xref: /petsc/src/tao/unconstrained/tutorials/eptorsion1.c (revision 362febeeeb69b91ebadcb4b2dc0a22cb6dfc4097)
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