Actual source code: snesut.c

  1: /*$Id: snesut.c,v 1.66 2001/08/06 21:17:07 bsmith Exp $*/

 3:  #include src/snes/snesimpl.h

  5: #undef __FUNCT__  
  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: int SNESVecViewMonitor(SNES snes,int its,PetscReal fgnorm,void *dummy)
 26: {
 27:   int         ierr;
 28:   Vec         x;
 29:   PetscViewer viewer = (PetscViewer) dummy;

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

 40:   return(0);
 41: }

 43: #undef __FUNCT__  
 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: int SNESVecViewResidualMonitor(SNES snes,int its,PetscReal fgnorm,void *dummy)
 64: {
 65:   int         ierr;
 66:   Vec         x;
 67:   PetscViewer viewer = (PetscViewer) dummy;

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

 78:   return(0);
 79: }

 81: #undef __FUNCT__  
 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: int SNESVecViewUpdateMonitor(SNES snes,int its,PetscReal fgnorm,void *dummy)
102: {
103:   int         ierr;
104:   Vec         x;
105:   PetscViewer viewer = (PetscViewer) dummy;

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

116:   return(0);
117: }

119: #undef __FUNCT__  
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: int SNESDefaultMonitor(SNES snes,int its,PetscReal fgnorm,void *dummy)
142: {
143:   int         ierr;
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: #undef __FUNCT__  
154: /*@C
155:    SNESRatioMonitor - Monitors progress of the SNES solvers by printing the ratio
156:    of residual norm at each iteration to the previous.

158:    Collective on SNES

160:    Input Parameters:
161: +  snes - the SNES context
162: .  its - iteration number
163: .  fgnorm - 2-norm of residual (or gradient)
164: -  dummy - unused context

166:    Level: intermediate

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

170: .seealso: SNESSetMonitor(), SNESVecViewMonitor()
171: @*/
172: int SNESRatioMonitor(SNES snes,int its,PetscReal fgnorm,void *dummy)
173: {
174:   int         ierr,len;
175:   PetscReal   *history;
176:   PetscViewer viewer;

179:   viewer = PETSC_VIEWER_STDOUT_(snes->comm);

181:   SNESGetConvergenceHistory(snes,&history,PETSC_NULL,&len);
182:   if (its == 0 || !history || its > len) {
183:     PetscViewerASCIIPrintf(viewer,"%3d SNES Function norm %14.12e n",its,fgnorm);
184:   } else {
185:     PetscReal ratio = fgnorm/history[its-1];
186:     PetscViewerASCIIPrintf(viewer,"%3d SNES Function norm %14.12e %g n",its,fgnorm,ratio);
187:   }
188:   return(0);
189: }

191: /*
192:    If the we set the history monitor space then we must destroy it
193: */
194: #undef __FUNCT__  
196: int SNESRatioMonitorDestroy(void *history)
197: {
198:   int         ierr;

201:   PetscFree(history);
202:   return(0);
203: }

205: #undef __FUNCT__  
207: /*@C
208:    SNESSetRatioMonitor - Sets SNES to use a monitor that prints the 
209:    ratio of the function norm at each iteration.

211:    Collective on SNES

213:    Input Parameters:
214: .   snes - the SNES context

216:    Level: intermediate

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

220: .seealso: SNESSetMonitor(), SNESVecViewMonitor(), SNESDefaultMonitor()
221: @*/
222: int SNESSetRatioMonitor(SNES snes)
223: {
224:   int       ierr;
225:   PetscReal *history;


229:   SNESGetConvergenceHistory(snes,&history,PETSC_NULL,PETSC_NULL);
230:   if (!history) {
231:     PetscMalloc(100*sizeof(double),&history);
232:     SNESSetConvergenceHistory(snes,history,0,100,PETSC_TRUE);
233:     SNESSetMonitor(snes,SNESRatioMonitor,history,SNESRatioMonitorDestroy);
234:   } else {
235:     SNESSetMonitor(snes,SNESRatioMonitor,0,0);
236:   }
237:   return(0);
238: }

