xref: /petsc/src/tao/leastsquares/impls/brgn/brgn.c (revision 737f463ab30e8a11bf8f036b04a75b5d358c645b)

#include <../src/tao/leastsquares/impls/brgn/brgn.h>

static PetscErrorCode GNHessianProd(Mat H, Vec in, Vec out)
{
  TAO_BRGN       *gn;
  PetscErrorCode        ierr;

  PetscFunctionBegin;
  ierr = MatShellGetContext(H, &gn);CHKERRQ(ierr);
  ierr = MatMult(gn->subsolver->ls_jac, in, gn->r_work);CHKERRQ(ierr);
  ierr = MatMultTranspose(gn->subsolver->ls_jac, gn->r_work, out);CHKERRQ(ierr);
  ierr = VecAXPY(out, gn->lambda, in);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}

static PetscErrorCode GNObjectiveGradientEval(Tao tao, Vec X, PetscReal *fcn, Vec G, void *ptr)
{
  TAO_BRGN              *gn = (TAO_BRGN *)ptr;
  PetscScalar           xnorm2;
  PetscErrorCode        ierr;

  PetscFunctionBegin;
  ierr = TaoComputeResidual(tao, X, tao->ls_res);CHKERRQ(ierr);
  ierr = VecDotBegin(tao->ls_res, tao->ls_res, fcn);CHKERRQ(ierr);
  ierr = VecAXPBY(gn->x_work, gn->lambda, 0.0, X);CHKERRQ(ierr);
  ierr = VecDotBegin(gn->x_work, gn->x_work, &xnorm2);CHKERRQ(ierr);
  ierr = VecDotEnd(tao->ls_res, tao->ls_res, fcn);CHKERRQ(ierr);
  ierr = VecDotEnd(gn->x_work, gn->x_work, &xnorm2);CHKERRQ(ierr);
  *fcn += xnorm2;

  ierr = TaoComputeResidualJacobian(tao, X, tao->ls_jac, tao->ls_jac_pre);CHKERRQ(ierr);
  ierr = MatMultTranspose(tao->ls_jac, tao->ls_res, G);CHKERRQ(ierr);
  ierr = VecAXPY(G, gn->lambda, X);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}

static PetscErrorCode GNComputeHessian(Tao tao, Vec X, Mat H, Mat Hpre, void *ptr)
{
  TAO_BRGN              *gn = (TAO_BRGN *)ptr;
  PetscErrorCode        ierr;

  PetscFunctionBegin;
  if (gn->explicit_H) {
    ierr = MatTransposeMatMult(tao->ls_jac, tao->ls_jac, MAT_REUSE_MATRIX, PETSC_DEFAULT, &H);CHKERRQ(ierr);
    ierr = MatShift(H, gn->lambda);CHKERRQ(ierr);
  }
  PetscFunctionReturn(0);
}

static PetscErrorCode TaoSolve_BRGN(Tao tao)
{
  TAO_BRGN              *gn = (TAO_BRGN *)tao->data;
  PetscErrorCode        ierr;

  PetscFunctionBegin;
  ierr = TaoSolve(gn->subsolver);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}

static PetscErrorCode TaoSetFromOptions_BRGN(PetscOptionItems *PetscOptionsObject,Tao tao)
{
  TAO_BRGN              *gn = (TAO_BRGN *)tao->data;
  PetscErrorCode        ierr;

  PetscFunctionBegin;
  ierr = PetscOptionsHead(PetscOptionsObject,"Gauss-Newton method for least-squares problems using Tikhonov regularization");CHKERRQ(ierr);
  ierr = PetscOptionsReal("-tao_brgn_lambda", "Tikhonov regularization factor", "", gn->lambda, &gn->lambda, NULL);CHKERRQ(ierr);
  ierr = PetscOptionsBool("-tao_brgn_explicit_hessian","(developer) explicitly perform MatTransposeMatMult for the least squares Jacobian","",gn->explicit_H,&gn->explicit_H,NULL);CHKERRQ(ierr);
  ierr = PetscOptionsTail();CHKERRQ(ierr);
  ierr = TaoSetFromOptions(gn->subsolver);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}

static PetscErrorCode TaoView_BRGN(Tao tao, PetscViewer viewer)
{
  TAO_BRGN              *gn = (TAO_BRGN *)tao->data;
  PetscErrorCode        ierr;

  PetscFunctionBegin;
  ierr = TaoView(gn->subsolver, viewer);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}

static PetscErrorCode TaoSetUp_BRGN(Tao tao)
{
  TAO_BRGN              *gn = (TAO_BRGN *)tao->data;
  PetscErrorCode        ierr;
  PetscBool             is_bnls, is_bntr, is_bntl;
  PetscInt              i, nx, Nx;

