xref: /petsc/src/tao/unconstrained/tutorials/minsurf1.c (revision c4762a1b19cd2af06abeed90e8f9d34fb975dd94)
1*c4762a1bSJed Brown /* Program usage: mpiexec -n 1 minsurf1 [-help] [all TAO options] */
2*c4762a1bSJed Brown 
3*c4762a1bSJed Brown /*  Include "petsctao.h" so we can use TAO solvers.  */
4*c4762a1bSJed Brown #include <petsctao.h>
5*c4762a1bSJed Brown 
6*c4762a1bSJed Brown static char  help[] =
7*c4762a1bSJed Brown "This example demonstrates use of the TAO package to \n\
8*c4762a1bSJed Brown solve an unconstrained minimization problem.  This example is based on a \n\
9*c4762a1bSJed Brown problem from the MINPACK-2 test suite.  Given a rectangular 2-D domain and \n\
10*c4762a1bSJed Brown boundary values along the edges of the domain, the objective is to find the\n\
11*c4762a1bSJed Brown surface with the minimal area that satisfies the boundary conditions.\n\
12*c4762a1bSJed Brown The command line options are:\n\
13*c4762a1bSJed Brown   -mx <xg>, where <xg> = number of grid points in the 1st coordinate direction\n\
14*c4762a1bSJed Brown   -my <yg>, where <yg> = number of grid points in the 2nd coordinate direction\n\
15*c4762a1bSJed Brown   -start <st>, where <st> =0 for zero vector, and an average of the boundary conditions otherwise \n\n";
16*c4762a1bSJed Brown 
17*c4762a1bSJed Brown /*T
18*c4762a1bSJed Brown    Concepts: TAO^Solving an unconstrained minimization problem
19*c4762a1bSJed Brown    Routines: TaoCreate(); TaoSetType();
20*c4762a1bSJed Brown    Routines: TaoSetInitialVector();
21*c4762a1bSJed Brown    Routines: TaoSetObjectiveAndGradientRoutine();
22*c4762a1bSJed Brown    Routines: TaoSetHessianRoutine(); TaoSetFromOptions();
23*c4762a1bSJed Brown    Routines: TaoGetKSP(); TaoSolve();
24*c4762a1bSJed Brown    Routines: TaoDestroy();
25*c4762a1bSJed Brown    Processors: 1
26*c4762a1bSJed Brown T*/
27*c4762a1bSJed Brown 
28*c4762a1bSJed Brown 
29*c4762a1bSJed Brown 
30*c4762a1bSJed Brown /*
31*c4762a1bSJed Brown    User-defined application context - contains data needed by the
32*c4762a1bSJed Brown    application-provided call-back routines, FormFunctionGradient()
33*c4762a1bSJed Brown    and FormHessian().
34*c4762a1bSJed Brown */
35*c4762a1bSJed Brown typedef struct {
36*c4762a1bSJed Brown   PetscInt    mx, my;                 /* discretization in x, y directions */
37*c4762a1bSJed Brown   PetscReal   *bottom, *top, *left, *right;             /* boundary values */
38*c4762a1bSJed Brown   Mat         H;
39*c4762a1bSJed Brown } AppCtx;
40*c4762a1bSJed Brown 
41*c4762a1bSJed Brown /* -------- User-defined Routines --------- */
42*c4762a1bSJed Brown 
43*c4762a1bSJed Brown static PetscErrorCode MSA_BoundaryConditions(AppCtx*);
44*c4762a1bSJed Brown static PetscErrorCode MSA_InitialPoint(AppCtx*,Vec);
45*c4762a1bSJed Brown static PetscErrorCode QuadraticH(AppCtx*,Vec,Mat);
46*c4762a1bSJed Brown PetscErrorCode FormFunctionGradient(Tao,Vec,PetscReal*,Vec,void*);
47*c4762a1bSJed Brown PetscErrorCode FormHessian(Tao,Vec,Mat,Mat,void*);
48*c4762a1bSJed Brown 
49*c4762a1bSJed Brown int main( int argc, char **argv )
50*c4762a1bSJed Brown {
51*c4762a1bSJed Brown   PetscErrorCode     ierr;              /* used to check for functions returning nonzeros */
52*c4762a1bSJed Brown   PetscInt           N;                 /* Size of vector */
53*c4762a1bSJed Brown   PetscMPIInt        size;              /* Number of processors */
54*c4762a1bSJed Brown   Vec                x;                 /* solution, gradient vectors */
55*c4762a1bSJed Brown   KSP                ksp;               /*  PETSc Krylov subspace method */
56*c4762a1bSJed Brown   PetscBool          flg;               /* A return value when checking for user options */
57*c4762a1bSJed Brown   Tao                tao;               /* Tao solver context */
58*c4762a1bSJed Brown   AppCtx             user;              /* user-defined work context */
59*c4762a1bSJed Brown 
60*c4762a1bSJed Brown   /* Initialize TAO,PETSc */
61*c4762a1bSJed Brown   ierr = PetscInitialize( &argc, &argv,(char *)0,help );if (ierr) return ierr;
62*c4762a1bSJed Brown 
63*c4762a1bSJed Brown   ierr = MPI_Comm_size(MPI_COMM_WORLD,&size);CHKERRQ(ierr);
64*c4762a1bSJed Brown   if (size >1) SETERRQ(PETSC_COMM_WORLD,PETSC_ERR_WRONG_MPI_SIZE,"Incorrect number of processors");
65*c4762a1bSJed Brown 
66*c4762a1bSJed Brown   /* Specify default dimension of the problem */
67*c4762a1bSJed Brown   user.mx = 4; user.my = 4;
68*c4762a1bSJed Brown 
69*c4762a1bSJed Brown   /* Check for any command line arguments that override defaults */
70*c4762a1bSJed Brown   ierr = PetscOptionsGetInt(NULL,NULL,"-mx",&user.mx,&flg);CHKERRQ(ierr);
71*c4762a1bSJed Brown   ierr = PetscOptionsGetInt(NULL,NULL,"-my",&user.my,&flg);CHKERRQ(ierr);
72*c4762a1bSJed Brown 
73*c4762a1bSJed Brown   ierr = PetscPrintf(PETSC_COMM_SELF,"\n---- Minimum Surface Area Problem -----\n");CHKERRQ(ierr);
74*c4762a1bSJed Brown   ierr = PetscPrintf(PETSC_COMM_SELF,"mx: %D     my: %D   \n\n",user.mx,user.my);CHKERRQ(ierr);
75*c4762a1bSJed Brown 
76*c4762a1bSJed Brown   /* Calculate any derived values from parameters */
77*c4762a1bSJed Brown   N    = user.mx*user.my;
78*c4762a1bSJed Brown 
79*c4762a1bSJed Brown   /* Create TAO solver and set desired solution method  */
80*c4762a1bSJed Brown   ierr = TaoCreate(PETSC_COMM_SELF,&tao);CHKERRQ(ierr);
81*c4762a1bSJed Brown   ierr = TaoSetType(tao,TAOLMVM);CHKERRQ(ierr);
82*c4762a1bSJed Brown 
83*c4762a1bSJed Brown   /* Initialize minsurf application data structure for use in the function evaluations  */
84*c4762a1bSJed Brown   ierr = MSA_BoundaryConditions(&user);CHKERRQ(ierr);            /* Application specific routine */
85*c4762a1bSJed Brown 
86*c4762a1bSJed Brown   /*
87*c4762a1bSJed Brown      Create a vector to hold the variables.  Compute an initial solution.
