xref: /petsc/src/tao/unconstrained/tutorials/minsurf1.c (revision ca0c957dd390e0254b8e0ddfb1485a321c0a7f54)
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();
20c4762a1bSJed Brown    Routines: TaoSetInitialVector();
21c4762a1bSJed Brown    Routines: TaoSetObjectiveAndGradientRoutine();
22c4762a1bSJed Brown    Routines: TaoSetHessianRoutine(); TaoSetFromOptions();
23c4762a1bSJed Brown    Routines: TaoGetKSP(); TaoSolve();
24c4762a1bSJed Brown    Routines: TaoDestroy();
25c4762a1bSJed Brown    Processors: 1
26c4762a1bSJed Brown T*/
27c4762a1bSJed Brown 
28c4762a1bSJed Brown 
29c4762a1bSJed Brown 
30c4762a1bSJed Brown /*
31c4762a1bSJed Brown    User-defined application context - contains data needed by the
32c4762a1bSJed Brown    application-provided call-back routines, FormFunctionGradient()
33c4762a1bSJed Brown    and FormHessian().
34c4762a1bSJed Brown */
35c4762a1bSJed Brown typedef struct {
36c4762a1bSJed Brown   PetscInt    mx, my;                 /* discretization in x, y directions */
37c4762a1bSJed Brown   PetscReal   *bottom, *top, *left, *right;             /* boundary values */
38c4762a1bSJed Brown   Mat         H;
39c4762a1bSJed Brown } AppCtx;
40c4762a1bSJed Brown 
41c4762a1bSJed Brown /* -------- User-defined Routines --------- */
42c4762a1bSJed Brown 
43c4762a1bSJed Brown static PetscErrorCode MSA_BoundaryConditions(AppCtx*);
44c4762a1bSJed Brown static PetscErrorCode MSA_InitialPoint(AppCtx*,Vec);
45c4762a1bSJed Brown static PetscErrorCode QuadraticH(AppCtx*,Vec,Mat);
46c4762a1bSJed Brown PetscErrorCode FormFunctionGradient(Tao,Vec,PetscReal*,Vec,void*);
47c4762a1bSJed Brown PetscErrorCode FormHessian(Tao,Vec,Mat,Mat,void*);
48c4762a1bSJed Brown 
49c4762a1bSJed Brown int main( int argc, char **argv )
50c4762a1bSJed Brown {
51c4762a1bSJed Brown   PetscErrorCode     ierr;              /* used to check for functions returning nonzeros */
52c4762a1bSJed Brown   PetscInt           N;                 /* Size of vector */
53c4762a1bSJed Brown   PetscMPIInt        size;              /* Number of processors */
54c4762a1bSJed Brown   Vec                x;                 /* solution, gradient vectors */
55c4762a1bSJed Brown   KSP                ksp;               /*  PETSc Krylov subspace method */
56c4762a1bSJed Brown   PetscBool          flg;               /* A return value when checking for user options */
57c4762a1bSJed Brown   Tao                tao;               /* Tao solver context */
58c4762a1bSJed Brown   AppCtx             user;              /* user-defined work context */
59c4762a1bSJed Brown 
60c4762a1bSJed Brown   /* Initialize TAO,PETSc */
61c4762a1bSJed Brown   ierr = PetscInitialize( &argc, &argv,(char *)0,help );if (ierr) return ierr;
62c4762a1bSJed Brown 
63c4762a1bSJed Brown   ierr = MPI_Comm_size(MPI_COMM_WORLD,&size);CHKERRQ(ierr);
64c4762a1bSJed Brown   if (size >1) SETERRQ(PETSC_COMM_WORLD,PETSC_ERR_WRONG_MPI_SIZE,"Incorrect number of processors");
65c4762a1bSJed Brown 
66c4762a1bSJed Brown   /* Specify default dimension of the problem */
67c4762a1bSJed Brown   user.mx = 4; user.my = 4;
68c4762a1bSJed Brown 
69c4762a1bSJed Brown   /* Check for any command line arguments that override defaults */
70c4762a1bSJed Brown   ierr = PetscOptionsGetInt(NULL,NULL,"-mx",&user.mx,&flg);CHKERRQ(ierr);
71c4762a1bSJed Brown   ierr = PetscOptionsGetInt(NULL,NULL,"-my",&user.my,&flg);CHKERRQ(ierr);
72c4762a1bSJed Brown 
73c4762a1bSJed Brown   ierr = PetscPrintf(PETSC_COMM_SELF,"\n---- Minimum Surface Area Problem -----\n");CHKERRQ(ierr);
74c4762a1bSJed Brown   ierr = PetscPrintf(PETSC_COMM_SELF,"mx: %D     my: %D   \n\n",user.mx,user.my);CHKERRQ(ierr);
75c4762a1bSJed Brown 
76c4762a1bSJed Brown   /* Calculate any derived values from parameters */
77c4762a1bSJed Brown   N    = user.mx*user.my;
78c4762a1bSJed Brown 
79c4762a1bSJed Brown   /* Create TAO solver and set desired solution method  */
80c4762a1bSJed Brown   ierr = TaoCreate(PETSC_COMM_SELF,&tao);CHKERRQ(ierr);
81c4762a1bSJed Brown   ierr = TaoSetType(tao,TAOLMVM);CHKERRQ(ierr);
82c4762a1bSJed Brown 
83c4762a1bSJed Brown   /* Initialize minsurf application data structure for use in the function evaluations  */
84c4762a1bSJed Brown   ierr = MSA_BoundaryConditions(&user);CHKERRQ(ierr);            /* Application specific routine */
85c4762a1bSJed Brown 
86c4762a1bSJed Brown   /*
87c4762a1bSJed Brown      Create a vector to hold the variables.  Compute an initial solution.
