1*ba92ff59SBarry Smith #include <petsc-private/taoimpl.h> /*I "petsctao.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; 7045cf516eSBarry Smith 71a7e14dcfSSatish Balay PetscFunctionBegin; 72a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 73a7e14dcfSSatish Balay if (H) { 74a7e14dcfSSatish Balay PetscValidHeaderSpecific(H,MAT_CLASSID,2); 75a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,H,2); 76a7e14dcfSSatish Balay } 77a7e14dcfSSatish Balay if (Hpre) { 78a7e14dcfSSatish Balay PetscValidHeaderSpecific(Hpre,MAT_CLASSID,3); 79a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,Hpre,3); 80a7e14dcfSSatish Balay } 81a7e14dcfSSatish Balay if (ctx) { 82a7e14dcfSSatish Balay tao->user_hessP = ctx; 83a7e14dcfSSatish Balay } 84a7e14dcfSSatish Balay if (func) { 85a7e14dcfSSatish Balay tao->ops->computehessian = func; 86a7e14dcfSSatish Balay } 87a7e14dcfSSatish Balay if (H) { 88a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)H);CHKERRQ(ierr); 8945cf516eSBarry Smith 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); 9445cf516eSBarry Smith 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; 23945cf516eSBarry Smith 240a7e14dcfSSatish Balay PetscFunctionBegin; 241a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 242a7e14dcfSSatish Balay PetscValidHeaderSpecific(X, VEC_CLASSID,2); 243a7e14dcfSSatish Balay PetscValidPointer(flg,5); 244a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,X,2); 245a7e14dcfSSatish Balay 24687f595a5SBarry Smith if (!tao->ops->computejacobianstate) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianState() first"); 247a7e14dcfSSatish Balay *flg = DIFFERENT_NONZERO_PATTERN; 248a7e14dcfSSatish Balay ++tao->njac_state; 249a7e14dcfSSatish Balay ierr = PetscLogEventBegin(TaoSolver_JacobianEval,tao,X,*J,*Jpre);CHKERRQ(ierr); 250a7e14dcfSSatish Balay PetscStackPush("TaoSolver user Jacobian(state) function"); 251a7e14dcfSSatish Balay CHKMEMQ; 252a7e14dcfSSatish Balay ierr = (*tao->ops->computejacobianstate)(tao,X,J,Jpre,Jinv,flg,tao->user_jac_stateP);CHKERRQ(ierr); 253a7e14dcfSSatish Balay CHKMEMQ; 254a7e14dcfSSatish Balay PetscStackPop; 255a7e14dcfSSatish Balay ierr = PetscLogEventEnd(TaoSolver_JacobianEval,tao,X,*J,*Jpre);CHKERRQ(ierr); 256a7e14dcfSSatish Balay PetscFunctionReturn(0); 257a7e14dcfSSatish Balay } 258a7e14dcfSSatish Balay 259a7e14dcfSSatish Balay #undef __FUNCT__ 260a7e14dcfSSatish Balay #define __FUNCT__ "TaoComputeJacobianDesign" 261a7e14dcfSSatish Balay /*@C 262a7e14dcfSSatish Balay TaoComputeJacobianDesign - Computes the Jacobian matrix that has been 263a7e14dcfSSatish Balay set with TaoSetJacobianDesignRoutine(). 264a7e14dcfSSatish Balay 265a7e14dcfSSatish Balay Collective on TaoSolver 266a7e14dcfSSatish Balay 267a7e14dcfSSatish Balay Input Parameters: 268a7e14dcfSSatish Balay + solver - the TaoSolver solver context 269a7e14dcfSSatish Balay - xx - input vector 270a7e14dcfSSatish Balay 271a7e14dcfSSatish Balay Output Parameters: 272a7e14dcfSSatish Balay . H - Jacobian matrix 273a7e14dcfSSatish Balay 274a7e14dcfSSatish Balay Notes: 275a7e14dcfSSatish Balay Most users should not need to explicitly call this routine, as it 276a7e14dcfSSatish Balay is used internally within the minimization solvers. 277a7e14dcfSSatish Balay 278a7e14dcfSSatish Balay TaoComputeJacobianDesign() is typically used within minimization 279a7e14dcfSSatish Balay implementations, so most users would not generally call this routine 280a7e14dcfSSatish Balay themselves. 281a7e14dcfSSatish Balay 282a7e14dcfSSatish Balay Level: developer 283a7e14dcfSSatish Balay 284a7e14dcfSSatish Balay .seealso: TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobianDesignRoutine(), TaoComputeJacobianDesign(), TaoSetStateDesignIS() 285a7e14dcfSSatish Balay 286a7e14dcfSSatish Balay @*/ 287a7e14dcfSSatish Balay PetscErrorCode TaoComputeJacobianDesign(TaoSolver tao, Vec X, Mat *J) 288a7e14dcfSSatish Balay { 289a7e14dcfSSatish Balay PetscErrorCode ierr; 29087f595a5SBarry Smith 291a7e14dcfSSatish Balay PetscFunctionBegin; 292a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 293a7e14dcfSSatish Balay PetscValidHeaderSpecific(X, VEC_CLASSID,2); 294a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,X,2); 295a7e14dcfSSatish Balay 29687f595a5SBarry Smith if (!tao->ops->computejacobiandesign) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianDesign() first"); 297a7e14dcfSSatish Balay ++tao->njac_design; 2986c23d075SBarry Smith ierr = PetscLogEventBegin(TaoSolver_JacobianEval,tao,X,*J,NULL);CHKERRQ(ierr); 299a7e14dcfSSatish Balay PetscStackPush("TaoSolver user Jacobian(design) function"); 300a7e14dcfSSatish Balay CHKMEMQ; 301a7e14dcfSSatish Balay ierr = (*tao->ops->computejacobiandesign)(tao,X,J,tao->user_jac_designP);CHKERRQ(ierr); 302a7e14dcfSSatish Balay CHKMEMQ; 303a7e14dcfSSatish Balay PetscStackPop; 3046c23d075SBarry Smith ierr = PetscLogEventEnd(TaoSolver_JacobianEval,tao,X,*J,NULL);CHKERRQ(ierr); 305a7e14dcfSSatish Balay PetscFunctionReturn(0); 306a7e14dcfSSatish Balay } 307a7e14dcfSSatish Balay 308a7e14dcfSSatish Balay #undef __FUNCT__ 309a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetJacobianRoutine" 310a7e14dcfSSatish Balay /*@C 311a7e14dcfSSatish Balay TaoSetJacobianRoutine - Sets the function to compute the Jacobian as well as the location to store the matrix. 