1*aaa7dc30SBarry Smith #include <petsc-private/taosolverimpl.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 if (H) { 88a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)H);CHKERRQ(ierr); 89a7e14dcfSSatish Balay if (tao->hessian) { ierr = MatDestroy(&tao->hessian);CHKERRQ(ierr);} 90a7e14dcfSSatish Balay tao->hessian = H; 91a7e14dcfSSatish Balay } 92a7e14dcfSSatish Balay if (Hpre) { 93a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)Hpre);CHKERRQ(ierr); 94a7e14dcfSSatish Balay if (tao->hessian_pre) { ierr = MatDestroy(&tao->hessian_pre);CHKERRQ(ierr);} 95a7e14dcfSSatish Balay tao->hessian_pre=Hpre; 96a7e14dcfSSatish Balay } 97a7e14dcfSSatish Balay PetscFunctionReturn(0); 98a7e14dcfSSatish Balay } 99a7e14dcfSSatish Balay 100a7e14dcfSSatish Balay #undef __FUNCT__ 101a7e14dcfSSatish Balay #define __FUNCT__ "TaoComputeHessian" 102a7e14dcfSSatish Balay /*@C 103a7e14dcfSSatish Balay TaoComputeHessian - Computes the Hessian matrix that has been 104a7e14dcfSSatish Balay set with TaoSetHessianRoutine(). 105a7e14dcfSSatish Balay 106a7e14dcfSSatish Balay Collective on TaoSolver 107a7e14dcfSSatish Balay 108a7e14dcfSSatish Balay Input Parameters: 109a7e14dcfSSatish Balay + solver - the TaoSolver solver context 110a7e14dcfSSatish Balay - xx - input vector 111a7e14dcfSSatish Balay 112a7e14dcfSSatish Balay Output Parameters: 113a7e14dcfSSatish Balay + H - Hessian matrix 114a7e14dcfSSatish Balay . Hpre - Preconditioning matrix 115a7e14dcfSSatish Balay - flag - flag indicating matrix structure (SAME_NONZERO_PATTERN, DIFFERENT_NONZERO_PATTERN, or SAME_PRECONDITIONER) 116a7e14dcfSSatish Balay 117a7e14dcfSSatish Balay Notes: 118a7e14dcfSSatish Balay Most users should not need to explicitly call this routine, as it 119a7e14dcfSSatish Balay is used internally within the minimization solvers. 120a7e14dcfSSatish Balay 121a7e14dcfSSatish Balay TaoComputeHessian() is typically used within minimization 122a7e14dcfSSatish Balay implementations, so most users would not generally call this routine 123a7e14dcfSSatish Balay themselves. 124a7e14dcfSSatish Balay 125a7e14dcfSSatish Balay Level: developer 126a7e14dcfSSatish Balay 127a7e14dcfSSatish Balay .seealso: TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetHessian() 128a7e14dcfSSatish Balay 129a7e14dcfSSatish Balay @*/ 130a7e14dcfSSatish Balay PetscErrorCode TaoComputeHessian(TaoSolver tao, Vec X, Mat *H, Mat *Hpre, MatStructure *flg) 131a7e14dcfSSatish Balay { 132a7e14dcfSSatish Balay PetscErrorCode ierr; 13387f595a5SBarry Smith 134a7e14dcfSSatish Balay PetscFunctionBegin; 135a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 136a7e14dcfSSatish Balay PetscValidHeaderSpecific(X, VEC_CLASSID,2); 137a7e14dcfSSatish Balay PetscValidPointer(flg,5); 138a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,X,2); 139a7e14dcfSSatish Balay 14087f595a5SBarry Smith if (!tao->ops->computehessian) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetHessian() first"); 141a7e14dcfSSatish Balay *flg = DIFFERENT_NONZERO_PATTERN; 142a7e14dcfSSatish Balay ++tao->nhess; 143a7e14dcfSSatish Balay ierr = PetscLogEventBegin(TaoSolver_HessianEval,tao,X,*H,*Hpre);CHKERRQ(ierr); 144a7e14dcfSSatish Balay PetscStackPush("TaoSolver user Hessian function"); 145a7e14dcfSSatish Balay CHKMEMQ; 146a7e14dcfSSatish Balay ierr = (*tao->ops->computehessian)(tao,X,H,Hpre,flg,tao->user_hessP);CHKERRQ(ierr); 147a7e14dcfSSatish Balay CHKMEMQ; 148a7e14dcfSSatish Balay PetscStackPop; 149a7e14dcfSSatish Balay ierr = PetscLogEventEnd(TaoSolver_HessianEval,tao,X,*H,*Hpre);CHKERRQ(ierr); 150a7e14dcfSSatish Balay PetscFunctionReturn(0); 151a7e14dcfSSatish Balay } 152a7e14dcfSSatish Balay 153a7e14dcfSSatish Balay #undef __FUNCT__ 154a7e14dcfSSatish Balay #define __FUNCT__ "TaoComputeJacobian" 155a7e14dcfSSatish Balay /*@C 156a7e14dcfSSatish Balay TaoComputeJacobian - Computes the Jacobian matrix that has been 157a7e14dcfSSatish Balay set with TaoSetJacobianRoutine(). 158a7e14dcfSSatish Balay 159a7e14dcfSSatish Balay Collective on TaoSolver 160a7e14dcfSSatish Balay 161a7e14dcfSSatish Balay Input Parameters: 162a7e14dcfSSatish Balay + solver - the TaoSolver solver context 163a7e14dcfSSatish Balay - xx - input vector 164a7e14dcfSSatish Balay 165a7e14dcfSSatish Balay Output Parameters: 166a7e14dcfSSatish Balay + H - Jacobian matrix 167a7e14dcfSSatish Balay . Hpre - Preconditioning matrix 168a7e14dcfSSatish Balay - flag - flag indicating matrix structure (SAME_NONZERO_PATTERN, DIFFERENT_NONZERO_PATTERN, or SAME_PRECONDITIONER) 169a7e14dcfSSatish Balay 170a7e14dcfSSatish Balay Notes: 171a7e14dcfSSatish Balay Most users should not need to explicitly call this routine, as it 172a7e14dcfSSatish Balay is used internally within the minimization solvers. 173a7e14dcfSSatish Balay 174a7e14dcfSSatish Balay TaoComputeJacobian() is typically used within minimization 175a7e14dcfSSatish Balay implementations, so most users would not generally call this routine 176a7e14dcfSSatish Balay themselves. 177a7e14dcfSSatish Balay 178a7e14dcfSSatish Balay Level: developer 179a7e14dcfSSatish Balay 180a7e14dcfSSatish Balay .seealso: TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobian() 181a7e14dcfSSatish Balay 182a7e14dcfSSatish Balay @*/ 183a7e14dcfSSatish Balay PetscErrorCode TaoComputeJacobian(TaoSolver tao, Vec X, Mat *J, Mat *Jpre, MatStructure *flg) 184a7e14dcfSSatish Balay { 185a7e14dcfSSatish Balay PetscErrorCode ierr; 18687f595a5SBarry Smith 187a7e14dcfSSatish Balay PetscFunctionBegin; 188a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 189a7e14dcfSSatish Balay PetscValidHeaderSpecific(X, VEC_CLASSID,2); 190a7e14dcfSSatish Balay PetscValidPointer(flg,5); 191a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,X,2); 192a7e14dcfSSatish Balay 19387f595a5SBarry Smith if (!tao->ops->computejacobian) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobian() first"); 194a7e14dcfSSatish Balay *flg = DIFFERENT_NONZERO_PATTERN; 195a7e14dcfSSatish Balay ++tao->njac; 196a7e14dcfSSatish Balay ierr = PetscLogEventBegin(TaoSolver_JacobianEval,tao,X,*J,*Jpre);CHKERRQ(ierr); 197a7e14dcfSSatish Balay PetscStackPush("TaoSolver user Jacobian function"); 198a7e14dcfSSatish Balay CHKMEMQ; 199a7e14dcfSSatish Balay ierr = (*tao->ops->computejacobian)(tao,X,J,Jpre,flg,tao->user_jacP);CHKERRQ(ierr); 200a7e14dcfSSatish Balay CHKMEMQ; 201a7e14dcfSSatish Balay PetscStackPop; 202a7e14dcfSSatish Balay ierr = PetscLogEventEnd(TaoSolver_JacobianEval,tao,X,*J,*Jpre);CHKERRQ(ierr); 203a7e14dcfSSatish Balay PetscFunctionReturn(0); 204a7e14dcfSSatish Balay } 205a7e14dcfSSatish Balay 206a7e14dcfSSatish Balay #undef __FUNCT__ 207a7e14dcfSSatish Balay #define __FUNCT__ "TaoComputeJacobianState" 208a7e14dcfSSatish Balay /*@C 209a7e14dcfSSatish Balay TaoComputeJacobianState - Computes the Jacobian matrix that has been 210a7e14dcfSSatish Balay set with TaoSetJacobianStateRoutine(). 