xref: /petsc/src/tao/unconstrained/tutorials/minsurf1.c (revision b122ec5aa1bd4469eb4e0673542fb7de3f411254)
1c4762a1bSJed Brown /* Program usage: mpiexec -n 1 minsurf1 [-help] [all TAO options] */
2c4762a1bSJed Brown 
3c4762a1bSJed Brown /*  Include "petsctao.h" so we can use TAO solvers.  */
4c4762a1bSJed Brown #include <petsctao.h>
5c4762a1bSJed Brown 
6c4762a1bSJed Brown static char  help[] =
7c4762a1bSJed Brown "This example demonstrates use of the TAO package to \n\
8c4762a1bSJed Brown solve an unconstrained minimization problem.  This example is based on a \n\
9c4762a1bSJed Brown problem from the MINPACK-2 test suite.  Given a rectangular 2-D domain and \n\
10c4762a1bSJed Brown boundary values along the edges of the domain, the objective is to find the\n\
11c4762a1bSJed Brown surface with the minimal area that satisfies the boundary conditions.\n\
12c4762a1bSJed Brown The command line options are:\n\
13c4762a1bSJed Brown   -mx <xg>, where <xg> = number of grid points in the 1st coordinate direction\n\
14c4762a1bSJed Brown   -my <yg>, where <yg> = number of grid points in the 2nd coordinate direction\n\
15c4762a1bSJed Brown   -start <st>, where <st> =0 for zero vector, and an average of the boundary conditions otherwise \n\n";
16c4762a1bSJed Brown 
17c4762a1bSJed Brown /*T
18c4762a1bSJed Brown    Concepts: TAO^Solving an unconstrained minimization problem
19c4762a1bSJed Brown    Routines: TaoCreate(); TaoSetType();
20a82e8c82SStefano Zampini    Routines: TaoSetSolution();
21a82e8c82SStefano Zampini    Routines: TaoSetObjectiveAndGradient();
22a82e8c82SStefano Zampini    Routines: TaoSetHessian(); TaoSetFromOptions();
23c4762a1bSJed Brown    Routines: TaoGetKSP(); TaoSolve();
24c4762a1bSJed Brown    Routines: TaoDestroy();
25c4762a1bSJed Brown    Processors: 1
26c4762a1bSJed Brown T*/
27c4762a1bSJed Brown 
28c4762a1bSJed Brown /*
29c4762a1bSJed Brown    User-defined application context - contains data needed by the
30c4762a1bSJed Brown    application-provided call-back routines, FormFunctionGradient()
31c4762a1bSJed Brown    and FormHessian().
32c4762a1bSJed Brown */
33c4762a1bSJed Brown typedef struct {
34c4762a1bSJed Brown   PetscInt    mx, my;                 /* discretization in x, y directions */
35c4762a1bSJed Brown   PetscReal   *bottom, *top, *left, *right;             /* boundary values */
36c4762a1bSJed Brown   Mat         H;
37c4762a1bSJed Brown } AppCtx;
38c4762a1bSJed Brown 
39c4762a1bSJed Brown /* -------- User-defined Routines --------- */
40c4762a1bSJed Brown 
41c4762a1bSJed Brown static PetscErrorCode MSA_BoundaryConditions(AppCtx*);
42c4762a1bSJed Brown static PetscErrorCode MSA_InitialPoint(AppCtx*,Vec);
43c4762a1bSJed Brown static PetscErrorCode QuadraticH(AppCtx*,Vec,Mat);
44c4762a1bSJed Brown PetscErrorCode FormFunctionGradient(Tao,Vec,PetscReal*,Vec,void*);
45c4762a1bSJed Brown PetscErrorCode FormHessian(Tao,Vec,Mat,Mat,void*);
46c4762a1bSJed Brown 
47c4762a1bSJed Brown int main(int argc, char **argv)
48c4762a1bSJed Brown {
49c4762a1bSJed Brown   PetscInt           N;                 /* Size of vector */
50c4762a1bSJed Brown   PetscMPIInt        size;              /* Number of processors */
51c4762a1bSJed Brown   Vec                x;                 /* solution, gradient vectors */
52c4762a1bSJed Brown   KSP                ksp;               /*  PETSc Krylov subspace method */
53c4762a1bSJed Brown   PetscBool          flg;               /* A return value when checking for user options */
54c4762a1bSJed Brown   Tao                tao;               /* Tao solver context */
55c4762a1bSJed Brown   AppCtx             user;              /* user-defined work context */
56c4762a1bSJed Brown 
57c4762a1bSJed Brown   /* Initialize TAO,PETSc */
58*b122ec5aSJacob Faibussowitsch   CHKERRQ(PetscInitialize(&argc, &argv,(char *)0,help));
59c4762a1bSJed Brown 
605f80ce2aSJacob Faibussowitsch   CHKERRMPI(MPI_Comm_size(MPI_COMM_WORLD,&size));
613c859ba3SBarry Smith   PetscCheck(size == 1,PETSC_COMM_WORLD,PETSC_ERR_WRONG_MPI_SIZE,"Incorrect number of processors");
62c4762a1bSJed Brown 
63c4762a1bSJed Brown   /* Specify default dimension of the problem */
64c4762a1bSJed Brown   user.mx = 4; user.my = 4;
65c4762a1bSJed Brown 
66c4762a1bSJed Brown   /* Check for any command line arguments that override defaults */
675f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscOptionsGetInt(NULL,NULL,"-mx",&user.mx,&flg));
685f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscOptionsGetInt(NULL,NULL,"-my",&user.my,&flg));
69c4762a1bSJed Brown 
705f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscPrintf(PETSC_COMM_SELF,"\n---- Minimum Surface Area Problem -----\n"));
715f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscPrintf(PETSC_COMM_SELF,"mx: %D     my: %D   \n\n",user.mx,user.my));
72c4762a1bSJed Brown 
73c4762a1bSJed Brown   /* Calculate any derived values from parameters */
74c4762a1bSJed Brown   N    = user.mx*user.my;
75c4762a1bSJed Brown 
76c4762a1bSJed Brown   /* Create TAO solver and set desired solution method  */
775f80ce2aSJacob Faibussowitsch   CHKERRQ(TaoCreate(PETSC_COMM_SELF,&tao));
785f80ce2aSJacob Faibussowitsch   CHKERRQ(TaoSetType(tao,TAOLMVM));
79c4762a1bSJed Brown 
80c4762a1bSJed Brown   /* Initialize minsurf application data structure for use in the function evaluations  */
815f80ce2aSJacob Faibussowitsch   CHKERRQ(MSA_BoundaryConditions(&user));            /* Application specific routine */
82c4762a1bSJed Brown 
83c4762a1bSJed Brown   /*
84c4762a1bSJed Brown      Create a vector to hold the variables.  Compute an initial solution.
