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