[petsc-users] Finite difference Jacobian in TS context
Oleksandr Koshkarov
olk548 at mail.usask.ca
Sun Apr 29 19:29:10 CDT 2018
Thank you, it clarifies a lot :)
> Ignore is the wrong word. How do you form a preconditioner from an
> object with no values in it?
>
> Can I still use something like PCSHELL?
>
>
> What exactly would you do in your shell? If you are only using the
> action of an operator, it
> usually equivalent to some Krylov method.
Yes, I was thinking to use FD matrix free Jacobian and for
preconditioning to use Krylov method to invert the linearized Jacobian
which also would be FD matrix free. Sounds bad?
Well, from your advices I convinced to try constructing actual Jacobian
and use it as Jacobian and matrix from which petsc would construct
preconditioner.
p.s. Do I reply to emails correctly? or should I replay to
petsc-users at mcs.anl.gov only?
Thank you,
Oleksandr.
On 04/29/2018 06:03 PM, Matthew Knepley wrote:
> On Sun, Apr 29, 2018 at 7:44 PM, Oleksandr Koshkarov
> <olk548 at mail.usask.ca <mailto:olk548 at mail.usask.ca>> wrote:
>
> Thank you. A little clarification:
>
> The above uses matrix-free to do matrix-vector products
> for linear system but constructs the preconditioner by
> building the Jacobian via differencing and then using that
> matrix to build the preconditioner.
>
> So SNESComputeJacobianDefaultColor will use memory (construct
> Jacobian) even if preconditioning is set to PCNONE and J=NULL?
> (that is what I saw in my example)
>
>
> 1) SNESComputeJacobianDefaultColor() creates the Jacobian, fullstop.
>
> 2) When you pass J=NULL, the Jacobian is created automatically by DMDA
>
> 3) The PC has no influence on the assembly process.
>
> This does not build the Jacobian (only has matrix free
> matrix vector products) so requires much less memory but
> likely for large problem sizes the linear system solve will be
> slow (require many iterations) or won't converge at all. The
> conditioning of the linear system depends on the exact problem
> you are solving and the type of discretization you are using.
> There is no easy rules that always apply but for most
> discretizations of PDEs the number of iterations needed by the
> linear solver increases with the problem sizes. This means for
> most large problems matrix-free (without building any sort of
> jacobean and preconditioner) is impractical and one needs to
> pay the price of using more memory to get reasonable convergence.
>
> So the following command ignores precoditioning?
>
>
> Ignore is the wrong word. How do you form a preconditioner from an
> object with no values in it?
>
> Can I still use something like PCSHELL?
>
>
> What exactly would you do in your shell? If you are only using the
> action of an operator, it
> usually equivalent to some Krylov method.
>
> SNESSetJacobian(snes,J,J,MatMFFDComputeJacobian,0);
>
> p.s. for my problems if probably be unrealistic to construct
> Jacobian (state size will start from N > 1000^4).
>
>
> The number of dofs does not tell us anything. You would need to know
> the sparsity. People regularly solve
> problems with billions of unknowns.
>
> Thanks,
>
> Matt
>
> Thank you,
>
> Oleksandr.
>
>
> On 04/29/2018 05:26 PM, Smith, Barry F. wrote:
>
>
> On Apr 29, 2018, at 5:40 PM, Oleksandr Koshkarov
> <olk548 at mail.usask.ca <mailto:olk548 at mail.usask.ca>> wrote:
>
> Dear All,
>
> sorry for spam because of my poor PETSc knowledge (I am
> just starting with this nice framework).
>
> I think, I figured part of it out. However, I want to
> point that src/ts/examples/tutorials/ex15.c is misleading.
> (or maybe it is a bug?)
>
> in this example we have
>
> TSGetSNES(ts,&snes);
> MatCreateSNESMF(snes,&Jmf);
> SNESSetJacobian(snes,Jmf,J,SNESComputeJacobianDefault,NULL);
>
> // or this:
> SNESSetJacobian(snes,Jmf,J,SNESComputeJacobianDefaultColor,0);
>
> which implies (I think) that Jacobian would be matrix
> free. And if one would use PCNONE for preconditioning the
> matrix would never be allocated. However, it seems in
> reality it allocates matrix.
>
> The above uses matrix-free to do matrix-vector products
> for linear system but constructs the preconditioner by
> building the Jacobian via differencing and then using that
> matrix to build the preconditioner.
>
> To avoid it, I used
>
> MatCreateSNESMF(snes,&J);
>
> SNESSetJacobian(snes,J,J,MatMFFDComputeJacobian,0);
>
> which seems to work fine. I am not sure I fully understand
> the difference and i have zero intuition and I also have
> no idea what happens with preconditioning in this case. If
> someone have some useful comets, please share :) (I read
> the relevant section in PETSc manual, but still not fully
> understanding what I should use when)
>
> This does not build the Jacobian (only has matrix free
> matrix vector products) so requires much less memory but
> likely for large problem sizes the linear system solve will be
> slow (require many iterations) or won't converge at all. The
> conditioning of the linear system depends on the exact problem
> you are solving and the type of discretization you are using.
