xref: /petsc/src/tao/interface/fdiff.c (revision 65ba42b6ab3ec006bc8f22d89b4121d18fc8be1b)

#include <petsctao.h>         /*I  "petsctao.h"  I*/
#include <petsc/private/taoimpl.h>
#include <petscsnes.h>
#include <petscdmshell.h>

/*
   For finited difference computations of the Hessian, we use PETSc's SNESComputeJacobianDefault
*/
static PetscErrorCode Fsnes(SNES snes,Vec X,Vec G,void* ctx)
{
  Tao            tao = (Tao)ctx;

  PetscFunctionBegin;
  PetscValidHeaderSpecific(tao,TAO_CLASSID,4);
  PetscCall(TaoComputeGradient(tao,X,G));
  PetscFunctionReturn(0);
}

/*@C
  TaoDefaultComputeGradient - computes the gradient using finite differences.

  Collective on tao

  Input Parameters:
+ tao   - the Tao context
. X     - compute gradient at this point
- dummy - not used

  Output Parameter:
. G - Gradient Vector

  Options Database Key:
+ -tao_fd_gradient      - activates TaoDefaultComputeGradient()
- -tao_fd_delta <delta> - change in X used to calculate finite differences

  Level: advanced

  Notes:
  This routine is slow and expensive, and is not optimized
  to take advantage of sparsity in the problem.  Although
  not recommended for general use
  in large-scale applications, it can be useful in checking the
  correctness of a user-provided gradient.  Use the tao method TAOTEST
  to get an indication of whether your gradient is correct.
  This finite difference gradient evaluation can be set using the routine `TaoSetGradient()` or by using the command line option -tao_fd_gradient

.seealso: `Tao`, `TaoSetGradient()`
@*/
PetscErrorCode TaoDefaultComputeGradient(Tao tao,Vec Xin,Vec G,void *dummy)
{
  Vec            X;
  PetscScalar    *g;
  PetscReal      f, f2;
  PetscInt       low,high,N,i;
  PetscBool      flg;
  PetscReal      h=.5*PETSC_SQRT_MACHINE_EPSILON;

  PetscFunctionBegin;
  PetscCall(PetscOptionsGetReal(((PetscObject)tao)->options,((PetscObject)tao)->prefix,"-tao_fd_delta",&h,&flg));
  PetscCall(VecDuplicate(Xin,&X));
  PetscCall(VecCopy(Xin,X));
  PetscCall(VecGetSize(X,&N));
  PetscCall(VecGetOwnershipRange(X,&low,&high));
  PetscCall(VecSetOption(X,VEC_IGNORE_OFF_PROC_ENTRIES,PETSC_TRUE));
  PetscCall(VecGetArray(G,&g));
  for (i=0;i<N;i++) {
    PetscCall(VecSetValue(X,i,-h,ADD_VALUES));
    PetscCall(VecAssemblyBegin(X));
    PetscCall(VecAssemblyEnd(X));
    PetscCall(TaoComputeObjective(tao,X,&f));
    PetscCall(VecSetValue(X,i,2.0*h,ADD_VALUES));
    PetscCall(VecAssemblyBegin(X));
    PetscCall(VecAssemblyEnd(X));
    PetscCall(TaoComputeObjective(tao,X,&f2));
    PetscCall(VecSetValue(X,i,-h,ADD_VALUES));
    PetscCall(VecAssemblyBegin(X));
    PetscCall(VecAssemblyEnd(X));
    if (i>=low && i<high) {
      g[i-low]=(f2-f)/(2.0*h);
    }
  }
  PetscCall(VecRestoreArray(G,&g));
  PetscCall(VecDestroy(&X));
  PetscFunctionReturn(0);
}

/*@C
   TaoDefaultComputeHessian - Computes the Hessian using finite differences.

   Collective on tao

   Input Parameters:
+  tao   - the Tao context
.  V     - compute Hessian at this point
-  dummy - not used

   Output Parameters:
+  H - Hessian matrix (not altered in this routine)
-  B - newly computed Hessian matrix to use with preconditioner (generally the same as H)

   Options Database Key:
.  -tao_fd_hessian - activates TaoDefaultComputeHessian()

   Level: advanced

   Notes:
   This routine is slow and expensive, and is not optimized
   to take advantage of sparsity in the problem.  Although
   it is not recommended for general use
   in large-scale applications, It can be useful in checking the
   correctness of a user-provided Hessian.