240: /* ---------------------------------------------------------------- */
241: #undef __FUNCT__  
243: /*
244:      Default (short) SNES Monitor, same as SNESDefaultMonitor() except
245:   it prints fewer digits of the residual as the residual gets smaller.
246:   This is because the later digits are meaningless and are often 
247:   different on different machines; by using this routine different 
248:   machines will usually generate the same output.
249: */
250: int SNESDefaultSMonitor(SNES snes,int its,PetscReal fgnorm,void *dummy)
251: {

255:   if (fgnorm > 1.e-9) {
256:     PetscPrintf(snes->comm,"%3d SNES Function norm %g n",its,fgnorm);
257:   } else if (fgnorm > 1.e-11){
258:     PetscPrintf(snes->comm,"%3d SNES Function norm %5.3e n",its,fgnorm);
259:   } else {
260:     PetscPrintf(snes->comm,"%3d SNES Function norm < 1.e-11n",its);
261:   }
262:   return(0);
263: }
264: /* ---------------------------------------------------------------- */
265: #undef __FUNCT__  
267: /*@C 
268:    SNESConverged_LS - Monitors the convergence of the solvers for
269:    systems of nonlinear equations (default).

271:    Collective on SNES

273:    Input Parameters:
274: +  snes - the SNES context
275: .  xnorm - 2-norm of current iterate
276: .  pnorm - 2-norm of current step 
277: .  fnorm - 2-norm of function
278: -  dummy - unused context

280:    Output Parameter:
281: .   reason  - one of
282: $  SNES_CONVERGED_FNORM_ABS       - (fnorm < atol),
283: $  SNES_CONVERGED_PNORM_RELATIVE  - (pnorm < xtol*xnorm),
284: $  SNES_CONVERGED_FNORM_RELATIVE  - (fnorm < rtol*fnorm0),
285: $  SNES_DIVERGED_FUNCTION_COUNT   - (nfct > maxf),
286: $  SNES_DIVERGED_FNORM_NAN        - (fnorm == NaN),
287: $  SNES_CONVERGED_ITERATING       - (otherwise),

289:    where
290: +    maxf - maximum number of function evaluations,
291:             set with SNESSetTolerances()
292: .    nfct - number of function evaluations,
293: .    atol - absolute function norm tolerance,
294:             set with SNESSetTolerances()
295: -    rtol - relative function norm tolerance, set with SNESSetTolerances()

297:    Level: intermediate

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

301: .seealso: SNESSetConvergenceTest(), SNESEisenstatWalkerConverged()
302: @*/
303: int SNESConverged_LS(SNES snes,PetscReal xnorm,PetscReal pnorm,PetscReal fnorm,SNESConvergedReason *reason,void *dummy)
304: {
306:   if (fnorm != fnorm) {
307:     PetscLogInfo(snes,"SNESConverged_LS:Failed to converged, function norm is NaNn");
308:     *reason = SNES_DIVERGED_FNORM_NAN;
309:   } else if (fnorm <= snes->ttol) {
310:     PetscLogInfo(snes,"SNESConverged_LS:Converged due to function norm %g < %g (relative tolerance)n",fnorm,snes->ttol);
311:     *reason = SNES_CONVERGED_FNORM_RELATIVE;
312:   } else if (fnorm < snes->atol) {
313:     PetscLogInfo(snes,"SNESConverged_LS:Converged due to function norm %g < %gn",fnorm,snes->atol);
314:     *reason = SNES_CONVERGED_FNORM_ABS;
315:   } else if (pnorm < snes->xtol*xnorm) {
316:     PetscLogInfo(snes,"SNESConverged_LS:Converged due to small update length: %g < %g * %gn",pnorm,snes->xtol,xnorm);
317:     *reason = SNES_CONVERGED_PNORM_RELATIVE;
318:   } else if (snes->nfuncs > snes->max_funcs) {
319:     PetscLogInfo(snes,"SNESConverged_LS:Exceeded maximum number of function evaluations: %d > %dn",snes->nfuncs,snes->max_funcs);
320:     *reason = SNES_DIVERGED_FUNCTION_COUNT ;
321:   } else {
322:     *reason = SNES_CONVERGED_ITERATING;
323:   }
324:   return(0);
325: }
326: /* ------------------------------------------------------------ */
327: #undef __FUNCT__  
329: /*@
330:    SNES_KSP_SetConvergenceTestEW - Sets alternative convergence test
331:    for the linear solvers within an inexact Newton method.  

