Actual source code: snesnoise.c

petsc-3.8.4 2018-03-24
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  2:  #include <petsc/private/snesimpl.h>

  4: /* Data used by Jorge's diff parameter computation method */
  5: typedef struct {
  6:   Vec      *workv;           /* work vectors */
  7:   FILE     *fp;              /* output file */
  8:   int      function_count;   /* count of function evaluations for diff param estimation */
  9:   double   fnoise_min;       /* minimim allowable noise */
 10:   double   hopt_min;         /* minimum allowable hopt */
 11:   double   h_first_try;      /* first try for h used in diff parameter estimate */
 12:   PetscInt fnoise_resets;    /* number of times we've reset the noise estimate */
 13:   PetscInt hopt_resets;      /* number of times we've reset the hopt estimate */
 14: } DIFFPAR_MORE;


 17: extern PetscErrorCode SNESNoise_dnest_(PetscInt*,PetscScalar*,PetscScalar*,PetscScalar*,PetscScalar*,PetscScalar*,PetscInt*,PetscScalar*);
 18: static PetscErrorCode JacMatMultCompare(SNES,Vec,Vec,double);
 19: extern PetscErrorCode SNESDefaultMatrixFreeSetParameters2(Mat,double,double,double);
 20: extern PetscErrorCode SNESUnSetMatrixFreeParameter(SNES snes);

 22: PetscErrorCode SNESDiffParameterCreate_More(SNES snes,Vec x,void **outneP)
 23: {
 24:   DIFFPAR_MORE   *neP;
 25:   Vec            w;
 26:   PetscRandom    rctx;  /* random number generator context */
 28:   PetscBool      flg;
 29:   char           noise_file[PETSC_MAX_PATH_LEN];

 32:   PetscNewLog(snes,&neP);

 34:   neP->function_count = 0;
 35:   neP->fnoise_min     = 1.0e-20;
 36:   neP->hopt_min       = 1.0e-8;
 37:   neP->h_first_try    = 1.0e-3;
 38:   neP->fnoise_resets  = 0;
 39:   neP->hopt_resets    = 0;

 41:   /* Create work vectors */
 42:   VecDuplicateVecs(x,3,&neP->workv);
 43:   w    = neP->workv[0];

 45:   /* Set components of vector w to random numbers */
 46:   PetscRandomCreate(PetscObjectComm((PetscObject)snes),&rctx);
 47:   PetscRandomSetFromOptions(rctx);
 48:   VecSetRandom(w,rctx);
 49:   PetscRandomDestroy(&rctx);

 51:   /* Open output file */
 52:   PetscOptionsGetString(((PetscObject)snes)->options,((PetscObject)snes)->prefix,"-snes_mf_noise_file",noise_file,PETSC_MAX_PATH_LEN,&flg);
 53:   if (flg) neP->fp = fopen(noise_file,"w");
 54:   else     neP->fp = fopen("noise.out","w");
 55:   if (!neP->fp) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FILE_OPEN,"Cannot open file");
 56:   PetscInfo(snes,"Creating Jorge's differencing parameter context\n");

 58:   *outneP = neP;
 59:   return(0);
 60: }

 62: PetscErrorCode SNESDiffParameterDestroy_More(void *nePv)
 63: {
 64:   DIFFPAR_MORE   *neP = (DIFFPAR_MORE*)nePv;
 66:   int            err;

 69:   /* Destroy work vectors and close output file */
 70:   VecDestroyVecs(3,&neP->workv);
 71:   err  = fclose(neP->fp);
 72:   if (err) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_SYS,"fclose() failed on file");
 73:   PetscFree(neP);
 74:   return(0);
 75: }

 77: PetscErrorCode SNESDiffParameterCompute_More(SNES snes,void *nePv,Vec x,Vec p,double *fnoise,double *hopt)
 78: {
 79:   DIFFPAR_MORE   *neP = (DIFFPAR_MORE*)nePv;
 80:   Vec            w, xp, fvec;    /* work vectors to use in computing h */
 81:   double         zero = 0.0, hl, hu, h, fnoise_s, fder2_s;
 82:   PetscScalar    alpha;
 83:   PetscScalar    fval[7], tab[7][7], eps[7], f = -1;
 84:   double         rerrf = -1., fder2;
 86:   PetscInt       iter, k, i, j,  info;
 87:   PetscInt       nf = 7;         /* number of function evaluations */
 88:   PetscInt       fcount;
 89:   MPI_Comm       comm;
 90:   FILE           *fp;
 91:   PetscBool      noise_test = PETSC_FALSE;

 94:   PetscObjectGetComm((PetscObject)snes,&comm);
 95:   /* Call to SNESSetUp() just to set data structures in SNES context */
 96:   if (!snes->setupcalled) {SNESSetUp(snes);}

 98:   w    = neP->workv[0];
 99:   xp   = neP->workv[1];
100:   fvec = neP->workv[2];
101:   fp   = neP->fp;

