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 24a5b23f4aSJose E. Roman petscsys.h - system 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(); 44a82e8c82SStefano Zampini Routines: TaoSetSolution(); 45a82e8c82SStefano Zampini Routines: TaoSetObjectiveAndGradient(); 46a82e8c82SStefano Zampini Routines: TaoSetHessian(); 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; 99*5f80ce2aSJacob Faibussowitsch CHKERRMPI(MPI_Comm_size(MPI_COMM_WORLD,&size)); 1003c859ba3SBarry Smith PetscCheck(size == 1,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; 104*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscOptionsGetInt(NULL,NULL,"-my",&my,&flg)); 105*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscOptionsGetInt(NULL,NULL,"-mx",&mx,&flg)); 106*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscOptionsGetReal(NULL,NULL,"-par",&user.param,&flg)); 107*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscOptionsGetBool(NULL,NULL,"-test_lmvm",&test_lmvm,&flg)); 108c4762a1bSJed Brown 109*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscPrintf(PETSC_COMM_SELF,"\n---- Elastic-Plastic Torsion Problem -----\n")); 110*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscPrintf(PETSC_COMM_SELF,"mx: %D my: %D \n\n",mx,my)); 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 */ 115*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecCreateSeq(PETSC_COMM_SELF,user.ndim,&user.y)); 116*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDuplicate(user.y,&user.s)); 117*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDuplicate(user.y,&x)); 118c4762a1bSJed Brown 119c4762a1bSJed Brown /* Create TAO solver and set desired solution method */ 120*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoCreate(PETSC_COMM_SELF,&tao)); 121*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoSetType(tao,TAOLMVM)); 122c4762a1bSJed Brown 123c4762a1bSJed Brown /* Set solution vector with an initial guess */ 124*5f80ce2aSJacob Faibussowitsch CHKERRQ(FormInitialGuess(&user,x)); 125*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoSetSolution(tao,x)); 126c4762a1bSJed Brown 127c4762a1bSJed Brown /* Set routine for function and gradient evaluation */ 128*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoSetObjectiveAndGradient(tao,NULL,FormFunctionGradient,(void *)&user)); 129c4762a1bSJed Brown 130c4762a1bSJed Brown /* From command line options, determine if using matrix-free hessian */ 131*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscOptionsHasName(NULL,NULL,"-my_tao_mf",&flg)); 132c4762a1bSJed Brown if (flg) { 133*5f80ce2aSJacob Faibussowitsch CHKERRQ(MatCreateShell(PETSC_COMM_SELF,user.ndim,user.ndim,user.ndim,user.ndim,(void*)&user,&H)); 134*5f80ce2aSJacob Faibussowitsch CHKERRQ(MatShellSetOperation(H,MATOP_MULT,(void(*)(void))HessianProductMat)); 135*5f80ce2aSJacob Faibussowitsch CHKERRQ(MatSetOption(H,MAT_SYMMETRIC,PETSC_TRUE)); 136c4762a1bSJed Brown 137*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoSetHessian(tao,H,H,MatrixFreeHessian,(void *)&user)); 138c4762a1bSJed Brown } else { 139*5f80ce2aSJacob Faibussowitsch CHKERRQ(MatCreateSeqAIJ(PETSC_COMM_SELF,user.ndim,user.ndim,5,NULL,&H)); 140*5f80ce2aSJacob Faibussowitsch CHKERRQ(MatSetOption(H,MAT_SYMMETRIC,PETSC_TRUE)); 141*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoSetHessian(tao,H,H,FormHessian,(void *)&user)); 142c4762a1bSJed Brown } 143c4762a1bSJed Brown 144c4762a1bSJed Brown /* Test the LMVM matrix */ 145c4762a1bSJed Brown if (test_lmvm) { 146*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscOptionsSetValue(NULL, "-tao_type", "bntr")); 147*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscOptionsSetValue(NULL, "-tao_bnk_pc_type", "lmvm")); 148c4762a1bSJed Brown } 149c4762a1bSJed Brown 150c4762a1bSJed Brown /* Check for any TAO command line options */ 151*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoSetFromOptions(tao)); 152c4762a1bSJed Brown 153c4762a1bSJed Brown /* SOLVE THE APPLICATION */ 154*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoSolve(tao)); 155c4762a1bSJed Brown 156c4762a1bSJed Brown /* Test the LMVM matrix */ 157c4762a1bSJed Brown if (test_lmvm) { 158*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoGetKSP(tao, &ksp)); 159*5f80ce2aSJacob Faibussowitsch CHKERRQ(KSPGetPC(ksp, &pc)); 160*5f80ce2aSJacob Faibussowitsch CHKERRQ(PCLMVMGetMatLMVM(pc, &M)); 161*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDuplicate(x, &in)); 162*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDuplicate(x, &out)); 163*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDuplicate(x, &out2)); 164*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSet(in, 5.0)); 165*5f80ce2aSJacob Faibussowitsch CHKERRQ(MatMult(M, in, out)); 166*5f80ce2aSJacob Faibussowitsch CHKERRQ(MatSolve(M, out, out2)); 167*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAXPY(out2, -1.0, in)); 168*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecNorm(out2, NORM_2, &mult_solve_dist)); 169*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscPrintf(PetscObjectComm((PetscObject)tao), "error between MatMult and MatSolve: %e\n", mult_solve_dist)); 170*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&in)); 171*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&out)); 172*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&out2)); 173c4762a1bSJed Brown } 174c4762a1bSJed Brown 175*5f80ce2aSJacob Faibussowitsch CHKERRQ(TaoDestroy(&tao)); 176*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&user.s)); 177*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&user.y)); 178*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecDestroy(&x)); 179*5f80ce2aSJacob Faibussowitsch CHKERRQ(MatDestroy(&H)); 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 PetscInt i, j, k, nx = user->mx, ny = user->my; 201c4762a1bSJed Brown 202c4762a1bSJed Brown /* Compute initial guess */ 203c4762a1bSJed Brown PetscFunctionBeginUser; 204c4762a1bSJed Brown for (j=0; j<ny; j++) { 205c4762a1bSJed Brown temp = PetscMin(j+1,ny-j)*hy; 206c4762a1bSJed Brown for (i=0; i<nx; i++) { 207c4762a1bSJed Brown k = nx*j + i; 208c4762a1bSJed Brown val = PetscMin((PetscMin(i+1,nx-i))*hx,temp); 209*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(X,1,&k,&val,ADD_VALUES)); 210c4762a1bSJed Brown } 211c4762a1bSJed Brown } 212*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyBegin(X)); 213*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyEnd(X)); 214c4762a1bSJed Brown PetscFunctionReturn(0); 215c4762a1bSJed Brown } 216c4762a1bSJed Brown 217c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 218c4762a1bSJed Brown /* 219c4762a1bSJed Brown FormFunctionGradient - Evaluates the function and corresponding gradient. 