xref: /petsc/src/tao/leastsquares/tutorials/chwirut2.c (revision 40badf4fbc550ac1f60bd080eaff6de6d55b946d)
1 /*
2    Include "petsctao.h" so that we can use TAO solvers.  Note that this
3    file automatically includes libraries such as:
4      petsc.h       - base PETSc routines   petscvec.h - vectors
5      petscsys.h    - system routines        petscmat.h - matrices
6      petscis.h     - index sets            petscksp.h - Krylov subspace methods
7      petscviewer.h - viewers               petscpc.h  - preconditioners
8 
9 */
10 
11 #include <petsctao.h>
12 
13 /*
14 Description:   These data are the result of a NIST study involving
15                ultrasonic calibration.  The response variable is
16                ultrasonic response, and the predictor variable is
17                metal distance.
18 
19 Reference:     Chwirut, D., NIST (197?).
20                Ultrasonic Reference Block Study.
21 */
22 
23 static char help[]="Finds the nonlinear least-squares solution to the model \n\
24             y = exp[-b1*x]/(b2+b3*x)  +  e \n";
25 
26 /* T
27    Concepts: TAO^Solving a system of nonlinear equations, nonlinear least squares
28    Routines: TaoCreate();
29    Routines: TaoSetType();
30    Routines: TaoSetResidualRoutine();
31    Routines: TaoSetMonitor();
32    Routines: TaoSetSolution();
33    Routines: TaoSetFromOptions();
34    Routines: TaoSolve();
35    Routines: TaoDestroy();
36    Processors: n
37 T*/
38 
39 #define NOBSERVATIONS 214
40 #define NPARAMETERS 3
41 
42 #define DIE_TAG 2000
43 #define IDLE_TAG 1000
44 
45 /* User-defined application context */
46 typedef struct {
47   /* Working space */
48   PetscReal   t[NOBSERVATIONS];   /* array of independent variables of observation */
49   PetscReal   y[NOBSERVATIONS];   /* array of dependent variables */
50   PetscMPIInt size,rank;
51 } AppCtx;
52 
53 /* User provided Routines */
54 PetscErrorCode InitializeData(AppCtx *user);
55 PetscErrorCode FormStartingPoint(Vec);
56 PetscErrorCode EvaluateFunction(Tao, Vec, Vec, void *);
57 PetscErrorCode TaskWorker(AppCtx *user);
58 PetscErrorCode StopWorkers(AppCtx *user);
59 PetscErrorCode RunSimulation(PetscReal *x, PetscInt i, PetscReal*f, AppCtx *user);
60 
61 /*--------------------------------------------------------------------*/
62 int main(int argc,char **argv)
63 {
64   PetscErrorCode ierr;           /* used to check for functions returning nonzeros */
65   Vec            x, f;               /* solution, function */
66   Tao            tao;                /* Tao solver context */
67   AppCtx         user;               /* user-defined work context */
68 
69    /* Initialize TAO and PETSc */
70   ierr = PetscInitialize(&argc,&argv,(char *)0,help);if (ierr) return ierr;
71   MPI_Comm_size(MPI_COMM_WORLD,&user.size);
72   MPI_Comm_rank(MPI_COMM_WORLD,&user.rank);
73   CHKERRQ(InitializeData(&user));
74 
75   /* Run optimization on rank 0 */
76   if (user.rank == 0) {
77     /* Allocate vectors */
