xref: /petsc/src/tao/interface/taosolver_hj.c (revision 87f595a510d358797c1cc8101e6f6c6930cb072f)
1a7e14dcfSSatish Balay #include "tao-private/taosolver_impl.h" /*I "taosolver.h" I*/
2a7e14dcfSSatish Balay 
3a7e14dcfSSatish Balay #undef __FUNCT__
4a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetHessianRoutine"
5a7e14dcfSSatish Balay /*@C
6a7e14dcfSSatish Balay    TaoSetHessianRoutine - Sets the function to compute the Hessian as well as the location to store the matrix.
7a7e14dcfSSatish Balay 
8a7e14dcfSSatish Balay    Logically collective on TaoSolver
9a7e14dcfSSatish Balay 
10a7e14dcfSSatish Balay    Input Parameters:
11a7e14dcfSSatish Balay +  tao - the TaoSolver context
12a7e14dcfSSatish Balay .  H - Matrix used for the hessian
13a7e14dcfSSatish Balay .  Hpre - Matrix that will be used operated on by preconditioner, can be same as H
14a7e14dcfSSatish Balay .  hess - Hessian evaluation routine
15a7e14dcfSSatish Balay -  ctx - [optional] user-defined context for private data for the
166c23d075SBarry Smith          Hessian evaluation routine (may be NULL)
17a7e14dcfSSatish Balay 
18a7e14dcfSSatish Balay    Calling sequence of hess:
19a7e14dcfSSatish Balay $    hess (TaoSolver tao,Vec x,Mat *H,Mat *Hpre,MatStructure *flag,void *ctx);
20a7e14dcfSSatish Balay 
21a7e14dcfSSatish Balay +  tao - the TaoSolver  context
22a7e14dcfSSatish Balay .  x - input vector
23a7e14dcfSSatish Balay .  H - Hessian matrix
24a7e14dcfSSatish Balay .  Hpre - preconditioner matrix, usually the same as H
25a7e14dcfSSatish Balay .  flag - flag indicating information about the preconditioner matrix
26a7e14dcfSSatish Balay    structure (see below)
27a7e14dcfSSatish Balay -  ctx - [optional] user-defined Hessian context
28a7e14dcfSSatish Balay 
29a7e14dcfSSatish Balay 
30a7e14dcfSSatish Balay    Notes:
31a7e14dcfSSatish Balay 
32a7e14dcfSSatish Balay    The function hess() takes Mat * as the matrix arguments rather than Mat.
33a7e14dcfSSatish Balay    This allows the Hessian evaluation routine to replace A and/or B with a
34a7e14dcfSSatish Balay    completely new new matrix structure (not just different matrix elements)
35a7e14dcfSSatish Balay    when appropriate, for instance, if the nonzero structure is changing
36a7e14dcfSSatish Balay    throughout the global iterations.
37a7e14dcfSSatish Balay 
38a7e14dcfSSatish Balay    The flag can be used to eliminate unnecessary work in the preconditioner
39a7e14dcfSSatish Balay    during the repeated solution of linear systems of the same size.  The
40a7e14dcfSSatish Balay    available options are
41a7e14dcfSSatish Balay $    SAME_PRECONDITIONER -
42a7e14dcfSSatish Balay $      Hpre is identical during successive linear solves.
43a7e14dcfSSatish Balay $      This option is intended for folks who are using
44a7e14dcfSSatish Balay $      different Amat and Pmat matrices and want to reuse the
45a7e14dcfSSatish Balay $      same preconditioner matrix.  For example, this option
46a7e14dcfSSatish Balay $      saves work by not recomputing incomplete factorization
47a7e14dcfSSatish Balay $      for ILU/ICC preconditioners.
48a7e14dcfSSatish Balay $    SAME_NONZERO_PATTERN -
49a7e14dcfSSatish Balay $      Hpre has the same nonzero structure during
50a7e14dcfSSatish Balay $      successive linear solves.
51a7e14dcfSSatish Balay $    DIFFERENT_NONZERO_PATTERN -
52a7e14dcfSSatish Balay $      Hpre does not have the same nonzero structure.
53a7e14dcfSSatish Balay 
54a7e14dcfSSatish Balay    Caution:
55a7e14dcfSSatish Balay    If you specify SAME_NONZERO_PATTERN, the software believes your assertion
56a7e14dcfSSatish Balay    and does not check the structure of the matrix.  If you erroneously
57a7e14dcfSSatish Balay    claim that the structure is the same when it actually is not, the new
58a7e14dcfSSatish Balay    preconditioner will not function correctly.  Thus, use this optimization
59a7e14dcfSSatish Balay    feature carefully!
60a7e14dcfSSatish Balay 
61a7e14dcfSSatish Balay    If in doubt about whether your preconditioner matrix has changed
62a7e14dcfSSatish Balay    structure or not, use the flag DIFFERENT_NONZERO_PATTERN.
63a7e14dcfSSatish Balay 
64a7e14dcfSSatish Balay    Level: beginner
65a7e14dcfSSatish Balay 
66a7e14dcfSSatish Balay @*/
67a7e14dcfSSatish Balay PetscErrorCode TaoSetHessianRoutine(TaoSolver tao, Mat H, Mat Hpre, PetscErrorCode (*func)(TaoSolver, Vec, Mat*, Mat *, MatStructure *, void*), void *ctx)
68a7e14dcfSSatish Balay {
69a7e14dcfSSatish Balay     PetscErrorCode ierr;
70a7e14dcfSSatish Balay     PetscFunctionBegin;
71a7e14dcfSSatish Balay     PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
72a7e14dcfSSatish Balay     if (H) {
73a7e14dcfSSatish Balay 	PetscValidHeaderSpecific(H,MAT_CLASSID,2);
74a7e14dcfSSatish Balay 	PetscCheckSameComm(tao,1,H,2);
75a7e14dcfSSatish Balay     }
76a7e14dcfSSatish Balay     if (Hpre) {
77a7e14dcfSSatish Balay 	PetscValidHeaderSpecific(Hpre,MAT_CLASSID,3);
78a7e14dcfSSatish Balay 	PetscCheckSameComm(tao,1,Hpre,3);
79a7e14dcfSSatish Balay     }
80a7e14dcfSSatish Balay     if (ctx) {
81a7e14dcfSSatish Balay 	tao->user_hessP = ctx;
82a7e14dcfSSatish Balay     }
83a7e14dcfSSatish Balay     if (func) {
84a7e14dcfSSatish Balay 	tao->ops->computehessian = func;
85a7e14dcfSSatish Balay     }
86a7e14dcfSSatish Balay 
87a7e14dcfSSatish Balay 
88a7e14dcfSSatish Balay     if (H) {
89a7e14dcfSSatish Balay 	ierr = PetscObjectReference((PetscObject)H); CHKERRQ(ierr);
90a7e14dcfSSatish Balay 	if (tao->hessian) {   ierr = MatDestroy(&tao->hessian); CHKERRQ(ierr);}
91a7e14dcfSSatish Balay 	tao->hessian = H;
92a7e14dcfSSatish Balay     }
93a7e14dcfSSatish Balay     if (Hpre) {
94a7e14dcfSSatish Balay 	ierr = PetscObjectReference((PetscObject)Hpre); CHKERRQ(ierr);
95a7e14dcfSSatish Balay 	if (tao->hessian_pre) { ierr = MatDestroy(&tao->hessian_pre); CHKERRQ(ierr);}
96a7e14dcfSSatish Balay 	tao->hessian_pre=Hpre;
97a7e14dcfSSatish Balay     }
98a7e14dcfSSatish Balay     PetscFunctionReturn(0);
99a7e14dcfSSatish Balay }
100a7e14dcfSSatish Balay 
101a7e14dcfSSatish Balay #undef __FUNCT__
102a7e14dcfSSatish Balay #define __FUNCT__ "TaoComputeHessian"
103a7e14dcfSSatish Balay /*@C
104a7e14dcfSSatish Balay    TaoComputeHessian - Computes the Hessian matrix that has been
105a7e14dcfSSatish Balay    set with TaoSetHessianRoutine().
106a7e14dcfSSatish Balay 
107a7e14dcfSSatish Balay    Collective on TaoSolver
108a7e14dcfSSatish Balay 
109a7e14dcfSSatish Balay    Input Parameters:
110a7e14dcfSSatish Balay +  solver - the TaoSolver solver context
111a7e14dcfSSatish Balay -  xx - input vector
112a7e14dcfSSatish Balay 
113a7e14dcfSSatish Balay    Output Parameters:
114a7e14dcfSSatish Balay +  H - Hessian matrix
115a7e14dcfSSatish Balay .  Hpre - Preconditioning matrix
116a7e14dcfSSatish Balay -  flag - flag indicating matrix structure (SAME_NONZERO_PATTERN, DIFFERENT_NONZERO_PATTERN, or SAME_PRECONDITIONER)
117a7e14dcfSSatish Balay 
118a7e14dcfSSatish Balay    Notes:
119a7e14dcfSSatish Balay    Most users should not need to explicitly call this routine, as it
120a7e14dcfSSatish Balay    is used internally within the minimization solvers.