220c4762a1bSJed Brown 221c4762a1bSJed Brown Input Parameters: 222c4762a1bSJed Brown tao - the Tao context 223c4762a1bSJed Brown X - the input vector 224c4762a1bSJed Brown ptr - optional user-defined context, as set by TaoSetFunction() 225c4762a1bSJed Brown 226c4762a1bSJed Brown Output Parameters: 227c4762a1bSJed Brown f - the newly evaluated function 228c4762a1bSJed Brown G - the newly evaluated gradient 229c4762a1bSJed Brown */ 230c4762a1bSJed Brown PetscErrorCode FormFunctionGradient(Tao tao,Vec X,PetscReal *f,Vec G,void *ptr) 231c4762a1bSJed Brown { 232c4762a1bSJed Brown PetscFunctionBeginUser; 233*5f80ce2aSJacob Faibussowitsch CHKERRQ(FormFunction(tao,X,f,ptr)); 234*5f80ce2aSJacob Faibussowitsch CHKERRQ(FormGradient(tao,X,G,ptr)); 235c4762a1bSJed Brown PetscFunctionReturn(0); 236c4762a1bSJed Brown } 237c4762a1bSJed Brown 238c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 239c4762a1bSJed Brown /* 240c4762a1bSJed Brown FormFunction - Evaluates the function, f(X). 241c4762a1bSJed Brown 242c4762a1bSJed Brown Input Parameters: 243c4762a1bSJed Brown . tao - the Tao context 244c4762a1bSJed Brown . X - the input vector 245c4762a1bSJed Brown . ptr - optional user-defined context, as set by TaoSetFunction() 246c4762a1bSJed Brown 247c4762a1bSJed Brown Output Parameters: 248c4762a1bSJed Brown . f - the newly evaluated function 249c4762a1bSJed Brown */ 250c4762a1bSJed Brown PetscErrorCode FormFunction(Tao tao,Vec X,PetscReal *f,void *ptr) 251c4762a1bSJed Brown { 252c4762a1bSJed Brown AppCtx *user = (AppCtx *) ptr; 253c4762a1bSJed Brown PetscReal hx = user->hx, hy = user->hy, area, three = 3.0, p5 = 0.5; 254c4762a1bSJed Brown PetscReal zero = 0.0, vb, vl, vr, vt, dvdx, dvdy, flin = 0.0, fquad = 0.0; 255c4762a1bSJed Brown PetscReal v, cdiv3 = user->param/three; 256c4762a1bSJed Brown const PetscScalar *x; 257c4762a1bSJed Brown PetscInt nx = user->mx, ny = user->my, i, j, k; 258c4762a1bSJed Brown 259c4762a1bSJed Brown PetscFunctionBeginUser; 260c4762a1bSJed Brown /* Get pointer to vector data */ 261*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArrayRead(X,&x)); 262c4762a1bSJed Brown 263c4762a1bSJed Brown /* Compute function contributions over the lower triangular elements */ 264c4762a1bSJed Brown for (j=-1; j<ny; j++) { 265c4762a1bSJed Brown for (i=-1; i<nx; i++) { 266c4762a1bSJed Brown k = nx*j + i; 267c4762a1bSJed Brown v = zero; 268c4762a1bSJed Brown vr = zero; 269c4762a1bSJed Brown vt = zero; 270c4762a1bSJed Brown if (i >= 0 && j >= 0) v = x[k]; 271c4762a1bSJed Brown if (i < nx-1 && j > -1) vr = x[k+1]; 272c4762a1bSJed Brown if (i > -1 && j < ny-1) vt = x[k+nx]; 273c4762a1bSJed Brown dvdx = (vr-v)/hx; 274c4762a1bSJed Brown dvdy = (vt-v)/hy; 275c4762a1bSJed Brown fquad += dvdx*dvdx + dvdy*dvdy; 276c4762a1bSJed Brown flin -= cdiv3*(v+vr+vt); 277c4762a1bSJed Brown } 278c4762a1bSJed Brown } 279c4762a1bSJed Brown 280c4762a1bSJed Brown /* Compute function contributions over the upper triangular elements */ 281c4762a1bSJed Brown for (j=0; j<=ny; j++) { 282c4762a1bSJed Brown for (i=0; i<=nx; i++) { 283c4762a1bSJed Brown k = nx*j + i; 284c4762a1bSJed Brown vb = zero; 285c4762a1bSJed Brown vl = zero; 286c4762a1bSJed Brown v = zero; 287c4762a1bSJed Brown if (i < nx && j > 0) vb = x[k-nx]; 288c4762a1bSJed Brown