xref: /petsc/src/snes/mf/snesmfj.c (revision 32dfb669cb18c8e13334f2d48c3fd09c1fb43e18)
181e6777dSBarry Smith 
27e9d5209SBarry Smith #include "src/mat/matimpl.h"
3325e03aeSBarry Smith #include "src/snes/mf/snesmfj.h"   /*I  "petscsnes.h"   I*/
481e6777dSBarry Smith 
5b0a32e0cSBarry Smith PetscFList MatSNESMPetscFList         = 0;
64c49b128SBarry Smith PetscTruth MatSNESMFRegisterAllCalled = PETSC_FALSE;
7a4d4d686SBarry Smith 
84a2ae208SSatish Balay #undef __FUNCT__
94a2ae208SSatish Balay #define __FUNCT__ "MatSNESMFSetType"
10fd4bdd07SBarry Smith /*@C
1165f2ba5bSLois Curfman McInnes     MatSNESMFSetType - Sets the method that is used to compute the
12b0a32e0cSBarry Smith     differencing parameter for finite differene matrix-free formulations.
139a6cb015SBarry Smith 
149a6cb015SBarry Smith     Input Parameters:
157e9d5209SBarry Smith +   mat - the "matrix-free" matrix created via MatCreateSNESMF(), or MatCreateMF()
167e9d5209SBarry Smith           or MatSetType(mat,MATMFFD);
179a6cb015SBarry Smith -   ftype - the type requested
189a6cb015SBarry Smith 
1915091d37SBarry Smith     Level: advanced
2015091d37SBarry Smith 
2165f2ba5bSLois Curfman McInnes     Notes:
2265f2ba5bSLois Curfman McInnes     For example, such routines can compute h for use in
2365f2ba5bSLois Curfman McInnes     Jacobian-vector products of the form
2465f2ba5bSLois Curfman McInnes 
2565f2ba5bSLois Curfman McInnes                         F(x+ha) - F(x)
26ef4ad1fdSLois Curfman McInnes           F'(u)a  ~=  ----------------
2765f2ba5bSLois Curfman McInnes                               h
2865f2ba5bSLois Curfman McInnes 
29f1af5d2fSBarry Smith .seealso: MatCreateSNESMF(), MatSNESMFRegisterDynamic)
309a6cb015SBarry Smith @*/
31dfbe8321SBarry Smith PetscErrorCode MatSNESMFSetType(Mat mat,const MatSNESMFType ftype)
32b9fa9cd0SBarry Smith {
33dfbe8321SBarry Smith   PetscErrorCode ierr,(*r)(MatSNESMFCtx);
347e9d5209SBarry Smith   MatSNESMFCtx   ctx = (MatSNESMFCtx)mat->data;
356831982aSBarry Smith   PetscTruth     match;
36a4d4d686SBarry Smith 
37a4d4d686SBarry Smith   PetscFunctionBegin;
384482741eSBarry Smith   PetscValidHeaderSpecific(mat,MAT_COOKIE,1);
394482741eSBarry Smith   PetscValidCharPointer(ftype,2);
400f5bd95cSBarry Smith 
419a6cb015SBarry Smith   /* already set, so just return */
426831982aSBarry Smith   ierr = PetscTypeCompare((PetscObject)ctx,ftype,&match);CHKERRQ(ierr);
430f5bd95cSBarry Smith   if (match) PetscFunctionReturn(0);
44a4d4d686SBarry Smith 
459a6cb015SBarry Smith   /* destroy the old one if it exists */
469a6cb015SBarry Smith   if (ctx->ops->destroy) {
479a6cb015SBarry Smith     ierr = (*ctx->ops->destroy)(ctx);CHKERRQ(ierr);
489a6cb015SBarry Smith   }
499a6cb015SBarry Smith 
5065f2ba5bSLois Curfman McInnes   /* Get the function pointers for the requrested method */
515a655dc6SBarry Smith   if (!MatSNESMFRegisterAllCalled) {ierr = MatSNESMFRegisterAll(PETSC_NULL);CHKERRQ(ierr);}
52b9617806SBarry Smith   ierr =  PetscFListFind(ctx->comm,MatSNESMPetscFList,ftype,(void (**)(void)) &r);CHKERRQ(ierr);
53958c9bccSBarry Smith   if (!r) SETERRQ1(PETSC_ERR_ARG_UNKNOWN_TYPE,"Unknown MatSNESMF type %s given",ftype);
549a6cb015SBarry Smith   ierr = (*r)(ctx);CHKERRQ(ierr);
556831982aSBarry Smith   ierr = PetscObjectChangeTypeName((PetscObject)ctx,ftype);CHKERRQ(ierr);
569a6cb015SBarry Smith   PetscFunctionReturn(0);
579a6cb015SBarry Smith }
589a6cb015SBarry Smith 
596849ba73SBarry Smith typedef PetscErrorCode (*FCN1)(Vec,void*); /* force argument to next function to not be extern C*/
60c5c390f1SBarry Smith EXTERN_C_BEGIN
6187828ca2SBarry Smith #undef __FUNCT__
6287828ca2SBarry Smith #define __FUNCT__ "MatSNESMFSetFunctioniBase_FD"
63dfbe8321SBarry Smith PetscErrorCode MatSNESMFSetFunctioniBase_FD(Mat mat,FCN1 func)
6487828ca2SBarry Smith {
6587828ca2SBarry Smith   MatSNESMFCtx ctx = (MatSNESMFCtx)mat->data;
6687828ca2SBarry Smith 
6787828ca2SBarry Smith   PetscFunctionBegin;
6887828ca2SBarry Smith   ctx->funcisetbase = func;
6987828ca2SBarry Smith   PetscFunctionReturn(0);
7087828ca2SBarry Smith }
71c5c390f1SBarry Smith EXTERN_C_END
7287828ca2SBarry Smith 
73a7cc72afSBarry Smith typedef PetscErrorCode (*FCN2)(PetscInt,Vec,PetscScalar*,void*); /* force argument to next function to not be extern C*/
74c5c390f1SBarry Smith EXTERN_C_BEGIN
7587828ca2SBarry Smith #undef __FUNCT__
7687828ca2SBarry Smith #define __FUNCT__ "MatSNESMFSetFunctioni_FD"
77dfbe8321SBarry Smith PetscErrorCode MatSNESMFSetFunctioni_FD(Mat mat,FCN2 funci)
7887828ca2SBarry Smith {
7987828ca2SBarry Smith   MatSNESMFCtx ctx = (MatSNESMFCtx)mat->data;
8087828ca2SBarry Smith 
8187828ca2SBarry Smith   PetscFunctionBegin;
8287828ca2SBarry Smith   ctx->funci = funci;
8387828ca2SBarry Smith   PetscFunctionReturn(0);
8487828ca2SBarry Smith }
85c5c390f1SBarry Smith EXTERN_C_END
8687828ca2SBarry Smith 
879a6cb015SBarry Smith 
884a2ae208SSatish Balay #undef __FUNCT__
894a2ae208SSatish Balay #define __FUNCT__ "MatSNESMFRegister"
906849ba73SBarry Smith PetscErrorCode MatSNESMFRegister(const char sname[],const char path[],const char name[],PetscErrorCode (*function)(MatSNESMFCtx))
919a6cb015SBarry Smith {
92dfbe8321SBarry Smith   PetscErrorCode ierr;
93e2d1d2b7SBarry Smith   char           fullname[PETSC_MAX_PATH_LEN];
949a6cb015SBarry Smith 
959a6cb015SBarry Smith   PetscFunctionBegin;
96b0a32e0cSBarry Smith   ierr = PetscFListConcat(path,name,fullname);CHKERRQ(ierr);
97c134de8dSSatish Balay   ierr = PetscFListAdd(&MatSNESMPetscFList,sname,fullname,(void (*)(void))function);CHKERRQ(ierr);
989a6cb015SBarry Smith   PetscFunctionReturn(0);
999a6cb015SBarry Smith }
1009a6cb015SBarry Smith 
1019a6cb015SBarry Smith 
1024a2ae208SSatish Balay #undef __FUNCT__
1034a2ae208SSatish Balay #define __FUNCT__ "MatSNESMFRegisterDestroy"
1049a6cb015SBarry Smith /*@C
1055a655dc6SBarry Smith    MatSNESMFRegisterDestroy - Frees the list of MatSNESMF methods that were
106f1af5d2fSBarry Smith    registered by MatSNESMFRegisterDynamic).
1079a6cb015SBarry Smith 
1089a6cb015SBarry Smith    Not Collective
1099a6cb015SBarry Smith 
11015091d37SBarry Smith    Level: developer
11115091d37SBarry Smith 
1125a655dc6SBarry Smith .keywords: MatSNESMF, register, destroy
1139a6cb015SBarry Smith 
114f1af5d2fSBarry Smith .seealso: MatSNESMFRegisterDynamic), MatSNESMFRegisterAll()
1159a6cb015SBarry Smith @*/
116dfbe8321SBarry Smith PetscErrorCode MatSNESMFRegisterDestroy(void)
1179a6cb015SBarry Smith {
118dfbe8321SBarry Smith   PetscErrorCode ierr;
1199a6cb015SBarry Smith 
1209a6cb015SBarry Smith   PetscFunctionBegin;
121b0a32e0cSBarry Smith   if (MatSNESMPetscFList) {
122b0a32e0cSBarry Smith     ierr = PetscFListDestroy(&MatSNESMPetscFList);CHKERRQ(ierr);
123b0a32e0cSBarry Smith     MatSNESMPetscFList = 0;
1249a6cb015SBarry Smith   }
1254c49b128SBarry Smith   MatSNESMFRegisterAllCalled = PETSC_FALSE;
1269a6cb015SBarry Smith   PetscFunctionReturn(0);
1279a6cb015SBarry Smith }
1289a6cb015SBarry Smith 
1299a6cb015SBarry Smith /* ----------------------------------------------------------------------------------------*/
1304a2ae208SSatish Balay #undef __FUNCT__
1318a124369SBarry Smith #define __FUNCT__ "MatDestroy_MFFD"
132dfbe8321SBarry Smith PetscErrorCode MatDestroy_MFFD(Mat mat)
133a4d4d686SBarry Smith {
134dfbe8321SBarry Smith   PetscErrorCode ierr;
1357e9d5209SBarry Smith   MatSNESMFCtx   ctx = (MatSNESMFCtx)mat->data;
136fae171e0SBarry Smith 
1373a40ed3dSBarry Smith   PetscFunctionBegin;
138ba6a83e5SMatthew Knepley   if (ctx->w != PETSC_NULL) {
139b9fa9cd0SBarry Smith     ierr = VecDestroy(ctx->w);CHKERRQ(ierr);
140ba6a83e5SMatthew Knepley   }
1419a6cb015SBarry Smith   if (ctx->ops->destroy) {ierr = (*ctx->ops->destroy)(ctx);CHKERRQ(ierr);}
14274637425SBarry Smith   if (ctx->sp) {ierr = MatNullSpaceDestroy(ctx->sp);CHKERRQ(ierr);}
1436831982aSBarry Smith   PetscHeaderDestroy(ctx);
144901853e0SKris Buschelman 
145901853e0SKris Buschelman   ierr = PetscObjectComposeFunction((PetscObject)mat,"MatSNESMFSetBase_C","",PETSC_NULL);CHKERRQ(ierr);
146901853e0SKris Buschelman   ierr = PetscObjectComposeFunction((PetscObject)mat,"MatSNESMFSetFunctioniBase_C","",PETSC_NULL);CHKERRQ(ierr);
147901853e0SKris Buschelman   ierr = PetscObjectComposeFunction((PetscObject)mat,"MatSNESMFSetFunctioni_C","",PETSC_NULL);CHKERRQ(ierr);
148901853e0SKris Buschelman   ierr = PetscObjectComposeFunction((PetscObject)mat,"MatSNESMFSetCheckh_C","",PETSC_NULL);CHKERRQ(ierr);
149901853e0SKris Buschelman 
1503a40ed3dSBarry Smith   PetscFunctionReturn(0);
151b9fa9cd0SBarry Smith }
15250361f65SLois Curfman McInnes 
1534a2ae208SSatish Balay #undef __FUNCT__
1548a124369SBarry Smith #define __FUNCT__ "MatView_MFFD"
15539e2f89bSBarry Smith /*
1568a124369SBarry Smith    MatSNESMFView_MFFD - Views matrix-free parameters.
