#include <../src/tao/leastsquares/impls/brgn/brgn.h> /*I "petsctao.h" I*/ #define BRGN_REGULARIZATION_USER 0 #define BRGN_REGULARIZATION_L2PROX 1 #define BRGN_REGULARIZATION_L2PURE 2 #define BRGN_REGULARIZATION_L1DICT 3 #define BRGN_REGULARIZATION_TYPES 4 static const char *BRGN_REGULARIZATION_TABLE[64] = {"user","l2prox","l2pure","l1dict"}; static PetscErrorCode GNHessianProd(Mat H,Vec in,Vec out) { TAO_BRGN *gn; PetscErrorCode ierr; PetscFunctionBegin; ierr = MatShellGetContext(H,&gn);CHKERRQ(ierr); ierr = MatMult(gn->subsolver->ls_jac,in,gn->r_work);CHKERRQ(ierr); ierr = MatMultTranspose(gn->subsolver->ls_jac,gn->r_work,out);CHKERRQ(ierr); switch (gn->reg_type) { case BRGN_REGULARIZATION_USER: ierr = MatMult(gn->Hreg,in,gn->x_work);CHKERRQ(ierr); ierr = VecAXPY(out,gn->lambda,gn->x_work);CHKERRQ(ierr); break; case BRGN_REGULARIZATION_L2PURE: ierr = VecAXPY(out,gn->lambda,in);CHKERRQ(ierr); break; case BRGN_REGULARIZATION_L2PROX: ierr = VecAXPY(out,gn->lambda,in);CHKERRQ(ierr); break; case BRGN_REGULARIZATION_L1DICT: /* out = out + lambda*D'*(diag.*(D*in)) */ if (gn->D) { ierr = MatMult(gn->D,in,gn->y);CHKERRQ(ierr);/* y = D*in */ } else { ierr = VecCopy(in,gn->y);CHKERRQ(ierr); } ierr = VecPointwiseMult(gn->y_work,gn->diag,gn->y);CHKERRQ(ierr); /* y_work = diag.*(D*in), where diag = epsilon^2 ./ sqrt(x.^2+epsilon^2).^3 */ if (gn->D) { ierr = MatMultTranspose(gn->D,gn->y_work,gn->x_work);CHKERRQ(ierr); /* x_work = D'*(diag.*(D*in)) */ } else { ierr = VecCopy(gn->y_work,gn->x_work);CHKERRQ(ierr); } ierr = VecAXPY(out,gn->lambda,gn->x_work);CHKERRQ(ierr); break; } PetscFunctionReturn(0); } static PetscErrorCode GNObjectiveGradientEval(Tao tao,Vec X,PetscReal *fcn,Vec G,void *ptr) { TAO_BRGN *gn = (TAO_BRGN *)ptr; PetscInt K; /* dimension of D*X */ PetscScalar yESum; PetscErrorCode ierr; PetscReal f_reg; PetscFunctionBegin; /* compute objective *fcn*/ /* compute first term 0.5*||ls_res||_2^2 */ ierr = TaoComputeResidual(tao,X,tao->ls_res);CHKERRQ(ierr); ierr = VecDot(tao->ls_res,tao->ls_res,fcn);CHKERRQ(ierr); *fcn *= 0.5; /* compute gradient G */ ierr = TaoComputeResidualJacobian(tao,X,tao->ls_jac,tao->ls_jac_pre);CHKERRQ(ierr); ierr = MatMultTranspose(tao->ls_jac,tao->ls_res,G);CHKERRQ(ierr); /* add the regularization contribution */ switch (gn->reg_type) { case BRGN_REGULARIZATION_USER: ierr = (*gn->regularizerobjandgrad)(tao,X,&f_reg,gn->x_work,gn->reg_obj_ctx);CHKERRQ(ierr); *fcn += gn->lambda*f_reg; ierr = VecAXPY(G,gn->lambda,gn->x_work);CHKERRQ(ierr); break; case BRGN_REGULARIZATION_L2PURE: /* compute f = f + lambda*0.5*xk'*xk */ ierr = VecDot(X,X,&f_reg);CHKERRQ(ierr); *fcn += gn->lambda*0.5*f_reg; /* compute G = G + lambda*xk */ ierr = VecAXPY(G,gn->lambda,X);CHKERRQ(ierr); break; case BRGN_REGULARIZATION_L2PROX: /* compute f = f + lambda*0.5*(xk - xkm1)'*(xk - xkm1) */ ierr = VecAXPBYPCZ(gn->x_work,1.0,-1.0,0.0,X,gn->x_old);CHKERRQ(ierr); ierr = VecDot(gn->x_work,gn->x_work,&f_reg);CHKERRQ(ierr); *fcn += gn->lambda*0.5*f_reg; /* compute G = G + lambda*(xk - xkm1) */ ierr = VecAXPBYPCZ(G,gn->lambda,-gn->lambda,1.0,X,gn->x_old);CHKERRQ(ierr); break; case BRGN_REGULARIZATION_L1DICT: /* compute f = f + lambda*sum(sqrt(y.