if (i > 0 && j < ny) vl = x[k-1]; 289c4762a1bSJed Brown if (i < nx && j < ny) v = x[k]; 290c4762a1bSJed Brown dvdx = (v-vl)/hx; 291c4762a1bSJed Brown dvdy = (v-vb)/hy; 292c4762a1bSJed Brown fquad = fquad + dvdx*dvdx + dvdy*dvdy; 293c4762a1bSJed Brown flin = flin - cdiv3*(vb+vl+v); 294c4762a1bSJed Brown } 295c4762a1bSJed Brown } 296c4762a1bSJed Brown 297c4762a1bSJed Brown /* Restore vector */ 298*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArrayRead(X,&x)); 299c4762a1bSJed Brown 300c4762a1bSJed Brown /* Scale the function */ 301c4762a1bSJed Brown area = p5*hx*hy; 302c4762a1bSJed Brown *f = area*(p5*fquad+flin); 303c4762a1bSJed Brown 304*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscLogFlops(24.0*nx*ny)); 305c4762a1bSJed Brown PetscFunctionReturn(0); 306c4762a1bSJed Brown } 307c4762a1bSJed Brown 308c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 309c4762a1bSJed Brown /* 310c4762a1bSJed Brown FormGradient - Evaluates the gradient, G(X). 311c4762a1bSJed Brown 312c4762a1bSJed Brown Input Parameters: 313c4762a1bSJed Brown . tao - the Tao context 314c4762a1bSJed Brown . X - input vector 315c4762a1bSJed Brown . ptr - optional user-defined context 316c4762a1bSJed Brown 317c4762a1bSJed Brown Output Parameters: 318c4762a1bSJed Brown . G - vector containing the newly evaluated gradient 319c4762a1bSJed Brown */ 320c4762a1bSJed Brown PetscErrorCode FormGradient(Tao tao,Vec X,Vec G,void *ptr) 321c4762a1bSJed Brown { 322c4762a1bSJed Brown AppCtx *user = (AppCtx *) ptr; 323c4762a1bSJed Brown PetscReal zero=0.0, p5=0.5, three = 3.0, area, val; 324c4762a1bSJed Brown PetscInt nx = user->mx, ny = user->my, ind, i, j, k; 325c4762a1bSJed Brown PetscReal hx = user->hx, hy = user->hy; 326c4762a1bSJed Brown PetscReal vb, vl, vr, vt, dvdx, dvdy; 327c4762a1bSJed Brown PetscReal v, cdiv3 = user->param/three; 328c4762a1bSJed Brown const PetscScalar *x; 329c4762a1bSJed Brown 330c4762a1bSJed Brown PetscFunctionBeginUser; 331c4762a1bSJed Brown /* Initialize gradient to zero */ 332*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSet(G, zero)); 333c4762a1bSJed Brown 334c4762a1bSJed Brown /* Get pointer to vector data */ 335*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArrayRead(X,&x)); 336c4762a1bSJed Brown 337c4762a1bSJed Brown /* Compute gradient contributions over the lower triangular elements */ 338c4762a1bSJed Brown for (j=-1; j<ny; j++) { 339c4762a1bSJed Brown for (i=-1; i<nx; i++) { 340c4762a1bSJed Brown k = nx*j + i; 341c4762a1bSJed Brown v = zero; 342c4762a1bSJed Brown vr = zero; 343c4762a1bSJed Brown vt = zero; 344c4762a1bSJed Brown if (i >= 0 && j >= 0) v = x[k]; 345c4762a1bSJed Brown if (i < nx-1 && j > -1) vr = x[k+1]; 346c4762a1bSJed Brown if (i > -1 && j < ny-1) vt = x[k+nx]; 347c4762a1bSJed Brown dvdx = (vr-v)/hx; 348c4762a1bSJed Brown dvdy = (vt-v)/hy; 349c4762a1bSJed Brown if (i != -1 && j != -1) { 350c4762a1bSJed Brown ind = k; val = - dvdx/hx - dvdy/hy - cdiv3; 351*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(G,1,&ind,&val,ADD_VALUES)); 352c4762a1bSJed Brown } 353c4762a1bSJed Brown if (i != nx-1 && j != -1) { 354c4762a1bSJed Brown ind = k+1; val = dvdx/hx - cdiv3; 355*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(G,1,&ind,&val,ADD_VALUES)); 356c4762a1bSJed Brown } 357c4762a1bSJed Brown if (i != -1 && j != ny-1) { 358c4762a1bSJed Brown