1578f6e3e37SBarry Smith 
15839e2f89bSBarry Smith */
159dfbe8321SBarry Smith PetscErrorCode MatView_MFFD(Mat J,PetscViewer viewer)
160eb9086c3SLois Curfman McInnes {
161dfbe8321SBarry Smith   PetscErrorCode ierr;
1627e9d5209SBarry Smith   MatSNESMFCtx   ctx = (MatSNESMFCtx)J->data;
16332077d6dSBarry Smith   PetscTruth     iascii;
164eb9086c3SLois Curfman McInnes 
1653a40ed3dSBarry Smith   PetscFunctionBegin;
16632077d6dSBarry Smith   ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);CHKERRQ(ierr);
16732077d6dSBarry Smith   if (iascii) {
168b0a32e0cSBarry Smith      ierr = PetscViewerASCIIPrintf(viewer,"  SNES matrix-free approximation:\n");CHKERRQ(ierr);
169b0a32e0cSBarry Smith      ierr = PetscViewerASCIIPrintf(viewer,"    err=%g (relative error in function evaluation)\n",ctx->error_rel);CHKERRQ(ierr);
170473c83c3SBarry Smith      if (!ctx->type_name) {
171b0a32e0cSBarry Smith        ierr = PetscViewerASCIIPrintf(viewer,"    The compute h routine has not yet been set\n");CHKERRQ(ierr);
172473c83c3SBarry Smith      } else {
173b0a32e0cSBarry Smith        ierr = PetscViewerASCIIPrintf(viewer,"    Using %s compute h routine\n",ctx->type_name);CHKERRQ(ierr);
174473c83c3SBarry Smith      }
1759a6cb015SBarry Smith      if (ctx->ops->view) {
1769a6cb015SBarry Smith        ierr = (*ctx->ops->view)(ctx,viewer);CHKERRQ(ierr);
1779a6cb015SBarry Smith      }
1785cd90555SBarry Smith   } else {
17979a5c55eSBarry Smith     SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for SNES matrix free matrix",((PetscObject)viewer)->type_name);
180eb9086c3SLois Curfman McInnes   }
1813a40ed3dSBarry Smith   PetscFunctionReturn(0);
182eb9086c3SLois Curfman McInnes }
183eb9086c3SLois Curfman McInnes 
1844a2ae208SSatish Balay #undef __FUNCT__
1858a124369SBarry Smith #define __FUNCT__ "MatAssemblyEnd_MFFD"
186be726c96SBarry Smith /*
187*32dfb669SBarry Smith    MatAssemblyEnd_MFFD - Resets the ctx->ncurrenth to zero. This
18865f2ba5bSLois Curfman McInnes    allows the user to indicate the beginning of a new linear solve by calling
189be726c96SBarry Smith    MatAssemblyXXX() on the matrix free matrix. This then allows the
19065f2ba5bSLois Curfman McInnes    MatSNESMFCreate_WP() to properly compute ||U|| only the first time
19165f2ba5bSLois Curfman McInnes    in the linear solver rather than every time.
192be726c96SBarry Smith */
193dfbe8321SBarry Smith PetscErrorCode MatAssemblyEnd_MFFD(Mat J,MatAssemblyType mt)
194be726c96SBarry Smith {
195dfbe8321SBarry Smith   PetscErrorCode ierr;
1967e9d5209SBarry Smith   MatSNESMFCtx   j = (MatSNESMFCtx)J->data;
197be726c96SBarry Smith 
198be726c96SBarry Smith   PetscFunctionBegin;
1995a655dc6SBarry Smith   ierr = MatSNESMFResetHHistory(J);CHKERRQ(ierr);
200b0a32e0cSBarry Smith   if (j->usesnes) {
2011d1367b7SBarry Smith     ierr = SNESGetSolution(j->snes,&j->current_u);CHKERRQ(ierr);
2021d1367b7SBarry Smith     ierr = SNESGetFunction(j->snes,&j->current_f,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr);
203958c9bccSBarry Smith     if (!j->w) {
2042740c1caSMatthew Knepley       ierr = VecDuplicate(j->current_u, &j->w);CHKERRQ(ierr);
2052740c1caSMatthew Knepley     }
2061d1367b7SBarry Smith   }
207c5c390f1SBarry Smith   j->vshift = 0.0;
208c5c390f1SBarry Smith   j->vscale = 1.0;
209be726c96SBarry Smith   PetscFunctionReturn(0);
210be726c96SBarry Smith }
211be726c96SBarry Smith 
2124a2ae208SSatish Balay #undef __FUNCT__
2138a124369SBarry Smith #define __FUNCT__ "MatMult_MFFD"
214eb9086c3SLois Curfman McInnes /*
215adb62b0dSMatthew Knepley   MatMult_MFFD - Default matrix-free form for Jacobian-vector product, y = F'(u)*a:
216a4d4d686SBarry Smith 
2179a6cb015SBarry Smith         y ~= (F(u + ha) - F(u))/h,
218eb9086c3SLois Curfman McInnes   where F = nonlinear function, as set by SNESSetFunction()
219eb9086c3SLois Curfman McInnes         u = current iterate
220eb9086c3SLois Curfman McInnes         h = difference interval
221eb9086c3SLois Curfman McInnes */
222dfbe8321SBarry Smith PetscErrorCode MatMult_MFFD(Mat mat,Vec a,Vec y)
22339e2f89bSBarry Smith {
2247e9d5209SBarry Smith   MatSNESMFCtx    ctx = (MatSNESMFCtx)mat->data;
225fae171e0SBarry Smith   SNES            snes;
226ea709b57SSatish Balay   PetscScalar     h,mone = -1.0;
227fae171e0SBarry Smith   Vec             w,U,F;
228dfbe8321SBarry Smith   PetscErrorCode ierr,(*eval_fct)(SNES,Vec,Vec)=0;
22939e2f89bSBarry Smith 
2303a40ed3dSBarry Smith   PetscFunctionBegin;
2319a6cb015SBarry Smith   /* We log matrix-free matrix-vector products separately, so that we can
2329a6cb015SBarry Smith      separate the performance monitoring from the cases that use conventional
2339a6cb015SBarry Smith      storage.  We may eventually modify event logging to associate events
2349a6cb015SBarry Smith      with particular objects, hence alleviating the more general problem. */
235d5ba7fb7SMatthew Knepley   ierr = PetscLogEventBegin(MAT_MultMatrixFree,a,y,0,0);CHKERRQ(ierr);
23656cd22aeSBarry Smith 
237fae171e0SBarry Smith   snes = ctx->snes;
238fae171e0SBarry Smith   w    = ctx->w;
2391d1367b7SBarry Smith   U    = ctx->current_u;
24050361f65SLois Curfman McInnes 
24185614651SBarry Smith   /*
24285614651SBarry Smith       Compute differencing parameter
24385614651SBarry Smith   */
2449a6cb015SBarry Smith   if (!ctx->ops->compute) {
2452f859189SBarry Smith     ierr = MatSNESMFSetType(mat,MATSNESMF_WP);CHKERRQ(ierr);
2465a655dc6SBarry Smith     ierr = MatSNESMFSetFromOptions(mat);CHKERRQ(ierr);
2479a6cb015SBarry Smith   }
2489a6cb015SBarry Smith   ierr = (*ctx->ops->compute)(ctx,U,a,&h);CHKERRQ(ierr);
249a4d4d686SBarry Smith 
2505b7f0c42SBarry Smith   if (ctx->checkh) {
2515b7f0c42SBarry Smith     ierr = (*ctx->checkh)(U,a,&h,ctx->checkhctx);CHKERRQ(ierr);
2525b7f0c42SBarry Smith   }
2535b7f0c42SBarry Smith 
254a4d4d686SBarry Smith   /* keep a record of the current differencing parameter h */
255a4d4d686SBarry Smith   ctx->currenth = h;
256aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
2578a124369SBarry Smith   PetscLogInfo(mat,"MatMult_MFFD:Current differencing parameter: %g + %g i\n",PetscRealPart(h),PetscImaginaryPart(h));
258a4d4d686SBarry Smith #else
2598a124369SBarry Smith   PetscLogInfo(mat,"MatMult_MFFD:Current differencing parameter: %15.12e\n",h);
260a4d4d686SBarry Smith #endif
261a4d4d686SBarry Smith   if (ctx->historyh && ctx->ncurrenth < ctx->maxcurrenth) {
26285614651SBarry Smith     ctx->historyh[ctx->ncurrenth] = h;
263a4d4d686SBarry Smith   }
26485614651SBarry Smith   ctx->ncurrenth++;
265a4d4d686SBarry Smith 
26685614651SBarry Smith   /* w = u + ha */
267a4d4d686SBarry Smith   ierr = VecWAXPY(&h,a,U,w);CHKERRQ(ierr);
26885614651SBarry Smith 
269b0a32e0cSBarry Smith   if (ctx->usesnes) {
27085614651SBarry Smith     eval_fct = SNESComputeFunction;
2711d1367b7SBarry Smith     F    = ctx->current_f;
2721302d50aSBarry Smith     if (!F) SETERRQ(PETSC_ERR_ARG_WRONGSTATE,"You must call MatAssembly() even on matrix-free matrices");
27339903ad8SBarry Smith     ierr = (*eval_fct)(snes,w,y);CHKERRQ(ierr);
27485614651SBarry Smith   } else {
27585614651SBarry Smith     F = ctx->funcvec;
27685614651SBarry Smith     /* compute func(U) as base for differencing */
27785614651SBarry Smith     if (ctx->ncurrenth == 1) {
27885614651SBarry Smith       ierr = (*ctx->func)(snes,U,F,ctx->funcctx);CHKERRQ(ierr);
27985614651SBarry Smith     }
28085614651SBarry Smith     ierr = (*ctx->func)(snes,w,y,ctx->funcctx);CHKERRQ(ierr);