85c4762a1bSJed Brown      Set this vector, which will be used by TAO.
86c4762a1bSJed Brown   */
875f80ce2aSJacob Faibussowitsch   CHKERRQ(VecCreateSeq(PETSC_COMM_SELF,N,&x));
885f80ce2aSJacob Faibussowitsch   CHKERRQ(MSA_InitialPoint(&user,x));                /* Application specific routine */
895f80ce2aSJacob Faibussowitsch   CHKERRQ(TaoSetSolution(tao,x));   /* A TAO routine                */
90c4762a1bSJed Brown 
91c4762a1bSJed Brown   /* Provide TAO routines for function, gradient, and Hessian evaluation */
925f80ce2aSJacob Faibussowitsch   CHKERRQ(TaoSetObjectiveAndGradient(tao,NULL,FormFunctionGradient,(void *)&user));
93c4762a1bSJed Brown 
94c4762a1bSJed Brown   /* Create a matrix data structure to store the Hessian.  This structure will be used by TAO */
955f80ce2aSJacob Faibussowitsch   CHKERRQ(MatCreateSeqAIJ(PETSC_COMM_SELF,N,N,7,NULL,&(user.H)));
965f80ce2aSJacob Faibussowitsch   CHKERRQ(MatSetOption(user.H,MAT_SYMMETRIC,PETSC_TRUE));
975f80ce2aSJacob Faibussowitsch   CHKERRQ(TaoSetHessian(tao,user.H,user.H,FormHessian,(void *)&user));
98c4762a1bSJed Brown 
99c4762a1bSJed Brown   /* Check for any TAO command line options */
1005f80ce2aSJacob Faibussowitsch   CHKERRQ(TaoSetFromOptions(tao));
101c4762a1bSJed Brown 
102c4762a1bSJed Brown   /* Limit the number of iterations in the KSP linear solver */
1035f80ce2aSJacob Faibussowitsch   CHKERRQ(TaoGetKSP(tao,&ksp));
104c4762a1bSJed Brown   if (ksp) {
1055f80ce2aSJacob Faibussowitsch     CHKERRQ(KSPSetTolerances(ksp,PETSC_DEFAULT,PETSC_DEFAULT,PETSC_DEFAULT,user.mx*user.my));
106c4762a1bSJed Brown   }
107c4762a1bSJed Brown 
108c4762a1bSJed Brown   /* SOLVE THE APPLICATION */
1095f80ce2aSJacob Faibussowitsch   CHKERRQ(TaoSolve(tao));
110c4762a1bSJed Brown 
1115f80ce2aSJacob Faibussowitsch   CHKERRQ(TaoDestroy(&tao));
1125f80ce2aSJacob Faibussowitsch   CHKERRQ(VecDestroy(&x));
1135f80ce2aSJacob Faibussowitsch   CHKERRQ(MatDestroy(&user.H));
1145f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscFree(user.bottom));
1155f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscFree(user.top));
1165f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscFree(user.left));
1175f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscFree(user.right));
118c4762a1bSJed Brown 
119*b122ec5aSJacob Faibussowitsch   CHKERRQ(PetscFinalize());
120*b122ec5aSJacob Faibussowitsch   return 0;
121c4762a1bSJed Brown }
122c4762a1bSJed Brown 
123c4762a1bSJed Brown /* -------------------------------------------------------------------- */
124c4762a1bSJed Brown 
125c4762a1bSJed Brown /*  FormFunctionGradient - Evaluates function and corresponding gradient.