88*c4762a1bSJed Brown      Set this vector, which will be used by TAO.
89*c4762a1bSJed Brown   */
90*c4762a1bSJed Brown   ierr = VecCreateSeq(PETSC_COMM_SELF,N,&x);CHKERRQ(ierr);
91*c4762a1bSJed Brown   ierr = MSA_InitialPoint(&user,x);CHKERRQ(ierr);                /* Application specific routine */
92*c4762a1bSJed Brown   ierr = TaoSetInitialVector(tao,x);CHKERRQ(ierr);   /* A TAO routine                */
93*c4762a1bSJed Brown 
94*c4762a1bSJed Brown   /* Provide TAO routines for function, gradient, and Hessian evaluation */
95*c4762a1bSJed Brown   ierr = TaoSetObjectiveAndGradientRoutine(tao,FormFunctionGradient,(void *)&user);CHKERRQ(ierr);
96*c4762a1bSJed Brown 
97*c4762a1bSJed Brown   /* Create a matrix data structure to store the Hessian.  This structure will be used by TAO */
98*c4762a1bSJed Brown   ierr = MatCreateSeqAIJ(PETSC_COMM_SELF,N,N,7,NULL,&(user.H));CHKERRQ(ierr);
99*c4762a1bSJed Brown   ierr = MatSetOption(user.H,MAT_SYMMETRIC,PETSC_TRUE);CHKERRQ(ierr);
100*c4762a1bSJed Brown   ierr = TaoSetHessianRoutine(tao,user.H,user.H,FormHessian,(void *)&user);CHKERRQ(ierr);
101*c4762a1bSJed Brown 
102*c4762a1bSJed Brown   /* Check for any TAO command line options */
103*c4762a1bSJed Brown   ierr = TaoSetFromOptions(tao);CHKERRQ(ierr);
104*c4762a1bSJed Brown 
105*c4762a1bSJed Brown   /* Limit the number of iterations in the KSP linear solver */
106*c4762a1bSJed Brown   ierr = TaoGetKSP(tao,&ksp);CHKERRQ(ierr);
107*c4762a1bSJed Brown   if (ksp) {
108*c4762a1bSJed Brown     ierr = KSPSetTolerances(ksp,PETSC_DEFAULT,PETSC_DEFAULT,PETSC_DEFAULT,user.mx*user.my);CHKERRQ(ierr);
109*c4762a1bSJed Brown   }
110*c4762a1bSJed Brown 
111*c4762a1bSJed Brown   /* SOLVE THE APPLICATION */
112*c4762a1bSJed Brown   ierr = TaoSolve(tao);CHKERRQ(ierr);
113*c4762a1bSJed Brown 
114*c4762a1bSJed Brown   ierr = TaoDestroy(&tao);CHKERRQ(ierr);
115*c4762a1bSJed Brown   ierr = VecDestroy(&x);CHKERRQ(ierr);
116*c4762a1bSJed Brown   ierr = MatDestroy(&user.H);CHKERRQ(ierr);
117*c4762a1bSJed Brown   ierr = PetscFree(user.bottom);CHKERRQ(ierr);
118*c4762a1bSJed Brown   ierr = PetscFree(user.top);CHKERRQ(ierr);
119*c4762a1bSJed Brown   ierr = PetscFree(user.left);CHKERRQ(ierr);
120*c4762a1bSJed Brown   ierr = PetscFree(user.right);CHKERRQ(ierr);
121*c4762a1bSJed Brown 
122*c4762a1bSJed Brown   ierr = PetscFinalize();
123*c4762a1bSJed Brown   return ierr;
124*c4762a1bSJed Brown }
125*c4762a1bSJed Brown 
126*c4762a1bSJed Brown /* -------------------------------------------------------------------- */
127*c4762a1bSJed Brown 
128*c4762a1bSJed Brown /*  FormFunctionGradient - Evaluates function and corresponding gradient.