28185614651SBarry Smith   }
282a4d4d686SBarry Smith 
283a4d4d686SBarry Smith   ierr = VecAXPY(&mone,F,y);CHKERRQ(ierr);
284a4d4d686SBarry Smith   h    = 1.0/h;
285a4d4d686SBarry Smith   ierr = VecScale(&h,y);CHKERRQ(ierr);
286c5c390f1SBarry Smith 
287c5c390f1SBarry Smith   ierr = VecAXPBY(&ctx->vshift,&ctx->vscale,a,y);CHKERRQ(ierr);
288c5c390f1SBarry Smith 
28974637425SBarry Smith   if (ctx->sp) {ierr = MatNullSpaceRemove(ctx->sp,y,PETSC_NULL);CHKERRQ(ierr);}
290a4d4d686SBarry Smith 
291d5ba7fb7SMatthew Knepley   ierr = PetscLogEventEnd(MAT_MultMatrixFree,a,y,0,0);CHKERRQ(ierr);
292a4d4d686SBarry Smith   PetscFunctionReturn(0);
293a4d4d686SBarry Smith }
294a4d4d686SBarry Smith 
2954a2ae208SSatish Balay #undef __FUNCT__
2968a124369SBarry Smith #define __FUNCT__ "MatGetDiagonal_MFFD"
297cf57b110SBarry Smith /*
2988a124369SBarry Smith   MatGetDiagonal_MFFD - Gets the diagonal for a matrix free matrix
299cf57b110SBarry Smith 
300cf57b110SBarry Smith         y ~= (F(u + ha) - F(u))/h,
301cf57b110SBarry Smith   where F = nonlinear function, as set by SNESSetFunction()
302cf57b110SBarry Smith         u = current iterate
303cf57b110SBarry Smith         h = difference interval
304cf57b110SBarry Smith */
305dfbe8321SBarry Smith PetscErrorCode MatGetDiagonal_MFFD(Mat mat,Vec a)
306cf57b110SBarry Smith {
3077e9d5209SBarry Smith   MatSNESMFCtx   ctx = (MatSNESMFCtx)mat->data;
308ea709b57SSatish Balay   PetscScalar    h,*aa,*ww,v;
30977d8c4bbSBarry Smith   PetscReal      epsilon = PETSC_SQRT_MACHINE_EPSILON,umin = 100.0*PETSC_SQRT_MACHINE_EPSILON;
31065df01d8SBarry Smith   Vec            w,U;
3116849ba73SBarry Smith   PetscErrorCode ierr;
312a7cc72afSBarry Smith   PetscInt       i,rstart,rend;
313cf57b110SBarry Smith 
314cf57b110SBarry Smith   PetscFunctionBegin;
315cf57b110SBarry Smith   if (!ctx->funci) {
3161302d50aSBarry Smith     SETERRQ(PETSC_ERR_ORDER,"Requires calling MatSNESMFSetFunctioni() first");
317cf57b110SBarry Smith   }
318cf57b110SBarry Smith 
319cf57b110SBarry Smith   w    = ctx->w;
320cf57b110SBarry Smith   U    = ctx->current_u;
321cf57b110SBarry Smith   ierr = (*ctx->func)(0,U,a,ctx->funcctx);CHKERRQ(ierr);
322cf57b110SBarry Smith   ierr = (*ctx->funcisetbase)(U,ctx->funcctx);CHKERRQ(ierr);
323cf57b110SBarry Smith   ierr = VecCopy(U,w);CHKERRQ(ierr);
324cf57b110SBarry Smith 
325cf57b110SBarry Smith   ierr = VecGetOwnershipRange(a,&rstart,&rend);CHKERRQ(ierr);
326cf57b110SBarry Smith   ierr = VecGetArray(a,&aa);CHKERRQ(ierr);
327cf57b110SBarry Smith   for (i=rstart; i<rend; i++) {
328cf57b110SBarry Smith     ierr = VecGetArray(w,&ww);CHKERRQ(ierr);
329cf57b110SBarry Smith     h  = ww[i-rstart];
330cf57b110SBarry Smith     if (h == 0.0) h = 1.0;
331cf57b110SBarry Smith #if !defined(PETSC_USE_COMPLEX)
332cf57b110SBarry Smith     if (h < umin && h >= 0.0)      h = umin;
333cf57b110SBarry Smith     else if (h < 0.0 && h > -umin) h = -umin;
334cf57b110SBarry Smith #else
335cf57b110SBarry Smith     if (PetscAbsScalar(h) < umin && PetscRealPart(h) >= 0.0)     h = umin;
336cf57b110SBarry Smith     else if (PetscRealPart(h) < 0.0 && PetscAbsScalar(h) < umin) h = -umin;
337cf57b110SBarry Smith #endif
338cf57b110SBarry Smith     h     *= epsilon;
339cf57b110SBarry Smith 
340cf57b110SBarry Smith     ww[i-rstart] += h;
341cf57b110SBarry Smith     ierr = VecRestoreArray(w,&ww);CHKERRQ(ierr);
342cf57b110SBarry Smith     ierr          = (*ctx->funci)(i,w,&v,ctx->funcctx);CHKERRQ(ierr);
343cf57b110SBarry Smith     aa[i-rstart]  = (v - aa[i-rstart])/h;
344c5c390f1SBarry Smith 
345c5c390f1SBarry Smith     /* possibly shift and scale result */
346c5c390f1SBarry Smith     aa[i - rstart] = ctx->vshift + ctx->vscale*aa[i-rstart];
347c5c390f1SBarry Smith 
348cf57b110SBarry Smith     ierr = VecGetArray(w,&ww);CHKERRQ(ierr);
349cf57b110SBarry Smith     ww[i-rstart] -= h;
350cf57b110SBarry Smith     ierr = VecRestoreArray(w,&ww);CHKERRQ(ierr);
351cf57b110SBarry Smith   }
352cf57b110SBarry Smith   ierr = VecRestoreArray(a,&aa);CHKERRQ(ierr);
353cf57b110SBarry Smith   PetscFunctionReturn(0);
354cf57b110SBarry Smith }
355cf57b110SBarry Smith 
356cf57b110SBarry Smith #undef __FUNCT__
357c5c390f1SBarry Smith #define __FUNCT__ "MatShift_MFFD"
358dfbe8321SBarry Smith PetscErrorCode MatShift_MFFD(const PetscScalar *a,Mat Y)
359c5c390f1SBarry Smith {
360c5c390f1SBarry Smith   MatSNESMFCtx shell = (MatSNESMFCtx)Y->data;
361c5c390f1SBarry Smith   PetscFunctionBegin;
362c5c390f1SBarry Smith   shell->vshift += *a;
363c5c390f1SBarry Smith   PetscFunctionReturn(0);
364c5c390f1SBarry Smith }
365c5c390f1SBarry Smith 
366c5c390f1SBarry Smith #undef __FUNCT__
367c5c390f1SBarry Smith #define __FUNCT__ "MatScale_MFFD"
368dfbe8321SBarry Smith PetscErrorCode MatScale_MFFD(const PetscScalar *a,Mat Y)
369c5c390f1SBarry Smith {
370c5c390f1SBarry Smith   MatSNESMFCtx shell = (MatSNESMFCtx)Y->data;
371c5c390f1SBarry Smith   PetscFunctionBegin;
372c5c390f1SBarry Smith   shell->vscale *= *a;
373c5c390f1SBarry Smith   PetscFunctionReturn(0);
374c5c390f1SBarry Smith }
375c5c390f1SBarry Smith 
376c5c390f1SBarry Smith 
377c5c390f1SBarry Smith #undef __FUNCT__
3784a2ae208SSatish Balay #define __FUNCT__ "MatCreateSNESMF"
379a4d4d686SBarry Smith /*@C
38065f2ba5bSLois Curfman McInnes    MatCreateSNESMF - Creates a matrix-free matrix context for use with
38165f2ba5bSLois Curfman McInnes    a SNES solver.  This matrix can be used as the Jacobian argument for
38265f2ba5bSLois Curfman McInnes    the routine SNESSetJacobian().
383a4d4d686SBarry Smith 
384a4d4d686SBarry Smith    Collective on SNES and Vec
385a4d4d686SBarry Smith 
386a4d4d686SBarry Smith    Input Parameters:
387a4d4d686SBarry Smith +  snes - the SNES context
388a4d4d686SBarry Smith -  x - vector where SNES solution is to be stored.
389a4d4d686SBarry Smith 
390a4d4d686SBarry Smith    Output Parameter:
391a4d4d686SBarry Smith .  J - the matrix-free matrix
392a4d4d686SBarry Smith 
39315091d37SBarry Smith    Level: advanced
39415091d37SBarry Smith 
395a4d4d686SBarry Smith    Notes:
396a4d4d686SBarry Smith    The matrix-free matrix context merely contains the function pointers
397a4d4d686SBarry Smith    and work space for performing finite difference approximations of
39865f2ba5bSLois Curfman McInnes    Jacobian-vector products, F'(u)*a,
3999a6cb015SBarry Smith 
4009a6cb015SBarry Smith    The default code uses the following approach to compute h
401a4d4d686SBarry Smith 
402a4d4d686SBarry Smith .vb
40365f2ba5bSLois Curfman McInnes      F'(u)*a = [F(u+h*a) - F(u)]/h where
404a4d4d686SBarry Smith      h = error_rel*u'a/||a||^2                        if  |u'a| > umin*||a||_{1}
405a4d4d686SBarry Smith        = error_rel*umin*sign(u'a)*||a||_{1}/||a||^2   otherwise
406a4d4d686SBarry Smith  where
407a4d4d686SBarry Smith      error_rel = square root of relative error in function evaluation
408a4d4d686SBarry Smith      umin = minimum iterate parameter
409a4d4d686SBarry Smith .ve
410a4d4d686SBarry Smith 
4115a655dc6SBarry Smith    The user can set the error_rel via MatSNESMFSetFunctionError() and
41265f2ba5bSLois Curfman McInnes    umin via MatSNESMFDefaultSetUmin(); see the nonlinear solvers chapter
41365f2ba5bSLois Curfman McInnes    of the users manual for details.
414a4d4d686SBarry Smith 
415a4d4d686SBarry Smith    The user should call MatDestroy() when finished with the matrix-free
416a4d4d686SBarry Smith    matrix context.