312a7e14dcfSSatish Balay 313a7e14dcfSSatish Balay Logically collective on TaoSolver 314a7e14dcfSSatish Balay 315a7e14dcfSSatish Balay Input Parameters: 316a7e14dcfSSatish Balay + tao - the TaoSolver context 317a7e14dcfSSatish Balay . J - Matrix used for the jacobian 318a7e14dcfSSatish Balay . Jpre - Matrix that will be used operated on by preconditioner, can be same as J 319a7e14dcfSSatish Balay . jac - Jacobian evaluation routine 320a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the 3216c23d075SBarry Smith Jacobian evaluation routine (may be NULL) 322a7e14dcfSSatish Balay 323a7e14dcfSSatish Balay Calling sequence of jac: 324a7e14dcfSSatish Balay $ jac (TaoSolver tao,Vec x,Mat *J,Mat *Jpre,MatStructure *flag,void *ctx); 325a7e14dcfSSatish Balay 326a7e14dcfSSatish Balay + tao - the TaoSolver context 327a7e14dcfSSatish Balay . x - input vector 328a7e14dcfSSatish Balay . J - Jacobian matrix 329a7e14dcfSSatish Balay . Jpre - preconditioner matrix, usually the same as J 330a7e14dcfSSatish Balay . flag - flag indicating information about the preconditioner matrix 331a7e14dcfSSatish Balay structure (see below) 332a7e14dcfSSatish Balay - ctx - [optional] user-defined Jacobian context 333a7e14dcfSSatish Balay 334a7e14dcfSSatish Balay Notes: 335a7e14dcfSSatish Balay 336a7e14dcfSSatish Balay The function jac() takes Mat * as the matrix arguments rather than Mat. 337a7e14dcfSSatish Balay This allows the Jacobian evaluation routine to replace A and/or B with a 338a7e14dcfSSatish Balay completely new new matrix structure (not just different matrix elements) 339a7e14dcfSSatish Balay when appropriate, for instance, if the nonzero structure is changing 340a7e14dcfSSatish Balay throughout the global iterations. 341a7e14dcfSSatish Balay 342a7e14dcfSSatish Balay The flag can be used to eliminate unnecessary work in the preconditioner 343a7e14dcfSSatish Balay during the repeated solution of linear systems of the same size. The 344a7e14dcfSSatish Balay available options are 345a7e14dcfSSatish Balay $ SAME_PRECONDITIONER - 346a7e14dcfSSatish Balay $ Jpre is identical during successive linear solves. 347a7e14dcfSSatish Balay $ This option is intended for folks who are using 348a7e14dcfSSatish Balay $ different Amat and Pmat matrices and want to reuse the 349a7e14dcfSSatish Balay $ same preconditioner matrix. For example, this option 350a7e14dcfSSatish Balay $ saves work by not recomputing incomplete factorization 351a7e14dcfSSatish Balay $ for ILU/ICC preconditioners. 352a7e14dcfSSatish Balay $ SAME_NONZERO_PATTERN - 353a7e14dcfSSatish Balay $ Jpre has the same nonzero structure during 354a7e14dcfSSatish Balay $ successive linear solves. 355a7e14dcfSSatish Balay $ DIFFERENT_NONZERO_PATTERN - 356a7e14dcfSSatish Balay $ Jpre does not have the same nonzero structure. 357a7e14dcfSSatish Balay 358a7e14dcfSSatish Balay Caution: 359a7e14dcfSSatish Balay If you specify SAME_NONZERO_PATTERN, the software believes your assertion 360a7e14dcfSSatish Balay and does not check the structure of the matrix. If you erroneously 361a7e14dcfSSatish Balay claim that the structure is the same when it actually is not, the new 362a7e14dcfSSatish Balay preconditioner will not function correctly. Thus, use this optimization 363a7e14dcfSSatish Balay feature carefully! 364a7e14dcfSSatish Balay 365a7e14dcfSSatish Balay If in doubt about whether your preconditioner matrix has changed 366a7e14dcfSSatish Balay structure or not, use the flag DIFFERENT_NONZERO_PATTERN. 367a7e14dcfSSatish Balay 368a7e14dcfSSatish Balay Level: intermediate 369a7e14dcfSSatish Balay 370a7e14dcfSSatish Balay @*/ 371a7e14dcfSSatish Balay PetscErrorCode TaoSetJacobianRoutine(TaoSolver tao, Mat J, Mat Jpre, PetscErrorCode (*func)(TaoSolver, Vec, Mat*, Mat *, MatStructure *, void*), void *ctx) 372a7e14dcfSSatish Balay { 373a7e14dcfSSatish Balay PetscErrorCode ierr; 374a7e14dcfSSatish Balay PetscFunctionBegin; 375a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 376a7e14dcfSSatish Balay if (J) { 377a7e14dcfSSatish Balay PetscValidHeaderSpecific(J,MAT_CLASSID,2); 378a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,J,2); 379a7e14dcfSSatish Balay } 380a7e14dcfSSatish Balay if (Jpre) { 381a7e14dcfSSatish Balay PetscValidHeaderSpecific(Jpre,MAT_CLASSID,3); 382a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,Jpre,3); 383a7e14dcfSSatish Balay } 384a7e14dcfSSatish Balay if (ctx) { 385a7e14dcfSSatish Balay tao->user_jacP = ctx; 386a7e14dcfSSatish Balay } 387a7e14dcfSSatish Balay if (func) { 388a7e14dcfSSatish Balay tao->ops->computejacobian = func; 389a7e14dcfSSatish Balay } 390a7e14dcfSSatish Balay if (J) { 391a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)J);CHKERRQ(ierr); 