1c4762a1bSJed Brown /* Program usage: mpiexec -n 1 eptorsion1 [-help] [all TAO options] */ 2c4762a1bSJed Brown 3c4762a1bSJed Brown /* ---------------------------------------------------------------------- 4c4762a1bSJed Brown 5c4762a1bSJed Brown Elastic-plastic torsion problem. 6c4762a1bSJed Brown 7c4762a1bSJed Brown The elastic plastic torsion problem arises from the determination 8c4762a1bSJed Brown of the stress field on an infinitely long cylindrical bar, which is 9c4762a1bSJed Brown equivalent to the solution of the following problem: 10c4762a1bSJed Brown 11c4762a1bSJed Brown min{ .5 * integral(||gradient(v(x))||^2 dx) - C * integral(v(x) dx)} 12c4762a1bSJed Brown 13c4762a1bSJed Brown where C is the torsion angle per unit length. 14c4762a1bSJed Brown 15c4762a1bSJed Brown The multiprocessor version of this code is eptorsion2.c. 16c4762a1bSJed Brown 17c4762a1bSJed Brown ---------------------------------------------------------------------- */ 18c4762a1bSJed Brown 19c4762a1bSJed Brown /* 20c4762a1bSJed Brown Include "petsctao.h" so that we can use TAO solvers. Note that this 21c4762a1bSJed Brown file automatically includes files for lower-level support, such as those 22c4762a1bSJed Brown provided by the PETSc library: 23c4762a1bSJed Brown petsc.h - base PETSc routines petscvec.h - vectors 24c4762a1bSJed Brown petscsys.h - sysem routines petscmat.h - matrices 25c4762a1bSJed Brown petscis.h - index sets petscksp.h - Krylov subspace methods 26c4762a1bSJed Brown petscviewer.h - viewers petscpc.h - preconditioners 27c4762a1bSJed Brown */ 28c4762a1bSJed Brown 29c4762a1bSJed Brown #include <petsctao.h> 30c4762a1bSJed Brown 31c4762a1bSJed Brown static char help[]= 32c4762a1bSJed Brown "Demonstrates use of the TAO package to solve \n\ 33c4762a1bSJed Brown unconstrained minimization problems on a single processor. This example \n\ 34c4762a1bSJed Brown is based on the Elastic-Plastic Torsion (dept) problem from the MINPACK-2 \n\ 35c4762a1bSJed Brown test suite.\n\ 36c4762a1bSJed Brown The command line options are:\n\ 37c4762a1bSJed Brown -mx <xg>, where <xg> = number of grid points in the 1st coordinate direction\n\ 38c4762a1bSJed Brown -my <yg>, where <yg> = number of grid points in the 2nd coordinate direction\n\ 39c4762a1bSJed Brown -par <param>, where <param> = angle of twist per unit length\n\n"; 40c4762a1bSJed Brown 41c4762a1bSJed Brown /*T 42c4762a1bSJed Brown Concepts: TAO^Solving an unconstrained minimization problem 43c4762a1bSJed Brown Routines: TaoCreate(); TaoSetType(); 44c4762a1bSJed Brown Routines: TaoSetInitialVector(); 45c4762a1bSJed Brown Routines: TaoSetObjectiveAndGradientRoutine(); 46c4762a1bSJed Brown Routines: TaoSetHessianRoutine(); TaoSetFromOptions(); 47c4762a1bSJed Brown Routines: TaoGetKSP(); TaoSolve(); 48c4762a1bSJed Brown Routines: TaoDestroy(); 49c4762a1bSJed Brown Processors: 1 50c4762a1bSJed Brown T*/ 51c4762a1bSJed Brown 52c4762a1bSJed Brown /* 53c4762a1bSJed Brown User-defined application context - contains data needed by the 54c4762a1bSJed Brown application-provided call-back routines, FormFunction(), 55c4762a1bSJed Brown FormGradient(), and FormHessian(). 56c4762a1bSJed Brown */ 57c4762a1bSJed Brown 58c4762a1bSJed Brown typedef struct { 59c4762a1bSJed Brown PetscReal param; /* nonlinearity parameter */ 60c4762a1bSJed Brown PetscInt mx, my; /* discretization in x- and y-directions */ 61c4762a1bSJed Brown PetscInt ndim; /* problem dimension */ 62c4762a1bSJed Brown Vec s, y, xvec; /* work space for computing Hessian */ 63c4762a1bSJed Brown PetscReal hx, hy; /* mesh spacing in x- and y-directions */ 64c4762a1bSJed Brown } AppCtx; 65c4762a1bSJed Brown 66c4762a1bSJed Brown /* -------- User-defined Routines --------- */ 67c4762a1bSJed Brown 68c4762a1bSJed Brown PetscErrorCode FormInitialGuess(AppCtx*,Vec); 69c4762a1bSJed Brown PetscErrorCode FormFunction(Tao,Vec,PetscReal*,void*); 70c4762a1bSJed Brown PetscErrorCode FormGradient(Tao,Vec,Vec,void*); 71c4762a1bSJed Brown PetscErrorCode FormHessian(Tao,Vec,Mat,Mat, void*); 72c4762a1bSJed Brown PetscErrorCode HessianProductMat(Mat,Vec,Vec); 73c4762a1bSJed