88c4762a1bSJed Brown      Set this vector, which will be used by TAO.
89c4762a1bSJed Brown   */
90c4762a1bSJed Brown   ierr = VecCreateSeq(PETSC_COMM_SELF,N,&x);CHKERRQ(ierr);
91c4762a1bSJed Brown   ierr = MSA_InitialPoint(&user,x);CHKERRQ(ierr);                /* Application specific routine */
92c4762a1bSJed Brown   ierr = TaoSetInitialVector(tao,x);CHKERRQ(ierr);   /* A TAO routine                */
93c4762a1bSJed Brown 
94c4762a1bSJed Brown   /* Provide TAO routines for function, gradient, and Hessian evaluation */
95c4762a1bSJed Brown   ierr = TaoSetObjectiveAndGradientRoutine(tao,FormFunctionGradient,(void *)&user);CHKERRQ(ierr);
96c4762a1bSJed Brown 
97c4762a1bSJed Brown   /* Create a matrix data structure to store the Hessian.  This structure will be used by TAO */
98c4762a1bSJed Brown   ierr = MatCreateSeqAIJ(PETSC_COMM_SELF,N,N,7,NULL,&(user.H));CHKERRQ(ierr);
99c4762a1bSJed Brown   ierr = MatSetOption(user.H,MAT_SYMMETRIC,PETSC_TRUE);CHKERRQ(ierr);
100c4762a1bSJed Brown   ierr = TaoSetHessianRoutine(tao,user.H,user.H,FormHessian,(void *)&user);CHKERRQ(ierr);
101c4762a1bSJed Brown 
102c4762a1bSJed Brown   /* Check for any TAO command line options */
103c4762a1bSJed Brown   ierr = TaoSetFromOptions(tao);CHKERRQ(ierr);
104c4762a1bSJed Brown 
105c4762a1bSJed Brown   /* Limit the number of iterations in the KSP linear solver */
106c4762a1bSJed Brown   ierr = TaoGetKSP(tao,&ksp);CHKERRQ(ierr);
107c4762a1bSJed Brown   if (ksp) {
108c4762a1bSJed Brown     ierr = KSPSetTolerances(ksp,PETSC_DEFAULT,PETSC_DEFAULT,PETSC_DEFAULT,user.mx*user.my);CHKERRQ(ierr);
109c4762a1bSJed Brown   }
110c4762a1bSJed Brown 
111c4762a1bSJed Brown   /* SOLVE THE APPLICATION */
112c4762a1bSJed Brown   ierr = TaoSolve(tao);CHKERRQ(ierr);
113c4762a1bSJed Brown 
114c4762a1bSJed Brown   ierr = TaoDestroy(&tao);CHKERRQ(ierr);
115c4762a1bSJed Brown   ierr = VecDestroy(&x);CHKERRQ(ierr);
116c4762a1bSJed Brown   ierr = MatDestroy(&user.H);CHKERRQ(ierr);
117c4762a1bSJed Brown   ierr = PetscFree(user.bottom);CHKERRQ(ierr);
118c4762a1bSJed Brown   ierr = PetscFree(user.top);CHKERRQ(ierr);
119c4762a1bSJed Brown   ierr = PetscFree(user.left);CHKERRQ(ierr);
120c4762a1bSJed Brown   ierr = PetscFree(user.right);CHKERRQ(ierr);
121c4762a1bSJed Brown 
122c4762a1bSJed Brown   ierr = PetscFinalize();
123c4762a1bSJed Brown   return ierr;
124c4762a1bSJed Brown }
125c4762a1bSJed Brown 
126c4762a1bSJed Brown /* -------------------------------------------------------------------- */
127c4762a1bSJed Brown 
128c4762a1bSJed Brown /*  FormFunctionGradient - Evaluates function and corresponding gradient.
129c4762a1bSJed Brown 
130c4762a1bSJed Brown     Input Parameters:
131c4762a1bSJed Brown .   tao     - the Tao context
132c4762a1bSJed Brown .   X       - input vector
133c4762a1bSJed Brown .   userCtx - optional user-defined context, as set by TaoSetFunctionGradient()
134c4762a1bSJed Brown 
135c4762a1bSJed Brown     Output Parameters:
136c4762a1bSJed Brown .   fcn     - the newly evaluated function
137c4762a1bSJed Brown .   G       - vector containing the newly evaluated gradient
138c4762a1bSJed Brown */
139c4762a1bSJed Brown PetscErrorCode FormFunctionGradient(Tao tao,Vec X,PetscReal *fcn,Vec G,void *userCtx)
140c4762a1bSJed Brown {
141c4762a1bSJed Brown   AppCtx            *user = (AppCtx *) userCtx;
142c4762a1bSJed Brown   PetscErrorCode    ierr;
143c4762a1bSJed Brown   PetscInt          i,j,row;
144c4762a1bSJed Brown   PetscInt          mx=user->mx, my=user->my;
145c4762a1bSJed Brown   PetscReal         rhx=mx+1, rhy=my+1;
146c4762a1bSJed 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;
147c4762a1bSJed Brown   PetscReal         f1,f2,f3,f4,f5,f6,d1,d2,d3,d4,d5,d6,d7,d8,xc,xl,xr,xt,xb,xlt,xrb;
148c4762a1bSJed Brown   PetscReal         df1dxc,df2dxc,df3dxc,df4dxc,df5dxc,df6dxc;
149c4762a1bSJed Brown   PetscReal         zero=0.0;
150c4762a1bSJed Brown   PetscScalar       *g;