ind = k+nx; val = dvdy/hy - cdiv3; 359*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(G,1,&ind,&val,ADD_VALUES)); 360c4762a1bSJed Brown } 361c4762a1bSJed Brown } 362c4762a1bSJed Brown } 363c4762a1bSJed Brown 364c4762a1bSJed Brown /* Compute gradient contributions over the upper triangular elements */ 365c4762a1bSJed Brown for (j=0; j<=ny; j++) { 366c4762a1bSJed Brown for (i=0; i<=nx; i++) { 367c4762a1bSJed Brown k = nx*j + i; 368c4762a1bSJed Brown vb = zero; 369c4762a1bSJed Brown vl = zero; 370c4762a1bSJed Brown v = zero; 371c4762a1bSJed Brown if (i < nx && j > 0) vb = x[k-nx]; 372c4762a1bSJed Brown if (i > 0 && j < ny) vl = x[k-1]; 373c4762a1bSJed Brown if (i < nx && j < ny) v = x[k]; 374c4762a1bSJed Brown dvdx = (v-vl)/hx; 375c4762a1bSJed Brown dvdy = (v-vb)/hy; 376c4762a1bSJed Brown if (i != nx && j != 0) { 377c4762a1bSJed Brown ind = k-nx; val = - dvdy/hy - cdiv3; 378*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(G,1,&ind,&val,ADD_VALUES)); 379c4762a1bSJed Brown } 380c4762a1bSJed Brown if (i != 0 && j != ny) { 381c4762a1bSJed Brown ind = k-1; val = - dvdx/hx - cdiv3; 382*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(G,1,&ind,&val,ADD_VALUES)); 383c4762a1bSJed Brown } 384c4762a1bSJed Brown if (i != nx && j != ny) { 385c4762a1bSJed Brown ind = k; val = dvdx/hx + dvdy/hy - cdiv3; 386*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(G,1,&ind,&val,ADD_VALUES)); 387c4762a1bSJed Brown } 388c4762a1bSJed Brown } 389c4762a1bSJed Brown } 390*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArrayRead(X,&x)); 391c4762a1bSJed Brown 392c4762a1bSJed Brown /* Assemble gradient vector */ 393*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyBegin(G)); 394*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyEnd(G)); 395c4762a1bSJed Brown 396c4762a1bSJed Brown /* Scale the gradient */ 397c4762a1bSJed Brown area = p5*hx*hy; 398*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecScale(G, area)); 399*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscLogFlops(24.0*nx*ny)); 400c4762a1bSJed Brown PetscFunctionReturn(0); 401c4762a1bSJed Brown } 402c4762a1bSJed Brown 403c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 404c4762a1bSJed Brown /* 405c4762a1bSJed Brown FormHessian - Forms the Hessian matrix. 406c4762a1bSJed Brown 407c4762a1bSJed Brown Input Parameters: 408c4762a1bSJed Brown . tao - the Tao context 409c4762a1bSJed Brown . X - the input vector 410c4762a1bSJed Brown . ptr - optional user-defined context, as set by TaoSetHessian() 411c4762a1bSJed Brown 412c4762a1bSJed Brown Output Parameters: 413c4762a1bSJed Brown . H - Hessian matrix 414c4762a1bSJed Brown . PrecH - optionally different preconditioning Hessian 415c4762a1bSJed Brown . flag - flag indicating matrix structure 416c4762a1bSJed Brown 417c4762a1bSJed Brown Notes: 418c4762a1bSJed Brown This routine is intended simply as an example of the interface 419c4762a1bSJed Brown to a Hessian evaluation routine. Since this example compute the 420c4762a1bSJed Brown Hessian a column at a time, it is not particularly efficient and 421c4762a1bSJed Brown is not recommended. 