417a4d4d686SBarry Smith 
418a4d4d686SBarry Smith    Options Database Keys:
419a4d4d686SBarry Smith +  -snes_mf_err <error_rel> - Sets error_rel
4209a6cb015SBarry Smith .  -snes_mf_unim <umin> - Sets umin (for default PETSc routine that computes h only)
421a4d4d686SBarry Smith -  -snes_mf_ksp_monitor - KSP monitor routine that prints differencing h
422a4d4d686SBarry Smith 
423a4d4d686SBarry Smith .keywords: SNES, default, matrix-free, create, matrix
424a4d4d686SBarry Smith 
4255a655dc6SBarry Smith .seealso: MatDestroy(), MatSNESMFSetFunctionError(), MatSNESMFDefaultSetUmin()
4261d1367b7SBarry Smith           MatSNESMFSetHHistory(), MatSNESMFResetHHistory(), MatCreateMF(),
427fed8bd04SBarry Smith           MatSNESMFGetH(),MatSNESMFKSPMonitor(), MatSNESMFRegisterDynamic), MatSNESMFComputeJacobian()
428a4d4d686SBarry Smith 
429a4d4d686SBarry Smith @*/
430dfbe8321SBarry Smith PetscErrorCode MatCreateSNESMF(SNES snes,Vec x,Mat *J)
431a4d4d686SBarry Smith {
4321d1367b7SBarry Smith   MatSNESMFCtx   mfctx;
433dfbe8321SBarry Smith   PetscErrorCode ierr;
4341d1367b7SBarry Smith 
4351d1367b7SBarry Smith   PetscFunctionBegin;
4361d1367b7SBarry Smith   ierr = MatCreateMF(x,J);CHKERRQ(ierr);
4377e9d5209SBarry Smith 
4387e9d5209SBarry Smith   mfctx          = (MatSNESMFCtx)(*J)->data;
4391d1367b7SBarry Smith   mfctx->snes    = snes;
440b0a32e0cSBarry Smith   mfctx->usesnes = PETSC_TRUE;
441b0a32e0cSBarry Smith   PetscLogObjectParent(snes,*J);
4421d1367b7SBarry Smith   PetscFunctionReturn(0);
4431d1367b7SBarry Smith }
4441d1367b7SBarry Smith 
445cf3bea43SBarry Smith EXTERN_C_BEGIN
446cf3bea43SBarry Smith #undef __FUNCT__
447cf3bea43SBarry Smith #define __FUNCT__ "MatSNESMFSetBase_FD"
448dfbe8321SBarry Smith PetscErrorCode MatSNESMFSetBase_FD(Mat J,Vec U)
449cf3bea43SBarry Smith {
450dfbe8321SBarry Smith   PetscErrorCode ierr;
4517e9d5209SBarry Smith   MatSNESMFCtx   ctx = (MatSNESMFCtx)J->data;
452cf3bea43SBarry Smith 
453cf3bea43SBarry Smith   PetscFunctionBegin;
454cf3bea43SBarry Smith   ierr = MatSNESMFResetHHistory(J);CHKERRQ(ierr);
455cf3bea43SBarry Smith   ctx->current_u = U;
456cf3bea43SBarry Smith   ctx->usesnes   = PETSC_FALSE;
457958c9bccSBarry Smith   if (!ctx->w) {
458ba6a83e5SMatthew Knepley     ierr = VecDuplicate(ctx->current_u, &ctx->w);CHKERRQ(ierr);
459ba6a83e5SMatthew Knepley   }
460*32dfb669SBarry Smith   J->assembled = PETSC_TRUE;
461cf3bea43SBarry Smith   PetscFunctionReturn(0);
462cf3bea43SBarry Smith }
463cf3bea43SBarry Smith EXTERN_C_END
464cf3bea43SBarry Smith 
4656849ba73SBarry Smith typedef PetscErrorCode (*FCN3)(Vec,Vec,PetscScalar*,void*); /* force argument to next function to not be extern C*/
4665b7f0c42SBarry Smith EXTERN_C_BEGIN
4675b7f0c42SBarry Smith #undef __FUNCT__
4685b7f0c42SBarry Smith #define __FUNCT__ "MatSNESMFSetCheckh_FD"
469dfbe8321SBarry Smith PetscErrorCode MatSNESMFSetCheckh_FD(Mat J,FCN3 fun,void*ectx)
4705b7f0c42SBarry Smith {
4715b7f0c42SBarry Smith   MatSNESMFCtx ctx = (MatSNESMFCtx)J->data;
4725b7f0c42SBarry Smith 
4735b7f0c42SBarry Smith   PetscFunctionBegin;
4745b7f0c42SBarry Smith   ctx->checkh    = fun;
4755b7f0c42SBarry Smith   ctx->checkhctx = ectx;
4765b7f0c42SBarry Smith   PetscFunctionReturn(0);
4775b7f0c42SBarry Smith }
4785b7f0c42SBarry Smith EXTERN_C_END
4795b7f0c42SBarry Smith 
4804a2ae208SSatish Balay #undef __FUNCT__
4817e9d5209SBarry Smith #define __FUNCT__ "MatSNESMFSetFromOptions"
4827e9d5209SBarry Smith /*@
4837e9d5209SBarry Smith    MatSNESMFSetFromOptions - Sets the MatSNESMF options from the command line
4847e9d5209SBarry Smith    parameter.
4857e9d5209SBarry Smith 
4867e9d5209SBarry Smith    Collective on Mat
4877e9d5209SBarry Smith 
4887e9d5209SBarry Smith    Input Parameters:
4897e9d5209SBarry Smith .  mat - the matrix obtained with MatCreateSNESMF()
4907e9d5209SBarry Smith 
4917e9d5209SBarry Smith    Options Database Keys:
4927e9d5209SBarry Smith +  -snes_mf_type - <default,wp>
4937e9d5209SBarry Smith -  -snes_mf_err - square root of estimated relative error in function evaluation
4947e9d5209SBarry Smith -  -snes_mf_period - how often h is recomputed, defaults to 1, everytime
4957e9d5209SBarry Smith 
4967e9d5209SBarry Smith    Level: advanced
4977e9d5209SBarry Smith 
4987e9d5209SBarry Smith .keywords: SNES, matrix-free, parameters
4997e9d5209SBarry Smith 
5007e9d5209SBarry Smith .seealso: MatCreateSNESMF(),MatSNESMFSetHHistory(),
5017e9d5209SBarry Smith           MatSNESMFResetHHistory(), MatSNESMFKSPMonitor()
5027e9d5209SBarry Smith @*/
503dfbe8321SBarry Smith PetscErrorCode MatSNESMFSetFromOptions(Mat mat)
5047e9d5209SBarry Smith {
5057e9d5209SBarry Smith   MatSNESMFCtx   mfctx = (MatSNESMFCtx)mat->data;
506dfbe8321SBarry Smith   PetscErrorCode ierr;
5077e9d5209SBarry Smith   PetscTruth     flg;
5087e9d5209SBarry Smith   char           ftype[256];
5097e9d5209SBarry Smith 
5107e9d5209SBarry Smith   PetscFunctionBegin;
5117e9d5209SBarry Smith   if (!MatSNESMFRegisterAllCalled) {ierr = MatSNESMFRegisterAll(PETSC_NULL);CHKERRQ(ierr);}
5127e9d5209SBarry Smith 
5137e9d5209SBarry Smith   ierr = PetscOptionsBegin(mfctx->comm,mfctx->prefix,"Set matrix free computation parameters","MatSNESMF");CHKERRQ(ierr);
5147e9d5209SBarry Smith   ierr = PetscOptionsList("-snes_mf_type","Matrix free type","MatSNESMFSetType",MatSNESMPetscFList,mfctx->type_name,ftype,256,&flg);CHKERRQ(ierr);
5157e9d5209SBarry Smith   if (flg) {
5167e9d5209SBarry Smith     ierr = MatSNESMFSetType(mat,ftype);CHKERRQ(ierr);
5177e9d5209SBarry Smith   }
5187e9d5209SBarry Smith 
51987828ca2SBarry Smith   ierr = PetscOptionsReal("-snes_mf_err","set sqrt relative error in function","MatSNESMFSetFunctionError",mfctx->error_rel,&mfctx->error_rel,0);CHKERRQ(ierr);
5207e9d5209SBarry Smith   ierr = PetscOptionsInt("-snes_mf_period","how often h is recomputed","MatSNESMFSetPeriod",mfctx->recomputeperiod,&mfctx->recomputeperiod,0);CHKERRQ(ierr);
5217e9d5209SBarry Smith   if (mfctx->snes) {
5227e9d5209SBarry Smith     ierr = PetscOptionsName("-snes_mf_ksp_monitor","Monitor matrix-free parameters","MatSNESMFKSPMonitor",&flg);CHKERRQ(ierr);
5237e9d5209SBarry Smith     if (flg) {
5247e9d5209SBarry Smith       KSP ksp;
52594b7f48cSBarry Smith       ierr = SNESGetKSP(mfctx->snes,&ksp);CHKERRQ(ierr);
5267e9d5209SBarry Smith       ierr = KSPSetMonitor(ksp,MatSNESMFKSPMonitor,PETSC_NULL,0);CHKERRQ(ierr);
5277e9d5209SBarry Smith     }
5287e9d5209SBarry Smith   }
5295b7f0c42SBarry Smith   ierr = PetscOptionsName("-snes_mf_check_positivity","Insure that U + h*a is nonnegative","MatSNESMFSetCheckh",&flg);CHKERRQ(ierr);
5305b7f0c42SBarry Smith   if (flg) {
5315b7f0c42SBarry Smith     ierr = MatSNESMFSetCheckh(mat,MatSNESMFCheckPositivity,0);CHKERRQ(ierr);
5325b7f0c42SBarry Smith   }
5337e9d5209SBarry Smith   if (mfctx->ops->setfromoptions) {
5347e9d5209SBarry Smith     ierr = (*mfctx->ops->setfromoptions)(mfctx);CHKERRQ(ierr);
5357e9d5209SBarry Smith   }
5367e9d5209SBarry Smith   ierr = PetscOptionsEnd();CHKERRQ(ierr);
5377e9d5209SBarry Smith   PetscFunctionReturn(0);
5387e9d5209SBarry Smith }
5397e9d5209SBarry Smith 
5400bad9183SKris Buschelman /*MC
541fafad747SKris Buschelman   MATMFFD - MATMFFD = "mffd" - A matrix free matrix type.
5420bad9183SKris Buschelman 
5430bad9183SKris Buschelman   Level: advanced
5440bad9183SKris Buschelman 
5450bad9183SKris Buschelman .seealso: MatCreateMF, MatCreateSNESMF
5460bad9183SKris Buschelman M*/
547fe93831dSBarry Smith EXTERN_C_BEGIN
5487e9d5209SBarry Smith #undef __FUNCT__
5497e9d5209SBarry Smith #define __FUNCT__ "MatCreate_MFFD"
550dfbe8321SBarry Smith PetscErrorCode MatCreate_MFFD(Mat A)
5517e9d5209SBarry Smith {
5527e9d5209SBarry Smith   MatSNESMFCtx mfctx;
553dfbe8321SBarry Smith   PetscErrorCode ierr;
5547e9d5209SBarry Smith 
5557e9d5209SBarry Smith   PetscFunctionBegin;
5566e087cb5SMatthew Knepley #ifndef PETSC_USE_DYNAMIC_LIBRARIES
5576e087cb5SMatthew Knepley   ierr = SNESInitializePackage(PETSC_NULL);CHKERRQ(ierr);
5586e087cb5SMatthew Knepley #endif
5596e087cb5SMatthew Knepley 
5608a124369SBarry Smith   PetscHeaderCreate(mfctx,_p_MatSNESMFCtx,struct _MFOps,MATSNESMFCTX_COOKIE,0,"SNESMF",A->comm,MatDestroy_MFFD,MatView_MFFD);
5617e9d5209SBarry Smith   PetscLogObjectCreate(mfctx);
5627e9d5209SBarry Smith   mfctx->sp              = 0;
5637e9d5209SBarry Smith   mfctx->snes            = 0;
56477d8c4bbSBarry Smith   mfctx->error_rel       = PETSC_SQRT_MACHINE_EPSILON;
5657e9d5209SBarry Smith   mfctx->recomputeperiod = 1;
5667e9d5209SBarry Smith   mfctx->count           = 0;
5677e9d5209SBarry Smith   mfctx->currenth        = 0.0;
5687e9d5209SBarry Smith   mfctx->historyh        = PETSC_NULL;
5697e9d5209SBarry Smith   mfctx->ncurrenth       = 0;
5707e9d5209SBarry Smith   mfctx->maxcurrenth     = 0;
5717e9d5209SBarry Smith   mfctx->type_name       = 0;
5727e9d5209SBarry Smith   mfctx->usesnes         = PETSC_FALSE;
5737e9d5209SBarry Smith 
574c5c390f1SBarry Smith   mfctx->vshift          = 0.0;
575c5c390f1SBarry Smith   mfctx->vscale          = 1.0;
576c5c390f1SBarry Smith 
5777e9d5209SBarry Smith   /*
5787e9d5209SBarry Smith      Create the empty data structure to contain compute-h routines.