121a7e14dcfSSatish Balay 
122a7e14dcfSSatish Balay    TaoComputeHessian() is typically used within minimization
123a7e14dcfSSatish Balay    implementations, so most users would not generally call this routine
124a7e14dcfSSatish Balay    themselves.
125a7e14dcfSSatish Balay 
126a7e14dcfSSatish Balay    Level: developer
127a7e14dcfSSatish Balay 
128a7e14dcfSSatish Balay .seealso:  TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetHessian()
129a7e14dcfSSatish Balay 
130a7e14dcfSSatish Balay @*/
131a7e14dcfSSatish Balay PetscErrorCode TaoComputeHessian(TaoSolver tao, Vec X, Mat *H, Mat *Hpre, MatStructure *flg)
132a7e14dcfSSatish Balay {
133a7e14dcfSSatish Balay   PetscErrorCode ierr;
134*87f595a5SBarry Smith 
135a7e14dcfSSatish Balay   PetscFunctionBegin;
136a7e14dcfSSatish Balay   PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
137a7e14dcfSSatish Balay   PetscValidHeaderSpecific(X, VEC_CLASSID,2);
138a7e14dcfSSatish Balay   PetscValidPointer(flg,5);
139a7e14dcfSSatish Balay   PetscCheckSameComm(tao,1,X,2);
140a7e14dcfSSatish Balay 
141*87f595a5SBarry Smith   if (!tao->ops->computehessian) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetHessian() first");
142a7e14dcfSSatish Balay   *flg = DIFFERENT_NONZERO_PATTERN;
143a7e14dcfSSatish Balay   ++tao->nhess;
144a7e14dcfSSatish Balay   ierr = PetscLogEventBegin(TaoSolver_HessianEval,tao,X,*H,*Hpre); CHKERRQ(ierr);
145a7e14dcfSSatish Balay   PetscStackPush("TaoSolver user Hessian function");
146a7e14dcfSSatish Balay   CHKMEMQ;
147a7e14dcfSSatish Balay   ierr = (*tao->ops->computehessian)(tao,X,H,Hpre,flg,tao->user_hessP); CHKERRQ(ierr);
148a7e14dcfSSatish Balay   CHKMEMQ;
149a7e14dcfSSatish Balay   PetscStackPop;
150a7e14dcfSSatish Balay   ierr = PetscLogEventEnd(TaoSolver_HessianEval,tao,X,*H,*Hpre); CHKERRQ(ierr);
151a7e14dcfSSatish Balay   PetscFunctionReturn(0);
152a7e14dcfSSatish Balay }
153a7e14dcfSSatish Balay 
154a7e14dcfSSatish Balay #undef __FUNCT__
155a7e14dcfSSatish Balay #define __FUNCT__ "TaoComputeJacobian"
156a7e14dcfSSatish Balay /*@C
157a7e14dcfSSatish Balay    TaoComputeJacobian - Computes the Jacobian matrix that has been
158a7e14dcfSSatish Balay    set with TaoSetJacobianRoutine().
159a7e14dcfSSatish Balay 
160a7e14dcfSSatish Balay    Collective on TaoSolver
161a7e14dcfSSatish Balay 
162a7e14dcfSSatish Balay    Input Parameters:
163a7e14dcfSSatish Balay +  solver - the TaoSolver solver context
164a7e14dcfSSatish Balay -  xx - input vector
165a7e14dcfSSatish Balay 
166a7e14dcfSSatish Balay    Output Parameters:
167a7e14dcfSSatish Balay +  H - Jacobian matrix
168a7e14dcfSSatish Balay .  Hpre - Preconditioning matrix
169a7e14dcfSSatish Balay -  flag - flag indicating matrix structure (SAME_NONZERO_PATTERN, DIFFERENT_NONZERO_PATTERN, or SAME_PRECONDITIONER)
170a7e14dcfSSatish Balay 
171a7e14dcfSSatish Balay    Notes:
172a7e14dcfSSatish Balay    Most users should not need to explicitly call this routine, as it
173a7e14dcfSSatish Balay    is used internally within the minimization solvers.
174a7e14dcfSSatish Balay 
175a7e14dcfSSatish Balay    TaoComputeJacobian() is typically used within minimization
176a7e14dcfSSatish Balay    implementations, so most users would not generally call this routine
177a7e14dcfSSatish Balay    themselves.
178a7e14dcfSSatish Balay 
179a7e14dcfSSatish Balay    Level: developer
180a7e14dcfSSatish Balay 
181a7e14dcfSSatish Balay .seealso:  TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobian()
182a7e14dcfSSatish Balay 
183a7e14dcfSSatish Balay @*/
184a7e14dcfSSatish Balay PetscErrorCode TaoComputeJacobian(TaoSolver tao, Vec X, Mat *J, Mat *Jpre, MatStructure *flg)
185a7e14dcfSSatish Balay {
186a7e14dcfSSatish Balay   PetscErrorCode ierr;
187*87f595a5SBarry Smith 
188a7e14dcfSSatish Balay   PetscFunctionBegin;
189a7e14dcfSSatish Balay   PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
190a7e14dcfSSatish Balay   PetscValidHeaderSpecific(X, VEC_CLASSID,2);
191a7e14dcfSSatish Balay   PetscValidPointer(flg,5);
192a7e14dcfSSatish Balay   PetscCheckSameComm(tao,1,X,2);
193a7e14dcfSSatish Balay 
194*87f595a5SBarry Smith   if (!tao->ops->computejacobian) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobian() first");
195a7e14dcfSSatish Balay   *flg = DIFFERENT_NONZERO_PATTERN;
196a7e14dcfSSatish Balay   ++tao->njac;
197a7e14dcfSSatish Balay   ierr = PetscLogEventBegin(TaoSolver_JacobianEval,tao,X,*J,*Jpre); CHKERRQ(ierr);
198a7e14dcfSSatish Balay   PetscStackPush("TaoSolver user Jacobian function");
199a7e14dcfSSatish Balay   CHKMEMQ;
200a7e14dcfSSatish Balay   ierr = (*tao->ops->computejacobian)(tao,X,J,Jpre,flg,tao->user_jacP); CHKERRQ(ierr);
201a7e14dcfSSatish Balay   CHKMEMQ;
202a7e14dcfSSatish Balay   PetscStackPop;
203a7e14dcfSSatish Balay   ierr = PetscLogEventEnd(TaoSolver_JacobianEval,tao,X,*J,*Jpre); CHKERRQ(ierr);
204a7e14dcfSSatish Balay   PetscFunctionReturn(0);
205a7e14dcfSSatish Balay }
206a7e14dcfSSatish Balay 
207a7e14dcfSSatish Balay #undef __FUNCT__
208a7e14dcfSSatish Balay #define __FUNCT__ "TaoComputeJacobianState"
209a7e14dcfSSatish Balay /*@C
210a7e14dcfSSatish Balay    TaoComputeJacobianState - Computes the Jacobian matrix that has been
211a7e14dcfSSatish Balay    set with TaoSetJacobianStateRoutine().
212a7e14dcfSSatish Balay 
213a7e14dcfSSatish Balay    Collective on TaoSolver
214a7e14dcfSSatish Balay 
215a7e14dcfSSatish Balay    Input Parameters:
216a7e14dcfSSatish Balay +  solver - the TaoSolver solver context
217a7e14dcfSSatish Balay -  xx - input vector
218a7e14dcfSSatish Balay 
219a7e14dcfSSatish Balay    Output Parameters:
220a7e14dcfSSatish Balay +  H - Jacobian matrix
221a7e14dcfSSatish Balay .  Hpre - Preconditioning matrix
222a7e14dcfSSatish Balay -  flag - flag indicating matrix structure (SAME_NONZERO_PATTERN, DIFFERENT_NONZERO_PATTERN, or SAME_PRECONDITIONER)
223a7e14dcfSSatish Balay 
224a7e14dcfSSatish Balay    Notes:
225a7e14dcfSSatish Balay    Most users should not need to explicitly call this routine, as it
226a7e14dcfSSatish Balay    is used internally within the minimization solvers.
227a7e14dcfSSatish Balay 
228a7e14dcfSSatish Balay    TaoComputeJacobianState() is typically used within minimization
229a7e14dcfSSatish Balay    implementations, so most users would not generally call this routine
230a7e14dcfSSatish Balay    themselves.
