#include #include "../dynare_cpp_driver.hh" #include #include #include #include "main_tao.h" DynareInfo *preprocessorOutput(void); PetscErrorCode FormFunction(SNES snes,Vec y,Vec f,void *ctx); PetscErrorCode FormJacobian(SNES snes,Vec y,Mat J, Mat B,void *ctx); PetscErrorCode Monitor(SNES,PetscInt,PetscReal,void*); PetscErrorCode PreCheck(SNESLineSearch,Vec,Vec,PetscBool*,void*); PetscErrorCode PostCheck(SNESLineSearch,Vec,Vec,Vec,PetscBool*,PetscBool*,void*); PetscErrorCode PostSetSubKSP(SNESLineSearch,Vec,Vec,Vec,PetscBool*,PetscBool*,void*); PetscErrorCode MatrixFreePreconditioner(PC,Vec,Vec); static char help[] = "Testing"; /* User-defined context for monitoring */ typedef struct { PetscViewer viewer; } MonitorCtx; /* User-defined context for checking candidate iterates that are determined by line search methods */ typedef struct { Vec last_step; /* previous iterate */ PetscReal tolerance; /* tolerance for changes between successive iterates */ AppCtx *user; } StepCheckCtx; typedef struct { PetscInt its0; /* num of prevous outer KSP iterations */ } SetSubKSPCtx; #undef __FUNCT__ #define __FUNCT__ "main" int main(int argc, char **argv) { DynareInfo model_info; int endo_nbr = model_info.get_endo_nbr(); int exo_nbr = model_info.get_exo_nbr(); double *params = model_info.get_params_data(); // Steady state double *steady_state = new double[endo_nbr]; int info; steadystate(NULL,params, steady_state, &info); vector NNZDerivatives = model_info.get_NNZDerivatives(); AppCtx user; /* user-defined work context */ user.exogenous = new double[exo_nbr]; user.params = params; user.steady_state = steady_state; user.periods = 4000; user.first_col = endo_nbr; user.endo_nbr = endo_nbr; user.exo_nbr = exo_nbr; user.row_ptr = new int[endo_nbr+1]; user.nnz = NNZDerivatives[0]; user.col_ptr = new int[NNZDerivatives[0]]; user.val_ptr = new double[NNZDerivatives[0]]; user.initial_values = new double[user.endo_nbr]; user.terminal_values = new double[user.endo_nbr]; for (int i=0; i < user.endo_nbr; ++i) { user.initial_values[i] = user.steady_state[i]; user.terminal_values[i] = user.steady_state[i]; } /* Initialize PETSc */ PetscInitialize(&argc, &argv, (char *)0, help); PetscErrorCode ierr; /* Get number of processors */ PetscInt size; ierr = MPI_Comm_size(PETSC_COMM_WORLD,&size);CHKERRQ(ierr); /* Set periods a multiple of processor nbr */ user.periods = size*ceil((double)user.periods/size); user.nb_row_x = user.periods + 1; user.X = new double[user.nb_row_x*user.exo_nbr]; for(double* px=user.X; px < user.X+user.nb_row_x*user.exo_nbr; px++) *px = 0.0; user.X[1] = 0.01; user.X[1+user.nb_row_x] = 0.01; std::cout << size << " " << user.periods << " " << std::endl; PetscInt N = user.periods*user.endo_nbr; /* Create DMA */ DMDACreate1d(PETSC_COMM_WORLD,DM_BOUNDARY_GHOSTED,N,1,user.endo_nbr,NULL,&user.da); /* Allocate vector and Jacobian matrix */\ Vec Y, R; DMCreateGlobalVector(user.da,&Y); VecDuplicate(Y,&R); Mat J ; ierr = MatCreate(PETSC_COMM_WORLD,&J);CHKERRQ(ierr); ierr = MatSetSizes(J,PETSC_DECIDE,PETSC_DECIDE,N,N);CHKERRQ(ierr); ierr = MatSetFromOptions(J);CHKERRQ(ierr); ierr = MatSetUp(J);CHKERRQ(ierr); /* Get local grid boundaries (for 1-dimensional DMDA): xs, xm - starting grid index, width of local grid (no ghost points) */ PetscInt