151c4762a1bSJed Brown   const PetscScalar *x;
152c4762a1bSJed Brown 
153c4762a1bSJed Brown   PetscFunctionBeginUser;
154c4762a1bSJed Brown   ierr = VecSet(G, zero);CHKERRQ(ierr);
155c4762a1bSJed Brown 
156c4762a1bSJed Brown   ierr = VecGetArrayRead(X,&x);CHKERRQ(ierr);
157c4762a1bSJed Brown   ierr = VecGetArray(G,&g);CHKERRQ(ierr);
158c4762a1bSJed Brown 
159c4762a1bSJed Brown   /* Compute function over the locally owned part of the mesh */
160c4762a1bSJed Brown   for (j=0; j<my; j++){
161c4762a1bSJed Brown     for (i=0; i< mx; i++){
162c4762a1bSJed Brown       row=(j)*mx + (i);
163c4762a1bSJed Brown       xc = x[row];
164c4762a1bSJed Brown       xlt=xrb=xl=xr=xb=xt=xc;
165c4762a1bSJed Brown       if (i==0){ /* left side */
166c4762a1bSJed Brown         xl  = user->left[j+1];
167c4762a1bSJed Brown         xlt = user->left[j+2];
168c4762a1bSJed Brown       } else {
169c4762a1bSJed Brown         xl = x[row-1];
170c4762a1bSJed Brown       }
171c4762a1bSJed Brown 
172c4762a1bSJed Brown       if (j==0){ /* bottom side */
173c4762a1bSJed Brown         xb  = user->bottom[i+1];
174c4762a1bSJed Brown         xrb = user->bottom[i+2];
175c4762a1bSJed Brown       } else {
176c4762a1bSJed Brown         xb = x[row-mx];
177c4762a1bSJed Brown       }
178c4762a1bSJed Brown 
179c4762a1bSJed Brown       if (i+1 == mx){ /* right side */
180c4762a1bSJed Brown         xr  = user->right[j+1];
181c4762a1bSJed Brown         xrb = user->right[j];
182c4762a1bSJed Brown       } else {
183c4762a1bSJed Brown         xr = x[row+1];
184c4762a1bSJed Brown       }
185c4762a1bSJed Brown 
186c4762a1bSJed Brown       if (j+1==0+my){ /* top side */
187c4762a1bSJed Brown         xt  = user->top[i+1];
188c4762a1bSJed Brown         xlt = user->top[i];
189c4762a1bSJed Brown       }else {
190c4762a1bSJed Brown         xt = x[row+mx];
191c4762a1bSJed Brown       }
192c4762a1bSJed Brown 
193c4762a1bSJed Brown       if (i>0 && j+1<my){
194c4762a1bSJed Brown         xlt = x[row-1+mx];
195c4762a1bSJed Brown       }
196c4762a1bSJed Brown       if (j>0 && i+1<mx){
197c4762a1bSJed Brown         xrb = x[row+1-mx];
198c4762a1bSJed Brown       }
199c4762a1bSJed Brown 
200c4762a1bSJed Brown       d1 = (xc-xl);
201c4762a1bSJed Brown       d2 = (xc-xr);
202c4762a1bSJed Brown       d3 = (xc-xt);
203c4762a1bSJed Brown       d4 = (xc-xb);
204c4762a1bSJed Brown       d5 = (xr-xrb);
205c4762a1bSJed Brown       d6 = (xrb-xb);
206c4762a1bSJed Brown       d7 = (xlt-xl);
207c4762a1bSJed Brown       d8 = (xt-xlt);
208c4762a1bSJed Brown 
209c4762a1bSJed Brown       df1dxc = d1*hydhx;
210c4762a1bSJed Brown       df2dxc = ( d1*hydhx + d4*hxdhy );
211c4762a1bSJed Brown       df3dxc = d3*hxdhy;
212c4762a1bSJed Brown       df4dxc = ( d2*hydhx + d3*hxdhy );
213c4762a1bSJed Brown       df5dxc = d2*hydhx;
214c4762a1bSJed Brown       df6dxc = d4*hxdhy;
215c4762a1bSJed Brown 
216c4762a1bSJed Brown       d1 *= rhx;
217c4762a1bSJed Brown       d2 *= rhx;
218c4762a1bSJed Brown       d3 *= rhy;
219c4762a1bSJed Brown       d4 *= rhy;
220c4762a1bSJed Brown       d5 *= rhy;
221c4762a1bSJed Brown       d6 *= rhx;
222c4762a1bSJed Brown       d7 *= rhy;
223c4762a1bSJed Brown       d8 *= rhx;
224c4762a1bSJed Brown 
225c4762a1bSJed Brown       f1 = PetscSqrtScalar( 1.0 + d1*d1 + d7*d7);
226c4762a1bSJed Brown       f2 = PetscSqrtScalar( 1.0 + d1*d1 + d4*d4);
227c4762a1bSJed Brown       f3 = PetscSqrtScalar( 1.0 + d3*d3 + d8*d8);
228c4762a1bSJed Brown       f4 = PetscSqrtScalar( 1.0 + d3*d3 + d2*d2);
229c4762a1bSJed Brown       f5 = PetscSqrtScalar( 1.0 + d2*d2 + d5*d5);
230c4762a1bSJed Brown       f6 = PetscSqrtScalar( 1.0 + d4*d4 + d6*d6);
231c4762a1bSJed Brown 
232c4762a1bSJed Brown       ft = ft + (f2 + f4);
233c4762a1bSJed Brown 
234c4762a1bSJed Brown       df1dxc /= f1;
235c4762a1bSJed Brown       df2dxc /= f2;
236c4762a1bSJed Brown       df3dxc /= f3;
237c4762a1bSJed Brown       df4dxc /= f4;
238c4762a1bSJed Brown       df5dxc /= f5;
