1 2 3 #ifndef lint 4 static char vcid[] = "$Id: snesj.c,v 1.7 1995/05/05 03:51:29 bsmith Exp bsmith $"; 5 #endif 6 7 #include "draw.h" 8 #include "snes.h" 9 #include "options.h" 10 11 /*@ 12 SNESDefaultComputeJacobian - Computes Jacobian using finite 13 differences. Slow and expensive. 14 15 Input Parameters: 16 . x - compute Jacobian at this point 17 . ctx - applications Function context 18 19 Output Parameters: 20 . J - Jacobian 21 . B - preconditioner, same as Jacobian 22 23 .keywords: finite differences, Jacobian 24 25 .seealso: SNESSetJacobian, SNESTestJacobian 26 @*/ 27 int SNESDefaultComputeJacobian(SNES snes, Vec x1,Mat *J,Mat *B,int *flag, 28 void *ctx) 29 { 30 Vec j1,j2,x2; 31 int i,ierr,N,start,end,j; 32 Scalar dx, mone = -1.0,*y,scale,*xx; 33 double epsilon = 1.e-8,amax; /* assumes double precision */ 34 35 MatZeroEntries(*J); 36 ierr = VecDuplicate(x1,&j1); CHKERR(ierr); 37 ierr = VecDuplicate(x1,&j2); CHKERR(ierr); 38 ierr = VecDuplicate(x1,&x2); CHKERR(ierr); 39 40 ierr = VecGetSize(x1,&N); CHKERR(ierr); 41 ierr = VecGetOwnershipRange(x1,&start,&end); CHKERR(ierr); 42 VecGetArray(x1,&xx); 43 ierr = SNESComputeFunction(snes,x1,j1); CHKERR(ierr); 44 for ( i=0; i<N; i++ ) { 45 ierr = VecCopy(x1,x2); CHKERR(ierr); 46 if ( i>= start && i<end) { 47 dx = xx[i-start]; 48 if (dx < 1.e-16 && dx >= 0.0) dx = 1.e-1; 49 else if (dx < 0.0 && dx > -1.e-16) dx = -1.e-1; 50 dx *= epsilon; 51 scale = -1.0/dx; 52 VecSetValues(x2,1,&i,&dx,ADDVALUES); 53 } 54 ierr = SNESComputeFunction(snes,x2,j2); CHKERR(ierr); 55 ierr = VecAXPY(&mone,j1,j2); CHKERR(ierr); 56 VecScale(&scale,j2); 57 VecGetArray(j2,&y); 58 VecAMax(j2,0,&amax); amax *= 1.e-14; 59 for ( j=start; j<end; j++ ) { 60 if (y[j-start] > amax || y[j-start] < -amax) { 61 ierr = MatSetValues(*J,1,&j,1,&i,y+j-start,INSERTVALUES); CHKERR(ierr); 62 } 63 } 64 VecRestoreArray(j2,&y); 65 } 66 MatAssemblyBegin(*J,FINAL_ASSEMBLY); 67 VecDestroy(x2); VecDestroy(j1); VecDestroy(j2); 68 MatAssemblyEnd(*J,FINAL_ASSEMBLY); 69 return 0; 70 } 71 72