103:   /* Initialize parameters */
104:   hl       = zero;
105:   hu       = zero;
106:   h        = neP->h_first_try;
107:   fnoise_s = zero;
108:   fder2_s  = zero;
109:   fcount   = neP->function_count;

111:   /* We have 5 tries to attempt to compute a good hopt value */
112:   SNESGetIterationNumber(snes,&i);
113:   PetscFPrintf(comm,fp,"\n ------- SNES iteration %D ---------\n",i);
114:   for (iter=0; iter<5; iter++) {
115:     neP->h_first_try = h;

117:     /* Compute the nf function values needed to estimate the noise from
118:        the difference table */
119:     for (k=0; k<nf; k++) {
120:       alpha = h * (k+1 - (nf+1)/2);
121:       VecWAXPY(xp,alpha,p,x);
122:       SNESComputeFunction(snes,xp,fvec);
123:       neP->function_count++;
124:       VecDot(fvec,w,&fval[k]);
125:     }
126:     f = fval[(nf+1)/2 - 1];

128:     /* Construct the difference table */
129:     for (i=0; i<nf; i++) tab[i][0] = fval[i];

131:     for (j=0; j<6; j++) {
132:       for (i=0; i<nf-j; i++) {
133:         tab[i][j+1] = tab[i+1][j] - tab[i][j];
134:       }
135:     }

137:     /* Print the difference table */
138:     PetscFPrintf(comm,fp,"Difference Table: iter = %D\n",iter);
139:     for (i=0; i<nf; i++) {
140:       for (j=0; j<nf-i; j++) {
141:         PetscFPrintf(comm,fp," %10.2e ",tab[i][j]);
142:       }
143:       PetscFPrintf(comm,fp,"\n");
144:     }

146:     /* Call the noise estimator */
147:     SNESNoise_dnest_(&nf,fval,&h,fnoise,&fder2,hopt,&info,eps);

149:     /* Output statements */
150:     rerrf = *fnoise/PetscAbsScalar(f);
151:     if (info == 1) {PetscFPrintf(comm,fp,"%s\n","Noise detected");}
152:     if (info == 2) {PetscFPrintf(comm,fp,"%s\n","Noise not detected; h is too small");}
153:     if (info == 3) {PetscFPrintf(comm,fp,"%s\n","Noise not detected; h is too large");}
154:     if (info == 4) {PetscFPrintf(comm,fp,"%s\n","Noise detected, but unreliable hopt");}
155:     PetscFPrintf(comm,fp,"Approximate epsfcn %g  %g  %g  %g  %g  %g\n",(double)eps[0],(double)eps[1],(double)eps[2],(double)eps[3],(double)eps[4],(double)eps[5]);
156:     PetscFPrintf(comm,fp,"h = %g, fnoise = %g, fder2 = %g, rerrf = %g, hopt = %g\n\n",(double)h, (double)*fnoise, (double)fder2, (double)rerrf, (double)*hopt);

158:     /* Save fnoise and fder2. */
159:     if (*fnoise) fnoise_s = *fnoise;
160:     if (fder2) fder2_s = fder2;

162:     /* Check for noise detection. */
163:     if (fnoise_s && fder2_s) {
164:       *fnoise = fnoise_s;
165:       fder2   = fder2_s;
166:       *hopt   = 1.68*sqrt(*fnoise/PetscAbsScalar(fder2));
167:       goto theend;
168:     } else {

170:       /* Update hl and hu, and determine new h */
171:       if (info == 2 || info == 4) {
172:         hl = h;
173:         if (hu == zero) h = 100*h;
174:         else            h = PetscMin(100*h,0.1*hu);
175:       } else if (info == 3) {
176:         hu = h;
177:         h  = PetscMax(1.0e-3,sqrt(hl/hu))*hu;
178:       }
179:     }
180:   }
181: theend:

183:   if (*fnoise < neP->fnoise_min) {
184:     PetscFPrintf(comm,fp,"Resetting fnoise: fnoise1 = %g, fnoise_min = %g\n",(double)*fnoise,(double)neP->fnoise_min);
185:     *fnoise = neP->fnoise_min;
186:     neP->fnoise_resets++;
187:   }
188:   if (*hopt < neP->hopt_min) {
189:     PetscFPrintf(comm,fp,"Resetting hopt: hopt1 = %g, hopt_min = %g\n",(double)*hopt,(double)neP->hopt_min);
190:     *hopt = neP->hopt_min;
191:     neP->hopt_resets++;
192:   }

194:   PetscFPrintf(comm,fp,"Errors in derivative:\n");
195:   PetscFPrintf(comm,fp,"f = %g, fnoise = %g, fder2 = %g, hopt = %g\n",(double)f,(double)*fnoise,(double)fder2,(double)*hopt);