78     CHKERRQ(VecCreateSeq(PETSC_COMM_SELF,NPARAMETERS,&x));
79     CHKERRQ(VecCreateSeq(PETSC_COMM_SELF,NOBSERVATIONS,&f));
80 
81     /* TAO code begins here */
82 
83     /* Create TAO solver and set desired solution method */
84     CHKERRQ(TaoCreate(PETSC_COMM_SELF,&tao));
85     CHKERRQ(TaoSetType(tao,TAOPOUNDERS));
86 
87     /* Set the function and Jacobian routines. */
88     CHKERRQ(FormStartingPoint(x));
89     CHKERRQ(TaoSetSolution(tao,x));
90     CHKERRQ(TaoSetResidualRoutine(tao,f,EvaluateFunction,(void*)&user));
91 
92     /* Check for any TAO command line arguments */
93     CHKERRQ(TaoSetFromOptions(tao));
94 
95     /* Perform the Solve */
96     CHKERRQ(TaoSolve(tao));
97 
98     /* Free TAO data structures */
99     CHKERRQ(TaoDestroy(&tao));
100 
101     /* Free PETSc data structures */
102     CHKERRQ(VecDestroy(&x));
103     CHKERRQ(VecDestroy(&f));
104     StopWorkers(&user);
105   } else {
106     TaskWorker(&user);
107   }
108   ierr = PetscFinalize();
109   return ierr;
110 }
111 
112 /*--------------------------------------------------------------------*/
113 PetscErrorCode EvaluateFunction(Tao tao, Vec X, Vec F, void *ptr)
114 {
115   AppCtx         *user = (AppCtx *)ptr;
116   PetscInt       i;
117   PetscReal      *x,*f;
118 
119   PetscFunctionBegin;
120   CHKERRQ(VecGetArray(X,&x));
121   CHKERRQ(VecGetArray(F,&f));
122   if (user->size == 1) {
123     /* Single processor */
124     for (i=0;i<NOBSERVATIONS;i++) {
125       CHKERRQ(RunSimulation(x,i,&f[i],user));
126     }
127   } else {
128     /* Multiprocessor main */
129     PetscMPIInt tag;
130     PetscInt    finishedtasks,next_task,checkedin;
131     PetscReal   f_i=0.0;
132     MPI_Status  status;
133 
134     next_task=0;
135     finishedtasks=0;
136     checkedin=0;
137 
138     while (finishedtasks < NOBSERVATIONS || checkedin < user->size-1) {
139       CHKERRMPI(MPI_Recv(&f_i,1,MPIU_REAL,MPI_ANY_SOURCE,MPI_ANY_TAG,PETSC_COMM_WORLD,&status));
140       if (status.MPI_TAG == IDLE_TAG) {
141         checkedin++;
142       } else {
143 
144         tag = status.MPI_TAG;
145         f[tag] = (PetscReal)f_i;
146         finishedtasks++;
147       }
148 
149       if (next_task<NOBSERVATIONS) {
150         CHKERRMPI(MPI_Send(x,NPARAMETERS,MPIU_REAL,status.MPI_SOURCE,next_task,PETSC_COMM_WORLD));
151         next_task++;
152 
153       } else {
154         /* Send idle message */
155         CHKERRMPI(MPI_Send(x,NPARAMETERS,MPIU_REAL,status.MPI_SOURCE,IDLE_TAG,PETSC_COMM_WORLD));
156       }
157     }
158   }
159   CHKERRQ(VecRestoreArray(X,&x));
160   CHKERRQ(VecRestoreArray(F,&f));
161   PetscLogFlops(6*NOBSERVATIONS);
162   PetscFunctionReturn(0);
163 }
164 
165 /* ------------------------------------------------------------ */
166 PetscErrorCode FormStartingPoint(Vec X)
167 {
168   PetscReal      *x;
169 
170   PetscFunctionBegin;
171   CHKERRQ(VecGetArray(X,&x));
172   x[0] = 0.15;
173   x[1] = 0.008;
174   x[2] = 0.010;
175   CHKERRQ(VecRestoreArray(X,&x));
176   PetscFunctionReturn(0);