129*c4762a1bSJed Brown 
130*c4762a1bSJed Brown     Input Parameters:
131*c4762a1bSJed Brown .   tao     - the Tao context
132*c4762a1bSJed Brown .   X       - input vector
133*c4762a1bSJed Brown .   userCtx - optional user-defined context, as set by TaoSetFunctionGradient()
134*c4762a1bSJed Brown 
135*c4762a1bSJed Brown     Output Parameters:
136*c4762a1bSJed Brown .   fcn     - the newly evaluated function
137*c4762a1bSJed Brown .   G       - vector containing the newly evaluated gradient
138*c4762a1bSJed Brown */
139*c4762a1bSJed Brown PetscErrorCode FormFunctionGradient(Tao tao,Vec X,PetscReal *fcn,Vec G,void *userCtx)
140*c4762a1bSJed Brown {
141*c4762a1bSJed Brown   AppCtx            *user = (AppCtx *) userCtx;
142*c4762a1bSJed Brown   PetscErrorCode    ierr;
143*c4762a1bSJed Brown   PetscInt          i,j,row;
144*c4762a1bSJed Brown   PetscInt          mx=user->mx, my=user->my;
145*c4762a1bSJed Brown   PetscReal         rhx=mx+1, rhy=my+1;
146*c4762a1bSJed 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;
147*c4762a1bSJed Brown   PetscReal         f1,f2,f3,f4,f5,f6,d1,d2,d3,d4,d5,d6,d7,d8,xc,xl,xr,xt,xb,xlt,xrb;
148*c4762a1bSJed Brown   PetscReal         df1dxc,df2dxc,df3dxc,df4dxc,df5dxc,df6dxc;
149*c4762a1bSJed Brown   PetscReal         zero=0.0;
150*c4762a1bSJed Brown   PetscScalar       *g;
151*c4762a1bSJed Brown   const PetscScalar *x;
152*c4762a1bSJed Brown 
153*c4762a1bSJed Brown   PetscFunctionBeginUser;
154*c4762a1bSJed Brown   ierr = VecSet(G, zero);CHKERRQ(ierr);
155*c4762a1bSJed Brown 
156*c4762a1bSJed Brown   ierr = VecGetArrayRead(X,&x);CHKERRQ(ierr);
157*c4762a1bSJed Brown   ierr = VecGetArray(G,&g);CHKERRQ(ierr);
158*c4762a1bSJed Brown 
159*c4762a1bSJed Brown   /* Compute function over the locally owned part of the mesh */
160*c4762a1bSJed Brown   for (j=0; j<my; j++){
161*c4762a1bSJed Brown     for (i=0; i< mx; i++){
162*c4762a1bSJed Brown       row=(j)*mx + (i);
163*c4762a1bSJed Brown       xc = x[row];
164*c4762a1bSJed Brown       xlt=xrb=xl=xr=xb=xt=xc;
165*c4762a1bSJed Brown       if (i==0){ /* left side */
166*c4762a1bSJed Brown         xl  = user->left[j+1];
167*c4762a1bSJed Brown         xlt = user->left[j+2];
168*c4762a1bSJed Brown       } else {
169*c4762a1bSJed Brown         xl = x[row-1];
170*c4762a1bSJed Brown       }
171*c4762a1bSJed Brown 
172*c4762a1bSJed Brown       if (j==0){ /* bottom side */
173*c4762a1bSJed Brown         xb  = user->bottom[i+1];
174*c4762a1bSJed Brown         xrb = user->bottom[i+2];
175*c4762a1bSJed Brown       } else {
176*c4762a1bSJed Brown         xb = x[row-mx];
177*c4762a1bSJed Brown       }
178*c4762a1bSJed Brown 
179*c4762a1bSJed Brown       if (i+1 == mx){ /* right side */
180*c4762a1bSJed Brown         xr  = user->right[j+1];
181*c4762a1bSJed Brown         xrb = user->right[j];
182*c4762a1bSJed Brown       } else {
183*c4762a1bSJed Brown         xr = x[row+1];
184*c4762a1bSJed Brown       }
185*c4762a1bSJed Brown 
186*c4762a1bSJed Brown       if (j+1==0+my){ /* top side */
187*c4762a1bSJed Brown         xt  = user->top[i+1];
188*c4762a1bSJed Brown         xlt = user->top[i];
189*c4762a1bSJed Brown       }else {
190*c4762a1bSJed Brown         xt = x[row+mx];
191*c4762a1bSJed Brown       }
192*c4762a1bSJed Brown 
193*c4762a1bSJed Brown       if (i>0 && j+1<my){
194*c4762a1bSJed Brown         xlt = x[row-1+mx];
195*c4762a1bSJed Brown       }
196*c4762a1bSJed Brown       if (j>0 && i+1<mx){
197*c4762a1bSJed Brown         xrb = x[row+1-mx];
198*c4762a1bSJed Brown       }
199*c4762a1bSJed Brown 
200*c4762a1bSJed Brown       d1 = (xc-xl);
201*c4762a1bSJed Brown       d2 = (xc-xr);
202*c4762a1bSJed Brown       d3 = (xc-xt);
203*c4762a1bSJed Brown       d4 = (xc-xb);
204*c4762a1bSJed Brown       d5 = (xr-xrb);
205*c4762a1bSJed Brown       d6 = (xrb-xb);
206*c4762a1bSJed Brown       d7 = (xlt-xl);
207*c4762a1bSJed Brown       d8 = (xt-xlt);
208*c4762a1bSJed Brown 
209*c4762a1bSJed Brown       df1dxc = d1*hydhx;
210*c4762a1bSJed Brown       df2dxc = ( d1*hydhx + d4*hxdhy );
211*c4762a1bSJed Brown       df3dxc = d3*hxdhy;
212*c4762a1bSJed Brown       df4dxc = ( d2*hydhx + d3*hxdhy );
213*c4762a1bSJed Brown       df5dxc = d2*hydhx;
214*c4762a1bSJed Brown       df6dxc = d4*hxdhy;
215*c4762a1bSJed Brown 
216*c4762a1bSJed Brown       d1 *= rhx;
217*c4762a1bSJed Brown       d2 *= rhx;
218*c4762a1bSJed Brown       d3 *= rhy;
219*c4762a1bSJed Brown       d4 *= rhy;
220*c4762a1bSJed Brown       d5 *= rhy;
221*c4762a1bSJed Brown       d6 *= rhx;
222*c4762a1bSJed Brown       d7 *= rhy;
223*c4762a1bSJed Brown       d8 *= rhx;
224*c4762a1bSJed Brown 
225*c4762a1bSJed Brown       f1 = PetscSqrtScalar( 1.0 + d1*d1 + d7*d7);