xs, xm, xsg, xmg; DMDAGetCorners(user.da,&xs,NULL,NULL,&xm,NULL,NULL); std::cout << xs << " " << xm << std::endl; DMDAGetGhostCorners(user.da,&xsg,NULL,NULL,&xmg,NULL,NULL); std::cout << "ghost " << xsg << " " << xmg << std::endl; /* Get pointers to vector data */ PetscScalar *YY; DMDAVecGetArray(user.da,Y,&YY); /* Compute local vector entries */ for (int i=xs; i -pc_type */ KSP ksp; PC pc; ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr); ierr = KSPGetPC(ksp,&pc);CHKERRQ(ierr); ierr = PCSetType(pc,PCLU);CHKERRQ(ierr); // PetscOptionsSetValue("-pc_type","lu"); ierr = SNESSetFromOptions(snes);CHKERRQ(ierr); /* Set an optional user-defined routine to check the validity of candidate iterates that are determined by line search methods */ ierr = SNESGetLineSearch(snes, &linesearch);CHKERRQ(ierr); ierr = PetscOptionsHasName(NULL,"-post_check_iterates",&post_check);CHKERRQ(ierr); if (post_check) { ierr = PetscPrintf(PETSC_COMM_WORLD,"Activating post step checking routine\n");CHKERRQ(ierr); ierr = SNESLineSearchSetPostCheck(linesearch,PostCheck,&checkP);CHKERRQ(ierr); ierr = VecDuplicate(Y,&(checkP.last_step));CHKERRQ(ierr); checkP.tolerance = 1.0; checkP.user = &user; ierr = PetscOptionsGetReal(NULL,"-check_tol",&checkP.tolerance,NULL);CHKERRQ(ierr); } ierr = PetscOptionsHasName(NULL,"-post_setsubksp",&post_setsubksp);CHKERRQ(ierr); if (post_setsubksp) { ierr = PetscPrintf(PETSC_COMM_WORLD,"Activating post setsubksp\n");CHKERRQ(ierr); ierr = SNESLineSearchSetPostCheck(linesearch,PostSetSubKSP,&checkP1);CHKERRQ(ierr); } ierr = PetscOptionsHasName(NULL,"-pre_check_iterates",&pre_check);CHKERRQ(ierr); if (pre_check) { ierr = PetscPrintf(PETSC_COMM_WORLD,"Activating pre step checking routine\n");CHKERRQ(ierr); ierr = SNESLineSearchSetPreCheck(linesearch,PreCheck,&checkP);CHKERRQ(ierr); } /* Print parameters used for convergence testing (optional) ... just to demonstrate this routine; this information is also printed with the option -snes_view */ ierr = SNESGetTolerances(snes,&abstol,&rtol,&stol,&maxit,&maxf);CHKERRQ(ierr); ierr = PetscPrintf(PETSC_COMM_WORLD,"atol=%g, rtol=%g, stol=%g, maxit=%D, maxf=%D\n",(double)abstol,(double)rtol,(double)stol,maxit,maxf);CHKERRQ(ierr); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Evaluate initial guess; then solve nonlinear system - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ /* Note: The user should initialize the vector, x, with the initial guess for the nonlinear solver prior to calling SNESSolve(). In particular, to employ an initial guess of zero, the user should explicitly set this vector to zero by calling VecSet(). */ ierr = SNESSolve(snes,NULL,Y);CHKERRQ(ierr); ierr = SNESGetIterationNumber(snes,&its);CHKERRQ(ierr); ierr = PetscPrintf(PETSC_COMM_WORLD,"Number of SNES iterations = %D\n",its);CHKERRQ(ierr); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Check solution and clean up - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ /* Free work space. All PETSc objects should be destroyed when they are no longer needed. */ ierr = PetscViewerDestroy(&monP.viewer);CHKERRQ(ierr); if (post_check) {ierr = VecDestroy(&checkP.last_step);CHKERRQ(ierr);} ierr = SNESDestroy(&snes);CHKERRQ(ierr); ierr = DMDestroy(&user.da);CHKERRQ(ierr); ierr = MatDestroy(&J);CHKERRQ(ierr); ierr = VecDestroy(&Y);CHKERRQ(ierr); ierr = VecDestroy(&R);CHKERRQ(ierr); ierr = PetscFinalize();CHKERRQ(ierr); PetscFunctionReturn(0); } PetscErrorCode FormFunction(SNES snes,Vec y,Vec f,void *ctx) { AppCtx *user = (AppCtx*) ctx; DM da = user->da; PetscScalar *yy,*ff; PetscInt M,ys,ym; Vec ylocal; DMGetLocalVector(da,&ylocal); /* Scatter ghost points to local vector, using the 2-step process DMGlobalToLocalBegin(), DMGlobalToLocalEnd(). By placing code between these two statements, computations can be done while messages are in transition. */ DMGlobalToLocalBegin(da,y,INSERT_VALUES,ylocal); DMGlobalToLocalEnd(da,y,INSERT_VALUES,ylocal); /* Get pointers to vector data. - The vector xlocal includes ghost point; the vectors x and f do NOT include ghost points. - Using DMDAVecGetArray() allows accessing the values using global ordering */ DMDAVecGetArray(da,ylocal,&yy); DMDAVecGetArray(da,f,&ff); /* Get local grid boundaries (for 1-dimensional DMDA): ys, ym - starting grid index, width of local grid (no ghost points) */ DMDAGetCorners(da,&ys,NULL,NULL,&ym,NULL,NULL); DMDAGetInfo(da,NULL,&M,NULL,NULL,NULL,NULL,NULL,NULL,NULL,NULL,NULL,NULL,NULL); /* Set function values for boundary points; define local interior grid point range: xsi - starting interior grid index xei - ending interior grid index */ if (ys == 0) /* left boundary */ { PetscReal *y1 = new PetscReal[3*user->endo_nbr]; for (int i=0; i < user->endo_nbr; ++i) y1[i] = user->initial_values[i]; for (int i=0; i < 2*user->endo_nbr; ++i) y1[i+user->endo_nbr] = yy[i]; Residuals(y1, user->X, user->nb_row_x, user->params, user->steady_state, 1, ff); ys += user->endo_nbr; ym -= user->endo_nbr; } /* Compute function over locally owned part of the grid (interior points only) */ while ( (ym >= user->endo_nbr) && (ys + 2*user->endo_nbr <= M) ) { int it = ys/user->endo_nbr + 2; Residuals(yy+ys-user->endo_nbr, user->X, user->nb_row_x, user->params, user->steady_state, it, ff+ys); ys += user->endo_nbr; ym -= user->endo_nbr; } if ( (ym >= user->endo_nbr) && (ys + 2*user->endo_nbr >= M) ) { int it = ys/user->endo_nbr + 1; PetscReal *y1 = new PetscReal[3*user->endo_nbr]; for (int i=0; i < 2*user->endo_nbr; ++i) y1[i] = yy[ys+i-user->endo_nbr]; for (int i=0; i < user->endo_nbr; ++i) y1[i+2*user->endo_nbr] = user->terminal_values[i]; Residuals(y1, user->X, user->nb_row_x, user->params, user->steady_state, it, ff+ys); } /* Restore vectors */ DMDAVecRestoreArray(da,ylocal,&yy); DMDAVecRestoreArray(da,f,&ff); DMRestoreLocalVector(da,&ylocal); return(0); } PetscErrorCode FormJacobian(SNES snes,Vec y,Mat J, Mat B,void *ctx) { AppCtx *user = (AppCtx*) ctx; DM da = user->da; PetscScalar *yy; PetscInt M,ys,ym,ierr; Vec ylocal; DMGetLocalVector(da,&ylocal); /* Scatter ghost points to local vector, using the 2-step process DMGlobalToLocalBegin(), DMGlobalToLocalEnd(). By placing code between these two statements, computations can be done while messages are in transition. */ DMGlobalToLocalBegin(da,y,INSERT_VALUES,ylocal); DMGlobalToLocalEnd(da,y,INSERT_VALUES,ylocal); /* Get pointers to vector data. - The vector xlocal includes ghost point; the vectors x and f do NOT include ghost points. - Using DMDAVecGetArray() allows accessing the values using global ordering */ DMDAVecGetArray(da,ylocal,&yy); /* Get local grid boundaries (for 1-dimensional DMDA): ys, ym - starting grid index, width of local grid (no ghost points) */ DMDAGetCorners(da,&ys,NULL,NULL,&ym,NULL,NULL); DMDAGetInfo(da,NULL,&M,NULL,NULL,NULL,NULL,NULL,NULL,NULL,NULL,NULL,NULL,NULL); /* Set function values for boundary points; define local interior grid point range: xsi - starting interior grid index xei - ending interior grid index */ int row = ys; if (ys == 0) /* left boundary */ { PetscReal *y1 = new PetscReal[3*user->endo_nbr]; for (int i=0; i < user->endo_nbr; ++i) y1[i] = user->initial_values[i]; for (int i=0; i < 2*user->endo_nbr; ++i) y1[i+user->endo_nbr] = yy[i]; FirstDerivatives(y1, user->X, user->nb_row_x, user->params, user->steady_state, 1, NULL, user->row_ptr, user->col_ptr, user->val_ptr); for (int* r=user->row_ptr; r < user->row_ptr+user->endo_nbr; r++) { int first_col = 0; int ncol = 0; int *pc = user->col_ptr + *r; while(*(pc) < user->endo_nbr) { ++first_col; ++pc; } while(pc < ((user->col_ptr)+*(r+1))) { if (*pc < 3*(user->endo_nbr)) { ++ncol; *pc -= user->endo_nbr; } ++pc; } ierr = MatSetValues(J,1,&row,ncol,user->col_ptr + *r + first_col,user->val_ptr + *r + first_col,INSERT_VALUES); CHKERRQ(ierr); ++row; } ys += user->endo_nbr; ym -= user->endo_nbr; } /* Compute function over locally owned part of the grid (interior points only) */ while ( (ym >= user->endo_nbr) && (ys + 2*user->endo_nbr <= M) ) { int it = ys/user->endo_nbr + 2; FirstDerivatives(yy+ys-user->endo_nbr, user->X, user->nb_row_x, user->params, user->steady_state, it, NULL, user->row_ptr, user->col_ptr, user->val_ptr); for (int* r=user->row_ptr; r < user->row_ptr+user->endo_nbr; r++) { int ncol = 0; for(int *pc = user->col_ptr + *r; pc < user->col_ptr + *(r+1); ++pc) if(*pc < 3*user->endo_nbr) { *pc += ys - user->endo_nbr; ++ncol; } ierr = MatSetValues(J,1,&row,ncol,user->col_ptr + *r,user->val_ptr + *r,INSERT_VALUES); CHKERRQ(ierr); ++row; } ys += user->endo_nbr; ym -= user->endo_nbr; } if ( (ym >= user->endo_nbr) && (ys + 2*user->endo_nbr >= M) ) { int it = ys/user->endo_nbr + 1; PetscReal *y1 = new PetscReal[3*user->endo_nbr]; for (int i=0; i < 2*user->endo_nbr; ++i) y1[i] = yy[ys+i-user->endo_nbr]; for (int i=0; i < user->endo_nbr; ++i) y1[i+2*user->endo_nbr] = user->terminal_values[i]; FirstDerivatives(y1, user->X, user->nb_row_x, user->params, user->steady_state, it, NULL, user->row_ptr, user->col_ptr, user->val_ptr); for (int* r=user->row_ptr; r < user->row_ptr+user->endo_nbr; r++) { int *pc = user->col_ptr + *r; int ncol = 0; while((*pc < 2*user->endo_nbr) && (pc < user->col_ptr + *(r+1))) { ++ncol; *pc += ys - user->endo_nbr; ++pc; } ierr = MatSetValues(J,1,&row,ncol,user->col_ptr + *r,user->val_ptr + *r,INSERT_VALUES); CHKERRQ(ierr); ++row; } } /* Restore vectors */ ierr = MatAssemblyBegin(J,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); DMDAVecRestoreArray(da,ylocal,&yy); DMRestoreLocalVector(da,&ylocal); ierr = MatAssemblyEnd(J,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); return(0); } #undef __FUNCT__ #define __FUNCT__ "Monitor" /* Monitor - Optional user-defined monitoring routine that views the current iterate with an x-window plot. Set by SNESMonitorSet(). Input Parameters: snes - the SNES context its - iteration