Brown PetscErrorCode HessianProduct(void*,Vec,Vec); 74c4762a1bSJed Brown PetscErrorCode MatrixFreeHessian(Tao,Vec,Mat,Mat,void*); 75c4762a1bSJed Brown PetscErrorCode FormFunctionGradient(Tao,Vec,PetscReal *,Vec,void *); 76c4762a1bSJed Brown 77c4762a1bSJed Brown PetscErrorCode main(int argc,char **argv) 78c4762a1bSJed Brown { 79c4762a1bSJed Brown PetscErrorCode ierr; /* used to check for functions returning nonzeros */ 80c4762a1bSJed Brown PetscInt mx=10; /* discretization in x-direction */ 81c4762a1bSJed Brown PetscInt my=10; /* discretization in y-direction */ 82c4762a1bSJed Brown Vec x; /* solution, gradient vectors */ 83c4762a1bSJed Brown PetscBool flg; /* A return value when checking for use options */ 84c4762a1bSJed Brown Tao tao; /* Tao solver context */ 85c4762a1bSJed Brown Mat H; /* Hessian matrix */ 86c4762a1bSJed Brown AppCtx user; /* application context */ 87c4762a1bSJed Brown PetscMPIInt size; /* number of processes */ 88c4762a1bSJed Brown PetscReal one=1.0; 89c4762a1bSJed Brown 90c4762a1bSJed Brown PetscBool test_lmvm = PETSC_FALSE; 91c4762a1bSJed Brown KSP ksp; 92c4762a1bSJed Brown PC pc; 93c4762a1bSJed Brown Mat M; 94c4762a1bSJed Brown Vec in, out, out2; 95c4762a1bSJed Brown PetscReal mult_solve_dist; 96c4762a1bSJed Brown 97c4762a1bSJed Brown /* Initialize TAO,PETSc */ 98c4762a1bSJed Brown ierr = PetscInitialize(&argc,&argv,(char *)0,help);if (ierr) return ierr; 99ffc4695bSBarry Smith ierr = MPI_Comm_size(MPI_COMM_WORLD,&size);CHKERRMPI(ierr); 100c4762a1bSJed Brown if (size >1) SETERRQ(PETSC_COMM_WORLD,PETSC_ERR_WRONG_MPI_SIZE,"Incorrect number of processors"); 101c4762a1bSJed Brown 102c4762a1bSJed Brown /* Specify default parameters for the problem, check for command-line overrides */ 103c4762a1bSJed Brown user.param = 5.0; 104c4762a1bSJed Brown ierr = PetscOptionsGetInt(NULL,NULL,"-my",&my,&flg);CHKERRQ(ierr); 105c4762a1bSJed Brown ierr = PetscOptionsGetInt(NULL,NULL,"-mx",&mx,&flg);CHKERRQ(ierr); 106c4762a1bSJed Brown ierr = PetscOptionsGetReal(NULL,NULL,"-par",&user.param,&flg);CHKERRQ(ierr); 107c4762a1bSJed Brown ierr = PetscOptionsGetBool(NULL,NULL,"-test_lmvm",&test_lmvm,&flg);CHKERRQ(ierr); 108c4762a1bSJed Brown 109c4762a1bSJed Brown ierr = PetscPrintf(PETSC_COMM_SELF,"\n---- Elastic-Plastic Torsion Problem -----\n");CHKERRQ(ierr); 110c4762a1bSJed Brown ierr = PetscPrintf(PETSC_COMM_SELF,"mx: %D my: %D \n\n",mx,my);CHKERRQ(ierr); 111c4762a1bSJed Brown user.ndim = mx * my; user.mx = mx; user.my = my; 112c4762a1bSJed Brown user.hx = one/(mx+1); user.hy = one/(my+1); 113c4762a1bSJed Brown 114c4762a1bSJed Brown /* Allocate vectors */ 115c4762a1bSJed Brown ierr = VecCreateSeq(PETSC_COMM_SELF,user.ndim,&user.y);CHKERRQ(ierr); 116c4762a1bSJed Brown ierr = VecDuplicate(user.y,&user.s);CHKERRQ(ierr); 117c4762a1bSJed Brown ierr = VecDuplicate(user.y,&x);CHKERRQ(ierr); 118c4762a1bSJed Brown 119c4762a1bSJed Brown /* Create TAO solver and set desired solution method */ 120c4762a1bSJed Brown ierr = TaoCreate(PETSC_COMM_SELF,&tao);CHKERRQ(ierr); 121c4762a1bSJed Brown ierr = TaoSetType(tao,TAOLMVM);CHKERRQ(ierr); 122c4762a1bSJed Brown 123c4762a1bSJed Brown /* Set solution vector with an initial guess */ 124c4762a1bSJed Brown ierr = FormInitialGuess(&user,x);CHKERRQ(ierr); 125c4762a1bSJed Brown ierr = TaoSetInitialVector(tao,x);CHKERRQ(ierr); 126c4762a1bSJed Brown 127c4762a1bSJed Brown /* Set routine for function and gradient evaluation */ 128c4762a1bSJed Brown ierr = TaoSetObjectiveAndGradientRoutine(tao,FormFunctionGradient,(void *)&user);CHKERRQ(ierr); 129c4762a1bSJed Brown 130c4762a1bSJed Brown /* From command line options, determine if using matrix-free hessian */ 131c4762a1bSJed Brown ierr = PetscOptionsHasName(NULL,NULL,"-my_tao_mf",&flg);CHKERRQ(ierr); 132c4762a1bSJed Brown if (flg) { 133c4762a1bSJed Brown ierr = MatCreateShell(PETSC_COMM_SELF,user.ndim,user.ndim,user.ndim,user.ndim,(void*)&user,&H);CHKERRQ(ierr); 134c4762a1bSJed Brown ierr = MatShellSetOperation(H,MATOP_MULT,(void(*)(void))HessianProductMat);CHKERRQ(ierr); 135c4762a1bSJed Brown ierr = MatSetOption(H,MAT_SYMMETRIC,PETSC_TRUE);CHKERRQ(ierr); 