5797e9d5209SBarry Smith      These will be filled in below from the command line options or
5807e9d5209SBarry Smith      a later call with MatSNESMFSetType() or if that is not called
5818a124369SBarry Smith      then it will default in the first use of MatMult_MFFD()
5827e9d5209SBarry Smith   */
5837e9d5209SBarry Smith   mfctx->ops->compute        = 0;
5847e9d5209SBarry Smith   mfctx->ops->destroy        = 0;
5857e9d5209SBarry Smith   mfctx->ops->view           = 0;
5867e9d5209SBarry Smith   mfctx->ops->setfromoptions = 0;
5877e9d5209SBarry Smith   mfctx->hctx                = 0;
5887e9d5209SBarry Smith 
5897e9d5209SBarry Smith   mfctx->func                = 0;
5907e9d5209SBarry Smith   mfctx->funcctx             = 0;
5917e9d5209SBarry Smith   mfctx->funcvec             = 0;
592ba6a83e5SMatthew Knepley   mfctx->w                   = PETSC_NULL;
5937e9d5209SBarry Smith 
59465df01d8SBarry Smith   A->data                = mfctx;
5957e9d5209SBarry Smith 
5968a124369SBarry Smith   A->ops->mult           = MatMult_MFFD;
5978a124369SBarry Smith   A->ops->destroy        = MatDestroy_MFFD;
5988a124369SBarry Smith   A->ops->view           = MatView_MFFD;
5998a124369SBarry Smith   A->ops->assemblyend    = MatAssemblyEnd_MFFD;
6008a124369SBarry Smith   A->ops->getdiagonal    = MatGetDiagonal_MFFD;
601c5c390f1SBarry Smith   A->ops->scale          = MatScale_MFFD;
602c5c390f1SBarry Smith   A->ops->shift          = MatShift_MFFD;
60365df01d8SBarry Smith   A->ops->setfromoptions = MatSNESMFSetFromOptions;
604*32dfb669SBarry Smith   A->assembled = PETSC_TRUE;
6057e9d5209SBarry Smith 
60665df01d8SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)A,"MatSNESMFSetBase_C","MatSNESMFSetBase_FD",MatSNESMFSetBase_FD);CHKERRQ(ierr);
607c5c390f1SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)A,"MatSNESMFSetFunctioniBase_C","MatSNESMFSetFunctioniBase_FD",MatSNESMFSetFunctioniBase_FD);CHKERRQ(ierr);
60887828ca2SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)A,"MatSNESMFSetFunctioni_C","MatSNESMFSetFunctioni_FD",MatSNESMFSetFunctioni_FD);CHKERRQ(ierr);
6095b7f0c42SBarry Smith   ierr = PetscObjectComposeFunctionDynamic((PetscObject)A,"MatSNESMFSetCheckh_C","MatSNESMFSetCheckh_FD",MatSNESMFSetCheckh_FD);CHKERRQ(ierr);
61065df01d8SBarry Smith   mfctx->mat = A;
6117e9d5209SBarry Smith 
6127e9d5209SBarry Smith   PetscFunctionReturn(0);
6137e9d5209SBarry Smith }
614fe93831dSBarry Smith EXTERN_C_END
6157e9d5209SBarry Smith 
6167e9d5209SBarry Smith #undef __FUNCT__
6174a2ae208SSatish Balay #define __FUNCT__ "MatCreateMF"
6181d1367b7SBarry Smith /*@C
6191d1367b7SBarry Smith    MatCreateMF - Creates a matrix-free matrix. See also MatCreateSNESMF()
6201d1367b7SBarry Smith 
6211d1367b7SBarry Smith    Collective on Vec
6221d1367b7SBarry Smith 
6231d1367b7SBarry Smith    Input Parameters:
6241d1367b7SBarry Smith .  x - vector that defines layout of the vectors and matrices
6251d1367b7SBarry Smith 
6261d1367b7SBarry Smith    Output Parameter:
6271d1367b7SBarry Smith .  J - the matrix-free matrix
6281d1367b7SBarry Smith 
6291d1367b7SBarry Smith    Level: advanced
6301d1367b7SBarry Smith 
6311d1367b7SBarry Smith    Notes:
6321d1367b7SBarry Smith    The matrix-free matrix context merely contains the function pointers
6331d1367b7SBarry Smith    and work space for performing finite difference approximations of
6341d1367b7SBarry Smith    Jacobian-vector products, F'(u)*a,
6351d1367b7SBarry Smith 
6361d1367b7SBarry Smith    The default code uses the following approach to compute h
6371d1367b7SBarry Smith 
6381d1367b7SBarry Smith .vb
6391d1367b7SBarry Smith      F'(u)*a = [F(u+h*a) - F(u)]/h where
6401d1367b7SBarry Smith      h = error_rel*u'a/||a||^2                        if  |u'a| > umin*||a||_{1}
6411d1367b7SBarry Smith        = error_rel*umin*sign(u'a)*||a||_{1}/||a||^2   otherwise
6421d1367b7SBarry Smith  where
6431d1367b7SBarry Smith      error_rel = square root of relative error in function evaluation
6441d1367b7SBarry Smith      umin = minimum iterate parameter
6451d1367b7SBarry Smith .ve
6461d1367b7SBarry Smith 
6471d1367b7SBarry Smith    The user can set the error_rel via MatSNESMFSetFunctionError() and
6481d1367b7SBarry Smith    umin via MatSNESMFDefaultSetUmin(); see the nonlinear solvers chapter
6491d1367b7SBarry Smith    of the users manual for details.
6501d1367b7SBarry Smith 
6511d1367b7SBarry Smith    The user should call MatDestroy() when finished with the matrix-free
6521d1367b7SBarry Smith    matrix context.
6531d1367b7SBarry Smith 
6541d1367b7SBarry Smith    Options Database Keys:
6551d1367b7SBarry Smith +  -snes_mf_err <error_rel> - Sets error_rel
6561d1367b7SBarry Smith .  -snes_mf_unim <umin> - Sets umin (for default PETSc routine that computes h only)
6575b7f0c42SBarry Smith .  -snes_mf_ksp_monitor - KSP monitor routine that prints differencing h
6585b7f0c42SBarry Smith -  -snes_mf_check_positivity
6591d1367b7SBarry Smith 
6601d1367b7SBarry Smith .keywords: default, matrix-free, create, matrix
6611d1367b7SBarry Smith 
6621d1367b7SBarry Smith .seealso: MatDestroy(), MatSNESMFSetFunctionError(), MatSNESMFDefaultSetUmin()
6631d1367b7SBarry Smith           MatSNESMFSetHHistory(), MatSNESMFResetHHistory(), MatCreateSNESMF(),
664fed8bd04SBarry Smith           MatSNESMFGetH(),MatSNESMFKSPMonitor(), MatSNESMFRegisterDynamic),, MatSNESMFComputeJacobian()
6651d1367b7SBarry Smith 
6661d1367b7SBarry Smith @*/
667dfbe8321SBarry Smith PetscErrorCode MatCreateMF(Vec x,Mat *J)
6681d1367b7SBarry Smith {
669a4d4d686SBarry Smith   MPI_Comm       comm;
6706849ba73SBarry Smith   PetscErrorCode ierr;
671a7cc72afSBarry Smith   PetscInt       n,nloc;
672a4d4d686SBarry Smith 
673a4d4d686SBarry Smith   PetscFunctionBegin;
6741d1367b7SBarry Smith   ierr = PetscObjectGetComm((PetscObject)x,&comm);CHKERRQ(ierr);
67565df01d8SBarry Smith   ierr = VecGetSize(x,&n);CHKERRQ(ierr);
67665df01d8SBarry Smith   ierr = VecGetLocalSize(x,&nloc);CHKERRQ(ierr);
6777e9d5209SBarry Smith   ierr = MatCreate(comm,nloc,nloc,n,n,J);CHKERRQ(ierr);
678e56c5435SBarry Smith   ierr = MatRegisterDynamic(MATMFFD,0,"MatCreate_MFFD",MatCreate_MFFD);CHKERRQ(ierr);
67965df01d8SBarry Smith   ierr = MatSetType(*J,MATMFFD);CHKERRQ(ierr);
6809a6cb015SBarry Smith   PetscFunctionReturn(0);
6819a6cb015SBarry Smith }
6829a6cb015SBarry Smith 
683a4d4d686SBarry Smith 
6844a2ae208SSatish Balay #undef __FUNCT__
6854a2ae208SSatish Balay #define __FUNCT__ "MatSNESMFGetH"
686a4d4d686SBarry Smith /*@
68765f2ba5bSLois Curfman McInnes    MatSNESMFGetH - Gets the last value that was used as the differencing
688a4d4d686SBarry Smith    parameter.
689a4d4d686SBarry Smith 
690a4d4d686SBarry Smith    Not Collective
691a4d4d686SBarry Smith 
692a4d4d686SBarry Smith    Input Parameters:
6935a655dc6SBarry Smith .  mat - the matrix obtained with MatCreateSNESMF()
694a4d4d686SBarry Smith 
695a4d4d686SBarry Smith    Output Paramter:
696a4d4d686SBarry Smith .  h - the differencing step size
697a4d4d686SBarry Smith 
69815091d37SBarry Smith    Level: advanced
69915091d37SBarry Smith 
700a4d4d686SBarry Smith .keywords: SNES, matrix-free, parameters
701a4d4d686SBarry Smith 
7025a655dc6SBarry Smith .seealso: MatCreateSNESMF(),MatSNESMFSetHHistory(),
7035a655dc6SBarry Smith           MatSNESMFResetHHistory(),MatSNESMFKSPMonitor()
704a4d4d686SBarry Smith @*/
705dfbe8321SBarry Smith PetscErrorCode MatSNESMFGetH(Mat mat,PetscScalar *h)
706a4d4d686SBarry Smith {
7077e9d5209SBarry Smith   MatSNESMFCtx ctx = (MatSNESMFCtx)mat->data;
708a4d4d686SBarry Smith 
709a4d4d686SBarry Smith   PetscFunctionBegin;
710a4d4d686SBarry Smith   *h = ctx->currenth;
711a4d4d686SBarry Smith   PetscFunctionReturn(0);
712a4d4d686SBarry Smith }
713a4d4d686SBarry Smith 
7144a2ae208SSatish Balay #undef __FUNCT__
7154a2ae208SSatish Balay #define __FUNCT__ "MatSNESMFKSPMonitor"
716a4d4d686SBarry Smith /*
7175a655dc6SBarry Smith    MatSNESMFKSPMonitor - A KSP monitor for use with the default PETSc
71865f2ba5bSLois Curfman McInnes    SNES matrix free routines. Prints the differencing parameter used at
71965f2ba5bSLois Curfman McInnes    each step.