211a7e14dcfSSatish Balay 212a7e14dcfSSatish Balay Collective on TaoSolver 213a7e14dcfSSatish Balay 214a7e14dcfSSatish Balay Input Parameters: 215a7e14dcfSSatish Balay + solver - the TaoSolver solver context 216a7e14dcfSSatish Balay - xx - input vector 217a7e14dcfSSatish Balay 218a7e14dcfSSatish Balay Output Parameters: 219a7e14dcfSSatish Balay + H - Jacobian matrix 220a7e14dcfSSatish Balay . Hpre - Preconditioning matrix 221a7e14dcfSSatish Balay - flag - flag indicating matrix structure (SAME_NONZERO_PATTERN, DIFFERENT_NONZERO_PATTERN, or SAME_PRECONDITIONER) 222a7e14dcfSSatish Balay 223a7e14dcfSSatish Balay Notes: 224a7e14dcfSSatish Balay Most users should not need to explicitly call this routine, as it 225a7e14dcfSSatish Balay is used internally within the minimization solvers. 226a7e14dcfSSatish Balay 227a7e14dcfSSatish Balay TaoComputeJacobianState() is typically used within minimization 228a7e14dcfSSatish Balay implementations, so most users would not generally call this routine 229a7e14dcfSSatish Balay themselves. 230a7e14dcfSSatish Balay 231a7e14dcfSSatish Balay Level: developer 232a7e14dcfSSatish Balay 233a7e14dcfSSatish Balay .seealso: TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobianStateRoutine(), TaoComputeJacobianDesign(), TaoSetStateDesignIS() 234a7e14dcfSSatish Balay 235a7e14dcfSSatish Balay @*/ 236a7e14dcfSSatish Balay PetscErrorCode TaoComputeJacobianState(TaoSolver tao, Vec X, Mat *J, Mat *Jpre, Mat *Jinv, MatStructure *flg) 237a7e14dcfSSatish Balay { 238a7e14dcfSSatish Balay PetscErrorCode ierr; 239a7e14dcfSSatish Balay PetscFunctionBegin; 240a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 241a7e14dcfSSatish Balay PetscValidHeaderSpecific(X, VEC_CLASSID,2); 242a7e14dcfSSatish Balay PetscValidPointer(flg,5); 243a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,X,2); 244a7e14dcfSSatish Balay 24587f595a5SBarry Smith if (!tao->ops->computejacobianstate) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianState() first"); 246a7e14dcfSSatish Balay *flg = DIFFERENT_NONZERO_PATTERN; 247a7e14dcfSSatish Balay ++tao->njac_state; 248a7e14dcfSSatish Balay ierr = PetscLogEventBegin(TaoSolver_JacobianEval,tao,X,*J,*Jpre);CHKERRQ(ierr); 249a7e14dcfSSatish Balay PetscStackPush("TaoSolver user Jacobian(state) function"); 250a7e14dcfSSatish Balay CHKMEMQ; 251a7e14dcfSSatish Balay ierr = (*tao->ops->computejacobianstate)(tao,X,J,Jpre,Jinv,flg,tao->user_jac_stateP);CHKERRQ(ierr); 252a7e14dcfSSatish Balay CHKMEMQ; 253a7e14dcfSSatish Balay PetscStackPop; 254a7e14dcfSSatish Balay ierr = PetscLogEventEnd(TaoSolver_JacobianEval,tao,X,*J,*Jpre);CHKERRQ(ierr); 255a7e14dcfSSatish Balay PetscFunctionReturn(0); 256a7e14dcfSSatish Balay } 257a7e14dcfSSatish Balay 258a7e14dcfSSatish Balay #undef __FUNCT__ 259a7e14dcfSSatish Balay #define __FUNCT__ "TaoComputeJacobianDesign" 260a7e14dcfSSatish Balay /*@C 261a7e14dcfSSatish Balay TaoComputeJacobianDesign - Computes the Jacobian matrix that has been 262a7e14dcfSSatish Balay set with TaoSetJacobianDesignRoutine(). 263a7e14dcfSSatish Balay 264a7e14dcfSSatish Balay Collective on TaoSolver 265a7e14dcfSSatish Balay 266a7e14dcfSSatish Balay Input Parameters: 267a7e14dcfSSatish Balay + solver - the TaoSolver solver context 268a7e14dcfSSatish Balay - xx - input vector 269a7e14dcfSSatish Balay 270a7e14dcfSSatish Balay Output Parameters: 271a7e14dcfSSatish Balay . H - Jacobian matrix 272a7e14dcfSSatish Balay 273a7e14dcfSSatish Balay Notes: 274a7e14dcfSSatish Balay Most users should not need to explicitly call this routine, as it 275a7e14dcfSSatish Balay is used internally within the minimization solvers. 276a7e14dcfSSatish Balay 277a7e14dcfSSatish Balay TaoComputeJacobianDesign() is typically used within minimization 278a7e14dcfSSatish Balay implementations, so most users would not generally call this routine 279a7e14dcfSSatish Balay themselves. 280a7e14dcfSSatish Balay 281a7e14dcfSSatish Balay Level: developer 282a7e14dcfSSatish Balay 283a7e14dcfSSatish Balay .seealso: TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobianDesignRoutine(), TaoComputeJacobianDesign(), TaoSetStateDesignIS() 284a7e14dcfSSatish Balay 285a7e14dcfSSatish Balay @*/ 286a7e14dcfSSatish Balay PetscErrorCode TaoComputeJacobianDesign(TaoSolver tao, Vec X, Mat *J) 287a7e14dcfSSatish Balay { 288a7e14dcfSSatish Balay PetscErrorCode ierr; 28987f595a5SBarry Smith 290a7e14dcfSSatish Balay PetscFunctionBegin; 291a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 292a7e14dcfSSatish Balay PetscValidHeaderSpecific(X, VEC_CLASSID,2); 293a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,X,2); 294a7e14dcfSSatish Balay 29587f595a5SBarry Smith if (!tao->ops->computejacobiandesign) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianDesign() first"); 296a7e14dcfSSatish Balay ++tao->njac_design; 2976c23d075SBarry Smith ierr = PetscLogEventBegin(TaoSolver_JacobianEval,tao,X,*J,NULL);CHKERRQ(ierr); 298a7e14dcfSSatish Balay PetscStackPush("TaoSolver user Jacobian(design) function"); 299a7e14dcfSSatish Balay CHKMEMQ; 300a7e14dcfSSatish Balay ierr = (*tao->ops->computejacobiandesign)(tao,X,J,tao->user_jac_designP);CHKERRQ(ierr); 301a7e14dcfSSatish Balay CHKMEMQ; 302a7e14dcfSSatish Balay PetscStackPop; 3036c23d075SBarry Smith ierr = PetscLogEventEnd(TaoSolver_JacobianEval,tao,X,*J,NULL);CHKERRQ(ierr); 304a7e14dcfSSatish Balay PetscFunctionReturn(0); 305a7e14dcfSSatish Balay } 306a7e14dcfSSatish Balay 307a7e14dcfSSatish Balay 308a7e14dcfSSatish Balay 309a7e14dcfSSatish Balay #undef __FUNCT__ 310a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetJacobianRoutine" 311a7e14dcfSSatish Balay /*@C 312a7e14dcfSSatish Balay TaoSetJacobianRoutine - Sets the function to compute the Jacobian as well as the location to store the matrix. 