Actual source code: snesnoise.c
2: #include <petsc/private/snesimpl.h>
4: PETSC_INTERN PetscErrorCode SNESDiffParameterCreate_More(SNES,Vec,void**);
5: PETSC_INTERN PetscErrorCode SNESDiffParameterCompute_More(SNES,void*,Vec,Vec,PetscReal*,PetscReal*);
6: PETSC_INTERN PetscErrorCode SNESDiffParameterDestroy_More(void*);
8: /* Data used by Jorge's diff parameter computation method */
9: typedef struct {
10: Vec *workv; /* work vectors */
11: FILE *fp; /* output file */
12: PetscInt function_count; /* count of function evaluations for diff param estimation */
13: double fnoise_min; /* minimim allowable noise */
14: double hopt_min; /* minimum allowable hopt */
15: double h_first_try; /* first try for h used in diff parameter estimate */
16: PetscInt fnoise_resets; /* number of times we've reset the noise estimate */
17: PetscInt hopt_resets; /* number of times we've reset the hopt estimate */
18: } DIFFPAR_MORE;
20: PETSC_INTERN PetscErrorCode SNESDefaultMatrixFreeSetParameters2(Mat,double,double,double);
21: PETSC_INTERN PetscErrorCode SNESUnSetMatrixFreeParameter(SNES snes);
22: PETSC_INTERN PetscErrorCode SNESNoise_dnest_(PetscInt*,PetscScalar*,PetscScalar*,PetscScalar*,PetscScalar*,PetscScalar*,PetscInt*,PetscScalar*);
24: static PetscErrorCode JacMatMultCompare(SNES,Vec,Vec,double);
26: PetscErrorCode SNESDiffParameterCreate_More(SNES snes,Vec x,void **outneP)
27: {
28: DIFFPAR_MORE *neP;
29: Vec w;
30: PetscRandom rctx; /* random number generator context */
32: PetscBool flg;
33: char noise_file[PETSC_MAX_PATH_LEN];
36: PetscNewLog(snes,&neP);
38: neP->function_count = 0;
39: neP->fnoise_min = 1.0e-20;
40: neP->hopt_min = 1.0e-8;
41: neP->h_first_try = 1.0e-3;
42: neP->fnoise_resets = 0;
43: neP->hopt_resets = 0;
45: /* Create work vectors */
46: VecDuplicateVecs(x,3,&neP->workv);
47: w = neP->workv[0];
49: /* Set components of vector w to random numbers */
50: PetscRandomCreate(PetscObjectComm((PetscObject)snes),&rctx);
51: PetscRandomSetFromOptions(rctx);
52: VecSetRandom(w,rctx);
53: PetscRandomDestroy(&rctx);
55: /* Open output file */
56: PetscOptionsGetString(((PetscObject)snes)->options,((PetscObject)snes)->prefix,"-snes_mf_noise_file",noise_file,sizeof(noise_file),&flg);
57: if (flg) neP->fp = fopen(noise_file,"w");
58: else neP->fp = fopen("noise.out","w");
59: if (!neP->fp) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_FILE_OPEN,"Cannot open file");
60: PetscInfo(snes,"Creating Jorge's differencing parameter context\n");
62: *outneP = neP;
63: return(0);
64: }
66: PetscErrorCode SNESDiffParameterDestroy_More(void *nePv)
67: {
68: DIFFPAR_MORE *neP = (DIFFPAR_MORE*)nePv;
70: int err;
73: /* Destroy work vectors and close output file */
74: VecDestroyVecs(3,&neP->workv);
75: err = fclose(neP->fp);
76: if (err) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_SYS,"fclose() failed on file");
77: PetscFree(neP);
78: return(0);
79: }
81: PetscErrorCode SNESDiffParameterCompute_More(SNES snes,void *nePv,Vec x,Vec p,double *fnoise,double *hopt)
82: {
83: DIFFPAR_MORE *neP = (DIFFPAR_MORE*)nePv;
84: Vec w, xp, fvec; /* work vectors to use in computing h */
85: double zero = 0.0, hl, hu, h, fnoise_s, fder2_s;
86: PetscScalar alpha;
87: PetscScalar fval[7], tab[7][7], eps[7], f = -1;
88: double rerrf = -1., fder2;
90: PetscInt iter, k, i, j, info;