126c4762a1bSJed Brown 
127c4762a1bSJed Brown     Input Parameters:
128c4762a1bSJed Brown .   tao     - the Tao context
129c4762a1bSJed Brown .   X       - input vector
130c4762a1bSJed Brown .   userCtx - optional user-defined context, as set by TaoSetFunctionGradient()
131c4762a1bSJed Brown 
132c4762a1bSJed Brown     Output Parameters:
133c4762a1bSJed Brown .   fcn     - the newly evaluated function
134c4762a1bSJed Brown .   G       - vector containing the newly evaluated gradient
135c4762a1bSJed Brown */
136c4762a1bSJed Brown PetscErrorCode FormFunctionGradient(Tao tao,Vec X,PetscReal *fcn,Vec G,void *userCtx)
137c4762a1bSJed Brown {
138c4762a1bSJed Brown   AppCtx            *user = (AppCtx *) userCtx;
139c4762a1bSJed Brown   PetscInt          i,j,row;
140c4762a1bSJed Brown   PetscInt          mx=user->mx, my=user->my;
141c4762a1bSJed Brown   PetscReal         rhx=mx+1, rhy=my+1;
142c4762a1bSJed Brown   PetscReal         hx=1.0/(mx+1),hy=1.0/(my+1), hydhx=hy/hx, hxdhy=hx/hy, area=0.5*hx*hy, ft=0;
143c4762a1bSJed Brown   PetscReal         f1,f2,f3,f4,f5,f6,d1,d2,d3,d4,d5,d6,d7,d8,xc,xl,xr,xt,xb,xlt,xrb;
144c4762a1bSJed Brown   PetscReal         df1dxc,df2dxc,df3dxc,df4dxc,df5dxc,df6dxc;
145c4762a1bSJed Brown   PetscReal         zero=0.0;
146c4762a1bSJed Brown   PetscScalar       *g;
147c4762a1bSJed Brown   const PetscScalar *x;
148c4762a1bSJed Brown 
149c4762a1bSJed Brown   PetscFunctionBeginUser;
1505f80ce2aSJacob Faibussowitsch   CHKERRQ(VecSet(G, zero));
151c4762a1bSJed Brown 
1525f80ce2aSJacob Faibussowitsch   CHKERRQ(VecGetArrayRead(X,&x));
1535f80ce2aSJacob Faibussowitsch   CHKERRQ(VecGetArray(G,&g));
154c4762a1bSJed Brown 
155c4762a1bSJed Brown   /* Compute function over the locally owned part of the mesh */
156c4762a1bSJed Brown   for (j=0; j<my; j++) {
157c4762a1bSJed Brown     for (i=0; i< mx; i++) {
158c4762a1bSJed Brown       row=(j)*mx + (i);
159c4762a1bSJed Brown       xc = x[row];
160c4762a1bSJed Brown       xlt=xrb=xl=xr=xb=xt=xc;
161c4762a1bSJed Brown       if (i==0) { /* left side */
162c4762a1bSJed Brown         xl  = user->left[j+1];
163c4762a1bSJed Brown         xlt = user->left[j+2];
164c4762a1bSJed Brown       } else {
165c4762a1bSJed Brown         xl = x[row-1];
166c4762a1bSJed Brown       }
167c4762a1bSJed Brown 
168c4762a1bSJed Brown       if (j==0) { /* bottom side */
169c4762a1bSJed Brown         xb  = user->bottom[i+1];
170c4762a1bSJed Brown         xrb = user->bottom[i+2];
171c4762a1bSJed Brown       } else {
172c4762a1bSJed Brown         xb = x[row-mx];
173c4762a1bSJed Brown       }
174c4762a1bSJed Brown 
175c4762a1bSJed Brown       if (i+1 == mx) { /* right side */
176c4762a1bSJed Brown         xr  = user->right[j+1];
177c4762a1bSJed Brown         xrb = user->right[j];
178c4762a1bSJed Brown       } else {
179c4762a1bSJed Brown         xr = x[row+1];
180c4762a1bSJed Brown       }
181c4762a1bSJed Brown 
182c4762a1bSJed Brown       if (j+1==0+my) { /* top side */
183c4762a1bSJed Brown         xt  = user->top[i+1];
184c4762a1bSJed Brown         xlt = user->top[i];
185c4762a1bSJed Brown       }else {
186c4762a1bSJed Brown         xt = x[row+mx];
187c4762a1bSJed Brown       }
188c4762a1bSJed Brown 
189c4762a1bSJed Brown       if (i>0 && j+1<my) {
190c4762a1bSJed Brown         xlt = x[row-1+mx];
191c4762a1bSJed Brown       }
192c4762a1bSJed Brown       if (j>0 && i+1<mx) {
193c4762a1bSJed Brown         xrb = x[row+1-mx];
194c4762a1bSJed Brown       }
195c4762a1bSJed Brown 
196c4762a1bSJed Brown       d1 = (xc-xl);
197c4762a1bSJed Brown       d2 = (xc-xr);
198c4762a1bSJed Brown       d3 = (xc-xt);
199c4762a1bSJed Brown       d4 = (xc-xb);
200c4762a1bSJed Brown       d5 = (xr-xrb);
201c4762a1bSJed Brown       d6 = (xrb-xb);
202c4762a1bSJed Brown       d7 = (xlt-xl);
203c4762a1bSJed Brown       d8 = (xt-xlt);
204c4762a1bSJed Brown 
205c4762a1bSJed Brown       df1dxc = d1*hydhx;
206c4762a1bSJed Brown       df2dxc = (d1*hydhx + d4*hxdhy);
207c4762a1bSJed Brown       df3dxc = d3*hxdhy;
208c4762a1bSJed Brown       df4dxc = (d2*hydhx + d3*hxdhy);
209c4762a1bSJed Brown       df5dxc = d2*hydhx;
210c4762a1bSJed Brown       df6dxc = d4*hxdhy;
211c4762a1bSJed Brown 
212c4762a1bSJed Brown       d1 *= rhx;
213c4762a1bSJed Brown       d2 *= rhx;
214c4762a1bSJed Brown       d3 *= rhy;
215c4762a1bSJed Brown       d4 *= rhy;
216c4762a1bSJed Brown       d5 *= rhy;
217c4762a1bSJed Brown       d6 *= rhx;
218c4762a1bSJed Brown       d7 *= rhy;
219c4762a1bSJed Brown       d8 *= rhx;
220c4762a1bSJed Brown 
221c4762a1bSJed Brown       f1 = PetscSqrtScalar(1.0 + d1*d1 + d7*d7);