136c4762a1bSJed Brown 137c4762a1bSJed Brown ierr = TaoSetHessianRoutine(tao,H,H,MatrixFreeHessian,(void *)&user);CHKERRQ(ierr); 138c4762a1bSJed Brown } else { 139c4762a1bSJed Brown ierr = MatCreateSeqAIJ(PETSC_COMM_SELF,user.ndim,user.ndim,5,NULL,&H);CHKERRQ(ierr); 140c4762a1bSJed Brown ierr = MatSetOption(H,MAT_SYMMETRIC,PETSC_TRUE);CHKERRQ(ierr); 141c4762a1bSJed Brown ierr = TaoSetHessianRoutine(tao,H,H,FormHessian,(void *)&user);CHKERRQ(ierr); 142c4762a1bSJed Brown } 143c4762a1bSJed Brown 144c4762a1bSJed Brown /* Test the LMVM matrix */ 145c4762a1bSJed Brown if (test_lmvm) { 146c4762a1bSJed Brown ierr = PetscOptionsSetValue(NULL, "-tao_type", "bntr");CHKERRQ(ierr); 147c4762a1bSJed Brown ierr = PetscOptionsSetValue(NULL, "-tao_bnk_pc_type", "lmvm");CHKERRQ(ierr); 148c4762a1bSJed Brown } 149c4762a1bSJed Brown 150c4762a1bSJed Brown /* Check for any TAO command line options */ 151c4762a1bSJed Brown ierr = TaoSetFromOptions(tao);CHKERRQ(ierr); 152c4762a1bSJed Brown 153c4762a1bSJed Brown /* SOLVE THE APPLICATION */ 154c4762a1bSJed Brown ierr = TaoSolve(tao);CHKERRQ(ierr); 155c4762a1bSJed Brown 156c4762a1bSJed Brown /* Test the LMVM matrix */ 157c4762a1bSJed Brown if (test_lmvm) { 158c4762a1bSJed Brown ierr = TaoGetKSP(tao, &ksp);CHKERRQ(ierr); 159c4762a1bSJed Brown ierr = KSPGetPC(ksp, &pc);CHKERRQ(ierr); 160c4762a1bSJed Brown ierr = PCLMVMGetMatLMVM(pc, &M);CHKERRQ(ierr); 161c4762a1bSJed Brown ierr = VecDuplicate(x, &in);CHKERRQ(ierr); 162c4762a1bSJed Brown ierr = VecDuplicate(x, &out);CHKERRQ(ierr); 163c4762a1bSJed Brown ierr = VecDuplicate(x, &out2);CHKERRQ(ierr); 164c4762a1bSJed Brown ierr = VecSet(in, 5.0);CHKERRQ(ierr); 165c4762a1bSJed Brown ierr = MatMult(M, in, out);CHKERRQ(ierr); 166c4762a1bSJed Brown ierr = MatSolve(M, out, out2);CHKERRQ(ierr); 167c4762a1bSJed Brown ierr = VecAXPY(out2, -1.0, in);CHKERRQ(ierr); 168c4762a1bSJed Brown ierr = VecNorm(out2, NORM_2, &mult_solve_dist);CHKERRQ(ierr); 169c4762a1bSJed Brown ierr = PetscPrintf(PetscObjectComm((PetscObject)tao), "error between MatMult and MatSolve: %e\n", mult_solve_dist);CHKERRQ(ierr); 170c4762a1bSJed Brown ierr = VecDestroy(&in);CHKERRQ(ierr); 171c4762a1bSJed Brown ierr = VecDestroy(&out);CHKERRQ(ierr); 172c4762a1bSJed Brown ierr = VecDestroy(&out2);CHKERRQ(ierr); 173c4762a1bSJed Brown } 174c4762a1bSJed Brown 175c4762a1bSJed Brown ierr = TaoDestroy(&tao);CHKERRQ(ierr); 176c4762a1bSJed Brown ierr = VecDestroy(&user.s);CHKERRQ(ierr); 177c4762a1bSJed Brown ierr = VecDestroy(&user.y);CHKERRQ(ierr); 178c4762a1bSJed Brown ierr = VecDestroy(&x);CHKERRQ(ierr); 179c4762a1bSJed Brown ierr = MatDestroy(&H);CHKERRQ(ierr); 180c4762a1bSJed Brown 181c4762a1bSJed Brown ierr = PetscFinalize(); 182c4762a1bSJed Brown return ierr; 183c4762a1bSJed Brown } 184c4762a1bSJed Brown 185c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 186c4762a1bSJed Brown /* 187c4762a1bSJed Brown FormInitialGuess - Computes an initial approximation to the solution. 188c4762a1bSJed Brown 189c4762a1bSJed Brown Input Parameters: 190c4762a1bSJed Brown . user - user-defined application context 191c4762a1bSJed Brown . X - vector 192c4762a1bSJed Brown 193c4762a1bSJed Brown Output Parameters: 194c4762a1bSJed Brown . X - vector 195c4762a1bSJed Brown */ 196c4762a1bSJed Brown PetscErrorCode FormInitialGuess(AppCtx *user,Vec X) 197c4762a1bSJed Brown { 198c4762a1bSJed Brown PetscReal hx = user->hx, hy = user->hy, temp; 199c4762a1bSJed Brown PetscReal val; 200c4762a1bSJed Brown PetscErrorCode ierr; 201c4762a1bSJed Brown PetscInt i, j, k, nx = user->mx, ny = user->my; 202c4762a1bSJed Brown 203c4762a1bSJed Brown /* Compute initial guess */ 204c4762a1bSJed Brown PetscFunctionBeginUser; 205c4762a1bSJed Brown for (j=0; j<ny; j++) { 206c4762a1bSJed Brown temp = PetscMin(j+1,ny-j)*hy; 207c4762a1bSJed Brown for (i=0; i<nx; i++) { 208c4762a1bSJed Brown k = nx*j + i; 209c4762a1bSJed Brown val = PetscMin((PetscMin(i+1,nx-i))*hx,temp); 210c4762a1bSJed Brown ierr = VecSetValues(X,1,&k,&val,ADD_VALUES);CHKERRQ(ierr); 211c4762a1bSJed Brown } 212c4762a1bSJed Brown } 213c4762a1bSJed Brown ierr = VecAssemblyBegin(X);CHKERRQ(ierr); 214c4762a1bSJed Brown ierr = VecAssemblyEnd(X);CHKERRQ(ierr); 215c4762a1bSJed Brown PetscFunctionReturn(0); 216c4762a1bSJed Brown } 217c4762a1bSJed Brown 218c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 219c4762a1bSJed Brown /* 220c4762a1bSJed Brown FormFunctionGradient - Evaluates the function and corresponding gradient. 