39245cf516eSBarry Smith ierr = MatDestroy(&tao->jacobian);CHKERRQ(ierr); 393a7e14dcfSSatish Balay tao->jacobian = J; 394a7e14dcfSSatish Balay } 395a7e14dcfSSatish Balay if (Jpre) { 396a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)Jpre);CHKERRQ(ierr); 39745cf516eSBarry Smith ierr = MatDestroy(&tao->jacobian_pre);CHKERRQ(ierr); 398a7e14dcfSSatish Balay tao->jacobian_pre=Jpre; 399a7e14dcfSSatish Balay } 400a7e14dcfSSatish Balay PetscFunctionReturn(0); 401a7e14dcfSSatish Balay } 402a7e14dcfSSatish Balay 403a7e14dcfSSatish Balay #undef __FUNCT__ 404a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetJacobianStateRoutine" 405a7e14dcfSSatish Balay /*@C 406a7e14dcfSSatish Balay TaoSetJacobianStateRoutine - Sets the function to compute the Jacobian 407a7e14dcfSSatish Balay (and its inverse) of the constraint function with respect to the state variables. 408a7e14dcfSSatish Balay Used only for pde-constrained optimization. 409a7e14dcfSSatish Balay 410a7e14dcfSSatish Balay Logically collective on TaoSolver 411a7e14dcfSSatish Balay 412a7e14dcfSSatish Balay Input Parameters: 413a7e14dcfSSatish Balay + tao - the TaoSolver context 414a7e14dcfSSatish Balay . J - Matrix used for the jacobian 4156c23d075SBarry Smith . Jpre - Matrix that will be used operated on by PETSc preconditioner, can be same as J. Only used if Jinv is NULL 4166c23d075SBarry 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. 417a7e14dcfSSatish Balay . jac - Jacobian evaluation routine 418a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the 4196c23d075SBarry Smith Jacobian evaluation routine (may be NULL) 420a7e14dcfSSatish Balay 421a7e14dcfSSatish Balay Calling sequence of jac: 422a7e14dcfSSatish Balay $ jac (TaoSolver tao,Vec x,Mat *J,Mat *Jpre,MatStructure *flag,void *ctx); 423a7e14dcfSSatish Balay 424a7e14dcfSSatish Balay + tao - the TaoSolver context 425a7e14dcfSSatish Balay . x - input vector 426a7e14dcfSSatish Balay . J - Jacobian matrix 427a7e14dcfSSatish Balay . Jpre - preconditioner matrix, usually the same as J 428a7e14dcfSSatish Balay . Jinv - inverse of J 429a7e14dcfSSatish Balay . flag - flag indicating information about the preconditioner matrix 430a7e14dcfSSatish Balay structure (see below) 431a7e14dcfSSatish Balay - ctx - [optional] user-defined Jacobian context 432a7e14dcfSSatish Balay 433a7e14dcfSSatish Balay 434a7e14dcfSSatish Balay Notes: 435a7e14dcfSSatish Balay Because of the structure of the jacobian matrix, 436a7e14dcfSSatish Balay It may be more efficient for a pde-constrained application to provide 437a7e14dcfSSatish Balay its own Jinv matrix. 438a7e14dcfSSatish Balay 439a7e14dcfSSatish Balay The function jac() takes Mat * as the matrix arguments rather than Mat. 440a7e14dcfSSatish Balay This allows the Jacobian evaluation routine to replace A and/or B with a 441a7e14dcfSSatish Balay completely new new maitrix structure (not just different matrix elements) 442a7e14dcfSSatish Balay when appropriate, for instance, if the nonzero structure is changing 443a7e14dcfSSatish Balay throughout the global iterations. 444a7e14dcfSSatish Balay 445a7e14dcfSSatish Balay The flag can be used to eliminate unnecessary work in the preconditioner 446a7e14dcfSSatish Balay during the repeated solution of linear systems of the same size. The 447a7e14dcfSSatish Balay available options are 448a7e14dcfSSatish Balay $ SAME_PRECONDITIONER - 449a7e14dcfSSatish Balay $ Jpre is identical during successive linear solves. 450a7e14dcfSSatish Balay $ This option is intended for folks who are using 451a7e14dcfSSatish Balay $ different Amat and Pmat matrices and want to reuse the 452a7e14dcfSSatish Balay $ same preconditioner matrix. For example, this option 453a7e14dcfSSatish Balay $ saves work by not recomputing incomplete factorization 454a7e14dcfSSatish Balay $ for ILU/ICC preconditioners. 455a7e14dcfSSatish Balay $ SAME_NONZERO_PATTERN - 456a7e14dcfSSatish Balay $ Jpre has the same nonzero structure during 457a7e14dcfSSatish Balay $ successive linear solves. 458a7e14dcfSSatish Balay $ DIFFERENT_NONZERO_PATTERN - 459a7e14dcfSSatish Balay $ Jpre does not have the same nonzero structure. 460a7e14dcfSSatish Balay 461a7e14dcfSSatish Balay Caution: 462a7e14dcfSSatish Balay If you specify SAME_NONZERO_PATTERN, the software believes your assertion 463a7e14dcfSSatish Balay and does not check the structure of the matrix. If you erroneously 464a7e14dcfSSatish Balay claim that the structure is the same when it actually is not, the new 465a7e14dcfSSatish Balay preconditioner will not function correctly. Thus, use this optimization 466a7e14dcfSSatish Balay feature carefully! 467a7e14dcfSSatish Balay 468a7e14dcfSSatish Balay If in doubt about whether your preconditioner matrix has changed 469a7e14dcfSSatish Balay structure or not, use the flag DIFFERENT_NONZERO_PATTERN. 