVE;
334:   } else if (snes->nfuncs >= snes->max_funcs) {
335:     PetscInfo2(snes,"Exceeded maximum number of function evaluations: %D > %D\n",snes->nfuncs,snes->max_funcs);
336:     *reason = SNES_DIVERGED_FUNCTION_COUNT ;
337:   } else {
338:     *reason = SNES_CONVERGED_ITERATING;
339:   }
340:   return(0);
341: }
342: /* ------------------------------------------------------------ */
345: /*@
346:    SNES_KSP_SetConvergenceTestEW - Sets alternative convergence test
347:    for the linear solvers within an inexact Newton method.  

349:    Collective on SNES

351:    Input Parameter:
352: .  snes - SNES context

354:    Notes:
355:    Currently, the default is to use a constant relative tolerance for 
356:    the inner linear solvers.  Alternatively, one can use the 
357:    Eisenstat-Walker method, where the relative convergence tolerance 
358:    is reset at each Newton iteration according progress of the nonlinear 
359:    solver. 

361:    Level: advanced

363:    Reference:
364:    S. C. Eisenstat and H. F. Walker, "Choosing the forcing terms in an 
365:    inexact Newton method", SISC 17 (1), pp.16-32, 1996.

367: .keywords: SNES, KSP, Eisenstat, Walker, convergence, test, inexact, Newton
368: @*/
369: PetscErrorCode PETSCSNES_DLLEXPORT SNES_KSP_SetConvergenceTestEW(SNES snes)
370: {
372:   snes->ksp_ewconv = PETSC_TRUE;
373:   return(0);
374: }

378: /*@
379:    SNES_KSP_SetParametersEW - Sets parameters for Eisenstat-Walker
380:    convergence criteria for the linear solvers within an inexact
381:    Newton method.

383:    Collective on SNES
384:  
385:    Input Parameters:
386: +    snes - SNES context
387: .    version - version 1 or 2 (default is 2)
388: .    rtol_0 - initial relative tolerance (0 <= rtol_0 < 1)
389: .    rtol_max - maximum relative tolerance (0 <= rtol_max < 1)
390: .    alpha - power for version 2 rtol computation (1 < alpha <= 2)
391: .    alpha2 - power for safeguard
392: .    gamma2 - multiplicative factor for version 2 rtol computation
393:               (0 <= gamma2 <= 1)
394: -    threshold - threshold for imposing safeguard (0 < threshold < 1)

396:    Note:
397:    Use PETSC_DEFAULT to retain the default for any of the parameters.

399:    Level: advanced

401:    Reference:
402:    S. C. Eisenstat and H. F. Walker, "Choosing the forcing terms in an 
403:    inexact Newton method", Utah State University Math. Stat. Dept. Res. 
404:    Report 6/94/75, June, 1994, to appear in SIAM J. Sci. Comput. 

406: .keywords: SNES, KSP, Eisenstat, Walker, set, parameters

408: .seealso: SNES_KSP_SetConvergenceTestEW()
409: @*/
410: PetscErrorCode PETSCSNES_DLLEXPORT SNES_KSP_SetParametersEW(SNES snes,PetscInt version,PetscReal rtol_0,PetscReal rtol_max,PetscReal gamma2,PetscReal alpha,
411:                                         PetscReal alpha2,PetscReal threshold)
412: {
413:   SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx;