number norm - 2-norm function value (may be estimated) ctx - optional user-defined context for private data for the monitor routine, as set by SNESMonitorSet() Note: See the manpage for PetscViewerDrawOpen() for useful runtime options, such as -nox to deactivate all x-window output. */ PetscErrorCode Monitor(SNES snes,PetscInt its,PetscReal fnorm,void *ctx) { PetscErrorCode ierr; MonitorCtx *monP = (MonitorCtx*) ctx; Vec x; PetscFunctionBeginUser; ierr = PetscPrintf(PETSC_COMM_WORLD,"iter = %D,SNES Function norm %g\n",its,(double)fnorm);CHKERRQ(ierr); ierr = SNESGetSolution(snes,&x);CHKERRQ(ierr); ierr = VecView(x,monP->viewer);CHKERRQ(ierr); PetscFunctionReturn(0); } /* ------------------------------------------------------------------- */ #undef __FUNCT__ #define __FUNCT__ "PreCheck" /* PreCheck - Optional user-defined routine that checks the validity of candidate steps of a line search method. Set by SNESLineSearchSetPreCheck(). Input Parameters: snes - the SNES context xcurrent - current solution y - search direction and length Output Parameters: y - proposed step (search direction and length) (possibly changed) changed_y - tells if the step has changed or not */ PetscErrorCode PreCheck(SNESLineSearch linesearch,Vec xcurrent,Vec y, PetscBool *changed_y, void * ctx) { PetscFunctionBeginUser; *changed_y = PETSC_FALSE; PetscFunctionReturn(0); } /* ------------------------------------------------------------------- */ #undef __FUNCT__ #define __FUNCT__ "PostCheck" /* PostCheck - Optional user-defined routine that checks the validity of candidate steps of a line search method. Set by SNESLineSearchSetPostCheck(). Input Parameters: snes - the SNES context ctx - optional user-defined context for private data for the monitor routine, as set by SNESLineSearchSetPostCheck() xcurrent - current solution y - search direction and length x - the new candidate iterate Output Parameters: y - proposed step (search direction and length) (possibly changed) x - current iterate (possibly modified) */ PetscErrorCode PostCheck(SNESLineSearch linesearch,Vec xcurrent,Vec y,Vec x,PetscBool *changed_y,PetscBool *changed_x, void * ctx) { PetscErrorCode ierr; PetscInt i,iter,xs,xm; StepCheckCtx *check; AppCtx *user; PetscScalar *xa,*xa_last,tmp; PetscReal rdiff; DM da; SNES snes; PetscFunctionBeginUser; *changed_x = PETSC_FALSE; *changed_y = PETSC_FALSE; ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr); check = (StepCheckCtx*)ctx; user = check->user; ierr = SNESGetIterationNumber(snes,&iter);CHKERRQ(ierr); ierr = SNESLineSearchGetPreCheck(linesearch, NULL, (void**)&check);CHKERRQ(ierr); /* iteration 1 indicates we are working on the second iteration */ if (iter > 0) { da = user->da; ierr = PetscPrintf(PETSC_COMM_WORLD,"Checking candidate step at iteration %D with tolerance %g\n",iter,(double)check->tolerance);CHKERRQ(ierr); /* Access local array data */ ierr = DMDAVecGetArray(da,check->last_step,&xa_last);CHKERRQ(ierr); ierr = DMDAVecGetArray(da,x,&xa);CHKERRQ(ierr); ierr = DMDAGetCorners(da,&xs,NULL,NULL,&xm,NULL,NULL);CHKERRQ(ierr); /* If we fail the user-defined check for validity of the candidate iterate, then modify the iterate as we like. (Note that the particular modification below is intended simply to demonstrate how to