720a4d4d686SBarry Smith */
721a7cc72afSBarry Smith PetscErrorCode MatSNESMFKSPMonitor(KSP ksp,PetscInt n,PetscReal rnorm,void *dummy)
722a4d4d686SBarry Smith {
723a4d4d686SBarry Smith   PC             pc;
7245a655dc6SBarry Smith   MatSNESMFCtx   ctx;
725dfbe8321SBarry Smith   PetscErrorCode ierr;
726a4d4d686SBarry Smith   Mat            mat;
727a4d4d686SBarry Smith   MPI_Comm       comm;
728a4d4d686SBarry Smith   PetscTruth     nonzeroinitialguess;
729a4d4d686SBarry Smith 
730a4d4d686SBarry Smith   PetscFunctionBegin;
731a4d4d686SBarry Smith   ierr = PetscObjectGetComm((PetscObject)ksp,&comm);CHKERRQ(ierr);
732a4d4d686SBarry Smith   ierr = KSPGetPC(ksp,&pc);CHKERRQ(ierr);
733a4d4d686SBarry Smith   ierr = KSPGetInitialGuessNonzero(ksp,&nonzeroinitialguess);CHKERRQ(ierr);
734a4d4d686SBarry Smith   ierr = PCGetOperators(pc,&mat,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr);
7357e9d5209SBarry Smith   ctx  = (MatSNESMFCtx)mat->data;
7367e9d5209SBarry Smith 
737a4d4d686SBarry Smith   if (n > 0 || nonzeroinitialguess) {
738aa482453SBarry Smith #if defined(PETSC_USE_COMPLEX)
73977431f27SBarry Smith     ierr = PetscPrintf(comm,"%D KSP Residual norm %14.12e h %g + %g i\n",n,rnorm,
740329f5518SBarry Smith                 PetscRealPart(ctx->currenth),PetscImaginaryPart(ctx->currenth));CHKERRQ(ierr);
741a4d4d686SBarry Smith #else
74277431f27SBarry Smith     ierr = PetscPrintf(comm,"%D KSP Residual norm %14.12e h %g \n",n,rnorm,ctx->currenth);CHKERRQ(ierr);
743a4d4d686SBarry Smith #endif
744a4d4d686SBarry Smith   } else {
74577431f27SBarry Smith     ierr = PetscPrintf(comm,"%D KSP Residual norm %14.12e\n",n,rnorm);CHKERRQ(ierr);
746a4d4d686SBarry Smith   }
747a4d4d686SBarry Smith   PetscFunctionReturn(0);
748a4d4d686SBarry Smith }
749a4d4d686SBarry Smith 
7504a2ae208SSatish Balay #undef __FUNCT__
7514a2ae208SSatish Balay #define __FUNCT__ "MatSNESMFSetFunction"
75285614651SBarry Smith /*@C
75385614651SBarry Smith    MatSNESMFSetFunction - Sets the function used in applying the matrix free.
75485614651SBarry Smith 
75585614651SBarry Smith    Collective on Mat
75685614651SBarry Smith 
75785614651SBarry Smith    Input Parameters:
75885614651SBarry Smith +  mat - the matrix free matrix created via MatCreateSNESMF()
75985614651SBarry Smith .  v   - workspace vector
76085614651SBarry Smith .  func - the function to use
76185614651SBarry Smith -  funcctx - optional function context passed to function
76285614651SBarry Smith 
76385614651SBarry Smith    Level: advanced
76485614651SBarry Smith 
76585614651SBarry Smith    Notes:
76685614651SBarry Smith     If you use this you MUST call MatAssemblyBegin()/MatAssemblyEnd() on the matrix free
76785614651SBarry Smith     matrix inside your compute Jacobian routine
76885614651SBarry Smith 
76985614651SBarry Smith     If this is not set then it will use the function set with SNESSetFunction()
77085614651SBarry Smith 
77185614651SBarry Smith .keywords: SNES, matrix-free, function
77285614651SBarry Smith 
77385614651SBarry Smith .seealso: MatCreateSNESMF(),MatSNESMFGetH(),
77485614651SBarry Smith           MatSNESMFSetHHistory(), MatSNESMFResetHHistory(),
77585614651SBarry Smith           MatSNESMFKSPMonitor(), SNESetFunction()
77685614651SBarry Smith @*/
7776849ba73SBarry Smith PetscErrorCode MatSNESMFSetFunction(Mat mat,Vec v,PetscErrorCode (*func)(SNES,Vec,Vec,void *),void *funcctx)
77885614651SBarry Smith {
7797e9d5209SBarry Smith   MatSNESMFCtx ctx = (MatSNESMFCtx)mat->data;
78085614651SBarry Smith 
78185614651SBarry Smith   PetscFunctionBegin;
78285614651SBarry Smith   ctx->func    = func;
78385614651SBarry Smith   ctx->funcctx = funcctx;
78485614651SBarry Smith   ctx->funcvec = v;
78585614651SBarry Smith   PetscFunctionReturn(0);
78685614651SBarry Smith }
78785614651SBarry Smith 
788cf57b110SBarry Smith #undef __FUNCT__
789cf57b110SBarry Smith #define __FUNCT__ "MatSNESMFSetFunctioni"
790cf57b110SBarry Smith /*@C
791cf57b110SBarry Smith    MatSNESMFSetFunctioni - Sets the function for a single component
792cf57b110SBarry Smith 
793cf57b110SBarry Smith    Collective on Mat
794cf57b110SBarry Smith 
795cf57b110SBarry Smith    Input Parameters:
796cf57b110SBarry Smith +  mat - the matrix free matrix created via MatCreateSNESMF()
797cf57b110SBarry Smith -  funci - the function to use
798cf57b110SBarry Smith 
799cf57b110SBarry Smith    Level: advanced
800cf57b110SBarry Smith 
801cf57b110SBarry Smith    Notes:
802cf57b110SBarry Smith     If you use this you MUST call MatAssemblyBegin()/MatAssemblyEnd() on the matrix free
803cf57b110SBarry Smith     matrix inside your compute Jacobian routine
804cf57b110SBarry Smith 
805cf57b110SBarry Smith 
806cf57b110SBarry Smith .keywords: SNES, matrix-free, function
807cf57b110SBarry Smith 
808cf57b110SBarry Smith .seealso: MatCreateSNESMF(),MatSNESMFGetH(),
809cf57b110SBarry Smith           MatSNESMFSetHHistory(), MatSNESMFResetHHistory(),
810cf57b110SBarry Smith           MatSNESMFKSPMonitor(), SNESetFunction()
811cf57b110SBarry Smith @*/
812a7cc72afSBarry Smith PetscErrorCode MatSNESMFSetFunctioni(Mat mat,PetscErrorCode (*funci)(PetscInt,Vec,PetscScalar*,void *))
813cf57b110SBarry Smith {
814a7cc72afSBarry Smith   PetscErrorCode ierr,(*f)(Mat,PetscErrorCode (*)(PetscInt,Vec,PetscScalar*,void *));
815cf57b110SBarry Smith 
816cf57b110SBarry Smith   PetscFunctionBegin;
8174482741eSBarry Smith   PetscValidHeaderSpecific(mat,MAT_COOKIE,1);
818c134de8dSSatish Balay   ierr = PetscObjectQueryFunction((PetscObject)mat,"MatSNESMFSetFunctioni_C",(void (**)(void))&f);CHKERRQ(ierr);
81987828ca2SBarry Smith   if (f) {
82087828ca2SBarry Smith     ierr = (*f)(mat,funci);CHKERRQ(ierr);
82187828ca2SBarry Smith   }
822cf57b110SBarry Smith   PetscFunctionReturn(0);
823cf57b110SBarry Smith }
824cf57b110SBarry Smith 
82587828ca2SBarry Smith 
826cf57b110SBarry Smith #undef __FUNCT__
827cf57b110SBarry Smith #define __FUNCT__ "MatSNESMFSetFunctioniBase"
828cf57b110SBarry Smith /*@C
829cf57b110SBarry Smith    MatSNESMFSetFunctioniBase - Sets the base vector for a single component function evaluation
830cf57b110SBarry Smith 
831cf57b110SBarry Smith    Collective on Mat
832cf57b110SBarry Smith 
833cf57b110SBarry Smith    Input Parameters:
834cf57b110SBarry Smith +  mat - the matrix free matrix created via MatCreateSNESMF()
835cf57b110SBarry Smith -  func - the function to use
836cf57b110SBarry Smith 
837cf57b110SBarry Smith    Level: advanced
838cf57b110SBarry Smith 
839cf57b110SBarry Smith    Notes:
840cf57b110SBarry Smith     If you use this you MUST call MatAssemblyBegin()/MatAssemblyEnd() on the matrix free
841cf57b110SBarry Smith     matrix inside your compute Jacobian routine
842cf57b110SBarry Smith 
843cf57b110SBarry Smith 
844cf57b110SBarry Smith .keywords: SNES, matrix-free, function
845cf57b110SBarry Smith 
846cf57b110SBarry Smith .seealso: MatCreateSNESMF(),MatSNESMFGetH(),
847cf57b110SBarry Smith           MatSNESMFSetHHistory(), MatSNESMFResetHHistory(),
848cf57b110SBarry Smith           MatSNESMFKSPMonitor(), SNESetFunction()
849cf57b110SBarry Smith @*/
8506849ba73SBarry Smith PetscErrorCode MatSNESMFSetFunctioniBase(Mat mat,PetscErrorCode (*func)(Vec,void *))
851cf57b110SBarry Smith {
8526849ba73SBarry Smith   PetscErrorCode ierr,(*f)(Mat,PetscErrorCode (*)(Vec,void *));
853cf57b110SBarry Smith 
854cf57b110SBarry Smith   PetscFunctionBegin;
8554482741eSBarry Smith   PetscValidHeaderSpecific(mat,MAT_COOKIE,1);
856c134de8dSSatish Balay   ierr = PetscObjectQueryFunction((PetscObject)mat,"MatSNESMFSetFunctioniBase_C",(void (**)(void))&f);CHKERRQ(ierr);
85787828ca2SBarry Smith   if (f) {
85887828ca2SBarry Smith     ierr = (*f)(mat,func);CHKERRQ(ierr);
85987828ca2SBarry Smith   }
860cf57b110SBarry Smith   PetscFunctionReturn(0);
861cf57b110SBarry Smith }
862cf57b110SBarry Smith 
86385614651SBarry Smith 
8644a2ae208SSatish Balay #undef __FUNCT__
8654a2ae208SSatish Balay #define __FUNCT__ "MatSNESMFSetPeriod"
866329f5518SBarry Smith /*@
867329f5518SBarry Smith    MatSNESMFSetPeriod - Sets how often h is recomputed, by default it is everytime
868329f5518SBarry Smith 
869329f5518SBarry Smith    Collective on Mat
870329f5518SBarry Smith 
871329f5518SBarry Smith    Input Parameters:
872329f5518SBarry Smith +  mat - the matrix free matrix created via MatCreateSNESMF()
873329f5518SBarry Smith -  period - 1 for everytime, 2 for every second etc
874329f5518SBarry Smith 
875329f5518SBarry Smith    Options Database Keys:
876329f5518SBarry Smith +  -snes_mf_period <period>
877329f5518SBarry Smith 
878329f5518SBarry Smith    Level: advanced
879329f5518SBarry Smith 
880329f5518SBarry Smith 
881329f5518SBarry Smith .keywords: SNES, matrix-free, parameters
882329f5518SBarry Smith 
883329f5518SBarry Smith .seealso: MatCreateSNESMF(),MatSNESMFGetH(),
884329f5518SBarry Smith           MatSNESMFSetHHistory(), MatSNESMFResetHHistory(),
885329f5518SBarry Smith           MatSNESMFKSPMonitor()
886329f5518SBarry Smith @*/
887a7cc72afSBarry Smith PetscErrorCode MatSNESMFSetPeriod(Mat mat,PetscInt period)
888329f5518SBarry Smith {
8897e9d5209SBarry Smith   MatSNESMFCtx ctx = (MatSNESMFCtx)mat->data;
890329f5518SBarry Smith 
891329f5518SBarry Smith   PetscFunctionBegin;
892329f5518SBarry Smith   ctx->recomputeperiod = period;
893329f5518SBarry Smith   PetscFunctionReturn(0);
894329f5518SBarry Smith }
895329f5518SBarry Smith 
8964a2ae208SSatish Balay #undef __FUNCT__
8974a2ae208SSatish Balay #define __FUNCT__ "MatSNESMFSetFunctionError"
898a4d4d686SBarry Smith /*@
8995a655dc6SBarry Smith    MatSNESMFSetFunctionError - Sets the error_rel for the approximation of
900a4d4d686SBarry Smith    matrix-vector products using finite differences.
