/[escript]/trunk/paso/src/NewtonGMRES.c
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Contents of /trunk/paso/src/NewtonGMRES.c

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Revision 1887 - (show annotations)
Wed Oct 15 03:26:25 2008 UTC (10 years, 11 months ago) by ksteube
File MIME type: text/plain
File size: 5443 byte(s)
Fixed two typos that stopped the test suite from running.

Also, gcc 4.3.2 issued several warnings not seen before:
ignoring the return value of fscanf and using the wrong format
with printf.

1
2 /*******************************************************
3 *
4 * Copyright (c) 2003-2008 by University of Queensland
5 * Earth Systems Science Computational Center (ESSCC)
6 * http://www.uq.edu.au/esscc
7 *
8 * Primary Business: Queensland, Australia
9 * Licensed under the Open Software License version 3.0
10 * http://www.opensource.org/licenses/osl-3.0.php
11 *
12 *******************************************************/
13
14
15 /*
16 * Purpose
17 * =======
18 *
19 * NewtonGMRES solves the non-linear system F(x)=0 using the
20 * restarted GMRES method.
21 *
22 * Convergence test: norm(F(x))< rtol*norm(F(x0))+atol
23 *
24 * x input initial guess
25 * output solution approximation
26 *
27 * based on code by C. T. Kelley, July 1, 1994.
28 *
29 */
30
31 #include "Common.h"
32 #include "Solver.h"
33 #include "PasoUtil.h"
34 #ifdef _OPENMP
35 #include <omp.h>
36 #endif
37 err_t Paso_Solver_NewtonGMRES(
38 Paso_Function *F, /* function evaluation */
39 double *x, /* in: initial guess, out: new approximation */
40 Paso_Options* options,
41 Paso_Performance* pp)
42
43 {
44 const double inner_tolerance_safety=.9;
45 dim_t gmres_iter;
46 double stop_tol, norm_f,norm_fo, reduction_f,old_inner_tolerance, gmres_tol, rtmp;
47 bool_t convergeFlag=FALSE, maxIterFlag=FALSE, breakFlag=FALSE;
48 double *f=NULL, *step=NULL;
49 err_t Status=SOLVER_NO_ERROR;
50 const bool_t debug=options->verbose;
51 const dim_t n = F->n;
52 dim_t iteration_count=0;
53 const double atol=options->absolute_tolerance; /* absolute tolerance */
54 const double rtol=options->tolerance; /* relative tolerance */
55 const dim_t maxit=options->iter_max; /* max iteration counter */
56 const dim_t lmaxit=options->inner_iter_max; /* max inner iteration counter */
57 const bool_t adapt_inner_tolerance=options->adapt_inner_tolerance;
58 const double max_inner_tolerance=options->inner_tolerance; /*inner tolerance counter */
59 double inner_tolerance=max_inner_tolerance;
60 /*
61 * max_inner_tolerance = Maximum error tolerance for residual in inner
62 * iteration. The inner iteration terminates
63 * when the relative linear residual is smaller than inner_tolerance*| F(x_c) |. inner_tolerance is determined
64 * by the modified Eisenstat-Walker formula, if adapt_inner_tolerance is set, otherwise
65 * inner_tolerance = max_inner_tolerance iteration.
66 */
67
68 f=TMPMEMALLOC(n,double);
69 step=TMPMEMALLOC(n,double);
70 if (f==NULL || step ==NULL) {
71 Status=SOLVER_MEMORY_ERROR;
72 } else {
73 /*
74 * initial evaluation of F
75 */
76 Paso_FunctionCall(F,f,x,pp);
77 norm_f=Paso_l2(n,f,F->mpi_info);
78 /*
79 * stoping criterium:
80 */
81 stop_tol=atol + rtol*norm_f;
82 if (stop_tol<=0) {
83 Status=SOLVER_INPUT_ERROR;
84 if (debug) printf("zero tolerance given.\n");
85 } else {
86 iteration_count=1;
87 if (debug) printf("Start Jacobi-free Newton scheme:\n\ttolerance = %e\n\tstopping tolerance = %e\n",rtol,stop_tol);
88 /*
89 * main iteration loop
90 */
91 while (! (convergeFlag || maxIterFlag || breakFlag)) {
92 /*
93 * keep track of the ratio (reduction_f = norm_f/frnmo) of successive residual norms and
94 * the iteration counter (iteration_count)
95 */
96 if (debug) printf("iteration step %d: norm of F =%g\n",iteration_count,norm_f);
97 /*
98 * call GMRES to get increment
99 */
100 gmres_iter=lmaxit;
101 gmres_tol=inner_tolerance;
102 if (debug) printf("GMRES called with tolerance = %e (max iter=%d)\n",inner_tolerance,gmres_iter);
103 Status=Paso_Solver_GMRES2(F,f,x,step,&gmres_iter,&gmres_tol,pp);
104 if (debug) printf("GMRES finalized after %d steps (residual = %e)\n",gmres_iter,gmres_tol);
105 iteration_count+=gmres_iter;
106 if ((Status==SOLVER_NO_ERROR) || (Status==SOLVER_MAXITER_REACHED)) {
107 Status=SOLVER_NO_ERROR;
108 /*
109 * update x:
110 */
111 norm_fo=norm_f;
112 Paso_Update(n,1.,x,1.,step);
113 Paso_FunctionCall(F,f,x,pp);
114 iteration_count++;
115 norm_f=Paso_l2(n,f,F->mpi_info);
116 reduction_f=norm_f/norm_fo;
117 /*
118 * adjust inner_tolerance
119 */
120 if (adapt_inner_tolerance) {
121 old_inner_tolerance=inner_tolerance;
122 inner_tolerance=inner_tolerance_safety * reduction_f * reduction_f;
123 rtmp=inner_tolerance_safety * old_inner_tolerance * old_inner_tolerance;
124 if (rtmp>.1) inner_tolerance=MAX(inner_tolerance,rtmp);
125 inner_tolerance=MAX(MIN(inner_tolerance,max_inner_tolerance), .5*stop_tol/norm_f);
126 }
127 convergeFlag = (norm_f <= stop_tol);
128 } else {
129 breakFlag=TRUE;
130 }
131 maxIterFlag = (iteration_count > maxit);
132 }
133 if (debug) {
134 if (convergeFlag) printf("convergence reached after %d steps with residual %e.\n",iteration_count,norm_f);
135 if (breakFlag) printf("iteration break down after %d steps.\n",iteration_count);
136 if (maxIterFlag) printf("maximum number of iteration step %d is reached.\n",maxit);
137 }
138 if (breakFlag) Status=SOLVER_BREAKDOWN;
139 if (maxIterFlag) Status=SOLVER_MAXITER_REACHED;
140 }
141 }
142 TMPMEMFREE(f);
143 TMPMEMFREE(step);
144 printf("STATUS return = %d\n",Status);
145 return Status;
146 }

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