[petsc-users] A number of questions about DMDA with SNES and Quasi-Newton methods

Matthew Knepley knepley at gmail.com
Wed Aug 30 11:37:50 CDT 2017 

On Wed, Aug 30, 2017 at 12:21 AM, zakaryah . <zakaryah at gmail.com> wrote:

> ​OK, this is very helpful (and not totally clear from the "Why is Newton's
> method not converging" FAQ at this address: https://scicomp.stackexchange.
> com/questions/30/why-is-newtons-method-not-converging.  Here's the
> output, using the intermediate grid and the options -snes_type newtonls
> -snes_monitor -ksp_monitor -ksp_monitor_true_residual -ksp_converged_reason
> -snes_converged_reason -pc_type lu -snes_linesearch_monitor:​
>
>   0 SNES Function norm 1.370293318432e+04
>
>     0 KSP Residual norm 7.457516441709e+02
>
>     0 KSP preconditioned resid norm 7.457516441709e+02 true resid norm
> 1.370293318432e+04 ||r(i)||/||b|| 1.000000000000e+00
>
>     1 KSP Residual norm 1.244742959480e-10
>
>     1 KSP preconditioned resid norm 1.244742959480e-10 true resid norm
> 9.866304569403e-09 ||r(i)||/||b|| 7.200140609815e-13
>
>   Linear solve converged due to CONVERGED_RTOL iterations 1
>
>       Line search: gnorm after quadratic fit 6.541326653047e+05
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 8.963755251044e+04 lambda=5.0000000000000003e-02
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.788913078169e+04 lambda=2.5000000000000001e-02
>
>       Line search: Cubically determined step, current gnorm
> 1.340565818376e+04 lambda=1.2500000000000001e-02
>
Your Jacobian is wrong. You solved the Newton linear system, which should
be guaranteed to give a residual reduction, but
you get nothing. Thus we conclude that your Jacobian is wrong, giving a
wrong descent direction. I would recommend simplifying
the problem until you can check the Jacobian entries by hand.