226*c4762a1bSJed Brown       f2 = PetscSqrtScalar( 1.0 + d1*d1 + d4*d4);
227*c4762a1bSJed Brown       f3 = PetscSqrtScalar( 1.0 + d3*d3 + d8*d8);
228*c4762a1bSJed Brown       f4 = PetscSqrtScalar( 1.0 + d3*d3 + d2*d2);
229*c4762a1bSJed Brown       f5 = PetscSqrtScalar( 1.0 + d2*d2 + d5*d5);
230*c4762a1bSJed Brown       f6 = PetscSqrtScalar( 1.0 + d4*d4 + d6*d6);
231*c4762a1bSJed Brown 
232*c4762a1bSJed Brown       ft = ft + (f2 + f4);
233*c4762a1bSJed Brown 
234*c4762a1bSJed Brown       df1dxc /= f1;
235*c4762a1bSJed Brown       df2dxc /= f2;
236*c4762a1bSJed Brown       df3dxc /= f3;
237*c4762a1bSJed Brown       df4dxc /= f4;
238*c4762a1bSJed Brown       df5dxc /= f5;
239*c4762a1bSJed Brown       df6dxc /= f6;
240*c4762a1bSJed Brown 
241*c4762a1bSJed Brown       g[row] = (df1dxc+df2dxc+df3dxc+df4dxc+df5dxc+df6dxc )/2.0;
242*c4762a1bSJed Brown     }
243*c4762a1bSJed Brown   }
244*c4762a1bSJed Brown 
245*c4762a1bSJed Brown   for (j=0; j<my; j++){   /* left side */
246*c4762a1bSJed Brown     d3 = (user->left[j+1] - user->left[j+2])*rhy;
247*c4762a1bSJed Brown     d2 = (user->left[j+1] - x[j*mx])*rhx;
248*c4762a1bSJed Brown     ft = ft+PetscSqrtScalar( 1.0 + d3*d3 + d2*d2);
249*c4762a1bSJed Brown   }
250*c4762a1bSJed Brown 
251*c4762a1bSJed Brown   for (i=0; i<mx; i++){ /* bottom */
252*c4762a1bSJed Brown     d2 = (user->bottom[i+1]-user->bottom[i+2])*rhx;
253*c4762a1bSJed Brown     d3 = (user->bottom[i+1]-x[i])*rhy;
254*c4762a1bSJed Brown     ft = ft+PetscSqrtScalar( 1.0 + d3*d3 + d2*d2);
255*c4762a1bSJed Brown   }
256*c4762a1bSJed Brown 
257*c4762a1bSJed Brown   for (j=0; j< my; j++){ /* right side */
258*c4762a1bSJed Brown     d1 = (x[(j+1)*mx-1]-user->right[j+1])*rhx;
259*c4762a1bSJed Brown     d4 = (user->right[j]-user->right[j+1])*rhy;
260*c4762a1bSJed Brown     ft = ft+PetscSqrtScalar( 1.0 + d1*d1 + d4*d4);
261*c4762a1bSJed Brown   }
262*c4762a1bSJed Brown 
263*c4762a1bSJed Brown   for (i=0; i<mx; i++){ /* top side */
264*c4762a1bSJed Brown     d1 = (x[(my-1)*mx + i] - user->top[i+1])*rhy;
265*c4762a1bSJed Brown     d4 = (user->top[i+1] - user->top[i])*rhx;
266*c4762a1bSJed Brown     ft = ft+PetscSqrtScalar( 1.0 + d1*d1 + d4*d4);
267*c4762a1bSJed Brown   }
268*c4762a1bSJed Brown 
269*c4762a1bSJed Brown   /* Bottom left corner */
270*c4762a1bSJed Brown   d1  = (user->left[0]-user->left[1])*rhy;
271*c4762a1bSJed Brown   d2  = (user->bottom[0]-user->bottom[1])*rhx;
272*c4762a1bSJed Brown   ft += PetscSqrtScalar( 1.0 + d1*d1 + d2*d2);
273*c4762a1bSJed Brown 
274*c4762a1bSJed Brown   /* Top right corner */
275*c4762a1bSJed Brown   d1  = (user->right[my+1] - user->right[my])*rhy;
276*c4762a1bSJed Brown   d2  = (user->top[mx+1] - user->top[mx])*rhx;
277*c4762a1bSJed Brown   ft += PetscSqrtScalar( 1.0 + d1*d1 + d2*d2);
278*c4762a1bSJed Brown 
279*c4762a1bSJed Brown   (*fcn)=ft*area;
280*c4762a1bSJed Brown 
281*c4762a1bSJed Brown   /* Restore vectors */
282*c4762a1bSJed Brown   ierr = VecRestoreArrayRead(X,&x);CHKERRQ(ierr);
283*c4762a1bSJed Brown   ierr = VecRestoreArray(G,&g);CHKERRQ(ierr);
284*c4762a1bSJed Brown   ierr = PetscLogFlops(67*mx*my);CHKERRQ(ierr);
285*c4762a1bSJed Brown   PetscFunctionReturn(0);
286*c4762a1bSJed Brown }
287*c4762a1bSJed Brown 
288*c4762a1bSJed Brown /* ------------------------------------------------------------------- */
289*c4762a1bSJed Brown /*
290*c4762a1bSJed Brown    FormHessian - Evaluates the Hessian matrix.
291*c4762a1bSJed Brown 
292*c4762a1bSJed Brown    Input Parameters:
293*c4762a1bSJed Brown .  tao  - the Tao context
294*c4762a1bSJed Brown .  x    - input vector
295*c4762a1bSJed Brown .  ptr  - optional user-defined context, as set by TaoSetHessian()
296*c4762a1bSJed Brown 
297*c4762a1bSJed Brown    Output Parameters:
298*c4762a1bSJed Brown .  H    - Hessian matrix
299*c4762a1bSJed Brown .  Hpre - optionally different preconditioning matrix
300*c4762a1bSJed Brown .  flg  - flag indicating matrix structure
301*c4762a1bSJed Brown 
302*c4762a1bSJed Brown */
303*c4762a1bSJed Brown PetscErrorCode FormHessian(Tao tao,Vec X,Mat H, Mat Hpre, void *ptr)
304*c4762a1bSJed Brown {
305*c4762a1bSJed Brown   PetscErrorCode ierr;
306*c4762a1bSJed Brown   AppCtx         *user = (AppCtx *) ptr;
307*c4762a1bSJed Brown 
308*c4762a1bSJed Brown   PetscFunctionBeginUser;
309*c4762a1bSJed Brown   /* Evaluate the Hessian entries*/
310*c4762a1bSJed Brown   ierr = QuadraticH(user,X,H);CHKERRQ(ierr);
311*c4762a1bSJed Brown   PetscFunctionReturn(0);
312*c4762a1bSJed Brown }
313*c4762a1bSJed Brown 
314*c4762a1bSJed Brown /* ------------------------------------------------------------------- */
315*c4762a1bSJed Brown /*
316*c4762a1bSJed Brown    QuadraticH - Evaluates the Hessian matrix.