^2+epsilon^2) - epsilon), where y = D*x*/ if (gn->D) { ierr = MatMult(gn->D,X,gn->y);CHKERRQ(ierr);/* y = D*x */ } else { ierr = VecCopy(X,gn->y);CHKERRQ(ierr); } ierr = VecPointwiseMult(gn->y_work,gn->y,gn->y);CHKERRQ(ierr); ierr = VecShift(gn->y_work,gn->epsilon*gn->epsilon);CHKERRQ(ierr); ierr = VecSqrtAbs(gn->y_work);CHKERRQ(ierr); /* gn->y_work = sqrt(y.^2+epsilon^2) */ ierr = VecSum(gn->y_work,&yESum);CHKERRQ(ierr);CHKERRQ(ierr); ierr = VecGetSize(gn->y,&K);CHKERRQ(ierr); *fcn += gn->lambda*(yESum - K*gn->epsilon); /* compute G = G + lambda*D'*(y./sqrt(y.^2+epsilon^2)),where y = D*x */ ierr = VecPointwiseDivide(gn->y_work,gn->y,gn->y_work);CHKERRQ(ierr); /* reuse y_work = y./sqrt(y.^2+epsilon^2) */ if (gn->D) { ierr = MatMultTranspose(gn->D,gn->y_work,gn->x_work);CHKERRQ(ierr); } else { ierr = VecCopy(gn->y_work,gn->x_work);CHKERRQ(ierr); } ierr = VecAXPY(G,gn->lambda,gn->x_work);CHKERRQ(ierr); break; } PetscFunctionReturn(0); } static PetscErrorCode GNComputeHessian(Tao tao,Vec X,Mat H,Mat Hpre,void *ptr) { TAO_BRGN *gn = (TAO_BRGN *)ptr; PetscErrorCode ierr; PetscFunctionBegin; ierr = TaoComputeResidualJacobian(tao,X,tao->ls_jac,tao->ls_jac_pre);CHKERRQ(ierr); switch (gn->reg_type) { case BRGN_REGULARIZATION_USER: ierr = (*gn->regularizerhessian)(tao,X,gn->Hreg,gn->reg_hess_ctx);CHKERRQ(ierr); break; case BRGN_REGULARIZATION_L2PURE: break; case BRGN_REGULARIZATION_L2PROX: break; case BRGN_REGULARIZATION_L1DICT: /* calculate and store diagonal matrix as a vector: diag = epsilon^2 ./ sqrt(x.^2+epsilon^2).^3* --> diag = epsilon^2 ./ sqrt(y.^2+epsilon^2).^3,where y = D*x */ if (gn->D) { ierr = MatMult(gn->D,X,gn->y);CHKERRQ(ierr);/* y = D*x */ } else { ierr = VecCopy(X,gn->y);CHKERRQ(ierr); } ierr = VecPointwiseMult(gn->y_work,gn->y,gn->y);CHKERRQ(ierr); ierr = VecShift(gn->y_work,gn->epsilon*gn->epsilon);CHKERRQ(ierr); ierr = VecCopy(gn->y_work,gn->diag);CHKERRQ(ierr); /* gn->diag = y.^2+epsilon^2 */ ierr = VecSqrtAbs(gn->y_work);CHKERRQ(ierr); /* gn->y_work = sqrt(y.^2+epsilon^2) */ ierr = VecPointwiseMult(gn->diag,gn->y_work,gn->diag);CHKERRQ(ierr);/* gn->diag = sqrt(y.^2+epsilon^2).^3 */ ierr = VecReciprocal(gn->diag);CHKERRQ(ierr); ierr = VecScale(gn->diag,gn->epsilon*gn->epsilon);CHKERRQ(ierr); break; } PetscFunctionReturn(0); } static PetscErrorCode GNHookFunction(Tao tao,PetscInt iter, void *ctx) { TAO_BRGN *gn = (TAO_BRGN *)ctx; PetscErrorCode ierr; PetscFunctionBegin; /* Update basic tao information from the subsolver */ gn->parent->nfuncs = tao->nfuncs; gn->parent->ngrads = tao->ngrads; gn->parent->nfuncgrads = tao->nfuncgrads; gn->parent->nhess = tao->nhess; gn->parent->niter = tao->niter; gn->parent->ksp_its = tao->ksp_its; gn->parent->ksp_tot_its = tao->ksp_tot_its; ierr = TaoGetConvergedReason(tao,&gn->parent->reason);CHKERRQ(ierr); /* Update the solution vectors */ if (iter == 0) { ierr = VecSet(gn->x_old,0.0);CHKERRQ(ierr); } else { ierr = VecCopy(tao->solution,gn->x_old);CHKERRQ(ierr); ierr = VecCopy(tao->solution,gn->parent->solution);CHKERRQ(ierr); } /* Update the gradient */ ierr = VecCopy(tao->gradient,gn->parent->gradient);CHKERRQ(ierr); /* Call general purpose update function */ if (gn->parent->ops->update) { ierr = (*gn->parent->ops->update)(gn->parent,gn->parent->niter,gn->parent->user_update);CHKERRQ(ierr); } PetscFunctionReturn(0); } static PetscErrorCode TaoSolve_BRGN(Tao tao) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscErrorCode ierr; PetscFunctionBegin; ierr = TaoSolve(gn->subsolver);CHKERRQ(ierr); /* Update basic tao information from the subsolver */ tao->nfuncs = gn->subsolver->nfuncs; tao->ngrads = gn->subsolver->ngrads; tao->nfuncgrads = gn->subsolver->nfuncgrads; tao->nhess = gn->subsolver->nhess; tao->niter = gn->subsolver->niter; tao->ksp_its = gn->subsolver->ksp_its; tao->ksp_tot_its = gn->subsolver->ksp_tot_its; ierr = TaoGetConvergedReason(gn->subsolver,&tao->reason);CHKERRQ(ierr); /* Update vectors */ ierr = VecCopy(gn->subsolver->solution,tao->solution);CHKERRQ(ierr); ierr = VecCopy(gn->subsolver->gradient,tao->gradient);CHKERRQ(ierr); PetscFunctionReturn(0); } static PetscErrorCode TaoSetFromOptions_BRGN(PetscOptionItems *PetscOptionsObject,Tao tao) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscErrorCode ierr; PetscFunctionBegin; ierr = PetscOptionsHead(PetscOptionsObject,"least-squares problems with regularizer: ||f(x)||^2 + lambda*g(x), g(x) = ||xk-xkm1||^2 or ||Dx||_1 or user defined function.");CHKERRQ(ierr); ierr = PetscOptionsReal("-tao_brgn_regularizer_weight","regularizer weight (default 1e-4)","",gn->lambda,&gn->lambda,NULL);CHKERRQ(ierr); ierr = PetscOptionsReal("-tao_brgn_l1_smooth_epsilon","L1-norm smooth approximation parameter: ||x||_1 = sum(sqrt(x.^2+epsilon^2)-epsilon) (default 1e-6)","",gn->epsilon,&gn->epsilon,NULL);CHKERRQ(ierr); ierr = PetscOptionsEList("-tao_brgn_regularization_type","regularization type", "",BRGN_REGULARIZATION_TABLE,BRGN_REGULARIZATION_TYPES,BRGN_REGULARIZATION_TABLE[gn->reg_type],&gn->reg_type,NULL);CHKERRQ(ierr); ierr = PetscOptionsTail();CHKERRQ(ierr); ierr = TaoSetFromOptions(gn->subsolver);CHKERRQ(ierr); PetscFunctionReturn(0); } static PetscErrorCode TaoView_BRGN(Tao tao,PetscViewer viewer) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscErrorCode ierr; PetscFunctionBegin; ierr = PetscViewerASCIIPushTab(viewer);CHKERRQ(ierr); ierr = TaoView(gn->subsolver,viewer);CHKERRQ(ierr); ierr = PetscViewerASCIIPopTab(viewer);CHKERRQ(ierr); PetscFunctionReturn(0); } static PetscErrorCode TaoSetUp_BRGN(Tao tao) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscErrorCode ierr; PetscBool is_bnls,is_bntr,is_bntl; PetscInt i,n,N,K; /* dict has size K*N*/ PetscFunctionBegin; if (!tao->ls_res) SETERRQ(PetscObjectComm((PetscObject)tao),PETSC_ERR_ORDER,"TaoSetResidualRoutine() must be called before setup!"); ierr = PetscObjectTypeCompare((PetscObject)gn->subsolver,TAOBNLS,&is_bnls);CHKERRQ(ierr); ierr = PetscObjectTypeCompare((PetscObject)gn->subsolver,TAOBNTR,&is_bntr);CHKERRQ(ierr); ierr = PetscObjectTypeCompare((PetscObject)gn->subsolver,TAOBNTL,&is_bntl);CHKERRQ(ierr); if ((is_bnls || is_bntr || is_bntl) && !tao->ls_jac) SETERRQ(PetscObjectComm((PetscObject)tao),PETSC_ERR_ORDER,"TaoSetResidualJacobianRoutine() must