416:   if (!kctx) SETERRQ(PETSC_ERR_ARG_WRONGSTATE,"No Eisenstat-Walker context existing");
417:   if (version != PETSC_DEFAULT)   kctx->version   = version;
418:   if (rtol_0 != PETSC_DEFAULT)    kctx->rtol_0    = rtol_0;
419:   if (rtol_max != PETSC_DEFAULT)  kctx->rtol_max  = rtol_max;
420:   if (gamma2 != PETSC_DEFAULT)    kctx->gamma     = gamma2;
421:   if (alpha != PETSC_DEFAULT)     kctx->alpha     = alpha;
422:   if (alpha2 != PETSC_DEFAULT)    kctx->alpha2    = alpha2;
423:   if (threshold != PETSC_DEFAULT) kctx->threshold = threshold;
424:   if (kctx->rtol_0 < 0.0 || kctx->rtol_0 >= 1.0) {
425:     SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"0.0 <= rtol_0 < 1.0: %G",kctx->rtol_0);
426:   }
427:   if (kctx->rtol_max < 0.0 || kctx->rtol_max >= 1.0) {
428:     SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"0.0 <= rtol_max (%G) < 1.0\n",kctx->rtol_max);
429:   }
430:   if (kctx->threshold <= 0.0 || kctx->threshold >= 1.0) {
431:     SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"0.0 < threshold (%G) < 1.0\n",kctx->threshold);
432:   }
433:   if (kctx->gamma < 0.0 || kctx->gamma > 1.0) {
434:     SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"0.0 <= gamma (%G) <= 1.0\n",kctx->gamma);
435:   }
436:   if (kctx->alpha <= 1.0 || kctx->alpha > 2.0) {
437:     SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"1.0 < alpha (%G) <= 2.0\n",kctx->alpha);
438:   }
439:   if (kctx->version != 1 && kctx->version !=2) {
440:     SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"Only versions 1 and 2 are supported: %D",kctx->version);
441:   }
442:   return(0);
443: }

447: PetscErrorCode SNES_KSP_EW_ComputeRelativeTolerance_Private(SNES snes,KSP ksp)
448: {
449:   SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx;
450:   PetscReal           rtol = 0.0,stol;
451:   PetscErrorCode      ierr;

454:   if (!kctx) SETERRQ(PETSC_ERR_ARG_WRONGSTATE,"No Eisenstat-Walker context exists");
455:   if (!snes->iter) { /* first time in, so use the original user rtol */
456:     rtol = kctx->rtol_0;
457:   } else {
458:     if (kctx->version == 1) {
459:       rtol = (snes->norm - kctx->lresid_last)/kctx->norm_last;
460:       if (rtol < 0.0) rtol = -rtol;
461:       stol = pow(kctx->rtol_last,kctx->alpha2);
462:       if (stol > kctx->threshold) rtol = PetscMax(rtol,stol);
463:     } else if (kctx->version == 2) {
464:       rtol = kctx->gamma * pow(snes->norm/kctx->norm_last,kctx->alpha);
465:       stol = kctx->gamma * pow(kctx->rtol_last,kctx->alpha);
466:       if (stol > kctx->threshold) rtol = PetscMax(rtol,stol);
467:     } else SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"Only versions 1 or 2 are supported: %D",kctx->version);
468:   }
469:   rtol = PetscMin(rtol,kctx->rtol_max);
470:   kctx->rtol_last = rtol;
471:   PetscInfo3(snes,"iter %D, Eisenstat-Walker (version %D) KSP rtol = %G\n",snes->iter,kctx->version,rtol);
472:   KSPSetTolerances(ksp,rtol,PETSC_DEFAULT,PETSC_DEFAULT,PETSC_DEFAULT);
473:   kctx->norm_last = snes->norm;
474:   return(0);
475: }

479: PetscErrorCode SNES_KSP_EW_Converged_Private(KSP ksp,PetscInt n,PetscReal rnorm,KSPConvergedReason *reason,void *ctx)
480: {
481:   SNES                snes = (SNES)ctx;
482:   SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx;
483:   PetscErrorCode      ierr;

486:   if (!kctx) SETERRQ(PETSC_ERR_ARG_WRONGSTATE,"No Eisenstat-Walker context set");
487:   if (!n) {SNES_KSP_EW_ComputeRelativeTolerance_Private(snes,ksp);}
488:   KSPDefaultConverged(ksp,n,rnorm,reason,ctx);
489:   kctx->lresid_last = rnorm;
490:   if (*reason) {
491:     PetscInfo2(snes,"KSP iterations=%D, rnorm=%G\n",n,rnorm);
492:   }
493:   return(0);
494: }