111320018SBarry Smith 239e2f89bSBarry Smith 311320018SBarry Smith #ifndef lint 4*336a5e98SBarry Smith static char vcid[] = "$Id: snesj.c,v 1.7 1995/05/05 03:51:29 bsmith Exp bsmith $"; 511320018SBarry Smith #endif 611320018SBarry Smith 711320018SBarry Smith #include "draw.h" 839e2f89bSBarry Smith #include "snes.h" 911320018SBarry Smith #include "options.h" 1011320018SBarry Smith 1111320018SBarry Smith /*@ 1223242f5aSBarry Smith SNESDefaultComputeJacobian - Computes Jacobian using finite 1323242f5aSBarry Smith differences. Slow and expensive. 1411320018SBarry Smith 1511320018SBarry Smith Input Parameters: 1623242f5aSBarry Smith . x - compute Jacobian at this point 1723242f5aSBarry Smith . ctx - applications Function context 1811320018SBarry Smith 1911320018SBarry Smith Output Parameters: 2023242f5aSBarry Smith . J - Jacobian 2123242f5aSBarry Smith . B - preconditioner, same as Jacobian 2211320018SBarry Smith 2323242f5aSBarry Smith .keywords: finite differences, Jacobian 2411320018SBarry Smith 2523242f5aSBarry Smith .seealso: SNESSetJacobian, SNESTestJacobian 2611320018SBarry Smith @*/ 2723242f5aSBarry Smith int SNESDefaultComputeJacobian(SNES snes, Vec x1,Mat *J,Mat *B,int *flag, 2823242f5aSBarry Smith void *ctx) 2911320018SBarry Smith { 3023242f5aSBarry Smith Vec j1,j2,x2; 3123242f5aSBarry Smith int i,ierr,N,start,end,j; 3239e2f89bSBarry Smith Scalar dx, mone = -1.0,*y,scale,*xx; 33*336a5e98SBarry Smith double epsilon = 1.e-8,amax; /* assumes double precision */ 3423242f5aSBarry Smith 35*336a5e98SBarry Smith MatZeroEntries(*J); 366469c4f9SBarry Smith ierr = VecDuplicate(x1,&j1); CHKERR(ierr); 376469c4f9SBarry Smith ierr = VecDuplicate(x1,&j2); CHKERR(ierr); 386469c4f9SBarry Smith ierr = VecDuplicate(x1,&x2); CHKERR(ierr); 3923242f5aSBarry Smith 4023242f5aSBarry Smith ierr = VecGetSize(x1,&N); CHKERR(ierr); 4123242f5aSBarry Smith ierr = VecGetOwnershipRange(x1,&start,&end); CHKERR(ierr); 4239e2f89bSBarry Smith VecGetArray(x1,&xx); 4323242f5aSBarry Smith ierr = SNESComputeFunction(snes,x1,j1); CHKERR(ierr); 4439e2f89bSBarry Smith for ( i=0; i<N; i++ ) { 45*336a5e98SBarry Smith ierr = VecCopy(x1,x2); CHKERR(ierr); 4623242f5aSBarry Smith if ( i>= start && i<end) { 4739e2f89bSBarry Smith dx = xx[i-start]; 48*336a5e98SBarry Smith if (dx < 1.e-16 && dx >= 0.0) dx = 1.e-1; 49*336a5e98SBarry Smith else if (dx < 0.0 && dx > -1.e-16) dx = -1.e-1; 5039e2f89bSBarry Smith dx *= epsilon; 5139e2f89bSBarry Smith scale = -1.0/dx; 529d00d63dSBarry Smith VecSetValues(x2,1,&i,&dx,ADDVALUES); 5311320018SBarry Smith } 5423242f5aSBarry Smith ierr = SNESComputeFunction(snes,x2,j2); CHKERR(ierr); 5523242f5aSBarry Smith ierr = VecAXPY(&mone,j1,j2); CHKERR(ierr); 5623242f5aSBarry Smith VecScale(&scale,j2); 5723242f5aSBarry Smith VecGetArray(j2,&y); 58*336a5e98SBarry Smith VecAMax(j2,0,&amax); amax *= 1.e-14; 5923242f5aSBarry Smith for ( j=start; j<end; j++ ) { 60*336a5e98SBarry Smith if (y[j-start] > amax || y[j-start] < -amax) { 61edae2e7dSBarry Smith ierr = MatSetValues(*J,1,&j,1,&i,y+j-start,INSERTVALUES); CHKERR(ierr); 6223242f5aSBarry Smith } 6323242f5aSBarry Smith } 6423242f5aSBarry Smith VecRestoreArray(j2,&y); 6523242f5aSBarry Smith } 66ee50ffe9SBarry Smith MatAssemblyBegin(*J,FINAL_ASSEMBLY); 6723242f5aSBarry Smith VecDestroy(x2); VecDestroy(j1); VecDestroy(j2); 68ee50ffe9SBarry Smith MatAssemblyEnd(*J,FINAL_ASSEMBLY); 6911320018SBarry Smith return 0; 7011320018SBarry Smith } 7111320018SBarry Smith 72