manipulate this data, not as a meaningful or appropriate choice.) */ for (i=xs; itolerance; else rdiff = PetscAbsScalar((xa[i] - xa_last[i])/xa[i]); if (rdiff > check->tolerance) { tmp = xa[i]; xa[i] = .5*(xa[i] + xa_last[i]); *changed_x = PETSC_TRUE; ierr = PetscPrintf(PETSC_COMM_WORLD," Altering entry %D: x=%g, x_last=%g, diff=%g, x_new=%g\n", i,(double)PetscAbsScalar(tmp),(double)PetscAbsScalar(xa_last[i]),(double)rdiff,(double)PetscAbsScalar(xa[i]));CHKERRQ(ierr); } } ierr = DMDAVecRestoreArray(da,check->last_step,&xa_last);CHKERRQ(ierr); ierr = DMDAVecRestoreArray(da,x,&xa);CHKERRQ(ierr); } ierr = VecCopy(x,check->last_step);CHKERRQ(ierr); PetscFunctionReturn(0); } /* ------------------------------------------------------------------- */ #undef __FUNCT__ #define __FUNCT__ "PostSetSubKSP" /* PostSetSubKSP - Optional user-defined routine that reset SubKSP options when hierarchical bjacobi PC is used e.g, mpiexec -n 8 ./ex3 -nox -n 10000 -ksp_type fgmres -pc_type bjacobi -pc_bjacobi_blocks 4 -sub_ksp_type gmres -sub_ksp_max_it 3 -post_setsubksp -sub_ksp_rtol 1.e-16 Set by SNESLineSearchSetPostCheck(). Input Parameters: linesearch - the LineSearch context xcurrent - current solution y - search direction and length x - the new candidate iterate Output Parameters: y - proposed step (search direction and length) (possibly changed) x - current iterate (possibly modified) */ PetscErrorCode PostSetSubKSP(SNESLineSearch linesearch,Vec xcurrent,Vec y,Vec x,PetscBool *changed_y,PetscBool *changed_x, void * ctx) { PetscErrorCode ierr; SetSubKSPCtx *check; PetscInt iter,its,sub_its,maxit; KSP ksp,sub_ksp,*sub_ksps; PC pc; PetscReal ksp_ratio; SNES snes; PetscFunctionBeginUser; ierr = SNESLineSearchGetSNES(linesearch, &snes);CHKERRQ(ierr); check = (SetSubKSPCtx*)ctx; ierr = SNESGetIterationNumber(snes,&iter);CHKERRQ(ierr); ierr = SNESGetKSP(snes,&ksp);CHKERRQ(ierr); ierr = KSPGetPC(ksp,&pc);CHKERRQ(ierr); ierr = PCBJacobiGetSubKSP(pc,NULL,NULL,&sub_ksps);CHKERRQ(ierr); sub_ksp = sub_ksps[0]; ierr = KSPGetIterationNumber(ksp,&its);CHKERRQ(ierr); /* outer KSP iteration number */ ierr = KSPGetIterationNumber(sub_ksp,&sub_its);CHKERRQ(ierr); /* inner KSP iteration number */ if (iter) { ierr = PetscPrintf(PETSC_COMM_WORLD," ...PostCheck snes iteration %D, ksp_it %d %d, subksp_it %d\n",iter,check->its0,its,sub_its);CHKERRQ(ierr); ksp_ratio = ((PetscReal)(its))/check->its0; maxit = (PetscInt)(ksp_ratio*sub_its + 0.5); if (maxit < 2) maxit = 2; ierr = KSPSetTolerances(sub_ksp,PETSC_DEFAULT,PETSC_DEFAULT,PETSC_DEFAULT,maxit);CHKERRQ(ierr); ierr = PetscPrintf(PETSC_COMM_WORLD," ...ksp_ratio %g, new maxit %d\n\n",ksp_ratio,maxit);CHKERRQ(ierr); } check->its0 = its; /* save current outer KSP iteration number */ PetscFunctionReturn(0); } /* ------------------------------------------------------------------- */ /* MatrixFreePreconditioner - This routine demonstrates the use of a user-provided preconditioner. This code implements just the null preconditioner, which of course is not recommended for general use. Input Parameters: + pc - preconditioner - x - input vector Output Parameter: . y - preconditioned vector */ PetscErrorCode MatrixFreePreconditioner(PC pc,Vec x,Vec y) { PetscErrorCode ierr; ierr = VecCopy(x,y);CHKERRQ(ierr); return 0; }