221c4762a1bSJed Brown 222c4762a1bSJed Brown Input Parameters: 223c4762a1bSJed Brown tao - the Tao context 224c4762a1bSJed Brown X - the input vector 225c4762a1bSJed Brown ptr - optional user-defined context, as set by TaoSetFunction() 226c4762a1bSJed Brown 227c4762a1bSJed Brown Output Parameters: 228c4762a1bSJed Brown f - the newly evaluated function 229c4762a1bSJed Brown G - the newly evaluated gradient 230c4762a1bSJed Brown */ 231c4762a1bSJed Brown PetscErrorCode FormFunctionGradient(Tao tao,Vec X,PetscReal *f,Vec G,void *ptr) 232c4762a1bSJed Brown { 233c4762a1bSJed Brown PetscErrorCode ierr; 234c4762a1bSJed Brown 235c4762a1bSJed Brown PetscFunctionBeginUser; 236c4762a1bSJed Brown ierr = FormFunction(tao,X,f,ptr);CHKERRQ(ierr); 237c4762a1bSJed Brown ierr = FormGradient(tao,X,G,ptr);CHKERRQ(ierr); 238c4762a1bSJed Brown PetscFunctionReturn(0); 239c4762a1bSJed Brown } 240c4762a1bSJed Brown 241c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 242c4762a1bSJed Brown /* 243c4762a1bSJed Brown FormFunction - Evaluates the function, f(X). 244c4762a1bSJed Brown 245c4762a1bSJed Brown Input Parameters: 246c4762a1bSJed Brown . tao - the Tao context 247c4762a1bSJed Brown . X - the input vector 248c4762a1bSJed Brown . ptr - optional user-defined context, as set by TaoSetFunction() 249c4762a1bSJed Brown 250c4762a1bSJed Brown Output Parameters: 251c4762a1bSJed Brown . f - the newly evaluated function 252c4762a1bSJed Brown */ 253c4762a1bSJed Brown PetscErrorCode FormFunction(Tao tao,Vec X,PetscReal *f,void *ptr) 254c4762a1bSJed Brown { 255c4762a1bSJed Brown AppCtx *user = (AppCtx *) ptr; 256c4762a1bSJed Brown PetscReal hx = user->hx, hy = user->hy, area, three = 3.0, p5 = 0.5; 257c4762a1bSJed Brown PetscReal zero = 0.0, vb, vl, vr, vt, dvdx, dvdy, flin = 0.0, fquad = 0.0; 258c4762a1bSJed Brown PetscReal v, cdiv3 = user->param/three; 259c4762a1bSJed Brown const PetscScalar *x; 260c4762a1bSJed Brown PetscErrorCode ierr; 261c4762a1bSJed Brown PetscInt nx = user->mx, ny = user->my, i, j, k; 262c4762a1bSJed Brown 263c4762a1bSJed Brown PetscFunctionBeginUser; 264c4762a1bSJed Brown /* Get pointer to vector data */ 265c4762a1bSJed Brown ierr = VecGetArrayRead(X,&x);CHKERRQ(ierr); 266c4762a1bSJed Brown 267c4762a1bSJed Brown /* Compute function contributions over the lower triangular elements */ 268c4762a1bSJed Brown for (j=-1; j<ny; j++) { 269c4762a1bSJed Brown for (i=-1; i<nx; i++) { 270c4762a1bSJed Brown k = nx*j + i; 271c4762a1bSJed Brown v = zero; 272c4762a1bSJed Brown vr = zero; 273c4762a1bSJed Brown vt = zero; 274c4762a1bSJed Brown if (i >= 0 && j >= 0) v = x[k]; 275c4762a1bSJed Brown if (i < nx-1 && j > -1) vr = x[k+1]; 276c4762a1bSJed Brown if (i > -1 && j < ny-1) vt = x[k+nx]; 277c4762a1bSJed Brown dvdx = (vr-v)/hx; 278c4762a1bSJed Brown dvdy = (vt-v)/hy; 279c4762a1bSJed Brown fquad += dvdx*dvdx + dvdy*dvdy; 280c4762a1bSJed Brown flin -= cdiv3*(v+vr+vt); 281c4762a1bSJed Brown } 282c4762a1bSJed Brown } 283c4762a1bSJed Brown 284c4762a1bSJed Brown /* Compute function contributions over the upper triangular elements */ 285c4762a1bSJed Brown for (j=0; j<=ny; j++) { 286c4762a1bSJed Brown for (i=0; i<=nx; i++) { 287c4762a1bSJed Brown k = nx*j + i; 288c4762a1bSJed Brown vb = zero; 289c4762a1bSJed Brown vl = zero; 290c4762a1bSJed Brown v = zero; 291c4762a1bSJed Brown if (i < nx && j > 0) vb = x[k-nx]; 292c4762a1bSJed Brown if (i > 0 && j < ny) vl = x[k-1]; 293c4762a1bSJed Brown if (i < nx && j < ny) v = x[k]; 294c4762a1bSJed Brown dvdx = (v-vl)/hx; 295c4762a1bSJed Brown dvdy = (v-vb)/hy; 296c4762a1bSJed Brown fquad = fquad + dvdx*dvdx + dvdy*dvdy; 297c4762a1bSJed Brown flin = flin - cdiv3*(vb+vl+v); 298c4762a1bSJed Brown } 299c4762a1bSJed Brown } 300c4762a1bSJed Brown 301c4762a1bSJed Brown /* Restore vector */ 302c4762a1bSJed Brown ierr = VecRestoreArrayRead(X,&x);CHKERRQ(ierr); 303c4762a1bSJed Brown 304c4762a1bSJed Brown /* Scale the function */ 305c4762a1bSJed Brown area = p5*hx*hy; 306c4762a1bSJed Brown *f = area*(p5*fquad+flin); 307c4762a1bSJed Brown 308ca0c957dSBarry Smith ierr = PetscLogFlops(24.0*nx*ny);CHKERRQ(ierr); 309c4762a1bSJed Brown PetscFunctionReturn(0); 310c4762a1bSJed Brown } 311c4762a1bSJed Brown 312c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 313c4762a1bSJed Brown /* 314c4762a1bSJed Brown FormGradient - Evaluates the gradient, G(X). 