xref: /petsc/src/tao/interface/taosolver_hj.c (revision aaa7dc30da3270cff6cb10b1db605b2ca746f216)
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