239c4762a1bSJed Brown       df6dxc /= f6;
240c4762a1bSJed Brown 
241c4762a1bSJed Brown       g[row] = (df1dxc+df2dxc+df3dxc+df4dxc+df5dxc+df6dxc )/2.0;
242c4762a1bSJed Brown     }
243c4762a1bSJed Brown   }
244c4762a1bSJed Brown 
245c4762a1bSJed Brown   for (j=0; j<my; j++){   /* left side */
246c4762a1bSJed Brown     d3 = (user->left[j+1] - user->left[j+2])*rhy;
247c4762a1bSJed Brown     d2 = (user->left[j+1] - x[j*mx])*rhx;
248c4762a1bSJed Brown     ft = ft+PetscSqrtScalar( 1.0 + d3*d3 + d2*d2);
249c4762a1bSJed Brown   }
250c4762a1bSJed Brown 
251c4762a1bSJed Brown   for (i=0; i<mx; i++){ /* bottom */
252c4762a1bSJed Brown     d2 = (user->bottom[i+1]-user->bottom[i+2])*rhx;
253c4762a1bSJed Brown     d3 = (user->bottom[i+1]-x[i])*rhy;
254c4762a1bSJed Brown     ft = ft+PetscSqrtScalar( 1.0 + d3*d3 + d2*d2);
255c4762a1bSJed Brown   }
256c4762a1bSJed Brown 
257c4762a1bSJed Brown   for (j=0; j< my; j++){ /* right side */
258c4762a1bSJed Brown     d1 = (x[(j+1)*mx-1]-user->right[j+1])*rhx;
259c4762a1bSJed Brown     d4 = (user->right[j]-user->right[j+1])*rhy;
260c4762a1bSJed Brown     ft = ft+PetscSqrtScalar( 1.0 + d1*d1 + d4*d4);
261c4762a1bSJed Brown   }
262c4762a1bSJed Brown 
263c4762a1bSJed Brown   for (i=0; i<mx; i++){ /* top side */
264c4762a1bSJed Brown     d1 = (x[(my-1)*mx + i] - user->top[i+1])*rhy;
265c4762a1bSJed Brown     d4 = (user->top[i+1] - user->top[i])*rhx;
266c4762a1bSJed Brown     ft = ft+PetscSqrtScalar( 1.0 + d1*d1 + d4*d4);
267c4762a1bSJed Brown   }
268c4762a1bSJed Brown 
269c4762a1bSJed Brown   /* Bottom left corner */
270c4762a1bSJed Brown   d1  = (user->left[0]-user->left[1])*rhy;
271c4762a1bSJed Brown   d2  = (user->bottom[0]-user->bottom[1])*rhx;
272c4762a1bSJed Brown   ft += PetscSqrtScalar( 1.0 + d1*d1 + d2*d2);
273c4762a1bSJed Brown 
274c4762a1bSJed Brown   /* Top right corner */
275c4762a1bSJed Brown   d1  = (user->right[my+1] - user->right[my])*rhy;
276c4762a1bSJed Brown   d2  = (user->top[mx+1] - user->top[mx])*rhx;
277c4762a1bSJed Brown   ft += PetscSqrtScalar( 1.0 + d1*d1 + d2*d2);
278c4762a1bSJed Brown 
279c4762a1bSJed Brown   (*fcn)=ft*area;
280c4762a1bSJed Brown 
281c4762a1bSJed Brown   /* Restore vectors */
282c4762a1bSJed Brown   ierr = VecRestoreArrayRead(X,&x);CHKERRQ(ierr);
283c4762a1bSJed Brown   ierr = VecRestoreArray(G,&g);CHKERRQ(ierr);
284*ca0c957dSBarry Smith   ierr = PetscLogFlops(67.0*mx*my);CHKERRQ(ierr);
285c4762a1bSJed Brown   PetscFunctionReturn(0);
286c4762a1bSJed Brown }
287c4762a1bSJed Brown 
288c4762a1bSJed Brown /* ------------------------------------------------------------------- */
289c4762a1bSJed Brown /*
290c4762a1bSJed Brown    FormHessian - Evaluates the Hessian matrix.
291c4762a1bSJed Brown 
292c4762a1bSJed Brown    Input Parameters:
293c4762a1bSJed Brown .  tao  - the Tao context
294c4762a1bSJed Brown .  x    - input vector
295c4762a1bSJed Brown .  ptr  - optional user-defined context, as set by TaoSetHessian()
296c4762a1bSJed Brown 
297c4762a1bSJed Brown    Output Parameters:
298c4762a1bSJed Brown .  H    - Hessian matrix
299c4762a1bSJed Brown .  Hpre - optionally different preconditioning matrix
300c4762a1bSJed Brown .  flg  - flag indicating matrix structure
301c4762a1bSJed Brown 
302c4762a1bSJed Brown */
303c4762a1bSJed Brown PetscErrorCode FormHessian(Tao tao,Vec X,Mat H, Mat Hpre, void *ptr)
304c4762a1bSJed Brown {
305c4762a1bSJed Brown   PetscErrorCode ierr;
306c4762a1bSJed Brown   AppCtx         *user = (AppCtx *) ptr;
307c4762a1bSJed Brown 
308c4762a1bSJed Brown   PetscFunctionBeginUser;
309c4762a1bSJed Brown   /* Evaluate the Hessian entries*/
310c4762a1bSJed Brown   ierr = QuadraticH(user,X,H);CHKERRQ(ierr);
311c4762a1bSJed Brown   PetscFunctionReturn(0);
312c4762a1bSJed Brown }
313c4762a1bSJed Brown 
314c4762a1bSJed Brown /* ------------------------------------------------------------------- */
315c4762a1bSJed Brown /*
316c4762a1bSJed Brown    QuadraticH - Evaluates the Hessian matrix.