313a7e14dcfSSatish Balay 314a7e14dcfSSatish Balay Logically collective on TaoSolver 315a7e14dcfSSatish Balay 316a7e14dcfSSatish Balay Input Parameters: 317a7e14dcfSSatish Balay + tao - the TaoSolver context 318a7e14dcfSSatish Balay . J - Matrix used for the jacobian 319a7e14dcfSSatish Balay . Jpre - Matrix that will be used operated on by preconditioner, can be same as J 320a7e14dcfSSatish Balay . jac - Jacobian evaluation routine 321a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the 3226c23d075SBarry Smith Jacobian evaluation routine (may be NULL) 323a7e14dcfSSatish Balay 324a7e14dcfSSatish Balay Calling sequence of jac: 325a7e14dcfSSatish Balay $ jac (TaoSolver tao,Vec x,Mat *J,Mat *Jpre,MatStructure *flag,void *ctx); 326a7e14dcfSSatish Balay 327a7e14dcfSSatish Balay + tao - the TaoSolver context 328a7e14dcfSSatish Balay . x - input vector 329a7e14dcfSSatish Balay . J - Jacobian matrix 330a7e14dcfSSatish Balay . Jpre - preconditioner matrix, usually the same as J 331a7e14dcfSSatish Balay . flag - flag indicating information about the preconditioner matrix 332a7e14dcfSSatish Balay structure (see below) 333a7e14dcfSSatish Balay - ctx - [optional] user-defined Jacobian context 334a7e14dcfSSatish Balay 335a7e14dcfSSatish Balay 336a7e14dcfSSatish Balay Notes: 337a7e14dcfSSatish Balay 338a7e14dcfSSatish Balay The function jac() takes Mat * as the matrix arguments rather than Mat. 339a7e14dcfSSatish Balay This allows the Jacobian evaluation routine to replace A and/or B with a 340a7e14dcfSSatish Balay completely new new matrix structure (not just different matrix elements) 341a7e14dcfSSatish Balay when appropriate, for instance, if the nonzero structure is changing 342a7e14dcfSSatish Balay throughout the global iterations. 343a7e14dcfSSatish Balay 344a7e14dcfSSatish Balay The flag can be used to eliminate unnecessary work in the preconditioner 345a7e14dcfSSatish Balay during the repeated solution of linear systems of the same size. The 346a7e14dcfSSatish Balay available options are 347a7e14dcfSSatish Balay $ SAME_PRECONDITIONER - 348a7e14dcfSSatish Balay $ Jpre is identical during successive linear solves. 349a7e14dcfSSatish Balay $ This option is intended for folks who are using 350a7e14dcfSSatish Balay $ different Amat and Pmat matrices and want to reuse the 351a7e14dcfSSatish Balay $ same preconditioner matrix. For example, this option 352a7e14dcfSSatish Balay $ saves work by not recomputing incomplete factorization 353a7e14dcfSSatish Balay $ for ILU/ICC preconditioners. 354a7e14dcfSSatish Balay $ SAME_NONZERO_PATTERN - 355a7e14dcfSSatish Balay $ Jpre has the same nonzero structure during 356a7e14dcfSSatish Balay $ successive linear solves. 357a7e14dcfSSatish Balay $ DIFFERENT_NONZERO_PATTERN - 358a7e14dcfSSatish Balay $ Jpre does not have the same nonzero structure. 359a7e14dcfSSatish Balay 360a7e14dcfSSatish Balay Caution: 361a7e14dcfSSatish Balay If you specify SAME_NONZERO_PATTERN, the software believes your assertion 362a7e14dcfSSatish Balay and does not check the structure of the matrix. If you erroneously 363a7e14dcfSSatish Balay claim that the structure is the same when it actually is not, the new 364a7e14dcfSSatish Balay preconditioner will not function correctly. Thus, use this optimization 365a7e14dcfSSatish Balay feature carefully! 366a7e14dcfSSatish Balay 367a7e14dcfSSatish Balay If in doubt about whether your preconditioner matrix has changed 368a7e14dcfSSatish Balay structure or not, use the flag DIFFERENT_NONZERO_PATTERN. 369a7e14dcfSSatish Balay 370a7e14dcfSSatish Balay Level: intermediate 371a7e14dcfSSatish Balay 372a7e14dcfSSatish Balay @*/ 373a7e14dcfSSatish Balay PetscErrorCode TaoSetJacobianRoutine(TaoSolver tao, Mat J, Mat Jpre, PetscErrorCode (*func)(TaoSolver, Vec, Mat*, Mat *, MatStructure *, void*), void *ctx) 374a7e14dcfSSatish Balay { 375a7e14dcfSSatish Balay PetscErrorCode ierr; 376a7e14dcfSSatish Balay PetscFunctionBegin; 377a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 378a7e14dcfSSatish Balay if (J) { 379a7e14dcfSSatish Balay PetscValidHeaderSpecific(J,MAT_CLASSID,2); 380a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,J,2); 381a7e14dcfSSatish Balay } 382a7e14dcfSSatish Balay if (Jpre) { 383a7e14dcfSSatish Balay PetscValidHeaderSpecific(Jpre,MAT_CLASSID,3); 384a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,Jpre,3); 385a7e14dcfSSatish Balay } 386a7e14dcfSSatish Balay if (ctx) { 387a7e14dcfSSatish Balay tao->user_jacP = ctx; 388a7e14dcfSSatish Balay } 389a7e14dcfSSatish Balay if (func) { 390a7e14dcfSSatish Balay tao->ops->computejacobian = func; 391a7e14dcfSSatish Balay } 392a7e14dcfSSatish Balay 393a7e14dcfSSatish Balay 394a7e14dcfSSatish Balay if (J) { 395a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)J);CHKERRQ(ierr); 396a7e14dcfSSatish Balay if (tao->jacobian) { ierr = MatDestroy(&tao->jacobian);CHKERRQ(ierr);} 397a7e14dcfSSatish Balay tao->jacobian = J; 398a7e14dcfSSatish Balay } 399a7e14dcfSSatish Balay if (Jpre) { 400a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)Jpre);CHKERRQ(ierr); 401a7e14dcfSSatish Balay if (tao->jacobian_pre) { ierr = MatDestroy(&tao->jacobian_pre);CHKERRQ(ierr);} 402a7e14dcfSSatish Balay tao->jacobian_pre=Jpre; 403a7e14dcfSSatish Balay } 404a7e14dcfSSatish Balay PetscFunctionReturn(0); 405a7e14dcfSSatish Balay } 406a7e14dcfSSatish Balay 407a7e14dcfSSatish Balay 408a7e14dcfSSatish Balay #undef __FUNCT__ 409a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetJacobianStateRoutine" 410a7e14dcfSSatish Balay /*@C 411a7e14dcfSSatish Balay TaoSetJacobianStateRoutine - Sets the function to compute the Jacobian 412a7e14dcfSSatish Balay (and its inverse) of the constraint function with respect to the state variables. 