901a4d4d686SBarry Smith 
902a4d4d686SBarry Smith    Collective on Mat
903a4d4d686SBarry Smith 
904a4d4d686SBarry Smith    Input Parameters:
9055a655dc6SBarry Smith +  mat - the matrix free matrix created via MatCreateSNESMF()
9069a6cb015SBarry Smith -  error_rel - relative error (should be set to the square root of
907a4d4d686SBarry Smith                the relative error in the function evaluations)
908a4d4d686SBarry Smith 
90915091d37SBarry Smith    Options Database Keys:
91015091d37SBarry Smith +  -snes_mf_err <error_rel> - Sets error_rel
91115091d37SBarry Smith 
91215091d37SBarry Smith    Level: advanced
91315091d37SBarry Smith 
914a4d4d686SBarry Smith    Notes:
915a4d4d686SBarry Smith    The default matrix-free matrix-vector product routine computes
916a4d4d686SBarry Smith .vb
91765f2ba5bSLois Curfman McInnes      F'(u)*a = [F(u+h*a) - F(u)]/h where
918a4d4d686SBarry Smith      h = error_rel*u'a/||a||^2                        if  |u'a| > umin*||a||_{1}
919a4d4d686SBarry Smith        = error_rel*umin*sign(u'a)*||a||_{1}/||a||^2   else
920a4d4d686SBarry Smith .ve
921a4d4d686SBarry Smith 
922a4d4d686SBarry Smith .keywords: SNES, matrix-free, parameters
923a4d4d686SBarry Smith 
9245a655dc6SBarry Smith .seealso: MatCreateSNESMF(),MatSNESMFGetH(),
9255a655dc6SBarry Smith           MatSNESMFSetHHistory(), MatSNESMFResetHHistory(),
9265a655dc6SBarry Smith           MatSNESMFKSPMonitor()
927a4d4d686SBarry Smith @*/
928dfbe8321SBarry Smith PetscErrorCode MatSNESMFSetFunctionError(Mat mat,PetscReal error)
929a4d4d686SBarry Smith {
9307e9d5209SBarry Smith   MatSNESMFCtx ctx = (MatSNESMFCtx)mat->data;
931a4d4d686SBarry Smith 
932a4d4d686SBarry Smith   PetscFunctionBegin;
933a4d4d686SBarry Smith   if (error != PETSC_DEFAULT) ctx->error_rel = error;
934a4d4d686SBarry Smith   PetscFunctionReturn(0);
935a4d4d686SBarry Smith }
936a4d4d686SBarry Smith 
9374a2ae208SSatish Balay #undef __FUNCT__
9384a2ae208SSatish Balay #define __FUNCT__ "MatSNESMFAddNullSpace"
939a4d4d686SBarry Smith /*@
94065f2ba5bSLois Curfman McInnes    MatSNESMFAddNullSpace - Provides a null space that an operator is
94165f2ba5bSLois Curfman McInnes    supposed to have.  Since roundoff will create a small component in
94265f2ba5bSLois Curfman McInnes    the null space, if you know the null space you may have it
94365f2ba5bSLois Curfman McInnes    automatically removed.
944a4d4d686SBarry Smith 
945a4d4d686SBarry Smith    Collective on Mat
946a4d4d686SBarry Smith 
947a4d4d686SBarry Smith    Input Parameters:
948a4d4d686SBarry Smith +  J - the matrix-free matrix context
94974637425SBarry Smith -  nullsp - object created with MatNullSpaceCreate()
950a4d4d686SBarry Smith 
95115091d37SBarry Smith    Level: advanced
95215091d37SBarry Smith 
953a4d4d686SBarry Smith .keywords: SNES, matrix-free, null space
954a4d4d686SBarry Smith 
95574637425SBarry Smith .seealso: MatNullSpaceCreate(), MatSNESMFGetH(), MatCreateSNESMF(),
9565a655dc6SBarry Smith           MatSNESMFSetHHistory(), MatSNESMFResetHHistory(),
9575a655dc6SBarry Smith           MatSNESMFKSPMonitor(), MatSNESMFErrorRel()
958a4d4d686SBarry Smith @*/
959dfbe8321SBarry Smith PetscErrorCode MatSNESMFAddNullSpace(Mat J,MatNullSpace nullsp)
960a4d4d686SBarry Smith {
961dfbe8321SBarry Smith   PetscErrorCode ierr;
9627e9d5209SBarry Smith   MatSNESMFCtx   ctx = (MatSNESMFCtx)J->data;
963a4d4d686SBarry Smith   MPI_Comm       comm;
964a4d4d686SBarry Smith 
965a4d4d686SBarry Smith   PetscFunctionBegin;
9662d0c0e3bSBarry Smith   ierr = PetscObjectGetComm((PetscObject)J,&comm);CHKERRQ(ierr);
967a4d4d686SBarry Smith 
96885614651SBarry Smith   ctx->sp = nullsp;
96985614651SBarry Smith   ierr    = PetscObjectReference((PetscObject)nullsp);CHKERRQ(ierr);
970a4d4d686SBarry Smith   PetscFunctionReturn(0);
971a4d4d686SBarry Smith }
972a4d4d686SBarry Smith 
9734a2ae208SSatish Balay #undef __FUNCT__
9744a2ae208SSatish Balay #define __FUNCT__ "MatSNESMFSetHHistory"
975a4d4d686SBarry Smith /*@
97665f2ba5bSLois Curfman McInnes    MatSNESMFSetHHistory - Sets an array to collect a history of the
97765f2ba5bSLois Curfman McInnes    differencing values (h) computed for the matrix-free product.
978a4d4d686SBarry Smith 
979a4d4d686SBarry Smith    Collective on Mat
980a4d4d686SBarry Smith 
981a4d4d686SBarry Smith    Input Parameters:
982a4d4d686SBarry Smith +  J - the matrix-free matrix context
98365f2ba5bSLois Curfman McInnes .  histroy - space to hold the history
98465f2ba5bSLois Curfman McInnes -  nhistory - number of entries in history, if more entries are generated than
98565f2ba5bSLois Curfman McInnes               nhistory, then the later ones are discarded
986a4d4d686SBarry Smith 
98715091d37SBarry Smith    Level: advanced
98815091d37SBarry Smith 
989a4d4d686SBarry Smith    Notes:
99065f2ba5bSLois Curfman McInnes    Use MatSNESMFResetHHistory() to reset the history counter and collect
99165f2ba5bSLois Curfman McInnes    a new batch of differencing parameters, h.
992a4d4d686SBarry Smith 
993a4d4d686SBarry Smith .keywords: SNES, matrix-free, h history, differencing history
994a4d4d686SBarry Smith 
9955a655dc6SBarry Smith .seealso: MatSNESMFGetH(), MatCreateSNESMF(),
9965a655dc6SBarry Smith           MatSNESMFResetHHistory(),
9975a655dc6SBarry Smith           MatSNESMFKSPMonitor(), MatSNESMFSetFunctionError()
998a4d4d686SBarry Smith 
999a4d4d686SBarry Smith @*/
1000a7cc72afSBarry Smith PetscErrorCode MatSNESMFSetHHistory(Mat J,PetscScalar history[],PetscInt nhistory)
1001a4d4d686SBarry Smith {
10027e9d5209SBarry Smith   MatSNESMFCtx ctx = (MatSNESMFCtx)J->data;
1003a4d4d686SBarry Smith 
1004a4d4d686SBarry Smith   PetscFunctionBegin;
1005a4d4d686SBarry Smith   ctx->historyh    = history;
1006a4d4d686SBarry Smith   ctx->maxcurrenth = nhistory;
1007a4d4d686SBarry Smith   ctx->currenth    = 0;
1008a4d4d686SBarry Smith   PetscFunctionReturn(0);
1009a4d4d686SBarry Smith }
1010a4d4d686SBarry Smith 
10114a2ae208SSatish Balay #undef __FUNCT__
10124a2ae208SSatish Balay #define __FUNCT__ "MatSNESMFResetHHistory"
1013a4d4d686SBarry Smith /*@
10145a655dc6SBarry Smith    MatSNESMFResetHHistory - Resets the counter to zero to begin
1015a4d4d686SBarry Smith    collecting a new set of differencing histories.
1016a4d4d686SBarry Smith 
1017a4d4d686SBarry Smith    Collective on Mat
1018a4d4d686SBarry Smith 
1019a4d4d686SBarry Smith    Input Parameters:
1020a4d4d686SBarry Smith .  J - the matrix-free matrix context
1021a4d4d686SBarry Smith 
102215091d37SBarry Smith    Level: advanced
102315091d37SBarry Smith 
1024a4d4d686SBarry Smith    Notes:
102565f2ba5bSLois Curfman McInnes    Use MatSNESMFSetHHistory() to create the original history counter.