333:    Collective on SNES

335:    Input Parameter:
336: .  snes - SNES context

338:    Notes:
339:    Currently, the default is to use a constant relative tolerance for 
340:    the inner linear solvers.  Alternatively, one can use the 
341:    Eisenstat-Walker method, where the relative convergence tolerance 
342:    is reset at each Newton iteration according progress of the nonlinear 
343:    solver. 

345:    Level: advanced

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

351: .keywords: SNES, KSP, Eisenstat, Walker, convergence, test, inexact, Newton
352: @*/
353: int SNES_KSP_SetConvergenceTestEW(SNES snes)
354: {
356:   snes->ksp_ewconv = PETSC_TRUE;
357:   return(0);
358: }

360: #undef __FUNCT__  
362: /*@
363:    SNES_KSP_SetParametersEW - Sets parameters for Eisenstat-Walker
364:    convergence criteria for the linear solvers within an inexact
365:    Newton method.

367:    Collective on SNES
368:  
369:    Input Parameters:
370: +    snes - SNES context
371: .    version - version 1 or 2 (default is 2)
372: .    rtol_0 - initial relative tolerance (0 <= rtol_0 < 1)
373: .    rtol_max - maximum relative tolerance (0 <= rtol_max < 1)
374: .    alpha - power for version 2 rtol computation (1 < alpha <= 2)
375: .    alpha2 - power for safeguard
376: .    gamma2 - multiplicative factor for version 2 rtol computation
377:               (0 <= gamma2 <= 1)
378: -    threshold - threshold for imposing safeguard (0 < threshold < 1)

380:    Note:
381:    Use PETSC_DEFAULT to retain the default for any of the parameters.

383:    Level: advanced

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

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

392: .seealso: SNES_KSP_SetConvergenceTestEW()
393: @*/
394: int SNES_KSP_SetParametersEW(SNES snes,int version,PetscReal rtol_0,
395:                              PetscReal rtol_max,PetscReal gamma2,PetscReal alpha,
396:                              PetscReal alpha2,PetscReal threshold)
397: {
398:   SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx;

401:   if (!kctx) SETERRQ(PETSC_ERR_ARG_WRONGSTATE,"No Eisenstat-Walker context existing");
402:   if (version != PETSC_DEFAULT)   kctx->version   = version;
403:   if (rtol_0 != PETSC_DEFAULT)    kctx->rtol_0    = rtol_0;
404:   if (rtol_max != PETSC_DEFAULT)  kctx->rtol_max  = rtol_max;
405:   if (gamma2 != PETSC_DEFAULT)    kctx->gamma     = gamma2;
406:   if (alpha != PETSC_DEFAULT)     kctx->alpha     = alpha;
407:   if (alpha2 != PETSC_DEFAULT)    kctx->alpha2    = alpha2;
408:   if (threshold != PETSC_DEFAULT) kctx->threshold = threshold;
409:   if (kctx->rtol_0 < 0.0 || kctx->rtol_0 >= 1.0) {
410:     SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"0.0 <= rtol_0 < 1.0: %g",kctx->rtol_0);
411:   }
412:   if (kctx->rtol_max < 0.0 || kctx->rtol_max >= 1.0) {
413:     SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"0.0 <= rtol_max (%g) < 1.0n",kctx->rtol_max);
414:   }
415:   if (kctx->threshold <= 0.0 || kctx->threshold >= 1.0) {
416:     SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"0.0 < threshold (%g) < 1.0n",kctx->threshold);
417:   }
418:   if (kctx->gamma < 0.0 || kctx->gamma > 1.0) {
419:     SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"0.0 <= gamma (%g) <= 1.0n",kctx->gamma);
420:   }
421:   if (kctx->alpha <= 1.0 || kctx->alpha > 2.0) {
422:     SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"1.0 < alpha (%g) <= 2.0n",kctx->alpha);
423:   }
424:   if (kctx->version != 1 && kctx->version !=2) {
425:     SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"Only versions 1 and 2 are supported: %d",kctx->version);
426:   }
427:   return(0);
428: }

