[petsc-users] SNESSetFunction and MatMFFDSetFunction

Song Gao song.gao2 at mail.mcgill.ca
Thu Jan 16 10:49:15 CST 2014


I was looking at the example of MatMFFDSetFunction on website.

http://www.mcs.anl.gov/petsc/petsc-current/src/snes/examples/tutorials/ex22.c.html

I think, the line 312, the last snes should be ctx.

312:   MatMFFDSetFunction
<http://www.mcs.anl.gov/petsc/petsc-current/docs/manualpages/Mat/MatMFFDSetFunction.html#MatMFFDSetFunction>(*A,(PetscErrorCode
<http://www.mcs.anl.gov/petsc/petsc-current/docs/manualpages/Sys/PetscErrorCode.html#PetscErrorCode>
(*)(void*,Vec <http://www.mcs.anl.gov/petsc/petsc-current/docs/manualpages/Vec/Vec.html#Vec>,Vec
<http://www.mcs.anl.gov/petsc/petsc-current/docs/manualpages/Vec/Vec.html#Vec>))SNESComputeFunction
<http://www.mcs.anl.gov/petsc/petsc-current/docs/manualpages/SNES/SNESComputeFunction.html#SNESComputeFunction>,snes);




On Thu, Jan 16, 2014 at 11:04 AM, Song Gao <song.gao2 at mail.mcgill.ca> wrote:

> Thank you.
>
> I have found the bug in my codes. SNESSetFunction and MatMFFDSetFunction
> expect functions with different interfaces, but I passed the same function
> to them.
>
>
> On Wed, Jan 8, 2014 at 11:52 PM, Barry Smith <bsmith at mcs.anl.gov> wrote:
>
>>
>>    I suspect the problem is here:
>>
>> >
>> >       call MatMFFDSetBase(myJctx%mf, pet_solu_snes, PETSC_NULL_INTEGER,
>> >
>> >      @   ierrpet)
>>
>>    In fact I am surprised it didn’t crash at this line, since we don’t
>> have code to handle the PETSC_NULL_INTEGER
>>
>>     Try adding the
>>
>> > call
>> SNESGetFunction(snes,f,PETSC_NULL_INTEGER,PETSC_NULL_INTEGER,ierrpet);
>>
>> before the
>>
>> >          MatMFFDSetBase(myJctx%mf,x,f,ierrpet);
>>
>>    that I suggested before.
>>
>>    Does that change anything?
>>
>>    If you still get different values here is how I would debug it next
>>
>> 1) 1 process
>>
>> 2) run each version separately in the debugger (you can use the options
>> -start_in_debugger noxterm )
>>
>> 3) put a break point in MatMult(). In most debuggers you just use
>>
>>     b MatMult
>>
>> 4) then type c to continue
>>
>> 5) when it stops in MatMult do
>>
>>     VecView(x,0)
>>
>> 6) make sure both versions produce the exact same numbers (do they?)
>>
>> 7) then type next several times until it gets to the
>> PetscFunctionReturn(0) line
>>
>> 8) do
>>
>>     VecView(y,0)
>>
>>   again are both answers identical? By all logic they will be different
>> since the norms you print are different.
>>
>> If (6) produces the same numbers but (8) produces different ones then put
>> a break point in MatMult_MFFD()
>> and call VecView() on ctx->current_u ctx->current_f and a. For both
>> versions they should be the same. Are they?
>>
>>    Barry
>>
>>
>>
>> On Jan 8, 2014, at 10:47 AM, Song Gao <song.gao2 at mail.mcgill.ca> wrote:
>>
>> > Dear Barry,
>> >
>> > Thanks for reply. I basically implemented your codes. Then I have two
>> > questions.
>> >
>> > The first is I'm working on Fortran. So I can't use MatShellSetContext
>> to
>> > set the structure. Therefore I let the variable I want to set, MyJctx,
>> to
>> > be global. Is there other way to do that?
>> >
>> > The second question is I did some tests.  let the D vec to be zero, I
>> > expect the code which I explicit set the matrix-free jacobian and the
>> code
>> > which I use runtime option -snes_mf give the same residual history. But
>> it
>> > doesn't.
>> >
>> > Here is the histories for
>> >
>> > -snes_monitor -ksp_max_it 5 -snes_converged_reason -snes_max_it 2
>> -ksp_converged_reason -ksp_monitor -snes_max_linear_solve_fail 300 -pc_type
>> none -snes_view -snes_linesearch_type basic
>> >
>> >   0 SNES Function norm 4.272952196300e-02
>> >
>> >     0 KSP Residual norm 4.272952196300e-02
>> >     1 KSP Residual norm 4.234712668718e-02
>> >     2 KSP Residual norm 3.683301946690e-02
>> >
>> >     3 KSP Residual norm 3.465586805169e-02
>> >
>> >     4 KSP Residual norm 3.452667066800e-02
>> >     5 KSP Residual norm 3.451739518719e-02
>> >   Linear solve did not converge due to DIVERGED_ITS iterations 5
>> >   1 SNES Function norm 4.203973403992e-02
>> >
>> >     0 KSP Residual norm 4.203973403992e-02
>> >
>> >     1 KSP Residual norm 4.203070641961e-02
>> >     2 KSP Residual norm 4.202387940443e-02
>> >     3 KSP Residual norm 4.183739347023e-02
>> >     4 KSP Residual norm 4.183629424897e-02
>> >
>> >     5 KSP Residual norm 4.159456024825e-02
>> >
>> >   Linear solve did not converge due to DIVERGED_ITS iterations 5
>> >   2 SNES Function norm 4.200901009970e-02
>> > Nonlinear solve did not converge due to DIVERGED_MAX_IT iterations 2
>> >
>> >
>> > Here is the histories for
>> > -snes_mf -snes_monitor -ksp_max_it 5 -snes_converged_reason
>> -snes_max_it 2 -ksp_converged_reason -ksp_monitor
>> -snes_max_linear_solve_fail 300 -pc_type none -snes_view
>> -snes_linesearch_type basic
>> >
>> >
>> >  0 SNES Function norm 4.272952196300e-02
>> >     0 KSP Residual norm 4.272952196300e-02
>> >     1 KSP Residual norm 4.270267664569e-02
>> >     2 KSP Residual norm 3.690026921954e-02
>> >
>> >     3 KSP Residual norm 3.681740616743e-02
>> >
>> >     4 KSP Residual norm 3.464377294985e-02
>> >     5 KSP Residual norm 3.464376048536e-02
>> >   Linear solve did not converge due to DIVERGED_ITS iterations 5
>> >   1 SNES Function norm 3.461633424373e-02
>> >
>> >     0 KSP Residual norm 3.461633424373e-02
>> >
>> >     1 KSP Residual norm 3.461632119472e-02
>> >     2 KSP Residual norm 3.406130197963e-02
>> >     3 KSP Residual norm 3.406122155751e-02
>> >     4 KSP Residual norm 3.403393397001e-02
>> >
>> >     5 KSP Residual norm 3.403367748538e-02
>> >
>> >   Linear solve did not converge due to DIVERGED_ITS iterations 5
>> >   2 SNES Function norm 3.403367847002e-02