470a7e14dcfSSatish Balay 471a7e14dcfSSatish Balay Level: intermediate 472a7e14dcfSSatish Balay .seealse: TaoComputeJacobianState(), TaoSetJacobianDesignRoutine(), TaoSetStateDesignIS() 473a7e14dcfSSatish Balay @*/ 474a7e14dcfSSatish Balay PetscErrorCode TaoSetJacobianStateRoutine(TaoSolver tao, Mat J, Mat Jpre, Mat Jinv, PetscErrorCode (*func)(TaoSolver, Vec, Mat*, Mat *, Mat *, MatStructure *, void*), void *ctx) 475a7e14dcfSSatish Balay { 476a7e14dcfSSatish Balay PetscErrorCode ierr; 477a7e14dcfSSatish Balay PetscFunctionBegin; 478a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 479a7e14dcfSSatish Balay if (J) { 480a7e14dcfSSatish Balay PetscValidHeaderSpecific(J,MAT_CLASSID,2); 481a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,J,2); 482a7e14dcfSSatish Balay } 483a7e14dcfSSatish Balay if (Jpre) { 484a7e14dcfSSatish Balay PetscValidHeaderSpecific(Jpre,MAT_CLASSID,3); 485a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,Jpre,3); 486a7e14dcfSSatish Balay } 487a7e14dcfSSatish Balay if (Jinv) { 488a7e14dcfSSatish Balay PetscValidHeaderSpecific(Jinv,MAT_CLASSID,4); 489a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,Jinv,4); 490a7e14dcfSSatish Balay } 491a7e14dcfSSatish Balay if (ctx) { 492a7e14dcfSSatish Balay tao->user_jac_stateP = ctx; 493a7e14dcfSSatish Balay } 494a7e14dcfSSatish Balay if (func) { 495a7e14dcfSSatish Balay tao->ops->computejacobianstate = func; 496a7e14dcfSSatish Balay } 497a7e14dcfSSatish Balay if (J) { 498a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)J);CHKERRQ(ierr); 49945cf516eSBarry Smith ierr = MatDestroy(&tao->jacobian_state);CHKERRQ(ierr); 500a7e14dcfSSatish Balay tao->jacobian_state = J; 501a7e14dcfSSatish Balay } 502a7e14dcfSSatish Balay if (Jpre) { 503a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)Jpre);CHKERRQ(ierr); 50445cf516eSBarry Smith ierr = MatDestroy(&tao->jacobian_state_pre);CHKERRQ(ierr); 505a7e14dcfSSatish Balay tao->jacobian_state_pre=Jpre; 506a7e14dcfSSatish Balay } 507a7e14dcfSSatish Balay if (Jinv) { 508a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)Jinv);CHKERRQ(ierr); 50945cf516eSBarry Smith ierr = MatDestroy(&tao->jacobian_state_inv);CHKERRQ(ierr); 510a7e14dcfSSatish Balay tao->jacobian_state_inv=Jinv; 511a7e14dcfSSatish Balay } 512a7e14dcfSSatish Balay PetscFunctionReturn(0); 513a7e14dcfSSatish Balay } 514a7e14dcfSSatish Balay 515a7e14dcfSSatish Balay #undef __FUNCT__ 516a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetJacobianDesignRoutine" 517a7e14dcfSSatish Balay /*@C 518a7e14dcfSSatish Balay TaoSetJacobianDesignRoutine - Sets the function to compute the Jacobian of 519a7e14dcfSSatish Balay the constraint function with respect to the design variables. Used only for 520a7e14dcfSSatish Balay pde-constrained optimization. 521a7e14dcfSSatish Balay 522a7e14dcfSSatish Balay Logically collective on TaoSolver 523a7e14dcfSSatish Balay 524a7e14dcfSSatish Balay Input Parameters: 525a7e14dcfSSatish Balay + tao - the TaoSolver context 526a7e14dcfSSatish Balay . J - Matrix used for the jacobian 527a7e14dcfSSatish Balay . jac - Jacobian evaluation routine 528a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the 5296c23d075SBarry Smith Jacobian evaluation routine (may be NULL) 530a7e14dcfSSatish Balay 531a7e14dcfSSatish Balay Calling sequence of jac: 532a7e14dcfSSatish Balay $ jac (TaoSolver tao,Vec x,Mat *J,void *ctx); 533a7e14dcfSSatish Balay 534a7e14dcfSSatish Balay + tao - the TaoSolver context 535a7e14dcfSSatish Balay . x - input vector 536a7e14dcfSSatish Balay . J - Jacobian matrix 537a7e14dcfSSatish Balay - ctx - [optional] user-defined Jacobian context 538a7e14dcfSSatish Balay 539a7e14dcfSSatish Balay 540a7e14dcfSSatish Balay Notes: 541a7e14dcfSSatish Balay 542a7e14dcfSSatish Balay The function jac() takes Mat * as the matrix arguments rather than Mat. 543a7e14dcfSSatish Balay This allows the Jacobian evaluation routine to replace A and/or B with a 544a7e14dcfSSatish Balay completely new new matrix structure (not just different matrix elements) 545a7e14dcfSSatish Balay when appropriate, for instance, if the nonzero structure is changing 546a7e14dcfSSatish Balay throughout the global iterations. 547a7e14dcfSSatish Balay 548a7e14dcfSSatish Balay Level: intermediate 549a7e14dcfSSatish Balay .seealso: TaoComputeJacobianDesign(), TaoSetJacobianStateRoutine(), TaoSetStateDesignIS() 550a7e14dcfSSatish Balay @*/ 551a7e14dcfSSatish Balay PetscErrorCode TaoSetJacobianDesignRoutine(TaoSolver tao, Mat J, PetscErrorCode (*func)(TaoSolver, Vec, Mat*, void*), void *ctx) 552a7e14dcfSSatish Balay { 553a7e14dcfSSatish Balay PetscErrorCode ierr; 55445cf516eSBarry Smith 555a7e14dcfSSatish Balay PetscFunctionBegin; 556a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 557a7e14dcfSSatish Balay if (J) { 558a7e14dcfSSatish Balay PetscValidHeaderSpecific(J,MAT_CLASSID,2); 559a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,J,2); 560a7e14dcfSSatish Balay } 561a7e14dcfSSatish Balay if (ctx) { 562a7e14dcfSSatish Balay tao->user_jac_designP = ctx; 563a7e14dcfSSatish Balay } 564a7e14dcfSSatish Balay if (func) { 565a7e14dcfSSatish Balay tao->ops->computejacobiandesign = func; 