be called before setup!"); if (!tao->gradient) { ierr = VecDuplicate(tao->solution,&tao->gradient);CHKERRQ(ierr); } if (!gn->x_work) { ierr = VecDuplicate(tao->solution,&gn->x_work);CHKERRQ(ierr); } if (!gn->r_work) { ierr = VecDuplicate(tao->ls_res,&gn->r_work);CHKERRQ(ierr); } if (!gn->x_old) { ierr = VecDuplicate(tao->solution,&gn->x_old);CHKERRQ(ierr); ierr = VecSet(gn->x_old,0.0);CHKERRQ(ierr); } if (BRGN_REGULARIZATION_L1DICT == gn->reg_type) { if (gn->D) { ierr = MatGetSize(gn->D,&K,&N);CHKERRQ(ierr); /* Shell matrices still must have sizes defined. K = N for identity matrix, K=N-1 or N for gradient matrix */ } else { ierr = VecGetSize(tao->solution,&K);CHKERRQ(ierr); /* If user does not setup dict matrix, use identiy matrix, K=N */ } if (!gn->y) { ierr = VecCreate(PETSC_COMM_SELF,&gn->y);CHKERRQ(ierr); ierr = VecSetSizes(gn->y,PETSC_DECIDE,K);CHKERRQ(ierr); ierr = VecSetFromOptions(gn->y);CHKERRQ(ierr); ierr = VecSet(gn->y,0.0);CHKERRQ(ierr); } if (!gn->y_work) { ierr = VecDuplicate(gn->y,&gn->y_work);CHKERRQ(ierr); } if (!gn->diag) { ierr = VecDuplicate(gn->y,&gn->diag);CHKERRQ(ierr); ierr = VecSet(gn->diag,0.0);CHKERRQ(ierr); } } if (!tao->setupcalled) { /* Hessian setup */ ierr = VecGetLocalSize(tao->solution,&n);CHKERRQ(ierr); ierr = VecGetSize(tao->solution,&N);CHKERRQ(ierr); ierr = MatSetSizes(gn->H,n,n,N,N);CHKERRQ(ierr); ierr = MatSetType(gn->H,MATSHELL);CHKERRQ(ierr); ierr = MatSetUp(gn->H);CHKERRQ(ierr); ierr = MatShellSetOperation(gn->H,MATOP_MULT,(void (*)(void))GNHessianProd);CHKERRQ(ierr); ierr = MatShellSetContext(gn->H,(void*)gn);CHKERRQ(ierr); /* Subsolver setup,include initial vector and dicttionary D */ ierr = TaoSetUpdate(gn->subsolver,GNHookFunction,(void*)gn);CHKERRQ(ierr); ierr = TaoSetInitialVector(gn->subsolver,tao->solution);CHKERRQ(ierr); if (tao->bounded) { ierr = TaoSetVariableBounds(gn->subsolver,tao->XL,tao->XU);CHKERRQ(ierr); } ierr = TaoSetResidualRoutine(gn->subsolver,tao->ls_res,tao->ops->computeresidual,tao->user_lsresP);CHKERRQ(ierr); ierr = TaoSetJacobianResidualRoutine(gn->subsolver,tao->ls_jac,tao->ls_jac,tao->ops->computeresidualjacobian,tao->user_lsjacP);CHKERRQ(ierr); ierr = TaoSetObjectiveAndGradientRoutine(gn->subsolver,GNObjectiveGradientEval,(void*)gn);CHKERRQ(ierr); ierr = TaoSetHessianRoutine(gn->subsolver,gn->H,gn->H,GNComputeHessian,(void*)gn);CHKERRQ(ierr); /* Propagate some options down */ ierr = TaoSetTolerances(gn->subsolver,tao->gatol,tao->grtol,tao->gttol);CHKERRQ(ierr); ierr = TaoSetMaximumIterations(gn->subsolver,tao->max_it);CHKERRQ(ierr); ierr = TaoSetMaximumFunctionEvaluations(gn->subsolver,tao->max_funcs);CHKERRQ(ierr); for (i=0; inumbermonitors; ++i) { ierr = TaoSetMonitor(gn->subsolver,tao->monitor[i],tao->monitorcontext[i],tao->monitordestroy[i]);CHKERRQ(ierr); ierr = PetscObjectReference((PetscObject)(tao->monitorcontext[i]));CHKERRQ(ierr); } ierr = TaoSetUp(gn->subsolver);CHKERRQ(ierr); } PetscFunctionReturn(0); } static PetscErrorCode TaoDestroy_BRGN(Tao tao) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscErrorCode ierr; PetscFunctionBegin; if (tao->setupcalled) { ierr = VecDestroy(&tao->gradient);CHKERRQ(ierr); ierr = VecDestroy(&gn->x_work);CHKERRQ(ierr); ierr = VecDestroy(&gn->r_work);CHKERRQ(ierr); ierr = VecDestroy(&gn->x_old);CHKERRQ(ierr); ierr = VecDestroy(&gn->diag);CHKERRQ(ierr); ierr = VecDestroy(&gn->y);CHKERRQ(ierr); ierr = VecDestroy(&gn->y_work);CHKERRQ(ierr); } ierr = MatDestroy(&gn->H);CHKERRQ(ierr); ierr = MatDestroy(&gn->D);CHKERRQ(ierr); ierr = MatDestroy(&gn->Hreg);CHKERRQ(ierr); ierr = TaoDestroy(&gn->subsolver);CHKERRQ(ierr); gn->parent = NULL; ierr = PetscFree(tao->data);CHKERRQ(ierr); PetscFunctionReturn(0); } /*MC TAOBRGN - Bounded Regularized Gauss-Newton method for solving nonlinear least-squares problems with bound constraints. This algorithm is a thin wrapper around TAOBNTL that constructs the Gauss-Newton problem with the user-provided least-squares residual and Jacobian. The algorithm offers an L2-norm ("l2pure"), L2-norm proximal point ("l2prox") regularizer, and L1-norm dictionary regularizer ("l1dict"), where we approximate the L1-norm ||x||_1 by sum_i(sqrt(x_i^2+epsilon^2)-epsilon) with a small positive number epsilon. The user can also provide own regularization function. Options Database Keys: + -tao_brgn_regularization_type - regularization type ("user", "l2prox", "l2pure", "l1dict") (default "l2prox") . -tao_brgn_regularizer_weight - regularizer weight (default 1e-4) - -tao_brgn_l1_smooth_epsilon - L1-norm smooth approximation parameter: ||x||_1 = sum(sqrt(x.^2+epsilon^2)-epsilon) (default 1e-6) Level: beginner M*/ PETSC_EXTERN PetscErrorCode TaoCreate_BRGN(Tao tao) { TAO_BRGN *gn; PetscErrorCode ierr; PetscFunctionBegin; ierr = PetscNewLog(tao,&gn);CHKERRQ(ierr); tao->ops->destroy = TaoDestroy_BRGN; tao->ops->setup = TaoSetUp_BRGN; tao->ops->setfromoptions = TaoSetFromOptions_BRGN; tao->ops->view = TaoView_BRGN; tao->ops->solve = TaoSolve_BRGN; tao->data = (void*)gn; gn->reg_type = BRGN_REGULARIZATION_L2PROX; gn->lambda = 1e-4; gn->epsilon = 1e-6; gn->parent = tao; ierr = MatCreate(PetscObjectComm((PetscObject)tao),&gn->H);CHKERRQ(ierr); ierr = MatSetOptionsPrefix(gn->H,"tao_brgn_hessian_");CHKERRQ(ierr); ierr = TaoCreate(PetscObjectComm((PetscObject)tao),&gn->subsolver);CHKERRQ(ierr); ierr = TaoSetType(gn->subsolver,TAOBNLS);CHKERRQ(ierr); ierr = TaoSetOptionsPrefix(gn->subsolver,"tao_brgn_subsolver_");CHKERRQ(ierr); PetscFunctionReturn(0); } /*@ TaoBRGNGetSubsolver - Get the pointer to the subsolver inside BRGN Collective on Tao Level: advanced Input Parameters: + tao - the Tao solver context - subsolver - the Tao sub-solver context @*/ PetscErrorCode TaoBRGNGetSubsolver(Tao tao,Tao *subsolver) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscFunctionBegin; *subsolver = gn->subsolver; PetscFunctionReturn(0); } /*@ TaoBRGNSetRegularizerWeight - Set the regularizer weight for the Gauss-Newton least-squares algorithm Collective on Tao Input Parameters: + tao - the Tao solver context - lambda - L1-norm regularizer weight Level: beginner @*/ PetscErrorCode TaoBRGNSetRegularizerWeight(Tao tao,PetscReal lambda) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; /* Initialize