317c4762a1bSJed Brown 
318c4762a1bSJed Brown    Input Parameters:
319c4762a1bSJed Brown .  user - user-defined context, as set by TaoSetHessian()
320c4762a1bSJed Brown .  X    - input vector
321c4762a1bSJed Brown 
322c4762a1bSJed Brown    Output Parameter:
323c4762a1bSJed Brown .  H    - Hessian matrix
324c4762a1bSJed Brown */
325c4762a1bSJed Brown PetscErrorCode QuadraticH(AppCtx *user, Vec X, Mat Hessian)
326c4762a1bSJed Brown {
327c4762a1bSJed Brown   PetscErrorCode    ierr;
328c4762a1bSJed Brown   PetscInt          i,j,k,row;
329c4762a1bSJed Brown   PetscInt          mx=user->mx, my=user->my;
330c4762a1bSJed Brown   PetscInt          col[7];
331c4762a1bSJed Brown   PetscReal         hx=1.0/(mx+1), hy=1.0/(my+1), hydhx=hy/hx, hxdhy=hx/hy;
332c4762a1bSJed Brown   PetscReal         rhx=mx+1, rhy=my+1;
333c4762a1bSJed Brown   PetscReal         f1,f2,f3,f4,f5,f6,d1,d2,d3,d4,d5,d6,d7,d8,xc,xl,xr,xt,xb,xlt,xrb;
334c4762a1bSJed Brown   PetscReal         hl,hr,ht,hb,hc,htl,hbr;
335c4762a1bSJed Brown   const PetscScalar *x;
336c4762a1bSJed Brown   PetscReal         v[7];
337c4762a1bSJed Brown 
338c4762a1bSJed Brown   /* Get pointers to vector data */
339c4762a1bSJed Brown   ierr = VecGetArrayRead(X,&x);CHKERRQ(ierr);
340c4762a1bSJed Brown 
341c4762a1bSJed Brown   /* Initialize matrix entries to zero */
342c4762a1bSJed Brown   ierr = MatZeroEntries(Hessian); CHKERRQ(ierr);
343c4762a1bSJed Brown 
344c4762a1bSJed Brown   /* Set various matrix options */
345c4762a1bSJed Brown   ierr = MatSetOption(Hessian,MAT_IGNORE_OFF_PROC_ENTRIES,PETSC_TRUE);CHKERRQ(ierr);
346c4762a1bSJed Brown 
347c4762a1bSJed Brown   /* Compute Hessian over the locally owned part of the mesh */
348c4762a1bSJed Brown   for (i=0; i< mx; i++){
349c4762a1bSJed Brown     for (j=0; j<my; j++){
350c4762a1bSJed Brown 
351c4762a1bSJed Brown       row=(j)*mx + (i);
352c4762a1bSJed Brown 
353c4762a1bSJed Brown       xc = x[row];
354c4762a1bSJed Brown       xlt=xrb=xl=xr=xb=xt=xc;
355c4762a1bSJed Brown 
356c4762a1bSJed Brown       /* Left side */
357c4762a1bSJed Brown       if (i==0){
358c4762a1bSJed Brown         xl= user->left[j+1];
359c4762a1bSJed Brown         xlt = user->left[j+2];
360c4762a1bSJed Brown       } else {
361c4762a1bSJed Brown         xl = x[row-1];
362c4762a1bSJed Brown       }
363c4762a1bSJed Brown 
364c4762a1bSJed Brown       if (j==0){
365c4762a1bSJed Brown         xb=user->bottom[i+1];
366c4762a1bSJed Brown         xrb = user->bottom[i+2];
367c4762a1bSJed Brown       } else {
368c4762a1bSJed Brown         xb = x[row-mx];
369c4762a1bSJed Brown       }
370c4762a1bSJed Brown 
371c4762a1bSJed Brown       if (i+1 == mx){
372c4762a1bSJed Brown         xr=user->right[j+1];
373c4762a1bSJed Brown         xrb = user->right[j];
374c4762a1bSJed Brown       } else {
375c4762a1bSJed Brown         xr = x[row+1];
376c4762a1bSJed Brown       }
377c4762a1bSJed Brown 
378c4762a1bSJed Brown       if (j+1==my){
379c4762a1bSJed Brown         xt=user->top[i+1];
380c4762a1bSJed Brown         xlt = user->top[i];
381c4762a1bSJed Brown       }else {
382c4762a1bSJed Brown         xt = x[row+mx];
383c4762a1bSJed Brown       }
384c4762a1bSJed Brown 
385c4762a1bSJed Brown       if (i>0 && j+1<my){
386c4762a1bSJed Brown         xlt = x[row-1+mx];
387c4762a1bSJed Brown       }
388c4762a1bSJed Brown       if (j>0 && i+1<mx){
389c4762a1bSJed Brown         xrb = x[row+1-mx];
390c4762a1bSJed Brown       }
391c4762a1bSJed Brown 
392c4762a1bSJed Brown 
393c4762a1bSJed Brown       d1 = (xc-xl)*rhx;
394c4762a1bSJed Brown       d2 = (xc-xr)*rhx;
395c4762a1bSJed Brown       d3 = (xc-xt)*rhy;
396c4762a1bSJed Brown       d4 = (xc-xb)*rhy;
397c4762a1bSJed Brown       d5 = (xrb-xr)*rhy;
398c4762a1bSJed Brown       d6 = (xrb-xb)*rhx;
399c4762a1bSJed Brown       d7 = (xlt-xl)*rhy;