91: PetscInt nf = 7; /* number of function evaluations */
92: PetscInt fcount;
93: MPI_Comm comm;
94: FILE *fp;
95: PetscBool noise_test = PETSC_FALSE;
98: PetscObjectGetComm((PetscObject)snes,&comm);
99: /* Call to SNESSetUp() just to set data structures in SNES context */
100: if (!snes->setupcalled) {SNESSetUp(snes);}
102: w = neP->workv[0];
103: xp = neP->workv[1];
104: fvec = neP->workv[2];
105: fp = neP->fp;
107: /* Initialize parameters */
108: hl = zero;
109: hu = zero;
110: h = neP->h_first_try;
111: fnoise_s = zero;
112: fder2_s = zero;
113: fcount = neP->function_count;
115: /* We have 5 tries to attempt to compute a good hopt value */
116: SNESGetIterationNumber(snes,&i);
117: PetscFPrintf(comm,fp,"\n ------- SNES iteration %D ---------\n",i);
118: for (iter=0; iter<5; iter++) {
119: neP->h_first_try = h;
121: /* Compute the nf function values needed to estimate the noise from
122: the difference table */
123: for (k=0; k<nf; k++) {
124: alpha = h * (k+1 - (nf+1)/2);
125: VecWAXPY(xp,alpha,p,x);
126: SNESComputeFunction(snes,xp,fvec);
127: neP->function_count++;
128: VecDot(fvec,w,&fval[k]);
129: }
130: f = fval[(nf+1)/2 - 1];
132: /* Construct the difference table */
133: for (i=0; i<nf; i++) tab[i][0] = fval[i];
135: for (j=0; j<nf-1; j++) {
136: for (i=0; i<nf-j-1; i++) {
137: tab[i][j+1] = tab[i+1][j] - tab[i][j];
138: }
139: }
141: /* Print the difference table */
142: PetscFPrintf(comm,fp,"Difference Table: iter = %D\n",iter);
143: for (i=0; i<nf; i++) {
144: for (j=0; j<nf-i; j++) {
145: PetscFPrintf(comm,fp," %10.2e ",tab[i][j]);
146: }
147: PetscFPrintf(comm,fp,"\n");
148: }
150: /* Call the noise estimator */
151: SNESNoise_dnest_(&nf,fval,&h,fnoise,&fder2,hopt,&info,eps);
153: /* Output statements */
154: rerrf = *fnoise/PetscAbsScalar(f);
155: if (info == 1) {PetscFPrintf(comm,fp,"%s\n","Noise detected");}
156: if (info == 2) {PetscFPrintf(comm,fp,"%s\n","Noise not detected; h is too small");}
157: if (info == 3) {PetscFPrintf(comm,fp,"%s\n","Noise not detected; h is too large");}
158: if (info == 4) {PetscFPrintf(comm,fp,"%s\n","Noise detected, but unreliable hopt");}
159: 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]);
160: 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);
162: /* Save fnoise and fder2. */
163: if (*fnoise) fnoise_s = *fnoise;
164: if (fder2) fder2_s = fder2;
166: /* Check for noise detection. */
167: if (fnoise_s && fder2_s) {
168: *fnoise = fnoise_s;
169: fder2 = fder2_s;
170: *hopt = 1.68*sqrt(*fnoise/PetscAbsScalar(fder2));
171: goto theend;
172: } else {
174: /* Update hl and hu, and determine new h */
175: if (info == 2 || info == 4) {
176: hl = h;
177: if (hu == zero) h = 100*h;
178: else h = PetscMin(100*h,0.1*hu);
179: } else if (info == 3) {
180: hu = h;
181: h = PetscMax(1.0e-3,sqrt(hl/hu))*hu;
182: }
183: }
184: }
185: theend:
187: if (*fnoise < neP->fnoise_min) {
188: PetscFPrintf(comm,fp,"Resetting fnoise: fnoise1 = %g, fnoise_min = %g\n",(double)*fnoise,(double)neP->fnoise_min);
189: *fnoise = neP->fnoise_min;
190: neP->fnoise_resets++;
191: }
192: if (*hopt < neP->hopt_min) {
193: PetscFPrintf(comm,fp,"Resetting hopt: hopt1 = %g, hopt_min = %g\n",(double)*hopt,(double)neP->hopt_min);
194: *hopt = neP->hopt_min;
195: neP->hopt_resets++;
196: }
198: PetscFPrintf(comm,fp,"Errors in derivative:\n");