197:   /* For now, compute h **each** MV Mult!! */
198:   /*
199:   PetscOptionsHasName(NULL,"-matrix_free_jorge_each_mvp",&flg);
200:   if (!flg) {
201:     Mat mat;
202:     SNESGetJacobian(snes,&mat,NULL,NULL);
203:     SNESDefaultMatrixFreeSetParameters2(mat,PETSC_DEFAULT,PETSC_DEFAULT,*hopt);
204:   }
205:   */
206:   fcount = neP->function_count - fcount;
207:   PetscInfo5(snes,"fct_now = %D, fct_cum = %D, rerrf=%g, sqrt(noise)=%g, h_more=%g\n",fcount,neP->function_count,(double)rerrf,(double)PetscSqrtReal(*fnoise),(double)*hopt);

209:   PetscOptionsGetBool(NULL,NULL,"-noise_test",&noise_test,NULL);
210:   if (noise_test) {
211:     JacMatMultCompare(snes,x,p,*hopt);
212:   }
213:   return(0);
214: }

216: PetscErrorCode JacMatMultCompare(SNES snes,Vec x,Vec p,double hopt)
217: {
218:   Vec            yy1, yy2; /* work vectors */
219:   PetscViewer    view2;    /* viewer */
220:   Mat            J;        /* analytic Jacobian (set as preconditioner matrix) */
221:   Mat            Jmf;      /* matrix-free Jacobian (set as true system matrix) */
222:   double         h;        /* differencing parameter */
223:   Vec            f;
224:   PetscScalar    alpha;
225:   PetscReal      yy1n,yy2n,enorm;
227:   PetscInt       i;
228:   PetscBool      printv = PETSC_FALSE;
229:   char           filename[32];
230:   MPI_Comm       comm;

233:   PetscObjectGetComm((PetscObject)snes,&comm);
234:   /* Compute function and analytic Jacobian at x */
235:   SNESGetJacobian(snes,&Jmf,&J,NULL,NULL);
236:   SNESComputeJacobian(snes,x,Jmf,J);
237:   SNESGetFunction(snes,&f,NULL,NULL);
238:   SNESComputeFunction(snes,x,f);

240:   /* Duplicate work vectors */
241:   VecDuplicate(x,&yy2);
242:   VecDuplicate(x,&yy1);

244:   /* Compute true matrix-vector product */
245:   MatMult(J,p,yy1);
246:   VecNorm(yy1,NORM_2,&yy1n);

248:   /* View product vector if desired */
249:   PetscOptionsGetBool(NULL,NULL,"-print_vecs",&printv,NULL);
250:   if (printv) {
251:     PetscViewerASCIIOpen(comm,"y1.out",&view2);
252:     PetscViewerPushFormat(view2,PETSC_VIEWER_ASCII_COMMON);
253:     VecView(yy1,view2);
254:     PetscViewerPopFormat(view2);
255:     PetscViewerDestroy(&view2);
256:   }

258:   /* Test Jacobian-vector product computation */
259:   alpha = -1.0;
260:   h     = 0.01 * hopt;
261:   for (i=0; i<5; i++) {
262:     /* Set differencing parameter for matrix-free multiplication */
263:     SNESDefaultMatrixFreeSetParameters2(Jmf,PETSC_DEFAULT,PETSC_DEFAULT,h);

265:     /* Compute matrix-vector product via differencing approximation */
266:     MatMult(Jmf,p,yy2);
267:     VecNorm(yy2,NORM_2,&yy2n);

269:     /* View product vector if desired */
270:     if (printv) {
271:       sprintf(filename,"y2.%d.out",(int)i);
272:       PetscViewerASCIIOpen(comm,filename,&view2);
273:       PetscViewerPushFormat(view2,PETSC_VIEWER_ASCII_COMMON);
274:       VecView(yy2,view2);
275:       PetscViewerPopFormat(view2);
276:       PetscViewerDestroy(&view2);
277:     }

279:     /* Compute relative error */
280:     VecAXPY(yy2,alpha,yy1);
281:     VecNorm(yy2,NORM_2,&enorm);
282:     enorm = enorm/yy1n;
283:     PetscFPrintf(comm,stdout,"h = %g: relative error = %g\n",(double)h,(double)enorm);
284:     h    *= 10.0;
285:   }
286:   return(0);
287: }

289: static PetscInt lin_its_total = 0;

291: PetscErrorCode SNESNoiseMonitor(SNES snes,PetscInt its,double fnorm,void *dummy)
292: {
294:   PetscInt       lin_its;

297:   SNESGetLinearSolveIterations(snes,&lin_its);
298:   lin_its_total += lin_its;
299:   PetscPrintf(PetscObjectComm((PetscObject)snes), "iter = %D, SNES Function norm = %g, lin_its = %D, total_lin_its = %D\n",its,(double)fnorm,lin_its,lin_its_total);

301:   SNESUnSetMatrixFreeParameter(snes);
302:   return(0);
303: }