566a7e14dcfSSatish Balay } 567a7e14dcfSSatish Balay if (J) { 568a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)J);CHKERRQ(ierr); 56945cf516eSBarry Smith ierr = MatDestroy(&tao->jacobian_design);CHKERRQ(ierr); 570a7e14dcfSSatish Balay tao->jacobian_design = J; 571a7e14dcfSSatish Balay } 572a7e14dcfSSatish Balay PetscFunctionReturn(0); 573a7e14dcfSSatish Balay } 574a7e14dcfSSatish Balay 575a7e14dcfSSatish Balay #undef __FUNCT__ 576a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetStateDesignIS" 577a7e14dcfSSatish Balay /*@ 578a7e14dcfSSatish Balay TaoSetStateDesignIS - Indicate to the TaoSolver which variables in the 579a7e14dcfSSatish Balay solution vector are state variables and which are design. Only applies to 580a7e14dcfSSatish Balay pde-constrained optimization. 581a7e14dcfSSatish Balay 582a7e14dcfSSatish Balay Logically Collective on TaoSolver 583a7e14dcfSSatish Balay 584a7e14dcfSSatish Balay Input Parameters: 585a7e14dcfSSatish Balay + tao - The TaoSolver context 586a7e14dcfSSatish Balay . s_is - the index set corresponding to the state variables 587a7e14dcfSSatish Balay - d_is - the index set corresponding to the design variables 588a7e14dcfSSatish Balay 589a7e14dcfSSatish Balay Level: intermediate 590a7e14dcfSSatish Balay 591a7e14dcfSSatish Balay .seealso: TaoSetJacobianStateRoutine(), TaoSetJacobianDesignRoutine() 592a7e14dcfSSatish Balay @*/ 593a7e14dcfSSatish Balay PetscErrorCode TaoSetStateDesignIS(TaoSolver tao, IS s_is, IS d_is) 594a7e14dcfSSatish Balay { 595a7e14dcfSSatish Balay PetscErrorCode ierr; 59645cf516eSBarry Smith 59745cf516eSBarry Smith PetscFunctionBegin; 59845cf516eSBarry Smith ierr = PetscObjectReference((PetscObject)s_is);CHKERRQ(ierr); 59945cf516eSBarry Smith ierr = ISDestroy(&tao->state_is);CHKERRQ(ierr); 600a7e14dcfSSatish Balay tao->state_is = s_is; 60145cf516eSBarry Smith ierr = PetscObjectReference((PetscObject)(d_is));CHKERRQ(ierr); 60245cf516eSBarry Smith ierr = ISDestroy(&tao->design_is);CHKERRQ(ierr); 603a7e14dcfSSatish Balay tao->design_is = d_is; 604a7e14dcfSSatish Balay PetscFunctionReturn(0); 605a7e14dcfSSatish Balay } 606a7e14dcfSSatish Balay 607a7e14dcfSSatish Balay #undef __FUNCT__ 608a7e14dcfSSatish Balay #define __FUNCT__ "TaoComputeJacobianEquality" 609a7e14dcfSSatish Balay /*@C 610a7e14dcfSSatish Balay TaoComputeJacobianEquality - Computes the Jacobian matrix that has been 611a7e14dcfSSatish Balay set with TaoSetJacobianEqualityRoutine(). 612a7e14dcfSSatish Balay 613a7e14dcfSSatish Balay Collective on TaoSolver 614a7e14dcfSSatish Balay 615a7e14dcfSSatish Balay Input Parameters: 616a7e14dcfSSatish Balay + solver - the TaoSolver solver context 617a7e14dcfSSatish Balay - xx - input vector 618a7e14dcfSSatish Balay 619a7e14dcfSSatish Balay Output Parameters: 620a7e14dcfSSatish Balay + H - Jacobian matrix 621a7e14dcfSSatish Balay . Hpre - Preconditioning matrix 622a7e14dcfSSatish Balay - flag - flag indicating matrix structure (SAME_NONZERO_PATTERN, DIFFERENT_NONZERO_PATTERN, or SAME_PRECONDITIONER) 623a7e14dcfSSatish Balay 624a7e14dcfSSatish Balay Notes: 625a7e14dcfSSatish Balay Most users should not need to explicitly call this routine, as it 626a7e14dcfSSatish Balay is used internally within the minimization solvers. 627a7e14dcfSSatish Balay 628a7e14dcfSSatish Balay Level: developer 629a7e14dcfSSatish Balay 630a7e14dcfSSatish Balay .seealso: TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobianStateRoutine(), TaoComputeJacobianDesign(), TaoSetStateDesignIS() 631a7e14dcfSSatish Balay 632a7e14dcfSSatish Balay @*/ 633a7e14dcfSSatish Balay PetscErrorCode TaoComputeJacobianEquality(TaoSolver tao, Vec X, Mat *J, Mat *Jpre, MatStructure *flg) 634a7e14dcfSSatish Balay { 635a7e14dcfSSatish Balay PetscErrorCode ierr; 63645cf516eSBarry Smith 637a7e14dcfSSatish Balay PetscFunctionBegin; 638a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 639a7e14dcfSSatish Balay PetscValidHeaderSpecific(X, VEC_CLASSID,2); 640a7e14dcfSSatish Balay PetscValidPointer(flg,5); 641a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,X,2); 642a7e14dcfSSatish Balay 64387f595a5SBarry Smith if (!tao->ops->computejacobianequality) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianEquality() first"); 644a7e14dcfSSatish Balay *flg = DIFFERENT_NONZERO_PATTERN; 645a7e14dcfSSatish Balay ++tao->njac_equality; 646a7e14dcfSSatish Balay ierr = PetscLogEventBegin(TaoSolver_JacobianEval,tao,X,*J,*Jpre);CHKERRQ(ierr); 647a7e14dcfSSatish Balay PetscStackPush("TaoSolver user Jacobian(equality) function"); 648a7e14dcfSSatish Balay CHKMEMQ; 649a7e14dcfSSatish Balay ierr = (*tao->ops->computejacobianequality)(tao,X,J,Jpre,flg,tao->user_jac_equalityP);CHKERRQ(ierr); 650a7e14dcfSSatish Balay CHKMEMQ; 651a7e14dcfSSatish Balay PetscStackPop; 652a7e14dcfSSatish Balay ierr = PetscLogEventEnd(TaoSolver_JacobianEval,tao,X,*J,*Jpre);CHKERRQ(ierr); 653a7e14dcfSSatish Balay PetscFunctionReturn(0); 654a7e14dcfSSatish Balay } 655a7e14dcfSSatish Balay 656a7e14dcfSSatish Balay #undef __FUNCT__ 657a7e14dcfSSatish Balay #define __FUNCT__ "TaoComputeJacobianInequality" 658a7e14dcfSSatish Balay /*@C 659a7e14dcfSSatish Balay TaoComputeJacobianInequality - Computes the Jacobian matrix that has been 660a7e14dcfSSatish Balay set with TaoSetJacobianInequalityRoutine(). 