400c4762a1bSJed Brown       d8 = (xlt-xt)*rhx;
401c4762a1bSJed Brown 
402c4762a1bSJed Brown       f1 = PetscSqrtScalar( 1.0 + d1*d1 + d7*d7);
403c4762a1bSJed Brown       f2 = PetscSqrtScalar( 1.0 + d1*d1 + d4*d4);
404c4762a1bSJed Brown       f3 = PetscSqrtScalar( 1.0 + d3*d3 + d8*d8);
405c4762a1bSJed Brown       f4 = PetscSqrtScalar( 1.0 + d3*d3 + d2*d2);
406c4762a1bSJed Brown       f5 = PetscSqrtScalar( 1.0 + d2*d2 + d5*d5);
407c4762a1bSJed Brown       f6 = PetscSqrtScalar( 1.0 + d4*d4 + d6*d6);
408c4762a1bSJed Brown 
409c4762a1bSJed Brown 
410c4762a1bSJed Brown       hl = (-hydhx*(1.0+d7*d7)+d1*d7)/(f1*f1*f1)+(-hydhx*(1.0+d4*d4)+d1*d4)/(f2*f2*f2);
411c4762a1bSJed Brown       hr = (-hydhx*(1.0+d5*d5)+d2*d5)/(f5*f5*f5)+(-hydhx*(1.0+d3*d3)+d2*d3)/(f4*f4*f4);
412c4762a1bSJed Brown       ht = (-hxdhy*(1.0+d8*d8)+d3*d8)/(f3*f3*f3)+(-hxdhy*(1.0+d2*d2)+d2*d3)/(f4*f4*f4);
413c4762a1bSJed Brown       hb = (-hxdhy*(1.0+d6*d6)+d4*d6)/(f6*f6*f6)+(-hxdhy*(1.0+d1*d1)+d1*d4)/(f2*f2*f2);
414c4762a1bSJed Brown 
415c4762a1bSJed Brown       hbr = -d2*d5/(f5*f5*f5) - d4*d6/(f6*f6*f6);
416c4762a1bSJed Brown       htl = -d1*d7/(f1*f1*f1) - d3*d8/(f3*f3*f3);
417c4762a1bSJed Brown 
418c4762a1bSJed 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) +
419c4762a1bSJed 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);
420c4762a1bSJed Brown 
421c4762a1bSJed Brown       hl*=0.5; hr*=0.5; ht*=0.5; hb*=0.5; hbr*=0.5; htl*=0.5;  hc*=0.5;
422c4762a1bSJed Brown 
423c4762a1bSJed Brown       k=0;
424c4762a1bSJed Brown       if (j>0){
425c4762a1bSJed Brown         v[k]=hb; col[k]=row - mx; k++;
426c4762a1bSJed Brown       }
427c4762a1bSJed Brown 
428c4762a1bSJed Brown       if (j>0 && i < mx -1){
429c4762a1bSJed Brown         v[k]=hbr; col[k]=row - mx+1; k++;
430c4762a1bSJed Brown       }
431c4762a1bSJed Brown 
432c4762a1bSJed Brown       if (i>0){
433c4762a1bSJed Brown         v[k]= hl; col[k]=row - 1; k++;
434c4762a1bSJed Brown       }
435c4762a1bSJed Brown 
436c4762a1bSJed Brown       v[k]= hc; col[k]=row; k++;
437c4762a1bSJed Brown 
438c4762a1bSJed Brown       if (i < mx-1 ){
439c4762a1bSJed Brown         v[k]= hr; col[k]=row+1; k++;
440c4762a1bSJed Brown       }
441c4762a1bSJed Brown 
442c4762a1bSJed Brown       if (i>0 && j < my-1 ){
443c4762a1bSJed Brown         v[k]= htl; col[k] = row+mx-1; k++;
444c4762a1bSJed Brown       }
445c4762a1bSJed Brown 
446c4762a1bSJed Brown       if (j < my-1 ){
447c4762a1bSJed Brown         v[k]= ht; col[k] = row+mx; k++;
448c4762a1bSJed Brown       }
449c4762a1bSJed Brown 
450c4762a1bSJed Brown       /*
451c4762a1bSJed Brown          Set matrix values using local numbering, which was defined
452c4762a1bSJed Brown          earlier, in the main routine.
453c4762a1bSJed Brown       */
454c4762a1bSJed Brown       ierr = MatSetValues(Hessian,1,&row,k,col,v,INSERT_VALUES);CHKERRQ(ierr);
455c4762a1bSJed Brown     }
456c4762a1bSJed Brown   }
457c4762a1bSJed Brown 
458c4762a1bSJed Brown   /* Restore vectors */
459c4762a1bSJed Brown   ierr = VecRestoreArrayRead(X,&x);CHKERRQ(ierr);
460c4762a1bSJed Brown 
461c4762a1bSJed Brown   /* Assemble the matrix */
462c4762a1bSJed Brown   ierr = MatAssemblyBegin(Hessian,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
463c4762a1bSJed Brown   ierr = MatAssemblyEnd(Hessian,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
464c4762a1bSJed Brown 
465*ca0c957dSBarry Smith   ierr = PetscLogFlops(199.0*mx*my);CHKERRQ(ierr);
466c4762a1bSJed Brown   PetscFunctionReturn(0);
467c4762a1bSJed Brown }
468c4762a1bSJed Brown 
469c4762a1bSJed Brown /* ------------------------------------------------------------------- */
470c4762a1bSJed Brown /*
471c4762a1bSJed Brown    MSA_BoundaryConditions -  Calculates the boundary conditions for
472c4762a1bSJed Brown    the region.