315c4762a1bSJed Brown 316c4762a1bSJed Brown Input Parameters: 317c4762a1bSJed Brown . tao - the Tao context 318c4762a1bSJed Brown . X - input vector 319c4762a1bSJed Brown . ptr - optional user-defined context 320c4762a1bSJed Brown 321c4762a1bSJed Brown Output Parameters: 322c4762a1bSJed Brown . G - vector containing the newly evaluated gradient 323c4762a1bSJed Brown */ 324c4762a1bSJed Brown PetscErrorCode FormGradient(Tao tao,Vec X,Vec G,void *ptr) 325c4762a1bSJed Brown { 326c4762a1bSJed Brown AppCtx *user = (AppCtx *) ptr; 327c4762a1bSJed Brown PetscReal zero=0.0, p5=0.5, three = 3.0, area, val; 328c4762a1bSJed Brown PetscErrorCode ierr; 329c4762a1bSJed Brown PetscInt nx = user->mx, ny = user->my, ind, i, j, k; 330c4762a1bSJed Brown PetscReal hx = user->hx, hy = user->hy; 331c4762a1bSJed Brown PetscReal vb, vl, vr, vt, dvdx, dvdy; 332c4762a1bSJed Brown PetscReal v, cdiv3 = user->param/three; 333c4762a1bSJed Brown const PetscScalar *x; 334c4762a1bSJed Brown 335c4762a1bSJed Brown PetscFunctionBeginUser; 336c4762a1bSJed Brown /* Initialize gradient to zero */ 337c4762a1bSJed Brown ierr = VecSet(G, zero);CHKERRQ(ierr); 338c4762a1bSJed Brown 339c4762a1bSJed Brown /* Get pointer to vector data */ 340c4762a1bSJed Brown ierr = VecGetArrayRead(X,&x);CHKERRQ(ierr); 341c4762a1bSJed Brown 342c4762a1bSJed Brown /* Compute gradient contributions over the lower triangular elements */ 343c4762a1bSJed Brown for (j=-1; j<ny; j++) { 344c4762a1bSJed Brown for (i=-1; i<nx; i++) { 345c4762a1bSJed Brown k = nx*j + i; 346c4762a1bSJed Brown v = zero; 347c4762a1bSJed Brown vr = zero; 348c4762a1bSJed Brown vt = zero; 349c4762a1bSJed Brown if (i >= 0 && j >= 0) v = x[k]; 350c4762a1bSJed Brown if (i < nx-1 && j > -1) vr = x[k+1]; 351c4762a1bSJed Brown if (i > -1 && j < ny-1) vt = x[k+nx]; 352c4762a1bSJed Brown dvdx = (vr-v)/hx; 353c4762a1bSJed Brown dvdy = (vt-v)/hy; 354c4762a1bSJed Brown if (i != -1 && j != -1) { 355c4762a1bSJed Brown ind = k; val = - dvdx/hx - dvdy/hy - cdiv3; 356c4762a1bSJed Brown ierr = VecSetValues(G,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 357c4762a1bSJed Brown } 358c4762a1bSJed Brown if (i != nx-1 && j != -1) { 359c4762a1bSJed Brown ind = k+1; val = dvdx/hx - cdiv3; 360c4762a1bSJed Brown ierr = VecSetValues(G,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 361c4762a1bSJed Brown } 362c4762a1bSJed Brown if (i != -1 && j != ny-1) { 363c4762a1bSJed Brown ind = k+nx; val = dvdy/hy - cdiv3; 364c4762a1bSJed Brown ierr = VecSetValues(G,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 365c4762a1bSJed Brown } 366c4762a1bSJed Brown } 367c4762a1bSJed Brown } 368c4762a1bSJed Brown 369c4762a1bSJed Brown /* Compute gradient contributions over the upper triangular elements */ 370c4762a1bSJed Brown for (j=0; j<=ny; j++) { 371c4762a1bSJed Brown for (i=0; i<=nx; i++) { 372c4762a1bSJed Brown k = nx*j + i; 373c4762a1bSJed Brown vb = zero; 374c4762a1bSJed Brown vl = zero; 375c4762a1bSJed Brown v = zero; 376c4762a1bSJed Brown if (i < nx && j > 0) vb = x[k-nx]; 377c4762a1bSJed Brown if (i > 0 && j < ny) vl = x[k-1]; 378c4762a1bSJed Brown if (i < nx && j < ny) v = x[k]; 379c4762a1bSJed Brown dvdx = (v-vl)/hx; 380c4762a1bSJed Brown dvdy = (v-vb)/hy; 381c4762a1bSJed Brown if (i != nx && j != 0) { 382c4762a1bSJed Brown ind = k-nx; val = - dvdy/hy - cdiv3; 383c4762a1bSJed Brown ierr = VecSetValues(G,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 384c4762a1bSJed Brown } 385c4762a1bSJed Brown if (i != 0 && j != ny) { 386c4762a1bSJed Brown ind = k-1; val = - dvdx/hx - cdiv3; 387c4762a1bSJed