661a7e14dcfSSatish Balay 662a7e14dcfSSatish Balay Collective on TaoSolver 663a7e14dcfSSatish Balay 664a7e14dcfSSatish Balay Input Parameters: 665a7e14dcfSSatish Balay + solver - the TaoSolver solver context 666a7e14dcfSSatish Balay - xx - input vector 667a7e14dcfSSatish Balay 668a7e14dcfSSatish Balay Output Parameters: 669a7e14dcfSSatish Balay + H - Jacobian matrix 670a7e14dcfSSatish Balay . Hpre - Preconditioning matrix 671a7e14dcfSSatish Balay - flag - flag indicating matrix structure (SAME_NONZERO_PATTERN, DIFFERENT_NONZERO_PATTERN, or SAME_PRECONDITIONER) 672a7e14dcfSSatish Balay 673a7e14dcfSSatish Balay Notes: 674a7e14dcfSSatish Balay Most users should not need to explicitly call this routine, as it 675a7e14dcfSSatish Balay is used internally within the minimization solvers. 676a7e14dcfSSatish Balay 677a7e14dcfSSatish Balay Level: developer 678a7e14dcfSSatish Balay 679a7e14dcfSSatish Balay .seealso: TaoComputeObjective(), TaoComputeObjectiveAndGradient(), TaoSetJacobianStateRoutine(), TaoComputeJacobianDesign(), TaoSetStateDesignIS() 680a7e14dcfSSatish Balay 681a7e14dcfSSatish Balay @*/ 682a7e14dcfSSatish Balay PetscErrorCode TaoComputeJacobianInequality(TaoSolver tao, Vec X, Mat *J, Mat *Jpre, MatStructure *flg) 683a7e14dcfSSatish Balay { 684a7e14dcfSSatish Balay PetscErrorCode ierr; 68587f595a5SBarry Smith 686a7e14dcfSSatish Balay PetscFunctionBegin; 687a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 688a7e14dcfSSatish Balay PetscValidHeaderSpecific(X, VEC_CLASSID,2); 689a7e14dcfSSatish Balay PetscValidPointer(flg,5); 690a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,X,2); 691a7e14dcfSSatish Balay 69287f595a5SBarry Smith if (!tao->ops->computejacobianinequality) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call TaoSetJacobianInequality() first"); 693a7e14dcfSSatish Balay *flg = DIFFERENT_NONZERO_PATTERN; 694a7e14dcfSSatish Balay ++tao->njac_inequality; 695a7e14dcfSSatish Balay ierr = PetscLogEventBegin(TaoSolver_JacobianEval,tao,X,*J,*Jpre);CHKERRQ(ierr); 696a7e14dcfSSatish Balay PetscStackPush("TaoSolver user Jacobian(inequality) function"); 697a7e14dcfSSatish Balay CHKMEMQ; 698a7e14dcfSSatish Balay ierr = (*tao->ops->computejacobianinequality)(tao,X,J,Jpre,flg,tao->user_jac_inequalityP);CHKERRQ(ierr); 699a7e14dcfSSatish Balay CHKMEMQ; 700a7e14dcfSSatish Balay PetscStackPop; 701a7e14dcfSSatish Balay ierr = PetscLogEventEnd(TaoSolver_JacobianEval,tao,X,*J,*Jpre);CHKERRQ(ierr); 702a7e14dcfSSatish Balay PetscFunctionReturn(0); 703a7e14dcfSSatish Balay } 704a7e14dcfSSatish Balay 705a7e14dcfSSatish Balay #undef __FUNCT__ 706a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetJacobianEqualityRoutine" 707a7e14dcfSSatish Balay /*@C 708a7e14dcfSSatish Balay TaoSetJacobianEqualityRoutine - Sets the function to compute the Jacobian 709a7e14dcfSSatish Balay (and its inverse) of the constraint function with respect to the equality variables. 710a7e14dcfSSatish Balay Used only for pde-constrained optimization. 711a7e14dcfSSatish Balay 712a7e14dcfSSatish Balay Logically collective on TaoSolver 713a7e14dcfSSatish Balay 714a7e14dcfSSatish Balay Input Parameters: 715a7e14dcfSSatish Balay + tao - the TaoSolver context 716a7e14dcfSSatish Balay . J - Matrix used for the jacobian 717a7e14dcfSSatish Balay . Jpre - Matrix that will be used operated on by PETSc preconditioner, can be same as J. 718a7e14dcfSSatish Balay . jac - Jacobian evaluation routine 719a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the 7206c23d075SBarry Smith Jacobian evaluation routine (may be NULL) 721a7e14dcfSSatish Balay 722a7e14dcfSSatish Balay Calling sequence of jac: 723a7e14dcfSSatish Balay $ jac (TaoSolver tao,Vec x,Mat *J,Mat *Jpre,MatStructure *flag,void *ctx); 724a7e14dcfSSatish Balay 725a7e14dcfSSatish Balay + tao - the TaoSolver context 726a7e14dcfSSatish Balay . x - input vector 727a7e14dcfSSatish Balay . J - Jacobian matrix 728a7e14dcfSSatish Balay . Jpre - preconditioner matrix, usually the same as J 729a7e14dcfSSatish Balay . flag - flag indicating information about the preconditioner matrix 730a7e14dcfSSatish Balay structure (see below) 731a7e14dcfSSatish Balay - ctx - [optional] user-defined Jacobian context 732a7e14dcfSSatish Balay 733a7e14dcfSSatish Balay Notes: 734a7e14dcfSSatish Balay Because of the structure of the jacobian matrix, 735a7e14dcfSSatish Balay It may be more efficient for a pde-constrained application to provide 736a7e14dcfSSatish Balay its own Jinv matrix. 737a7e14dcfSSatish Balay 738a7e14dcfSSatish Balay The function jac() takes Mat * as the matrix arguments rather than Mat. 739a7e14dcfSSatish Balay This allows the Jacobian evaluation routine to replace A and/or B with a 740a7e14dcfSSatish Balay completely new new maitrix structure (not just different matrix elements) 741a7e14dcfSSatish Balay when appropriate, for instance, if the nonzero structure is changing 742a7e14dcfSSatish Balay throughout the global iterations. 