222c4762a1bSJed Brown       f2 = PetscSqrtScalar(1.0 + d1*d1 + d4*d4);
223c4762a1bSJed Brown       f3 = PetscSqrtScalar(1.0 + d3*d3 + d8*d8);
224c4762a1bSJed Brown       f4 = PetscSqrtScalar(1.0 + d3*d3 + d2*d2);
225c4762a1bSJed Brown       f5 = PetscSqrtScalar(1.0 + d2*d2 + d5*d5);
226c4762a1bSJed Brown       f6 = PetscSqrtScalar(1.0 + d4*d4 + d6*d6);
227c4762a1bSJed Brown 
228c4762a1bSJed Brown       ft = ft + (f2 + f4);
229c4762a1bSJed Brown 
230c4762a1bSJed Brown       df1dxc /= f1;
231c4762a1bSJed Brown       df2dxc /= f2;
232c4762a1bSJed Brown       df3dxc /= f3;
233c4762a1bSJed Brown       df4dxc /= f4;
234c4762a1bSJed Brown       df5dxc /= f5;
235c4762a1bSJed Brown       df6dxc /= f6;
236c4762a1bSJed Brown 
237c4762a1bSJed Brown       g[row] = (df1dxc+df2dxc+df3dxc+df4dxc+df5dxc+df6dxc)/2.0;
238c4762a1bSJed Brown     }
239c4762a1bSJed Brown   }
240c4762a1bSJed Brown 
241c4762a1bSJed Brown   for (j=0; j<my; j++) {   /* left side */
242c4762a1bSJed Brown     d3 = (user->left[j+1] - user->left[j+2])*rhy;
243c4762a1bSJed Brown     d2 = (user->left[j+1] - x[j*mx])*rhx;
244c4762a1bSJed Brown     ft = ft+PetscSqrtScalar(1.0 + d3*d3 + d2*d2);
245c4762a1bSJed Brown   }
246c4762a1bSJed Brown 
247c4762a1bSJed Brown   for (i=0; i<mx; i++) { /* bottom */
248c4762a1bSJed Brown     d2 = (user->bottom[i+1]-user->bottom[i+2])*rhx;
249c4762a1bSJed Brown     d3 = (user->bottom[i+1]-x[i])*rhy;
250c4762a1bSJed Brown     ft = ft+PetscSqrtScalar(1.0 + d3*d3 + d2*d2);
251c4762a1bSJed Brown   }
252c4762a1bSJed Brown 
253c4762a1bSJed Brown   for (j=0; j< my; j++) { /* right side */
254c4762a1bSJed Brown     d1 = (x[(j+1)*mx-1]-user->right[j+1])*rhx;
255c4762a1bSJed Brown     d4 = (user->right[j]-user->right[j+1])*rhy;
256c4762a1bSJed Brown     ft = ft+PetscSqrtScalar(1.0 + d1*d1 + d4*d4);
257c4762a1bSJed Brown   }
258c4762a1bSJed Brown 
259c4762a1bSJed Brown   for (i=0; i<mx; i++) { /* top side */
260c4762a1bSJed Brown     d1 = (x[(my-1)*mx + i] - user->top[i+1])*rhy;
261c4762a1bSJed Brown     d4 = (user->top[i+1] - user->top[i])*rhx;
262c4762a1bSJed Brown     ft = ft+PetscSqrtScalar(1.0 + d1*d1 + d4*d4);
263c4762a1bSJed Brown   }
264c4762a1bSJed Brown 
265c4762a1bSJed Brown   /* Bottom left corner */
266c4762a1bSJed Brown   d1  = (user->left[0]-user->left[1])*rhy;
267c4762a1bSJed Brown   d2  = (user->bottom[0]-user->bottom[1])*rhx;
268c4762a1bSJed Brown   ft += PetscSqrtScalar(1.0 + d1*d1 + d2*d2);
269c4762a1bSJed Brown 
270c4762a1bSJed Brown   /* Top right corner */
271c4762a1bSJed Brown   d1  = (user->right[my+1] - user->right[my])*rhy;
272c4762a1bSJed Brown   d2  = (user->top[mx+1] - user->top[mx])*rhx;
273c4762a1bSJed Brown   ft += PetscSqrtScalar(1.0 + d1*d1 + d2*d2);
274c4762a1bSJed Brown 
275c4762a1bSJed Brown   (*fcn)=ft*area;
276c4762a1bSJed Brown 
277c4762a1bSJed Brown   /* Restore vectors */
2785f80ce2aSJacob Faibussowitsch   CHKERRQ(VecRestoreArrayRead(X,&x));
2795f80ce2aSJacob Faibussowitsch   CHKERRQ(VecRestoreArray(G,&g));
2805f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscLogFlops(67.0*mx*my));
281c4762a1bSJed Brown   PetscFunctionReturn(0);
282c4762a1bSJed Brown }
283c4762a1bSJed Brown 
284c4762a1bSJed Brown /* ------------------------------------------------------------------- */
285c4762a1bSJed Brown /*
286c4762a1bSJed Brown    FormHessian - Evaluates the Hessian matrix.
287c4762a1bSJed Brown 
288c4762a1bSJed Brown    Input Parameters:
289c4762a1bSJed Brown .  tao  - the Tao context
290c4762a1bSJed Brown .  x    - input vector
291c4762a1bSJed Brown .  ptr  - optional user-defined context, as set by TaoSetHessian()
292c4762a1bSJed Brown 
293c4762a1bSJed Brown    Output Parameters:
294c4762a1bSJed Brown .  H    - Hessian matrix
295c4762a1bSJed Brown .  Hpre - optionally different preconditioning matrix
296c4762a1bSJed Brown .  flg  - flag indicating matrix structure
297c4762a1bSJed Brown 
298c4762a1bSJed Brown */
299c4762a1bSJed Brown PetscErrorCode FormHessian(Tao tao,Vec X,Mat H, Mat Hpre, void *ptr)
300c4762a1bSJed Brown {
301c4762a1bSJed Brown   AppCtx         *user = (AppCtx *) ptr;
302c4762a1bSJed Brown 
303c4762a1bSJed Brown   PetscFunctionBeginUser;
304c4762a1bSJed Brown   /* Evaluate the Hessian entries*/
3055f80ce2aSJacob Faibussowitsch   CHKERRQ(QuadraticH(user,X,H));
306c4762a1bSJed Brown   PetscFunctionReturn(0);
307c4762a1bSJed Brown }
308c4762a1bSJed Brown 
309c4762a1bSJed Brown /* ------------------------------------------------------------------- */
310c4762a1bSJed Brown /*
311c4762a1bSJed Brown    QuadraticH - Evaluates the Hessian matrix.