>> > Nonlinear solve did not converge due to DIVERGED_MAX_IT iterations 2
>> >
>> >
>> > We can see that at 0 SNES 1 KSP step, the residual norms are different.
>> Did I do something wrong here?
>> >
>> > The codes are like
>> >
>> >       type MyJContext
>> >         Mat mf
>> >         Vec D
>> >         Vec work
>> >       end type MyJContext
>> >
>> > c
>> >
>> >       type(MyJContext) myJctx
>> >
>> >
>> --------------------------------------------------------------------------
>> >           call SNESCreate(PETSC_COMM_WORLD, snes, ierpetsc)
>> >           call SNESSetFunction(snes, pet_rhs_snes, flowsolrhs, ctx,
>> >
>> >      @       ierpetsc)
>> >
>> > c
>> >           call MatCreateSNESMF(snes, myJctx%mf, ierpetsc)
>> >           call MatMFFDSetFunction(myJctx%mf, flowsolrhs, ctx, ierpetsc)
>> >           call VecDuplicate(pet_solu_snes, myJctx%D, ierpetsc)
>> >
>> >           call VecDuplicate(pet_solu_snes, myJctx%work, ierpetsc)
>> >
>> >           call VecSet(myJctx%D, 0.0D-3, ierpetsc)
>> >           call MatCreateShell(PETSC_COMM_WORLD, pet_nfff, pet_nfff,
>> >      @       PETSC_DETERMINE, PETSC_DETERMINE, ctx, myJ, ierpetsc)
>> >
>> >           call MatShellSetOperation(myJ, MATOP_MULT, mymultply,
>> >
>> >      @       ierpetsc)
>> >           call SNESSetJacobian(snes, myJ, pet_mat_pre,
>> >      @      flowsoljac, ctx, ierpetsc)
>> >
>> >
>> --------------------------------------------------------------------------
>> >
>> >
>> >      subroutine mymultply (  A,  x,  y, ierpet)
>> >       Mat  :: A
>> >       Vec  :: x, y
>> >       PetscErrorCode :: ierpet
>> > c
>> >       call MatMult(myJctx%mf,x,y, ierpet)
>> > c
>> >       end
>> >
>> --------------------------------------------------------------------------
>> >
>> >
>> >      subroutine flowsoljac ( snes, pet_solu_snes, pet_mat_snes,
>> >      @  pet_mat_pre, flag,  ctxx,   ierrpet )
>> >
>> > c    explicitly assemble pet_mat_pre matrix here
>> > c    .........
>> > c    .........
>> >
>> >       call MatMFFDSetBase(myJctx%mf, pet_solu_snes, PETSC_NULL_INTEGER,
>> >
>> >      @   ierrpet)
>> >
>> >      end
>> >
>> >
>> >
>> >
>> > On Fri, Jan 3, 2014 at 6:46 PM, Barry Smith <bsmith at mcs.anl.gov> wrote:
>> >
>> >   Dario,
>> >
>> >      Your discussion below (SOR, ILU(200)) seems to imply that you are
>> providing some actual explicit representation of the Jacobian, not just
>> doing something completely matrix free. Is this correct? But the PETSc
>> MatMFFD() is completely matrix free, it provides only a matrix-vector
>> product and no access to the matrix entries, hence I am slightly confused.
>> >
>> >     If you wish to use for the Jacobian something like D + J and do it
>> completely matrix free then rather than than monkeying with “changing the
>> function” I would
>> > use the “correct" function to compute J x using matrix free multiply
>>  and then apply the D to as an additional operation. Hence you would do
>> something like
>> >
>> >       typedef struct {  /* data structure to store the usual matrix
>> free matrix and the additional diagonal matrix */
>> >           Mat mf;
>> >           Vec D;
>> >           Vec work;
>> >       } MyJContext;
>> >
>> >       MyJContext myJctx;
>> >
>> >       MatCreateSNESMF(SNES,&myJctx.mf);   /* create the usual MFFD
>> matrix using the real nonlinear function */
>> >
>> MatMFFDSetFunction(myJctx.mf,yournonlinearfunction,nonlinearfunctionctx);
>> >       VecCreate(comm,&myJctx.D);
>> >       /*  set the correct sizes for D and fill up with your diagonal
>> matrix entries */
>> >       VecDuplicate(&myJctx.D,&myJCtx.work);
>> >       MatCreateShell(comm,…. &myJ);
>> >       MatShellSetOperation(myJ,MATOP_MULT, mymultiply);
>> >       MatShellSetContext(myJ,&myJctx);
>> >       SNESSetJacobian(snes,myJ,myJ, myJFunction,NULL);
>> >
>> >       where
>> >
>> >       PetscErrorCode mymultply(Mat A,Vec x,Vec y)  /* computes y = J x
>>  + D x
>> >       {
>> >           MyJContext *myJctx;
>> >
>> >           MatShellGetContext(A,&myJctx);
>> >           MatMult(myJctx->mf,x,y);
>> >           VecPointwiseMult(myJctx->D,x,myJctx->work);
>> >           VecAXPY(y,1.myJctx->work);
>> >       }
>> >
>> >      and
>> >
>> >       PetscErrorCode myJFunction(SNES snes,Vec x,Mat *A,Mat
>> *B,MatStructure *str,void* ctx)
>> >
>> >       /* this is called for each new “Jacobian” to set the point at
>> which it is computed */
>> >       {
>> >          MyJContext *myJctx;
>> >           Vec f;
>> >           MatShellGetContext(*A,&myJctx);
>> >           SNESGetFunction(snes,&f);
>> >          MatMFFDSetBase(myJctx->mf,x,f);
>> >
>> >          /* change the D entries if they depend on the current solution
>> etc */
>> >          return 0;
>> >        }
>> >
>> >        Sorry now that I have typed it out it looks a bit more