177 }
178 
179 /* ---------------------------------------------------------------------- */
180 PetscErrorCode InitializeData(AppCtx *user)
181 {
182   PetscReal *t=user->t,*y=user->y;
183   PetscInt  i=0;
184 
185   PetscFunctionBegin;
186   y[i] =   92.9000;   t[i++] =  0.5000;
187   y[i] =    78.7000;  t[i++] =   0.6250;
188   y[i] =    64.2000;  t[i++] =   0.7500;
189   y[i] =    64.9000;  t[i++] =   0.8750;
190   y[i] =    57.1000;  t[i++] =   1.0000;
191   y[i] =    43.3000;  t[i++] =   1.2500;
192   y[i] =    31.1000;   t[i++] =  1.7500;
193   y[i] =    23.6000;   t[i++] =  2.2500;
194   y[i] =    31.0500;   t[i++] =  1.7500;
195   y[i] =    23.7750;   t[i++] =  2.2500;
196   y[i] =    17.7375;   t[i++] =  2.7500;
197   y[i] =    13.8000;   t[i++] =  3.2500;
198   y[i] =    11.5875;   t[i++] =  3.7500;
199   y[i] =     9.4125;   t[i++] =  4.2500;
200   y[i] =     7.7250;   t[i++] =  4.7500;
201   y[i] =     7.3500;   t[i++] =  5.2500;
202   y[i] =     8.0250;   t[i++] =  5.7500;
203   y[i] =    90.6000;   t[i++] =  0.5000;
204   y[i] =    76.9000;   t[i++] =  0.6250;
205   y[i] =    71.6000;   t[i++] = 0.7500;
206   y[i] =    63.6000;   t[i++] =  0.8750;
207   y[i] =    54.0000;   t[i++] =  1.0000;
208   y[i] =    39.2000;   t[i++] =  1.2500;
209   y[i] =    29.3000;   t[i++] = 1.7500;
210   y[i] =    21.4000;   t[i++] =  2.2500;
211   y[i] =    29.1750;   t[i++] =  1.7500;
212   y[i] =    22.1250;   t[i++] =  2.2500;
213   y[i] =    17.5125;   t[i++] =  2.7500;
214   y[i] =    14.2500;   t[i++] =  3.2500;
215   y[i] =     9.4500;   t[i++] =  3.7500;
216   y[i] =     9.1500;   t[i++] =  4.2500;
217   y[i] =     7.9125;   t[i++] =  4.7500;
218   y[i] =     8.4750;   t[i++] =  5.2500;
219   y[i] =     6.1125;   t[i++] =  5.7500;
220   y[i] =    80.0000;   t[i++] =  0.5000;
221   y[i] =    79.0000;   t[i++] =  0.6250;
222   y[i] =    63.8000;   t[i++] =  0.7500;
223   y[i] =    57.2000;   t[i++] =  0.8750;
224   y[i] =    53.2000;   t[i++] =  1.0000;
225   y[i] =   42.5000;   t[i++] =  1.2500;
226   y[i] =   26.8000;   t[i++] =  1.7500;
227   y[i] =    20.4000;   t[i++] =  2.2500;
228   y[i] =    26.8500;  t[i++] =   1.7500;
229   y[i] =    21.0000;  t[i++] =   2.2500;
230   y[i] =    16.4625;  t[i++] =   2.7500;
231   y[i] =    12.5250;  t[i++] =   3.2500;
232   y[i] =    10.5375;  t[i++] =   3.7500;
233   y[i] =     8.5875;  t[i++] =   4.2500;
234   y[i] =     7.1250;  t[i++] =   4.7500;
235   y[i] =     6.1125;  t[i++] =   5.2500;
236   y[i] =     5.9625;  t[i++] =   5.7500;
237   y[i] =    74.1000;  t[i++] =   0.5000;
238   y[i] =    67.3000;  t[i++] =   0.6250;
239   y[i] =    60.8000;  t[i++] =   0.7500;
240   y[i] =    55.5000;  t[i++] =   0.8750;
241   y[i] =    50.3000;  t[i++] =   1.0000;
242   y[i] =    41.0000;  t[i++] =   1.2500;
243   y[i] =    29.4000;  t[i++] =   1.7500;
244   y[i] =    20.4000;  t[i++] =   2.2500;
245   y[i] =    29.3625;  t[i++] =   1.7500;
246   y[i] =    21.1500;  t[i++] =   2.2500;
