Actual source code: snesmfj2.c
1: #define PETSCSNES_DLL
3: #include src/snes/snesimpl.h
5: EXTERN PetscErrorCode DiffParameterCreate_More(SNES,Vec,void**);
6: EXTERN PetscErrorCode DiffParameterCompute_More(SNES,void*,Vec,Vec,PetscReal*,PetscReal*);
7: EXTERN PetscErrorCode DiffParameterDestroy_More(void*);
9: typedef struct { /* default context for matrix-free SNES */
10: SNES snes; /* SNES context */
11: Vec w; /* work vector */
12: MatNullSpace sp; /* null space context */
13: PetscReal error_rel; /* square root of relative error in computing function */
14: PetscReal umin; /* minimum allowable u'a value relative to |u|_1 */
15: PetscTruth jorge; /* flag indicating use of Jorge's method for determining
16: the differencing parameter */
17: PetscReal h; /* differencing parameter */
18: PetscTruth need_h; /* flag indicating whether we must compute h */
19: PetscTruth need_err; /* flag indicating whether we must currently compute error_rel */
20: PetscTruth compute_err; /* flag indicating whether we must ever compute error_rel */
21: PetscInt compute_err_iter; /* last iter where we've computer error_rel */
22: PetscInt compute_err_freq; /* frequency of computing error_rel */
23: void *data; /* implementation-specific data */
24: } MFCtx_Private;
28: PetscErrorCode SNESMatrixFreeDestroy2_Private(Mat mat)
29: {
31: MFCtx_Private *ctx;
34: MatShellGetContext(mat,(void **)&ctx);
35: VecDestroy(ctx->w);
36: if (ctx->sp) {MatNullSpaceDestroy(ctx->sp);}
37: if (ctx->jorge || ctx->compute_err) {DiffParameterDestroy_More(ctx->data);}
38: PetscFree(ctx);
39: return(0);
40: }
44: /*
45: SNESMatrixFreeView2_Private - Views matrix-free parameters.
46: */
47: PetscErrorCode SNESMatrixFreeView2_Private(Mat J,PetscViewer viewer)
48: {
50: MFCtx_Private *ctx;
51: PetscTruth iascii;
54: MatShellGetContext(J,(void **)&ctx);
55: PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&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",ctx->error_rel);
62: PetscViewerASCIIPrintf(viewer," umin=%g (minimum iterate parameter)\n",ctx->umin);
63: if (ctx->compute_err) {
64: PetscViewerASCIIPrintf(viewer," freq_err=%D (frequency for computing err)\n",ctx->compute_err_freq);
65: }
66: } else {
67: SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported by SNES matrix free Jorge",((PetscObject)viewer)->type_name);
68: }
69: return(0);
70: }
74: /*
75: SNESMatrixFreeMult2_Private - Default matrix-free form for Jacobian-vector
76: product, y = F'(u)*a:
77: y = (F(u + ha) - F(u)) /h,
78: where F = nonlinear function, as set by SNESSetFunction()
79: u = current iterate
80: h = difference interval
81: */
82: PetscErrorCode SNESMatrixFreeMult2_Private(Mat mat,Vec a,Vec y)
83: {
84: MFCtx_Private *ctx;
85: SNES snes;
86: PetscReal h,norm,sum,umin,noise;
87: PetscScalar hs,dot,mone = -1.0;
88: Vec w,U,F;
89: PetscErrorCode ierr,(*eval_fct)(SNES,Vec,Vec);
90: MPI_Comm comm;
91: PetscInt iter;
95: /* We log matrix-free matrix-vector products separately, so that we can
96: separate the performance monitoring from the cases that use conventional
97: storage. We may eventually modify event logging to associate events
98: with particular objects, hence alleviating the more general problem. */
99: PetscLogEventBegin(MATSNESMF_Mult,a,y,0,0);
101: PetscObjectGetComm((PetscObject)mat,&comm);
102: MatShellGetContext(mat,(void **)&ctx);
103: snes = ctx->snes;
104: w = ctx->w;