  Thanks,

     Matt

>   1 SNES Function norm 1.340565818376e+04
>
>     0 KSP Residual norm 3.837938728414e+02
>
>     0 KSP preconditioned resid norm 3.837938728414e+02 true resid norm
> 1.340565818376e+04 ||r(i)||/||b|| 1.000000000000e+00
>
>     1 KSP Residual norm 3.935624425879e-11
>
>     1 KSP preconditioned resid norm 3.935624425879e-11 true resid norm
> 4.012917478400e-09 ||r(i)||/||b|| 2.993450544086e-13
>
>   Linear solve converged due to CONVERGED_RTOL iterations 1
>
>       Line search: gnorm after quadratic fit 7.752009107979e+05
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 9.942192482364e+04 lambda=5.0000000000000003e-02
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.724069009956e+04 lambda=2.5000000000000001e-02
>
>       Line search: Cubically determined step, current gnorm
> 1.272263847462e+04 lambda=1.2500000000000001e-02
>
>   2 SNES Function norm 1.272263847462e+04
>
>     0 KSP Residual norm 8.610741245938e+01
>
>     0 KSP preconditioned resid norm 8.610741245938e+01 true resid norm
> 1.272263847462e+04 ||r(i)||/||b|| 1.000000000000e+00
>
>     1 KSP Residual norm 3.953708398506e-12
>
>     1 KSP preconditioned resid norm 3.953708398506e-12 true resid norm
> 1.259105691297e-09 ||r(i)||/||b|| 9.896576828850e-14
>
>   Linear solve converged due to CONVERGED_RTOL iterations 1
>
>       Line search: gnorm after quadratic fit 1.126216236986e+04
>
>       Line search: Quadratically determined step,
> lambda=1.0000000000000001e-01
>
>   3 SNES Function norm 1.126216236986e+04
>
>     0 KSP Residual norm 6.100581225849e+01
>
>     0 KSP preconditioned resid norm 6.100581225849e+01 true resid norm
> 1.126216236986e+04 ||r(i)||/||b|| 1.000000000000e+00
>
>     1 KSP Residual norm 3.714526144776e-12
>
>     1 KSP preconditioned resid norm 3.714526144776e-12 true resid norm
> 1.150524854441e-09 ||r(i)||/||b|| 1.021584325156e-13
>
>   Linear solve converged due to CONVERGED_RTOL iterations 1
>
>       Line search: gnorm after quadratic fit 9.992994468502e+03
>
>       Line search: Quadratically determined step,
> lambda=1.0000000000000001e-01
>
>   4 SNES Function norm 9.992994468502e+03
>
>     0 KSP Residual norm 5.452156705070e+01
>
>     0 KSP preconditioned resid norm 5.452156705070e+01 true resid norm
> 9.992994468502e+03 ||r(i)||/||b|| 1.000000000000e+00
>
>     1 KSP Residual norm 2.345517221383e-12
>
>     1 KSP preconditioned resid norm 2.345517221383e-12 true resid norm
> 6.645776037775e-10 ||r(i)||/||b|| 6.650435020976e-14
>
>   Linear solve converged due to CONVERGED_RTOL iterations 1
>
>       Line search: gnorm after quadratic fit 8.954956134809e+03
>
>       Line search: Quadratically determined step,
> lambda=1.0000000000000001e-01
>
>   5 SNES Function norm 8.954956134809e+03
>
>     0 KSP Residual norm 1.869342714623e+02
>
>     0 KSP preconditioned resid norm 1.869342714623e+02 true resid norm
> 8.954956134809e+03 ||r(i)||/||b|| 1.000000000000e+00
>
>     1 KSP Residual norm 6.952075013553e-12
>
>     1 KSP preconditioned resid norm 6.952075013553e-12 true resid norm
> 2.332836306210e-09 ||r(i)||/||b|| 2.605078429298e-13
>
>   Linear solve converged due to CONVERGED_RTOL iterations 1
>
>       Line search: gnorm after quadratic fit 9.366608314830e+04
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.702858832608e+04 lambda=5.0000000000000003e-02
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 9.141708166107e+03 lambda=2.5000000000000001e-02
>
>       Line search: Cubically determined step, current gnorm
> 8.847002105227e+03 lambda=1.2500000000000001e-02
>
>   6 SNES Function norm 8.847002105227e+03
>
>     0 KSP Residual norm 4.136774315749e+01
>
>     0 KSP preconditioned resid norm 4.136774315749e+01 true resid norm
> 8.847002105227e+03 ||r(i)||/||b|| 1.000000000000e+00
>
>     1 KSP Residual norm 2.340140336645e-12
>
>     1 KSP preconditioned resid norm 2.340140336645e-12 true resid norm
> 6.952836046439e-10 ||r(i)||/||b|| 7.858974106416e-14
>
>   Linear solve converged due to CONVERGED_RTOL iterations 1
>
>       Line search: gnorm after quadratic fit 7.928904942575e+03
>
>       Line search: Quadratically determined step,
> lambda=1.0000000000000001e-01
>
>   7 SNES Function norm 7.928904942575e+03
>
>     0 KSP Residual norm 9.421715655897e+01
>
>     0 KSP preconditioned resid norm 9.421715655897e+01 true resid norm
> 7.928904942575e+03 ||r(i)||/||b|| 1.000000000000e+00
>
>     1 KSP Residual norm 5.662350656880e-12
>
>     1 KSP preconditioned resid norm 5.662350656880e-12 true resid norm
> 1.323447274435e-09 ||r(i)||/||b|| 1.669142566370e-13
>