1026a4d4d686SBarry Smith 
1027a4d4d686SBarry Smith .keywords: SNES, matrix-free, h history, differencing history
1028a4d4d686SBarry Smith 
10295a655dc6SBarry Smith .seealso: MatSNESMFGetH(), MatCreateSNESMF(),
10305a655dc6SBarry Smith           MatSNESMFSetHHistory(),
10315a655dc6SBarry Smith           MatSNESMFKSPMonitor(), MatSNESMFSetFunctionError()
1032a4d4d686SBarry Smith 
1033a4d4d686SBarry Smith @*/
1034dfbe8321SBarry Smith PetscErrorCode MatSNESMFResetHHistory(Mat J)
1035a4d4d686SBarry Smith {
10367e9d5209SBarry Smith   MatSNESMFCtx ctx = (MatSNESMFCtx)J->data;
1037a4d4d686SBarry Smith 
1038a4d4d686SBarry Smith   PetscFunctionBegin;
1039be726c96SBarry Smith   ctx->ncurrenth    = 0;
1040a4d4d686SBarry Smith   PetscFunctionReturn(0);
1041a4d4d686SBarry Smith }
1042a4d4d686SBarry Smith 
10434a2ae208SSatish Balay #undef __FUNCT__
1044fed8bd04SBarry Smith #define __FUNCT__ "MatSNESMFComputeJacobian"
1045dfbe8321SBarry Smith PetscErrorCode MatSNESMFComputeJacobian(SNES snes,Vec x,Mat *jac,Mat *B,MatStructure *flag,void *dummy)
10461d1367b7SBarry Smith {
1047dfbe8321SBarry Smith   PetscErrorCode ierr;
10481d1367b7SBarry Smith   PetscFunctionBegin;
10491d1367b7SBarry Smith   ierr = MatAssemblyBegin(*jac,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
10501d1367b7SBarry Smith   ierr = MatAssemblyEnd(*jac,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
10511d1367b7SBarry Smith   PetscFunctionReturn(0);
10521d1367b7SBarry Smith }
10531d1367b7SBarry Smith 
10544a2ae208SSatish Balay #undef __FUNCT__
10554a2ae208SSatish Balay #define __FUNCT__ "MatSNESMFSetBase"
10565b7f0c42SBarry Smith /*@
10575b7f0c42SBarry Smith     MatSNESMFSetBase - Sets the vector U at which matrix vector products of the
10585b7f0c42SBarry Smith         Jacobian are computed
10595b7f0c42SBarry Smith 
10605b7f0c42SBarry Smith     Collective on Mat
10615b7f0c42SBarry Smith 
10625b7f0c42SBarry Smith     Input Parameters:
10635b7f0c42SBarry Smith +   J - the MatSNESMF matrix
10645b7f0c42SBarry Smith -   U - the vector
10655b7f0c42SBarry Smith 
10665b7f0c42SBarry Smith     Notes: This is rarely used directly
10675b7f0c42SBarry Smith 
10685b7f0c42SBarry Smith     Level: advanced
10695b7f0c42SBarry Smith 
10705b7f0c42SBarry Smith @*/
1071dfbe8321SBarry Smith PetscErrorCode MatSNESMFSetBase(Mat J,Vec U)
10721d1367b7SBarry Smith {
1073dfbe8321SBarry Smith   PetscErrorCode ierr,(*f)(Mat,Vec);
10741d1367b7SBarry Smith 
10751d1367b7SBarry Smith   PetscFunctionBegin;
10764482741eSBarry Smith   PetscValidHeaderSpecific(J,MAT_COOKIE,1);
10774482741eSBarry Smith   PetscValidHeaderSpecific(U,VEC_COOKIE,2);
1078c134de8dSSatish Balay   ierr = PetscObjectQueryFunction((PetscObject)J,"MatSNESMFSetBase_C",(void (**)(void))&f);CHKERRQ(ierr);
1079cf3bea43SBarry Smith   if (f) {
1080cf3bea43SBarry Smith     ierr = (*f)(J,U);CHKERRQ(ierr);
108149d4803aSBarry Smith   }
10821d1367b7SBarry Smith   PetscFunctionReturn(0);
10831d1367b7SBarry Smith }
1084cf57b110SBarry Smith 
10855b7f0c42SBarry Smith #undef __FUNCT__
10865b7f0c42SBarry Smith #define __FUNCT__ "MatSNESMFSetCheckh"
108761860be5SBarry Smith /*@C
10885b7f0c42SBarry Smith     MatSNESMFSetCheckh - Sets a function that checks the computed h and adjusts
10895b7f0c42SBarry Smith         it to satisfy some criteria
1090cf57b110SBarry Smith 
10915b7f0c42SBarry Smith     Collective on Mat
10925b7f0c42SBarry Smith 
10935b7f0c42SBarry Smith     Input Parameters:
10945b7f0c42SBarry Smith +   J - the MatSNESMF matrix
10955b7f0c42SBarry Smith .   fun - the function that checks h
10965b7f0c42SBarry Smith -   ctx - any context needed by the function
10975b7f0c42SBarry Smith 
10985b7f0c42SBarry Smith     Options Database Keys:
10995b7f0c42SBarry Smith .   -snes_mf_check_positivity
11005b7f0c42SBarry Smith 
11015b7f0c42SBarry Smith     Level: advanced
11025b7f0c42SBarry Smith 
11035b7f0c42SBarry Smith     Notes: For example, MatSNESMFSetCheckPositivity() insures that all entries
11045b7f0c42SBarry Smith        of U + h*a are non-negative
11055b7f0c42SBarry Smith 
11065b7f0c42SBarry Smith .seealso:  MatSNESMFSetCheckPositivity()
11075b7f0c42SBarry Smith @*/
11086849ba73SBarry Smith PetscErrorCode MatSNESMFSetCheckh(Mat J,PetscErrorCode (*fun)(Vec,Vec,PetscScalar*,void*),void* ctx)
11095b7f0c42SBarry Smith {
11106849ba73SBarry Smith   PetscErrorCode ierr,(*f)(Mat,PetscErrorCode (*)(Vec,Vec,PetscScalar*,void*),void*);
11115b7f0c42SBarry Smith 
11125b7f0c42SBarry Smith   PetscFunctionBegin;
11134482741eSBarry Smith   PetscValidHeaderSpecific(J,MAT_COOKIE,1);
11145b7f0c42SBarry Smith   ierr = PetscObjectQueryFunction((PetscObject)J,"MatSNESMFSetCheckh_C",(void (**)(void))&f);CHKERRQ(ierr);
11155b7f0c42SBarry Smith   if (f) {
11165b7f0c42SBarry Smith     ierr = (*f)(J,fun,ctx);CHKERRQ(ierr);
11175b7f0c42SBarry Smith   }
11185b7f0c42SBarry Smith   PetscFunctionReturn(0);
11195b7f0c42SBarry Smith }
11205b7f0c42SBarry Smith 
11215b7f0c42SBarry Smith #undef __FUNCT__
11225b7f0c42SBarry Smith #define __FUNCT__ "MatSNESMFSetCheckPositivity"
11235b7f0c42SBarry Smith /*@
11245b7f0c42SBarry Smith     MatSNESMFCheckPositivity - Checks that all entries in U + h*a are positive or
11255b7f0c42SBarry Smith         zero, decreases h until this is satisfied.
11265b7f0c42SBarry Smith 
11275b7f0c42SBarry Smith     Collective on Vec
11285b7f0c42SBarry Smith 
11295b7f0c42SBarry Smith     Input Parameters:
11305b7f0c42SBarry Smith +   U - base vector that is added to
11315b7f0c42SBarry Smith .   a - vector that is added
11325b7f0c42SBarry Smith .   h - scaling factor on a
11335b7f0c42SBarry Smith -   dummy - context variable (unused)
11345b7f0c42SBarry Smith 
11355b7f0c42SBarry Smith     Options Database Keys:
11365b7f0c42SBarry Smith .   -snes_mf_check_positivity
11375b7f0c42SBarry Smith 
11385b7f0c42SBarry Smith     Level: advanced
11395b7f0c42SBarry Smith 
11405b7f0c42SBarry Smith     Notes: This is rarely used directly, rather it is passed as an argument to
11415b7f0c42SBarry Smith            MatSNESMFSetCheckh()
11425b7f0c42SBarry Smith 
11435b7f0c42SBarry Smith .seealso:  MatSNESMFSetCheckh()
11445b7f0c42SBarry Smith @*/
1145dfbe8321SBarry Smith PetscErrorCode MatSNESMFCheckPositivity(Vec U,Vec a,PetscScalar *h,void *dummy)
11465b7f0c42SBarry Smith {
11475b7f0c42SBarry Smith   PetscReal      val, minval;
11485b7f0c42SBarry Smith   PetscScalar    *u_vec, *a_vec;
1149dfbe8321SBarry Smith   PetscErrorCode ierr;
1150a7cc72afSBarry Smith   PetscInt       i,n;
11515b7f0c42SBarry Smith   MPI_Comm       comm;
11525b7f0c42SBarry Smith 
11535b7f0c42SBarry Smith   PetscFunctionBegin;
11545b7f0c42SBarry Smith   ierr = PetscObjectGetComm((PetscObject)U,&comm);CHKERRQ(ierr);
11555b7f0c42SBarry Smith   ierr = VecGetArray(U,&u_vec);CHKERRQ(ierr);
11565b7f0c42SBarry Smith   ierr = VecGetArray(a,&a_vec);CHKERRQ(ierr);
1157a7cc72afSBarry Smith   ierr = VecGetLocalSize(U,&n);CHKERRQ(ierr);
115861860be5SBarry Smith   minval = PetscAbsScalar(*h*1.01);
1159a7cc72afSBarry Smith   for(i=0;i<n;i++) {
116061860be5SBarry Smith     if (PetscRealPart(u_vec[i] + *h*a_vec[i]) <= 0.0) {
116161860be5SBarry Smith       val = PetscAbsScalar(u_vec[i]/a_vec[i]);
11625b7f0c42SBarry Smith       if (val < minval) minval = val;
11635b7f0c42SBarry Smith     }
11645b7f0c42SBarry Smith   }
11655b7f0c42SBarry Smith   ierr = VecRestoreArray(U,&u_vec);CHKERRQ(ierr);
11665b7f0c42SBarry Smith   ierr = VecRestoreArray(a,&a_vec);CHKERRQ(ierr);
11675b7f0c42SBarry Smith   ierr = PetscGlobalMin(&minval,&val,comm);CHKERRQ(ierr);
116861860be5SBarry Smith   if (val <= PetscAbsScalar(*h)) {
116961860be5SBarry Smith     PetscLogInfo(U,"MatSNESMFCheckPositivity: Scaling back h from %g to %g\n",PetscRealPart(*h),.99*val);
117061860be5SBarry Smith     if (PetscRealPart(*h) > 0.0) *h =  0.99*val;
11715b7f0c42SBarry Smith     else                         *h = -0.99*val;
11725b7f0c42SBarry Smith   }
11735b7f0c42SBarry Smith   PetscFunctionReturn(0);
11745b7f0c42SBarry Smith }
1175cf57b110SBarry Smith 
1176cf57b110SBarry Smith 
1177cf57b110SBarry Smith 
1178cf57b110SBarry Smith 
1179cf57b110SBarry Smith 
1180cf57b110SBarry Smith 
1181cf57b110SBarry Smith 
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