199: PetscFPrintf(comm,fp,"f = %g, fnoise = %g, fder2 = %g, hopt = %g\n",(double)f,(double)*fnoise,(double)fder2,(double)*hopt);
201: /* For now, compute h **each** MV Mult!! */
202: /*
203: PetscOptionsHasName(NULL,"-matrix_free_jorge_each_mvp",&flg);
204: if (!flg) {
205: Mat mat;
206: SNESGetJacobian(snes,&mat,NULL,NULL);
207: SNESDefaultMatrixFreeSetParameters2(mat,PETSC_DEFAULT,PETSC_DEFAULT,*hopt);
208: }
209: */
210: fcount = neP->function_count - fcount;
211: 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);
213: PetscOptionsGetBool(NULL,NULL,"-noise_test",&noise_test,NULL);
214: if (noise_test) {
215: JacMatMultCompare(snes,x,p,*hopt);
216: }
217: return(0);
218: }
220: PetscErrorCode JacMatMultCompare(SNES snes,Vec x,Vec p,double hopt)
221: {
222: Vec yy1, yy2; /* work vectors */
223: PetscViewer view2; /* viewer */
224: Mat J; /* analytic Jacobian (set as preconditioner matrix) */
225: Mat Jmf; /* matrix-free Jacobian (set as true system matrix) */
226: double h; /* differencing parameter */
227: Vec f;
228: PetscScalar alpha;
229: PetscReal yy1n,yy2n,enorm;
231: PetscInt i;
232: PetscBool printv = PETSC_FALSE;
233: char filename[32];
234: MPI_Comm comm;
237: PetscObjectGetComm((PetscObject)snes,&comm);
238: /* Compute function and analytic Jacobian at x */
239: SNESGetJacobian(snes,&Jmf,&J,NULL,NULL);
240: SNESComputeJacobian(snes,x,Jmf,J);
241: SNESGetFunction(snes,&f,NULL,NULL);
242: SNESComputeFunction(snes,x,f);
244: /* Duplicate work vectors */
245: VecDuplicate(x,&yy2);
246: VecDuplicate(x,&yy1);
248: /* Compute true matrix-vector product */
249: MatMult(J,p,yy1);
250: VecNorm(yy1,NORM_2,&yy1n);
252: /* View product vector if desired */
253: PetscOptionsGetBool(NULL,NULL,"-print_vecs",&printv,NULL);
254: if (printv) {
255: PetscViewerASCIIOpen(comm,"y1.out",&view2);
256: PetscViewerPushFormat(view2,PETSC_VIEWER_ASCII_COMMON);
257: VecView(yy1,view2);
258: PetscViewerPopFormat(view2);
259: PetscViewerDestroy(&view2);
260: }
262: /* Test Jacobian-vector product computation */
263: alpha = -1.0;
264: h = 0.01 * hopt;
265: for (i=0; i<5; i++) {
266: /* Set differencing parameter for matrix-free multiplication */
267: SNESDefaultMatrixFreeSetParameters2(Jmf,PETSC_DEFAULT,PETSC_DEFAULT,h);
269: /* Compute matrix-vector product via differencing approximation */
270: MatMult(Jmf,p,yy2);
271: VecNorm(yy2,NORM_2,&yy2n);
273: /* View product vector if desired */
274: if (printv) {
275: sprintf(filename,"y2.%d.out",(int)i);
276: PetscViewerASCIIOpen(comm,filename,&view2);
277: PetscViewerPushFormat(view2,PETSC_VIEWER_ASCII_COMMON);
278: VecView(yy2,view2);
279: PetscViewerPopFormat(view2);
280: PetscViewerDestroy(&view2);
281: }
283: /* Compute relative error */
284: VecAXPY(yy2,alpha,yy1);
285: VecNorm(yy2,NORM_2,&enorm);
286: enorm = enorm/yy1n;
287: PetscFPrintf(comm,stdout,"h = %g: relative error = %g\n",(double)h,(double)enorm);
288: h *= 10.0;
289: }
290: return(0);
291: }
293: static PetscInt lin_its_total = 0;
295: PetscErrorCode SNESNoiseMonitor(SNES snes,PetscInt its,double fnorm,void *dummy)
296: {
298: PetscInt lin_its;
301: SNESGetLinearSolveIterations(snes,&lin_its);
302: lin_its_total += lin_its;
303: 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);
305: SNESUnSetMatrixFreeParameter(snes);
306: return(0);
307: }