312c4762a1bSJed Brown 
313c4762a1bSJed Brown    Input Parameters:
314c4762a1bSJed Brown .  user - user-defined context, as set by TaoSetHessian()
315c4762a1bSJed Brown .  X    - input vector
316c4762a1bSJed Brown 
317c4762a1bSJed Brown    Output Parameter:
318c4762a1bSJed Brown .  H    - Hessian matrix
319c4762a1bSJed Brown */
320c4762a1bSJed Brown PetscErrorCode QuadraticH(AppCtx *user, Vec X, Mat Hessian)
321c4762a1bSJed Brown {
322c4762a1bSJed Brown   PetscInt          i,j,k,row;
323c4762a1bSJed Brown   PetscInt          mx=user->mx, my=user->my;
324c4762a1bSJed Brown   PetscInt          col[7];
325c4762a1bSJed Brown   PetscReal         hx=1.0/(mx+1), hy=1.0/(my+1), hydhx=hy/hx, hxdhy=hx/hy;
326c4762a1bSJed Brown   PetscReal         rhx=mx+1, rhy=my+1;
327c4762a1bSJed Brown   PetscReal         f1,f2,f3,f4,f5,f6,d1,d2,d3,d4,d5,d6,d7,d8,xc,xl,xr,xt,xb,xlt,xrb;
328c4762a1bSJed Brown   PetscReal         hl,hr,ht,hb,hc,htl,hbr;
329c4762a1bSJed Brown   const PetscScalar *x;
330c4762a1bSJed Brown   PetscReal         v[7];
331c4762a1bSJed Brown 
332362febeeSStefano Zampini   PetscFunctionBeginUser;
333c4762a1bSJed Brown   /* Get pointers to vector data */
3345f80ce2aSJacob Faibussowitsch   CHKERRQ(VecGetArrayRead(X,&x));
335c4762a1bSJed Brown 
336c4762a1bSJed Brown   /* Initialize matrix entries to zero */
3375f80ce2aSJacob Faibussowitsch   CHKERRQ(MatZeroEntries(Hessian));
338c4762a1bSJed Brown 
339c4762a1bSJed Brown   /* Set various matrix options */
3405f80ce2aSJacob Faibussowitsch   CHKERRQ(MatSetOption(Hessian,MAT_IGNORE_OFF_PROC_ENTRIES,PETSC_TRUE));
341c4762a1bSJed Brown 
342c4762a1bSJed Brown   /* Compute Hessian over the locally owned part of the mesh */
343c4762a1bSJed Brown   for (i=0; i< mx; i++) {
344c4762a1bSJed Brown     for (j=0; j<my; j++) {
345c4762a1bSJed Brown 
346c4762a1bSJed Brown       row=(j)*mx + (i);
347c4762a1bSJed Brown 
348c4762a1bSJed Brown       xc = x[row];
349c4762a1bSJed Brown       xlt=xrb=xl=xr=xb=xt=xc;
350c4762a1bSJed Brown 
351c4762a1bSJed Brown       /* Left side */
352c4762a1bSJed Brown       if (i==0) {
353c4762a1bSJed Brown         xl= user->left[j+1];
354c4762a1bSJed Brown         xlt = user->left[j+2];
355c4762a1bSJed Brown       } else {
356c4762a1bSJed Brown         xl = x[row-1];
357c4762a1bSJed Brown       }
358c4762a1bSJed Brown 
359c4762a1bSJed Brown       if (j==0) {
360c4762a1bSJed Brown         xb=user->bottom[i+1];
361c4762a1bSJed Brown         xrb = user->bottom[i+2];
362c4762a1bSJed Brown       } else {
363c4762a1bSJed Brown         xb = x[row-mx];
364c4762a1bSJed Brown       }
365c4762a1bSJed Brown 
366c4762a1bSJed Brown       if (i+1 == mx) {
367c4762a1bSJed Brown         xr=user->right[j+1];
368c4762a1bSJed Brown         xrb = user->right[j];
369c4762a1bSJed Brown       } else {
370c4762a1bSJed Brown         xr = x[row+1];
371c4762a1bSJed Brown       }
372c4762a1bSJed Brown 
373c4762a1bSJed Brown       if (j+1==my) {
374c4762a1bSJed Brown         xt=user->top[i+1];
375c4762a1bSJed Brown         xlt = user->top[i];
376c4762a1bSJed Brown       }else {
377c4762a1bSJed Brown         xt = x[row+mx];
378c4762a1bSJed Brown       }
379c4762a1bSJed Brown 
380c4762a1bSJed Brown       if (i>0 && j+1<my) {
381c4762a1bSJed Brown         xlt = x[row-1+mx];
382c4762a1bSJed Brown       }
383c4762a1bSJed Brown       if (j>0 && i+1<mx) {
384c4762a1bSJed Brown         xrb = x[row+1-mx];
385c4762a1bSJed Brown       }
386c4762a1bSJed Brown 
387c4762a1bSJed Brown       d1 = (xc-xl)*rhx;
388c4762a1bSJed Brown       d2 = (xc-xr)*rhx;
389c4762a1bSJed Brown       d3 = (xc-xt)*rhy;
390c4762a1bSJed Brown       d4 = (xc-xb)*rhy;
391c4762a1bSJed Brown       d5 = (xrb-xr)*rhy;
392c4762a1bSJed Brown       d6 = (xrb-xb)*rhx;
393c4762a1bSJed Brown       d7 = (xlt-xl)*rhy;
394c4762a1bSJed Brown       d8 = (xlt-xt)*rhx;