Brown ierr = VecSetValues(G,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 388c4762a1bSJed Brown } 389c4762a1bSJed Brown if (i != nx && j != ny) { 390c4762a1bSJed Brown ind = k; val = dvdx/hx + dvdy/hy - cdiv3; 391c4762a1bSJed Brown ierr = VecSetValues(G,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 392c4762a1bSJed Brown } 393c4762a1bSJed Brown } 394c4762a1bSJed Brown } 395c4762a1bSJed Brown ierr = VecRestoreArrayRead(X,&x);CHKERRQ(ierr); 396c4762a1bSJed Brown 397c4762a1bSJed Brown /* Assemble gradient vector */ 398c4762a1bSJed Brown ierr = VecAssemblyBegin(G);CHKERRQ(ierr); 399c4762a1bSJed Brown ierr = VecAssemblyEnd(G);CHKERRQ(ierr); 400c4762a1bSJed Brown 401c4762a1bSJed Brown /* Scale the gradient */ 402c4762a1bSJed Brown area = p5*hx*hy; 403c4762a1bSJed Brown ierr = VecScale(G, area);CHKERRQ(ierr); 404ca0c957dSBarry Smith ierr = PetscLogFlops(24.0*nx*ny);CHKERRQ(ierr); 405c4762a1bSJed Brown PetscFunctionReturn(0); 406c4762a1bSJed Brown } 407c4762a1bSJed Brown 408c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 409c4762a1bSJed Brown /* 410c4762a1bSJed Brown FormHessian - Forms the Hessian matrix. 411c4762a1bSJed Brown 412c4762a1bSJed Brown Input Parameters: 413c4762a1bSJed Brown . tao - the Tao context 414c4762a1bSJed Brown . X - the input vector 415c4762a1bSJed Brown . ptr - optional user-defined context, as set by TaoSetHessian() 416c4762a1bSJed Brown 417c4762a1bSJed Brown Output Parameters: 418c4762a1bSJed Brown . H - Hessian matrix 419c4762a1bSJed Brown . PrecH - optionally different preconditioning Hessian 420c4762a1bSJed Brown . flag - flag indicating matrix structure 421c4762a1bSJed Brown 422c4762a1bSJed Brown Notes: 423c4762a1bSJed Brown This routine is intended simply as an example of the interface 424c4762a1bSJed Brown to a Hessian evaluation routine. Since this example compute the 425c4762a1bSJed Brown Hessian a column at a time, it is not particularly efficient and 426c4762a1bSJed Brown is not recommended. 427c4762a1bSJed Brown */ 428c4762a1bSJed Brown PetscErrorCode FormHessian(Tao tao,Vec X,Mat H,Mat Hpre, void *ptr) 429c4762a1bSJed Brown { 430c4762a1bSJed Brown AppCtx *user = (AppCtx *) ptr; 431c4762a1bSJed Brown PetscErrorCode ierr; 432c4762a1bSJed Brown PetscInt i,j, ndim = user->ndim; 433c4762a1bSJed Brown PetscReal *y, zero = 0.0, one = 1.0; 434c4762a1bSJed Brown PetscBool assembled; 435c4762a1bSJed Brown 436c4762a1bSJed Brown PetscFunctionBeginUser; 437c4762a1bSJed Brown user->xvec = X; 438c4762a1bSJed Brown 439c4762a1bSJed Brown /* Initialize Hessian entries and work vector to zero */ 440c4762a1bSJed Brown ierr = MatAssembled(H,&assembled);CHKERRQ(ierr); 441c4762a1bSJed Brown if (assembled){ierr = MatZeroEntries(H);CHKERRQ(ierr);} 442c4762a1bSJed Brown 443c4762a1bSJed Brown ierr = VecSet(user->s, zero);CHKERRQ(ierr); 444c4762a1bSJed Brown 445c4762a1bSJed Brown /* Loop over matrix columns to compute entries of the Hessian */ 446c4762a1bSJed Brown for (j=0; j<ndim; j++) { 447c4762a1bSJed Brown ierr = VecSetValues(user->s,1,&j,&one,INSERT_VALUES);CHKERRQ(ierr); 448c4762a1bSJed Brown ierr = VecAssemblyBegin(user->s);CHKERRQ(ierr); 449c4762a1bSJed Brown ierr = VecAssemblyEnd(user->s);CHKERRQ(ierr); 450c4762a1bSJed Brown 451c4762a1bSJed Brown ierr = HessianProduct(ptr,user->s,user->y);CHKERRQ(ierr); 452c4762a1bSJed Brown 453c4762a1bSJed Brown ierr = VecSetValues(user->s,1,&j,&zero,INSERT_VALUES);CHKERRQ(ierr); 454c4762a1bSJed Brown ierr = VecAssemblyBegin(user->s);CHKERRQ(ierr); 455c4762a1bSJed Brown ierr = VecAssemblyEnd(user->s);CHKERRQ(ierr); 456c4762a1bSJed Brown 457c4762a1bSJed Brown ierr = VecGetArray(user->y,&y);CHKERRQ(ierr); 458c4762a1bSJed Brown for (i=0; i<ndim; i++) { 459c4762a1bSJed Brown if (y[i] != zero) { 460c4762a1bSJed Brown ierr = MatSetValues(H,1,&i,1,&j,&y[i],ADD_VALUES);CHKERRQ(ierr); 461c4762a1bSJed Brown } 462c4762a1bSJed Brown } 463c4762a1bSJed Brown ierr = VecRestoreArray(user->y,&y);CHKERRQ(ierr); 464c4762a1bSJed Brown } 465c4762a1bSJed Brown ierr = MatAssemblyBegin(H,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); 466c4762a1bSJed Brown ierr = MatAssemblyEnd(H,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); 467c4762a1bSJed Brown PetscFunctionReturn(0); 468c4762a1bSJed Brown } 469c4762a1bSJed Brown 470c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 471c4762a1bSJed Brown /* 472c4762a1bSJed Brown MatrixFreeHessian - Sets a pointer for use in computing Hessian-vector 473c4762a1bSJed Brown products. 