247   y[i] =    16.7625;  t[i++] =   2.7500;
248   y[i] =    13.2000;  t[i++] =   3.2500;
249   y[i] =    10.8750;  t[i++] =   3.7500;
250   y[i] =     8.1750;  t[i++] =   4.2500;
251   y[i] =     7.3500;  t[i++] =   4.7500;
252   y[i] =     5.9625;  t[i++] =  5.2500;
253   y[i] =     5.6250;  t[i++] =   5.7500;
254   y[i] =    81.5000;  t[i++] =    .5000;
255   y[i] =    62.4000;  t[i++] =    .7500;
256   y[i] =    32.5000;  t[i++] =   1.5000;
257   y[i] =    12.4100;  t[i++] =   3.0000;
258   y[i] =    13.1200;  t[i++] =   3.0000;
259   y[i] =    15.5600;  t[i++] =   3.0000;
260   y[i] =     5.6300;  t[i++] =   6.0000;
261   y[i] =    78.0000;   t[i++] =   .5000;
262   y[i] =    59.9000;  t[i++] =    .7500;
263   y[i] =    33.2000;  t[i++] =   1.5000;
264   y[i] =    13.8400;  t[i++] =   3.0000;
265   y[i] =    12.7500;  t[i++] =   3.0000;
266   y[i] =    14.6200;  t[i++] =   3.0000;
267   y[i] =     3.9400;  t[i++] =   6.0000;
268   y[i] =    76.8000;  t[i++] =    .5000;
269   y[i] =    61.0000;  t[i++] =    .7500;
270   y[i] =    32.9000;  t[i++] =   1.5000;
271   y[i] =   13.8700;   t[i++] = 3.0000;
272   y[i] =    11.8100;  t[i++] =   3.0000;
273   y[i] =    13.3100;  t[i++] =   3.0000;
274   y[i] =     5.4400;  t[i++] =   6.0000;
275   y[i] =    78.0000;  t[i++] =    .5000;
276   y[i] =    63.5000;  t[i++] =    .7500;
277   y[i] =    33.8000;  t[i++] =   1.5000;
278   y[i] =    12.5600;  t[i++] =   3.0000;
279   y[i] =     5.6300;  t[i++] =   6.0000;
280   y[i] =    12.7500;  t[i++] =   3.0000;
281   y[i] =    13.1200;  t[i++] =   3.0000;
282   y[i] =     5.4400;  t[i++] =   6.0000;
283   y[i] =    76.8000;  t[i++] =    .5000;
284   y[i] =    60.0000;  t[i++] =    .7500;
285   y[i] =    47.8000;  t[i++] =   1.0000;
286   y[i] =    32.0000;  t[i++] =   1.5000;
287   y[i] =    22.2000;  t[i++] =   2.0000;
288   y[i] =    22.5700;  t[i++] =   2.0000;
289   y[i] =    18.8200;  t[i++] =   2.5000;
290   y[i] =    13.9500;  t[i++] =   3.0000;
291   y[i] =    11.2500;  t[i++] =   4.0000;
292   y[i] =     9.0000;  t[i++] =   5.0000;
293   y[i] =     6.6700;  t[i++] =   6.0000;
294   y[i] =    75.8000;  t[i++] =    .5000;
295   y[i] =    62.0000;  t[i++] =    .7500;
296   y[i] =    48.8000;  t[i++] =   1.0000;
297   y[i] =    35.2000;  t[i++] =   1.5000;
298   y[i] =    20.0000;  t[i++] =   2.0000;
299   y[i] =    20.3200;  t[i++] =   2.0000;
300   y[i] =    19.3100;  t[i++] =   2.5000;
301   y[i] =    12.7500;  t[i++] =   3.0000;
302   y[i] =    10.4200;  t[i++] =   4.0000;
303   y[i] =     7.3100;  t[i++] =   5.0000;
304   y[i] =     7.4200;  t[i++] =   6.0000;
305   y[i] =    70.5000;  t[i++] =    .5000;
306   y[i] =    59.5000;  t[i++] =    .7500;
307   y[i] =    48.5000;  t[i++] =   1.0000;
308   y[i] =    35.8000;  t[i++] =   1.5000;
309   y[i] =    21.0000;  t[i++] =   2.0000;
310   y[i] =    21.6700;  t[i++] =   2.0000;
311   y[i] =    21.0000;  t[i++] =   2.5000;
312   y[i] =    15.6400;  t[i++] =   3.0000;
313   y[i] =     8.1700;  t[i++] =   4.0000;