473c4762a1bSJed Brown 
474c4762a1bSJed Brown    Input Parameter:
475c4762a1bSJed Brown .  user - user-defined application context
476c4762a1bSJed Brown 
477c4762a1bSJed Brown    Output Parameter:
478c4762a1bSJed Brown .  user - user-defined application context
479c4762a1bSJed Brown */
480c4762a1bSJed Brown static PetscErrorCode MSA_BoundaryConditions(AppCtx * user)
481c4762a1bSJed Brown {
482c4762a1bSJed Brown   PetscErrorCode ierr;
483c4762a1bSJed Brown   PetscInt       i,j,k,limit=0;
484c4762a1bSJed Brown   PetscInt       maxits=5;
485c4762a1bSJed Brown   PetscInt       mx=user->mx,my=user->my;
486c4762a1bSJed Brown   PetscInt       bsize=0, lsize=0, tsize=0, rsize=0;
487c4762a1bSJed Brown   PetscReal      one=1.0, two=2.0, three=3.0, tol=1e-10;
488c4762a1bSJed Brown   PetscReal      fnorm,det,hx,hy,xt=0,yt=0;
489c4762a1bSJed Brown   PetscReal      u1,u2,nf1,nf2,njac11,njac12,njac21,njac22;
490c4762a1bSJed Brown   PetscReal      b=-0.5, t=0.5, l=-0.5, r=0.5;
491c4762a1bSJed Brown   PetscReal      *boundary;
492c4762a1bSJed Brown 
493c4762a1bSJed Brown   PetscFunctionBeginUser;
494c4762a1bSJed Brown   bsize=mx+2; lsize=my+2; rsize=my+2; tsize=mx+2;
495c4762a1bSJed Brown 
496c4762a1bSJed Brown   ierr = PetscMalloc1(bsize,&user->bottom);CHKERRQ(ierr);
497c4762a1bSJed Brown   ierr = PetscMalloc1(tsize,&user->top);CHKERRQ(ierr);
498c4762a1bSJed Brown   ierr = PetscMalloc1(lsize,&user->left);CHKERRQ(ierr);
499c4762a1bSJed Brown   ierr = PetscMalloc1(rsize,&user->right);CHKERRQ(ierr);
500c4762a1bSJed Brown 
501c4762a1bSJed Brown   hx= (r-l)/(mx+1); hy=(t-b)/(my+1);
502c4762a1bSJed Brown 
503c4762a1bSJed Brown   for (j=0; j<4; j++){
504c4762a1bSJed Brown     if (j==0){
505c4762a1bSJed Brown       yt=b;
506c4762a1bSJed Brown       xt=l;
507c4762a1bSJed Brown       limit=bsize;
508c4762a1bSJed Brown       boundary=user->bottom;
509c4762a1bSJed Brown     } else if (j==1){
510c4762a1bSJed Brown       yt=t;
511c4762a1bSJed Brown       xt=l;
512c4762a1bSJed Brown       limit=tsize;
513c4762a1bSJed Brown       boundary=user->top;
514c4762a1bSJed Brown     } else if (j==2){
515c4762a1bSJed Brown       yt=b;
516c4762a1bSJed Brown       xt=l;
517c4762a1bSJed Brown       limit=lsize;
518c4762a1bSJed Brown       boundary=user->left;
519c4762a1bSJed Brown     } else {  /*  if (j==3) */
520c4762a1bSJed Brown       yt=b;
521c4762a1bSJed Brown       xt=r;
522c4762a1bSJed Brown       limit=rsize;
523c4762a1bSJed Brown       boundary=user->right;
524c4762a1bSJed Brown     }
525c4762a1bSJed Brown 
526c4762a1bSJed Brown     for (i=0; i<limit; i++){
527c4762a1bSJed Brown       u1=xt;
528c4762a1bSJed Brown       u2=-yt;
529c4762a1bSJed Brown       for (k=0; k<maxits; k++){
530c4762a1bSJed Brown         nf1=u1 + u1*u2*u2 - u1*u1*u1/three-xt;
531c4762a1bSJed Brown         nf2=-u2 - u1*u1*u2 + u2*u2*u2/three-yt;
532c4762a1bSJed Brown         fnorm=PetscSqrtScalar(nf1*nf1+nf2*nf2);
533c4762a1bSJed Brown         if (fnorm <= tol) break;
534c4762a1bSJed Brown         njac11=one+u2*u2-u1*u1;
535c4762a1bSJed Brown         njac12=two*u1*u2;
536c4762a1bSJed Brown         njac21=-two*u1*u2;
537c4762a1bSJed Brown         njac22=-one - u1*u1 + u2*u2;
538c4762a1bSJed Brown         det = njac11*njac22-njac21*njac12;
539c4762a1bSJed Brown         u1 = u1-(njac22*nf1-njac12*nf2)/det;
540c4762a1bSJed Brown         u2 = u2-(njac11*nf2-njac21*nf1)/det;
541c4762a1bSJed Brown       }
542c4762a1bSJed Brown 
543c4762a1bSJed Brown       boundary[i]=u1*u1-u2*u2;
544c4762a1bSJed Brown       if (j==0 || j==1) {
545c4762a1bSJed Brown         xt=xt+hx;
546c4762a1bSJed Brown       } else { /*  if (j==2 || j==3) */
547c4762a1bSJed Brown         yt=yt+hy;
548c4762a1bSJed Brown       }
549c4762a1bSJed Brown     }
550c4762a1bSJed Brown   }
551c4762a1bSJed Brown   PetscFunctionReturn(0);
552c4762a1bSJed Brown }
553c4762a1bSJed Brown 
554c4762a1bSJed Brown /* ------------------------------------------------------------------- */
555c4762a1bSJed Brown /*
556c4762a1bSJed Brown    MSA_InitialPoint - Calculates the initial guess in one of three ways.