395c4762a1bSJed Brown 
396c4762a1bSJed Brown       f1 = PetscSqrtScalar(1.0 + d1*d1 + d7*d7);
397c4762a1bSJed Brown       f2 = PetscSqrtScalar(1.0 + d1*d1 + d4*d4);
398c4762a1bSJed Brown       f3 = PetscSqrtScalar(1.0 + d3*d3 + d8*d8);
399c4762a1bSJed Brown       f4 = PetscSqrtScalar(1.0 + d3*d3 + d2*d2);
400c4762a1bSJed Brown       f5 = PetscSqrtScalar(1.0 + d2*d2 + d5*d5);
401c4762a1bSJed Brown       f6 = PetscSqrtScalar(1.0 + d4*d4 + d6*d6);
402c4762a1bSJed Brown 
403c4762a1bSJed Brown       hl = (-hydhx*(1.0+d7*d7)+d1*d7)/(f1*f1*f1)+(-hydhx*(1.0+d4*d4)+d1*d4)/(f2*f2*f2);
404c4762a1bSJed Brown       hr = (-hydhx*(1.0+d5*d5)+d2*d5)/(f5*f5*f5)+(-hydhx*(1.0+d3*d3)+d2*d3)/(f4*f4*f4);
405c4762a1bSJed Brown       ht = (-hxdhy*(1.0+d8*d8)+d3*d8)/(f3*f3*f3)+(-hxdhy*(1.0+d2*d2)+d2*d3)/(f4*f4*f4);
406c4762a1bSJed Brown       hb = (-hxdhy*(1.0+d6*d6)+d4*d6)/(f6*f6*f6)+(-hxdhy*(1.0+d1*d1)+d1*d4)/(f2*f2*f2);
407c4762a1bSJed Brown 
408c4762a1bSJed Brown       hbr = -d2*d5/(f5*f5*f5) - d4*d6/(f6*f6*f6);
409c4762a1bSJed Brown       htl = -d1*d7/(f1*f1*f1) - d3*d8/(f3*f3*f3);
410c4762a1bSJed Brown 
411c4762a1bSJed Brown       hc = hydhx*(1.0+d7*d7)/(f1*f1*f1) + hxdhy*(1.0+d8*d8)/(f3*f3*f3) + hydhx*(1.0+d5*d5)/(f5*f5*f5) + hxdhy*(1.0+d6*d6)/(f6*f6*f6) +
412c4762a1bSJed Brown            (hxdhy*(1.0+d1*d1)+hydhx*(1.0+d4*d4)-2*d1*d4)/(f2*f2*f2) +  (hxdhy*(1.0+d2*d2)+hydhx*(1.0+d3*d3)-2*d2*d3)/(f4*f4*f4);
413c4762a1bSJed Brown 
414c4762a1bSJed Brown       hl*=0.5; hr*=0.5; ht*=0.5; hb*=0.5; hbr*=0.5; htl*=0.5;  hc*=0.5;
415c4762a1bSJed Brown 
416c4762a1bSJed Brown       k=0;
417c4762a1bSJed Brown       if (j>0) {
418c4762a1bSJed Brown         v[k]=hb; col[k]=row - mx; k++;
419c4762a1bSJed Brown       }
420c4762a1bSJed Brown 
421c4762a1bSJed Brown       if (j>0 && i < mx -1) {
422c4762a1bSJed Brown         v[k]=hbr; col[k]=row - mx+1; k++;
423c4762a1bSJed Brown       }
424c4762a1bSJed Brown 
425c4762a1bSJed Brown       if (i>0) {
426c4762a1bSJed Brown         v[k]= hl; col[k]=row - 1; k++;
427c4762a1bSJed Brown       }
428c4762a1bSJed Brown 
429c4762a1bSJed Brown       v[k]= hc; col[k]=row; k++;
430c4762a1bSJed Brown 
431c4762a1bSJed Brown       if (i < mx-1) {
432c4762a1bSJed Brown         v[k]= hr; col[k]=row+1; k++;
433c4762a1bSJed Brown       }
434c4762a1bSJed Brown 
435c4762a1bSJed Brown       if (i>0 && j < my-1) {
436c4762a1bSJed Brown         v[k]= htl; col[k] = row+mx-1; k++;
437c4762a1bSJed Brown       }
438c4762a1bSJed Brown 
439c4762a1bSJed Brown       if (j < my-1) {
440c4762a1bSJed Brown         v[k]= ht; col[k] = row+mx; k++;
441c4762a1bSJed Brown       }
442c4762a1bSJed Brown 
443c4762a1bSJed Brown       /*
444c4762a1bSJed Brown          Set matrix values using local numbering, which was defined
445c4762a1bSJed Brown          earlier, in the main routine.
446c4762a1bSJed Brown       */
4475f80ce2aSJacob Faibussowitsch       CHKERRQ(MatSetValues(Hessian,1,&row,k,col,v,INSERT_VALUES));
448c4762a1bSJed Brown     }
449c4762a1bSJed Brown   }
450c4762a1bSJed Brown 
451c4762a1bSJed Brown   /* Restore vectors */
4525f80ce2aSJacob Faibussowitsch   CHKERRQ(VecRestoreArrayRead(X,&x));
453c4762a1bSJed Brown 
454c4762a1bSJed Brown   /* Assemble the matrix */
4555f80ce2aSJacob Faibussowitsch   CHKERRQ(MatAssemblyBegin(Hessian,MAT_FINAL_ASSEMBLY));
4565f80ce2aSJacob Faibussowitsch   CHKERRQ(MatAssemblyEnd(Hessian,MAT_FINAL_ASSEMBLY));
457c4762a1bSJed Brown 
4585f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscLogFlops(199.0*mx*my));
459c4762a1bSJed Brown   PetscFunctionReturn(0);
460c4762a1bSJed Brown }
461c4762a1bSJed Brown 
462c4762a1bSJed Brown /* ------------------------------------------------------------------- */
463c4762a1bSJed Brown /*
464c4762a1bSJed Brown    MSA_BoundaryConditions -  Calculates the boundary conditions for
465c4762a1bSJed Brown    the region.