>   Linear solve converged due to CONVERGED_RTOL iterations 1
>
>       Line search: gnorm after quadratic fit 4.679455846837e+04
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.024301325332e+04 lambda=5.0000000000000003e-02
>
>       Line search: Cubically determined step, current gnorm
> 7.882357228991e+03 lambda=2.5000000000000001e-02
>
>   8 SNES Function norm 7.882357228991e+03
>
>     0 KSP Residual norm 3.101373992455e+01
>
>     0 KSP preconditioned resid norm 3.101373992455e+01 true resid norm
> 7.882357228991e+03 ||r(i)||/||b|| 1.000000000000e+00
>
>     1 KSP Residual norm 1.176793992597e-12
>
>     1 KSP preconditioned resid norm 1.176793992597e-12 true resid norm
> 4.948698048884e-10 ||r(i)||/||b|| 6.278195602050e-14
>
>   Linear solve converged due to CONVERGED_RTOL iterations 1
>
>       Line search: Using full step: fnorm 7.882357228991e+03 gnorm
> 5.263287196819e+03
>
>   9 SNES Function norm 5.263287196819e+03
>
>     0 KSP Residual norm 8.541947236232e+00
>
>     0 KSP preconditioned resid norm 8.541947236232e+00 true resid norm
> 5.263287196819e+03 ||r(i)||/||b|| 1.000000000000e+00
>
>     1 KSP Residual norm 1.741221887649e-12
>
>     1 KSP preconditioned resid norm 1.741221887649e-12 true resid norm
> 9.735248249306e-10 ||r(i)||/||b|| 1.849651726242e-13
>
>   Linear solve converged due to CONVERGED_RTOL iterations 1
>
>       Line search: gnorm after quadratic fit 4.836381737060e+03
>
>       Line search: Quadratically determined step,
> lambda=1.0000000000000001e-01
>
>  10 SNES Function norm 4.836381737060e+03
>
>     0 KSP Residual norm 1.926518638579e+01
>
>     0 KSP preconditioned resid norm 1.926518638579e+01 true resid norm
> 4.836381737060e+03 ||r(i)||/||b|| 1.000000000000e+00
>
>     1 KSP Residual norm 1.278653333162e-11
>
>     1 KSP preconditioned resid norm 1.278653333162e-11 true resid norm
> 1.211659620475e-08 ||r(i)||/||b|| 2.505301868938e-12
>
>   Linear solve converged due to CONVERGED_RTOL iterations 1
>
>       Line search: gnorm after quadratic fit 4.550187794983e+03
>
>       Line search: Quadratically determined step,
> lambda=1.0000000000000001e-01
>
>  11 SNES Function norm 4.550187794983e+03
>
>     0 KSP Residual norm 5.492305435155e+00
>
>     0 KSP preconditioned resid norm 5.492305435155e+00 true resid norm
> 4.550187794983e+03 ||r(i)||/||b|| 1.000000000000e+00
>
>     1 KSP Residual norm 3.941029797735e-13
>
>     1 KSP preconditioned resid norm 3.941029797735e-13 true resid norm
> 2.123615113926e-10 ||r(i)||/||b|| 4.667093336823e-14
>
>   Linear solve converged due to CONVERGED_RTOL iterations 1
>
>       Line search: gnorm after quadratic fit 3.210238905481e+03
>
>       Line search: Quadratically determined step,
> lambda=4.4544417493894700e-01
>
>  12 SNES Function norm 3.210238905481e+03
>
>     0 KSP Residual norm 7.578202966222e+00
>
>     0 KSP preconditioned resid norm 7.578202966222e+00 true resid norm
> 3.210238905481e+03 ||r(i)||/||b|| 1.000000000000e+00
>
>     1 KSP Residual norm 3.800509410151e-12
>
>     1 KSP preconditioned resid norm 3.800509410151e-12 true resid norm
> 3.408323024026e-09 ||r(i)||/||b|| 1.061703855812e-12
>
>   Linear solve converged due to CONVERGED_RTOL iterations 1
>
>       Line search: gnorm after quadratic fit 2.924559961092e+03
>
>       Line search: Quadratically determined step,
> lambda=1.0000000000000001e-01
>
>  13 SNES Function norm 2.924559961092e+03
>
>     0 KSP Residual norm 5.076980628354e+00
>
>     0 KSP preconditioned resid norm 5.076980628354e+00 true resid norm
> 2.924559961092e+03 ||r(i)||/||b|| 1.000000000000e+00
>
>     1 KSP Residual norm 1.468522311180e-13
>
>     1 KSP preconditioned resid norm 1.468522311180e-13 true resid norm
> 9.059064389128e-11 ||r(i)||/||b|| 3.097582032733e-14
>
>   Linear solve converged due to CONVERGED_RTOL iterations 1
>
>       Line search: gnorm after quadratic fit 2.389633730237e+03
>
>       Line search: Quadratically determined step,
> lambda=2.1257217805235396e-01
>
>  14 SNES Function norm 2.389633730237e+03
>
>     0 KSP Residual norm 5.166598232781e+00
>
>     0 KSP preconditioned resid norm 5.166598232781e+00 true resid norm
> 2.389633730237e+03 ||r(i)||/||b|| 1.000000000000e+00
>
>     1 KSP Residual norm 2.249406847764e-13
>
>     1 KSP preconditioned resid norm 2.249406847764e-13 true resid norm
> 4.780078098549e-11 ||r(i)||/||b|| 2.000339231098e-14
>
>   Linear solve converged due to CONVERGED_RTOL iterations 1
>
>       Line search: gnorm after quadratic fit 2.093485770827e+03
>
>       Line search: Quadratically determined step,
> lambda=1.5993239844479040e-01