> There is no easy rules that always apply but for most
> discretizations of PDEs the number of iterations needed by the
> linear solver increases with the problem sizes. This means for
> most large problems matrix-free (without building any sort of
> jacobean and preconditioner) is impractical and one needs to
> pay the price of using more memory to get reasonable convergence.
>
> Barry
>
> Thank you and again sorry for the spam,
> Oleksandr.
>
> On 04/28/2018 07:20 PM, Smith, Barry F. wrote:
>
> ~/Src/petsc/src/ts/examples/tutorials
> $ grep SNESComputeJacobianDefaultColor *.c
> ex10.c: ierr =
> SNESSetJacobian(snes,A,B,SNESComputeJacobianDefaultColor,0);CHKERRQ(ierr);
> ex15.c: ierr =
> SNESSetJacobian(snes,Jmf,J,SNESComputeJacobianDefaultColor,0);CHKERRQ(ierr);
> ex17.c: ierr =
> SNESSetJacobian(snes,J,J,SNESComputeJacobianDefaultColor,0);CHKERRQ(ierr);
>
> I don't think you need to explicitly create the
> MatFDColoring object.
>
> Please take a look at ex15.c and see if you can
> get it working like that example. If that doesn't work
> let us know and we can take a closer look at it.
>
>
> Barry
>
>
> On Apr 28, 2018, at 8:05 PM, Oleksandr Koshkarov
> <olk548 at mail.usask.ca
> <mailto:olk548 at mail.usask.ca>> wrote:
>
> Hello All,
>
> I hope someone can help :) I think I am doing
> something wrong, but cannot understand what. I
> have a huge time dependent system with 3d DMDA
> data structure and I am evolving it with explicit
> Runge-Kutta by using TS and basically only using
> "TSSetRHSFunction". Now I want to repeat it with
> implicit time stepper (for now Crank-Nicolson) and
> I am trying to provide finite difference Jacobian
> and I am failing miserably. I also cannot find
> appropriate example in PETSc tutorial (if you can
> point me to working example, it would be great).
>
> Here is my best attempt (what wrong with it?):
>
> DMDACreate3d(PETSC_COMM_WORLD,
> DM_BOUNDARY_PERIODIC, DM_BOUNDARY_PERIODIC,
> DM_BOUNDARY_PERIODIC,
> DMDA_STENCIL_STAR,
> NX, NY, NZ,
> PETSC_DECIDE, PETSC_DECIDE, PETSC_DECIDE,
> 2*3+NC*NS,
> 1,
> NULL, NULL, NULL, &da);
> DMSetUp(da);
> DMCreateGlobalVector(da,&x);
> TSCreate(PETSC_COMM_WORLD,&ts);
> TSSetProblemType(ts,TS_NONLINEAR);
> TSSetRHSFunction(ts,NULL,compute_RHS,NULL);
> TSSetMaxTime(ts,T_FINAL);
> TSSetExactFinalTime(ts,TS_EXACTFINALTIME_STEPOVER);
> TSSetDM(ts,da);
> TSSetType(ts,TSCN); //it works with:
> TSSetType(ts,TSRK);
> set_IC(da,x);
> TSSetTimeStep(ts,DT);
> TSSetSolution(ts,x);
>
> TSGetSNES(ts,&snes);
> SNESGetKSP(snes,&ksp);
> KSPGetPC(ksp,&pc);
> PCSetType(pc,PCNONE);
>
> DMSetMatType(da,MATAIJ);
> DMCreateMatrix(da,&J);
> ISColoring iscoloring;
> MatFDColoring matfdcoloring;
>
> DMCreateColoring(da,IS_COLORING_GLOBAL,&iscoloring);
> MatFDColoringCreate(J,iscoloring,&matfdcoloring);
>
> MatFDColoringSetType(matfdcoloring,MATMFFD_DS);
>
> // I think I do something wrong in the following 3
> lines
>
> PetscErrorCode (*temp_f)(SNES,Vec,Vec,void*);
> SNESGetFunction(snes,NULL,&temp_f,NULL);
>
> MatFDColoringSetFunction(matfdcoloring,(PetscErrorCode
> (*)(void))temp_f,NULL);
>
> MatFDColoringSetUp(J,iscoloring,matfdcoloring);
>
> SNESSetJacobian(snes,J,J,SNESComputeJacobianDefaultColor,matfdcoloring);
> ISColoringDestroy(&iscoloring);
>
> TSSolve(ts,x);
>
> Thank you,
>
> Oleksandr Koshkarov.
>
>
>
>
>
> --
> 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
>
> https://www.cse.buffalo.edu/~knepley/ <http://www.caam.rice.edu/%7Emk51/>
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