413a7e14dcfSSatish Balay Used only for pde-constrained optimization. 414a7e14dcfSSatish Balay 415a7e14dcfSSatish Balay Logically collective on TaoSolver 416a7e14dcfSSatish Balay 417a7e14dcfSSatish Balay Input Parameters: 418a7e14dcfSSatish Balay + tao - the TaoSolver context 419a7e14dcfSSatish Balay . J - Matrix used for the jacobian 4206c23d075SBarry Smith . Jpre - Matrix that will be used operated on by PETSc preconditioner, can be same as J. Only used if Jinv is NULL 4216c23d075SBarry 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. 422a7e14dcfSSatish Balay . jac - Jacobian evaluation routine 423a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the 4246c23d075SBarry Smith Jacobian evaluation routine (may be NULL) 425a7e14dcfSSatish Balay 426a7e14dcfSSatish Balay Calling sequence of jac: 427a7e14dcfSSatish Balay $ jac (TaoSolver tao,Vec x,Mat *J,Mat *Jpre,MatStructure *flag,void *ctx); 428a7e14dcfSSatish Balay 429a7e14dcfSSatish Balay + tao - the TaoSolver context 430a7e14dcfSSatish Balay . x - input vector 431a7e14dcfSSatish Balay . J - Jacobian matrix 432a7e14dcfSSatish Balay . Jpre - preconditioner matrix, usually the same as J 433a7e14dcfSSatish Balay . Jinv - inverse of J 434a7e14dcfSSatish Balay . flag - flag indicating information about the preconditioner matrix 435a7e14dcfSSatish Balay structure (see below) 436a7e14dcfSSatish Balay - ctx - [optional] user-defined Jacobian context 437a7e14dcfSSatish Balay 438a7e14dcfSSatish Balay 439a7e14dcfSSatish Balay Notes: 440a7e14dcfSSatish Balay Because of the structure of the jacobian matrix, 441a7e14dcfSSatish Balay It may be more efficient for a pde-constrained application to provide 442a7e14dcfSSatish Balay its own Jinv matrix. 443a7e14dcfSSatish Balay 444a7e14dcfSSatish Balay The function jac() takes Mat * as the matrix arguments rather than Mat. 445a7e14dcfSSatish Balay This allows the Jacobian evaluation routine to replace A and/or B with a 446a7e14dcfSSatish Balay completely new new maitrix structure (not just different matrix elements) 447a7e14dcfSSatish Balay when appropriate, for instance, if the nonzero structure is changing 448a7e14dcfSSatish Balay throughout the global iterations. 449a7e14dcfSSatish Balay 450a7e14dcfSSatish Balay The flag can be used to eliminate unnecessary work in the preconditioner 451a7e14dcfSSatish Balay during the repeated solution of linear systems of the same size. The 452a7e14dcfSSatish Balay available options are 453a7e14dcfSSatish Balay $ SAME_PRECONDITIONER - 454a7e14dcfSSatish Balay $ Jpre is identical during successive linear solves. 455a7e14dcfSSatish Balay $ This option is intended for folks who are using 456a7e14dcfSSatish Balay $ different Amat and Pmat matrices and want to reuse the 457a7e14dcfSSatish Balay $ same preconditioner matrix. For example, this option 458a7e14dcfSSatish Balay $ saves work by not recomputing incomplete factorization 459a7e14dcfSSatish Balay $ for ILU/ICC preconditioners. 460a7e14dcfSSatish Balay $ SAME_NONZERO_PATTERN - 461a7e14dcfSSatish Balay $ Jpre has the same nonzero structure during 462a7e14dcfSSatish Balay $ successive linear solves. 463a7e14dcfSSatish Balay $ DIFFERENT_NONZERO_PATTERN - 464a7e14dcfSSatish Balay $ Jpre does not have the same nonzero structure. 465a7e14dcfSSatish Balay 466a7e14dcfSSatish Balay Caution: 467a7e14dcfSSatish Balay If you specify SAME_NONZERO_PATTERN, the software believes your assertion 468a7e14dcfSSatish Balay and does not check the structure of the matrix. If you erroneously 469a7e14dcfSSatish Balay claim that the structure is the same when it actually is not, the new 470a7e14dcfSSatish Balay preconditioner will not function correctly. Thus, use this optimization 471a7e14dcfSSatish Balay feature carefully! 472a7e14dcfSSatish Balay 473a7e14dcfSSatish Balay If in doubt about whether your preconditioner matrix has changed 474a7e14dcfSSatish Balay structure or not, use the flag DIFFERENT_NONZERO_PATTERN. 475a7e14dcfSSatish Balay 476a7e14dcfSSatish Balay Level: intermediate 477a7e14dcfSSatish Balay .seealse: TaoComputeJacobianState(), TaoSetJacobianDesignRoutine(), TaoSetStateDesignIS() 478a7e14dcfSSatish Balay @*/ 479a7e14dcfSSatish Balay PetscErrorCode TaoSetJacobianStateRoutine(TaoSolver tao, Mat J, Mat Jpre, Mat Jinv, PetscErrorCode (*func)(TaoSolver, Vec, Mat*, Mat *, Mat *, MatStructure *, void*), void *ctx) 480a7e14dcfSSatish Balay { 481a7e14dcfSSatish Balay PetscErrorCode ierr; 482a7e14dcfSSatish Balay PetscFunctionBegin; 483a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 484a7e14dcfSSatish Balay if (J) { 485a7e14dcfSSatish Balay PetscValidHeaderSpecific(J,MAT_CLASSID,2); 486a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,J,2); 487a7e14dcfSSatish Balay } 488a7e14dcfSSatish Balay if (Jpre) { 489a7e14dcfSSatish Balay PetscValidHeaderSpecific(Jpre,MAT_CLASSID,3); 490a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,Jpre,3); 491a7e14dcfSSatish Balay } 492a7e14dcfSSatish Balay if (Jinv) { 493a7e14dcfSSatish Balay PetscValidHeaderSpecific(Jinv,MAT_CLASSID,4); 494a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,Jinv,4); 495a7e14dcfSSatish Balay } 496a7e14dcfSSatish Balay if (ctx) { 497a7e14dcfSSatish Balay tao->user_jac_stateP = ctx; 498a7e14dcfSSatish Balay } 499a7e14dcfSSatish Balay if (func) { 500a7e14dcfSSatish Balay tao->ops->computejacobianstate = func; 501a7e14dcfSSatish Balay } 502a7e14dcfSSatish Balay 503a7e14dcfSSatish Balay 504a7e14dcfSSatish Balay if (J) { 505a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)J);CHKERRQ(ierr); 506a7e14dcfSSatish Balay if (tao->jacobian_state) { ierr = MatDestroy(&tao->jacobian_state);CHKERRQ(ierr);} 507a7e14dcfSSatish Balay tao->jacobian_state = J; 508a7e14dcfSSatish Balay } 509a7e14dcfSSatish Balay if (Jpre) { 510a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)Jpre);CHKERRQ(ierr); 511a7e14dcfSSatish Balay if (tao->jacobian_state_pre) { ierr = MatDestroy(&tao->jacobian_state_pre);CHKERRQ(ierr);} 512a7e14dcfSSatish Balay tao->jacobian_state_pre=Jpre; 513a7e14dcfSSatish Balay } 514a7e14dcfSSatish Balay if (Jinv) { 515a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)Jinv);CHKERRQ(ierr); 516a7e14dcfSSatish Balay if (tao->jacobian_state_inv) {ierr = MatDestroy(&tao->jacobian_state_inv);CHKERRQ(ierr);} 517a7e14dcfSSatish Balay tao->jacobian_state_inv=Jinv; 518a7e14dcfSSatish Balay } 519a7e14dcfSSatish Balay PetscFunctionReturn(0); 520a7e14dcfSSatish Balay } 521a7e14dcfSSatish Balay 522a7e14dcfSSatish Balay #undef __FUNCT__ 523a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetJacobianDesignRoutine" 524a7e14dcfSSatish Balay /*@C 525a7e14dcfSSatish Balay TaoSetJacobianDesignRoutine - Sets the function to compute the Jacobian of 526a7e14dcfSSatish Balay the constraint function with respect to the design variables. Used only for 527a7e14dcfSSatish Balay pde-constrained optimization. 528a7e14dcfSSatish Balay 529a7e14dcfSSatish Balay Logically collective on TaoSolver 530a7e14dcfSSatish Balay 531a7e14dcfSSatish Balay Input Parameters: 532a7e14dcfSSatish Balay + tao - the TaoSolver context 533a7e14dcfSSatish Balay . J - Matrix used for the jacobian 534a7e14dcfSSatish Balay . jac - Jacobian evaluation routine 535a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the 5366c23d075SBarry Smith Jacobian evaluation routine (may be NULL) 537a7e14dcfSSatish Balay 538a7e14dcfSSatish Balay Calling sequence of jac: 539a7e14dcfSSatish Balay $ jac (TaoSolver tao,Vec x,Mat *J,void *ctx); 540a7e14dcfSSatish Balay 541a7e14dcfSSatish Balay + tao - the TaoSolver context 542a7e14dcfSSatish Balay . x - input vector 543a7e14dcfSSatish Balay . J - Jacobian matrix 544a7e14dcfSSatish Balay - ctx - [optional] user-defined Jacobian context 545a7e14dcfSSatish Balay 546a7e14dcfSSatish Balay 547a7e14dcfSSatish Balay Notes: 548a7e14dcfSSatish Balay 549a7e14dcfSSatish Balay The function jac() takes Mat * as the matrix arguments rather than Mat. 550a7e14dcfSSatish Balay This allows the Jacobian evaluation routine to replace A and/or B with a 551a7e14dcfSSatish Balay completely new new matrix structure (not just different matrix elements) 552a7e14dcfSSatish Balay when appropriate, for instance, if the nonzero structure is changing 553a7e14dcfSSatish Balay throughout the global iterations. 554a7e14dcfSSatish Balay 555a7e14dcfSSatish Balay Level: intermediate 556a7e14dcfSSatish Balay .seealso: TaoComputeJacobianDesign(), TaoSetJacobianStateRoutine(), TaoSetStateDesignIS() 557a7e14dcfSSatish Balay @*/ 558a7e14dcfSSatish Balay PetscErrorCode TaoSetJacobianDesignRoutine(TaoSolver tao, Mat J, PetscErrorCode (*func)(TaoSolver, Vec, Mat*, void*), void *ctx) 559a7e14dcfSSatish Balay { 560a7e14dcfSSatish Balay PetscErrorCode ierr; 561a7e14dcfSSatish Balay PetscFunctionBegin; 562a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 563a7e14dcfSSatish Balay if (J) { 564a7e14dcfSSatish Balay PetscValidHeaderSpecific(J,MAT_CLASSID,2); 565a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,J,2); 566a7e14dcfSSatish Balay } 567a7e14dcfSSatish Balay if (ctx) { 568a7e14dcfSSatish Balay tao->user_jac_designP = ctx; 569a7e14dcfSSatish Balay } 570a7e14dcfSSatish Balay if (func) { 571a7e14dcfSSatish Balay tao->ops->computejacobiandesign = func; 572a7e14dcfSSatish Balay } 573a7e14dcfSSatish Balay 574a7e14dcfSSatish Balay 575a7e14dcfSSatish Balay if (J) { 576a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)J);CHKERRQ(ierr); 577a7e14dcfSSatish Balay if (tao->jacobian_design) { ierr = MatDestroy(&tao->jacobian_design);CHKERRQ(ierr);} 578a7e14dcfSSatish Balay tao->jacobian_design = J; 579a7e14dcfSSatish Balay } 580a7e14dcfSSatish Balay PetscFunctionReturn(0); 581a7e14dcfSSatish Balay } 582a7e14dcfSSatish Balay 583a7e14dcfSSatish Balay #undef __FUNCT__ 584a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetStateDesignIS" 585a7e14dcfSSatish Balay /*@ 586a7e14dcfSSatish Balay TaoSetStateDesignIS - Indicate to the TaoSolver which variables in the 587a7e14dcfSSatish Balay solution vector are state variables and which are design. Only applies to 588a7e14dcfSSatish Balay pde-constrained optimization. 589a7e14dcfSSatish Balay 590a7e14dcfSSatish Balay Logically Collective on TaoSolver 591a7e14dcfSSatish Balay 592a7e14dcfSSatish Balay Input Parameters: 593a7e14dcfSSatish Balay + tao - The TaoSolver context 594a7e14dcfSSatish Balay . s_is - the index set corresponding to the state variables 595a7e14dcfSSatish Balay - d_is - the index set corresponding to the design variables 596a7e14dcfSSatish Balay 597a7e14dcfSSatish Balay Level: intermediate 598a7e14dcfSSatish Balay 599a7e14dcfSSatish Balay .seealso: TaoSetJacobianStateRoutine(), TaoSetJacobianDesignRoutine() 600a7e14dcfSSatish Balay @*/ 601a7e14dcfSSatish Balay PetscErrorCode TaoSetStateDesignIS(TaoSolver tao, IS s_is, IS d_is) 602a7e14dcfSSatish Balay { 603a7e14dcfSSatish Balay PetscErrorCode ierr; 604a7e14dcfSSatish Balay if (tao->state_is) { 605a7e14dcfSSatish Balay ierr = PetscObjectDereference((PetscObject)(tao->state_is));CHKERRQ(ierr); 606a7e14dcfSSatish Balay } 607a7e14dcfSSatish Balay if (tao->design_is) { 608a7e14dcfSSatish Balay ierr = PetscObjectDereference((PetscObject)(tao->design_is));CHKERRQ(ierr); 609a7e14dcfSSatish Balay } 610a7e14dcfSSatish Balay tao->state_is = s_is; 611a7e14dcfSSatish Balay tao->design_is = d_is; 612a7e14dcfSSatish Balay if (s_is) { 613a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)(tao->state_is));CHKERRQ(ierr); 614a7e14dcfSSatish Balay } 615a7e14dcfSSatish Balay if (d_is) { 616a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)(tao->design_is));CHKERRQ(ierr); 617a7e14dcfSSatish Balay } 618a7e14dcfSSatish Balay PetscFunctionReturn(0); 619a7e14dcfSSatish Balay } 620a7e14dcfSSatish Balay 621a7e14dcfSSatish Balay 622a7e14dcfSSatish Balay #undef __FUNCT__ 623a7e14dcfSSatish Balay #define __FUNCT__ "TaoComputeJacobianEquality" 624a7e14dcfSSatish Balay /*@C 625a7e14dcfSSatish Balay TaoComputeJacobianEquality - Computes the Jacobian matrix that has been 626a7e14dcfSSatish Balay set with TaoSetJacobianEqualityRoutine(). 