466c4762a1bSJed Brown 
467c4762a1bSJed Brown    Input Parameter:
468c4762a1bSJed Brown .  user - user-defined application context
469c4762a1bSJed Brown 
470c4762a1bSJed Brown    Output Parameter:
471c4762a1bSJed Brown .  user - user-defined application context
472c4762a1bSJed Brown */
473c4762a1bSJed Brown static PetscErrorCode MSA_BoundaryConditions(AppCtx * user)
474c4762a1bSJed Brown {
475c4762a1bSJed Brown   PetscInt       i,j,k,limit=0;
476c4762a1bSJed Brown   PetscInt       maxits=5;
477c4762a1bSJed Brown   PetscInt       mx=user->mx,my=user->my;
478c4762a1bSJed Brown   PetscInt       bsize=0, lsize=0, tsize=0, rsize=0;
479c4762a1bSJed Brown   PetscReal      one=1.0, two=2.0, three=3.0, tol=1e-10;
480c4762a1bSJed Brown   PetscReal      fnorm,det,hx,hy,xt=0,yt=0;
481c4762a1bSJed Brown   PetscReal      u1,u2,nf1,nf2,njac11,njac12,njac21,njac22;
482c4762a1bSJed Brown   PetscReal      b=-0.5, t=0.5, l=-0.5, r=0.5;
483c4762a1bSJed Brown   PetscReal      *boundary;
484c4762a1bSJed Brown 
485c4762a1bSJed Brown   PetscFunctionBeginUser;
486c4762a1bSJed Brown   bsize=mx+2; lsize=my+2; rsize=my+2; tsize=mx+2;
487c4762a1bSJed Brown 
4885f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscMalloc1(bsize,&user->bottom));
4895f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscMalloc1(tsize,&user->top));
4905f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscMalloc1(lsize,&user->left));
4915f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscMalloc1(rsize,&user->right));
492c4762a1bSJed Brown 
493c4762a1bSJed Brown   hx= (r-l)/(mx+1); hy=(t-b)/(my+1);
494c4762a1bSJed Brown 
495c4762a1bSJed Brown   for (j=0; j<4; j++) {
496c4762a1bSJed Brown     if (j==0) {
497c4762a1bSJed Brown       yt=b;
498c4762a1bSJed Brown       xt=l;
499c4762a1bSJed Brown       limit=bsize;
500c4762a1bSJed Brown       boundary=user->bottom;
501c4762a1bSJed Brown     } else if (j==1) {
502c4762a1bSJed Brown       yt=t;
503c4762a1bSJed Brown       xt=l;
504c4762a1bSJed Brown       limit=tsize;
505c4762a1bSJed Brown       boundary=user->top;
506c4762a1bSJed Brown     } else if (j==2) {
507c4762a1bSJed Brown       yt=b;
508c4762a1bSJed Brown       xt=l;
509c4762a1bSJed Brown       limit=lsize;
510c4762a1bSJed Brown       boundary=user->left;
511c4762a1bSJed Brown     } else {  /*  if (j==3) */
512c4762a1bSJed Brown       yt=b;
513c4762a1bSJed Brown       xt=r;
514c4762a1bSJed Brown       limit=rsize;
515c4762a1bSJed Brown       boundary=user->right;
516c4762a1bSJed Brown     }
517c4762a1bSJed Brown 
518c4762a1bSJed Brown     for (i=0; i<limit; i++) {
519c4762a1bSJed Brown       u1=xt;
520c4762a1bSJed Brown       u2=-yt;
521c4762a1bSJed Brown       for (k=0; k<maxits; k++) {
522c4762a1bSJed Brown         nf1=u1 + u1*u2*u2 - u1*u1*u1/three-xt;
523c4762a1bSJed Brown         nf2=-u2 - u1*u1*u2 + u2*u2*u2/three-yt;
524c4762a1bSJed Brown         fnorm=PetscSqrtScalar(nf1*nf1+nf2*nf2);
525c4762a1bSJed Brown         if (fnorm <= tol) break;
526c4762a1bSJed Brown         njac11=one+u2*u2-u1*u1;
527c4762a1bSJed Brown         njac12=two*u1*u2;
528c4762a1bSJed Brown         njac21=-two*u1*u2;
529c4762a1bSJed Brown         njac22=-one - u1*u1 + u2*u2;
530c4762a1bSJed Brown         det = njac11*njac22-njac21*njac12;
531c4762a1bSJed Brown         u1 = u1-(njac22*nf1-njac12*nf2)/det;
532c4762a1bSJed Brown         u2 = u2-(njac11*nf2-njac21*nf1)/det;
533c4762a1bSJed Brown       }
534c4762a1bSJed Brown 
535c4762a1bSJed Brown       boundary[i]=u1*u1-u2*u2;
536c4762a1bSJed Brown       if (j==0 || j==1) {
537c4762a1bSJed Brown         xt=xt+hx;
538c4762a1bSJed Brown       } else { /*  if (j==2 || j==3) */
539c4762a1bSJed Brown         yt=yt+hy;
540c4762a1bSJed Brown       }
541c4762a1bSJed Brown     }
542c4762a1bSJed Brown   }
543c4762a1bSJed Brown   PetscFunctionReturn(0);
544c4762a1bSJed Brown }
545c4762a1bSJed Brown 
546c4762a1bSJed Brown /* ------------------------------------------------------------------- */
547c4762a1bSJed Brown /*
548c4762a1bSJed Brown    MSA_InitialPoint - Calculates the initial guess in one of three ways.