430: #undef __FUNCT__  
432: int SNES_KSP_EW_ComputeRelativeTolerance_Private(SNES snes,KSP ksp)
433: {
434:   SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx;
435:   PetscReal           rtol = 0.0,stol;
436:   int                 ierr;

439:   if (!kctx) SETERRQ(PETSC_ERR_ARG_WRONGSTATE,"No Eisenstat-Walker context exists");
440:   if (!snes->iter) { /* first time in, so use the original user rtol */
441:     rtol = kctx->rtol_0;
442:   } else {
443:     if (kctx->version == 1) {
444:       rtol = (snes->norm - kctx->lresid_last)/kctx->norm_last;
445:       if (rtol < 0.0) rtol = -rtol;
446:       stol = pow(kctx->rtol_last,kctx->alpha2);
447:       if (stol > kctx->threshold) rtol = PetscMax(rtol,stol);
448:     } else if (kctx->version == 2) {
449:       rtol = kctx->gamma * pow(snes->norm/kctx->norm_last,kctx->alpha);
450:       stol = kctx->gamma * pow(kctx->rtol_last,kctx->alpha);
451:       if (stol > kctx->threshold) rtol = PetscMax(rtol,stol);
452:     } else SETERRQ1(PETSC_ERR_ARG_OUTOFRANGE,"Only versions 1 or 2 are supported: %d",kctx->version);
453:   }
454:   rtol = PetscMin(rtol,kctx->rtol_max);
455:   kctx->rtol_last = rtol;
456:   PetscLogInfo(snes,"SNES_KSP_EW_ComputeRelativeTolerance_Private: iter %d, Eisenstat-Walker (version %d) KSP rtol = %gn",snes->iter,kctx->version,rtol);
457:   KSPSetTolerances(ksp,rtol,PETSC_DEFAULT,PETSC_DEFAULT,PETSC_DEFAULT);
458:   kctx->norm_last = snes->norm;
459:   return(0);
460: }

462: #undef __FUNCT__  
464: int SNES_KSP_EW_Converged_Private(KSP ksp,int n,PetscReal rnorm,KSPConvergedReason *reason,void *ctx)
465: {
466:   SNES                snes = (SNES)ctx;
467:   SNES_KSP_EW_ConvCtx *kctx = (SNES_KSP_EW_ConvCtx*)snes->kspconvctx;
468:   int                 ierr;

471:   if (!kctx) SETERRQ(PETSC_ERR_ARG_WRONGSTATE,"No Eisenstat-Walker context set");
472:   if (n == 0) {SNES_KSP_EW_ComputeRelativeTolerance_Private(snes,ksp);}
473:   KSPDefaultConverged(ksp,n,rnorm,reason,ctx);
474:   kctx->lresid_last = rnorm;
475:   if (*reason) {
476:     PetscLogInfo(snes,"SNES_KSP_EW_Converged_Private: KSP iterations=%d, rnorm=%gn",n,rnorm);
477:   }
478:   return(0);
479: }