627a7e14dcfSSatish Balay 628a7e14dcfSSatish Balay Collective on TaoSolver 629a7e14dcfSSatish Balay 630a7e14dcfSSatish Balay Input Parameters: 631a7e14dcfSSatish Balay + solver - the TaoSolver solver context 632a7e14dcfSSatish Balay - xx - input vector 633a7e14dcfSSatish Balay 634a7e14dcfSSatish Balay Output Parameters: 635a7e14dcfSSatish Balay + H - Jacobian matrix 636a7e14dcfSSatish Balay . Hpre - Preconditioning matrix 637a7e14dcfSSatish Balay - flag - flag indicating matrix structure (SAME_NONZERO_PATTERN, DIFFERENT_NONZERO_PATTERN, or SAME_PRECONDITIONER) 638a7e14dcfSSatish Balay 639a7e14dcfSSatish Balay Notes: 640a7e14dcfSSatish Balay Most users should not need to explicitly call this routine, as it 641a7e14dcfSSatish Balay is used internally within the minimization solvers. 642a7e14dcfSSatish Balay 643a7e14dcfSSatish Balay Level: developer 644a7e14dcfSSatish Balay 645a7e14dcfSSatish Balay .seealso: TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobianStateRoutine(), TaoComputeJacobianDesign(), TaoSetStateDesignIS() 646a7e14dcfSSatish Balay 647a7e14dcfSSatish Balay @*/ 648a7e14dcfSSatish Balay PetscErrorCode TaoComputeJacobianEquality(TaoSolver tao, Vec X, Mat *J, Mat *Jpre, MatStructure *flg) 649a7e14dcfSSatish Balay { 650a7e14dcfSSatish Balay PetscErrorCode ierr; 651a7e14dcfSSatish Balay PetscFunctionBegin; 652a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 653a7e14dcfSSatish Balay PetscValidHeaderSpecific(X, VEC_CLASSID,2); 654a7e14dcfSSatish Balay PetscValidPointer(flg,5); 655a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,X,2); 656a7e14dcfSSatish Balay 65787f595a5SBarry Smith if (!tao->ops->computejacobianequality) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianEquality() first"); 658a7e14dcfSSatish Balay *flg = DIFFERENT_NONZERO_PATTERN; 659a7e14dcfSSatish Balay ++tao->njac_equality; 660a7e14dcfSSatish Balay ierr = PetscLogEventBegin(TaoSolver_JacobianEval,tao,X,*J,*Jpre);CHKERRQ(ierr); 661a7e14dcfSSatish Balay PetscStackPush("TaoSolver user Jacobian(equality) function"); 662a7e14dcfSSatish Balay CHKMEMQ; 663a7e14dcfSSatish Balay ierr = (*tao->ops->computejacobianequality)(tao,X,J,Jpre,flg,tao->user_jac_equalityP);CHKERRQ(ierr); 664a7e14dcfSSatish Balay CHKMEMQ; 665a7e14dcfSSatish Balay PetscStackPop; 666a7e14dcfSSatish Balay ierr = PetscLogEventEnd(TaoSolver_JacobianEval,tao,X,*J,*Jpre);CHKERRQ(ierr); 667a7e14dcfSSatish Balay PetscFunctionReturn(0); 668a7e14dcfSSatish Balay } 669a7e14dcfSSatish Balay 670a7e14dcfSSatish Balay #undef __FUNCT__ 671a7e14dcfSSatish Balay #define __FUNCT__ "TaoComputeJacobianInequality" 672a7e14dcfSSatish Balay /*@C 673a7e14dcfSSatish Balay TaoComputeJacobianInequality - Computes the Jacobian matrix that has been 674a7e14dcfSSatish Balay set with TaoSetJacobianInequalityRoutine(). 675a7e14dcfSSatish Balay 676a7e14dcfSSatish Balay Collective on TaoSolver 677a7e14dcfSSatish Balay 678a7e14dcfSSatish Balay Input Parameters: 679a7e14dcfSSatish Balay + solver - the TaoSolver solver context 680a7e14dcfSSatish Balay - xx - input vector 681a7e14dcfSSatish Balay 682a7e14dcfSSatish Balay Output Parameters: 683a7e14dcfSSatish Balay + H - Jacobian matrix 684a7e14dcfSSatish Balay . Hpre - Preconditioning matrix 685a7e14dcfSSatish Balay - flag - flag indicating matrix structure (SAME_NONZERO_PATTERN, DIFFERENT_NONZERO_PATTERN, or SAME_PRECONDITIONER) 686a7e14dcfSSatish Balay 687a7e14dcfSSatish Balay Notes: 688a7e14dcfSSatish Balay Most users should not need to explicitly call this routine, as it 689a7e14dcfSSatish Balay is used internally within the minimization solvers. 690a7e14dcfSSatish Balay 691a7e14dcfSSatish Balay Level: developer 692a7e14dcfSSatish Balay 693a7e14dcfSSatish Balay .seealso: TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobianStateRoutine(), TaoComputeJacobianDesign(), TaoSetStateDesignIS() 694a7e14dcfSSatish Balay 695a7e14dcfSSatish Balay @*/ 696a7e14dcfSSatish Balay PetscErrorCode TaoComputeJacobianInequality(TaoSolver tao, Vec X, Mat *J, Mat *Jpre, MatStructure *flg) 697a7e14dcfSSatish Balay { 698a7e14dcfSSatish Balay PetscErrorCode ierr; 69987f595a5SBarry Smith 700a7e14dcfSSatish Balay PetscFunctionBegin; 701a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 702a7e14dcfSSatish Balay PetscValidHeaderSpecific(X, VEC_CLASSID,2); 703a7e14dcfSSatish Balay PetscValidPointer(flg,5); 704a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,X,2); 705a7e14dcfSSatish Balay 70687f595a5SBarry Smith if (!tao->ops->computejacobianinequality) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianInequality() first"); 707a7e14dcfSSatish Balay *flg = DIFFERENT_NONZERO_PATTERN; 708a7e14dcfSSatish Balay ++tao->njac_inequality; 709a7e14dcfSSatish Balay ierr = PetscLogEventBegin(TaoSolver_JacobianEval,tao,X,*J,*Jpre);CHKERRQ(ierr); 710a7e14dcfSSatish Balay PetscStackPush("TaoSolver user Jacobian(inequality) function"); 711a7e14dcfSSatish Balay CHKMEMQ; 712a7e14dcfSSatish Balay ierr = (*tao->ops->computejacobianinequality)(tao,X,J,Jpre,flg,tao->user_jac_inequalityP);CHKERRQ(ierr); 713a7e14dcfSSatish Balay CHKMEMQ; 714a7e14dcfSSatish Balay PetscStackPop; 715a7e14dcfSSatish Balay ierr = PetscLogEventEnd(TaoSolver_JacobianEval,tao,X,*J,*Jpre);CHKERRQ(ierr); 716a7e14dcfSSatish Balay PetscFunctionReturn(0); 717a7e14dcfSSatish Balay } 718a7e14dcfSSatish Balay 719a7e14dcfSSatish Balay #undef __FUNCT__ 720a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetJacobianEqualityRoutine" 721a7e14dcfSSatish Balay /*@C 722a7e14dcfSSatish Balay TaoSetJacobianEqualityRoutine - Sets the function to compute the Jacobian 723a7e14dcfSSatish Balay (and its inverse) of the constraint function with respect to the equality variables. 