317*c4762a1bSJed Brown 
318*c4762a1bSJed Brown    Input Parameters:
319*c4762a1bSJed Brown .  user - user-defined context, as set by TaoSetHessian()
320*c4762a1bSJed Brown .  X    - input vector
321*c4762a1bSJed Brown 
322*c4762a1bSJed Brown    Output Parameter:
323*c4762a1bSJed Brown .  H    - Hessian matrix
324*c4762a1bSJed Brown */
325*c4762a1bSJed Brown PetscErrorCode QuadraticH(AppCtx *user, Vec X, Mat Hessian)
326*c4762a1bSJed Brown {
327*c4762a1bSJed Brown   PetscErrorCode    ierr;
328*c4762a1bSJed Brown   PetscInt          i,j,k,row;
329*c4762a1bSJed Brown   PetscInt          mx=user->mx, my=user->my;
330*c4762a1bSJed Brown   PetscInt          col[7];
331*c4762a1bSJed Brown   PetscReal         hx=1.0/(mx+1), hy=1.0/(my+1), hydhx=hy/hx, hxdhy=hx/hy;
332*c4762a1bSJed Brown   PetscReal         rhx=mx+1, rhy=my+1;
333*c4762a1bSJed Brown   PetscReal         f1,f2,f3,f4,f5,f6,d1,d2,d3,d4,d5,d6,d7,d8,xc,xl,xr,xt,xb,xlt,xrb;
334*c4762a1bSJed Brown   PetscReal         hl,hr,ht,hb,hc,htl,hbr;
335*c4762a1bSJed Brown   const PetscScalar *x;
336*c4762a1bSJed Brown   PetscReal         v[7];
337*c4762a1bSJed Brown 
338*c4762a1bSJed Brown   /* Get pointers to vector data */
339*c4762a1bSJed Brown   ierr = VecGetArrayRead(X,&x);CHKERRQ(ierr);
340*c4762a1bSJed Brown 
341*c4762a1bSJed Brown   /* Initialize matrix entries to zero */
342*c4762a1bSJed Brown   ierr = MatZeroEntries(Hessian); CHKERRQ(ierr);
343*c4762a1bSJed Brown 
344*c4762a1bSJed Brown   /* Set various matrix options */
345*c4762a1bSJed Brown   ierr = MatSetOption(Hessian,MAT_IGNORE_OFF_PROC_ENTRIES,PETSC_TRUE);CHKERRQ(ierr);
346*c4762a1bSJed Brown 
347*c4762a1bSJed Brown   /* Compute Hessian over the locally owned part of the mesh */
348*c4762a1bSJed Brown   for (i=0; i< mx; i++){
349*c4762a1bSJed Brown     for (j=0; j<my; j++){
350*c4762a1bSJed Brown 
351*c4762a1bSJed Brown       row=(j)*mx + (i);
352*c4762a1bSJed Brown 
353*c4762a1bSJed Brown       xc = x[row];
354*c4762a1bSJed Brown       xlt=xrb=xl=xr=xb=xt=xc;
355*c4762a1bSJed Brown 
356*c4762a1bSJed Brown       /* Left side */
357*c4762a1bSJed Brown       if (i==0){
358*c4762a1bSJed Brown         xl= user->left[j+1];
359*c4762a1bSJed Brown         xlt = user->left[j+2];
360*c4762a1bSJed Brown       } else {
361*c4762a1bSJed Brown         xl = x[row-1];
362*c4762a1bSJed Brown       }
363*c4762a1bSJed Brown 
364*c4762a1bSJed Brown       if (j==0){
365*c4762a1bSJed Brown         xb=user->bottom[i+1];
366*c4762a1bSJed Brown         xrb = user->bottom[i+2];
367*c4762a1bSJed Brown       } else {
368*c4762a1bSJed Brown         xb = x[row-mx];
369*c4762a1bSJed Brown       }
370*c4762a1bSJed Brown 
371*c4762a1bSJed Brown       if (i+1 == mx){
372*c4762a1bSJed Brown         xr=user->right[j+1];
373*c4762a1bSJed Brown         xrb = user->right[j];
374*c4762a1bSJed Brown       } else {
375*c4762a1bSJed Brown         xr = x[row+1];
376*c4762a1bSJed Brown       }
377*c4762a1bSJed Brown 
378*c4762a1bSJed Brown       if (j+1==my){
379*c4762a1bSJed Brown         xt=user->top[i+1];
380*c4762a1bSJed Brown         xlt = user->top[i];
381*c4762a1bSJed Brown       }else {
382*c4762a1bSJed Brown         xt = x[row+mx];
383*c4762a1bSJed Brown       }
384*c4762a1bSJed Brown 
385*c4762a1bSJed Brown       if (i>0 && j+1<my){
386*c4762a1bSJed Brown         xlt = x[row-1+mx];
387*c4762a1bSJed Brown       }
388*c4762a1bSJed Brown       if (j>0 && i+1<mx){
389*c4762a1bSJed Brown         xrb = x[row+1-mx];
390*c4762a1bSJed Brown       }
391*c4762a1bSJed Brown 
392*c4762a1bSJed Brown 
393*c4762a1bSJed Brown       d1 = (xc-xl)*rhx;
394*c4762a1bSJed Brown       d2 = (xc-xr)*rhx;
395*c4762a1bSJed Brown       d3 = (xc-xt)*rhy;
396*c4762a1bSJed Brown       d4 = (xc-xb)*rhy;
397*c4762a1bSJed Brown       d5 = (xrb-xr)*rhy;
398*c4762a1bSJed Brown       d6 = (xrb-xb)*rhx;
399*c4762a1bSJed Brown       d7 = (xlt-xl)*rhy;