557c4762a1bSJed Brown 
558c4762a1bSJed Brown    Input Parameters:
559c4762a1bSJed Brown .  user - user-defined application context
560c4762a1bSJed Brown .  X - vector for initial guess
561c4762a1bSJed Brown 
562c4762a1bSJed Brown    Output Parameters:
563c4762a1bSJed Brown .  X - newly computed initial guess
564c4762a1bSJed Brown */
565c4762a1bSJed Brown static PetscErrorCode MSA_InitialPoint(AppCtx * user, Vec X)
566c4762a1bSJed Brown {
567c4762a1bSJed Brown   PetscInt       start=-1,i,j;
568c4762a1bSJed Brown   PetscErrorCode ierr;
569c4762a1bSJed Brown   PetscReal      zero=0.0;
570c4762a1bSJed Brown   PetscBool      flg;
571c4762a1bSJed Brown 
572c4762a1bSJed Brown   PetscFunctionBeginUser;
573c4762a1bSJed Brown   ierr = VecSet(X, zero);CHKERRQ(ierr);
574c4762a1bSJed Brown   ierr = PetscOptionsGetInt(NULL,NULL,"-start",&start,&flg);CHKERRQ(ierr);
575c4762a1bSJed Brown 
576c4762a1bSJed Brown   if (flg && start==0){ /* The zero vector is reasonable */
577c4762a1bSJed Brown      ierr = VecSet(X, zero);CHKERRQ(ierr);
578c4762a1bSJed Brown    } else { /* Take an average of the boundary conditions */
579c4762a1bSJed Brown     PetscInt    row;
580c4762a1bSJed Brown     PetscInt    mx=user->mx,my=user->my;
581c4762a1bSJed Brown     PetscReal *x;
582c4762a1bSJed Brown 
583c4762a1bSJed Brown     /* Get pointers to vector data */
584c4762a1bSJed Brown     ierr = VecGetArray(X,&x);CHKERRQ(ierr);
585c4762a1bSJed Brown     /* Perform local computations */
586c4762a1bSJed Brown     for (j=0; j<my; j++){
587c4762a1bSJed Brown       for (i=0; i< mx; i++){
588c4762a1bSJed Brown         row=(j)*mx + (i);
589c4762a1bSJed 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;
590c4762a1bSJed Brown       }
591c4762a1bSJed Brown     }
592c4762a1bSJed Brown     /* Restore vectors */
593c4762a1bSJed Brown     ierr = VecRestoreArray(X,&x);CHKERRQ(ierr);
594c4762a1bSJed Brown   }
595c4762a1bSJed Brown   PetscFunctionReturn(0);
596c4762a1bSJed Brown }
597c4762a1bSJed Brown 
598c4762a1bSJed Brown 
599c4762a1bSJed Brown /*TEST
600c4762a1bSJed Brown 
601c4762a1bSJed Brown    build:
602c4762a1bSJed Brown       requires: !complex
603c4762a1bSJed Brown 
604c4762a1bSJed Brown    test:
605c4762a1bSJed Brown       args: -tao_smonitor -tao_type nls -mx 10 -my 8 -tao_gatol 1.e-4
606c4762a1bSJed Brown       requires: !single
607c4762a1bSJed Brown 
608c4762a1bSJed Brown    test:
609c4762a1bSJed Brown       suffix: 2
610c4762a1bSJed Brown       args: -tao_smonitor -tao_type bmrm -mx 10 -my 8 -tao_gatol 1.e-3
611c4762a1bSJed Brown       requires: !single
612c4762a1bSJed Brown 
613c4762a1bSJed Brown    test:
614c4762a1bSJed Brown       suffix: 3
615c4762a1bSJed Brown       args: -tao_smonitor -tao_type lmvm -mx 10 -my 8 -tao_gatol 1.e-3
616c4762a1bSJed Brown       requires: !single
617c4762a1bSJed Brown 
618c4762a1bSJed Brown    test:
619c4762a1bSJed Brown       suffix: 4
620c4762a1bSJed Brown       args: -tao_smonitor -tao_type bntr -mx 10 -my 8 -tao_gatol 1.e-4
621c4762a1bSJed Brown       requires: !single
622c4762a1bSJed Brown 
623c4762a1bSJed Brown    test:
624c4762a1bSJed Brown       suffix: 5
625c4762a1bSJed Brown       args: -tao_smonitor -tao_type bntl -mx 10 -my 8 -tao_gatol 1.e-4
626c4762a1bSJed Brown       requires: !single
627c4762a1bSJed Brown 
628c4762a1bSJed Brown    test:
629c4762a1bSJed Brown       suffix: 6
630c4762a1bSJed Brown       args: -tao_smonitor -tao_type bnls -mx 10 -my 8 -tao_gatol 1.e-4
631c4762a1bSJed Brown       requires: !single
632c4762a1bSJed Brown 
633c4762a1bSJed Brown    test:
634c4762a1bSJed Brown       suffix: 7
635c4762a1bSJed Brown       args: -tao_smonitor -tao_type bntr -mx 10 -my 8 -tao_bnk_max_cg_its 3 -tao_gatol 1.e-4
636c4762a1bSJed Brown       requires: !single
637c4762a1bSJed Brown 
638c4762a1bSJed Brown    test:
639c4762a1bSJed Brown       suffix: 8
640c4762a1bSJed Brown       args: -tao_smonitor -tao_type bntl -mx 10 -my 8 -tao_bnk_max_cg_its 3 -tao_gatol 1.e-4
641c4762a1bSJed Brown       requires: !single
642c4762a1bSJed Brown 
643c4762a1bSJed Brown    test:
644c4762a1bSJed Brown       suffix: 9
645c4762a1bSJed Brown       args: -tao_smonitor -tao_type bnls -mx 10 -my 8 -tao_bnk_max_cg_its 3 -tao_gatol 1.e-4
646c4762a1bSJed Brown       requires: !single
647c4762a1bSJed Brown 
648c4762a1bSJed Brown TEST*/
649