724a7e14dcfSSatish Balay Used only for pde-constrained optimization. 725a7e14dcfSSatish Balay 726a7e14dcfSSatish Balay Logically collective on TaoSolver 727a7e14dcfSSatish Balay 728a7e14dcfSSatish Balay Input Parameters: 729a7e14dcfSSatish Balay + tao - the TaoSolver context 730a7e14dcfSSatish Balay . J - Matrix used for the jacobian 731a7e14dcfSSatish Balay . Jpre - Matrix that will be used operated on by PETSc preconditioner, can be same as J. 732a7e14dcfSSatish Balay . jac - Jacobian evaluation routine 733a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the 7346c23d075SBarry Smith Jacobian evaluation routine (may be NULL) 735a7e14dcfSSatish Balay 736a7e14dcfSSatish Balay Calling sequence of jac: 737a7e14dcfSSatish Balay $ jac (TaoSolver tao,Vec x,Mat *J,Mat *Jpre,MatStructure *flag,void *ctx); 738a7e14dcfSSatish Balay 739a7e14dcfSSatish Balay + tao - the TaoSolver context 740a7e14dcfSSatish Balay . x - input vector 741a7e14dcfSSatish Balay . J - Jacobian matrix 742a7e14dcfSSatish Balay . Jpre - preconditioner matrix, usually the same as J 743a7e14dcfSSatish Balay . flag - flag indicating information about the preconditioner matrix 744a7e14dcfSSatish Balay structure (see below) 745a7e14dcfSSatish Balay - ctx - [optional] user-defined Jacobian context 746a7e14dcfSSatish Balay 747a7e14dcfSSatish Balay 748a7e14dcfSSatish Balay Notes: 749a7e14dcfSSatish Balay Because of the structure of the jacobian matrix, 750a7e14dcfSSatish Balay It may be more efficient for a pde-constrained application to provide 751a7e14dcfSSatish Balay its own Jinv matrix. 752a7e14dcfSSatish Balay 753a7e14dcfSSatish Balay The function jac() takes Mat * as the matrix arguments rather than Mat. 754a7e14dcfSSatish Balay This allows the Jacobian evaluation routine to replace A and/or B with a 755a7e14dcfSSatish Balay completely new new maitrix structure (not just different matrix elements) 756a7e14dcfSSatish Balay when appropriate, for instance, if the nonzero structure is changing 757a7e14dcfSSatish Balay throughout the global iterations. 758a7e14dcfSSatish Balay 759a7e14dcfSSatish Balay The flag can be used to eliminate unnecessary work in the preconditioner 760a7e14dcfSSatish Balay during the repeated solution of linear systems of the same size. The 761a7e14dcfSSatish Balay available options are 762a7e14dcfSSatish Balay $ SAME_PRECONDITIONER - 763a7e14dcfSSatish Balay $ Jpre is identical during successive linear solves. 764a7e14dcfSSatish Balay $ This option is intended for folks who are using 765a7e14dcfSSatish Balay $ different Amat and Pmat matrices and want to reuse the 766a7e14dcfSSatish Balay $ same preconditioner matrix. For example, this option 767a7e14dcfSSatish Balay $ saves work by not recomputing incomplete factorization 768a7e14dcfSSatish Balay $ for ILU/ICC preconditioners. 769a7e14dcfSSatish Balay $ SAME_NONZERO_PATTERN - 770a7e14dcfSSatish Balay $ Jpre has the same nonzero structure during 771a7e14dcfSSatish Balay $ successive linear solves. 772a7e14dcfSSatish Balay $ DIFFERENT_NONZERO_PATTERN - 773a7e14dcfSSatish Balay $ Jpre does not have the same nonzero structure. 774a7e14dcfSSatish Balay 775a7e14dcfSSatish Balay Caution: 776a7e14dcfSSatish Balay If you specify SAME_NONZERO_PATTERN, the software believes your assertion 777a7e14dcfSSatish Balay and does not check the structure of the matrix. If you erroneously 778a7e14dcfSSatish Balay claim that the structure is the same when it actually is not, the new 779a7e14dcfSSatish Balay preconditioner will not function correctly. Thus, use this optimization 780a7e14dcfSSatish Balay feature carefully! 781a7e14dcfSSatish Balay 782a7e14dcfSSatish Balay If in doubt about whether your preconditioner matrix has changed 783a7e14dcfSSatish Balay structure or not, use the flag DIFFERENT_NONZERO_PATTERN. 784a7e14dcfSSatish Balay 785a7e14dcfSSatish Balay Level: intermediate 786a7e14dcfSSatish Balay .seealse: TaoComputeJacobianEquality(), TaoSetJacobianDesignRoutine(), TaoSetEqualityDesignIS() 787a7e14dcfSSatish Balay @*/ 788a7e14dcfSSatish Balay PetscErrorCode TaoSetJacobianEqualityRoutine(TaoSolver tao, Mat J, Mat Jpre, PetscErrorCode (*func)(TaoSolver, Vec, Mat*, Mat *, MatStructure *, void*), void *ctx) 789a7e14dcfSSatish Balay { 790a7e14dcfSSatish Balay PetscErrorCode ierr; 791a7e14dcfSSatish Balay PetscFunctionBegin; 792a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 793a7e14dcfSSatish Balay if (J) { 794a7e14dcfSSatish Balay PetscValidHeaderSpecific(J,MAT_CLASSID,2); 795a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,J,2); 796a7e14dcfSSatish Balay } 797a7e14dcfSSatish Balay if (Jpre) { 798a7e14dcfSSatish Balay PetscValidHeaderSpecific(Jpre,MAT_CLASSID,3); 799a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,Jpre,3); 800a7e14dcfSSatish Balay } 801a7e14dcfSSatish Balay if (ctx) { 802a7e14dcfSSatish Balay tao->user_jac_equalityP = ctx; 803a7e14dcfSSatish Balay } 804a7e14dcfSSatish Balay if (func) { 805a7e14dcfSSatish Balay tao->ops->computejacobianequality = func; 806a7e14dcfSSatish Balay } 807a7e14dcfSSatish Balay 808a7e14dcfSSatish Balay 809a7e14dcfSSatish Balay if (J) { 810a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)J);CHKERRQ(ierr); 811a7e14dcfSSatish Balay if (tao->jacobian_equality) { ierr = MatDestroy(&tao->jacobian_equality);CHKERRQ(ierr);} 812a7e14dcfSSatish Balay tao->jacobian_equality = J; 813a7e14dcfSSatish Balay } 814a7e14dcfSSatish Balay if (Jpre) { 815a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)Jpre);CHKERRQ(ierr); 816a7e14dcfSSatish Balay if (tao->jacobian_equality_pre) { ierr = MatDestroy(&tao->jacobian_equality_pre);CHKERRQ(ierr);} 817a7e14dcfSSatish Balay tao->jacobian_equality_pre=Jpre; 818a7e14dcfSSatish Balay } 819a7e14dcfSSatish Balay PetscFunctionReturn(0); 820a7e14dcfSSatish Balay } 821a7e14dcfSSatish Balay 822a7e14dcfSSatish Balay #undef __FUNCT__ 823a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetJacobianInequalityRoutine" 824a7e14dcfSSatish Balay /*@C 825a7e14dcfSSatish Balay TaoSetJacobianInequalityRoutine - Sets the function to compute the Jacobian 826a7e14dcfSSatish Balay (and its inverse) of the constraint function with respect to the inequality variables. 