400*c4762a1bSJed Brown       d8 = (xlt-xt)*rhx;
401*c4762a1bSJed Brown 
402*c4762a1bSJed Brown       f1 = PetscSqrtScalar( 1.0 + d1*d1 + d7*d7);
403*c4762a1bSJed Brown       f2 = PetscSqrtScalar( 1.0 + d1*d1 + d4*d4);
404*c4762a1bSJed Brown       f3 = PetscSqrtScalar( 1.0 + d3*d3 + d8*d8);
405*c4762a1bSJed Brown       f4 = PetscSqrtScalar( 1.0 + d3*d3 + d2*d2);
406*c4762a1bSJed Brown       f5 = PetscSqrtScalar( 1.0 + d2*d2 + d5*d5);
407*c4762a1bSJed Brown       f6 = PetscSqrtScalar( 1.0 + d4*d4 + d6*d6);
408*c4762a1bSJed Brown 
409*c4762a1bSJed Brown 
410*c4762a1bSJed Brown       hl = (-hydhx*(1.0+d7*d7)+d1*d7)/(f1*f1*f1)+(-hydhx*(1.0+d4*d4)+d1*d4)/(f2*f2*f2);
411*c4762a1bSJed Brown       hr = (-hydhx*(1.0+d5*d5)+d2*d5)/(f5*f5*f5)+(-hydhx*(1.0+d3*d3)+d2*d3)/(f4*f4*f4);
412*c4762a1bSJed Brown       ht = (-hxdhy*(1.0+d8*d8)+d3*d8)/(f3*f3*f3)+(-hxdhy*(1.0+d2*d2)+d2*d3)/(f4*f4*f4);
413*c4762a1bSJed Brown       hb = (-hxdhy*(1.0+d6*d6)+d4*d6)/(f6*f6*f6)+(-hxdhy*(1.0+d1*d1)+d1*d4)/(f2*f2*f2);
414*c4762a1bSJed Brown 
415*c4762a1bSJed Brown       hbr = -d2*d5/(f5*f5*f5) - d4*d6/(f6*f6*f6);
416*c4762a1bSJed Brown       htl = -d1*d7/(f1*f1*f1) - d3*d8/(f3*f3*f3);
417*c4762a1bSJed Brown 
418*c4762a1bSJed 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) +
419*c4762a1bSJed 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);
420*c4762a1bSJed Brown 
421*c4762a1bSJed Brown       hl*=0.5; hr*=0.5; ht*=0.5; hb*=0.5; hbr*=0.5; htl*=0.5;  hc*=0.5;
422*c4762a1bSJed Brown 
423*c4762a1bSJed Brown       k=0;
424*c4762a1bSJed Brown       if (j>0){
425*c4762a1bSJed Brown         v[k]=hb; col[k]=row - mx; k++;
426*c4762a1bSJed Brown       }
427*c4762a1bSJed Brown 
428*c4762a1bSJed Brown       if (j>0 && i < mx -1){
429*c4762a1bSJed Brown         v[k]=hbr; col[k]=row - mx+1; k++;
430*c4762a1bSJed Brown       }
431*c4762a1bSJed Brown 
432*c4762a1bSJed Brown       if (i>0){
433*c4762a1bSJed Brown         v[k]= hl; col[k]=row - 1; k++;
434*c4762a1bSJed Brown       }
435*c4762a1bSJed Brown 
436*c4762a1bSJed Brown       v[k]= hc; col[k]=row; k++;
437*c4762a1bSJed Brown 
438*c4762a1bSJed Brown       if (i < mx-1 ){
439*c4762a1bSJed Brown         v[k]= hr; col[k]=row+1; k++;
440*c4762a1bSJed Brown       }
441*c4762a1bSJed Brown 
442*c4762a1bSJed Brown       if (i>0 && j < my-1 ){
443*c4762a1bSJed Brown         v[k]= htl; col[k] = row+mx-1; k++;
444*c4762a1bSJed Brown       }
445*c4762a1bSJed Brown 
446*c4762a1bSJed Brown       if (j < my-1 ){
447*c4762a1bSJed Brown         v[k]= ht; col[k] = row+mx; k++;
448*c4762a1bSJed Brown       }
449*c4762a1bSJed Brown 
450*c4762a1bSJed Brown       /*
451*c4762a1bSJed Brown          Set matrix values using local numbering, which was defined
452*c4762a1bSJed Brown          earlier, in the main routine.
453*c4762a1bSJed Brown       */
454*c4762a1bSJed Brown       ierr = MatSetValues(Hessian,1,&row,k,col,v,INSERT_VALUES);CHKERRQ(ierr);
455*c4762a1bSJed Brown     }
456*c4762a1bSJed Brown   }
457*c4762a1bSJed Brown 
458*c4762a1bSJed Brown   /* Restore vectors */
459*c4762a1bSJed Brown   ierr = VecRestoreArrayRead(X,&x);CHKERRQ(ierr);
460*c4762a1bSJed Brown 
461*c4762a1bSJed Brown   /* Assemble the matrix */
462*c4762a1bSJed Brown   ierr = MatAssemblyBegin(Hessian,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
463*c4762a1bSJed Brown   ierr = MatAssemblyEnd(Hessian,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
464*c4762a1bSJed Brown 
465*c4762a1bSJed Brown   ierr = PetscLogFlops(199*mx*my);CHKERRQ(ierr);
466*c4762a1bSJed Brown   PetscFunctionReturn(0);
467*c4762a1bSJed Brown }
468*c4762a1bSJed Brown 
469*c4762a1bSJed Brown /* ------------------------------------------------------------------- */
470*c4762a1bSJed Brown /*
471*c4762a1bSJed Brown    MSA_BoundaryConditions -  Calculates the boundary conditions for
472*c4762a1bSJed Brown    the region.
