1 2 #ifndef lint 3 static char vcid[] = "$Id: snesj.c,v 1.17 1995/06/29 23:54:14 bsmith Exp bsmith $"; 4 #endif 5 6 #include "draw.h" /*I "draw.h" I*/ 7 #include "snes.h" /*I "snes.h" I*/ 8 9 /*@ 10 SNESDefaultComputeJacobian - Computes the Jacobian using finite 11 differences. 12 13 Input Parameters: 14 . x1 - compute Jacobian at this point 15 . ctx - application's function context, as set with SNESSetFunction() 16 17 Output Parameters: 18 . J - Jacobian 19 . B - preconditioner, same as Jacobian 20 . flag - matrix flag 21 22 Options Database Key: 23 $ -snes_fd 24 25 Notes: 26 This routine is slow and expensive, and is not currently optimized 27 to take advantage of sparsity in the problem. Although 28 SNESDefaultComputeJacobian() is not recommended for general use 29 in large-scale applications, It can be useful in checking the 30 correctness of a user-provided Jacobian. 31 32 .keywords: SNES, finite differences, Jacobian 33 34 .seealso: SNESSetJacobian(), SNESTestJacobian() 35 @*/ 36 int SNESDefaultComputeJacobian(SNES snes,Vec x1,Mat *J,Mat *B, 37 MatStructure *flag,void *ctx) 38 { 39 Vec j1,j2,x2; 40 int i,ierr,N,start,end,j; 41 Scalar dx, mone = -1.0,*y,scale,*xx,wscale; 42 double epsilon = 1.e-8,amax; /* assumes double precision */ 43 MPI_Comm comm; 44 45 PetscObjectGetComm((PetscObject)x1,&comm); 46 MatZeroEntries(*J); 47 ierr = VecDuplicate(x1,&j1); CHKERRQ(ierr); 48 ierr = VecDuplicate(x1,&j2); CHKERRQ(ierr); 49 ierr = VecDuplicate(x1,&x2); CHKERRQ(ierr); 50 51 ierr = VecGetSize(x1,&N); CHKERRQ(ierr); 52 ierr = VecGetOwnershipRange(x1,&start,&end); CHKERRQ(ierr); 53 VecGetArray(x1,&xx); 54 ierr = SNESComputeFunction(snes,x1,j1); CHKERRQ(ierr); 55 for ( i=0; i<N; i++ ) { 56 ierr = VecCopy(x1,x2); CHKERRQ(ierr); 57 if ( i>= start && i<end) { 58 dx = xx[i-start]; 59 #if !defined(PETSC_COMPLEX) 60 if (dx < 1.e-16 && dx >= 0.0) dx = 1.e-1; 61 else if (dx < 0.0 && dx > -1.e-16) dx = -1.e-1; 62 #else 63 if (abs(dx) < 1.e-16 && real(dx) >= 0.0) dx = 1.e-1; 64 else if (real(dx) < 0.0 && abs(dx) > -1.e-16) dx = -1.e-1; 65 #endif 66 dx *= epsilon; 67 wscale = -1.0/dx; 68 VecSetValues(x2,1,&i,&dx,ADDVALUES); 69 } 70 else { 71 wscale = 0.0; 72 } 73 ierr = SNESComputeFunction(snes,x2,j2); CHKERRQ(ierr); 74 ierr = VecAXPY(&mone,j1,j2); CHKERRQ(ierr); 75 /* communicate scale to all processors */ 76 #if !defined(PETSC_COMPLEX) 77 MPI_Allreduce(&wscale,&scale,1,MPI_DOUBLE,MPI_SUM,comm); 78 #else 79 MPI_Allreduce(&wscale,&scale,2,MPI_DOUBLE,MPI_SUM,comm); 80 #endif 81 VecScale(&scale,j2); 82 VecGetArray(j2,&y); 83 VecAMax(j2,0,&amax); amax *= 1.e-14; 84 for ( j=start; j<end; j++ ) { 85 #if defined(PETSC_COMPLEX) 86 if (abs(y[j-start]) > amax) { 87 #else 88 if (y[j-start] > amax || y[j-start] < -amax) { 89 #endif 90 ierr = MatSetValues(*J,1,&j,1,&i,y+j-start,INSERTVALUES); CHKERRQ(ierr); 91 } 92 } 93 VecRestoreArray(j2,&y); 94 } 95 MatAssemblyBegin(*J,FINAL_ASSEMBLY); 96 VecDestroy(x2); VecDestroy(j1); VecDestroy(j2); 97 MatAssemblyEnd(*J,FINAL_ASSEMBLY); 98 return 0; 99 } 100 101