lambda here */ PetscFunctionBegin; gn->lambda = lambda; PetscFunctionReturn(0); } /*@ TaoBRGNSetL1SmoothEpsilon - Set the L1-norm smooth approximation parameter for L1-regularized least-squares algorithm Collective on Tao Input Parameters: + tao - the Tao solver context - epsilon - L1-norm smooth approximation parameter Level: advanced @*/ PetscErrorCode TaoBRGNSetL1SmoothEpsilon(Tao tao,PetscReal epsilon) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; /* Initialize epsilon here */ PetscFunctionBegin; gn->epsilon = epsilon; PetscFunctionReturn(0); } /*@ TaoBRGNSetDictionaryMatrix - bind the dictionary matrix from user application context to gn->D, for compressed sensing (with least-squares problem) Input Parameters: + tao - the Tao context . dict - the user specified dictionary matrix. We allow to set a null dictionary, which means identity matrix by default Level: advanced @*/ PetscErrorCode TaoBRGNSetDictionaryMatrix(Tao tao,Mat dict) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscErrorCode ierr; PetscFunctionBegin; PetscValidHeaderSpecific(tao,TAO_CLASSID,1); if (dict) { PetscValidHeaderSpecific(dict,MAT_CLASSID,2); PetscCheckSameComm(tao,1,dict,2); ierr = PetscObjectReference((PetscObject)dict);CHKERRQ(ierr); } ierr = MatDestroy(&gn->D);CHKERRQ(ierr); gn->D = dict; PetscFunctionReturn(0); } /*@C TaoBRGNSetRegularizerObjectiveAndGradientRoutine - Sets the user-defined regularizer call-back function into the algorithm. Input Parameters: + tao - the Tao context . func - function pointer for the regularizer value and gradient evaluation - ctx - user context for the regularizer Level: advanced @*/ PetscErrorCode TaoBRGNSetRegularizerObjectiveAndGradientRoutine(Tao tao,PetscErrorCode (*func)(Tao,Vec,PetscReal *,Vec,void*),void *ctx) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscFunctionBegin; PetscValidHeaderSpecific(tao,TAO_CLASSID,1); if (ctx) { gn->reg_obj_ctx = ctx; } if (func) { gn->regularizerobjandgrad = func; } PetscFunctionReturn(0); } /*@C TaoBRGNSetRegularizerHessianRoutine - Sets the user-defined regularizer call-back function into the algorithm. Input Parameters: + tao - the Tao context . Hreg - user-created matrix for the Hessian of the regularization term . func - function pointer for the regularizer Hessian evaluation - ctx - user context for the regularizer Hessian Level: advanced @*/ PetscErrorCode TaoBRGNSetRegularizerHessianRoutine(Tao tao,Mat Hreg,PetscErrorCode (*func)(Tao,Vec,Mat,void*),void *ctx) { TAO_BRGN *gn = (TAO_BRGN *)tao->data; PetscErrorCode ierr; PetscFunctionBegin; PetscValidHeaderSpecific(tao,TAO_CLASSID,1); if (Hreg) { PetscValidHeaderSpecific(Hreg,MAT_CLASSID,2); PetscCheckSameComm(tao,1,Hreg,2); } else SETERRQ(PetscObjectComm((PetscObject)tao),PETSC_ERR_ARG_WRONG,"NULL Hessian detected! User must provide valid Hessian for the regularizer."); if (ctx) { gn->reg_hess_ctx = ctx; } if (func) { gn->regularizerhessian = func; } if (Hreg) { ierr = PetscObjectReference((PetscObject)Hreg);CHKERRQ(ierr); ierr = MatDestroy(&gn->Hreg);CHKERRQ(ierr); gn->Hreg = Hreg; } PetscFunctionReturn(0); }