549c4762a1bSJed Brown 
550c4762a1bSJed Brown    Input Parameters:
551c4762a1bSJed Brown .  user - user-defined application context
552c4762a1bSJed Brown .  X - vector for initial guess
553c4762a1bSJed Brown 
554c4762a1bSJed Brown    Output Parameters:
555c4762a1bSJed Brown .  X - newly computed initial guess
556c4762a1bSJed Brown */
557c4762a1bSJed Brown static PetscErrorCode MSA_InitialPoint(AppCtx * user, Vec X)
558c4762a1bSJed Brown {
559c4762a1bSJed Brown   PetscInt       start=-1,i,j;
560c4762a1bSJed Brown   PetscReal      zero=0.0;
561c4762a1bSJed Brown   PetscBool      flg;
562c4762a1bSJed Brown 
563c4762a1bSJed Brown   PetscFunctionBeginUser;
5645f80ce2aSJacob Faibussowitsch   CHKERRQ(VecSet(X, zero));
5655f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscOptionsGetInt(NULL,NULL,"-start",&start,&flg));
566c4762a1bSJed Brown 
567c4762a1bSJed Brown   if (flg && start==0) { /* The zero vector is reasonable */
5685f80ce2aSJacob Faibussowitsch      CHKERRQ(VecSet(X, zero));
569c4762a1bSJed Brown    } else { /* Take an average of the boundary conditions */
570c4762a1bSJed Brown     PetscInt    row;
571c4762a1bSJed Brown     PetscInt    mx=user->mx,my=user->my;
572c4762a1bSJed Brown     PetscReal *x;
573c4762a1bSJed Brown 
574c4762a1bSJed Brown     /* Get pointers to vector data */
5755f80ce2aSJacob Faibussowitsch     CHKERRQ(VecGetArray(X,&x));
576c4762a1bSJed Brown     /* Perform local computations */
577c4762a1bSJed Brown     for (j=0; j<my; j++) {
578c4762a1bSJed Brown       for (i=0; i< mx; i++) {
579c4762a1bSJed Brown         row=(j)*mx + (i);
580c4762a1bSJed Brown         x[row] = (((j+1)*user->bottom[i+1]+(my-j+1)*user->top[i+1])/(my+2)+ ((i+1)*user->left[j+1]+(mx-i+1)*user->right[j+1])/(mx+2))/2.0;
581c4762a1bSJed Brown       }
582c4762a1bSJed Brown     }
583c4762a1bSJed Brown     /* Restore vectors */
5845f80ce2aSJacob Faibussowitsch     CHKERRQ(VecRestoreArray(X,&x));
585c4762a1bSJed Brown   }
586c4762a1bSJed Brown   PetscFunctionReturn(0);
587c4762a1bSJed Brown }
588c4762a1bSJed Brown 
589c4762a1bSJed Brown /*TEST
590c4762a1bSJed Brown 
591c4762a1bSJed Brown    build:
592c4762a1bSJed Brown       requires: !complex
593c4762a1bSJed Brown 
594c4762a1bSJed Brown    test:
595c4762a1bSJed Brown       args: -tao_smonitor -tao_type nls -mx 10 -my 8 -tao_gatol 1.e-4
596c4762a1bSJed Brown       requires: !single
597c4762a1bSJed Brown 
598c4762a1bSJed Brown    test:
599c4762a1bSJed Brown       suffix: 2
600c4762a1bSJed Brown       args: -tao_smonitor -tao_type bmrm -mx 10 -my 8 -tao_gatol 1.e-3
601c4762a1bSJed Brown       requires: !single
602c4762a1bSJed Brown 
603c4762a1bSJed Brown    test:
604c4762a1bSJed Brown       suffix: 3
605c4762a1bSJed Brown       args: -tao_smonitor -tao_type lmvm -mx 10 -my 8 -tao_gatol 1.e-3
606c4762a1bSJed Brown       requires: !single
607c4762a1bSJed Brown 
608c4762a1bSJed Brown    test:
609c4762a1bSJed Brown       suffix: 4
610c4762a1bSJed Brown       args: -tao_smonitor -tao_type bntr -mx 10 -my 8 -tao_gatol 1.e-4
611c4762a1bSJed Brown       requires: !single
612c4762a1bSJed Brown 
613c4762a1bSJed Brown    test:
614c4762a1bSJed Brown       suffix: 5
615c4762a1bSJed Brown       args: -tao_smonitor -tao_type bntl -mx 10 -my 8 -tao_gatol 1.e-4
616c4762a1bSJed Brown       requires: !single
617c4762a1bSJed Brown 
618c4762a1bSJed Brown    test:
619c4762a1bSJed Brown       suffix: 6
620c4762a1bSJed Brown       args: -tao_smonitor -tao_type bnls -mx 10 -my 8 -tao_gatol 1.e-4
621c4762a1bSJed Brown       requires: !single
622c4762a1bSJed Brown 
623c4762a1bSJed Brown    test:
624c4762a1bSJed Brown       suffix: 7
625c4762a1bSJed Brown       args: -tao_smonitor -tao_type bntr -mx 10 -my 8 -tao_bnk_max_cg_its 3 -tao_gatol 1.e-4
626c4762a1bSJed Brown       requires: !single
627c4762a1bSJed Brown 
628c4762a1bSJed Brown    test:
629c4762a1bSJed Brown       suffix: 8
630c4762a1bSJed Brown       args: -tao_smonitor -tao_type bntl -mx 10 -my 8 -tao_bnk_max_cg_its 3 -tao_gatol 1.e-4
631c4762a1bSJed Brown       requires: !single
632c4762a1bSJed Brown 
633c4762a1bSJed Brown    test:
634c4762a1bSJed Brown       suffix: 9
635c4762a1bSJed Brown       args: -tao_smonitor -tao_type bnls -mx 10 -my 8 -tao_bnk_max_cg_its 3 -tao_gatol 1.e-4
636c4762a1bSJed Brown       requires: !single
637c4762a1bSJed Brown 
63834ad9904SAlp Dener    test:
63934ad9904SAlp Dener       suffix: 10
64034ad9904SAlp Dener       args: -tao_smonitor -tao_type bnls -mx 10 -my 8 -tao_bnk_max_cg_its 3 -tao_gatol 1.e-4 -tao_mf_hessian
64134ad9904SAlp Dener 
64234ad9904SAlp Dener    test:
64334ad9904SAlp Dener       suffix: 11
64434ad9904SAlp Dener       args: -tao_smonitor -tao_type bntr -mx 10 -my 8 -tao_gatol 1.e-4 -tao_mf_hessian
64534ad9904SAlp Dener       requires: !single
64634ad9904SAlp Dener 
64734ad9904SAlp Dener    test:
64834ad9904SAlp Dener       suffix: 12
64934ad9904SAlp Dener       args: -tao_smonitor -tao_type bntl -mx 10 -my 8 -tao_gatol 1.e-4 -tao_mf_hessian
65034ad9904SAlp Dener       requires: !single
65134ad9904SAlp Dener 
652c4762a1bSJed Brown TEST*/
653