231a7e14dcfSSatish Balay 
232a7e14dcfSSatish Balay    Level: developer
233a7e14dcfSSatish Balay 
234a7e14dcfSSatish Balay .seealso:  TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobianStateRoutine(), TaoComputeJacobianDesign(), TaoSetStateDesignIS()
235a7e14dcfSSatish Balay 
236a7e14dcfSSatish Balay @*/
237a7e14dcfSSatish Balay PetscErrorCode TaoComputeJacobianState(TaoSolver tao, Vec X, Mat *J, Mat *Jpre, Mat *Jinv, MatStructure *flg)
238a7e14dcfSSatish Balay {
239a7e14dcfSSatish Balay   PetscErrorCode ierr;
240a7e14dcfSSatish Balay   PetscFunctionBegin;
241a7e14dcfSSatish Balay   PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
242a7e14dcfSSatish Balay   PetscValidHeaderSpecific(X, VEC_CLASSID,2);
243a7e14dcfSSatish Balay   PetscValidPointer(flg,5);
244a7e14dcfSSatish Balay   PetscCheckSameComm(tao,1,X,2);
245a7e14dcfSSatish Balay 
246*87f595a5SBarry Smith   if (!tao->ops->computejacobianstate) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianState() first");
247a7e14dcfSSatish Balay   *flg = DIFFERENT_NONZERO_PATTERN;
248a7e14dcfSSatish Balay   ++tao->njac_state;
249a7e14dcfSSatish Balay   ierr = PetscLogEventBegin(TaoSolver_JacobianEval,tao,X,*J,*Jpre); CHKERRQ(ierr);
250a7e14dcfSSatish Balay   PetscStackPush("TaoSolver user Jacobian(state) function");
251a7e14dcfSSatish Balay   CHKMEMQ;
252a7e14dcfSSatish Balay   ierr = (*tao->ops->computejacobianstate)(tao,X,J,Jpre,Jinv,flg,tao->user_jac_stateP); CHKERRQ(ierr);
253a7e14dcfSSatish Balay   CHKMEMQ;
254a7e14dcfSSatish Balay   PetscStackPop;
255a7e14dcfSSatish Balay   ierr = PetscLogEventEnd(TaoSolver_JacobianEval,tao,X,*J,*Jpre); CHKERRQ(ierr);
256a7e14dcfSSatish Balay   PetscFunctionReturn(0);
257a7e14dcfSSatish Balay }
258a7e14dcfSSatish Balay 
259a7e14dcfSSatish Balay #undef __FUNCT__
260a7e14dcfSSatish Balay #define __FUNCT__ "TaoComputeJacobianDesign"
261a7e14dcfSSatish Balay /*@C
262a7e14dcfSSatish Balay    TaoComputeJacobianDesign - Computes the Jacobian matrix that has been
263a7e14dcfSSatish Balay    set with TaoSetJacobianDesignRoutine().
264a7e14dcfSSatish Balay 
265a7e14dcfSSatish Balay    Collective on TaoSolver
266a7e14dcfSSatish Balay 
267a7e14dcfSSatish Balay    Input Parameters:
268a7e14dcfSSatish Balay +  solver - the TaoSolver solver context
269a7e14dcfSSatish Balay -  xx - input vector
270a7e14dcfSSatish Balay 
271a7e14dcfSSatish Balay    Output Parameters:
272a7e14dcfSSatish Balay .  H - Jacobian matrix
273a7e14dcfSSatish Balay 
274a7e14dcfSSatish Balay    Notes:
275a7e14dcfSSatish Balay    Most users should not need to explicitly call this routine, as it
276a7e14dcfSSatish Balay    is used internally within the minimization solvers.
277a7e14dcfSSatish Balay 
278a7e14dcfSSatish Balay    TaoComputeJacobianDesign() is typically used within minimization
279a7e14dcfSSatish Balay    implementations, so most users would not generally call this routine
280a7e14dcfSSatish Balay    themselves.
281a7e14dcfSSatish Balay 
282a7e14dcfSSatish Balay    Level: developer
283a7e14dcfSSatish Balay 
284a7e14dcfSSatish Balay .seealso:  TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobianDesignRoutine(), TaoComputeJacobianDesign(), TaoSetStateDesignIS()
285a7e14dcfSSatish Balay 
286a7e14dcfSSatish Balay @*/
287a7e14dcfSSatish Balay PetscErrorCode TaoComputeJacobianDesign(TaoSolver tao, Vec X, Mat *J)
288a7e14dcfSSatish Balay {
289a7e14dcfSSatish Balay   PetscErrorCode ierr;
290*87f595a5SBarry Smith 
291a7e14dcfSSatish Balay   PetscFunctionBegin;
292a7e14dcfSSatish Balay   PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
293a7e14dcfSSatish Balay   PetscValidHeaderSpecific(X, VEC_CLASSID,2);
294a7e14dcfSSatish Balay   PetscCheckSameComm(tao,1,X,2);
295a7e14dcfSSatish Balay 
296*87f595a5SBarry Smith   if (!tao->ops->computejacobiandesign) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianDesign() first");
297a7e14dcfSSatish Balay   ++tao->njac_design;
2986c23d075SBarry Smith   ierr = PetscLogEventBegin(TaoSolver_JacobianEval,tao,X,*J,NULL); CHKERRQ(ierr);
299a7e14dcfSSatish Balay   PetscStackPush("TaoSolver user Jacobian(design) function");
300a7e14dcfSSatish Balay   CHKMEMQ;
301a7e14dcfSSatish Balay   ierr = (*tao->ops->computejacobiandesign)(tao,X,J,tao->user_jac_designP); CHKERRQ(ierr);
302a7e14dcfSSatish Balay   CHKMEMQ;
303a7e14dcfSSatish Balay   PetscStackPop;
3046c23d075SBarry Smith   ierr = PetscLogEventEnd(TaoSolver_JacobianEval,tao,X,*J,NULL); CHKERRQ(ierr);
305a7e14dcfSSatish Balay   PetscFunctionReturn(0);
306a7e14dcfSSatish Balay }
307a7e14dcfSSatish Balay 
308a7e14dcfSSatish Balay 
309a7e14dcfSSatish Balay 
310a7e14dcfSSatish Balay #undef __FUNCT__
311a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetJacobianRoutine"
312a7e14dcfSSatish Balay /*@C
313a7e14dcfSSatish Balay    TaoSetJacobianRoutine - Sets the function to compute the Jacobian as well as the location to store the matrix.
314a7e14dcfSSatish Balay 
315a7e14dcfSSatish Balay    Logically collective on TaoSolver
316a7e14dcfSSatish Balay 
317a7e14dcfSSatish Balay    Input Parameters:
318a7e14dcfSSatish Balay +  tao - the TaoSolver context
319a7e14dcfSSatish Balay .  J - Matrix used for the jacobian
320a7e14dcfSSatish Balay .  Jpre - Matrix that will be used operated on by preconditioner, can be same as J
321a7e14dcfSSatish Balay .  jac - Jacobian evaluation routine
322a7e14dcfSSatish Balay -  ctx - [optional] user-defined context for private data for the
3236c23d075SBarry Smith          Jacobian evaluation routine (may be NULL)
324a7e14dcfSSatish Balay 
325a7e14dcfSSatish Balay    Calling sequence of jac:
326a7e14dcfSSatish Balay $    jac (TaoSolver tao,Vec x,Mat *J,Mat *Jpre,MatStructure *flag,void *ctx);
327a7e14dcfSSatish Balay 
328a7e14dcfSSatish Balay +  tao - the TaoSolver  context
329a7e14dcfSSatish Balay .  x - input vector
330a7e14dcfSSatish Balay .  J - Jacobian matrix
331a7e14dcfSSatish Balay .  Jpre - preconditioner matrix, usually the same as J
332a7e14dcfSSatish Balay .  flag - flag indicating information about the preconditioner matrix
333a7e14dcfSSatish Balay    structure (see below)
334a7e14dcfSSatish Balay -  ctx - [optional] user-defined Jacobian context
335a7e14dcfSSatish Balay 
336a7e14dcfSSatish Balay 
337a7e14dcfSSatish Balay    Notes:
338a7e14dcfSSatish Balay 
339a7e14dcfSSatish Balay    The function jac() takes Mat * as the matrix arguments rather than Mat.
340a7e14dcfSSatish Balay    This allows the Jacobian evaluation routine to replace A and/or B with a
341a7e14dcfSSatish Balay    completely new new matrix structure (not just different matrix elements)
342a7e14dcfSSatish Balay    when appropriate, for instance, if the nonzero structure is changing
343a7e14dcfSSatish Balay    throughout the global iterations.
344a7e14dcfSSatish Balay 
345a7e14dcfSSatish Balay    The flag can be used to eliminate unnecessary work in the preconditioner
346a7e14dcfSSatish Balay    during the repeated solution of linear systems of the same size.  The
347a7e14dcfSSatish Balay    available options are
348a7e14dcfSSatish Balay $    SAME_PRECONDITIONER -
349a7e14dcfSSatish Balay $      Jpre is identical during successive linear solves.