743a7e14dcfSSatish Balay 744a7e14dcfSSatish Balay The flag can be used to eliminate unnecessary work in the preconditioner 745a7e14dcfSSatish Balay during the repeated solution of linear systems of the same size. The 746a7e14dcfSSatish Balay available options are 747a7e14dcfSSatish Balay $ SAME_PRECONDITIONER - 748a7e14dcfSSatish Balay $ Jpre is identical during successive linear solves. 749a7e14dcfSSatish Balay $ This option is intended for folks who are using 750a7e14dcfSSatish Balay $ different Amat and Pmat matrices and want to reuse the 751a7e14dcfSSatish Balay $ same preconditioner matrix. For example, this option 752a7e14dcfSSatish Balay $ saves work by not recomputing incomplete factorization 753a7e14dcfSSatish Balay $ for ILU/ICC preconditioners. 754a7e14dcfSSatish Balay $ SAME_NONZERO_PATTERN - 755a7e14dcfSSatish Balay $ Jpre has the same nonzero structure during 756a7e14dcfSSatish Balay $ successive linear solves. 757a7e14dcfSSatish Balay $ DIFFERENT_NONZERO_PATTERN - 758a7e14dcfSSatish Balay $ Jpre does not have the same nonzero structure. 759a7e14dcfSSatish Balay 760a7e14dcfSSatish Balay Caution: 761a7e14dcfSSatish Balay If you specify SAME_NONZERO_PATTERN, the software believes your assertion 762a7e14dcfSSatish Balay and does not check the structure of the matrix. If you erroneously 763a7e14dcfSSatish Balay claim that the structure is the same when it actually is not, the new 764a7e14dcfSSatish Balay preconditioner will not function correctly. Thus, use this optimization 765a7e14dcfSSatish Balay feature carefully! 766a7e14dcfSSatish Balay 767a7e14dcfSSatish Balay If in doubt about whether your preconditioner matrix has changed 768a7e14dcfSSatish Balay structure or not, use the flag DIFFERENT_NONZERO_PATTERN. 769a7e14dcfSSatish Balay 770a7e14dcfSSatish Balay Level: intermediate 771a7e14dcfSSatish Balay .seealse: TaoComputeJacobianEquality(), TaoSetJacobianDesignRoutine(), TaoSetEqualityDesignIS() 772a7e14dcfSSatish Balay @*/ 773a7e14dcfSSatish Balay PetscErrorCode TaoSetJacobianEqualityRoutine(TaoSolver tao, Mat J, Mat Jpre, PetscErrorCode (*func)(TaoSolver, Vec, Mat*, Mat *, MatStructure *, void*), void *ctx) 774a7e14dcfSSatish Balay { 775a7e14dcfSSatish Balay PetscErrorCode ierr; 77645cf516eSBarry Smith 777a7e14dcfSSatish Balay PetscFunctionBegin; 778a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 779a7e14dcfSSatish Balay if (J) { 780a7e14dcfSSatish Balay PetscValidHeaderSpecific(J,MAT_CLASSID,2); 781a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,J,2); 782a7e14dcfSSatish Balay } 783a7e14dcfSSatish Balay if (Jpre) { 784a7e14dcfSSatish Balay PetscValidHeaderSpecific(Jpre,MAT_CLASSID,3); 785a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,Jpre,3); 786a7e14dcfSSatish Balay } 787a7e14dcfSSatish Balay if (ctx) { 788a7e14dcfSSatish Balay tao->user_jac_equalityP = ctx; 789a7e14dcfSSatish Balay } 790a7e14dcfSSatish Balay if (func) { 791a7e14dcfSSatish Balay tao->ops->computejacobianequality = func; 792a7e14dcfSSatish Balay } 793a7e14dcfSSatish Balay if (J) { 794a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)J);CHKERRQ(ierr); 79545cf516eSBarry Smith ierr = MatDestroy(&tao->jacobian_equality);CHKERRQ(ierr); 796a7e14dcfSSatish Balay tao->jacobian_equality = J; 797a7e14dcfSSatish Balay } 798a7e14dcfSSatish Balay if (Jpre) { 799a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)Jpre);CHKERRQ(ierr); 80045cf516eSBarry Smith ierr = MatDestroy(&tao->jacobian_equality_pre);CHKERRQ(ierr); 801a7e14dcfSSatish Balay tao->jacobian_equality_pre=Jpre; 802a7e14dcfSSatish Balay } 803a7e14dcfSSatish Balay PetscFunctionReturn(0); 804a7e14dcfSSatish Balay } 805a7e14dcfSSatish Balay 806a7e14dcfSSatish Balay #undef __FUNCT__ 807a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetJacobianInequalityRoutine" 808a7e14dcfSSatish Balay /*@C 809a7e14dcfSSatish Balay TaoSetJacobianInequalityRoutine - Sets the function to compute the Jacobian 810a7e14dcfSSatish Balay (and its inverse) of the constraint function with respect to the inequality variables. 811a7e14dcfSSatish Balay Used only for pde-constrained optimization. 