>> complicated then it really is. It does what you want but without any
>> trickery or confusing code.
>> >
>> >        But, of course, since it is completely matrix free you cannot
>> use SOR with it. Of course by making D suitably large you can make it as
>> well conditioned as you want and thus get rapid linear convergence (though
>> that may slow down or ruin the nonlinear convergence).
>> >
>> >     Hope this helps,
>> >
>> >     Barry
>> >
>> >
>> >
>> >
>> >
>> > On Jan 3, 2014, at 12:18 PM, Dario Isola <dario.isola at newmerical.com>
>> wrote:
>> >
>> > > Dear, Barry and Jed,
>> > >
>> > > Thanks for your replies.
>> > >
>> > > We understand your doubts, so let me to put our question into
>> context. In CFD it is standard practice to solve non-linear equations of
>> conservation for steady flows by means of a inexact Newton method.  The
>> original Jacobian matrix is modified by adding terms on the diagonal which
>> are proportional to the Courant number and to the lumped mass matrix. This
>> allows us to obtain two things, "relax" the solution update and increase
>> the diagonal dominance of the matrix itself.
>> > >
>> > > The latter is key when simple preconditioners are adopted, in our
>> case point Jacobi or SOR.  Indeed, if the original matrix was to be used,
>> the GMRES method would converge only on very regular meshes and only when
>> adopting ILU preconditioners with a very high level of fill-in. As result a
>> higher number of non-linear iterations is traded with a simpler linear
>> system to be solved.
>> > >
>> > > While exploring the SNES+MF capabilities we found out that we could
>> successfully solve the linear system only with ILU(200) or so. Of course we
>> do not want to touch the function used to evaluate the residual, which
>> determines the final solution. However we think that a suitable
>> modification of the function that Petsc differences to compute the matrix
>> vector product would allow us to obtain a behavior similar to the inexact
>> Newton method.
>> > >
>> > > Best regards,
>> > > Dario
>> > >
>> > >
>> > > On 01/03/2014 12:32 PM, Song Gao wrote:
>> > >>
>> > >>
>> > >> ---------- Forwarded message ----------
>> > >> From: Jed Brown <jedbrown at mcs.anl.gov>
>> > >> Date: Thu, Jan 2, 2014 at 10:20 AM
>> > >> Subject: Re: [petsc-users] SNESSetFunction and MatMFFDSetFunction
>> > >> To: Song Gao <song.gao2 at mail.mcgill.ca>, Barry Smith <
>> bsmith at mcs.anl.gov>
>> > >> Cc: petsc-users <petsc-users at mcs.anl.gov>
>> > >>
>> > >>
>> > >> Song Gao <song.gao2 at mail.mcgill.ca> writes:
>> > >>
>> > >> > Thanks, Barry.
>> > >> >
>> > >> > I mean 2) providing a function that I want PETSc to difference to
>> evaluate
>> > >> > the matrix vector product.
>> > >> >
>> > >> > I want to make a slight modification of the matrix after PETSc
>> evaluate the
>> > >> > matrix vector product.
>> > >>
>> > >> Performing a matrix-vector product is not supposed to modify the
>> matrix.
>> > >> It's unlikely that you really want this.
>> > >>
>> > >>
>> > >> On Wed, Jan 1, 2014 at 3:01 PM, Barry Smith <bsmith at mcs.anl.gov>
>> wrote:
>> > >>
>> > >> On Jan 1, 2014, at 11:09 AM, Song Gao <song.gao2 at mail.mcgill.ca>
>> wrote:
>> > >>
>> > >> > Dear all,
>> > >> >
>> > >> > Happy new year!
>> > >> >
>> > >> > I'm using the matrix-free method to solve NS equations. I call the
>> SNESSetFunction to set the RHS function. I think SNES also uses that RHS
>> function to evaluate the matrix vector product.
>> > >>
>> > >>    Yes, PETSc differences this function to evaluate the matrix
>> vector product.
>> > >>
>> > >> >
>> > >> > But I want to set one function to evaluate the residual, and
>> another different function to evaluate the matrix vector product.
>> > >>
>> > >>    Are you providing a function that
>> > >>
>> > >>     1) actually evaluates the matrix vector product or are you
>> > >>
>> > >>     2) providing a function that you want PETSc to difference to
>> evaluate the matrix vector product?
>> > >>
>> > >> > How can I do that? Does MatMFFDSetFunction do this job?
>> > >>
>> > >>     For 2) yes, but if the function you provide is different than
>> the function provided with SNESSetFunction then the matrix-vector product
>> obtained from differencing it will not be “correct” Jacobian for the
>> SNESSetFunction() you are providing so I don’t see why you would do it.
>> > >>
>> > >>    For 1) you should use MatCreateShell() and
>> MatShellSetOperation(mat,MATOP_MULT, ….) and then pass that matrix to
>> SNESSetJacobian(), then PETSc will use that “matrix” to do its
>> matrix-vector products.
>> > >>
>> > >>    Barry
>> > >>
>> > >>
>> > >>
>> > >> >
>> > >> > Any suggestion is appreciated. Thank you.
>> > >> >
>> > >> >
>> > >> > Song
>> > >>
>> > >
>> >
>> >
>>
>>
>
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