314   y[i] =     8.5500;  t[i++] =   5.0000;
315   y[i] =    10.1200;  t[i++] =   6.0000;
316   y[i] =    78.0000;  t[i++] =    .5000;
317   y[i] =    66.0000;  t[i++] =    .6250;
318   y[i] =    62.0000;  t[i++] =    .7500;
319   y[i] =    58.0000;  t[i++] =    .8750;
320   y[i] =    47.7000;  t[i++] =   1.0000;
321   y[i] =    37.8000;  t[i++] =   1.2500;
322   y[i] =    20.2000;  t[i++] =   2.2500;
323   y[i] =    21.0700;  t[i++] =   2.2500;
324   y[i] =    13.8700;  t[i++] =   2.7500;
325   y[i] =     9.6700;  t[i++] =   3.2500;
326   y[i] =     7.7600;  t[i++] =   3.7500;
327   y[i] =    5.4400;   t[i++] =  4.2500;
328   y[i] =    4.8700;   t[i++] =  4.7500;
329   y[i] =     4.0100;  t[i++] =   5.2500;
330   y[i] =     3.7500;  t[i++] =   5.7500;
331   y[i] =    24.1900;  t[i++] =   3.0000;
332   y[i] =    25.7600;  t[i++] =   3.0000;
333   y[i] =    18.0700;  t[i++] =   3.0000;
334   y[i] =    11.8100;  t[i++] =   3.0000;
335   y[i] =    12.0700;  t[i++] =   3.0000;
336   y[i] =    16.1200;  t[i++] =   3.0000;
337   y[i] =    70.8000;  t[i++] =    .5000;
338   y[i] =    54.7000;  t[i++] =    .7500;
339   y[i] =    48.0000;  t[i++] =   1.0000;
340   y[i] =    39.8000;  t[i++] =   1.5000;
341   y[i] =    29.8000;  t[i++] =   2.0000;
342   y[i] =    23.7000;  t[i++] =   2.5000;
343   y[i] =    29.6200;  t[i++] =   2.0000;
344   y[i] =    23.8100;  t[i++] =   2.5000;
345   y[i] =    17.7000;  t[i++] =   3.0000;
346   y[i] =    11.5500;  t[i++] =   4.0000;
347   y[i] =    12.0700;  t[i++] =   5.0000;
348   y[i] =     8.7400;  t[i++] =   6.0000;
349   y[i] =    80.7000;  t[i++] =    .5000;
350   y[i] =    61.3000;  t[i++] =    .7500;
351   y[i] =    47.5000;  t[i++] =   1.0000;
352    y[i] =   29.0000;  t[i++] =   1.5000;
353    y[i] =   24.0000;  t[i++] =   2.0000;
354   y[i] =    17.7000;  t[i++] =   2.5000;
355   y[i] =    24.5600;  t[i++] =   2.0000;
356   y[i] =    18.6700;  t[i++] =   2.5000;
357    y[i] =   16.2400;  t[i++] =   3.0000;
358   y[i] =     8.7400;  t[i++] =   4.0000;
359   y[i] =     7.8700;  t[i++] =   5.0000;
360   y[i] =     8.5100;  t[i++] =   6.0000;
361   y[i] =    66.7000;  t[i++] =    .5000;
362   y[i] =    59.2000;  t[i++] =    .7500;
363   y[i] =    40.8000;  t[i++] =   1.0000;
364   y[i] =    30.7000;  t[i++] =   1.5000;
365   y[i] =    25.7000;  t[i++] =   2.0000;
366   y[i] =    16.3000;  t[i++] =   2.5000;
367   y[i] =    25.9900;  t[i++] =   2.0000;
368   y[i] =    16.9500;  t[i++] =   2.5000;
369   y[i] =    13.3500;  t[i++] =   3.0000;
370   y[i] =     8.6200;  t[i++] =   4.0000;
371   y[i] =     7.2000;  t[i++] =   5.0000;
372   y[i] =     6.6400;  t[i++] =   6.0000;
373   y[i] =    13.6900;  t[i++] =   3.0000;
374   y[i] =    81.0000;  t[i++] =    .5000;
375   y[i] =    64.5000;  t[i++] =    .7500;
376   y[i] =    35.5000;  t[i++] =   1.5000;
377    y[i] =   13.3100;  t[i++] =   3.0000;
378   y[i] =     4.8700;  t[i++] =   6.0000;
379   y[i] =    12.9400;  t[i++] =   3.0000;