105: umin = ctx->umin;
107: SNESGetSolution(snes,&U);
108: eval_fct = SNESComputeFunction;
109: SNESGetFunction(snes,&F,PETSC_NULL,PETSC_NULL);
111: /* Determine a "good" step size, h */
112: if (ctx->need_h) {
114: /* Use Jorge's method to compute h */
115: if (ctx->jorge) {
116: DiffParameterCompute_More(snes,ctx->data,U,a,&noise,&h);
118: /* Use the Brown/Saad method to compute h */
119: } else {
120: /* Compute error if desired */
121: SNESGetIterationNumber(snes,&iter);
122: if ((ctx->need_err) || ((ctx->compute_err_freq) && (ctx->compute_err_iter != iter) && (!((iter-1)%ctx->compute_err_freq)))) {
123: /* Use Jorge's method to compute noise */
124: DiffParameterCompute_More(snes,ctx->data,U,a,&noise,&h);
125: ctx->error_rel = sqrt(noise);
126: PetscLogInfo((snes,"SNESMatrixFreeMult2_Private: Using Jorge's noise: noise=%g, sqrt(noise)=%g, h_more=%g\n",noise,ctx->error_rel,h));
127: ctx->compute_err_iter = iter;
128: ctx->need_err = PETSC_FALSE;
129: }
131: VecDotBegin(U,a,&dot);
132: VecNormBegin(a,NORM_1,&sum);
133: VecNormBegin(a,NORM_2,&norm);
134: VecDotEnd(U,a,&dot);
135: VecNormEnd(a,NORM_1,&sum);
136: VecNormEnd(a,NORM_2,&norm);
139: /* Safeguard for step sizes too small */
140: if (sum == 0.0) {dot = 1.0; norm = 1.0;}
141: #if defined(PETSC_USE_COMPLEX)
142: else if (PetscAbsScalar(dot) < umin*sum && PetscRealPart(dot) >= 0.0) dot = umin*sum;
143: else if (PetscAbsScalar(dot) < 0.0 && PetscRealPart(dot) > -umin*sum) dot = -umin*sum;
144: #else
145: else if (dot < umin*sum && dot >= 0.0) dot = umin*sum;
146: else if (dot < 0.0 && dot > -umin*sum) dot = -umin*sum;
147: #endif
148: h = PetscRealPart(ctx->error_rel*dot/(norm*norm));
149: }
150: } else {
151: h = ctx->h;
152: }
153: if (!ctx->jorge || !ctx->need_h) {PetscLogInfo((snes,"SNESMatrixFreeMult2_Private: h = %g\n",h));}
155: /* Evaluate function at F(u + ha) */
156: hs = h;
157: VecWAXPY(w,hs,a,U);
158: eval_fct(snes,w,y);
159: VecAXPY(y,mone,F);
160: hs = 1.0/hs;
161: VecScale(y,hs);
162: if (ctx->sp) {MatNullSpaceRemove(ctx->sp,y,PETSC_NULL);}
164: PetscLogEventEnd(MATSNESMF_Mult,a,y,0,0);
165: return(0);
166: }
170: /*@C
171: SNESMatrixFreeCreate2 - Creates a matrix-free matrix
172: context for use with a SNES solver. This matrix can be used as
173: the Jacobian argument for the routine SNESSetJacobian().
175: Input Parameters:
176: . snes - the SNES context
177: . x - vector where SNES solution is to be stored.
179: Output Parameter:
180: . J - the matrix-free matrix
182: Level: advanced
184: Notes:
185: The matrix-free matrix context merely contains the function pointers
186: and work space for performing finite difference approximations of
187: Jacobian-vector products, J(u)*a, via
189: $ J(u)*a = [J(u+h*a) - J(u)]/h,
190: $ where by default
191: $ h = error_rel*u'a/||a||^2 if |u'a| > umin*||a||_{1}
192: $ = error_rel*umin*sign(u'a)*||a||_{1}/||a||^2 otherwise
193: $ where
194: $ error_rel = square root of relative error in
195: $ function evaluation
196: $ umin = minimum iterate parameter
197: $ Alternatively, the differencing parameter, h, can be set using
198: $ Jorge's nifty new strategy if one specifies the option
199: $ -snes_mf_jorge
201: The user can set these parameters via MatSNESMFSetFunctionError().
202: See the nonlinear solvers chapter of the users manual for details.
204: The user should call MatDestroy() when finished with the matrix-free
205: matrix context.