474c4762a1bSJed Brown 475c4762a1bSJed Brown Input Parameters: 476c4762a1bSJed Brown . tao - the Tao context 477c4762a1bSJed Brown . X - the input vector 478c4762a1bSJed Brown . ptr - optional user-defined context, as set by TaoSetHessian() 479c4762a1bSJed Brown 480c4762a1bSJed Brown Output Parameters: 481c4762a1bSJed Brown . H - Hessian matrix 482c4762a1bSJed Brown . PrecH - optionally different preconditioning Hessian 483c4762a1bSJed Brown . flag - flag indicating matrix structure 484c4762a1bSJed Brown */ 485c4762a1bSJed Brown PetscErrorCode MatrixFreeHessian(Tao tao,Vec X,Mat H,Mat PrecH, void *ptr) 486c4762a1bSJed Brown { 487c4762a1bSJed Brown AppCtx *user = (AppCtx *) ptr; 488c4762a1bSJed Brown 489c4762a1bSJed Brown /* Sets location of vector for use in computing matrix-vector products of the form H(X)*y */ 490*362febeeSStefano Zampini PetscFunctionBeginUser; 491c4762a1bSJed Brown user->xvec = X; 492c4762a1bSJed Brown PetscFunctionReturn(0); 493c4762a1bSJed Brown } 494c4762a1bSJed Brown 495c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 496c4762a1bSJed Brown /* 497c4762a1bSJed Brown HessianProductMat - Computes the matrix-vector product 498c4762a1bSJed Brown y = mat*svec. 499c4762a1bSJed Brown 500c4762a1bSJed Brown Input Parameters: 501c4762a1bSJed Brown . mat - input matrix 502c4762a1bSJed Brown . svec - input vector 503c4762a1bSJed Brown 504c4762a1bSJed Brown Output Parameters: 505c4762a1bSJed Brown . y - solution vector 506c4762a1bSJed Brown */ 507c4762a1bSJed Brown PetscErrorCode HessianProductMat(Mat mat,Vec svec,Vec y) 508c4762a1bSJed Brown { 509c4762a1bSJed Brown void *ptr; 510c4762a1bSJed Brown PetscErrorCode ierr; 511c4762a1bSJed Brown 512c4762a1bSJed Brown PetscFunctionBeginUser; 513c4762a1bSJed Brown ierr = MatShellGetContext(mat,&ptr);CHKERRQ(ierr); 514c4762a1bSJed Brown ierr = HessianProduct(ptr,svec,y);CHKERRQ(ierr); 515c4762a1bSJed Brown PetscFunctionReturn(0); 516c4762a1bSJed Brown } 517c4762a1bSJed Brown 518c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 519c4762a1bSJed Brown /* 520c4762a1bSJed Brown Hessian Product - Computes the matrix-vector product: 521c4762a1bSJed Brown y = f''(x)*svec. 522c4762a1bSJed Brown 5237a7aea1fSJed Brown Input Parameters: 524c4762a1bSJed Brown . ptr - pointer to the user-defined context 525c4762a1bSJed Brown . svec - input vector 526c4762a1bSJed Brown 527c4762a1bSJed Brown Output Parameters: 528c4762a1bSJed Brown . y - product vector 529c4762a1bSJed Brown */ 530c4762a1bSJed Brown PetscErrorCode HessianProduct(void *ptr,Vec svec,Vec y) 531c4762a1bSJed Brown { 532c4762a1bSJed Brown AppCtx *user = (AppCtx *)ptr; 533c4762a1bSJed Brown PetscReal p5 = 0.5, zero = 0.0, one = 1.0, hx, hy, val, area; 534c4762a1bSJed Brown const PetscScalar *x, *s; 535c4762a1bSJed Brown PetscReal v, vb, vl, vr, vt, hxhx, hyhy; 536c4762a1bSJed Brown PetscErrorCode ierr; 537c4762a1bSJed Brown PetscInt nx, ny, i, j, k, ind; 538c4762a1bSJed Brown 539c4762a1bSJed Brown PetscFunctionBeginUser; 540c4762a1bSJed Brown nx = user->mx; 541c4762a1bSJed Brown ny = user->my; 542c4762a1bSJed Brown hx = user->hx; 543c4762a1bSJed Brown hy = user->hy; 544c4762a1bSJed Brown hxhx = one/(hx*hx); 545c4762a1bSJed Brown hyhy = one/(hy*hy); 546c4762a1bSJed Brown 547c4762a1bSJed Brown /* Get pointers to vector data */ 548c4762a1bSJed Brown ierr = VecGetArrayRead(user->xvec,&x);CHKERRQ(ierr); 549c4762a1bSJed Brown ierr = VecGetArrayRead(svec,&s);CHKERRQ(ierr); 550c4762a1bSJed Brown 551c4762a1bSJed Brown /* Initialize product vector to zero */ 552c4762a1bSJed Brown ierr = VecSet(y, zero);CHKERRQ(ierr); 553c4762a1bSJed Brown 554c4762a1bSJed Brown /* Compute f''(x)*s over the lower triangular elements */ 555c4762a1bSJed Brown for (j=-1; j<ny; j++) { 