422c4762a1bSJed Brown */ 423c4762a1bSJed Brown PetscErrorCode FormHessian(Tao tao,Vec X,Mat H,Mat Hpre, void *ptr) 424c4762a1bSJed Brown { 425c4762a1bSJed Brown AppCtx *user = (AppCtx *) ptr; 426c4762a1bSJed Brown PetscInt i,j, ndim = user->ndim; 427c4762a1bSJed Brown PetscReal *y, zero = 0.0, one = 1.0; 428c4762a1bSJed Brown PetscBool assembled; 429c4762a1bSJed Brown 430c4762a1bSJed Brown PetscFunctionBeginUser; 431c4762a1bSJed Brown user->xvec = X; 432c4762a1bSJed Brown 433c4762a1bSJed Brown /* Initialize Hessian entries and work vector to zero */ 434*5f80ce2aSJacob Faibussowitsch CHKERRQ(MatAssembled(H,&assembled)); 435*5f80ce2aSJacob Faibussowitsch if (assembled)CHKERRQ(MatZeroEntries(H)); 436c4762a1bSJed Brown 437*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSet(user->s, zero)); 438c4762a1bSJed Brown 439c4762a1bSJed Brown /* Loop over matrix columns to compute entries of the Hessian */ 440c4762a1bSJed Brown for (j=0; j<ndim; j++) { 441*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(user->s,1,&j,&one,INSERT_VALUES)); 442*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyBegin(user->s)); 443*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyEnd(user->s)); 444c4762a1bSJed Brown 445*5f80ce2aSJacob Faibussowitsch CHKERRQ(HessianProduct(ptr,user->s,user->y)); 446c4762a1bSJed Brown 447*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(user->s,1,&j,&zero,INSERT_VALUES)); 448*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyBegin(user->s)); 449*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyEnd(user->s)); 450c4762a1bSJed Brown 451*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArray(user->y,&y)); 452c4762a1bSJed Brown for (i=0; i<ndim; i++) { 453c4762a1bSJed Brown if (y[i] != zero) { 454*5f80ce2aSJacob Faibussowitsch CHKERRQ(MatSetValues(H,1,&i,1,&j,&y[i],ADD_VALUES)); 455c4762a1bSJed Brown } 456c4762a1bSJed Brown } 457*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArray(user->y,&y)); 458c4762a1bSJed Brown } 459*5f80ce2aSJacob Faibussowitsch CHKERRQ(MatAssemblyBegin(H,MAT_FINAL_ASSEMBLY)); 460*5f80ce2aSJacob Faibussowitsch CHKERRQ(MatAssemblyEnd(H,MAT_FINAL_ASSEMBLY)); 461c4762a1bSJed Brown PetscFunctionReturn(0); 462c4762a1bSJed Brown } 463c4762a1bSJed Brown 464c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 465c4762a1bSJed Brown /* 466c4762a1bSJed Brown MatrixFreeHessian - Sets a pointer for use in computing Hessian-vector 467c4762a1bSJed Brown products. 468c4762a1bSJed Brown 469c4762a1bSJed Brown Input Parameters: 470c4762a1bSJed Brown . tao - the Tao context 471c4762a1bSJed Brown . X - the input vector 472c4762a1bSJed Brown . ptr - optional user-defined context, as set by TaoSetHessian() 473c4762a1bSJed Brown 474c4762a1bSJed Brown Output Parameters: 475c4762a1bSJed Brown . H - Hessian matrix 476c4762a1bSJed Brown . PrecH - optionally different preconditioning Hessian 477c4762a1bSJed Brown . flag - flag indicating matrix structure 478c4762a1bSJed Brown */ 479c4762a1bSJed Brown PetscErrorCode MatrixFreeHessian(Tao tao,Vec X,Mat H,Mat PrecH, void *ptr) 480c4762a1bSJed Brown { 481c4762a1bSJed Brown AppCtx *user = (AppCtx *) ptr; 482c4762a1bSJed Brown 483c4762a1bSJed Brown /* Sets location of vector for use in computing matrix-vector products of the form H(X)*y */ 484362febeeSStefano Zampini PetscFunctionBeginUser; 485c4762a1bSJed Brown user->xvec = X; 486c4762a1bSJed Brown PetscFunctionReturn(0); 487c4762a1bSJed Brown } 488c4762a1bSJed Brown 489c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 490c4762a1bSJed Brown /* 491c4762a1bSJed