380   y[i] =     5.0600;  t[i++] =   6.0000;
381   y[i] =    15.1900;  t[i++] =   3.0000;
382   y[i] =    14.6200;  t[i++] =   3.0000;
383   y[i] =    15.6400;  t[i++] =   3.0000;
384   y[i] =    25.5000;  t[i++] =   1.7500;
385   y[i] =    25.9500;  t[i++] =   1.7500;
386   y[i] =    81.7000;  t[i++] =    .5000;
387   y[i] =    61.6000;  t[i++] =    .7500;
388   y[i] =    29.8000;  t[i++] =   1.7500;
389   y[i] =    29.8100;  t[i++] =   1.7500;
390   y[i] =    17.1700;  t[i++] =   2.7500;
391   y[i] =    10.3900;  t[i++] =   3.7500;
392   y[i] =    28.4000;  t[i++] =   1.7500;
393   y[i] =    28.6900;  t[i++] =   1.7500;
394   y[i] =    81.3000;  t[i++] =    .5000;
395   y[i] =    60.9000;  t[i++] =    .7500;
396   y[i] =    16.6500;  t[i++] =   2.7500;
397   y[i] =    10.0500;  t[i++] =   3.7500;
398   y[i] =    28.9000;  t[i++] =   1.7500;
399   y[i] =    28.9500;  t[i++] =   1.7500;
400   PetscFunctionReturn(0);
401 }
402 
403 PetscErrorCode TaskWorker(AppCtx *user)
404 {
405   PetscReal      x[NPARAMETERS],f = 0.0;
406   PetscMPIInt    tag=IDLE_TAG;
407   PetscInt       index;
408   MPI_Status     status;
409 
410   PetscFunctionBegin;
411   /* Send check-in message to rank-0 */
412 
413   CHKERRMPI(MPI_Send(&f,1,MPIU_REAL,0,IDLE_TAG,PETSC_COMM_WORLD));
414   while (tag != DIE_TAG) {
415     CHKERRMPI(MPI_Recv(x,NPARAMETERS,MPIU_REAL,0,MPI_ANY_TAG,PETSC_COMM_WORLD,&status));
416     tag = status.MPI_TAG;
417     if (tag == IDLE_TAG) {
418       CHKERRMPI(MPI_Send(&f,1,MPIU_REAL,0,IDLE_TAG,PETSC_COMM_WORLD));
419     } else if (tag != DIE_TAG) {
420       index = (PetscInt)tag;
421       CHKERRQ(RunSimulation(x,index,&f,user));
422       CHKERRMPI(MPI_Send(&f,1,MPIU_REAL,0,tag,PETSC_COMM_WORLD));
423     }
424   }
425   PetscFunctionReturn(0);
426 }
427 
428 PetscErrorCode RunSimulation(PetscReal *x, PetscInt i, PetscReal*f, AppCtx *user)
429 {
430   PetscReal *t = user->t;
431   PetscReal *y = user->y;
432 #if defined(PETSC_USE_REAL_SINGLE)
433   *f = y[i] - exp(-x[0]*t[i])/(x[1] + x[2]*t[i]); /* expf() for single-precision breaks this example on Freebsd, Valgrind errors on Linux */
434 #else
435   *f = y[i] - PetscExpScalar(-x[0]*t[i])/(x[1] + x[2]*t[i]);
436 #endif
437   return(0);
438 }
439 
440 PetscErrorCode StopWorkers(AppCtx *user)
441 {
442   PetscInt       checkedin;
443   MPI_Status     status;
444   PetscReal      f,x[NPARAMETERS];
445 
446   PetscFunctionBegin;
447   checkedin=0;
448   while (checkedin < user->size-1) {
449     CHKERRMPI(MPI_Recv(&f,1,MPIU_REAL,MPI_ANY_SOURCE,MPI_ANY_TAG,PETSC_COMM_WORLD,&status));
450     checkedin++;
451     CHKERRQ(PetscArrayzero(x,NPARAMETERS));
452     CHKERRMPI(MPI_Send(x,NPARAMETERS,MPIU_REAL,status.MPI_SOURCE,DIE_TAG,PETSC_COMM_WORLD));
453   }
454   PetscFunctionReturn(0);
455 }
456 
457 /*TEST
458 
459    build:
460       requires: !complex
461 
462    test:
463       nsize: 3
464       requires: !single
465       args: -tao_smonitor -tao_max_it 100 -tao_type pounders -tao_gatol 1.e-5
466 
467 TEST*/
468