556c4762a1bSJed Brown for (i=-1; i<nx; i++) { 557c4762a1bSJed Brown k = nx*j + i; 558c4762a1bSJed Brown v = zero; 559c4762a1bSJed Brown vr = zero; 560c4762a1bSJed Brown vt = zero; 561c4762a1bSJed Brown if (i != -1 && j != -1) v = s[k]; 562c4762a1bSJed Brown if (i != nx-1 && j != -1) { 563c4762a1bSJed Brown vr = s[k+1]; 564c4762a1bSJed Brown ind = k+1; val = hxhx*(vr-v); 565c4762a1bSJed Brown ierr = VecSetValues(y,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 566c4762a1bSJed Brown } 567c4762a1bSJed Brown if (i != -1 && j != ny-1) { 568c4762a1bSJed Brown vt = s[k+nx]; 569c4762a1bSJed Brown ind = k+nx; val = hyhy*(vt-v); 570c4762a1bSJed Brown ierr = VecSetValues(y,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 571c4762a1bSJed Brown } 572c4762a1bSJed Brown if (i != -1 && j != -1) { 573c4762a1bSJed Brown ind = k; val = hxhx*(v-vr) + hyhy*(v-vt); 574c4762a1bSJed Brown ierr = VecSetValues(y,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 575c4762a1bSJed Brown } 576c4762a1bSJed Brown } 577c4762a1bSJed Brown } 578c4762a1bSJed Brown 579c4762a1bSJed Brown /* Compute f''(x)*s over the upper triangular elements */ 580c4762a1bSJed Brown for (j=0; j<=ny; j++) { 581c4762a1bSJed Brown for (i=0; i<=nx; i++) { 582c4762a1bSJed Brown k = nx*j + i; 583c4762a1bSJed Brown v = zero; 584c4762a1bSJed Brown vl = zero; 585c4762a1bSJed Brown vb = zero; 586c4762a1bSJed Brown if (i != nx && j != ny) v = s[k]; 587c4762a1bSJed Brown if (i != nx && j != 0) { 588c4762a1bSJed Brown vb = s[k-nx]; 589c4762a1bSJed Brown ind = k-nx; val = hyhy*(vb-v); 590c4762a1bSJed Brown ierr = VecSetValues(y,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 591c4762a1bSJed Brown } 592c4762a1bSJed Brown if (i != 0 && j != ny) { 593c4762a1bSJed Brown vl = s[k-1]; 594c4762a1bSJed Brown ind = k-1; val = hxhx*(vl-v); 595c4762a1bSJed Brown ierr = VecSetValues(y,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 596c4762a1bSJed Brown } 597c4762a1bSJed Brown if (i != nx && j != ny) { 598c4762a1bSJed Brown ind = k; val = hxhx*(v-vl) + hyhy*(v-vb); 599c4762a1bSJed Brown ierr = VecSetValues(y,1,&ind,&val,ADD_VALUES);CHKERRQ(ierr); 600c4762a1bSJed Brown } 601c4762a1bSJed Brown } 602c4762a1bSJed Brown } 603c4762a1bSJed Brown /* Restore vector data */ 604c4762a1bSJed Brown ierr = VecRestoreArrayRead(svec,&s);CHKERRQ(ierr); 605c4762a1bSJed Brown ierr = VecRestoreArrayRead(user->xvec,&x);CHKERRQ(ierr); 606c4762a1bSJed Brown 607c4762a1bSJed Brown /* Assemble vector */ 608c4762a1bSJed Brown ierr = VecAssemblyBegin(y);CHKERRQ(ierr); 609c4762a1bSJed Brown ierr = VecAssemblyEnd(y);CHKERRQ(ierr); 610c4762a1bSJed Brown 611c4762a1bSJed Brown /* Scale resulting vector by area */ 612c4762a1bSJed Brown area = p5*hx*hy; 613c4762a1bSJed Brown ierr = VecScale(y, area);CHKERRQ(ierr); 614ca0c957dSBarry Smith ierr = PetscLogFlops(18.0*nx*ny);CHKERRQ(ierr); 615c4762a1bSJed Brown PetscFunctionReturn(0); 616c4762a1bSJed Brown } 617c4762a1bSJed Brown 618c4762a1bSJed Brown /*TEST 619c4762a1bSJed Brown 620c4762a1bSJed Brown build: 621c4762a1bSJed Brown requires: !complex 622c4762a1bSJed Brown 623c4762a1bSJed Brown test: 624c4762a1bSJed Brown suffix: 1 625c4762a1bSJed Brown args: -tao_smonitor -tao_type ntl -tao_gatol 1.e-4 626c4762a1bSJed Brown 627c4762a1bSJed Brown test: 628c4762a1bSJed Brown suffix: 2 629c4762a1bSJed Brown args: -tao_smonitor -tao_type ntr -tao_gatol 1.e-4 630c4762a1bSJed Brown 631c4762a1bSJed Brown test: 632c4762a1bSJed Brown suffix: 3 633c4762a1bSJed Brown args: -tao_smonitor -tao_type bntr -tao_gatol 1.e-4 -my_tao_mf -tao_test_hessian 634c4762a1bSJed Brown 635c4762a1bSJed Brown test: 636c4762a1bSJed Brown suffix: 4 637c4762a1bSJed Brown args: -tao_smonitor -tao_gatol 1e-3 -tao_type bqnls 638c4762a1bSJed Brown 639c4762a1bSJed Brown test: 640c4762a1bSJed Brown suffix: 5 641c4762a1bSJed Brown args: -tao_smonitor -tao_gatol 1e-3 -tao_type blmvm 642c4762a1bSJed Brown 643c4762a1bSJed Brown test: 644c4762a1bSJed Brown suffix: 6 645c4762a1bSJed Brown args: -tao_smonitor -tao_gatol 1e-3 -tao_type bqnktr -tao_bqnk_mat_type lmvmsr1 646c4762a1bSJed Brown 647c4762a1bSJed Brown TEST*/ 648