473*c4762a1bSJed Brown 
474*c4762a1bSJed Brown    Input Parameter:
475*c4762a1bSJed Brown .  user - user-defined application context
476*c4762a1bSJed Brown 
477*c4762a1bSJed Brown    Output Parameter:
478*c4762a1bSJed Brown .  user - user-defined application context
479*c4762a1bSJed Brown */
480*c4762a1bSJed Brown static PetscErrorCode MSA_BoundaryConditions(AppCtx * user)
481*c4762a1bSJed Brown {
482*c4762a1bSJed Brown   PetscErrorCode ierr;
483*c4762a1bSJed Brown   PetscInt       i,j,k,limit=0;
484*c4762a1bSJed Brown   PetscInt       maxits=5;
485*c4762a1bSJed Brown   PetscInt       mx=user->mx,my=user->my;
486*c4762a1bSJed Brown   PetscInt       bsize=0, lsize=0, tsize=0, rsize=0;
487*c4762a1bSJed Brown   PetscReal      one=1.0, two=2.0, three=3.0, tol=1e-10;
488*c4762a1bSJed Brown   PetscReal      fnorm,det,hx,hy,xt=0,yt=0;
489*c4762a1bSJed Brown   PetscReal      u1,u2,nf1,nf2,njac11,njac12,njac21,njac22;
490*c4762a1bSJed Brown   PetscReal      b=-0.5, t=0.5, l=-0.5, r=0.5;
491*c4762a1bSJed Brown   PetscReal      *boundary;
492*c4762a1bSJed Brown 
493*c4762a1bSJed Brown   PetscFunctionBeginUser;
494*c4762a1bSJed Brown   bsize=mx+2; lsize=my+2; rsize=my+2; tsize=mx+2;
495*c4762a1bSJed Brown 
496*c4762a1bSJed Brown   ierr = PetscMalloc1(bsize,&user->bottom);CHKERRQ(ierr);
497*c4762a1bSJed Brown   ierr = PetscMalloc1(tsize,&user->top);CHKERRQ(ierr);
498*c4762a1bSJed Brown   ierr = PetscMalloc1(lsize,&user->left);CHKERRQ(ierr);
499*c4762a1bSJed Brown   ierr = PetscMalloc1(rsize,&user->right);CHKERRQ(ierr);
500*c4762a1bSJed Brown 
501*c4762a1bSJed Brown   hx= (r-l)/(mx+1); hy=(t-b)/(my+1);
502*c4762a1bSJed Brown 
503*c4762a1bSJed Brown   for (j=0; j<4; j++){
504*c4762a1bSJed Brown     if (j==0){
505*c4762a1bSJed Brown       yt=b;
506*c4762a1bSJed Brown       xt=l;
507*c4762a1bSJed Brown       limit=bsize;
508*c4762a1bSJed Brown       boundary=user->bottom;
509*c4762a1bSJed Brown     } else if (j==1){
510*c4762a1bSJed Brown       yt=t;
511*c4762a1bSJed Brown       xt=l;
512*c4762a1bSJed Brown       limit=tsize;
513*c4762a1bSJed Brown       boundary=user->top;
514*c4762a1bSJed Brown     } else if (j==2){
515*c4762a1bSJed Brown       yt=b;
516*c4762a1bSJed Brown       xt=l;
517*c4762a1bSJed Brown       limit=lsize;
518*c4762a1bSJed Brown       boundary=user->left;
519*c4762a1bSJed Brown     } else {  /*  if (j==3) */
520*c4762a1bSJed Brown       yt=b;
521*c4762a1bSJed Brown       xt=r;
522*c4762a1bSJed Brown       limit=rsize;
523*c4762a1bSJed Brown       boundary=user->right;
524*c4762a1bSJed Brown     }
525*c4762a1bSJed Brown 
526*c4762a1bSJed Brown     for (i=0; i<limit; i++){
527*c4762a1bSJed Brown       u1=xt;
528*c4762a1bSJed Brown       u2=-yt;
529*c4762a1bSJed Brown       for (k=0; k<maxits; k++){
530*c4762a1bSJed Brown         nf1=u1 + u1*u2*u2 - u1*u1*u1/three-xt;
531*c4762a1bSJed Brown         nf2=-u2 - u1*u1*u2 + u2*u2*u2/three-yt;
532*c4762a1bSJed Brown         fnorm=PetscSqrtScalar(nf1*nf1+nf2*nf2);
533*c4762a1bSJed Brown         if (fnorm <= tol) break;
534*c4762a1bSJed Brown         njac11=one+u2*u2-u1*u1;
535*c4762a1bSJed Brown         njac12=two*u1*u2;
536*c4762a1bSJed Brown         njac21=-two*u1*u2;
537*c4762a1bSJed Brown         njac22=-one - u1*u1 + u2*u2;
538*c4762a1bSJed Brown         det = njac11*njac22-njac21*njac12;
539*c4762a1bSJed Brown         u1 = u1-(njac22*nf1-njac12*nf2)/det;
540*c4762a1bSJed Brown         u2 = u2-(njac11*nf2-njac21*nf1)/det;
541*c4762a1bSJed Brown       }
542*c4762a1bSJed Brown 
543*c4762a1bSJed Brown       boundary[i]=u1*u1-u2*u2;
544*c4762a1bSJed Brown       if (j==0 || j==1) {
545*c4762a1bSJed Brown         xt=xt+hx;
546*c4762a1bSJed Brown       } else { /*  if (j==2 || j==3) */
547*c4762a1bSJed Brown         yt=yt+hy;
548*c4762a1bSJed Brown       }
549*c4762a1bSJed Brown     }
550*c4762a1bSJed Brown   }
551*c4762a1bSJed Brown   PetscFunctionReturn(0);
552*c4762a1bSJed Brown }
553*c4762a1bSJed Brown 
554*c4762a1bSJed Brown /* ------------------------------------------------------------------- */
555*c4762a1bSJed Brown /*
556*c4762a1bSJed Brown    MSA_InitialPoint - Calculates the initial guess in one of three ways.
557*c4762a1bSJed Brown 
558*c4762a1bSJed Brown    Input Parameters:
559*c4762a1bSJed Brown .  user - user-defined application context
560*c4762a1bSJed Brown .  X - vector for initial guess
561*c4762a1bSJed Brown 
562*c4762a1bSJed Brown    Output Parameters:
563*c4762a1bSJed Brown .  X - newly computed initial guess
564*c4762a1bSJed Brown */
565*c4762a1bSJed Brown static PetscErrorCode MSA_InitialPoint(AppCtx * user, Vec X)
566*c4762a1bSJed Brown {
567*c4762a1bSJed Brown   PetscInt       start=-1,i,j;
568*c4762a1bSJed Brown   PetscErrorCode ierr;
569*c4762a1bSJed Brown   PetscReal      zero=0.0;
570*c4762a1bSJed Brown   PetscBool      flg;
571*c4762a1bSJed Brown 
572*c4762a1bSJed Brown   PetscFunctionBeginUser;
573*c4762a1bSJed Brown   ierr = VecSet(X, zero);CHKERRQ(ierr);
574*c4762a1bSJed Brown   ierr = PetscOptionsGetInt(NULL,NULL,"-start",&start,&flg);CHKERRQ(ierr);
575*c4762a1bSJed Brown 
576*c4762a1bSJed Brown   if (flg && start==0){ /* The zero vector is reasonable */
577*c4762a1bSJed Brown      ierr = VecSet(X, zero);CHKERRQ(ierr);
578*c4762a1bSJed Brown    } else { /* Take an average of the boundary conditions */
579*c4762a1bSJed Brown     PetscInt    row;
580*c4762a1bSJed Brown     PetscInt    mx=user->mx,my=user->my;
581*c4762a1bSJed Brown     PetscReal *x;
582*c4762a1bSJed Brown 
583*c4762a1bSJed Brown     /* Get pointers to vector data */
584*c4762a1bSJed Brown     ierr = VecGetArray(X,&x);CHKERRQ(ierr);
585*c4762a1bSJed Brown     /* Perform local computations */
586*c4762a1bSJed Brown     for (j=0; j<my; j++){
587*c4762a1bSJed Brown       for (i=0; i< mx; i++){
588*c4762a1bSJed Brown         row=(j)*mx + (i);
589*c4762a1bSJed 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;
590*c4762a1bSJed Brown       }
591*c4762a1bSJed Brown     }
592*c4762a1bSJed Brown     /* Restore vectors */
593*c4762a1bSJed Brown     ierr = VecRestoreArray(X,&x);CHKERRQ(ierr);
594*c4762a1bSJed Brown   }
595*c4762a1bSJed Brown   PetscFunctionReturn(0);
596*c4762a1bSJed Brown }
597*c4762a1bSJed Brown 
598*c4762a1bSJed Brown 
599*c4762a1bSJed Brown /*TEST
600*c4762a1bSJed Brown 
601*c4762a1bSJed Brown    build:
602*c4762a1bSJed Brown       requires: !complex
603*c4762a1bSJed Brown 
604*c4762a1bSJed Brown    test:
605*c4762a1bSJed Brown       args: -tao_smonitor -tao_type nls -mx 10 -my 8 -tao_gatol 1.e-4
606*c4762a1bSJed Brown       requires: !single
607*c4762a1bSJed Brown 
608*c4762a1bSJed Brown    test:
609*c4762a1bSJed Brown       suffix: 2
610*c4762a1bSJed Brown       args: -tao_smonitor -tao_type bmrm -mx 10 -my 8 -tao_gatol 1.e-3
611*c4762a1bSJed Brown       requires: !single
612*c4762a1bSJed Brown 
613*c4762a1bSJed Brown    test:
614*c4762a1bSJed Brown       suffix: 3
615*c4762a1bSJed Brown       args: -tao_smonitor -tao_type lmvm -mx 10 -my 8 -tao_gatol 1.e-3
616*c4762a1bSJed Brown       requires: !single
617*c4762a1bSJed Brown 
618*c4762a1bSJed Brown    test:
619*c4762a1bSJed Brown       suffix: 4
620*c4762a1bSJed Brown       args: -tao_smonitor -tao_type bntr -mx 10 -my 8 -tao_gatol 1.e-4
621*c4762a1bSJed Brown       requires: !single
622*c4762a1bSJed Brown 
623*c4762a1bSJed Brown    test:
624*c4762a1bSJed Brown       suffix: 5
625*c4762a1bSJed Brown       args: -tao_smonitor -tao_type bntl -mx 10 -my 8 -tao_gatol 1.e-4
626*c4762a1bSJed Brown       requires: !single
627*c4762a1bSJed Brown 
628*c4762a1bSJed Brown    test:
629*c4762a1bSJed Brown       suffix: 6
630*c4762a1bSJed Brown       args: -tao_smonitor -tao_type bnls -mx 10 -my 8 -tao_gatol 1.e-4
631*c4762a1bSJed Brown       requires: !single
632*c4762a1bSJed Brown 
633*c4762a1bSJed Brown    test:
634*c4762a1bSJed Brown       suffix: 7
635*c4762a1bSJed Brown       args: -tao_smonitor -tao_type bntr -mx 10 -my 8 -tao_bnk_max_cg_its 3 -tao_gatol 1.e-4
636*c4762a1bSJed Brown       requires: !single
637*c4762a1bSJed Brown 
638*c4762a1bSJed Brown    test:
639*c4762a1bSJed Brown       suffix: 8
640*c4762a1bSJed Brown       args: -tao_smonitor -tao_type bntl -mx 10 -my 8 -tao_bnk_max_cg_its 3 -tao_gatol 1.e-4
641*c4762a1bSJed Brown       requires: !single
642*c4762a1bSJed Brown 
643*c4762a1bSJed Brown    test:
644*c4762a1bSJed Brown       suffix: 9
645*c4762a1bSJed Brown       args: -tao_smonitor -tao_type bnls -mx 10 -my 8 -tao_bnk_max_cg_its 3 -tao_gatol 1.e-4
646*c4762a1bSJed Brown       requires: !single
647*c4762a1bSJed Brown 
648*c4762a1bSJed Brown TEST*/
649