  PetscFunctionBegin;
  if (!tao->ls_res) SETERRQ(PetscObjectComm((PetscObject)tao), PETSC_ERR_ORDER, "TaoSetResidualRoutine() must be called before setup!");
  ierr = PetscObjectTypeCompare((PetscObject)gn->subsolver, TAOBNLS, &is_bnls);CHKERRQ(ierr);
  ierr = PetscObjectTypeCompare((PetscObject)gn->subsolver, TAOBNTR, &is_bntr);CHKERRQ(ierr);
  ierr = PetscObjectTypeCompare((PetscObject)gn->subsolver, TAOBNTL, &is_bntl);CHKERRQ(ierr);
  if ((is_bnls || is_bntr || is_bntl) && !tao->ls_jac) SETERRQ(PetscObjectComm((PetscObject)tao), PETSC_ERR_ORDER, "TaoSetResidualJacobianRoutine() must be called before setup!");
  if (!gn->x_work){
    ierr = VecDuplicate(tao->solution, &gn->x_work);CHKERRQ(ierr);
  }
  if (!gn->r_work){
    ierr = VecDuplicate(tao->ls_res, &gn->r_work);CHKERRQ(ierr);
  }
  /* Hessian setup */
  if (gn->explicit_H) {
    ierr = MatDestroy(&gn->H);CHKERRQ(ierr);
    ierr = MatTransposeMatMult(tao->ls_jac, tao->ls_jac, MAT_INITIAL_MATRIX, PETSC_DEFAULT, &gn->H);CHKERRQ(ierr);
  } else {
    ierr = VecGetLocalSize(tao->solution, &nx);CHKERRQ(ierr);
    ierr = VecGetSize(tao->solution, &Nx);CHKERRQ(ierr);
    ierr = MatSetSizes(gn->H, nx, nx, Nx, Nx);CHKERRQ(ierr);
    ierr = MatSetType(gn->H, MATSHELL);CHKERRQ(ierr);
    ierr = MatSetUp(gn->H);CHKERRQ(ierr);
    ierr = MatShellSetOperation(gn->H, MATOP_MULT, (void (*)(void))GNHessianProd);CHKERRQ(ierr);
    ierr = MatShellSetContext(gn->H, (void*)gn);CHKERRQ(ierr);
  }
  /* Subsolver setup */
  ierr = TaoSetInitialVector(gn->subsolver, tao->solution);CHKERRQ(ierr);
  ierr = TaoSetTolerances(gn->subsolver, tao->gatol, tao->grtol, tao->gttol);CHKERRQ(ierr);
  if (tao->bounded) {
    ierr = TaoSetVariableBounds(gn->subsolver, tao->XL, tao->XU);CHKERRQ(ierr);
  }
  ierr = TaoSetResidualRoutine(gn->subsolver, tao->ls_res, tao->ops->computeresidual, tao->user_lsresP);CHKERRQ(ierr);
  ierr = TaoSetResidualJacobianRoutine(gn->subsolver, tao->ls_jac, tao->ls_jac, tao->ops->computeresidualjacobian, tao->user_lsjacP);CHKERRQ(ierr);
  ierr = TaoSetObjectiveAndGradientRoutine(gn->subsolver, GNObjectiveGradientEval, (void*)gn);CHKERRQ(ierr);
  ierr = TaoSetHessianRoutine(gn->subsolver, gn->H, gn->H, GNComputeHessian, (void*)gn);CHKERRQ(ierr);
  for (i=0; i<tao->numbermonitors; ++i) {
    ierr = TaoSetMonitor(gn->subsolver, tao->monitor[i], tao->monitorcontext[i], tao->monitordestroy[i]);CHKERRQ(ierr);
    ierr = PetscObjectReference((PetscObject)(tao->monitorcontext[i]));CHKERRQ(ierr);
  }
  ierr = TaoSetUp(gn->subsolver);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}

static PetscErrorCode TaoDestroy_BRGN(Tao tao)
{
  TAO_BRGN              *gn = (TAO_BRGN *)tao->data;
  PetscErrorCode        ierr;

  PetscFunctionBegin;
  if (tao->setupcalled) {
    ierr = VecDestroy(&gn->x_work);CHKERRQ(ierr);
    ierr = VecDestroy(&gn->r_work);CHKERRQ(ierr);
  }
  ierr = MatDestroy(&gn->H);CHKERRQ(ierr);
  ierr = TaoDestroy(&gn->subsolver);CHKERRQ(ierr);
  ierr = PetscFree(tao->data);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}

PETSC_EXTERN PetscErrorCode TaoCreate_BRGN(Tao tao)
{
  TAO_BRGN       *gn;
  PetscErrorCode ierr;

  PetscFunctionBegin;
  ierr = PetscNewLog(tao,&gn);CHKERRQ(ierr);

  tao->ops->destroy = TaoDestroy_BRGN;
  tao->ops->setup = TaoSetUp_BRGN;
  tao->ops->setfromoptions = TaoSetFromOptions_BRGN;
  tao->ops->view = TaoView_BRGN;
  tao->ops->solve = TaoSolve_BRGN;

  tao->data = (void*)gn;
  gn->lambda = 1.0;
  gn->explicit_H = PETSC_FALSE;
  gn->assembled_H = PETSC_FALSE;

  ierr = MatCreate(PetscObjectComm((PetscObject)tao), &gn->H);CHKERRQ(ierr);
  ierr = MatSetOptionsPrefix(gn->H, "tao_brgn_hessian_");CHKERRQ(ierr);
  ierr = PetscObjectIncrementTabLevel((PetscObject)gn->H, (PetscObject)tao, 1);CHKERRQ(ierr);

  ierr = TaoCreate(PetscObjectComm((PetscObject)tao), &gn->subsolver);CHKERRQ(ierr);
  ierr = TaoSetType(gn->subsolver, TAOBNLS);CHKERRQ(ierr);
  ierr = TaoSetOptionsPrefix(gn->subsolver, "tao_brgn_subsolver_");CHKERRQ(ierr);
  ierr = PetscObjectIncrementTabLevel((PetscObject)gn->subsolver, (PetscObject)tao, 1);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}

/*@C
  TaoBRGNSetTikhonovLambda - Set the Tikhonov regularization factor for the Gauss-Newton least-squares algorithm

  Collective on Tao

  Level: developer

  Input Parameters:
+  tao - the Tao solver context
-  lambda - Tikhonov regularization factor
@*/
PetscErrorCode TaoBRGNSetTikhonovLambda(Tao tao, PetscReal lambda)
{
  TAO_BRGN       *gn = (TAO_BRGN *)tao->data;

  PetscFunctionBegin;
  gn->lambda = lambda;
  PetscFunctionReturn(0);
}