>
>  15 SNES Function norm 2.093485770827e+03
>
>     0 KSP Residual norm 8.445727235216e+00
>
>     0 KSP preconditioned resid norm 8.445727235216e+00 true resid norm
> 2.093485770827e+03 ||r(i)||/||b|| 1.000000000000e+00
>
>     1 KSP Residual norm 1.917214128329e-13
>
>     1 KSP preconditioned resid norm 1.917214128329e-13 true resid norm
> 1.577089911021e-10 ||r(i)||/||b|| 7.533320421842e-14
>
>   Linear solve converged due to CONVERGED_RTOL iterations 1
>
>       Line search: gnorm after quadratic fit 1.967949189728e+03
>
>       Line search: Quadratically determined step,
> lambda=1.0000000000000001e-01
>
>  16 SNES Function norm 1.967949189728e+03
>
>     0 KSP Residual norm 2.548962277036e+01
>
>     0 KSP preconditioned resid norm 2.548962277036e+01 true resid norm
> 1.967949189728e+03 ||r(i)||/||b|| 1.000000000000e+00
>
>     1 KSP Residual norm 4.393171339150e-12
>
>     1 KSP preconditioned resid norm 4.393171339150e-12 true resid norm
> 6.268541493766e-10 ||r(i)||/||b|| 3.185316738097e-13
>
>   Linear solve converged due to CONVERGED_RTOL iterations 1
>
>       Line search: gnorm after quadratic fit 3.445905389608e+03
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 2.129006719528e+03 lambda=5.0000000000000003e-02
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.969320033677e+03 lambda=1.8287150237426619e-02
>
>       Line search: Cubically determined step, current gnorm
> 1.963119931876e+03 lambda=8.7403113229804347e-03
>
>  17 SNES Function norm 1.963119931876e+03
>
>     0 KSP Residual norm 1.189834379636e+02
>
>     0 KSP preconditioned resid norm 1.189834379636e+02 true resid norm
> 1.963119931876e+03 ||r(i)||/||b|| 1.000000000000e+00
>
>     1 KSP Residual norm 3.213937715681e-11
>
>     1 KSP preconditioned resid norm 3.213937715681e-11 true resid norm
> 8.137767291258e-08 ||r(i)||/||b|| 4.145323553147e-11
>
>   Linear solve converged due to CONVERGED_RTOL iterations 1
>
>       Line search: gnorm after quadratic fit 1.329932469429e+05
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 2.079971894561e+04 lambda=5.0000000000000003e-02
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 4.672632539568e+03 lambda=2.5000000000000001e-02
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 2.337320012333e+03 lambda=1.2500000000000001e-02
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.989655494060e+03 lambda=3.7908486903933652e-03
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.964061592872e+03 lambda=4.3979444116724767e-04
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.963285343925e+03 lambda=9.8760011176842895e-05
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.963156689078e+03 lambda=2.3385231527184855e-05
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.963128672876e+03 lambda=5.6482781216089357e-06
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.963122042807e+03 lambda=1.3692247365910180e-06
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.963120443658e+03 lambda=3.3226543340386796e-07
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.963120056069e+03 lambda=8.0648305027594934e-08
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.963119962021e+03 lambda=1.9576315045380916e-08
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.963119939193e+03 lambda=4.7519586695347587e-09
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.963119933652e+03 lambda=1.1534950726729967e-09
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.963119932307e+03 lambda=2.8000026447574534e-10
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.963119931981e+03 lambda=6.7967445495582766e-11
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.963119931902e+03 lambda=1.6498100190994443e-11
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.963119931882e+03 lambda=4.0046243381676681e-12
>
>       Line search: Cubic step no good, shrinking lambda, current gnorm
> 1.963119931878e+03 lambda=9.7209812173761137e-13
>
>       Line search: unable to find good step length! After 19 tries
>
>       Line search: fnorm=1.9631199318761367e+03,
> gnorm=1.9631199318776339e+03, ynorm=1.1898343796305618e+02,
> minlambda=9.9999999999999998e-13, lambda=9.7209812173761137e-13, initial
> slope=-3.8538398668951751e+06
>
> Nonlinear solve did not converge due to DIVERGED_LINE_SEARCH iterations 17
>



-- 
What most experimenters take for granted before they begin their
experiments is infinitely more interesting than any results to which their
experiments lead.
-- Norbert Wiener

http://www.caam.rice.edu/~mk51/
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