.seealso: `Tao`, `TaoSetHessian()`, `TaoDefaultComputeHessianColor()`, `SNESComputeJacobianDefault()`, `TaoSetGradient()`, `TaoDefaultComputeGradient()`
@*/
PetscErrorCode TaoDefaultComputeHessian(Tao tao,Vec V,Mat H,Mat B,void *dummy)
{
  SNES           snes;
  DM             dm;

  PetscFunctionBegin;
  PetscCall(PetscInfo(tao,"TAO Using finite differences w/o coloring to compute Hessian matrix\n"));
  PetscCall(SNESCreate(PetscObjectComm((PetscObject)H),&snes));
  PetscCall(SNESSetFunction(snes,NULL,Fsnes,tao));
  PetscCall(SNESGetDM(snes,&dm));
  PetscCall(DMShellSetGlobalVector(dm,V));
  PetscCall(SNESSetUp(snes));
  if (H) {
    PetscInt n,N;

    PetscCall(VecGetSize(V,&N));
    PetscCall(VecGetLocalSize(V,&n));
    PetscCall(MatSetSizes(H,n,n,N,N));
    PetscCall(MatSetUp(H));
  }
  if (B && B != H) {
    PetscInt n,N;

    PetscCall(VecGetSize(V,&N));
    PetscCall(VecGetLocalSize(V,&n));
    PetscCall(MatSetSizes(B,n,n,N,N));
    PetscCall(MatSetUp(B));
  }
  PetscCall(SNESComputeJacobianDefault(snes,V,H,B,NULL));
  PetscCall(SNESDestroy(&snes));
  PetscFunctionReturn(0);
}

/*@C
   TaoDefaultComputeHessianColor - Computes the Hessian using colored finite differences.

   Collective on Tao

   Input Parameters:
+  tao - the Tao context
.  V   - compute Hessian at this point
-  ctx - the color object of type `MatFDColoring`

   Output Parameters:
+  H - Hessian matrix (not altered in this routine)
-  B - newly computed Hessian matrix to use with preconditioner (generally the same as H)

   Level: advanced

.seealso: `Tao`, `MatColoring`, `TaoSetHessian()`, `TaoDefaultComputeHessian()`, `SNESComputeJacobianDefaultColor()`, `TaoSetGradient()`
@*/
PetscErrorCode TaoDefaultComputeHessianColor(Tao tao,Vec V,Mat H,Mat B,void *ctx)
{
  MatFDColoring       coloring = (MatFDColoring)ctx;

  PetscFunctionBegin;
  PetscValidHeaderSpecific(coloring,MAT_FDCOLORING_CLASSID,5);
  PetscCall(PetscInfo(tao,"TAO computing matrix using finite differences Hessian and coloring\n"));
  PetscCall(MatFDColoringApply(B,coloring,V,ctx));
  if (H != B) {
    PetscCall(MatAssemblyBegin(H, MAT_FINAL_ASSEMBLY));
    PetscCall(MatAssemblyEnd(H, MAT_FINAL_ASSEMBLY));
  }
  PetscFunctionReturn(0);
}

PetscErrorCode TaoDefaultComputeHessianMFFD(Tao tao,Vec X,Mat H,Mat B,void *ctx)
{
  PetscInt       n,N;
  PetscBool      assembled;

  PetscFunctionBegin;
  PetscCheck(!B || B == H,PetscObjectComm((PetscObject)tao),PETSC_ERR_SUP,"Preconditioning Hessian matrix");
  PetscCall(MatAssembled(H, &assembled));
  if (!assembled) {
    PetscCall(VecGetSize(X,&N));
    PetscCall(VecGetLocalSize(X,&n));
    PetscCall(MatSetSizes(H,n,n,N,N));
    PetscCall(MatSetType(H,MATMFFD));
    PetscCall(MatSetUp(H));
    PetscCall(MatMFFDSetFunction(H,(PetscErrorCode (*)(void*,Vec,Vec))TaoComputeGradient,tao));
  }
  PetscCall(MatMFFDSetBase(H,X,NULL));
  PetscCall(MatAssemblyBegin(H,MAT_FINAL_ASSEMBLY));
  PetscCall(MatAssemblyEnd(H,MAT_FINAL_ASSEMBLY));
  PetscFunctionReturn(0);
}