350a7e14dcfSSatish Balay $      This option is intended for folks who are using
351a7e14dcfSSatish Balay $      different Amat and Pmat matrices and want to reuse the
352a7e14dcfSSatish Balay $      same preconditioner matrix.  For example, this option
353a7e14dcfSSatish Balay $      saves work by not recomputing incomplete factorization
354a7e14dcfSSatish Balay $      for ILU/ICC preconditioners.
355a7e14dcfSSatish Balay $    SAME_NONZERO_PATTERN -
356a7e14dcfSSatish Balay $      Jpre has the same nonzero structure during
357a7e14dcfSSatish Balay $      successive linear solves.
358a7e14dcfSSatish Balay $    DIFFERENT_NONZERO_PATTERN -
359a7e14dcfSSatish Balay $      Jpre does not have the same nonzero structure.
360a7e14dcfSSatish Balay 
361a7e14dcfSSatish Balay    Caution:
362a7e14dcfSSatish Balay    If you specify SAME_NONZERO_PATTERN, the software believes your assertion
363a7e14dcfSSatish Balay    and does not check the structure of the matrix.  If you erroneously
364a7e14dcfSSatish Balay    claim that the structure is the same when it actually is not, the new
365a7e14dcfSSatish Balay    preconditioner will not function correctly.  Thus, use this optimization
366a7e14dcfSSatish Balay    feature carefully!
367a7e14dcfSSatish Balay 
368a7e14dcfSSatish Balay    If in doubt about whether your preconditioner matrix has changed
369a7e14dcfSSatish Balay    structure or not, use the flag DIFFERENT_NONZERO_PATTERN.
370a7e14dcfSSatish Balay 
371a7e14dcfSSatish Balay    Level: intermediate
372a7e14dcfSSatish Balay 
373a7e14dcfSSatish Balay @*/
374a7e14dcfSSatish Balay PetscErrorCode TaoSetJacobianRoutine(TaoSolver tao, Mat J, Mat Jpre, PetscErrorCode (*func)(TaoSolver, Vec, Mat*, Mat *, MatStructure *, void*), void *ctx)
375a7e14dcfSSatish Balay {
376a7e14dcfSSatish Balay     PetscErrorCode ierr;
377a7e14dcfSSatish Balay     PetscFunctionBegin;
378a7e14dcfSSatish Balay     PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
379a7e14dcfSSatish Balay     if (J) {
380a7e14dcfSSatish Balay 	PetscValidHeaderSpecific(J,MAT_CLASSID,2);
381a7e14dcfSSatish Balay 	PetscCheckSameComm(tao,1,J,2);
382a7e14dcfSSatish Balay     }
383a7e14dcfSSatish Balay     if (Jpre) {
384a7e14dcfSSatish Balay 	PetscValidHeaderSpecific(Jpre,MAT_CLASSID,3);
385a7e14dcfSSatish Balay 	PetscCheckSameComm(tao,1,Jpre,3);
386a7e14dcfSSatish Balay     }
387a7e14dcfSSatish Balay     if (ctx) {
388a7e14dcfSSatish Balay 	tao->user_jacP = ctx;
389a7e14dcfSSatish Balay     }
390a7e14dcfSSatish Balay     if (func) {
391a7e14dcfSSatish Balay 	tao->ops->computejacobian = func;
392a7e14dcfSSatish Balay     }
393a7e14dcfSSatish Balay 
394a7e14dcfSSatish Balay 
395a7e14dcfSSatish Balay     if (J) {
396a7e14dcfSSatish Balay 	ierr = PetscObjectReference((PetscObject)J); CHKERRQ(ierr);
397a7e14dcfSSatish Balay 	if (tao->jacobian) {   ierr = MatDestroy(&tao->jacobian); CHKERRQ(ierr);}
398a7e14dcfSSatish Balay 	tao->jacobian = J;
399a7e14dcfSSatish Balay     }
400a7e14dcfSSatish Balay     if (Jpre) {
401a7e14dcfSSatish Balay 	ierr = PetscObjectReference((PetscObject)Jpre); CHKERRQ(ierr);
402a7e14dcfSSatish Balay 	if (tao->jacobian_pre) { ierr = MatDestroy(&tao->jacobian_pre); CHKERRQ(ierr);}
403a7e14dcfSSatish Balay 	tao->jacobian_pre=Jpre;
404a7e14dcfSSatish Balay     }
405a7e14dcfSSatish Balay     PetscFunctionReturn(0);
406a7e14dcfSSatish Balay }
407a7e14dcfSSatish Balay 
408a7e14dcfSSatish Balay 
409a7e14dcfSSatish Balay #undef __FUNCT__
410a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetJacobianStateRoutine"
411a7e14dcfSSatish Balay /*@C
412a7e14dcfSSatish Balay    TaoSetJacobianStateRoutine - Sets the function to compute the Jacobian
413a7e14dcfSSatish Balay    (and its inverse) of the constraint function with respect to the state variables.
414a7e14dcfSSatish Balay    Used only for pde-constrained optimization.
415a7e14dcfSSatish Balay 
416a7e14dcfSSatish Balay    Logically collective on TaoSolver
417a7e14dcfSSatish Balay 
418a7e14dcfSSatish Balay    Input Parameters:
419a7e14dcfSSatish Balay +  tao - the TaoSolver context
420a7e14dcfSSatish Balay .  J - Matrix used for the jacobian
4216c23d075SBarry Smith .  Jpre - Matrix that will be used operated on by PETSc preconditioner, can be same as J.  Only used if Jinv is NULL
4226c23d075SBarry Smith .  Jinv - [optional] Matrix used to apply the inverse of the state jacobian. Use NULL to default to PETSc KSP solvers to apply the inverse.
423a7e14dcfSSatish Balay .  jac - Jacobian evaluation routine
424a7e14dcfSSatish Balay -  ctx - [optional] user-defined context for private data for the
4256c23d075SBarry Smith          Jacobian evaluation routine (may be NULL)
426a7e14dcfSSatish Balay 
427a7e14dcfSSatish Balay    Calling sequence of jac:
428a7e14dcfSSatish Balay $    jac (TaoSolver tao,Vec x,Mat *J,Mat *Jpre,MatStructure *flag,void *ctx);
429a7e14dcfSSatish Balay 
430a7e14dcfSSatish Balay +  tao - the TaoSolver  context
431a7e14dcfSSatish Balay .  x - input vector
432a7e14dcfSSatish Balay .  J - Jacobian matrix
433a7e14dcfSSatish Balay .  Jpre - preconditioner matrix, usually the same as J
434a7e14dcfSSatish Balay .  Jinv - inverse of J
435a7e14dcfSSatish Balay .  flag - flag indicating information about the preconditioner matrix
436a7e14dcfSSatish Balay    structure (see below)
437a7e14dcfSSatish Balay -  ctx - [optional] user-defined Jacobian context
438a7e14dcfSSatish Balay 
439a7e14dcfSSatish Balay 
440a7e14dcfSSatish Balay    Notes:
441a7e14dcfSSatish Balay    Because of the structure of the jacobian matrix,
442a7e14dcfSSatish Balay    It may be more efficient for a pde-constrained application to provide
443a7e14dcfSSatish Balay    its own Jinv matrix.
444a7e14dcfSSatish Balay 
445a7e14dcfSSatish Balay    The function jac() takes Mat * as the matrix arguments rather than Mat.
446a7e14dcfSSatish Balay    This allows the Jacobian evaluation routine to replace A and/or B with a
447a7e14dcfSSatish Balay    completely new new maitrix structure (not just different matrix elements)
448a7e14dcfSSatish Balay    when appropriate, for instance, if the nonzero structure is changing
449a7e14dcfSSatish Balay    throughout the global iterations.
450a7e14dcfSSatish Balay 
451a7e14dcfSSatish Balay    The flag can be used to eliminate unnecessary work in the preconditioner
452a7e14dcfSSatish Balay    during the repeated solution of linear systems of the same size.  The
453a7e14dcfSSatish Balay    available options are
454a7e14dcfSSatish Balay $    SAME_PRECONDITIONER -
455a7e14dcfSSatish Balay $      Jpre is identical during successive linear solves.
456a7e14dcfSSatish Balay $      This option is intended for folks who are using
457a7e14dcfSSatish Balay $      different Amat and Pmat matrices and want to reuse the
458a7e14dcfSSatish Balay $      same preconditioner matrix.  For example, this option
459a7e14dcfSSatish Balay $      saves work by not recomputing incomplete factorization
460a7e14dcfSSatish Balay $      for ILU/ICC preconditioners.
461a7e14dcfSSatish Balay $    SAME_NONZERO_PATTERN -
462a7e14dcfSSatish Balay $      Jpre has the same nonzero structure during
463a7e14dcfSSatish Balay $      successive linear solves.
464a7e14dcfSSatish Balay $    DIFFERENT_NONZERO_PATTERN -
465a7e14dcfSSatish Balay $      Jpre does not have the same nonzero structure.