Brown HessianProductMat - Computes the matrix-vector product 492c4762a1bSJed Brown y = mat*svec. 493c4762a1bSJed Brown 494c4762a1bSJed Brown Input Parameters: 495c4762a1bSJed Brown . mat - input matrix 496c4762a1bSJed Brown . svec - input vector 497c4762a1bSJed Brown 498c4762a1bSJed Brown Output Parameters: 499c4762a1bSJed Brown . y - solution vector 500c4762a1bSJed Brown */ 501c4762a1bSJed Brown PetscErrorCode HessianProductMat(Mat mat,Vec svec,Vec y) 502c4762a1bSJed Brown { 503c4762a1bSJed Brown void *ptr; 504c4762a1bSJed Brown 505c4762a1bSJed Brown PetscFunctionBeginUser; 506*5f80ce2aSJacob Faibussowitsch CHKERRQ(MatShellGetContext(mat,&ptr)); 507*5f80ce2aSJacob Faibussowitsch CHKERRQ(HessianProduct(ptr,svec,y)); 508c4762a1bSJed Brown PetscFunctionReturn(0); 509c4762a1bSJed Brown } 510c4762a1bSJed Brown 511c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 512c4762a1bSJed Brown /* 513c4762a1bSJed Brown Hessian Product - Computes the matrix-vector product: 514c4762a1bSJed Brown y = f''(x)*svec. 515c4762a1bSJed Brown 5167a7aea1fSJed Brown Input Parameters: 517c4762a1bSJed Brown . ptr - pointer to the user-defined context 518c4762a1bSJed Brown . svec - input vector 519c4762a1bSJed Brown 520c4762a1bSJed Brown Output Parameters: 521c4762a1bSJed Brown . y - product vector 522c4762a1bSJed Brown */ 523c4762a1bSJed Brown PetscErrorCode HessianProduct(void *ptr,Vec svec,Vec y) 524c4762a1bSJed Brown { 525c4762a1bSJed Brown AppCtx *user = (AppCtx *)ptr; 526c4762a1bSJed Brown PetscReal p5 = 0.5, zero = 0.0, one = 1.0, hx, hy, val, area; 527c4762a1bSJed Brown const PetscScalar *x, *s; 528c4762a1bSJed Brown PetscReal v, vb, vl, vr, vt, hxhx, hyhy; 529c4762a1bSJed Brown PetscInt nx, ny, i, j, k, ind; 530c4762a1bSJed Brown 531c4762a1bSJed Brown PetscFunctionBeginUser; 532c4762a1bSJed Brown nx = user->mx; 533c4762a1bSJed Brown ny = user->my; 534c4762a1bSJed Brown hx = user->hx; 535c4762a1bSJed Brown hy = user->hy; 536c4762a1bSJed Brown hxhx = one/(hx*hx); 537c4762a1bSJed Brown hyhy = one/(hy*hy); 538c4762a1bSJed Brown 539c4762a1bSJed Brown /* Get pointers to vector data */ 540*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArrayRead(user->xvec,&x)); 541*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecGetArrayRead(svec,&s)); 542c4762a1bSJed Brown 543c4762a1bSJed Brown /* Initialize product vector to zero */ 544*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSet(y, zero)); 545c4762a1bSJed Brown 546c4762a1bSJed Brown /* Compute f''(x)*s over the lower triangular elements */ 547c4762a1bSJed Brown for (j=-1; j<ny; j++) { 548c4762a1bSJed Brown for (i=-1; i<nx; i++) { 549c4762a1bSJed Brown k = nx*j + i; 550c4762a1bSJed Brown v = zero; 551c4762a1bSJed Brown vr = zero; 552c4762a1bSJed Brown vt = zero; 553c4762a1bSJed Brown if (i != -1 && j != -1) v = s[k]; 554c4762a1bSJed Brown if (i != nx-1 && j != -1) { 555c4762a1bSJed Brown vr = s[k+1]; 556c4762a1bSJed Brown ind = k+1; val = hxhx*(vr-v); 557*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(y,1,&ind,&val,ADD_VALUES)); 558c4762a1bSJed Brown } 559c4762a1bSJed Brown if (i != -1 && j != ny-1) { 560c4762a1bSJed Brown vt = s[k+nx]; 561c4762a1bSJed Brown ind = k+nx; val = hyhy*(vt-v); 562*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(y,1,&ind,&val,ADD_VALUES)); 563c4762a1bSJed Brown } 564c4762a1bSJed Brown if (i != -1 && j != -1) { 565c4762a1bSJed Brown ind = k; val = hxhx*(v-vr) + hyhy*(v-vt); 566*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(y,1,&ind,&val,ADD_VALUES)); 567c4762a1bSJed Brown } 568c4762a1bSJed Brown } 569c4762a1bSJed Brown } 570c4762a1bSJed Brown 571c4762a1bSJed Brown /* Compute f''(x)*s over the upper triangular elements */ 572c4762a1bSJed Brown for (j=0; j<=ny; j++) { 573c4762a1bSJed Brown for (i=0; i<=nx; i++) { 574c4762a1bSJed Brown k = nx*j + i; 575c4762a1bSJed Brown v = zero; 576c4762a1bSJed Brown vl = zero; 577c4762a1bSJed Brown vb = zero; 578c4762a1bSJed Brown if (i != nx && j != ny) v = s[k]; 579c4762a1bSJed Brown if (i != nx && j != 0) { 580c4762a1bSJed Brown vb = s[k-nx]; 581c4762a1bSJed Brown ind = k-nx; val = hyhy*(vb-v); 582*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(y,1,&ind,&val,ADD_VALUES)); 583c4762a1bSJed Brown } 584c4762a1bSJed Brown if (i != 0 && j != ny) { 585c4762a1bSJed Brown vl = s[k-1]; 586c4762a1bSJed Brown ind = k-1; val = hxhx*(vl-v); 587*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(y,1,&ind,&val,ADD_VALUES)); 588c4762a1bSJed Brown } 589c4762a1bSJed Brown if (i != nx && j != ny) { 590c4762a1bSJed Brown ind = k; val = hxhx*(v-vl) + hyhy*(v-vb); 591*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecSetValues(y,1,&ind,&val,ADD_VALUES)); 592c4762a1bSJed Brown } 593c4762a1bSJed Brown } 594c4762a1bSJed Brown } 595c4762a1bSJed Brown /* Restore vector data */ 596*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArrayRead(svec,&s)); 597*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecRestoreArrayRead(user->xvec,&x)); 598c4762a1bSJed Brown 599c4762a1bSJed Brown /* Assemble vector */ 600*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyBegin(y)); 601*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecAssemblyEnd(y)); 602c4762a1bSJed Brown 603c4762a1bSJed Brown /* Scale resulting vector by area */ 604c4762a1bSJed Brown area = p5*hx*hy; 605*5f80ce2aSJacob Faibussowitsch CHKERRQ(VecScale(y, area)); 606*5f80ce2aSJacob Faibussowitsch CHKERRQ(PetscLogFlops(18.0*nx*ny)); 607c4762a1bSJed Brown PetscFunctionReturn(0); 608c4762a1bSJed Brown } 609c4762a1bSJed Brown 610c4762a1bSJed Brown /*TEST 611c4762a1bSJed Brown 612c4762a1bSJed Brown build: 613c4762a1bSJed Brown requires: !complex 614c4762a1bSJed Brown 615c4762a1bSJed Brown test: 616c4762a1bSJed Brown suffix: 1 617c4762a1bSJed Brown args: -tao_smonitor -tao_type ntl -tao_gatol 1.e-4 618c4762a1bSJed Brown 619c4762a1bSJed Brown test: 620c4762a1bSJed Brown suffix: 2 621c4762a1bSJed Brown args: -tao_smonitor -tao_type ntr -tao_gatol 1.e-4 622c4762a1bSJed Brown 623c4762a1bSJed Brown test: 624c4762a1bSJed Brown suffix: 3 625c4762a1bSJed Brown args: -tao_smonitor -tao_type bntr -tao_gatol 1.e-4 -my_tao_mf -tao_test_hessian 626c4762a1bSJed Brown 627c4762a1bSJed Brown test: 628c4762a1bSJed Brown suffix: 4 629c4762a1bSJed Brown args: -tao_smonitor -tao_gatol 1e-3 -tao_type bqnls 630c4762a1bSJed Brown 631c4762a1bSJed Brown test: 632c4762a1bSJed Brown suffix: 5 633c4762a1bSJed Brown args: -tao_smonitor -tao_gatol 1e-3 -tao_type blmvm 634c4762a1bSJed Brown 635c4762a1bSJed Brown test: 636c4762a1bSJed Brown suffix: 6 637c4762a1bSJed Brown args: -tao_smonitor -tao_gatol 1e-3 -tao_type bqnktr -tao_bqnk_mat_type lmvmsr1 638c4762a1bSJed Brown 639c4762a1bSJed Brown TEST*/ 640