812a7e14dcfSSatish Balay 813a7e14dcfSSatish Balay Logically collective on TaoSolver 814a7e14dcfSSatish Balay 815a7e14dcfSSatish Balay Input Parameters: 816a7e14dcfSSatish Balay + tao - the TaoSolver context 817a7e14dcfSSatish Balay . J - Matrix used for the jacobian 818a7e14dcfSSatish Balay . Jpre - Matrix that will be used operated on by PETSc preconditioner, can be same as J. 819a7e14dcfSSatish Balay . jac - Jacobian evaluation routine 820a7e14dcfSSatish Balay - ctx - [optional] user-defined context for private data for the 8216c23d075SBarry Smith Jacobian evaluation routine (may be NULL) 822a7e14dcfSSatish Balay 823a7e14dcfSSatish Balay Calling sequence of jac: 824a7e14dcfSSatish Balay $ jac (TaoSolver tao,Vec x,Mat *J,Mat *Jpre,MatStructure *flag,void *ctx); 825a7e14dcfSSatish Balay 826a7e14dcfSSatish Balay + tao - the TaoSolver context 827a7e14dcfSSatish Balay . x - input vector 828a7e14dcfSSatish Balay . J - Jacobian matrix 829a7e14dcfSSatish Balay . Jpre - preconditioner matrix, usually the same as J 830a7e14dcfSSatish Balay . flag - flag indicating information about the preconditioner matrix 831a7e14dcfSSatish Balay structure (see below) 832a7e14dcfSSatish Balay - ctx - [optional] user-defined Jacobian context 833a7e14dcfSSatish Balay 834a7e14dcfSSatish Balay 835a7e14dcfSSatish Balay Notes: 836a7e14dcfSSatish Balay Because of the structure of the jacobian matrix, 837a7e14dcfSSatish Balay It may be more efficient for a pde-constrained application to provide 838a7e14dcfSSatish Balay its own Jinv matrix. 839a7e14dcfSSatish Balay 840a7e14dcfSSatish Balay The function jac() takes Mat * as the matrix arguments rather than Mat. 841a7e14dcfSSatish Balay This allows the Jacobian evaluation routine to replace A and/or B with a 842a7e14dcfSSatish Balay completely new new maitrix structure (not just different matrix elements) 843a7e14dcfSSatish Balay when appropriate, for instance, if the nonzero structure is changing 844a7e14dcfSSatish Balay throughout the global iterations. 845a7e14dcfSSatish Balay 846a7e14dcfSSatish Balay The flag can be used to eliminate unnecessary work in the preconditioner 847a7e14dcfSSatish Balay during the repeated solution of linear systems of the same size. The 848a7e14dcfSSatish Balay available options are 849a7e14dcfSSatish Balay $ SAME_PRECONDITIONER - 850a7e14dcfSSatish Balay $ Jpre is identical during successive linear solves. 851a7e14dcfSSatish Balay $ This option is intended for folks who are using 852a7e14dcfSSatish Balay $ different Amat and Pmat matrices and want to reuse the 853a7e14dcfSSatish Balay $ same preconditioner matrix. For example, this option 854a7e14dcfSSatish Balay $ saves work by not recomputing incomplete factorization 855a7e14dcfSSatish Balay $ for ILU/ICC preconditioners. 856a7e14dcfSSatish Balay $ SAME_NONZERO_PATTERN - 857a7e14dcfSSatish Balay $ Jpre has the same nonzero structure during 858a7e14dcfSSatish Balay $ successive linear solves. 859a7e14dcfSSatish Balay $ DIFFERENT_NONZERO_PATTERN - 860a7e14dcfSSatish Balay $ Jpre does not have the same nonzero structure. 861a7e14dcfSSatish Balay 862a7e14dcfSSatish Balay Caution: 863a7e14dcfSSatish Balay If you specify SAME_NONZERO_PATTERN, the software believes your assertion 864a7e14dcfSSatish Balay and does not check the structure of the matrix. If you erroneously 865a7e14dcfSSatish Balay claim that the structure is the same when it actually is not, the new 866a7e14dcfSSatish Balay preconditioner will not function correctly. Thus, use this optimization 867a7e14dcfSSatish Balay feature carefully! 868a7e14dcfSSatish Balay 869a7e14dcfSSatish Balay If in doubt about whether your preconditioner matrix has changed 870a7e14dcfSSatish Balay structure or not, use the flag DIFFERENT_NONZERO_PATTERN. 871a7e14dcfSSatish Balay 872a7e14dcfSSatish Balay Level: intermediate 873a7e14dcfSSatish Balay .seealse: TaoComputeJacobianInequality(), TaoSetJacobianDesignRoutine(), TaoSetInequalityDesignIS() 874a7e14dcfSSatish Balay @*/ 875a7e14dcfSSatish Balay PetscErrorCode TaoSetJacobianInequalityRoutine(TaoSolver tao, Mat J, Mat Jpre, PetscErrorCode (*func)(TaoSolver, Vec, Mat*, Mat *, MatStructure *, void*), void *ctx) 876a7e14dcfSSatish Balay { 877a7e14dcfSSatish Balay PetscErrorCode ierr; 878a7e14dcfSSatish Balay PetscFunctionBegin; 879a7e14dcfSSatish Balay PetscValidHeaderSpecific(tao,TAOSOLVER_CLASSID,1); 880a7e14dcfSSatish Balay if (J) { 881a7e14dcfSSatish Balay PetscValidHeaderSpecific(J,MAT_CLASSID,2); 882a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,J,2); 883a7e14dcfSSatish Balay } 884a7e14dcfSSatish Balay if (Jpre) { 885a7e14dcfSSatish Balay PetscValidHeaderSpecific(Jpre,MAT_CLASSID,3); 886a7e14dcfSSatish Balay PetscCheckSameComm(tao,1,Jpre,3); 887a7e14dcfSSatish Balay } 888a7e14dcfSSatish Balay if (ctx) { 889a7e14dcfSSatish Balay tao->user_jac_inequalityP = ctx; 890a7e14dcfSSatish Balay } 891a7e14dcfSSatish Balay if (func) { 892a7e14dcfSSatish Balay tao->ops->computejacobianinequality = func; 893a7e14dcfSSatish Balay } 894a7e14dcfSSatish Balay if (J) { 895a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)J);CHKERRQ(ierr); 89645cf516eSBarry Smith ierr = MatDestroy(&tao->jacobian_inequality);CHKERRQ(ierr); 897a7e14dcfSSatish Balay tao->jacobian_inequality = J; 898a7e14dcfSSatish Balay } 899a7e14dcfSSatish Balay if (Jpre) { 900a7e14dcfSSatish Balay ierr = PetscObjectReference((PetscObject)Jpre);CHKERRQ(ierr); 90145cf516eSBarry Smith ierr = MatDestroy(&tao->jacobian_inequality_pre);CHKERRQ(ierr); 902a7e14dcfSSatish Balay tao->jacobian_inequality_pre=Jpre; 903a7e14dcfSSatish Balay } 904a7e14dcfSSatish Balay PetscFunctionReturn(0); 905a7e14dcfSSatish Balay } 906