466a7e14dcfSSatish Balay 
467a7e14dcfSSatish Balay    Caution:
468a7e14dcfSSatish Balay    If you specify SAME_NONZERO_PATTERN, the software believes your assertion
469a7e14dcfSSatish Balay    and does not check the structure of the matrix.  If you erroneously
470a7e14dcfSSatish Balay    claim that the structure is the same when it actually is not, the new
471a7e14dcfSSatish Balay    preconditioner will not function correctly.  Thus, use this optimization
472a7e14dcfSSatish Balay    feature carefully!
473a7e14dcfSSatish Balay 
474a7e14dcfSSatish Balay    If in doubt about whether your preconditioner matrix has changed
475a7e14dcfSSatish Balay    structure or not, use the flag DIFFERENT_NONZERO_PATTERN.
476a7e14dcfSSatish Balay 
477a7e14dcfSSatish Balay    Level: intermediate
478a7e14dcfSSatish Balay .seealse: TaoComputeJacobianState(), TaoSetJacobianDesignRoutine(), TaoSetStateDesignIS()
479a7e14dcfSSatish Balay @*/
480a7e14dcfSSatish Balay PetscErrorCode TaoSetJacobianStateRoutine(TaoSolver tao, Mat J, Mat Jpre, Mat Jinv, PetscErrorCode (*func)(TaoSolver, Vec, Mat*, Mat *, Mat *, MatStructure *, void*), void *ctx)
481a7e14dcfSSatish Balay {
482a7e14dcfSSatish Balay     PetscErrorCode ierr;
483a7e14dcfSSatish Balay     PetscFunctionBegin;
484a7e14dcfSSatish Balay     PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
485a7e14dcfSSatish Balay     if (J) {
486a7e14dcfSSatish Balay 	PetscValidHeaderSpecific(J,MAT_CLASSID,2);
487a7e14dcfSSatish Balay 	PetscCheckSameComm(tao,1,J,2);
488a7e14dcfSSatish Balay     }
489a7e14dcfSSatish Balay     if (Jpre) {
490a7e14dcfSSatish Balay 	PetscValidHeaderSpecific(Jpre,MAT_CLASSID,3);
491a7e14dcfSSatish Balay 	PetscCheckSameComm(tao,1,Jpre,3);
492a7e14dcfSSatish Balay     }
493a7e14dcfSSatish Balay     if (Jinv) {
494a7e14dcfSSatish Balay       PetscValidHeaderSpecific(Jinv,MAT_CLASSID,4);
495a7e14dcfSSatish Balay       PetscCheckSameComm(tao,1,Jinv,4);
496a7e14dcfSSatish Balay     }
497a7e14dcfSSatish Balay     if (ctx) {
498a7e14dcfSSatish Balay 	tao->user_jac_stateP = ctx;
499a7e14dcfSSatish Balay     }
500a7e14dcfSSatish Balay     if (func) {
501a7e14dcfSSatish Balay 	tao->ops->computejacobianstate = func;
502a7e14dcfSSatish Balay     }
503a7e14dcfSSatish Balay 
504a7e14dcfSSatish Balay 
505a7e14dcfSSatish Balay     if (J) {
506a7e14dcfSSatish Balay 	ierr = PetscObjectReference((PetscObject)J); CHKERRQ(ierr);
507a7e14dcfSSatish Balay 	if (tao->jacobian_state) {   ierr = MatDestroy(&tao->jacobian_state); CHKERRQ(ierr);}
508a7e14dcfSSatish Balay 	tao->jacobian_state = J;
509a7e14dcfSSatish Balay     }
510a7e14dcfSSatish Balay     if (Jpre) {
511a7e14dcfSSatish Balay 	ierr = PetscObjectReference((PetscObject)Jpre); CHKERRQ(ierr);
512a7e14dcfSSatish Balay 	if (tao->jacobian_state_pre) { ierr = MatDestroy(&tao->jacobian_state_pre); CHKERRQ(ierr);}
513a7e14dcfSSatish Balay 	tao->jacobian_state_pre=Jpre;
514a7e14dcfSSatish Balay     }
515a7e14dcfSSatish Balay     if (Jinv) {
516a7e14dcfSSatish Balay       ierr = PetscObjectReference((PetscObject)Jinv); CHKERRQ(ierr);
517a7e14dcfSSatish Balay       if (tao->jacobian_state_inv) {ierr = MatDestroy(&tao->jacobian_state_inv); CHKERRQ(ierr);}
518a7e14dcfSSatish Balay       tao->jacobian_state_inv=Jinv;
519a7e14dcfSSatish Balay     }
520a7e14dcfSSatish Balay     PetscFunctionReturn(0);
521a7e14dcfSSatish Balay }
522a7e14dcfSSatish Balay 
523a7e14dcfSSatish Balay #undef __FUNCT__
524a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetJacobianDesignRoutine"
525a7e14dcfSSatish Balay /*@C
526a7e14dcfSSatish Balay    TaoSetJacobianDesignRoutine - Sets the function to compute the Jacobian of
527a7e14dcfSSatish Balay    the constraint function with respect to the design variables.  Used only for
528a7e14dcfSSatish Balay    pde-constrained optimization.
529a7e14dcfSSatish Balay 
530a7e14dcfSSatish Balay    Logically collective on TaoSolver
531a7e14dcfSSatish Balay 
532a7e14dcfSSatish Balay    Input Parameters:
533a7e14dcfSSatish Balay +  tao - the TaoSolver context
534a7e14dcfSSatish Balay .  J - Matrix used for the jacobian
535a7e14dcfSSatish Balay .  jac - Jacobian evaluation routine
536a7e14dcfSSatish Balay -  ctx - [optional] user-defined context for private data for the
5376c23d075SBarry Smith          Jacobian evaluation routine (may be NULL)
538a7e14dcfSSatish Balay 
539a7e14dcfSSatish Balay    Calling sequence of jac:
540a7e14dcfSSatish Balay $    jac (TaoSolver tao,Vec x,Mat *J,void *ctx);
541a7e14dcfSSatish Balay 
542a7e14dcfSSatish Balay +  tao - the TaoSolver  context
543a7e14dcfSSatish Balay .  x - input vector
544a7e14dcfSSatish Balay .  J - Jacobian matrix
545a7e14dcfSSatish Balay -  ctx - [optional] user-defined Jacobian context
546a7e14dcfSSatish Balay 
547a7e14dcfSSatish Balay 
548a7e14dcfSSatish Balay    Notes:
549a7e14dcfSSatish Balay 
550a7e14dcfSSatish Balay    The function jac() takes Mat * as the matrix arguments rather than Mat.
551a7e14dcfSSatish Balay    This allows the Jacobian evaluation routine to replace A and/or B with a
552a7e14dcfSSatish Balay    completely new new matrix structure (not just different matrix elements)
553a7e14dcfSSatish Balay    when appropriate, for instance, if the nonzero structure is changing
554a7e14dcfSSatish Balay    throughout the global iterations.
555a7e14dcfSSatish Balay 
556a7e14dcfSSatish Balay    Level: intermediate
557a7e14dcfSSatish Balay .seealso: TaoComputeJacobianDesign(), TaoSetJacobianStateRoutine(), TaoSetStateDesignIS()
558a7e14dcfSSatish Balay @*/
559a7e14dcfSSatish Balay PetscErrorCode TaoSetJacobianDesignRoutine(TaoSolver tao, Mat J, PetscErrorCode (*func)(TaoSolver, Vec, Mat*, void*), void *ctx)
560a7e14dcfSSatish Balay {
561a7e14dcfSSatish Balay     PetscErrorCode ierr;
562a7e14dcfSSatish Balay     PetscFunctionBegin;
563a7e14dcfSSatish Balay     PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
564a7e14dcfSSatish Balay     if (J) {
565a7e14dcfSSatish Balay 	PetscValidHeaderSpecific(J,MAT_CLASSID,2);
566a7e14dcfSSatish Balay 	PetscCheckSameComm(tao,1,J,2);
567a7e14dcfSSatish Balay     }
568a7e14dcfSSatish Balay     if (ctx) {
569a7e14dcfSSatish Balay 	tao->user_jac_designP = ctx;
570a7e14dcfSSatish Balay     }
571a7e14dcfSSatish Balay     if (func) {
572a7e14dcfSSatish Balay 	tao->ops->computejacobiandesign = func;
573a7e14dcfSSatish Balay     }
574a7e14dcfSSatish Balay 
575a7e14dcfSSatish Balay 
576a7e14dcfSSatish Balay     if (J) {
577a7e14dcfSSatish Balay 	ierr = PetscObjectReference((PetscObject)J); CHKERRQ(ierr);
578a7e14dcfSSatish Balay 	if (tao->jacobian_design) {   ierr = MatDestroy(&tao->jacobian_design); CHKERRQ(ierr);}
579a7e14dcfSSatish Balay 	tao->jacobian_design = J;
580a7e14dcfSSatish Balay     }
581a7e14dcfSSatish Balay     PetscFunctionReturn(0);
582a7e14dcfSSatish Balay }
583a7e14dcfSSatish Balay 
584a7e14dcfSSatish Balay #undef __FUNCT__
585a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetStateDesignIS"
586a7e14dcfSSatish Balay /*@
587a7e14dcfSSatish Balay    TaoSetStateDesignIS - Indicate to the TaoSolver which variables in the
588a7e14dcfSSatish Balay    solution vector are state variables and which are design.  Only applies to
589a7e14dcfSSatish Balay    pde-constrained optimization.
590a7e14dcfSSatish Balay 
591a7e14dcfSSatish Balay    Logically Collective on TaoSolver
592a7e14dcfSSatish Balay 
593a7e14dcfSSatish Balay    Input Parameters:
594a7e14dcfSSatish Balay +  tao - The TaoSolver context
595a7e14dcfSSatish Balay .  s_is - the index set corresponding to the state variables
596a7e14dcfSSatish Balay -  d_is - the index set corresponding to the design variables
597a7e14dcfSSatish Balay 
598a7e14dcfSSatish Balay    Level: intermediate
599a7e14dcfSSatish Balay 
600a7e14dcfSSatish Balay .seealso: TaoSetJacobianStateRoutine(), TaoSetJacobianDesignRoutine()
601a7e14dcfSSatish Balay @*/
602a7e14dcfSSatish Balay PetscErrorCode TaoSetStateDesignIS(TaoSolver tao, IS s_is, IS d_is)
603a7e14dcfSSatish Balay {
604a7e14dcfSSatish Balay   PetscErrorCode ierr;
605a7e14dcfSSatish Balay   if (tao->state_is) {
606a7e14dcfSSatish Balay     ierr = PetscObjectDereference((PetscObject)(tao->state_is)); CHKERRQ(ierr);
607a7e14dcfSSatish Balay   }
608a7e14dcfSSatish Balay   if (tao->design_is) {
609a7e14dcfSSatish Balay     ierr = PetscObjectDereference((PetscObject)(tao->design_is)); CHKERRQ(ierr);
610a7e14dcfSSatish Balay   }
611a7e14dcfSSatish Balay   tao->state_is = s_is;
612a7e14dcfSSatish Balay   tao->design_is = d_is;
613a7e14dcfSSatish Balay   if (s_is) {
614a7e14dcfSSatish Balay     ierr = PetscObjectReference((PetscObject)(tao->state_is)); CHKERRQ(ierr);
615a7e14dcfSSatish Balay   }
616a7e14dcfSSatish Balay   if (d_is) {
617a7e14dcfSSatish Balay     ierr = PetscObjectReference((PetscObject)(tao->design_is)); CHKERRQ(ierr);
618a7e14dcfSSatish Balay   }
619a7e14dcfSSatish Balay   PetscFunctionReturn(0);
620a7e14dcfSSatish Balay }
621a7e14dcfSSatish Balay 
622a7e14dcfSSatish Balay 
623a7e14dcfSSatish Balay #undef __FUNCT__
624a7e14dcfSSatish Balay #define __FUNCT__ "TaoComputeJacobianEquality"
625a7e14dcfSSatish Balay /*@C
626a7e14dcfSSatish Balay    TaoComputeJacobianEquality - Computes the Jacobian matrix that has been
627a7e14dcfSSatish Balay    set with TaoSetJacobianEqualityRoutine().
628a7e14dcfSSatish Balay 
629a7e14dcfSSatish Balay    Collective on TaoSolver
630a7e14dcfSSatish Balay 
631a7e14dcfSSatish Balay    Input Parameters:
632a7e14dcfSSatish Balay +  solver - the TaoSolver solver context
633a7e14dcfSSatish Balay -  xx - input vector
634a7e14dcfSSatish Balay 
635a7e14dcfSSatish Balay    Output Parameters:
636a7e14dcfSSatish Balay +  H - Jacobian matrix
637a7e14dcfSSatish Balay .  Hpre - Preconditioning matrix
638a7e14dcfSSatish Balay -  flag - flag indicating matrix structure (SAME_NONZERO_PATTERN, DIFFERENT_NONZERO_PATTERN, or SAME_PRECONDITIONER)
639a7e14dcfSSatish Balay 
640a7e14dcfSSatish Balay    Notes:
641a7e14dcfSSatish Balay    Most users should not need to explicitly call this routine, as it
642a7e14dcfSSatish Balay    is used internally within the minimization solvers.
643a7e14dcfSSatish Balay 
644a7e14dcfSSatish Balay    Level: developer
645a7e14dcfSSatish Balay 
646a7e14dcfSSatish Balay .seealso:  TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobianStateRoutine(), TaoComputeJacobianDesign(), TaoSetStateDesignIS()
647a7e14dcfSSatish Balay 
648a7e14dcfSSatish Balay @*/
649a7e14dcfSSatish Balay PetscErrorCode TaoComputeJacobianEquality(TaoSolver tao, Vec X, Mat *J, Mat *Jpre, MatStructure *flg)
650a7e14dcfSSatish Balay {
651a7e14dcfSSatish Balay   PetscErrorCode ierr;
652a7e14dcfSSatish Balay   PetscFunctionBegin;
653a7e14dcfSSatish Balay   PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
654a7e14dcfSSatish Balay   PetscValidHeaderSpecific(X, VEC_CLASSID,2);
655a7e14dcfSSatish Balay   PetscValidPointer(flg,5);
656a7e14dcfSSatish Balay   PetscCheckSameComm(tao,1,X,2);
657a7e14dcfSSatish Balay 
658*87f595a5SBarry Smith   if (!tao->ops->computejacobianequality) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianEquality() first");
659a7e14dcfSSatish Balay   *flg = DIFFERENT_NONZERO_PATTERN;
660a7e14dcfSSatish Balay   ++tao->njac_equality;
661a7e14dcfSSatish Balay   ierr = PetscLogEventBegin(TaoSolver_JacobianEval,tao,X,*J,*Jpre); CHKERRQ(ierr);
662a7e14dcfSSatish Balay   PetscStackPush("TaoSolver user Jacobian(equality) function");
663a7e14dcfSSatish Balay   CHKMEMQ;
664a7e14dcfSSatish Balay   ierr = (*tao->ops->computejacobianequality)(tao,X,J,Jpre,flg,tao->user_jac_equalityP); CHKERRQ(ierr);
665a7e14dcfSSatish Balay   CHKMEMQ;
666a7e14dcfSSatish Balay   PetscStackPop;
667a7e14dcfSSatish Balay   ierr = PetscLogEventEnd(TaoSolver_JacobianEval,tao,X,*J,*Jpre); CHKERRQ(ierr);
668a7e14dcfSSatish Balay   PetscFunctionReturn(0);
669a7e14dcfSSatish Balay }
670a7e14dcfSSatish Balay 
671a7e14dcfSSatish Balay #undef __FUNCT__
672a7e14dcfSSatish Balay #define __FUNCT__ "TaoComputeJacobianInequality"
673a7e14dcfSSatish Balay /*@C
674a7e14dcfSSatish Balay    TaoComputeJacobianInequality - Computes the Jacobian matrix that has been
675a7e14dcfSSatish Balay    set with TaoSetJacobianInequalityRoutine().
676a7e14dcfSSatish Balay 
677a7e14dcfSSatish Balay    Collective on TaoSolver
678a7e14dcfSSatish Balay 
679a7e14dcfSSatish Balay    Input Parameters:
680a7e14dcfSSatish Balay +  solver - the TaoSolver solver context
681a7e14dcfSSatish Balay -  xx - input vector
682a7e14dcfSSatish Balay 
683a7e14dcfSSatish Balay    Output Parameters:
684a7e14dcfSSatish Balay +  H - Jacobian matrix
685a7e14dcfSSatish Balay .  Hpre - Preconditioning matrix
686a7e14dcfSSatish Balay -  flag - flag indicating matrix structure (SAME_NONZERO_PATTERN, DIFFERENT_NONZERO_PATTERN, or SAME_PRECONDITIONER)
687a7e14dcfSSatish Balay 
688a7e14dcfSSatish Balay    Notes:
689a7e14dcfSSatish Balay    Most users should not need to explicitly call this routine, as it
690a7e14dcfSSatish Balay    is used internally within the minimization solvers.
691a7e14dcfSSatish Balay 
692a7e14dcfSSatish Balay    Level: developer
693a7e14dcfSSatish Balay 
694a7e14dcfSSatish Balay .seealso:  TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobianStateRoutine(), TaoComputeJacobianDesign(), TaoSetStateDesignIS()
695a7e14dcfSSatish Balay 
696a7e14dcfSSatish Balay @*/
697a7e14dcfSSatish Balay PetscErrorCode TaoComputeJacobianInequality(TaoSolver tao, Vec X, Mat *J, Mat *Jpre, MatStructure *flg)
698a7e14dcfSSatish Balay {
699a7e14dcfSSatish Balay   PetscErrorCode ierr;
700*87f595a5SBarry Smith 
701a7e14dcfSSatish Balay   PetscFunctionBegin;
702a7e14dcfSSatish Balay   PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
703a7e14dcfSSatish Balay   PetscValidHeaderSpecific(X, VEC_CLASSID,2);
704a7e14dcfSSatish Balay   PetscValidPointer(flg,5);
705a7e14dcfSSatish Balay   PetscCheckSameComm(tao,1,X,2);
706a7e14dcfSSatish Balay 
707*87f595a5SBarry Smith   if (!tao->ops->computejacobianinequality) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianInequality() first");
708a7e14dcfSSatish Balay   *flg = DIFFERENT_NONZERO_PATTERN;
709a7e14dcfSSatish Balay   ++tao->njac_inequality;
710a7e14dcfSSatish Balay   ierr = PetscLogEventBegin(TaoSolver_JacobianEval,tao,X,*J,*Jpre); CHKERRQ(ierr);
711a7e14dcfSSatish Balay   PetscStackPush("TaoSolver user Jacobian(inequality) function");
712a7e14dcfSSatish Balay   CHKMEMQ;
713a7e14dcfSSatish Balay   ierr = (*tao->ops->computejacobianinequality)(tao,X,J,Jpre,flg,tao->user_jac_inequalityP); CHKERRQ(ierr);
714a7e14dcfSSatish Balay   CHKMEMQ;
715a7e14dcfSSatish Balay   PetscStackPop;
716a7e14dcfSSatish Balay   ierr = PetscLogEventEnd(TaoSolver_JacobianEval,tao,X,*J,*Jpre); CHKERRQ(ierr);
717a7e14dcfSSatish Balay   PetscFunctionReturn(0);
718a7e14dcfSSatish Balay }
719a7e14dcfSSatish Balay 
720a7e14dcfSSatish Balay #undef __FUNCT__
721a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetJacobianEqualityRoutine"
722a7e14dcfSSatish Balay /*@C
723a7e14dcfSSatish Balay    TaoSetJacobianEqualityRoutine - Sets the function to compute the Jacobian
724a7e14dcfSSatish Balay    (and its inverse) of the constraint function with respect to the equality variables.
725a7e14dcfSSatish Balay    Used only for pde-constrained optimization.
726a7e14dcfSSatish Balay 
727a7e14dcfSSatish Balay    Logically collective on TaoSolver
728a7e14dcfSSatish Balay 
729a7e14dcfSSatish Balay    Input Parameters:
730a7e14dcfSSatish Balay +  tao - the TaoSolver context
731a7e14dcfSSatish Balay .  J - Matrix used for the jacobian
732a7e14dcfSSatish Balay .  Jpre - Matrix that will be used operated on by PETSc preconditioner, can be same as J.
733a7e14dcfSSatish Balay .  jac - Jacobian evaluation routine
734a7e14dcfSSatish Balay -  ctx - [optional] user-defined context for private data for the
7356c23d075SBarry Smith          Jacobian evaluation routine (may be NULL)
736a7e14dcfSSatish Balay 
737a7e14dcfSSatish Balay    Calling sequence of jac:
738a7e14dcfSSatish Balay $    jac (TaoSolver tao,Vec x,Mat *J,Mat *Jpre,MatStructure *flag,void *ctx);
739a7e14dcfSSatish Balay 
740a7e14dcfSSatish Balay +  tao - the TaoSolver  context
741a7e14dcfSSatish Balay .  x - input vector
742a7e14dcfSSatish Balay .  J - Jacobian matrix
743a7e14dcfSSatish Balay .  Jpre - preconditioner matrix, usually the same as J
744a7e14dcfSSatish Balay .  flag - flag indicating information about the preconditioner matrix
745a7e14dcfSSatish Balay    structure (see below)
746a7e14dcfSSatish Balay -  ctx - [optional] user-defined Jacobian context
747a7e14dcfSSatish Balay 
748a7e14dcfSSatish Balay 
749a7e14dcfSSatish Balay    Notes:
750a7e14dcfSSatish Balay    Because of the structure of the jacobian matrix,
751a7e14dcfSSatish Balay    It may be more efficient for a pde-constrained application to provide
752a7e14dcfSSatish Balay    its own Jinv matrix.
753a7e14dcfSSatish Balay 
754a7e14dcfSSatish Balay    The function jac() takes Mat * as the matrix arguments rather than Mat.
755a7e14dcfSSatish Balay    This allows the Jacobian evaluation routine to replace A and/or B with a
756a7e14dcfSSatish Balay    completely new new maitrix structure (not just different matrix elements)
757a7e14dcfSSatish Balay    when appropriate, for instance, if the nonzero structure is changing
758a7e14dcfSSatish Balay    throughout the global iterations.
759a7e14dcfSSatish Balay 
760a7e14dcfSSatish Balay    The flag can be used to eliminate unnecessary work in the preconditioner
761a7e14dcfSSatish Balay    during the repeated solution of linear systems of the same size.  The
762a7e14dcfSSatish Balay    available options are
763a7e14dcfSSatish Balay $    SAME_PRECONDITIONER -
764a7e14dcfSSatish Balay $      Jpre is identical during successive linear solves.
765a7e14dcfSSatish Balay $      This option is intended for folks who are using
766a7e14dcfSSatish Balay $      different Amat and Pmat matrices and want to reuse the
767a7e14dcfSSatish Balay $      same preconditioner matrix.  For example, this option
768a7e14dcfSSatish Balay $      saves work by not recomputing incomplete factorization
769a7e14dcfSSatish Balay $      for ILU/ICC preconditioners.
770a7e14dcfSSatish Balay $    SAME_NONZERO_PATTERN -
771a7e14dcfSSatish Balay $      Jpre has the same nonzero structure during
772a7e14dcfSSatish Balay $      successive linear solves.
773a7e14dcfSSatish Balay $    DIFFERENT_NONZERO_PATTERN -
774a7e14dcfSSatish Balay $      Jpre does not have the same nonzero structure.
775a7e14dcfSSatish Balay 
776a7e14dcfSSatish Balay    Caution:
777a7e14dcfSSatish Balay    If you specify SAME_NONZERO_PATTERN, the software believes your assertion
778a7e14dcfSSatish Balay    and does not check the structure of the matrix.  If you erroneously
779a7e14dcfSSatish Balay    claim that the structure is the same when it actually is not, the new
780a7e14dcfSSatish Balay    preconditioner will not function correctly.  Thus, use this optimization
781a7e14dcfSSatish Balay    feature carefully!
782a7e14dcfSSatish Balay 
783a7e14dcfSSatish Balay    If in doubt about whether your preconditioner matrix has changed
784a7e14dcfSSatish Balay    structure or not, use the flag DIFFERENT_NONZERO_PATTERN.
785a7e14dcfSSatish Balay 
786a7e14dcfSSatish Balay    Level: intermediate
787a7e14dcfSSatish Balay .seealse: TaoComputeJacobianEquality(), TaoSetJacobianDesignRoutine(), TaoSetEqualityDesignIS()
788a7e14dcfSSatish Balay @*/
789a7e14dcfSSatish Balay PetscErrorCode TaoSetJacobianEqualityRoutine(TaoSolver tao, Mat J, Mat Jpre, PetscErrorCode (*func)(TaoSolver, Vec, Mat*, Mat *, MatStructure *, void*), void *ctx)
790a7e14dcfSSatish Balay {
791a7e14dcfSSatish Balay     PetscErrorCode ierr;
792a7e14dcfSSatish Balay     PetscFunctionBegin;
793a7e14dcfSSatish Balay     PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
794a7e14dcfSSatish Balay     if (J) {
795a7e14dcfSSatish Balay 	PetscValidHeaderSpecific(J,MAT_CLASSID,2);
796a7e14dcfSSatish Balay 	PetscCheckSameComm(tao,1,J,2);
797a7e14dcfSSatish Balay     }
798a7e14dcfSSatish Balay     if (Jpre) {
799a7e14dcfSSatish Balay 	PetscValidHeaderSpecific(Jpre,MAT_CLASSID,3);
800a7e14dcfSSatish Balay 	PetscCheckSameComm(tao,1,Jpre,3);
801a7e14dcfSSatish Balay     }
802a7e14dcfSSatish Balay     if (ctx) {
803a7e14dcfSSatish Balay 	tao->user_jac_equalityP = ctx;
804a7e14dcfSSatish Balay     }
805a7e14dcfSSatish Balay     if (func) {
806a7e14dcfSSatish Balay 	tao->ops->computejacobianequality = func;
807a7e14dcfSSatish Balay     }
808a7e14dcfSSatish Balay 
809a7e14dcfSSatish Balay 
810a7e14dcfSSatish Balay     if (J) {
811a7e14dcfSSatish Balay 	ierr = PetscObjectReference((PetscObject)J); CHKERRQ(ierr);
812a7e14dcfSSatish Balay 	if (tao->jacobian_equality) {   ierr = MatDestroy(&tao->jacobian_equality); CHKERRQ(ierr);}
813a7e14dcfSSatish Balay 	tao->jacobian_equality = J;
814a7e14dcfSSatish Balay     }
815a7e14dcfSSatish Balay     if (Jpre) {
816a7e14dcfSSatish Balay 	ierr = PetscObjectReference((PetscObject)Jpre); CHKERRQ(ierr);
817a7e14dcfSSatish Balay 	if (tao->jacobian_equality_pre) { ierr = MatDestroy(&tao->jacobian_equality_pre); CHKERRQ(ierr);}
818a7e14dcfSSatish Balay 	tao->jacobian_equality_pre=Jpre;
819a7e14dcfSSatish Balay     }
820a7e14dcfSSatish Balay     PetscFunctionReturn(0);
821a7e14dcfSSatish Balay }
822a7e14dcfSSatish Balay 
823a7e14dcfSSatish Balay #undef __FUNCT__
824a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetJacobianInequalityRoutine"
825a7e14dcfSSatish Balay /*@C
826a7e14dcfSSatish Balay    TaoSetJacobianInequalityRoutine - Sets the function to compute the Jacobian
827a7e14dcfSSatish Balay    (and its inverse) of the constraint function with respect to the inequality variables.
828a7e14dcfSSatish Balay    Used only for pde-constrained optimization.
829a7e14dcfSSatish Balay 
830a7e14dcfSSatish Balay    Logically collective on TaoSolver
831a7e14dcfSSatish Balay 
832a7e14dcfSSatish Balay    Input Parameters:
833a7e14dcfSSatish Balay +  tao - the TaoSolver context
834a7e14dcfSSatish Balay .  J - Matrix used for the jacobian
835a7e14dcfSSatish Balay .  Jpre - Matrix that will be used operated on by PETSc preconditioner, can be same as J.
836a7e14dcfSSatish Balay .  jac - Jacobian evaluation routine
837a7e14dcfSSatish Balay -  ctx - [optional] user-defined context for private data for the
8386c23d075SBarry Smith          Jacobian evaluation routine (may be NULL)
839a7e14dcfSSatish Balay 
840a7e14dcfSSatish Balay    Calling sequence of jac:
841a7e14dcfSSatish Balay $    jac (TaoSolver tao,Vec x,Mat *J,Mat *Jpre,MatStructure *flag,void *ctx);
842a7e14dcfSSatish Balay 
843a7e14dcfSSatish Balay +  tao - the TaoSolver  context
844a7e14dcfSSatish Balay .  x - input vector
845a7e14dcfSSatish Balay .  J - Jacobian matrix
846a7e14dcfSSatish Balay .  Jpre - preconditioner matrix, usually the same as J
847a7e14dcfSSatish Balay .  flag - flag indicating information about the preconditioner matrix
848a7e14dcfSSatish Balay    structure (see below)
849a7e14dcfSSatish Balay -  ctx - [optional] user-defined Jacobian context
850a7e14dcfSSatish Balay 
851a7e14dcfSSatish Balay 
852a7e14dcfSSatish Balay    Notes:
853a7e14dcfSSatish Balay    Because of the structure of the jacobian matrix,
854a7e14dcfSSatish Balay    It may be more efficient for a pde-constrained application to provide
855a7e14dcfSSatish Balay    its own Jinv matrix.
856a7e14dcfSSatish Balay 
857a7e14dcfSSatish Balay    The function jac() takes Mat * as the matrix arguments rather than Mat.
858a7e14dcfSSatish Balay    This allows the Jacobian evaluation routine to replace A and/or B with a
859a7e14dcfSSatish Balay    completely new new maitrix structure (not just different matrix elements)
860a7e14dcfSSatish Balay    when appropriate, for instance, if the nonzero structure is changing
861a7e14dcfSSatish Balay    throughout the global iterations.
862a7e14dcfSSatish Balay 
863a7e14dcfSSatish Balay    The flag can be used to eliminate unnecessary work in the preconditioner
864a7e14dcfSSatish Balay    during the repeated solution of linear systems of the same size.  The
865a7e14dcfSSatish Balay    available options are
866a7e14dcfSSatish Balay $    SAME_PRECONDITIONER -
867a7e14dcfSSatish Balay $      Jpre is identical during successive linear solves.
868a7e14dcfSSatish Balay $      This option is intended for folks who are using
869a7e14dcfSSatish Balay $      different Amat and Pmat matrices and want to reuse the
870a7e14dcfSSatish Balay $      same preconditioner matrix.  For example, this option
871a7e14dcfSSatish Balay $      saves work by not recomputing incomplete factorization
872a7e14dcfSSatish Balay $      for ILU/ICC preconditioners.
873a7e14dcfSSatish Balay $    SAME_NONZERO_PATTERN -
874a7e14dcfSSatish Balay $      Jpre has the same nonzero structure during
875a7e14dcfSSatish Balay $      successive linear solves.
876a7e14dcfSSatish Balay $    DIFFERENT_NONZERO_PATTERN -
877a7e14dcfSSatish Balay $      Jpre does not have the same nonzero structure.
878a7e14dcfSSatish Balay 
879a7e14dcfSSatish Balay    Caution:
880a7e14dcfSSatish Balay    If you specify SAME_NONZERO_PATTERN, the software believes your assertion
881a7e14dcfSSatish Balay    and does not check the structure of the matrix.  If you erroneously
882a7e14dcfSSatish Balay    claim that the structure is the same when it actually is not, the new
883a7e14dcfSSatish Balay    preconditioner will not function correctly.  Thus, use this optimization
884a7e14dcfSSatish Balay    feature carefully!
885a7e14dcfSSatish Balay 
886a7e14dcfSSatish Balay    If in doubt about whether your preconditioner matrix has changed
887a7e14dcfSSatish Balay    structure or not, use the flag DIFFERENT_NONZERO_PATTERN.
888a7e14dcfSSatish Balay 
889a7e14dcfSSatish Balay    Level: intermediate
890a7e14dcfSSatish Balay .seealse: TaoComputeJacobianInequality(), TaoSetJacobianDesignRoutine(), TaoSetInequalityDesignIS()
891a7e14dcfSSatish Balay @*/
892a7e14dcfSSatish Balay PetscErrorCode TaoSetJacobianInequalityRoutine(TaoSolver tao, Mat J, Mat Jpre, PetscErrorCode (*func)(TaoSolver, Vec, Mat*, Mat *, MatStructure *, void*), void *ctx)
893a7e14dcfSSatish Balay {
894a7e14dcfSSatish Balay     PetscErrorCode ierr;
895a7e14dcfSSatish Balay     PetscFunctionBegin;
896a7e14dcfSSatish Balay     PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1);
897a7e14dcfSSatish Balay     if (J) {
898a7e14dcfSSatish Balay 	PetscValidHeaderSpecific(J,MAT_CLASSID,2);
899a7e14dcfSSatish Balay 	PetscCheckSameComm(tao,1,J,2);
900a7e14dcfSSatish Balay     }
901a7e14dcfSSatish Balay     if (Jpre) {
902a7e14dcfSSatish Balay 	PetscValidHeaderSpecific(Jpre,MAT_CLASSID,3);
903a7e14dcfSSatish Balay 	PetscCheckSameComm(tao,1,Jpre,3);
904a7e14dcfSSatish Balay     }
905a7e14dcfSSatish Balay     if (ctx) {
906a7e14dcfSSatish Balay 	tao->user_jac_inequalityP = ctx;
907a7e14dcfSSatish Balay     }
908a7e14dcfSSatish Balay     if (func) {
909a7e14dcfSSatish Balay 	tao->ops->computejacobianinequality = func;
910a7e14dcfSSatish Balay     }
911a7e14dcfSSatish Balay 
912a7e14dcfSSatish Balay 
913a7e14dcfSSatish Balay     if (J) {
914a7e14dcfSSatish Balay 	ierr = PetscObjectReference((PetscObject)J); CHKERRQ(ierr);
915a7e14dcfSSatish Balay 	if (tao->jacobian_inequality) {   ierr = MatDestroy(&tao->jacobian_inequality); CHKERRQ(ierr);}
916a7e14dcfSSatish Balay 	tao->jacobian_inequality = J;
917a7e14dcfSSatish Balay     }
918a7e14dcfSSatish Balay     if (Jpre) {
919a7e14dcfSSatish Balay 	ierr = PetscObjectReference((PetscObject)Jpre); CHKERRQ(ierr);
920a7e14dcfSSatish Balay 	if (tao->jacobian_inequality_pre) { ierr = MatDestroy(&tao->jacobian_inequality_pre); CHKERRQ(ierr);}
921a7e14dcfSSatish Balay 	tao->jacobian_inequality_pre=Jpre;
922a7e14dcfSSatish Balay     }
923a7e14dcfSSatish Balay     PetscFunctionReturn(0);
924a7e14dcfSSatish Balay }
925