827a7e14dcfSSatish Balay Used only for pde-constrained optimization. 828a7e14dcfSSatish Balay 829a7e14dcfSSatish Balay Logically collective on TaoSolver 830a7e14dcfSSatish Balay 831a7e14dcfSSatish Balay Input Parameters: 832a7e14dcfSSatish Balay + tao - the TaoSolver context 833a7e14dcfSSatish Balay . J - Matrix used for the jacobian 834a7e14dcfSSatish Balay . Jpre - Matrix that will be used operated on by PETSc preconditioner, can be same as J. 835a7e14dcfSSatish Balay . jac - Jacobian evaluation routine 836a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the 8376c23d075SBarry Smith Jacobian evaluation routine (may be NULL) 838a7e14dcfSSatish Balay 839a7e14dcfSSatish Balay Calling sequence of jac: 840a7e14dcfSSatish Balay $ jac (TaoSolver tao,Vec x,Mat *J,Mat *Jpre,MatStructure *flag,void *ctx); 841a7e14dcfSSatish Balay 842a7e14dcfSSatish Balay + tao - the TaoSolver context 843a7e14dcfSSatish Balay . x - input vector 844a7e14dcfSSatish Balay . J - Jacobian matrix 845a7e14dcfSSatish Balay . Jpre - preconditioner matrix, usually the same as J 846a7e14dcfSSatish Balay . flag - flag indicating information about the preconditioner matrix 847a7e14dcfSSatish Balay structure (see below) 848a7e14dcfSSatish Balay - ctx - [optional] user-defined Jacobian context 849a7e14dcfSSatish Balay 850a7e14dcfSSatish Balay 851a7e14dcfSSatish Balay Notes: 852a7e14dcfSSatish Balay Because of the structure of the jacobian matrix, 853a7e14dcfSSatish Balay It may be more efficient for a pde-constrained application to provide 854a7e14dcfSSatish Balay its own Jinv matrix. 855a7e14dcfSSatish Balay 856a7e14dcfSSatish Balay The function jac() takes Mat * as the matrix arguments rather than Mat. 857a7e14dcfSSatish Balay This allows the Jacobian evaluation routine to replace A and/or B with a 858a7e14dcfSSatish Balay completely new new maitrix structure (not just different matrix elements) 859a7e14dcfSSatish Balay when appropriate, for instance, if the nonzero structure is changing 860a7e14dcfSSatish Balay throughout the global iterations. 861a7e14dcfSSatish Balay 862a7e14dcfSSatish Balay The flag can be used to eliminate unnecessary work in the preconditioner 863a7e14dcfSSatish Balay during the repeated solution of linear systems of the same size. The 864a7e14dcfSSatish Balay available options are 865a7e14dcfSSatish Balay $ SAME_PRECONDITIONER - 866a7e14dcfSSatish Balay $ Jpre is identical during successive linear solves. 867a7e14dcfSSatish Balay $ This option is intended for folks who are using 868a7e14dcfSSatish Balay $ different Amat and Pmat matrices and want to reuse the 869a7e14dcfSSatish Balay $ same preconditioner matrix. For example, this option 870a7e14dcfSSatish Balay $ saves work by not recomputing incomplete factorization 871a7e14dcfSSatish Balay $ for ILU/ICC preconditioners. 872a7e14dcfSSatish Balay $ SAME_NONZERO_PATTERN - 873a7e14dcfSSatish Balay $ Jpre has the same nonzero structure during 874a7e14dcfSSatish Balay $ successive linear solves. 875a7e14dcfSSatish Balay $ DIFFERENT_NONZERO_PATTERN - 876a7e14dcfSSatish Balay $ Jpre does not have the same nonzero structure. 877a7e14dcfSSatish Balay 878a7e14dcfSSatish Balay Caution: 879a7e14dcfSSatish Balay If you specify SAME_NONZERO_PATTERN, the software believes your assertion 880a7e14dcfSSatish Balay and does not check the structure of the matrix. If you erroneously 881a7e14dcfSSatish Balay claim that the structure is the same when it actually is not, the new 882a7e14dcfSSatish Balay preconditioner will not function correctly. Thus, use this optimization 883a7e14dcfSSatish Balay feature carefully! 884a7e14dcfSSatish Balay 885a7e14dcfSSatish Balay If in doubt about whether your preconditioner matrix has changed 886a7e14dcfSSatish Balay structure or not, use the flag DIFFERENT_NONZERO_PATTERN. 887a7e14dcfSSatish Balay 888a7e14dcfSSatish Balay Level: intermediate 889a7e14dcfSSatish Balay .seealse: TaoComputeJacobianInequality(), TaoSetJacobianDesignRoutine(), TaoSetInequalityDesignIS() 890a7e14dcfSSatish Balay @*/ 891a7e14dcfSSatish Balay PetscErrorCode TaoSetJacobianInequalityRoutine(TaoSolver tao, Mat J, Mat Jpre, PetscErrorCode (*func)(TaoSolver, Vec, Mat*, Mat *, MatStructure *, void*), void *ctx) 892a7e14dcfSSatish Balay { 893a7e14dcfSSatish Balay PetscErrorCode ierr; 894a7e14dcfSSatish Balay PetscFunctionBegin; 895a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 896a7e14dcfSSatish Balay if (J) { 897a7e14dcfSSatish Balay PetscValidHeaderSpecific(J,MAT_CLASSID,2); 898a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,J,2); 899a7e14dcfSSatish Balay } 900a7e14dcfSSatish Balay if (Jpre) { 901a7e14dcfSSatish Balay PetscValidHeaderSpecific(Jpre,MAT_CLASSID,3); 902a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,Jpre,3); 903a7e14dcfSSatish Balay } 904a7e14dcfSSatish Balay if (ctx) { 905a7e14dcfSSatish Balay tao->user_jac_inequalityP = ctx; 906a7e14dcfSSatish Balay } 907a7e14dcfSSatish Balay if (func) { 908a7e14dcfSSatish Balay tao->ops->computejacobianinequality = func; 909a7e14dcfSSatish Balay } 910a7e14dcfSSatish Balay 911a7e14dcfSSatish Balay 912a7e14dcfSSatish Balay if (J) { 913a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)J);CHKERRQ(ierr); 914a7e14dcfSSatish Balay if (tao->jacobian_inequality) { ierr = MatDestroy(&tao->jacobian_inequality);CHKERRQ(ierr);} 915a7e14dcfSSatish Balay tao->jacobian_inequality = J; 916a7e14dcfSSatish Balay } 917a7e14dcfSSatish Balay if (Jpre) { 918a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)Jpre);CHKERRQ(ierr); 919a7e14dcfSSatish Balay if (tao->jacobian_inequality_pre) { ierr = MatDestroy(&tao->jacobian_inequality_pre);CHKERRQ(ierr);} 920a7e14dcfSSatish Balay tao->jacobian_inequality_pre=Jpre; 921a7e14dcfSSatish Balay } 922a7e14dcfSSatish Balay PetscFunctionReturn(0); 923a7e14dcfSSatish Balay } 924