207: Options Database Keys:
208: $ -snes_mf_err <error_rel>
209: $ -snes_mf_unim <umin>
210: $ -snes_mf_compute_err
211: $ -snes_mf_freq_err <freq>
212: $ -snes_mf_jorge
214: .keywords: SNES, default, matrix-free, create, matrix
216: .seealso: MatDestroy(), MatSNESMFSetFunctionError()
217: @*/
218: PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultMatrixFreeCreate2(SNES snes,Vec x,Mat *J)
219: {
220: MPI_Comm comm;
221: MFCtx_Private *mfctx;
223: PetscInt n,nloc;
224: PetscTruth flg;
225: char p[64];
228: PetscNew(MFCtx_Private,&mfctx);
229: PetscLogObjectMemory(snes,sizeof(MFCtx_Private));
230: mfctx->sp = 0;
231: mfctx->snes = snes;
232: mfctx->error_rel = PETSC_SQRT_MACHINE_EPSILON;
233: mfctx->umin = 1.e-6;
234: mfctx->h = 0.0;
235: mfctx->need_h = PETSC_TRUE;
236: mfctx->need_err = PETSC_FALSE;
237: mfctx->compute_err = PETSC_FALSE;
238: mfctx->compute_err_freq = 0;
239: mfctx->compute_err_iter = -1;
240: PetscOptionsGetReal(snes->prefix,"-snes_mf_err",&mfctx->error_rel,PETSC_NULL);
241: PetscOptionsGetReal(snes->prefix,"-snes_mf_umin",&mfctx->umin,PETSC_NULL);
242: PetscOptionsHasName(snes->prefix,"-snes_mf_jorge",&mfctx->jorge);
243: PetscOptionsHasName(snes->prefix,"-snes_mf_compute_err",&mfctx->compute_err);
244: PetscOptionsGetInt(snes->prefix,"-snes_mf_freq_err",&mfctx->compute_err_freq,&flg);
245: if (flg) {
246: if (mfctx->compute_err_freq < 0) mfctx->compute_err_freq = 0;
247: mfctx->compute_err = PETSC_TRUE;
248: }
249: if (mfctx->compute_err) mfctx->need_err = PETSC_TRUE;
250: if (mfctx->jorge || mfctx->compute_err) {
251: DiffParameterCreate_More(snes,x,&mfctx->data);
252: } else mfctx->data = 0;
254: PetscOptionsHasName(PETSC_NULL,"-help",&flg);
255: PetscStrcpy(p,"-");
256: if (snes->prefix) PetscStrcat(p,snes->prefix);
257: if (flg) {
258: PetscPrintf(snes->comm," Matrix-free Options (via SNES):\n");
259: PetscPrintf(snes->comm," %ssnes_mf_err <err>: set sqrt of relative error in function (default %g)\n",p,mfctx->error_rel);
260: PetscPrintf(snes->comm," %ssnes_mf_umin <umin>: see users manual (default %g)\n",p,mfctx->umin);
261: PetscPrintf(snes->comm," %ssnes_mf_jorge: use Jorge More's method\n",p);
262: PetscPrintf(snes->comm," %ssnes_mf_compute_err: compute sqrt or relative error in function\n",p);
263: PetscPrintf(snes->comm," %ssnes_mf_freq_err <freq>: frequency to recompute this (default only once)\n",p);
264: PetscPrintf(snes->comm," %ssnes_mf_noise_file <file>: set file for printing noise info\n",p);
265: }
266: VecDuplicate(x,&mfctx->w);
267: PetscObjectGetComm((PetscObject)x,&comm);
268: VecGetSize(x,&n);
269: VecGetLocalSize(x,&nloc);
270: MatCreate(comm,J);
271: MatSetSizes(*J,nloc,n,n,n);
272: MatSetType(*J,MATSHELL);
273: MatShellSetContext(*J,mfctx);
274: MatShellSetOperation(*J,MATOP_MULT,(void(*)(void))SNESMatrixFreeMult2_Private);
275: MatShellSetOperation(*J,MATOP_DESTROY,(void(*)(void))SNESMatrixFreeDestroy2_Private);
276: MatShellSetOperation(*J,MATOP_VIEW,(void(*)(void))SNESMatrixFreeView2_Private);
278: PetscLogObjectParent(*J,mfctx->w);
279: PetscLogObjectParent(snes,*J);
280: return(0);
281: }
285: /*@C
286: SNESDefaultMatrixFreeSetParameters2 - Sets the parameters for the approximation of
287: matrix-vector products using finite differences.
289: $ J(u)*a = [J(u+h*a) - J(u)]/h where
291: either the user sets h directly here, or this parameter is computed via
293: $ h = error_rel*u'a/||a||^2 if |u'a| > umin*||a||_{1}
294: $ = error_rel*umin*sign(u'a)*||a||_{1}/||a||^2 else
295: $
297: Input Parameters:
298: + mat - the matrix
299: . error_rel - relative error (should be set to the square root of
300: the relative error in the function evaluations)
301: . umin - minimum allowable u-value
302: - h - differencing parameter
304: Level: advanced
306: Notes:
307: If the user sets the parameter h directly, then this value will be used
308: instead of the default computation indicated above.
310: .keywords: SNES, matrix-free, parameters
312: .seealso: MatCreateSNESMF()
313: @*/
314: PetscErrorCode PETSCSNES_DLLEXPORT SNESDefaultMatrixFreeSetParameters2(Mat mat,PetscReal error,PetscReal umin,PetscReal h)
315: {
316: MFCtx_Private *ctx;
320: MatShellGetContext(mat,(void **)&ctx);
321: if (ctx) {
322: if (error != PETSC_DEFAULT) ctx->error_rel = error;
323: if (umin != PETSC_DEFAULT) ctx->umin = umin;
324: if (h != PETSC_DEFAULT) {
325: ctx->h = h;
326: ctx->need_h = PETSC_FALSE;
327: }
328: }
329: return(0);
330: }
332: PetscErrorCode PETSCSNES_DLLEXPORT SNESUnSetMatrixFreeParameter(SNES snes)
333: {
334: MFCtx_Private *ctx;
336: Mat mat;
339: SNESGetJacobian(snes,&mat,PETSC_NULL,PETSC_NULL,PETSC_NULL);
340: MatShellGetContext(mat,(void **)&ctx);
341: if (ctx) ctx->need_h = PETSC_TRUE;
342: return(0);
343: }
344: