114d0ab18SJacob Faibussowitsch #include <petsc/private/tsimpl.h> /*I <petscts.h> I*/ 2814e85d6SHong Zhang #include <petscdraw.h> 3814e85d6SHong Zhang 433f72c5dSHong Zhang PetscLogEvent TS_AdjointStep, TS_ForwardStep, TS_JacobianPEval; 5814e85d6SHong Zhang 67f59fb53SHong Zhang /* #define TSADJOINT_STAGE */ 77f59fb53SHong Zhang 8814e85d6SHong Zhang /* ------------------------ Sensitivity Context ---------------------------*/ 9814e85d6SHong Zhang 10814e85d6SHong Zhang /*@C 11b5b4017aSHong Zhang TSSetRHSJacobianP - Sets the function that computes the Jacobian of G w.r.t. the parameters P where U_t = G(U,P,t), as well as the location to store the matrix. 12814e85d6SHong Zhang 13c3339decSBarry Smith Logically Collective 14814e85d6SHong Zhang 15814e85d6SHong Zhang Input Parameters: 16bcf0153eSBarry Smith + ts - `TS` context obtained from `TSCreate()` 17b5b4017aSHong Zhang . Amat - JacobianP matrix 18b5b4017aSHong Zhang . func - function 19b5b4017aSHong Zhang - ctx - [optional] user-defined function context 20814e85d6SHong Zhang 21814e85d6SHong Zhang Level: intermediate 22814e85d6SHong Zhang 23bcf0153eSBarry Smith Note: 2414d0ab18SJacob Faibussowitsch `Amat` has the same number of rows and the same row parallel layout as `u`, `Amat` has the same number of columns and parallel layout as `p` 25814e85d6SHong Zhang 2614d0ab18SJacob Faibussowitsch .seealso: [](ch_ts), `TS`, `TSRHSJacobianP`, `TSGetRHSJacobianP()` 27814e85d6SHong Zhang @*/ 2814d0ab18SJacob Faibussowitsch PetscErrorCode TSSetRHSJacobianP(TS ts, Mat Amat, TSRHSJacobianP func, void *ctx) 29d71ae5a4SJacob Faibussowitsch { 30814e85d6SHong Zhang PetscFunctionBegin; 31814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 32814e85d6SHong Zhang PetscValidHeaderSpecific(Amat, MAT_CLASSID, 2); 33814e85d6SHong Zhang 34814e85d6SHong Zhang ts->rhsjacobianp = func; 35814e85d6SHong Zhang ts->rhsjacobianpctx = ctx; 36814e85d6SHong Zhang if (Amat) { 379566063dSJacob Faibussowitsch PetscCall(PetscObjectReference((PetscObject)Amat)); 389566063dSJacob Faibussowitsch PetscCall(MatDestroy(&ts->Jacprhs)); 3933f72c5dSHong Zhang ts->Jacprhs = Amat; 40814e85d6SHong Zhang } 413ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 42814e85d6SHong Zhang } 43814e85d6SHong Zhang 44814e85d6SHong Zhang /*@C 45cd4cee2dSHong Zhang TSGetRHSJacobianP - Gets the function that computes the Jacobian of G w.r.t. the parameters P where U_t = G(U,P,t), as well as the location to store the matrix. 46cd4cee2dSHong Zhang 47c3339decSBarry Smith Logically Collective 48cd4cee2dSHong Zhang 49f899ff85SJose E. Roman Input Parameter: 50bcf0153eSBarry Smith . ts - `TS` context obtained from `TSCreate()` 51cd4cee2dSHong Zhang 52cd4cee2dSHong Zhang Output Parameters: 53cd4cee2dSHong Zhang + Amat - JacobianP matrix 54cd4cee2dSHong Zhang . func - function 55cd4cee2dSHong Zhang - ctx - [optional] user-defined function context 56cd4cee2dSHong Zhang 57cd4cee2dSHong Zhang Level: intermediate 58cd4cee2dSHong Zhang 59bcf0153eSBarry Smith Note: 6014d0ab18SJacob Faibussowitsch `Amat` has the same number of rows and the same row parallel layout as `u`, `Amat` has the same number of columns and parallel layout as `p` 61cd4cee2dSHong Zhang 62*42747ad1SJacob Faibussowitsch .seealso: [](ch_ts), `TSSetRHSJacobianP()`, `TS`, `TSRHSJacobianP` 63cd4cee2dSHong Zhang @*/ 6414d0ab18SJacob Faibussowitsch PetscErrorCode TSGetRHSJacobianP(TS ts, Mat *Amat, TSRHSJacobianP *func, void **ctx) 65d71ae5a4SJacob Faibussowitsch { 66cd4cee2dSHong Zhang PetscFunctionBegin; 67cd4cee2dSHong Zhang if (func) *func = ts->rhsjacobianp; 68cd4cee2dSHong Zhang if (ctx) *ctx = ts->rhsjacobianpctx; 69cd4cee2dSHong Zhang if (Amat) *Amat = ts->Jacprhs; 703ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 71cd4cee2dSHong Zhang } 72cd4cee2dSHong Zhang 73cd4cee2dSHong Zhang /*@C 74814e85d6SHong Zhang TSComputeRHSJacobianP - Runs the user-defined JacobianP function. 75814e85d6SHong Zhang 76c3339decSBarry Smith Collective 77814e85d6SHong Zhang 78814e85d6SHong Zhang Input Parameters: 792fe279fdSBarry Smith + ts - The `TS` context obtained from `TSCreate()` 802fe279fdSBarry Smith . t - the time 812fe279fdSBarry Smith - U - the solution at which to compute the Jacobian 822fe279fdSBarry Smith 832fe279fdSBarry Smith Output Parameter: 842fe279fdSBarry Smith . Amat - the computed Jacobian 85814e85d6SHong Zhang 86814e85d6SHong Zhang Level: developer 87814e85d6SHong Zhang 881cc06b55SBarry Smith .seealso: [](ch_ts), `TSSetRHSJacobianP()`, `TS` 89814e85d6SHong Zhang @*/ 90d71ae5a4SJacob Faibussowitsch PetscErrorCode TSComputeRHSJacobianP(TS ts, PetscReal t, Vec U, Mat Amat) 91d71ae5a4SJacob Faibussowitsch { 92814e85d6SHong Zhang PetscFunctionBegin; 933ba16761SJacob Faibussowitsch if (!Amat) PetscFunctionReturn(PETSC_SUCCESS); 94814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 95c9ad9de0SHong Zhang PetscValidHeaderSpecific(U, VEC_CLASSID, 3); 96814e85d6SHong Zhang 9780ab5e31SHong Zhang if (ts->rhsjacobianp) PetscCallBack("TS callback JacobianP for sensitivity analysis", (*ts->rhsjacobianp)(ts, t, U, Amat, ts->rhsjacobianpctx)); 9880ab5e31SHong Zhang else { 9980ab5e31SHong Zhang PetscBool assembled; 10080ab5e31SHong Zhang PetscCall(MatZeroEntries(Amat)); 10180ab5e31SHong Zhang PetscCall(MatAssembled(Amat, &assembled)); 10280ab5e31SHong Zhang if (!assembled) { 10380ab5e31SHong Zhang PetscCall(MatAssemblyBegin(Amat, MAT_FINAL_ASSEMBLY)); 10480ab5e31SHong Zhang PetscCall(MatAssemblyEnd(Amat, MAT_FINAL_ASSEMBLY)); 10580ab5e31SHong Zhang } 10680ab5e31SHong Zhang } 1073ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 108814e85d6SHong Zhang } 109814e85d6SHong Zhang 110814e85d6SHong Zhang /*@C 11133f72c5dSHong Zhang TSSetIJacobianP - Sets the function that computes the Jacobian of F w.r.t. the parameters P where F(Udot,U,t) = G(U,P,t), as well as the location to store the matrix. 11233f72c5dSHong Zhang 113c3339decSBarry Smith Logically Collective 11433f72c5dSHong Zhang 11533f72c5dSHong Zhang Input Parameters: 116bcf0153eSBarry Smith + ts - `TS` context obtained from `TSCreate()` 11733f72c5dSHong Zhang . Amat - JacobianP matrix 11833f72c5dSHong Zhang . func - function 11933f72c5dSHong Zhang - ctx - [optional] user-defined function context 12033f72c5dSHong Zhang 12120f4b53cSBarry Smith Calling sequence of `func`: 12214d0ab18SJacob Faibussowitsch + ts - the `TS` context 12314d0ab18SJacob Faibussowitsch . t - current timestep 12433f72c5dSHong Zhang . U - input vector (current ODE solution) 12533f72c5dSHong Zhang . Udot - time derivative of state vector 12633f72c5dSHong Zhang . shift - shift to apply, see note below 12733f72c5dSHong Zhang . A - output matrix 12833f72c5dSHong Zhang - ctx - [optional] user-defined function context 12933f72c5dSHong Zhang 13033f72c5dSHong Zhang Level: intermediate 13133f72c5dSHong Zhang 132bcf0153eSBarry Smith Note: 13333f72c5dSHong Zhang Amat has the same number of rows and the same row parallel layout as u, Amat has the same number of columns and parallel layout as p 13433f72c5dSHong Zhang 1351cc06b55SBarry Smith .seealso: [](ch_ts), `TSSetRHSJacobianP()`, `TS` 13633f72c5dSHong Zhang @*/ 13714d0ab18SJacob Faibussowitsch PetscErrorCode TSSetIJacobianP(TS ts, Mat Amat, PetscErrorCode (*func)(TS ts, PetscReal t, Vec U, Vec Udot, PetscReal shift, Mat A, void *ctx), void *ctx) 138d71ae5a4SJacob Faibussowitsch { 13933f72c5dSHong Zhang PetscFunctionBegin; 14033f72c5dSHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 14133f72c5dSHong Zhang PetscValidHeaderSpecific(Amat, MAT_CLASSID, 2); 14233f72c5dSHong Zhang 14333f72c5dSHong Zhang ts->ijacobianp = func; 14433f72c5dSHong Zhang ts->ijacobianpctx = ctx; 14533f72c5dSHong Zhang if (Amat) { 1469566063dSJacob Faibussowitsch PetscCall(PetscObjectReference((PetscObject)Amat)); 1479566063dSJacob Faibussowitsch PetscCall(MatDestroy(&ts->Jacp)); 14833f72c5dSHong Zhang ts->Jacp = Amat; 14933f72c5dSHong Zhang } 1503ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 15133f72c5dSHong Zhang } 15233f72c5dSHong Zhang 15333f72c5dSHong Zhang /*@C 15433f72c5dSHong Zhang TSComputeIJacobianP - Runs the user-defined IJacobianP function. 15533f72c5dSHong Zhang 156c3339decSBarry Smith Collective 15733f72c5dSHong Zhang 15833f72c5dSHong Zhang Input Parameters: 159bcf0153eSBarry Smith + ts - the `TS` context 16033f72c5dSHong Zhang . t - current timestep 16133f72c5dSHong Zhang . U - state vector 16233f72c5dSHong Zhang . Udot - time derivative of state vector 16333f72c5dSHong Zhang . shift - shift to apply, see note below 16480ab5e31SHong Zhang - imex - flag indicates if the method is IMEX so that the RHSJacobianP should be kept separate 16533f72c5dSHong Zhang 1662fe279fdSBarry Smith Output Parameter: 167b43aa488SJacob Faibussowitsch . Amat - Jacobian matrix 16833f72c5dSHong Zhang 16933f72c5dSHong Zhang Level: developer 17033f72c5dSHong Zhang 1711cc06b55SBarry Smith .seealso: [](ch_ts), `TS`, `TSSetIJacobianP()` 17233f72c5dSHong Zhang @*/ 173d71ae5a4SJacob Faibussowitsch PetscErrorCode TSComputeIJacobianP(TS ts, PetscReal t, Vec U, Vec Udot, PetscReal shift, Mat Amat, PetscBool imex) 174d71ae5a4SJacob Faibussowitsch { 17533f72c5dSHong Zhang PetscFunctionBegin; 1763ba16761SJacob Faibussowitsch if (!Amat) PetscFunctionReturn(PETSC_SUCCESS); 17733f72c5dSHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 17833f72c5dSHong Zhang PetscValidHeaderSpecific(U, VEC_CLASSID, 3); 17933f72c5dSHong Zhang PetscValidHeaderSpecific(Udot, VEC_CLASSID, 4); 18033f72c5dSHong Zhang 1819566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(TS_JacobianPEval, ts, U, Amat, 0)); 18248a46eb9SPierre Jolivet if (ts->ijacobianp) PetscCallBack("TS callback JacobianP for sensitivity analysis", (*ts->ijacobianp)(ts, t, U, Udot, shift, Amat, ts->ijacobianpctx)); 18333f72c5dSHong Zhang if (imex) { 18433f72c5dSHong Zhang if (!ts->ijacobianp) { /* system was written as Udot = G(t,U) */ 18533f72c5dSHong Zhang PetscBool assembled; 1869566063dSJacob Faibussowitsch PetscCall(MatZeroEntries(Amat)); 1879566063dSJacob Faibussowitsch PetscCall(MatAssembled(Amat, &assembled)); 18833f72c5dSHong Zhang if (!assembled) { 1899566063dSJacob Faibussowitsch PetscCall(MatAssemblyBegin(Amat, MAT_FINAL_ASSEMBLY)); 1909566063dSJacob Faibussowitsch PetscCall(MatAssemblyEnd(Amat, MAT_FINAL_ASSEMBLY)); 19133f72c5dSHong Zhang } 19233f72c5dSHong Zhang } 19333f72c5dSHong Zhang } else { 1941baa6e33SBarry Smith if (ts->rhsjacobianp) PetscCall(TSComputeRHSJacobianP(ts, t, U, ts->Jacprhs)); 19533f72c5dSHong Zhang if (ts->Jacprhs == Amat) { /* No IJacobian, so we only have the RHS matrix */ 1969566063dSJacob Faibussowitsch PetscCall(MatScale(Amat, -1)); 19733f72c5dSHong Zhang } else if (ts->Jacprhs) { /* Both IJacobian and RHSJacobian */ 19833f72c5dSHong Zhang MatStructure axpy = DIFFERENT_NONZERO_PATTERN; 19933f72c5dSHong Zhang if (!ts->ijacobianp) { /* No IJacobianp provided, but we have a separate RHS matrix */ 2009566063dSJacob Faibussowitsch PetscCall(MatZeroEntries(Amat)); 20133f72c5dSHong Zhang } 2029566063dSJacob Faibussowitsch PetscCall(MatAXPY(Amat, -1, ts->Jacprhs, axpy)); 20333f72c5dSHong Zhang } 20433f72c5dSHong Zhang } 2059566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(TS_JacobianPEval, ts, U, Amat, 0)); 2063ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 20733f72c5dSHong Zhang } 20833f72c5dSHong Zhang 20933f72c5dSHong Zhang /*@C 210814e85d6SHong Zhang TSSetCostIntegrand - Sets the routine for evaluating the integral term in one or more cost functions 211814e85d6SHong Zhang 212c3339decSBarry Smith Logically Collective 213814e85d6SHong Zhang 214814e85d6SHong Zhang Input Parameters: 215bcf0153eSBarry Smith + ts - the `TS` context obtained from `TSCreate()` 216814e85d6SHong Zhang . numcost - number of gradients to be computed, this is the number of cost functions 217814e85d6SHong Zhang . costintegral - vector that stores the integral values 218814e85d6SHong Zhang . rf - routine for evaluating the integrand function 219c9ad9de0SHong Zhang . drduf - function that computes the gradients of the r's with respect to u 2202fe279fdSBarry Smith . drdpf - function that computes the gradients of the r's with respect to p, can be `NULL` if parametric sensitivity is not desired (`mu` = `NULL`) 221814e85d6SHong Zhang . fwd - flag indicating whether to evaluate cost integral in the forward run or the adjoint run 2222fe279fdSBarry Smith - ctx - [optional] user-defined context for private data for the function evaluation routine (may be `NULL`) 223814e85d6SHong Zhang 22420f4b53cSBarry Smith Calling sequence of `rf`: 22520f4b53cSBarry Smith $ PetscErrorCode rf(TS ts, PetscReal t, Vec U, Vec F, oid *ctx) 226814e85d6SHong Zhang 22720f4b53cSBarry Smith Calling sequence of `drduf`: 22820f4b53cSBarry Smith $ PetscErroCode drduf(TS ts, PetscReal t, Vec U, Vec *dRdU, void *ctx) 229814e85d6SHong Zhang 23020f4b53cSBarry Smith Calling sequence of `drdpf`: 23120f4b53cSBarry Smith $ PetscErroCode drdpf(TS ts, PetscReal t, Vec U, Vec *dRdP, void *ctx) 232814e85d6SHong Zhang 233cd4cee2dSHong Zhang Level: deprecated 234814e85d6SHong Zhang 235bcf0153eSBarry Smith Note: 236814e85d6SHong Zhang For optimization there is usually a single cost function (numcost = 1). For sensitivities there may be multiple cost functions 237814e85d6SHong Zhang 2381cc06b55SBarry Smith .seealso: [](ch_ts), `TS`, `TSSetRHSJacobianP()`, `TSGetCostGradients()`, `TSSetCostGradients()` 239814e85d6SHong Zhang @*/ 240d71ae5a4SJacob Faibussowitsch PetscErrorCode TSSetCostIntegrand(TS ts, PetscInt numcost, Vec costintegral, PetscErrorCode (*rf)(TS, PetscReal, Vec, Vec, void *), PetscErrorCode (*drduf)(TS, PetscReal, Vec, Vec *, void *), PetscErrorCode (*drdpf)(TS, PetscReal, Vec, Vec *, void *), PetscBool fwd, void *ctx) 241d71ae5a4SJacob Faibussowitsch { 242814e85d6SHong Zhang PetscFunctionBegin; 243814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 244814e85d6SHong Zhang if (costintegral) PetscValidHeaderSpecific(costintegral, VEC_CLASSID, 3); 2453c633725SBarry Smith PetscCheck(!ts->numcost || ts->numcost == numcost, PetscObjectComm((PetscObject)ts), PETSC_ERR_USER, "The number of cost functions (2nd parameter of TSSetCostIntegrand()) is inconsistent with the one set by TSSetCostGradients() or TSForwardSetIntegralGradients()"); 246814e85d6SHong Zhang if (!ts->numcost) ts->numcost = numcost; 247814e85d6SHong Zhang 248814e85d6SHong Zhang if (costintegral) { 2499566063dSJacob Faibussowitsch PetscCall(PetscObjectReference((PetscObject)costintegral)); 2509566063dSJacob Faibussowitsch PetscCall(VecDestroy(&ts->vec_costintegral)); 251814e85d6SHong Zhang ts->vec_costintegral = costintegral; 252814e85d6SHong Zhang } else { 253814e85d6SHong Zhang if (!ts->vec_costintegral) { /* Create a seq vec if user does not provide one */ 2549566063dSJacob Faibussowitsch PetscCall(VecCreateSeq(PETSC_COMM_SELF, numcost, &ts->vec_costintegral)); 255814e85d6SHong Zhang } else { 2569566063dSJacob Faibussowitsch PetscCall(VecSet(ts->vec_costintegral, 0.0)); 257814e85d6SHong Zhang } 258814e85d6SHong Zhang } 259814e85d6SHong Zhang if (!ts->vec_costintegrand) { 2609566063dSJacob Faibussowitsch PetscCall(VecDuplicate(ts->vec_costintegral, &ts->vec_costintegrand)); 261814e85d6SHong Zhang } else { 2629566063dSJacob Faibussowitsch PetscCall(VecSet(ts->vec_costintegrand, 0.0)); 263814e85d6SHong Zhang } 264814e85d6SHong Zhang ts->costintegralfwd = fwd; /* Evaluate the cost integral in forward run if fwd is true */ 265814e85d6SHong Zhang ts->costintegrand = rf; 266814e85d6SHong Zhang ts->costintegrandctx = ctx; 267c9ad9de0SHong Zhang ts->drdufunction = drduf; 268814e85d6SHong Zhang ts->drdpfunction = drdpf; 2693ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 270814e85d6SHong Zhang } 271814e85d6SHong Zhang 272b5b4017aSHong Zhang /*@C 273814e85d6SHong Zhang TSGetCostIntegral - Returns the values of the integral term in the cost functions. 274814e85d6SHong Zhang It is valid to call the routine after a backward run. 275814e85d6SHong Zhang 276814e85d6SHong Zhang Not Collective 277814e85d6SHong Zhang 278814e85d6SHong Zhang Input Parameter: 279bcf0153eSBarry Smith . ts - the `TS` context obtained from `TSCreate()` 280814e85d6SHong Zhang 281814e85d6SHong Zhang Output Parameter: 282814e85d6SHong Zhang . v - the vector containing the integrals for each cost function 283814e85d6SHong Zhang 284814e85d6SHong Zhang Level: intermediate 285814e85d6SHong Zhang 2861cc06b55SBarry Smith .seealso: [](ch_ts), `TS`, `TSAdjointSolve()`, ``TSSetCostIntegrand()` 287814e85d6SHong Zhang @*/ 288d71ae5a4SJacob Faibussowitsch PetscErrorCode TSGetCostIntegral(TS ts, Vec *v) 289d71ae5a4SJacob Faibussowitsch { 290cd4cee2dSHong Zhang TS quadts; 291cd4cee2dSHong Zhang 292814e85d6SHong Zhang PetscFunctionBegin; 293814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 2944f572ea9SToby Isaac PetscAssertPointer(v, 2); 2959566063dSJacob Faibussowitsch PetscCall(TSGetQuadratureTS(ts, NULL, &quadts)); 296cd4cee2dSHong Zhang *v = quadts->vec_sol; 2973ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 298814e85d6SHong Zhang } 299814e85d6SHong Zhang 300b5b4017aSHong Zhang /*@C 301814e85d6SHong Zhang TSComputeCostIntegrand - Evaluates the integral function in the cost functions. 302814e85d6SHong Zhang 303814e85d6SHong Zhang Input Parameters: 304bcf0153eSBarry Smith + ts - the `TS` context 305814e85d6SHong Zhang . t - current time 306c9ad9de0SHong Zhang - U - state vector, i.e. current solution 307814e85d6SHong Zhang 308814e85d6SHong Zhang Output Parameter: 309c9ad9de0SHong Zhang . Q - vector of size numcost to hold the outputs 310814e85d6SHong Zhang 311bcf0153eSBarry Smith Level: deprecated 312bcf0153eSBarry Smith 313bcf0153eSBarry Smith Note: 314814e85d6SHong Zhang Most users should not need to explicitly call this routine, as it 315814e85d6SHong Zhang is used internally within the sensitivity analysis context. 316814e85d6SHong Zhang 3171cc06b55SBarry Smith .seealso: [](ch_ts), `TS`, `TSAdjointSolve()`, `TSSetCostIntegrand()` 318814e85d6SHong Zhang @*/ 319d71ae5a4SJacob Faibussowitsch PetscErrorCode TSComputeCostIntegrand(TS ts, PetscReal t, Vec U, Vec Q) 320d71ae5a4SJacob Faibussowitsch { 321814e85d6SHong Zhang PetscFunctionBegin; 322814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 323c9ad9de0SHong Zhang PetscValidHeaderSpecific(U, VEC_CLASSID, 3); 324c9ad9de0SHong Zhang PetscValidHeaderSpecific(Q, VEC_CLASSID, 4); 325814e85d6SHong Zhang 3269566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(TS_FunctionEval, ts, U, Q, 0)); 327792fecdfSBarry Smith if (ts->costintegrand) PetscCallBack("TS callback integrand in the cost function", (*ts->costintegrand)(ts, t, U, Q, ts->costintegrandctx)); 328ef1023bdSBarry Smith else PetscCall(VecZeroEntries(Q)); 3299566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(TS_FunctionEval, ts, U, Q, 0)); 3303ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 331814e85d6SHong Zhang } 332814e85d6SHong Zhang 33314d0ab18SJacob Faibussowitsch // PetscClangLinter pragma disable: -fdoc-* 334b5b4017aSHong Zhang /*@C 335bcf0153eSBarry Smith TSComputeDRDUFunction - Deprecated, use `TSGetQuadratureTS()` then `TSComputeRHSJacobian()` 336814e85d6SHong Zhang 337d76be551SHong Zhang Level: deprecated 338814e85d6SHong Zhang 339814e85d6SHong Zhang @*/ 340d71ae5a4SJacob Faibussowitsch PetscErrorCode TSComputeDRDUFunction(TS ts, PetscReal t, Vec U, Vec *DRDU) 341d71ae5a4SJacob Faibussowitsch { 342814e85d6SHong Zhang PetscFunctionBegin; 3433ba16761SJacob Faibussowitsch if (!DRDU) PetscFunctionReturn(PETSC_SUCCESS); 344814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 345c9ad9de0SHong Zhang PetscValidHeaderSpecific(U, VEC_CLASSID, 3); 346814e85d6SHong Zhang 347792fecdfSBarry Smith PetscCallBack("TS callback DRDU for sensitivity analysis", (*ts->drdufunction)(ts, t, U, DRDU, ts->costintegrandctx)); 3483ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 349814e85d6SHong Zhang } 350814e85d6SHong Zhang 35114d0ab18SJacob Faibussowitsch // PetscClangLinter pragma disable: -fdoc-* 352b5b4017aSHong Zhang /*@C 353bcf0153eSBarry Smith TSComputeDRDPFunction - Deprecated, use `TSGetQuadratureTS()` then `TSComputeRHSJacobianP()` 354814e85d6SHong Zhang 355d76be551SHong Zhang Level: deprecated 356814e85d6SHong Zhang 357814e85d6SHong Zhang @*/ 358d71ae5a4SJacob Faibussowitsch PetscErrorCode TSComputeDRDPFunction(TS ts, PetscReal t, Vec U, Vec *DRDP) 359d71ae5a4SJacob Faibussowitsch { 360814e85d6SHong Zhang PetscFunctionBegin; 3613ba16761SJacob Faibussowitsch if (!DRDP) PetscFunctionReturn(PETSC_SUCCESS); 362814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 363c9ad9de0SHong Zhang PetscValidHeaderSpecific(U, VEC_CLASSID, 3); 364814e85d6SHong Zhang 365792fecdfSBarry Smith PetscCallBack("TS callback DRDP for sensitivity analysis", (*ts->drdpfunction)(ts, t, U, DRDP, ts->costintegrandctx)); 3663ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 367814e85d6SHong Zhang } 368814e85d6SHong Zhang 36914d0ab18SJacob Faibussowitsch // PetscClangLinter pragma disable: -fdoc-param-list-func-parameter-documentation 37014d0ab18SJacob Faibussowitsch // PetscClangLinter pragma disable: -fdoc-section-header-unknown 371b5b4017aSHong Zhang /*@C 372b5b4017aSHong Zhang TSSetIHessianProduct - Sets the function that computes the vector-Hessian-vector product. The Hessian is the second-order derivative of F (IFunction) w.r.t. the state variable. 373b5b4017aSHong Zhang 374c3339decSBarry Smith Logically Collective 375b5b4017aSHong Zhang 376b5b4017aSHong Zhang Input Parameters: 377bcf0153eSBarry Smith + ts - `TS` context obtained from `TSCreate()` 378b5b4017aSHong Zhang . ihp1 - an array of vectors storing the result of vector-Hessian-vector product for F_UU 379b5b4017aSHong Zhang . hessianproductfunc1 - vector-Hessian-vector product function for F_UU 380b5b4017aSHong Zhang . ihp2 - an array of vectors storing the result of vector-Hessian-vector product for F_UP 381b5b4017aSHong Zhang . hessianproductfunc2 - vector-Hessian-vector product function for F_UP 382b5b4017aSHong Zhang . ihp3 - an array of vectors storing the result of vector-Hessian-vector product for F_PU 383b5b4017aSHong Zhang . hessianproductfunc3 - vector-Hessian-vector product function for F_PU 384b5b4017aSHong Zhang . ihp4 - an array of vectors storing the result of vector-Hessian-vector product for F_PP 385f0fc11ceSJed Brown - hessianproductfunc4 - vector-Hessian-vector product function for F_PP 386b5b4017aSHong Zhang 38714d0ab18SJacob Faibussowitsch Calling sequence of `ihessianproductfunc1`: 38814d0ab18SJacob Faibussowitsch + ts - the `TS` context 389b5b4017aSHong Zhang + t - current timestep 390b5b4017aSHong Zhang . U - input vector (current ODE solution) 391369cf35fSHong Zhang . Vl - an array of input vectors to be left-multiplied with the Hessian 392b5b4017aSHong Zhang . Vr - input vector to be right-multiplied with the Hessian 393369cf35fSHong Zhang . VHV - an array of output vectors for vector-Hessian-vector product 394b5b4017aSHong Zhang - ctx - [optional] user-defined function context 395b5b4017aSHong Zhang 396b5b4017aSHong Zhang Level: intermediate 397b5b4017aSHong Zhang 398369cf35fSHong Zhang Notes: 39914d0ab18SJacob Faibussowitsch All other functions have the same calling sequence as `rhhessianproductfunc1`, so their 40014d0ab18SJacob Faibussowitsch descriptions are omitted for brevity. 40114d0ab18SJacob Faibussowitsch 402369cf35fSHong Zhang The first Hessian function and the working array are required. 403369cf35fSHong Zhang As an example to implement the callback functions, the second callback function calculates the vector-Hessian-vector product 404369cf35fSHong Zhang $ Vl_n^T*F_UP*Vr 405369cf35fSHong Zhang where the vector Vl_n (n-th element in the array Vl) and Vr are of size N and M respectively, and the Hessian F_UP is of size N x N x M. 406369cf35fSHong Zhang Each entry of F_UP corresponds to the derivative 407369cf35fSHong Zhang $ F_UP[i][j][k] = \frac{\partial^2 F[i]}{\partial U[j] \partial P[k]}. 408369cf35fSHong Zhang The result of the vector-Hessian-vector product for Vl_n needs to be stored in vector VHV_n with the j-th entry being 409369cf35fSHong Zhang $ VHV_n[j] = \sum_i \sum_k {Vl_n[i] * F_UP[i][j][k] * Vr[k]} 410369cf35fSHong Zhang If the cost function is a scalar, there will be only one vector in Vl and VHV. 411b5b4017aSHong Zhang 4121cc06b55SBarry Smith .seealso: [](ch_ts), `TS` 413b5b4017aSHong Zhang @*/ 41414d0ab18SJacob Faibussowitsch PetscErrorCode TSSetIHessianProduct(TS ts, Vec *ihp1, PetscErrorCode (*ihessianproductfunc1)(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV, void *ctx), Vec *ihp2, PetscErrorCode (*ihessianproductfunc2)(TS, PetscReal, Vec, Vec *, Vec, Vec *, void *), Vec *ihp3, PetscErrorCode (*ihessianproductfunc3)(TS, PetscReal, Vec, Vec *, Vec, Vec *, void *), Vec *ihp4, PetscErrorCode (*ihessianproductfunc4)(TS, PetscReal, Vec, Vec *, Vec, Vec *, void *), void *ctx) 415d71ae5a4SJacob Faibussowitsch { 416b5b4017aSHong Zhang PetscFunctionBegin; 417b5b4017aSHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 4184f572ea9SToby Isaac PetscAssertPointer(ihp1, 2); 419b5b4017aSHong Zhang 420b5b4017aSHong Zhang ts->ihessianproductctx = ctx; 421b5b4017aSHong Zhang if (ihp1) ts->vecs_fuu = ihp1; 422b5b4017aSHong Zhang if (ihp2) ts->vecs_fup = ihp2; 423b5b4017aSHong Zhang if (ihp3) ts->vecs_fpu = ihp3; 424b5b4017aSHong Zhang if (ihp4) ts->vecs_fpp = ihp4; 425b5b4017aSHong Zhang ts->ihessianproduct_fuu = ihessianproductfunc1; 426b5b4017aSHong Zhang ts->ihessianproduct_fup = ihessianproductfunc2; 427b5b4017aSHong Zhang ts->ihessianproduct_fpu = ihessianproductfunc3; 428b5b4017aSHong Zhang ts->ihessianproduct_fpp = ihessianproductfunc4; 4293ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 430b5b4017aSHong Zhang } 431b5b4017aSHong Zhang 432b5b4017aSHong Zhang /*@C 433b1e111ebSHong Zhang TSComputeIHessianProductFunctionUU - Runs the user-defined vector-Hessian-vector product function for Fuu. 434b5b4017aSHong Zhang 435c3339decSBarry Smith Collective 436b5b4017aSHong Zhang 437b5b4017aSHong Zhang Input Parameters: 4382fe279fdSBarry Smith + ts - The `TS` context obtained from `TSCreate()` 4392fe279fdSBarry Smith . t - the time 4402fe279fdSBarry Smith . U - the solution at which to compute the Hessian product 4412fe279fdSBarry Smith . Vl - the array of input vectors to be multiplied with the Hessian from the left 4422fe279fdSBarry Smith - Vr - the input vector to be multiplied with the Hessian from the right 4432fe279fdSBarry Smith 4442fe279fdSBarry Smith Output Parameter: 445b43aa488SJacob Faibussowitsch . VHV - the array of output vectors that store the Hessian product 446b5b4017aSHong Zhang 447b5b4017aSHong Zhang Level: developer 448b5b4017aSHong Zhang 449bcf0153eSBarry Smith Note: 450bcf0153eSBarry Smith `TSComputeIHessianProductFunctionUU()` is typically used for sensitivity implementation, 451bcf0153eSBarry Smith so most users would not generally call this routine themselves. 452bcf0153eSBarry Smith 4531cc06b55SBarry Smith .seealso: [](ch_ts), `TSSetIHessianProduct()` 454b5b4017aSHong Zhang @*/ 455d71ae5a4SJacob Faibussowitsch PetscErrorCode TSComputeIHessianProductFunctionUU(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV) 456d71ae5a4SJacob Faibussowitsch { 457b5b4017aSHong Zhang PetscFunctionBegin; 4583ba16761SJacob Faibussowitsch if (!VHV) PetscFunctionReturn(PETSC_SUCCESS); 459b5b4017aSHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 460b5b4017aSHong Zhang PetscValidHeaderSpecific(U, VEC_CLASSID, 3); 461b5b4017aSHong Zhang 462792fecdfSBarry Smith if (ts->ihessianproduct_fuu) PetscCallBack("TS callback IHessianProduct 1 for sensitivity analysis", (*ts->ihessianproduct_fuu)(ts, t, U, Vl, Vr, VHV, ts->ihessianproductctx)); 463ef1023bdSBarry Smith 46467633408SHong Zhang /* does not consider IMEX for now, so either IHessian or RHSHessian will be calculated, using the same output VHV */ 46567633408SHong Zhang if (ts->rhshessianproduct_guu) { 46667633408SHong Zhang PetscInt nadj; 4679566063dSJacob Faibussowitsch PetscCall(TSComputeRHSHessianProductFunctionUU(ts, t, U, Vl, Vr, VHV)); 46848a46eb9SPierre Jolivet for (nadj = 0; nadj < ts->numcost; nadj++) PetscCall(VecScale(VHV[nadj], -1)); 46967633408SHong Zhang } 4703ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 471b5b4017aSHong Zhang } 472b5b4017aSHong Zhang 473b5b4017aSHong Zhang /*@C 474b1e111ebSHong Zhang TSComputeIHessianProductFunctionUP - Runs the user-defined vector-Hessian-vector product function for Fup. 475b5b4017aSHong Zhang 476c3339decSBarry Smith Collective 477b5b4017aSHong Zhang 478b5b4017aSHong Zhang Input Parameters: 4792fe279fdSBarry Smith + ts - The `TS` context obtained from `TSCreate()` 4802fe279fdSBarry Smith . t - the time 4812fe279fdSBarry Smith . U - the solution at which to compute the Hessian product 4822fe279fdSBarry Smith . Vl - the array of input vectors to be multiplied with the Hessian from the left 4832fe279fdSBarry Smith - Vr - the input vector to be multiplied with the Hessian from the right 4842fe279fdSBarry Smith 4852fe279fdSBarry Smith Output Parameter: 486b43aa488SJacob Faibussowitsch . VHV - the array of output vectors that store the Hessian product 487b5b4017aSHong Zhang 488b5b4017aSHong Zhang Level: developer 489b5b4017aSHong Zhang 490bcf0153eSBarry Smith Note: 491bcf0153eSBarry Smith `TSComputeIHessianProductFunctionUP()` is typically used for sensitivity implementation, 492bcf0153eSBarry Smith so most users would not generally call this routine themselves. 493bcf0153eSBarry Smith 4941cc06b55SBarry Smith .seealso: [](ch_ts), `TSSetIHessianProduct()` 495b5b4017aSHong Zhang @*/ 496d71ae5a4SJacob Faibussowitsch PetscErrorCode TSComputeIHessianProductFunctionUP(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV) 497d71ae5a4SJacob Faibussowitsch { 498b5b4017aSHong Zhang PetscFunctionBegin; 4993ba16761SJacob Faibussowitsch if (!VHV) PetscFunctionReturn(PETSC_SUCCESS); 500b5b4017aSHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 501b5b4017aSHong Zhang PetscValidHeaderSpecific(U, VEC_CLASSID, 3); 502b5b4017aSHong Zhang 503792fecdfSBarry Smith if (ts->ihessianproduct_fup) PetscCallBack("TS callback IHessianProduct 2 for sensitivity analysis", (*ts->ihessianproduct_fup)(ts, t, U, Vl, Vr, VHV, ts->ihessianproductctx)); 504ef1023bdSBarry Smith 50567633408SHong Zhang /* does not consider IMEX for now, so either IHessian or RHSHessian will be calculated, using the same output VHV */ 50667633408SHong Zhang if (ts->rhshessianproduct_gup) { 50767633408SHong Zhang PetscInt nadj; 5089566063dSJacob Faibussowitsch PetscCall(TSComputeRHSHessianProductFunctionUP(ts, t, U, Vl, Vr, VHV)); 50948a46eb9SPierre Jolivet for (nadj = 0; nadj < ts->numcost; nadj++) PetscCall(VecScale(VHV[nadj], -1)); 51067633408SHong Zhang } 5113ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 512b5b4017aSHong Zhang } 513b5b4017aSHong Zhang 514b5b4017aSHong Zhang /*@C 515b1e111ebSHong Zhang TSComputeIHessianProductFunctionPU - Runs the user-defined vector-Hessian-vector product function for Fpu. 516b5b4017aSHong Zhang 517c3339decSBarry Smith Collective 518b5b4017aSHong Zhang 519b5b4017aSHong Zhang Input Parameters: 5202fe279fdSBarry Smith + ts - The `TS` context obtained from `TSCreate()` 5212fe279fdSBarry Smith . t - the time 5222fe279fdSBarry Smith . U - the solution at which to compute the Hessian product 5232fe279fdSBarry Smith . Vl - the array of input vectors to be multiplied with the Hessian from the left 5242fe279fdSBarry Smith - Vr - the input vector to be multiplied with the Hessian from the right 5252fe279fdSBarry Smith 5262fe279fdSBarry Smith Output Parameter: 527b43aa488SJacob Faibussowitsch . VHV - the array of output vectors that store the Hessian product 528b5b4017aSHong Zhang 529b5b4017aSHong Zhang Level: developer 530b5b4017aSHong Zhang 531bcf0153eSBarry Smith Note: 532bcf0153eSBarry Smith `TSComputeIHessianProductFunctionPU()` is typically used for sensitivity implementation, 533bcf0153eSBarry Smith so most users would not generally call this routine themselves. 534bcf0153eSBarry Smith 5351cc06b55SBarry Smith .seealso: [](ch_ts), `TSSetIHessianProduct()` 536b5b4017aSHong Zhang @*/ 537d71ae5a4SJacob Faibussowitsch PetscErrorCode TSComputeIHessianProductFunctionPU(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV) 538d71ae5a4SJacob Faibussowitsch { 539b5b4017aSHong Zhang PetscFunctionBegin; 5403ba16761SJacob Faibussowitsch if (!VHV) PetscFunctionReturn(PETSC_SUCCESS); 541b5b4017aSHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 542b5b4017aSHong Zhang PetscValidHeaderSpecific(U, VEC_CLASSID, 3); 543b5b4017aSHong Zhang 544792fecdfSBarry Smith if (ts->ihessianproduct_fpu) PetscCallBack("TS callback IHessianProduct 3 for sensitivity analysis", (*ts->ihessianproduct_fpu)(ts, t, U, Vl, Vr, VHV, ts->ihessianproductctx)); 545ef1023bdSBarry Smith 54667633408SHong Zhang /* does not consider IMEX for now, so either IHessian or RHSHessian will be calculated, using the same output VHV */ 54767633408SHong Zhang if (ts->rhshessianproduct_gpu) { 54867633408SHong Zhang PetscInt nadj; 5499566063dSJacob Faibussowitsch PetscCall(TSComputeRHSHessianProductFunctionPU(ts, t, U, Vl, Vr, VHV)); 55048a46eb9SPierre Jolivet for (nadj = 0; nadj < ts->numcost; nadj++) PetscCall(VecScale(VHV[nadj], -1)); 55167633408SHong Zhang } 5523ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 553b5b4017aSHong Zhang } 554b5b4017aSHong Zhang 555b5b4017aSHong Zhang /*@C 556b1e111ebSHong Zhang TSComputeIHessianProductFunctionPP - Runs the user-defined vector-Hessian-vector product function for Fpp. 557b5b4017aSHong Zhang 558c3339decSBarry Smith Collective 559b5b4017aSHong Zhang 560b5b4017aSHong Zhang Input Parameters: 5612fe279fdSBarry Smith + ts - The `TS` context obtained from `TSCreate()` 5622fe279fdSBarry Smith . t - the time 5632fe279fdSBarry Smith . U - the solution at which to compute the Hessian product 5642fe279fdSBarry Smith . Vl - the array of input vectors to be multiplied with the Hessian from the left 5652fe279fdSBarry Smith - Vr - the input vector to be multiplied with the Hessian from the right 5662fe279fdSBarry Smith 5672fe279fdSBarry Smith Output Parameter: 568b43aa488SJacob Faibussowitsch . VHV - the array of output vectors that store the Hessian product 569b5b4017aSHong Zhang 570b5b4017aSHong Zhang Level: developer 571b5b4017aSHong Zhang 572bcf0153eSBarry Smith Note: 573bcf0153eSBarry Smith `TSComputeIHessianProductFunctionPP()` is typically used for sensitivity implementation, 574bcf0153eSBarry Smith so most users would not generally call this routine themselves. 575bcf0153eSBarry Smith 5761cc06b55SBarry Smith .seealso: [](ch_ts), `TSSetIHessianProduct()` 577b5b4017aSHong Zhang @*/ 578d71ae5a4SJacob Faibussowitsch PetscErrorCode TSComputeIHessianProductFunctionPP(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV) 579d71ae5a4SJacob Faibussowitsch { 580b5b4017aSHong Zhang PetscFunctionBegin; 5813ba16761SJacob Faibussowitsch if (!VHV) PetscFunctionReturn(PETSC_SUCCESS); 582b5b4017aSHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 583b5b4017aSHong Zhang PetscValidHeaderSpecific(U, VEC_CLASSID, 3); 584b5b4017aSHong Zhang 585792fecdfSBarry Smith if (ts->ihessianproduct_fpp) PetscCallBack("TS callback IHessianProduct 3 for sensitivity analysis", (*ts->ihessianproduct_fpp)(ts, t, U, Vl, Vr, VHV, ts->ihessianproductctx)); 586ef1023bdSBarry Smith 58767633408SHong Zhang /* does not consider IMEX for now, so either IHessian or RHSHessian will be calculated, using the same output VHV */ 58867633408SHong Zhang if (ts->rhshessianproduct_gpp) { 58967633408SHong Zhang PetscInt nadj; 5909566063dSJacob Faibussowitsch PetscCall(TSComputeRHSHessianProductFunctionPP(ts, t, U, Vl, Vr, VHV)); 59148a46eb9SPierre Jolivet for (nadj = 0; nadj < ts->numcost; nadj++) PetscCall(VecScale(VHV[nadj], -1)); 59267633408SHong Zhang } 5933ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 594b5b4017aSHong Zhang } 595b5b4017aSHong Zhang 59614d0ab18SJacob Faibussowitsch // PetscClangLinter pragma disable: -fdoc-param-list-func-parameter-documentation 59714d0ab18SJacob Faibussowitsch // PetscClangLinter pragma disable: -fdoc-section-header-unknown 59813af1a74SHong Zhang /*@C 59914d0ab18SJacob Faibussowitsch TSSetRHSHessianProduct - Sets the function that computes the vector-Hessian-vector 60014d0ab18SJacob Faibussowitsch product. The Hessian is the second-order derivative of G (RHSFunction) w.r.t. the state 60114d0ab18SJacob Faibussowitsch variable. 60213af1a74SHong Zhang 603c3339decSBarry Smith Logically Collective 60413af1a74SHong Zhang 60513af1a74SHong Zhang Input Parameters: 606bcf0153eSBarry Smith + ts - `TS` context obtained from `TSCreate()` 60713af1a74SHong Zhang . rhshp1 - an array of vectors storing the result of vector-Hessian-vector product for G_UU 60813af1a74SHong Zhang . hessianproductfunc1 - vector-Hessian-vector product function for G_UU 60913af1a74SHong Zhang . rhshp2 - an array of vectors storing the result of vector-Hessian-vector product for G_UP 61013af1a74SHong Zhang . hessianproductfunc2 - vector-Hessian-vector product function for G_UP 61113af1a74SHong Zhang . rhshp3 - an array of vectors storing the result of vector-Hessian-vector product for G_PU 61213af1a74SHong Zhang . hessianproductfunc3 - vector-Hessian-vector product function for G_PU 61313af1a74SHong Zhang . rhshp4 - an array of vectors storing the result of vector-Hessian-vector product for G_PP 61414d0ab18SJacob Faibussowitsch . hessianproductfunc4 - vector-Hessian-vector product function for G_PP 61514d0ab18SJacob Faibussowitsch - ctx - [optional] user-defined function context 61613af1a74SHong Zhang 61714d0ab18SJacob Faibussowitsch Calling sequence of `rhshessianproductfunc1`: 61814d0ab18SJacob Faibussowitsch + ts - the `TS` context 61914d0ab18SJacob Faibussowitsch . t - current timestep 62013af1a74SHong Zhang . U - input vector (current ODE solution) 621369cf35fSHong Zhang . Vl - an array of input vectors to be left-multiplied with the Hessian 62213af1a74SHong Zhang . Vr - input vector to be right-multiplied with the Hessian 623369cf35fSHong Zhang . VHV - an array of output vectors for vector-Hessian-vector product 62413af1a74SHong Zhang - ctx - [optional] user-defined function context 62513af1a74SHong Zhang 62613af1a74SHong Zhang Level: intermediate 62713af1a74SHong Zhang 628369cf35fSHong Zhang Notes: 62914d0ab18SJacob Faibussowitsch All other functions have the same calling sequence as `rhhessianproductfunc1`, so their 63014d0ab18SJacob Faibussowitsch descriptions are omitted for brevity. 63114d0ab18SJacob Faibussowitsch 632369cf35fSHong Zhang The first Hessian function and the working array are required. 63314d0ab18SJacob Faibussowitsch 634369cf35fSHong Zhang As an example to implement the callback functions, the second callback function calculates the vector-Hessian-vector product 635369cf35fSHong Zhang $ Vl_n^T*G_UP*Vr 636369cf35fSHong Zhang where the vector Vl_n (n-th element in the array Vl) and Vr are of size N and M respectively, and the Hessian G_UP is of size N x N x M. 637369cf35fSHong Zhang Each entry of G_UP corresponds to the derivative 638369cf35fSHong Zhang $ G_UP[i][j][k] = \frac{\partial^2 G[i]}{\partial U[j] \partial P[k]}. 639369cf35fSHong Zhang The result of the vector-Hessian-vector product for Vl_n needs to be stored in vector VHV_n with j-th entry being 640369cf35fSHong Zhang $ VHV_n[j] = \sum_i \sum_k {Vl_n[i] * G_UP[i][j][k] * Vr[k]} 641369cf35fSHong Zhang If the cost function is a scalar, there will be only one vector in Vl and VHV. 64213af1a74SHong Zhang 6432fe279fdSBarry Smith .seealso: `TS`, `TSAdjoint` 64413af1a74SHong Zhang @*/ 64514d0ab18SJacob Faibussowitsch PetscErrorCode TSSetRHSHessianProduct(TS ts, Vec *rhshp1, PetscErrorCode (*rhshessianproductfunc1)(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV, void *ctx), Vec *rhshp2, PetscErrorCode (*rhshessianproductfunc2)(TS, PetscReal, Vec, Vec *, Vec, Vec *, void *), Vec *rhshp3, PetscErrorCode (*rhshessianproductfunc3)(TS, PetscReal, Vec, Vec *, Vec, Vec *, void *), Vec *rhshp4, PetscErrorCode (*rhshessianproductfunc4)(TS, PetscReal, Vec, Vec *, Vec, Vec *, void *), void *ctx) 646d71ae5a4SJacob Faibussowitsch { 64713af1a74SHong Zhang PetscFunctionBegin; 64813af1a74SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 6494f572ea9SToby Isaac PetscAssertPointer(rhshp1, 2); 65013af1a74SHong Zhang 65113af1a74SHong Zhang ts->rhshessianproductctx = ctx; 65213af1a74SHong Zhang if (rhshp1) ts->vecs_guu = rhshp1; 65313af1a74SHong Zhang if (rhshp2) ts->vecs_gup = rhshp2; 65413af1a74SHong Zhang if (rhshp3) ts->vecs_gpu = rhshp3; 65513af1a74SHong Zhang if (rhshp4) ts->vecs_gpp = rhshp4; 65613af1a74SHong Zhang ts->rhshessianproduct_guu = rhshessianproductfunc1; 65713af1a74SHong Zhang ts->rhshessianproduct_gup = rhshessianproductfunc2; 65813af1a74SHong Zhang ts->rhshessianproduct_gpu = rhshessianproductfunc3; 65913af1a74SHong Zhang ts->rhshessianproduct_gpp = rhshessianproductfunc4; 6603ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 66113af1a74SHong Zhang } 66213af1a74SHong Zhang 66313af1a74SHong Zhang /*@C 664b1e111ebSHong Zhang TSComputeRHSHessianProductFunctionUU - Runs the user-defined vector-Hessian-vector product function for Guu. 66513af1a74SHong Zhang 666c3339decSBarry Smith Collective 66713af1a74SHong Zhang 66813af1a74SHong Zhang Input Parameters: 6692fe279fdSBarry Smith + ts - The `TS` context obtained from `TSCreate()` 6702fe279fdSBarry Smith . t - the time 6712fe279fdSBarry Smith . U - the solution at which to compute the Hessian product 6722fe279fdSBarry Smith . Vl - the array of input vectors to be multiplied with the Hessian from the left 6732fe279fdSBarry Smith - Vr - the input vector to be multiplied with the Hessian from the right 6742fe279fdSBarry Smith 6752fe279fdSBarry Smith Output Parameter: 676b43aa488SJacob Faibussowitsch . VHV - the array of output vectors that store the Hessian product 67713af1a74SHong Zhang 67813af1a74SHong Zhang Level: developer 67913af1a74SHong Zhang 680bcf0153eSBarry Smith Note: 681bcf0153eSBarry Smith `TSComputeRHSHessianProductFunctionUU()` is typically used for sensitivity implementation, 682bcf0153eSBarry Smith so most users would not generally call this routine themselves. 683bcf0153eSBarry Smith 6841cc06b55SBarry Smith .seealso: [](ch_ts), `TS`, `TSSetRHSHessianProduct()` 68513af1a74SHong Zhang @*/ 686d71ae5a4SJacob Faibussowitsch PetscErrorCode TSComputeRHSHessianProductFunctionUU(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV) 687d71ae5a4SJacob Faibussowitsch { 68813af1a74SHong Zhang PetscFunctionBegin; 6893ba16761SJacob Faibussowitsch if (!VHV) PetscFunctionReturn(PETSC_SUCCESS); 69013af1a74SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 69113af1a74SHong Zhang PetscValidHeaderSpecific(U, VEC_CLASSID, 3); 69213af1a74SHong Zhang 693792fecdfSBarry Smith PetscCallBack("TS callback RHSHessianProduct 1 for sensitivity analysis", (*ts->rhshessianproduct_guu)(ts, t, U, Vl, Vr, VHV, ts->rhshessianproductctx)); 6943ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 69513af1a74SHong Zhang } 69613af1a74SHong Zhang 69713af1a74SHong Zhang /*@C 698b1e111ebSHong Zhang TSComputeRHSHessianProductFunctionUP - Runs the user-defined vector-Hessian-vector product function for Gup. 69913af1a74SHong Zhang 700c3339decSBarry Smith Collective 70113af1a74SHong Zhang 70213af1a74SHong Zhang Input Parameters: 7032fe279fdSBarry Smith + ts - The `TS` context obtained from `TSCreate()` 7042fe279fdSBarry Smith . t - the time 7052fe279fdSBarry Smith . U - the solution at which to compute the Hessian product 7062fe279fdSBarry Smith . Vl - the array of input vectors to be multiplied with the Hessian from the left 7072fe279fdSBarry Smith - Vr - the input vector to be multiplied with the Hessian from the right 7082fe279fdSBarry Smith 7092fe279fdSBarry Smith Output Parameter: 710b43aa488SJacob Faibussowitsch . VHV - the array of output vectors that store the Hessian product 71113af1a74SHong Zhang 71213af1a74SHong Zhang Level: developer 71313af1a74SHong Zhang 714bcf0153eSBarry Smith Note: 715bcf0153eSBarry Smith `TSComputeRHSHessianProductFunctionUP()` is typically used for sensitivity implementation, 716bcf0153eSBarry Smith so most users would not generally call this routine themselves. 717bcf0153eSBarry Smith 7181cc06b55SBarry Smith .seealso: [](ch_ts), `TS`, `TSSetRHSHessianProduct()` 71913af1a74SHong Zhang @*/ 720d71ae5a4SJacob Faibussowitsch PetscErrorCode TSComputeRHSHessianProductFunctionUP(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV) 721d71ae5a4SJacob Faibussowitsch { 72213af1a74SHong Zhang PetscFunctionBegin; 7233ba16761SJacob Faibussowitsch if (!VHV) PetscFunctionReturn(PETSC_SUCCESS); 72413af1a74SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 72513af1a74SHong Zhang PetscValidHeaderSpecific(U, VEC_CLASSID, 3); 72613af1a74SHong Zhang 727792fecdfSBarry Smith PetscCallBack("TS callback RHSHessianProduct 2 for sensitivity analysis", (*ts->rhshessianproduct_gup)(ts, t, U, Vl, Vr, VHV, ts->rhshessianproductctx)); 7283ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 72913af1a74SHong Zhang } 73013af1a74SHong Zhang 73113af1a74SHong Zhang /*@C 732b1e111ebSHong Zhang TSComputeRHSHessianProductFunctionPU - Runs the user-defined vector-Hessian-vector product function for Gpu. 73313af1a74SHong Zhang 734c3339decSBarry Smith Collective 73513af1a74SHong Zhang 73613af1a74SHong Zhang Input Parameters: 7372fe279fdSBarry Smith + ts - The `TS` context obtained from `TSCreate()` 7382fe279fdSBarry Smith . t - the time 7392fe279fdSBarry Smith . U - the solution at which to compute the Hessian product 7402fe279fdSBarry Smith . Vl - the array of input vectors to be multiplied with the Hessian from the left 7412fe279fdSBarry Smith - Vr - the input vector to be multiplied with the Hessian from the right 7422fe279fdSBarry Smith 7432fe279fdSBarry Smith Output Parameter: 744b43aa488SJacob Faibussowitsch . VHV - the array of output vectors that store the Hessian product 74513af1a74SHong Zhang 74613af1a74SHong Zhang Level: developer 74713af1a74SHong Zhang 748bcf0153eSBarry Smith Note: 749bcf0153eSBarry Smith `TSComputeRHSHessianProductFunctionPU()` is typically used for sensitivity implementation, 750bcf0153eSBarry Smith so most users would not generally call this routine themselves. 751bcf0153eSBarry Smith 7521cc06b55SBarry Smith .seealso: [](ch_ts), `TSSetRHSHessianProduct()` 75313af1a74SHong Zhang @*/ 754d71ae5a4SJacob Faibussowitsch PetscErrorCode TSComputeRHSHessianProductFunctionPU(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV) 755d71ae5a4SJacob Faibussowitsch { 75613af1a74SHong Zhang PetscFunctionBegin; 7573ba16761SJacob Faibussowitsch if (!VHV) PetscFunctionReturn(PETSC_SUCCESS); 75813af1a74SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 75913af1a74SHong Zhang PetscValidHeaderSpecific(U, VEC_CLASSID, 3); 76013af1a74SHong Zhang 761792fecdfSBarry Smith PetscCallBack("TS callback RHSHessianProduct 3 for sensitivity analysis", (*ts->rhshessianproduct_gpu)(ts, t, U, Vl, Vr, VHV, ts->rhshessianproductctx)); 7623ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 76313af1a74SHong Zhang } 76413af1a74SHong Zhang 76513af1a74SHong Zhang /*@C 766b1e111ebSHong Zhang TSComputeRHSHessianProductFunctionPP - Runs the user-defined vector-Hessian-vector product function for Gpp. 76713af1a74SHong Zhang 768c3339decSBarry Smith Collective 76913af1a74SHong Zhang 77013af1a74SHong Zhang Input Parameters: 7712fe279fdSBarry Smith + ts - The `TS` context obtained from `TSCreate()` 7722fe279fdSBarry Smith . t - the time 7732fe279fdSBarry Smith . U - the solution at which to compute the Hessian product 7742fe279fdSBarry Smith . Vl - the array of input vectors to be multiplied with the Hessian from the left 7752fe279fdSBarry Smith - Vr - the input vector to be multiplied with the Hessian from the right 7762fe279fdSBarry Smith 7772fe279fdSBarry Smith Output Parameter: 778b43aa488SJacob Faibussowitsch . VHV - the array of output vectors that store the Hessian product 77913af1a74SHong Zhang 78013af1a74SHong Zhang Level: developer 78113af1a74SHong Zhang 782bcf0153eSBarry Smith Note: 783bcf0153eSBarry Smith `TSComputeRHSHessianProductFunctionPP()` is typically used for sensitivity implementation, 784bcf0153eSBarry Smith so most users would not generally call this routine themselves. 785bcf0153eSBarry Smith 7861cc06b55SBarry Smith .seealso: [](ch_ts), `TSSetRHSHessianProduct()` 78713af1a74SHong Zhang @*/ 788d71ae5a4SJacob Faibussowitsch PetscErrorCode TSComputeRHSHessianProductFunctionPP(TS ts, PetscReal t, Vec U, Vec *Vl, Vec Vr, Vec *VHV) 789d71ae5a4SJacob Faibussowitsch { 79013af1a74SHong Zhang PetscFunctionBegin; 7913ba16761SJacob Faibussowitsch if (!VHV) PetscFunctionReturn(PETSC_SUCCESS); 79213af1a74SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 79313af1a74SHong Zhang PetscValidHeaderSpecific(U, VEC_CLASSID, 3); 79413af1a74SHong Zhang 795792fecdfSBarry Smith PetscCallBack("TS callback RHSHessianProduct 3 for sensitivity analysis", (*ts->rhshessianproduct_gpp)(ts, t, U, Vl, Vr, VHV, ts->rhshessianproductctx)); 7963ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 79713af1a74SHong Zhang } 79813af1a74SHong Zhang 799814e85d6SHong Zhang /* --------------------------- Adjoint sensitivity ---------------------------*/ 800814e85d6SHong Zhang 801814e85d6SHong Zhang /*@ 802814e85d6SHong Zhang TSSetCostGradients - Sets the initial value of the gradients of the cost function w.r.t. initial values and w.r.t. the problem parameters 803bcf0153eSBarry Smith for use by the `TS` adjoint routines. 804814e85d6SHong Zhang 805c3339decSBarry Smith Logically Collective 806814e85d6SHong Zhang 807814e85d6SHong Zhang Input Parameters: 808bcf0153eSBarry Smith + ts - the `TS` context obtained from `TSCreate()` 809d2fd7bfcSHong Zhang . numcost - number of gradients to be computed, this is the number of cost functions 810814e85d6SHong Zhang . lambda - gradients with respect to the initial condition variables, the dimension and parallel layout of these vectors is the same as the ODE solution vector 811814e85d6SHong Zhang - mu - gradients with respect to the parameters, the number of entries in these vectors is the same as the number of parameters 812814e85d6SHong Zhang 813814e85d6SHong Zhang Level: beginner 814814e85d6SHong Zhang 815814e85d6SHong Zhang Notes: 81635cb6cd3SPierre Jolivet the entries in these vectors must be correctly initialized with the values lambda_i = df/dy|finaltime mu_i = df/dp|finaltime 817814e85d6SHong Zhang 81835cb6cd3SPierre Jolivet After `TSAdjointSolve()` is called the lambda and the mu contain the computed sensitivities 819814e85d6SHong Zhang 820bcf0153eSBarry Smith .seealso: `TS`, `TSAdjointSolve()`, `TSGetCostGradients()` 821814e85d6SHong Zhang @*/ 822d71ae5a4SJacob Faibussowitsch PetscErrorCode TSSetCostGradients(TS ts, PetscInt numcost, Vec *lambda, Vec *mu) 823d71ae5a4SJacob Faibussowitsch { 824814e85d6SHong Zhang PetscFunctionBegin; 825814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 8264f572ea9SToby Isaac PetscAssertPointer(lambda, 3); 827814e85d6SHong Zhang ts->vecs_sensi = lambda; 828814e85d6SHong Zhang ts->vecs_sensip = mu; 8293c633725SBarry Smith PetscCheck(!ts->numcost || ts->numcost == numcost, PetscObjectComm((PetscObject)ts), PETSC_ERR_USER, "The number of cost functions (2nd parameter of TSSetCostIntegrand()) is inconsistent with the one set by TSSetCostIntegrand"); 830814e85d6SHong Zhang ts->numcost = numcost; 8313ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 832814e85d6SHong Zhang } 833814e85d6SHong Zhang 834814e85d6SHong Zhang /*@ 835bcf0153eSBarry Smith TSGetCostGradients - Returns the gradients from the `TSAdjointSolve()` 836814e85d6SHong Zhang 837bcf0153eSBarry Smith Not Collective, but the vectors returned are parallel if `TS` is parallel 838814e85d6SHong Zhang 839814e85d6SHong Zhang Input Parameter: 840bcf0153eSBarry Smith . ts - the `TS` context obtained from `TSCreate()` 841814e85d6SHong Zhang 842d8d19677SJose E. Roman Output Parameters: 8436b867d5aSJose E. Roman + numcost - size of returned arrays 8446b867d5aSJose E. Roman . lambda - vectors containing the gradients of the cost functions with respect to the ODE/DAE solution variables 845814e85d6SHong Zhang - mu - vectors containing the gradients of the cost functions with respect to the problem parameters 846814e85d6SHong Zhang 847814e85d6SHong Zhang Level: intermediate 848814e85d6SHong Zhang 8491cc06b55SBarry Smith .seealso: [](ch_ts), `TS`, `TSAdjointSolve()`, `TSSetCostGradients()` 850814e85d6SHong Zhang @*/ 851d71ae5a4SJacob Faibussowitsch PetscErrorCode TSGetCostGradients(TS ts, PetscInt *numcost, Vec **lambda, Vec **mu) 852d71ae5a4SJacob Faibussowitsch { 853814e85d6SHong Zhang PetscFunctionBegin; 854814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 855814e85d6SHong Zhang if (numcost) *numcost = ts->numcost; 856814e85d6SHong Zhang if (lambda) *lambda = ts->vecs_sensi; 857814e85d6SHong Zhang if (mu) *mu = ts->vecs_sensip; 8583ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 859814e85d6SHong Zhang } 860814e85d6SHong Zhang 861814e85d6SHong Zhang /*@ 862b5b4017aSHong Zhang TSSetCostHessianProducts - Sets the initial value of the Hessian-vector products of the cost function w.r.t. initial values and w.r.t. the problem parameters 863bcf0153eSBarry Smith for use by the `TS` adjoint routines. 864b5b4017aSHong Zhang 865c3339decSBarry Smith Logically Collective 866b5b4017aSHong Zhang 867b5b4017aSHong Zhang Input Parameters: 868bcf0153eSBarry Smith + ts - the `TS` context obtained from `TSCreate()` 869b5b4017aSHong Zhang . numcost - number of cost functions 870b5b4017aSHong Zhang . lambda2 - Hessian-vector product with respect to the initial condition variables, the dimension and parallel layout of these vectors is the same as the ODE solution vector 871b5b4017aSHong Zhang . mu2 - Hessian-vector product with respect to the parameters, the number of entries in these vectors is the same as the number of parameters 872b5b4017aSHong Zhang - dir - the direction vector that are multiplied with the Hessian of the cost functions 873b5b4017aSHong Zhang 874b5b4017aSHong Zhang Level: beginner 875b5b4017aSHong Zhang 876bcf0153eSBarry Smith Notes: 877bcf0153eSBarry Smith Hessian of the cost function is completely different from Hessian of the ODE/DAE system 878b5b4017aSHong Zhang 879bcf0153eSBarry Smith For second-order adjoint, one needs to call this function and then `TSAdjointSetForward()` before `TSSolve()`. 880b5b4017aSHong Zhang 88135cb6cd3SPierre Jolivet After `TSAdjointSolve()` is called, the lambda2 and the mu2 will contain the computed second-order adjoint sensitivities, and can be used to produce Hessian-vector product (not the full Hessian matrix). Users must provide a direction vector; it is usually generated by an optimization solver. 882b5b4017aSHong Zhang 8832fe279fdSBarry Smith Passing `NULL` for `lambda2` disables the second-order calculation. 884bcf0153eSBarry Smith 8851cc06b55SBarry Smith .seealso: [](ch_ts), `TS`, `TSAdjointSolve()`, `TSAdjointSetForward()` 886b5b4017aSHong Zhang @*/ 887d71ae5a4SJacob Faibussowitsch PetscErrorCode TSSetCostHessianProducts(TS ts, PetscInt numcost, Vec *lambda2, Vec *mu2, Vec dir) 888d71ae5a4SJacob Faibussowitsch { 889b5b4017aSHong Zhang PetscFunctionBegin; 890b5b4017aSHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 8913c633725SBarry Smith PetscCheck(!ts->numcost || ts->numcost == numcost, PetscObjectComm((PetscObject)ts), PETSC_ERR_USER, "The number of cost functions (2nd parameter of TSSetCostIntegrand()) is inconsistent with the one set by TSSetCostIntegrand"); 892b5b4017aSHong Zhang ts->numcost = numcost; 893b5b4017aSHong Zhang ts->vecs_sensi2 = lambda2; 89433f72c5dSHong Zhang ts->vecs_sensi2p = mu2; 895b5b4017aSHong Zhang ts->vec_dir = dir; 8963ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 897b5b4017aSHong Zhang } 898b5b4017aSHong Zhang 899b5b4017aSHong Zhang /*@ 900bcf0153eSBarry Smith TSGetCostHessianProducts - Returns the gradients from the `TSAdjointSolve()` 901b5b4017aSHong Zhang 902bcf0153eSBarry Smith Not Collective, but vectors returned are parallel if `TS` is parallel 903b5b4017aSHong Zhang 904b5b4017aSHong Zhang Input Parameter: 905bcf0153eSBarry Smith . ts - the `TS` context obtained from `TSCreate()` 906b5b4017aSHong Zhang 907d8d19677SJose E. Roman Output Parameters: 908b5b4017aSHong Zhang + numcost - number of cost functions 909b5b4017aSHong Zhang . lambda2 - Hessian-vector product with respect to the initial condition variables, the dimension and parallel layout of these vectors is the same as the ODE solution vector 910b5b4017aSHong Zhang . mu2 - Hessian-vector product with respect to the parameters, the number of entries in these vectors is the same as the number of parameters 911b5b4017aSHong Zhang - dir - the direction vector that are multiplied with the Hessian of the cost functions 912b5b4017aSHong Zhang 913b5b4017aSHong Zhang Level: intermediate 914b5b4017aSHong Zhang 9151cc06b55SBarry Smith .seealso: [](ch_ts), `TSAdjointSolve()`, `TSSetCostHessianProducts()` 916b5b4017aSHong Zhang @*/ 917d71ae5a4SJacob Faibussowitsch PetscErrorCode TSGetCostHessianProducts(TS ts, PetscInt *numcost, Vec **lambda2, Vec **mu2, Vec *dir) 918d71ae5a4SJacob Faibussowitsch { 919b5b4017aSHong Zhang PetscFunctionBegin; 920b5b4017aSHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 921b5b4017aSHong Zhang if (numcost) *numcost = ts->numcost; 922b5b4017aSHong Zhang if (lambda2) *lambda2 = ts->vecs_sensi2; 92333f72c5dSHong Zhang if (mu2) *mu2 = ts->vecs_sensi2p; 924b5b4017aSHong Zhang if (dir) *dir = ts->vec_dir; 9253ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 926b5b4017aSHong Zhang } 927b5b4017aSHong Zhang 928b5b4017aSHong Zhang /*@ 929ecf68647SHong Zhang TSAdjointSetForward - Trigger the tangent linear solver and initialize the forward sensitivities 930b5b4017aSHong Zhang 931c3339decSBarry Smith Logically Collective 932b5b4017aSHong Zhang 933b5b4017aSHong Zhang Input Parameters: 934bcf0153eSBarry Smith + ts - the `TS` context obtained from `TSCreate()` 935b5b4017aSHong Zhang - didp - the derivative of initial values w.r.t. parameters 936b5b4017aSHong Zhang 937b5b4017aSHong Zhang Level: intermediate 938b5b4017aSHong Zhang 939bcf0153eSBarry Smith Notes: 9402fe279fdSBarry Smith When computing sensitivies w.r.t. initial condition, set didp to `NULL` so that the solver will take it as an identity matrix mathematically. 9412fe279fdSBarry Smith `TSAdjoint` does not reset the tangent linear solver automatically, `TSAdjointResetForward()` should be called to reset the tangent linear solver. 942b5b4017aSHong Zhang 9431cc06b55SBarry Smith .seealso: [](ch_ts), `TSAdjointSolve()`, `TSSetCostHessianProducts()`, `TSAdjointResetForward()` 944b5b4017aSHong Zhang @*/ 945d71ae5a4SJacob Faibussowitsch PetscErrorCode TSAdjointSetForward(TS ts, Mat didp) 946d71ae5a4SJacob Faibussowitsch { 94733f72c5dSHong Zhang Mat A; 94833f72c5dSHong Zhang Vec sp; 94933f72c5dSHong Zhang PetscScalar *xarr; 95033f72c5dSHong Zhang PetscInt lsize; 951b5b4017aSHong Zhang 952b5b4017aSHong Zhang PetscFunctionBegin; 953b5b4017aSHong Zhang ts->forward_solve = PETSC_TRUE; /* turn on tangent linear mode */ 9543c633725SBarry Smith PetscCheck(ts->vecs_sensi2, PetscObjectComm((PetscObject)ts), PETSC_ERR_USER, "Must call TSSetCostHessianProducts() first"); 9553c633725SBarry Smith PetscCheck(ts->vec_dir, PetscObjectComm((PetscObject)ts), PETSC_ERR_USER, "Directional vector is missing. Call TSSetCostHessianProducts() to set it."); 95633f72c5dSHong Zhang /* create a single-column dense matrix */ 9579566063dSJacob Faibussowitsch PetscCall(VecGetLocalSize(ts->vec_sol, &lsize)); 9589566063dSJacob Faibussowitsch PetscCall(MatCreateDense(PetscObjectComm((PetscObject)ts), lsize, PETSC_DECIDE, PETSC_DECIDE, 1, NULL, &A)); 95933f72c5dSHong Zhang 9609566063dSJacob Faibussowitsch PetscCall(VecDuplicate(ts->vec_sol, &sp)); 9619566063dSJacob Faibussowitsch PetscCall(MatDenseGetColumn(A, 0, &xarr)); 9629566063dSJacob Faibussowitsch PetscCall(VecPlaceArray(sp, xarr)); 963ecf68647SHong Zhang if (ts->vecs_sensi2p) { /* tangent linear variable initialized as 2*dIdP*dir */ 96433f72c5dSHong Zhang if (didp) { 9659566063dSJacob Faibussowitsch PetscCall(MatMult(didp, ts->vec_dir, sp)); 9669566063dSJacob Faibussowitsch PetscCall(VecScale(sp, 2.)); 96733f72c5dSHong Zhang } else { 9689566063dSJacob Faibussowitsch PetscCall(VecZeroEntries(sp)); 96933f72c5dSHong Zhang } 970ecf68647SHong Zhang } else { /* tangent linear variable initialized as dir */ 9719566063dSJacob Faibussowitsch PetscCall(VecCopy(ts->vec_dir, sp)); 97233f72c5dSHong Zhang } 9739566063dSJacob Faibussowitsch PetscCall(VecResetArray(sp)); 9749566063dSJacob Faibussowitsch PetscCall(MatDenseRestoreColumn(A, &xarr)); 9759566063dSJacob Faibussowitsch PetscCall(VecDestroy(&sp)); 97633f72c5dSHong Zhang 9779566063dSJacob Faibussowitsch PetscCall(TSForwardSetInitialSensitivities(ts, A)); /* if didp is NULL, identity matrix is assumed */ 97833f72c5dSHong Zhang 9799566063dSJacob Faibussowitsch PetscCall(MatDestroy(&A)); 9803ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 981b5b4017aSHong Zhang } 982b5b4017aSHong Zhang 983b5b4017aSHong Zhang /*@ 984ecf68647SHong Zhang TSAdjointResetForward - Reset the tangent linear solver and destroy the tangent linear context 985ecf68647SHong Zhang 986c3339decSBarry Smith Logically Collective 987ecf68647SHong Zhang 9882fe279fdSBarry Smith Input Parameter: 989bcf0153eSBarry Smith . ts - the `TS` context obtained from `TSCreate()` 990ecf68647SHong Zhang 991ecf68647SHong Zhang Level: intermediate 992ecf68647SHong Zhang 9931cc06b55SBarry Smith .seealso: [](ch_ts), `TSAdjointSetForward()` 994ecf68647SHong Zhang @*/ 995d71ae5a4SJacob Faibussowitsch PetscErrorCode TSAdjointResetForward(TS ts) 996d71ae5a4SJacob Faibussowitsch { 997ecf68647SHong Zhang PetscFunctionBegin; 998ecf68647SHong Zhang ts->forward_solve = PETSC_FALSE; /* turn off tangent linear mode */ 9999566063dSJacob Faibussowitsch PetscCall(TSForwardReset(ts)); 10003ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1001ecf68647SHong Zhang } 1002ecf68647SHong Zhang 1003ecf68647SHong Zhang /*@ 1004814e85d6SHong Zhang TSAdjointSetUp - Sets up the internal data structures for the later use 1005814e85d6SHong Zhang of an adjoint solver 1006814e85d6SHong Zhang 1007c3339decSBarry Smith Collective 1008814e85d6SHong Zhang 1009814e85d6SHong Zhang Input Parameter: 1010bcf0153eSBarry Smith . ts - the `TS` context obtained from `TSCreate()` 1011814e85d6SHong Zhang 1012814e85d6SHong Zhang Level: advanced 1013814e85d6SHong Zhang 10141cc06b55SBarry Smith .seealso: [](ch_ts), `TSCreate()`, `TSAdjointStep()`, `TSSetCostGradients()` 1015814e85d6SHong Zhang @*/ 1016d71ae5a4SJacob Faibussowitsch PetscErrorCode TSAdjointSetUp(TS ts) 1017d71ae5a4SJacob Faibussowitsch { 1018881c1a9bSHong Zhang TSTrajectory tj; 1019881c1a9bSHong Zhang PetscBool match; 1020814e85d6SHong Zhang 1021814e85d6SHong Zhang PetscFunctionBegin; 1022814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 10233ba16761SJacob Faibussowitsch if (ts->adjointsetupcalled) PetscFunctionReturn(PETSC_SUCCESS); 10243c633725SBarry Smith PetscCheck(ts->vecs_sensi, PetscObjectComm((PetscObject)ts), PETSC_ERR_ARG_WRONGSTATE, "Must call TSSetCostGradients() first"); 10253c633725SBarry Smith PetscCheck(!ts->vecs_sensip || ts->Jacp || ts->Jacprhs, PetscObjectComm((PetscObject)ts), PETSC_ERR_ARG_WRONGSTATE, "Must call TSSetRHSJacobianP() or TSSetIJacobianP() first"); 10269566063dSJacob Faibussowitsch PetscCall(TSGetTrajectory(ts, &tj)); 10279566063dSJacob Faibussowitsch PetscCall(PetscObjectTypeCompare((PetscObject)tj, TSTRAJECTORYBASIC, &match)); 1028881c1a9bSHong Zhang if (match) { 1029881c1a9bSHong Zhang PetscBool solution_only; 10309566063dSJacob Faibussowitsch PetscCall(TSTrajectoryGetSolutionOnly(tj, &solution_only)); 10313c633725SBarry Smith PetscCheck(!solution_only, PetscObjectComm((PetscObject)ts), PETSC_ERR_USER, "TSAdjoint cannot use the solution-only mode when choosing the Basic TSTrajectory type. Turn it off with -ts_trajectory_solution_only 0"); 1032881c1a9bSHong Zhang } 10339566063dSJacob Faibussowitsch PetscCall(TSTrajectorySetUseHistory(tj, PETSC_FALSE)); /* not use TSHistory */ 103433f72c5dSHong Zhang 1035cd4cee2dSHong Zhang if (ts->quadraturets) { /* if there is integral in the cost function */ 10369566063dSJacob Faibussowitsch PetscCall(VecDuplicate(ts->vecs_sensi[0], &ts->vec_drdu_col)); 103748a46eb9SPierre Jolivet if (ts->vecs_sensip) PetscCall(VecDuplicate(ts->vecs_sensip[0], &ts->vec_drdp_col)); 1038814e85d6SHong Zhang } 1039814e85d6SHong Zhang 1040dbbe0bcdSBarry Smith PetscTryTypeMethod(ts, adjointsetup); 1041814e85d6SHong Zhang ts->adjointsetupcalled = PETSC_TRUE; 10423ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1043814e85d6SHong Zhang } 1044814e85d6SHong Zhang 1045814e85d6SHong Zhang /*@ 1046bcf0153eSBarry Smith TSAdjointReset - Resets a `TS` adjoint context and removes any allocated `Vec`s and `Mat`s. 1047ece46509SHong Zhang 1048c3339decSBarry Smith Collective 1049ece46509SHong Zhang 1050ece46509SHong Zhang Input Parameter: 1051bcf0153eSBarry Smith . ts - the `TS` context obtained from `TSCreate()` 1052ece46509SHong Zhang 1053ece46509SHong Zhang Level: beginner 1054ece46509SHong Zhang 10551cc06b55SBarry Smith .seealso: [](ch_ts), `TSCreate()`, `TSAdjointSetUp()`, `TSADestroy()` 1056ece46509SHong Zhang @*/ 1057d71ae5a4SJacob Faibussowitsch PetscErrorCode TSAdjointReset(TS ts) 1058d71ae5a4SJacob Faibussowitsch { 1059ece46509SHong Zhang PetscFunctionBegin; 1060ece46509SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 1061dbbe0bcdSBarry Smith PetscTryTypeMethod(ts, adjointreset); 10627207e0fdSHong Zhang if (ts->quadraturets) { /* if there is integral in the cost function */ 10639566063dSJacob Faibussowitsch PetscCall(VecDestroy(&ts->vec_drdu_col)); 106448a46eb9SPierre Jolivet if (ts->vecs_sensip) PetscCall(VecDestroy(&ts->vec_drdp_col)); 10657207e0fdSHong Zhang } 1066ece46509SHong Zhang ts->vecs_sensi = NULL; 1067ece46509SHong Zhang ts->vecs_sensip = NULL; 1068ece46509SHong Zhang ts->vecs_sensi2 = NULL; 106933f72c5dSHong Zhang ts->vecs_sensi2p = NULL; 1070ece46509SHong Zhang ts->vec_dir = NULL; 1071ece46509SHong Zhang ts->adjointsetupcalled = PETSC_FALSE; 10723ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1073ece46509SHong Zhang } 1074ece46509SHong Zhang 1075ece46509SHong Zhang /*@ 1076814e85d6SHong Zhang TSAdjointSetSteps - Sets the number of steps the adjoint solver should take backward in time 1077814e85d6SHong Zhang 1078c3339decSBarry Smith Logically Collective 1079814e85d6SHong Zhang 1080814e85d6SHong Zhang Input Parameters: 1081bcf0153eSBarry Smith + ts - the `TS` context obtained from `TSCreate()` 1082a2b725a8SWilliam Gropp - steps - number of steps to use 1083814e85d6SHong Zhang 1084814e85d6SHong Zhang Level: intermediate 1085814e85d6SHong Zhang 1086814e85d6SHong Zhang Notes: 1087bcf0153eSBarry Smith Normally one does not call this and `TSAdjointSolve()` integrates back to the original timestep. One can call this 1088814e85d6SHong Zhang so as to integrate back to less than the original timestep 1089814e85d6SHong Zhang 10901cc06b55SBarry Smith .seealso: [](ch_ts), `TSAdjointSolve()`, `TS`, `TSSetExactFinalTime()` 1091814e85d6SHong Zhang @*/ 1092d71ae5a4SJacob Faibussowitsch PetscErrorCode TSAdjointSetSteps(TS ts, PetscInt steps) 1093d71ae5a4SJacob Faibussowitsch { 1094814e85d6SHong Zhang PetscFunctionBegin; 1095814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 1096814e85d6SHong Zhang PetscValidLogicalCollectiveInt(ts, steps, 2); 10973c633725SBarry Smith PetscCheck(steps >= 0, PetscObjectComm((PetscObject)ts), PETSC_ERR_ARG_OUTOFRANGE, "Cannot step back a negative number of steps"); 10983c633725SBarry Smith PetscCheck(steps <= ts->steps, PetscObjectComm((PetscObject)ts), PETSC_ERR_ARG_OUTOFRANGE, "Cannot step back more than the total number of forward steps"); 1099814e85d6SHong Zhang ts->adjoint_max_steps = steps; 11003ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1101814e85d6SHong Zhang } 1102814e85d6SHong Zhang 110314d0ab18SJacob Faibussowitsch // PetscClangLinter pragma disable: -fdoc-* 1104814e85d6SHong Zhang /*@C 1105bcf0153eSBarry Smith TSAdjointSetRHSJacobian - Deprecated, use `TSSetRHSJacobianP()` 1106814e85d6SHong Zhang 1107814e85d6SHong Zhang Level: deprecated 1108814e85d6SHong Zhang @*/ 1109d71ae5a4SJacob Faibussowitsch PetscErrorCode TSAdjointSetRHSJacobian(TS ts, Mat Amat, PetscErrorCode (*func)(TS, PetscReal, Vec, Mat, void *), void *ctx) 1110d71ae5a4SJacob Faibussowitsch { 1111814e85d6SHong Zhang PetscFunctionBegin; 1112814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 1113814e85d6SHong Zhang PetscValidHeaderSpecific(Amat, MAT_CLASSID, 2); 1114814e85d6SHong Zhang 1115814e85d6SHong Zhang ts->rhsjacobianp = func; 1116814e85d6SHong Zhang ts->rhsjacobianpctx = ctx; 1117814e85d6SHong Zhang if (Amat) { 11189566063dSJacob Faibussowitsch PetscCall(PetscObjectReference((PetscObject)Amat)); 11199566063dSJacob Faibussowitsch PetscCall(MatDestroy(&ts->Jacp)); 1120814e85d6SHong Zhang ts->Jacp = Amat; 1121814e85d6SHong Zhang } 11223ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1123814e85d6SHong Zhang } 1124814e85d6SHong Zhang 112514d0ab18SJacob Faibussowitsch // PetscClangLinter pragma disable: -fdoc-* 1126814e85d6SHong Zhang /*@C 1127bcf0153eSBarry Smith TSAdjointComputeRHSJacobian - Deprecated, use `TSComputeRHSJacobianP()` 1128814e85d6SHong Zhang 1129814e85d6SHong Zhang Level: deprecated 1130814e85d6SHong Zhang @*/ 1131d71ae5a4SJacob Faibussowitsch PetscErrorCode TSAdjointComputeRHSJacobian(TS ts, PetscReal t, Vec U, Mat Amat) 1132d71ae5a4SJacob Faibussowitsch { 1133814e85d6SHong Zhang PetscFunctionBegin; 1134814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 1135c9ad9de0SHong Zhang PetscValidHeaderSpecific(U, VEC_CLASSID, 3); 1136292bffcbSToby Isaac PetscValidHeaderSpecific(Amat, MAT_CLASSID, 4); 1137814e85d6SHong Zhang 1138792fecdfSBarry Smith PetscCallBack("TS callback JacobianP for sensitivity analysis", (*ts->rhsjacobianp)(ts, t, U, Amat, ts->rhsjacobianpctx)); 11393ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1140814e85d6SHong Zhang } 1141814e85d6SHong Zhang 114214d0ab18SJacob Faibussowitsch // PetscClangLinter pragma disable: -fdoc-* 1143814e85d6SHong Zhang /*@ 1144bcf0153eSBarry Smith TSAdjointComputeDRDYFunction - Deprecated, use `TSGetQuadratureTS()` then `TSComputeRHSJacobian()` 1145814e85d6SHong Zhang 1146814e85d6SHong Zhang Level: deprecated 1147814e85d6SHong Zhang @*/ 1148d71ae5a4SJacob Faibussowitsch PetscErrorCode TSAdjointComputeDRDYFunction(TS ts, PetscReal t, Vec U, Vec *DRDU) 1149d71ae5a4SJacob Faibussowitsch { 1150814e85d6SHong Zhang PetscFunctionBegin; 1151814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 1152c9ad9de0SHong Zhang PetscValidHeaderSpecific(U, VEC_CLASSID, 3); 1153814e85d6SHong Zhang 1154792fecdfSBarry Smith PetscCallBack("TS callback DRDY for sensitivity analysis", (*ts->drdufunction)(ts, t, U, DRDU, ts->costintegrandctx)); 11553ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1156814e85d6SHong Zhang } 1157814e85d6SHong Zhang 115814d0ab18SJacob Faibussowitsch // PetscClangLinter pragma disable: -fdoc-* 1159814e85d6SHong Zhang /*@ 1160bcf0153eSBarry Smith TSAdjointComputeDRDPFunction - Deprecated, use `TSGetQuadratureTS()` then `TSComputeRHSJacobianP()` 1161814e85d6SHong Zhang 1162814e85d6SHong Zhang Level: deprecated 1163814e85d6SHong Zhang @*/ 1164d71ae5a4SJacob Faibussowitsch PetscErrorCode TSAdjointComputeDRDPFunction(TS ts, PetscReal t, Vec U, Vec *DRDP) 1165d71ae5a4SJacob Faibussowitsch { 1166814e85d6SHong Zhang PetscFunctionBegin; 1167814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 1168c9ad9de0SHong Zhang PetscValidHeaderSpecific(U, VEC_CLASSID, 3); 1169814e85d6SHong Zhang 1170792fecdfSBarry Smith PetscCallBack("TS callback DRDP for sensitivity analysis", (*ts->drdpfunction)(ts, t, U, DRDP, ts->costintegrandctx)); 11713ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1172814e85d6SHong Zhang } 1173814e85d6SHong Zhang 117414d0ab18SJacob Faibussowitsch // PetscClangLinter pragma disable: -fdoc-param-list-func-parameter-documentation 1175814e85d6SHong Zhang /*@C 1176814e85d6SHong Zhang TSAdjointMonitorSensi - monitors the first lambda sensitivity 1177814e85d6SHong Zhang 1178814e85d6SHong Zhang Level: intermediate 1179814e85d6SHong Zhang 11801cc06b55SBarry Smith .seealso: [](ch_ts), `TSAdjointMonitorSet()` 1181814e85d6SHong Zhang @*/ 1182d71ae5a4SJacob Faibussowitsch PetscErrorCode TSAdjointMonitorSensi(TS ts, PetscInt step, PetscReal ptime, Vec v, PetscInt numcost, Vec *lambda, Vec *mu, PetscViewerAndFormat *vf) 1183d71ae5a4SJacob Faibussowitsch { 1184814e85d6SHong Zhang PetscViewer viewer = vf->viewer; 1185814e85d6SHong Zhang 1186814e85d6SHong Zhang PetscFunctionBegin; 1187064a246eSJacob Faibussowitsch PetscValidHeaderSpecific(viewer, PETSC_VIEWER_CLASSID, 8); 11889566063dSJacob Faibussowitsch PetscCall(PetscViewerPushFormat(viewer, vf->format)); 11899566063dSJacob Faibussowitsch PetscCall(VecView(lambda[0], viewer)); 11909566063dSJacob Faibussowitsch PetscCall(PetscViewerPopFormat(viewer)); 11913ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1192814e85d6SHong Zhang } 1193814e85d6SHong Zhang 1194814e85d6SHong Zhang /*@C 1195814e85d6SHong Zhang TSAdjointMonitorSetFromOptions - Sets a monitor function and viewer appropriate for the type indicated by the user 1196814e85d6SHong Zhang 1197c3339decSBarry Smith Collective 1198814e85d6SHong Zhang 1199814e85d6SHong Zhang Input Parameters: 1200bcf0153eSBarry Smith + ts - `TS` object you wish to monitor 1201814e85d6SHong Zhang . name - the monitor type one is seeking 1202814e85d6SHong Zhang . help - message indicating what monitoring is done 1203814e85d6SHong Zhang . manual - manual page for the monitor 1204814e85d6SHong Zhang . monitor - the monitor function 1205bcf0153eSBarry Smith - monitorsetup - a function that is called once ONLY if the user selected this monitor that may set additional features of the `TS` or `PetscViewer` objects 1206814e85d6SHong Zhang 1207814e85d6SHong Zhang Level: developer 1208814e85d6SHong Zhang 12091cc06b55SBarry Smith .seealso: [](ch_ts), `PetscOptionsGetViewer()`, `PetscOptionsGetReal()`, `PetscOptionsHasName()`, `PetscOptionsGetString()`, 1210db781477SPatrick Sanan `PetscOptionsGetIntArray()`, `PetscOptionsGetRealArray()`, `PetscOptionsBool()` 1211b43aa488SJacob Faibussowitsch `PetscOptionsInt()`, `PetscOptionsString()`, `PetscOptionsReal()`, 1212db781477SPatrick Sanan `PetscOptionsName()`, `PetscOptionsBegin()`, `PetscOptionsEnd()`, `PetscOptionsHeadBegin()`, 1213c2e3fba1SPatrick Sanan `PetscOptionsStringArray()`, `PetscOptionsRealArray()`, `PetscOptionsScalar()`, 1214db781477SPatrick Sanan `PetscOptionsBoolGroupBegin()`, `PetscOptionsBoolGroup()`, `PetscOptionsBoolGroupEnd()`, 1215db781477SPatrick Sanan `PetscOptionsFList()`, `PetscOptionsEList()` 1216814e85d6SHong Zhang @*/ 1217d71ae5a4SJacob Faibussowitsch PetscErrorCode TSAdjointMonitorSetFromOptions(TS ts, const char name[], const char help[], const char manual[], PetscErrorCode (*monitor)(TS, PetscInt, PetscReal, Vec, PetscInt, Vec *, Vec *, PetscViewerAndFormat *), PetscErrorCode (*monitorsetup)(TS, PetscViewerAndFormat *)) 1218d71ae5a4SJacob Faibussowitsch { 1219814e85d6SHong Zhang PetscViewer viewer; 1220814e85d6SHong Zhang PetscViewerFormat format; 1221814e85d6SHong Zhang PetscBool flg; 1222814e85d6SHong Zhang 1223814e85d6SHong Zhang PetscFunctionBegin; 12249566063dSJacob Faibussowitsch PetscCall(PetscOptionsGetViewer(PetscObjectComm((PetscObject)ts), ((PetscObject)ts)->options, ((PetscObject)ts)->prefix, name, &viewer, &format, &flg)); 1225814e85d6SHong Zhang if (flg) { 1226814e85d6SHong Zhang PetscViewerAndFormat *vf; 12279566063dSJacob Faibussowitsch PetscCall(PetscViewerAndFormatCreate(viewer, format, &vf)); 12289566063dSJacob Faibussowitsch PetscCall(PetscObjectDereference((PetscObject)viewer)); 12291baa6e33SBarry Smith if (monitorsetup) PetscCall((*monitorsetup)(ts, vf)); 12309566063dSJacob Faibussowitsch PetscCall(TSAdjointMonitorSet(ts, (PetscErrorCode(*)(TS, PetscInt, PetscReal, Vec, PetscInt, Vec *, Vec *, void *))monitor, vf, (PetscErrorCode(*)(void **))PetscViewerAndFormatDestroy)); 1231814e85d6SHong Zhang } 12323ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1233814e85d6SHong Zhang } 1234814e85d6SHong Zhang 1235814e85d6SHong Zhang /*@C 1236814e85d6SHong Zhang TSAdjointMonitorSet - Sets an ADDITIONAL function that is to be used at every 1237814e85d6SHong Zhang timestep to display the iteration's progress. 1238814e85d6SHong Zhang 1239c3339decSBarry Smith Logically Collective 1240814e85d6SHong Zhang 1241814e85d6SHong Zhang Input Parameters: 1242bcf0153eSBarry Smith + ts - the `TS` context obtained from `TSCreate()` 1243814e85d6SHong Zhang . adjointmonitor - monitoring routine 124414d0ab18SJacob Faibussowitsch . adjointmctx - [optional] user-defined context for private data for the monitor routine 124514d0ab18SJacob Faibussowitsch (use `NULL` if no context is desired) 124614d0ab18SJacob Faibussowitsch - adjointmdestroy - [optional] routine that frees monitor context (may be `NULL`) 1247814e85d6SHong Zhang 124820f4b53cSBarry Smith Calling sequence of `adjointmonitor`: 1249bcf0153eSBarry Smith + ts - the `TS` context 125014d0ab18SJacob Faibussowitsch . steps - iteration number (after the final time step the monitor routine is called with 125114d0ab18SJacob Faibussowitsch a step of -1, this is at the final time which may have been interpolated to) 1252814e85d6SHong Zhang . time - current time 1253814e85d6SHong Zhang . u - current iterate 1254814e85d6SHong Zhang . numcost - number of cost functionos 1255814e85d6SHong Zhang . lambda - sensitivities to initial conditions 1256814e85d6SHong Zhang . mu - sensitivities to parameters 1257814e85d6SHong Zhang - adjointmctx - [optional] adjoint monitoring context 1258814e85d6SHong Zhang 125914d0ab18SJacob Faibussowitsch Calling sequence of `adjointmdestroy`: 126014d0ab18SJacob Faibussowitsch . mctx - the monitor context to destroy 126114d0ab18SJacob Faibussowitsch 1262bcf0153eSBarry Smith Level: intermediate 1263bcf0153eSBarry Smith 1264bcf0153eSBarry Smith Note: 1265814e85d6SHong Zhang This routine adds an additional monitor to the list of monitors that 1266814e85d6SHong Zhang already has been loaded. 1267814e85d6SHong Zhang 1268b43aa488SJacob Faibussowitsch Fortran Notes: 126920f4b53cSBarry Smith Only a single monitor function can be set for each `TS` object 1270814e85d6SHong Zhang 12711cc06b55SBarry Smith .seealso: [](ch_ts), `TS`, `TSAdjointSolve()`, `TSAdjointMonitorCancel()` 1272814e85d6SHong Zhang @*/ 127314d0ab18SJacob Faibussowitsch PetscErrorCode TSAdjointMonitorSet(TS ts, PetscErrorCode (*adjointmonitor)(TS ts, PetscInt steps, PetscReal time, Vec u, PetscInt numcost, Vec *lambda, Vec *mu, void *adjointmctx), void *adjointmctx, PetscErrorCode (*adjointmdestroy)(void **mctx)) 1274d71ae5a4SJacob Faibussowitsch { 1275814e85d6SHong Zhang PetscInt i; 1276814e85d6SHong Zhang PetscBool identical; 1277814e85d6SHong Zhang 1278814e85d6SHong Zhang PetscFunctionBegin; 1279814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 1280814e85d6SHong Zhang for (i = 0; i < ts->numbermonitors; i++) { 12819566063dSJacob Faibussowitsch PetscCall(PetscMonitorCompare((PetscErrorCode(*)(void))adjointmonitor, adjointmctx, adjointmdestroy, (PetscErrorCode(*)(void))ts->adjointmonitor[i], ts->adjointmonitorcontext[i], ts->adjointmonitordestroy[i], &identical)); 12823ba16761SJacob Faibussowitsch if (identical) PetscFunctionReturn(PETSC_SUCCESS); 1283814e85d6SHong Zhang } 12843c633725SBarry Smith PetscCheck(ts->numberadjointmonitors < MAXTSMONITORS, PETSC_COMM_SELF, PETSC_ERR_ARG_OUTOFRANGE, "Too many adjoint monitors set"); 1285814e85d6SHong Zhang ts->adjointmonitor[ts->numberadjointmonitors] = adjointmonitor; 1286814e85d6SHong Zhang ts->adjointmonitordestroy[ts->numberadjointmonitors] = adjointmdestroy; 1287814e85d6SHong Zhang ts->adjointmonitorcontext[ts->numberadjointmonitors++] = (void *)adjointmctx; 12883ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1289814e85d6SHong Zhang } 1290814e85d6SHong Zhang 1291814e85d6SHong Zhang /*@C 1292814e85d6SHong Zhang TSAdjointMonitorCancel - Clears all the adjoint monitors that have been set on a time-step object. 1293814e85d6SHong Zhang 1294c3339decSBarry Smith Logically Collective 1295814e85d6SHong Zhang 12962fe279fdSBarry Smith Input Parameter: 1297bcf0153eSBarry Smith . ts - the `TS` context obtained from `TSCreate()` 1298814e85d6SHong Zhang 1299814e85d6SHong Zhang Notes: 1300814e85d6SHong Zhang There is no way to remove a single, specific monitor. 1301814e85d6SHong Zhang 1302814e85d6SHong Zhang Level: intermediate 1303814e85d6SHong Zhang 13041cc06b55SBarry Smith .seealso: [](ch_ts), `TS`, `TSAdjointSolve()`, `TSAdjointMonitorSet()` 1305814e85d6SHong Zhang @*/ 1306d71ae5a4SJacob Faibussowitsch PetscErrorCode TSAdjointMonitorCancel(TS ts) 1307d71ae5a4SJacob Faibussowitsch { 1308814e85d6SHong Zhang PetscInt i; 1309814e85d6SHong Zhang 1310814e85d6SHong Zhang PetscFunctionBegin; 1311814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 1312814e85d6SHong Zhang for (i = 0; i < ts->numberadjointmonitors; i++) { 131348a46eb9SPierre Jolivet if (ts->adjointmonitordestroy[i]) PetscCall((*ts->adjointmonitordestroy[i])(&ts->adjointmonitorcontext[i])); 1314814e85d6SHong Zhang } 1315814e85d6SHong Zhang ts->numberadjointmonitors = 0; 13163ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1317814e85d6SHong Zhang } 1318814e85d6SHong Zhang 1319814e85d6SHong Zhang /*@C 1320814e85d6SHong Zhang TSAdjointMonitorDefault - the default monitor of adjoint computations 1321814e85d6SHong Zhang 132214d0ab18SJacob Faibussowitsch Input Parameters: 132314d0ab18SJacob Faibussowitsch + ts - the `TS` context 132414d0ab18SJacob Faibussowitsch . step - iteration number (after the final time step the monitor routine is called with a 132514d0ab18SJacob Faibussowitsch step of -1, this is at the final time which may have been interpolated to) 132614d0ab18SJacob Faibussowitsch . time - current time 132714d0ab18SJacob Faibussowitsch . v - current iterate 132814d0ab18SJacob Faibussowitsch . numcost - number of cost functionos 132914d0ab18SJacob Faibussowitsch . lambda - sensitivities to initial conditions 133014d0ab18SJacob Faibussowitsch . mu - sensitivities to parameters 133114d0ab18SJacob Faibussowitsch - vf - the viewer and format 133214d0ab18SJacob Faibussowitsch 1333814e85d6SHong Zhang Level: intermediate 1334814e85d6SHong Zhang 13351cc06b55SBarry Smith .seealso: [](ch_ts), `TS`, `TSAdjointSolve()`, `TSAdjointMonitorSet()` 1336814e85d6SHong Zhang @*/ 133714d0ab18SJacob Faibussowitsch PetscErrorCode TSAdjointMonitorDefault(TS ts, PetscInt step, PetscReal time, Vec v, PetscInt numcost, Vec *lambda, Vec *mu, PetscViewerAndFormat *vf) 1338d71ae5a4SJacob Faibussowitsch { 1339814e85d6SHong Zhang PetscViewer viewer = vf->viewer; 1340814e85d6SHong Zhang 1341814e85d6SHong Zhang PetscFunctionBegin; 134214d0ab18SJacob Faibussowitsch (void)v; 134314d0ab18SJacob Faibussowitsch (void)numcost; 134414d0ab18SJacob Faibussowitsch (void)lambda; 134514d0ab18SJacob Faibussowitsch (void)mu; 1346064a246eSJacob Faibussowitsch PetscValidHeaderSpecific(viewer, PETSC_VIEWER_CLASSID, 8); 13479566063dSJacob Faibussowitsch PetscCall(PetscViewerPushFormat(viewer, vf->format)); 13489566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIIAddTab(viewer, ((PetscObject)ts)->tablevel)); 134914d0ab18SJacob Faibussowitsch PetscCall(PetscViewerASCIIPrintf(viewer, "%" PetscInt_FMT " TS dt %g time %g%s", step, (double)ts->time_step, (double)time, ts->steprollback ? " (r)\n" : "\n")); 13509566063dSJacob Faibussowitsch PetscCall(PetscViewerASCIISubtractTab(viewer, ((PetscObject)ts)->tablevel)); 13519566063dSJacob Faibussowitsch PetscCall(PetscViewerPopFormat(viewer)); 13523ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1353814e85d6SHong Zhang } 1354814e85d6SHong Zhang 1355814e85d6SHong Zhang /*@C 1356bcf0153eSBarry Smith TSAdjointMonitorDrawSensi - Monitors progress of the adjoint `TS` solvers by calling 1357bcf0153eSBarry Smith `VecView()` for the sensitivities to initial states at each timestep 1358814e85d6SHong Zhang 1359c3339decSBarry Smith Collective 1360814e85d6SHong Zhang 1361814e85d6SHong Zhang Input Parameters: 1362bcf0153eSBarry Smith + ts - the `TS` context 1363814e85d6SHong Zhang . step - current time-step 1364814e85d6SHong Zhang . ptime - current time 1365814e85d6SHong Zhang . u - current state 1366814e85d6SHong Zhang . numcost - number of cost functions 1367814e85d6SHong Zhang . lambda - sensitivities to initial conditions 1368814e85d6SHong Zhang . mu - sensitivities to parameters 13692fe279fdSBarry Smith - dummy - either a viewer or `NULL` 1370814e85d6SHong Zhang 1371814e85d6SHong Zhang Level: intermediate 1372814e85d6SHong Zhang 13731cc06b55SBarry Smith .seealso: [](ch_ts), `TSAdjointSolve()`, `TSAdjointMonitorSet()`, `TSAdjointMonitorDefault()`, `VecView()` 1374814e85d6SHong Zhang @*/ 1375d71ae5a4SJacob Faibussowitsch PetscErrorCode TSAdjointMonitorDrawSensi(TS ts, PetscInt step, PetscReal ptime, Vec u, PetscInt numcost, Vec *lambda, Vec *mu, void *dummy) 1376d71ae5a4SJacob Faibussowitsch { 1377814e85d6SHong Zhang TSMonitorDrawCtx ictx = (TSMonitorDrawCtx)dummy; 1378814e85d6SHong Zhang PetscDraw draw; 1379814e85d6SHong Zhang PetscReal xl, yl, xr, yr, h; 1380814e85d6SHong Zhang char time[32]; 1381814e85d6SHong Zhang 1382814e85d6SHong Zhang PetscFunctionBegin; 13833ba16761SJacob Faibussowitsch if (!(((ictx->howoften > 0) && (!(step % ictx->howoften))) || ((ictx->howoften == -1) && ts->reason))) PetscFunctionReturn(PETSC_SUCCESS); 1384814e85d6SHong Zhang 13859566063dSJacob Faibussowitsch PetscCall(VecView(lambda[0], ictx->viewer)); 13869566063dSJacob Faibussowitsch PetscCall(PetscViewerDrawGetDraw(ictx->viewer, 0, &draw)); 13879566063dSJacob Faibussowitsch PetscCall(PetscSNPrintf(time, 32, "Timestep %d Time %g", (int)step, (double)ptime)); 13889566063dSJacob Faibussowitsch PetscCall(PetscDrawGetCoordinates(draw, &xl, &yl, &xr, &yr)); 1389814e85d6SHong Zhang h = yl + .95 * (yr - yl); 13909566063dSJacob Faibussowitsch PetscCall(PetscDrawStringCentered(draw, .5 * (xl + xr), h, PETSC_DRAW_BLACK, time)); 13919566063dSJacob Faibussowitsch PetscCall(PetscDrawFlush(draw)); 13923ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1393814e85d6SHong Zhang } 1394814e85d6SHong Zhang 139514d0ab18SJacob Faibussowitsch /*@C 139614d0ab18SJacob Faibussowitsch TSAdjointSetFromOptions - Sets various `TS` adjoint parameters from options database. 1397814e85d6SHong Zhang 1398c3339decSBarry Smith Collective 1399814e85d6SHong Zhang 140014d0ab18SJacob Faibussowitsch Input Parameters: 140114d0ab18SJacob Faibussowitsch + ts - the `TS` context 140214d0ab18SJacob Faibussowitsch - PetscOptionsObject - the options context 1403814e85d6SHong Zhang 1404814e85d6SHong Zhang Options Database Keys: 140514d0ab18SJacob Faibussowitsch + -ts_adjoint_solve <yes,no> - After solving the ODE/DAE solve the adjoint problem (requires `-ts_save_trajectory`) 1406814e85d6SHong Zhang . -ts_adjoint_monitor - print information at each adjoint time step 1407814e85d6SHong Zhang - -ts_adjoint_monitor_draw_sensi - monitor the sensitivity of the first cost function wrt initial conditions (lambda[0]) graphically 1408814e85d6SHong Zhang 1409814e85d6SHong Zhang Level: developer 1410814e85d6SHong Zhang 1411bcf0153eSBarry Smith Note: 1412814e85d6SHong Zhang This is not normally called directly by users 1413814e85d6SHong Zhang 14141cc06b55SBarry Smith .seealso: [](ch_ts), `TSSetSaveTrajectory()`, `TSTrajectorySetUp()` 141514d0ab18SJacob Faibussowitsch @*/ 1416d71ae5a4SJacob Faibussowitsch PetscErrorCode TSAdjointSetFromOptions(TS ts, PetscOptionItems *PetscOptionsObject) 1417d71ae5a4SJacob Faibussowitsch { 1418814e85d6SHong Zhang PetscBool tflg, opt; 1419814e85d6SHong Zhang 1420814e85d6SHong Zhang PetscFunctionBegin; 1421dbbe0bcdSBarry Smith PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 1422d0609cedSBarry Smith PetscOptionsHeadBegin(PetscOptionsObject, "TS Adjoint options"); 1423814e85d6SHong Zhang tflg = ts->adjoint_solve ? PETSC_TRUE : PETSC_FALSE; 14249566063dSJacob Faibussowitsch PetscCall(PetscOptionsBool("-ts_adjoint_solve", "Solve the adjoint problem immediately after solving the forward problem", "", tflg, &tflg, &opt)); 1425814e85d6SHong Zhang if (opt) { 14269566063dSJacob Faibussowitsch PetscCall(TSSetSaveTrajectory(ts)); 1427814e85d6SHong Zhang ts->adjoint_solve = tflg; 1428814e85d6SHong Zhang } 14299566063dSJacob Faibussowitsch PetscCall(TSAdjointMonitorSetFromOptions(ts, "-ts_adjoint_monitor", "Monitor adjoint timestep size", "TSAdjointMonitorDefault", TSAdjointMonitorDefault, NULL)); 14309566063dSJacob Faibussowitsch PetscCall(TSAdjointMonitorSetFromOptions(ts, "-ts_adjoint_monitor_sensi", "Monitor sensitivity in the adjoint computation", "TSAdjointMonitorSensi", TSAdjointMonitorSensi, NULL)); 1431814e85d6SHong Zhang opt = PETSC_FALSE; 14329566063dSJacob Faibussowitsch PetscCall(PetscOptionsName("-ts_adjoint_monitor_draw_sensi", "Monitor adjoint sensitivities (lambda only) graphically", "TSAdjointMonitorDrawSensi", &opt)); 1433814e85d6SHong Zhang if (opt) { 1434814e85d6SHong Zhang TSMonitorDrawCtx ctx; 1435814e85d6SHong Zhang PetscInt howoften = 1; 1436814e85d6SHong Zhang 14379566063dSJacob Faibussowitsch PetscCall(PetscOptionsInt("-ts_adjoint_monitor_draw_sensi", "Monitor adjoint sensitivities (lambda only) graphically", "TSAdjointMonitorDrawSensi", howoften, &howoften, NULL)); 14389566063dSJacob Faibussowitsch PetscCall(TSMonitorDrawCtxCreate(PetscObjectComm((PetscObject)ts), NULL, NULL, PETSC_DECIDE, PETSC_DECIDE, 300, 300, howoften, &ctx)); 14399566063dSJacob Faibussowitsch PetscCall(TSAdjointMonitorSet(ts, TSAdjointMonitorDrawSensi, ctx, (PetscErrorCode(*)(void **))TSMonitorDrawCtxDestroy)); 1440814e85d6SHong Zhang } 14413ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1442814e85d6SHong Zhang } 1443814e85d6SHong Zhang 1444814e85d6SHong Zhang /*@ 1445814e85d6SHong Zhang TSAdjointStep - Steps one time step backward in the adjoint run 1446814e85d6SHong Zhang 1447c3339decSBarry Smith Collective 1448814e85d6SHong Zhang 1449814e85d6SHong Zhang Input Parameter: 1450bcf0153eSBarry Smith . ts - the `TS` context obtained from `TSCreate()` 1451814e85d6SHong Zhang 1452814e85d6SHong Zhang Level: intermediate 1453814e85d6SHong Zhang 14541cc06b55SBarry Smith .seealso: [](ch_ts), `TSAdjointSetUp()`, `TSAdjointSolve()` 1455814e85d6SHong Zhang @*/ 1456d71ae5a4SJacob Faibussowitsch PetscErrorCode TSAdjointStep(TS ts) 1457d71ae5a4SJacob Faibussowitsch { 1458814e85d6SHong Zhang DM dm; 1459814e85d6SHong Zhang 1460814e85d6SHong Zhang PetscFunctionBegin; 1461814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 14629566063dSJacob Faibussowitsch PetscCall(TSGetDM(ts, &dm)); 14639566063dSJacob Faibussowitsch PetscCall(TSAdjointSetUp(ts)); 14647b0e2f17SHong Zhang ts->steps--; /* must decrease the step index before the adjoint step is taken. */ 1465814e85d6SHong Zhang 1466814e85d6SHong Zhang ts->reason = TS_CONVERGED_ITERATING; 1467814e85d6SHong Zhang ts->ptime_prev = ts->ptime; 14689566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(TS_AdjointStep, ts, 0, 0, 0)); 1469dbbe0bcdSBarry Smith PetscUseTypeMethod(ts, adjointstep); 14709566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(TS_AdjointStep, ts, 0, 0, 0)); 14717b0e2f17SHong Zhang ts->adjoint_steps++; 1472814e85d6SHong Zhang 1473814e85d6SHong Zhang if (ts->reason < 0) { 14743c633725SBarry Smith PetscCheck(!ts->errorifstepfailed, PetscObjectComm((PetscObject)ts), PETSC_ERR_NOT_CONVERGED, "TSAdjointStep has failed due to %s", TSConvergedReasons[ts->reason]); 1475814e85d6SHong Zhang } else if (!ts->reason) { 1476814e85d6SHong Zhang if (ts->adjoint_steps >= ts->adjoint_max_steps) ts->reason = TS_CONVERGED_ITS; 1477814e85d6SHong Zhang } 14783ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1479814e85d6SHong Zhang } 1480814e85d6SHong Zhang 1481814e85d6SHong Zhang /*@ 1482814e85d6SHong Zhang TSAdjointSolve - Solves the discrete ajoint problem for an ODE/DAE 1483814e85d6SHong Zhang 1484c3339decSBarry Smith Collective 1485bcf0153eSBarry Smith ` 1486b43aa488SJacob Faibussowitsch 1487814e85d6SHong Zhang Input Parameter: 1488bcf0153eSBarry Smith . ts - the `TS` context obtained from `TSCreate()` 1489814e85d6SHong Zhang 1490bcf0153eSBarry Smith Options Database Key: 1491814e85d6SHong Zhang . -ts_adjoint_view_solution <viewerinfo> - views the first gradient with respect to the initial values 1492814e85d6SHong Zhang 1493814e85d6SHong Zhang Level: intermediate 1494814e85d6SHong Zhang 1495814e85d6SHong Zhang Notes: 1496bcf0153eSBarry Smith This must be called after a call to `TSSolve()` that solves the forward problem 1497814e85d6SHong Zhang 1498bcf0153eSBarry Smith By default this will integrate back to the initial time, one can use `TSAdjointSetSteps()` to step back to a later time 1499814e85d6SHong Zhang 1500*42747ad1SJacob Faibussowitsch .seealso: [](ch_ts), `TSCreate()`, `TSSetCostGradients()`, `TSSetSolution()`, `TSAdjointStep()` 1501814e85d6SHong Zhang @*/ 1502d71ae5a4SJacob Faibussowitsch PetscErrorCode TSAdjointSolve(TS ts) 1503d71ae5a4SJacob Faibussowitsch { 1504f1d62c27SHong Zhang static PetscBool cite = PETSC_FALSE; 15057f59fb53SHong Zhang #if defined(TSADJOINT_STAGE) 15067f59fb53SHong Zhang PetscLogStage adjoint_stage; 15077f59fb53SHong Zhang #endif 1508814e85d6SHong Zhang 1509814e85d6SHong Zhang PetscFunctionBegin; 1510814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 1511421b783aSHong Zhang PetscCall(PetscCitationsRegister("@article{Zhang2022tsadjoint,\n" 1512421b783aSHong Zhang " title = {{PETSc TSAdjoint: A Discrete Adjoint ODE Solver for First-Order and Second-Order Sensitivity Analysis}},\n" 1513f1d62c27SHong Zhang " author = {Zhang, Hong and Constantinescu, Emil M. and Smith, Barry F.},\n" 1514421b783aSHong Zhang " journal = {SIAM Journal on Scientific Computing},\n" 1515421b783aSHong Zhang " volume = {44},\n" 1516421b783aSHong Zhang " number = {1},\n" 1517421b783aSHong Zhang " pages = {C1-C24},\n" 1518421b783aSHong Zhang " doi = {10.1137/21M140078X},\n" 15199371c9d4SSatish Balay " year = {2022}\n}\n", 15209371c9d4SSatish Balay &cite)); 15217f59fb53SHong Zhang #if defined(TSADJOINT_STAGE) 15229566063dSJacob Faibussowitsch PetscCall(PetscLogStageRegister("TSAdjoint", &adjoint_stage)); 15239566063dSJacob Faibussowitsch PetscCall(PetscLogStagePush(adjoint_stage)); 15247f59fb53SHong Zhang #endif 15259566063dSJacob Faibussowitsch PetscCall(TSAdjointSetUp(ts)); 1526814e85d6SHong Zhang 1527814e85d6SHong Zhang /* reset time step and iteration counters */ 1528814e85d6SHong Zhang ts->adjoint_steps = 0; 1529814e85d6SHong Zhang ts->ksp_its = 0; 1530814e85d6SHong Zhang ts->snes_its = 0; 1531814e85d6SHong Zhang ts->num_snes_failures = 0; 1532814e85d6SHong Zhang ts->reject = 0; 1533814e85d6SHong Zhang ts->reason = TS_CONVERGED_ITERATING; 1534814e85d6SHong Zhang 1535814e85d6SHong Zhang if (!ts->adjoint_max_steps) ts->adjoint_max_steps = ts->steps; 1536814e85d6SHong Zhang if (ts->adjoint_steps >= ts->adjoint_max_steps) ts->reason = TS_CONVERGED_ITS; 1537814e85d6SHong Zhang 1538814e85d6SHong Zhang while (!ts->reason) { 15399566063dSJacob Faibussowitsch PetscCall(TSTrajectoryGet(ts->trajectory, ts, ts->steps, &ts->ptime)); 15409566063dSJacob Faibussowitsch PetscCall(TSAdjointMonitor(ts, ts->steps, ts->ptime, ts->vec_sol, ts->numcost, ts->vecs_sensi, ts->vecs_sensip)); 15419566063dSJacob Faibussowitsch PetscCall(TSAdjointEventHandler(ts)); 15429566063dSJacob Faibussowitsch PetscCall(TSAdjointStep(ts)); 154348a46eb9SPierre Jolivet if ((ts->vec_costintegral || ts->quadraturets) && !ts->costintegralfwd) PetscCall(TSAdjointCostIntegral(ts)); 1544814e85d6SHong Zhang } 1545bdbff044SHong Zhang if (!ts->steps) { 15469566063dSJacob Faibussowitsch PetscCall(TSTrajectoryGet(ts->trajectory, ts, ts->steps, &ts->ptime)); 15479566063dSJacob Faibussowitsch PetscCall(TSAdjointMonitor(ts, ts->steps, ts->ptime, ts->vec_sol, ts->numcost, ts->vecs_sensi, ts->vecs_sensip)); 1548bdbff044SHong Zhang } 1549814e85d6SHong Zhang ts->solvetime = ts->ptime; 15509566063dSJacob Faibussowitsch PetscCall(TSTrajectoryViewFromOptions(ts->trajectory, NULL, "-ts_trajectory_view")); 15519566063dSJacob Faibussowitsch PetscCall(VecViewFromOptions(ts->vecs_sensi[0], (PetscObject)ts, "-ts_adjoint_view_solution")); 1552814e85d6SHong Zhang ts->adjoint_max_steps = 0; 15537f59fb53SHong Zhang #if defined(TSADJOINT_STAGE) 15549566063dSJacob Faibussowitsch PetscCall(PetscLogStagePop()); 15557f59fb53SHong Zhang #endif 15563ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1557814e85d6SHong Zhang } 1558814e85d6SHong Zhang 1559814e85d6SHong Zhang /*@C 1560bcf0153eSBarry Smith TSAdjointMonitor - Runs all user-provided adjoint monitor routines set using `TSAdjointMonitorSet()` 1561814e85d6SHong Zhang 1562c3339decSBarry Smith Collective 1563814e85d6SHong Zhang 1564814e85d6SHong Zhang Input Parameters: 1565bcf0153eSBarry Smith + ts - time stepping context obtained from `TSCreate()` 1566814e85d6SHong Zhang . step - step number that has just completed 1567814e85d6SHong Zhang . ptime - model time of the state 1568814e85d6SHong Zhang . u - state at the current model time 1569814e85d6SHong Zhang . numcost - number of cost functions (dimension of lambda or mu) 1570814e85d6SHong Zhang . lambda - vectors containing the gradients of the cost functions with respect to the ODE/DAE solution variables 1571814e85d6SHong Zhang - mu - vectors containing the gradients of the cost functions with respect to the problem parameters 1572814e85d6SHong Zhang 1573814e85d6SHong Zhang Level: developer 1574814e85d6SHong Zhang 1575bcf0153eSBarry Smith Note: 1576bcf0153eSBarry Smith `TSAdjointMonitor()` is typically used automatically within the time stepping implementations. 1577bcf0153eSBarry Smith Users would almost never call this routine directly. 1578bcf0153eSBarry Smith 1579bcf0153eSBarry Smith .seealso: `TSAdjointMonitorSet()`, `TSAdjointSolve()` 1580814e85d6SHong Zhang @*/ 1581d71ae5a4SJacob Faibussowitsch PetscErrorCode TSAdjointMonitor(TS ts, PetscInt step, PetscReal ptime, Vec u, PetscInt numcost, Vec *lambda, Vec *mu) 1582d71ae5a4SJacob Faibussowitsch { 1583814e85d6SHong Zhang PetscInt i, n = ts->numberadjointmonitors; 1584814e85d6SHong Zhang 1585814e85d6SHong Zhang PetscFunctionBegin; 1586814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 1587814e85d6SHong Zhang PetscValidHeaderSpecific(u, VEC_CLASSID, 4); 15889566063dSJacob Faibussowitsch PetscCall(VecLockReadPush(u)); 158948a46eb9SPierre Jolivet for (i = 0; i < n; i++) PetscCall((*ts->adjointmonitor[i])(ts, step, ptime, u, numcost, lambda, mu, ts->adjointmonitorcontext[i])); 15909566063dSJacob Faibussowitsch PetscCall(VecLockReadPop(u)); 15913ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1592814e85d6SHong Zhang } 1593814e85d6SHong Zhang 1594814e85d6SHong Zhang /*@ 1595814e85d6SHong Zhang TSAdjointCostIntegral - Evaluate the cost integral in the adjoint run. 1596814e85d6SHong Zhang 1597c3339decSBarry Smith Collective 1598814e85d6SHong Zhang 15994165533cSJose E. Roman Input Parameter: 1600814e85d6SHong Zhang . ts - time stepping context 1601814e85d6SHong Zhang 1602814e85d6SHong Zhang Level: advanced 1603814e85d6SHong Zhang 1604814e85d6SHong Zhang Notes: 1605bcf0153eSBarry Smith This function cannot be called until `TSAdjointStep()` has been completed. 1606814e85d6SHong Zhang 16071cc06b55SBarry Smith .seealso: [](ch_ts), `TSAdjointSolve()`, `TSAdjointStep()` 1608814e85d6SHong Zhang @*/ 1609d71ae5a4SJacob Faibussowitsch PetscErrorCode TSAdjointCostIntegral(TS ts) 1610d71ae5a4SJacob Faibussowitsch { 1611362febeeSStefano Zampini PetscFunctionBegin; 1612814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 1613dbbe0bcdSBarry Smith PetscUseTypeMethod(ts, adjointintegral); 16143ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1615814e85d6SHong Zhang } 1616814e85d6SHong Zhang 1617814e85d6SHong Zhang /* ------------------ Forward (tangent linear) sensitivity ------------------*/ 1618814e85d6SHong Zhang 1619814e85d6SHong Zhang /*@ 1620814e85d6SHong Zhang TSForwardSetUp - Sets up the internal data structures for the later use 1621814e85d6SHong Zhang of forward sensitivity analysis 1622814e85d6SHong Zhang 1623c3339decSBarry Smith Collective 1624814e85d6SHong Zhang 1625814e85d6SHong Zhang Input Parameter: 1626bcf0153eSBarry Smith . ts - the `TS` context obtained from `TSCreate()` 1627814e85d6SHong Zhang 1628814e85d6SHong Zhang Level: advanced 1629814e85d6SHong Zhang 16301cc06b55SBarry Smith .seealso: [](ch_ts), `TS`, `TSCreate()`, `TSDestroy()`, `TSSetUp()` 1631814e85d6SHong Zhang @*/ 1632d71ae5a4SJacob Faibussowitsch PetscErrorCode TSForwardSetUp(TS ts) 1633d71ae5a4SJacob Faibussowitsch { 1634814e85d6SHong Zhang PetscFunctionBegin; 1635814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 16363ba16761SJacob Faibussowitsch if (ts->forwardsetupcalled) PetscFunctionReturn(PETSC_SUCCESS); 1637dbbe0bcdSBarry Smith PetscTryTypeMethod(ts, forwardsetup); 16389566063dSJacob Faibussowitsch PetscCall(VecDuplicate(ts->vec_sol, &ts->vec_sensip_col)); 1639814e85d6SHong Zhang ts->forwardsetupcalled = PETSC_TRUE; 16403ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1641814e85d6SHong Zhang } 1642814e85d6SHong Zhang 1643814e85d6SHong Zhang /*@ 16447adebddeSHong Zhang TSForwardReset - Reset the internal data structures used by forward sensitivity analysis 16457adebddeSHong Zhang 1646c3339decSBarry Smith Collective 16477adebddeSHong Zhang 16487adebddeSHong Zhang Input Parameter: 1649bcf0153eSBarry Smith . ts - the `TS` context obtained from `TSCreate()` 16507adebddeSHong Zhang 16517adebddeSHong Zhang Level: advanced 16527adebddeSHong Zhang 16531cc06b55SBarry Smith .seealso: [](ch_ts), `TSCreate()`, `TSDestroy()`, `TSForwardSetUp()` 16547adebddeSHong Zhang @*/ 1655d71ae5a4SJacob Faibussowitsch PetscErrorCode TSForwardReset(TS ts) 1656d71ae5a4SJacob Faibussowitsch { 16577207e0fdSHong Zhang TS quadts = ts->quadraturets; 16587adebddeSHong Zhang 16597adebddeSHong Zhang PetscFunctionBegin; 16607adebddeSHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 1661dbbe0bcdSBarry Smith PetscTryTypeMethod(ts, forwardreset); 16629566063dSJacob Faibussowitsch PetscCall(MatDestroy(&ts->mat_sensip)); 166348a46eb9SPierre Jolivet if (quadts) PetscCall(MatDestroy(&quadts->mat_sensip)); 16649566063dSJacob Faibussowitsch PetscCall(VecDestroy(&ts->vec_sensip_col)); 16657adebddeSHong Zhang ts->forward_solve = PETSC_FALSE; 16667adebddeSHong Zhang ts->forwardsetupcalled = PETSC_FALSE; 16673ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 16687adebddeSHong Zhang } 16697adebddeSHong Zhang 16707adebddeSHong Zhang /*@ 1671814e85d6SHong Zhang TSForwardSetIntegralGradients - Set the vectors holding forward sensitivities of the integral term. 1672814e85d6SHong Zhang 1673d8d19677SJose E. Roman Input Parameters: 1674bcf0153eSBarry Smith + ts - the `TS` context obtained from `TSCreate()` 1675814e85d6SHong Zhang . numfwdint - number of integrals 167667b8a455SSatish Balay - vp - the vectors containing the gradients for each integral w.r.t. parameters 1677814e85d6SHong Zhang 16787207e0fdSHong Zhang Level: deprecated 1679814e85d6SHong Zhang 1680*42747ad1SJacob Faibussowitsch .seealso: [](ch_ts), `TSForwardGetSensitivities()`, `TSForwardGetIntegralGradients()`, `TSForwardStep()` 1681814e85d6SHong Zhang @*/ 1682d71ae5a4SJacob Faibussowitsch PetscErrorCode TSForwardSetIntegralGradients(TS ts, PetscInt numfwdint, Vec *vp) 1683d71ae5a4SJacob Faibussowitsch { 1684814e85d6SHong Zhang PetscFunctionBegin; 1685814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 16863c633725SBarry Smith PetscCheck(!ts->numcost || ts->numcost == numfwdint, PetscObjectComm((PetscObject)ts), PETSC_ERR_USER, "The number of cost functions (2nd parameter of TSSetCostIntegrand()) is inconsistent with the one set by TSSetCostIntegrand()"); 1687814e85d6SHong Zhang if (!ts->numcost) ts->numcost = numfwdint; 1688814e85d6SHong Zhang 1689814e85d6SHong Zhang ts->vecs_integral_sensip = vp; 16903ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1691814e85d6SHong Zhang } 1692814e85d6SHong Zhang 1693814e85d6SHong Zhang /*@ 1694814e85d6SHong Zhang TSForwardGetIntegralGradients - Returns the forward sensitivities of the integral term. 1695814e85d6SHong Zhang 1696814e85d6SHong Zhang Input Parameter: 1697bcf0153eSBarry Smith . ts - the `TS` context obtained from `TSCreate()` 1698814e85d6SHong Zhang 169914d0ab18SJacob Faibussowitsch Output Parameters: 170014d0ab18SJacob Faibussowitsch + numfwdint - number of integrals 170114d0ab18SJacob Faibussowitsch - vp - the vectors containing the gradients for each integral w.r.t. parameters 1702814e85d6SHong Zhang 17037207e0fdSHong Zhang Level: deprecated 1704814e85d6SHong Zhang 1705*42747ad1SJacob Faibussowitsch .seealso: [](ch_ts), `TSForwardSetSensitivities()`, `TSForwardSetIntegralGradients()`, `TSForwardStep()` 1706814e85d6SHong Zhang @*/ 1707d71ae5a4SJacob Faibussowitsch PetscErrorCode TSForwardGetIntegralGradients(TS ts, PetscInt *numfwdint, Vec **vp) 1708d71ae5a4SJacob Faibussowitsch { 1709814e85d6SHong Zhang PetscFunctionBegin; 1710814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 17114f572ea9SToby Isaac PetscAssertPointer(vp, 3); 1712814e85d6SHong Zhang if (numfwdint) *numfwdint = ts->numcost; 1713814e85d6SHong Zhang if (vp) *vp = ts->vecs_integral_sensip; 17143ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1715814e85d6SHong Zhang } 1716814e85d6SHong Zhang 1717814e85d6SHong Zhang /*@ 1718814e85d6SHong Zhang TSForwardStep - Compute the forward sensitivity for one time step. 1719814e85d6SHong Zhang 1720c3339decSBarry Smith Collective 1721814e85d6SHong Zhang 17224165533cSJose E. Roman Input Parameter: 1723814e85d6SHong Zhang . ts - time stepping context 1724814e85d6SHong Zhang 1725814e85d6SHong Zhang Level: advanced 1726814e85d6SHong Zhang 1727814e85d6SHong Zhang Notes: 1728bcf0153eSBarry Smith This function cannot be called until `TSStep()` has been completed. 1729814e85d6SHong Zhang 17301cc06b55SBarry Smith .seealso: [](ch_ts), `TSForwardSetSensitivities()`, `TSForwardGetSensitivities()`, `TSForwardSetIntegralGradients()`, `TSForwardGetIntegralGradients()`, `TSForwardSetUp()` 1731814e85d6SHong Zhang @*/ 1732d71ae5a4SJacob Faibussowitsch PetscErrorCode TSForwardStep(TS ts) 1733d71ae5a4SJacob Faibussowitsch { 1734362febeeSStefano Zampini PetscFunctionBegin; 1735814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 17369566063dSJacob Faibussowitsch PetscCall(PetscLogEventBegin(TS_ForwardStep, ts, 0, 0, 0)); 1737dbbe0bcdSBarry Smith PetscUseTypeMethod(ts, forwardstep); 17389566063dSJacob Faibussowitsch PetscCall(PetscLogEventEnd(TS_ForwardStep, ts, 0, 0, 0)); 17393c633725SBarry Smith PetscCheck(ts->reason >= 0 || !ts->errorifstepfailed, PetscObjectComm((PetscObject)ts), PETSC_ERR_NOT_CONVERGED, "TSFowardStep has failed due to %s", TSConvergedReasons[ts->reason]); 17403ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1741814e85d6SHong Zhang } 1742814e85d6SHong Zhang 1743814e85d6SHong Zhang /*@ 1744814e85d6SHong Zhang TSForwardSetSensitivities - Sets the initial value of the trajectory sensitivities of solution w.r.t. the problem parameters and initial values. 1745814e85d6SHong Zhang 1746c3339decSBarry Smith Logically Collective 1747814e85d6SHong Zhang 1748814e85d6SHong Zhang Input Parameters: 1749bcf0153eSBarry Smith + ts - the `TS` context obtained from `TSCreate()` 1750814e85d6SHong Zhang . nump - number of parameters 1751814e85d6SHong Zhang - Smat - sensitivities with respect to the parameters, the number of entries in these vectors is the same as the number of parameters 1752814e85d6SHong Zhang 1753814e85d6SHong Zhang Level: beginner 1754814e85d6SHong Zhang 1755814e85d6SHong Zhang Notes: 1756814e85d6SHong Zhang Forward sensitivity is also called 'trajectory sensitivity' in some fields such as power systems. 1757bcf0153eSBarry Smith This function turns on a flag to trigger `TSSolve()` to compute forward sensitivities automatically. 1758bcf0153eSBarry Smith You must call this function before `TSSolve()`. 1759814e85d6SHong Zhang The entries in the sensitivity matrix must be correctly initialized with the values S = dy/dp|startingtime. 1760814e85d6SHong Zhang 17611cc06b55SBarry Smith .seealso: [](ch_ts), `TSForwardGetSensitivities()`, `TSForwardSetIntegralGradients()`, `TSForwardGetIntegralGradients()`, `TSForwardStep()` 1762814e85d6SHong Zhang @*/ 1763d71ae5a4SJacob Faibussowitsch PetscErrorCode TSForwardSetSensitivities(TS ts, PetscInt nump, Mat Smat) 1764d71ae5a4SJacob Faibussowitsch { 1765814e85d6SHong Zhang PetscFunctionBegin; 1766814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 1767814e85d6SHong Zhang PetscValidHeaderSpecific(Smat, MAT_CLASSID, 3); 1768814e85d6SHong Zhang ts->forward_solve = PETSC_TRUE; 1769b5b4017aSHong Zhang if (nump == PETSC_DEFAULT) { 17709566063dSJacob Faibussowitsch PetscCall(MatGetSize(Smat, NULL, &ts->num_parameters)); 1771b5b4017aSHong Zhang } else ts->num_parameters = nump; 17729566063dSJacob Faibussowitsch PetscCall(PetscObjectReference((PetscObject)Smat)); 17739566063dSJacob Faibussowitsch PetscCall(MatDestroy(&ts->mat_sensip)); 1774814e85d6SHong Zhang ts->mat_sensip = Smat; 17753ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1776814e85d6SHong Zhang } 1777814e85d6SHong Zhang 1778814e85d6SHong Zhang /*@ 1779814e85d6SHong Zhang TSForwardGetSensitivities - Returns the trajectory sensitivities 1780814e85d6SHong Zhang 1781bcf0153eSBarry Smith Not Collective, but Smat returned is parallel if ts is parallel 1782814e85d6SHong Zhang 1783d8d19677SJose E. Roman Output Parameters: 1784bcf0153eSBarry Smith + ts - the `TS` context obtained from `TSCreate()` 1785814e85d6SHong Zhang . nump - number of parameters 1786814e85d6SHong Zhang - Smat - sensitivities with respect to the parameters, the number of entries in these vectors is the same as the number of parameters 1787814e85d6SHong Zhang 1788814e85d6SHong Zhang Level: intermediate 1789814e85d6SHong Zhang 17901cc06b55SBarry Smith .seealso: [](ch_ts), `TSForwardSetSensitivities()`, `TSForwardSetIntegralGradients()`, `TSForwardGetIntegralGradients()`, `TSForwardStep()` 1791814e85d6SHong Zhang @*/ 1792d71ae5a4SJacob Faibussowitsch PetscErrorCode TSForwardGetSensitivities(TS ts, PetscInt *nump, Mat *Smat) 1793d71ae5a4SJacob Faibussowitsch { 1794814e85d6SHong Zhang PetscFunctionBegin; 1795814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 1796814e85d6SHong Zhang if (nump) *nump = ts->num_parameters; 1797814e85d6SHong Zhang if (Smat) *Smat = ts->mat_sensip; 17983ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1799814e85d6SHong Zhang } 1800814e85d6SHong Zhang 1801814e85d6SHong Zhang /*@ 1802814e85d6SHong Zhang TSForwardCostIntegral - Evaluate the cost integral in the forward run. 1803814e85d6SHong Zhang 1804c3339decSBarry Smith Collective 1805814e85d6SHong Zhang 18064165533cSJose E. Roman Input Parameter: 1807814e85d6SHong Zhang . ts - time stepping context 1808814e85d6SHong Zhang 1809814e85d6SHong Zhang Level: advanced 1810814e85d6SHong Zhang 1811bcf0153eSBarry Smith Note: 1812bcf0153eSBarry Smith This function cannot be called until `TSStep()` has been completed. 1813814e85d6SHong Zhang 18141cc06b55SBarry Smith .seealso: [](ch_ts), `TS`, `TSSolve()`, `TSAdjointCostIntegral()` 1815814e85d6SHong Zhang @*/ 1816d71ae5a4SJacob Faibussowitsch PetscErrorCode TSForwardCostIntegral(TS ts) 1817d71ae5a4SJacob Faibussowitsch { 1818362febeeSStefano Zampini PetscFunctionBegin; 1819814e85d6SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 1820dbbe0bcdSBarry Smith PetscUseTypeMethod(ts, forwardintegral); 18213ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1822814e85d6SHong Zhang } 1823b5b4017aSHong Zhang 1824b5b4017aSHong Zhang /*@ 1825b5b4017aSHong Zhang TSForwardSetInitialSensitivities - Set initial values for tangent linear sensitivities 1826b5b4017aSHong Zhang 1827c3339decSBarry Smith Collective 1828b5b4017aSHong Zhang 1829d8d19677SJose E. Roman Input Parameters: 1830bcf0153eSBarry Smith + ts - the `TS` context obtained from `TSCreate()` 1831b5b4017aSHong Zhang - didp - parametric sensitivities of the initial condition 1832b5b4017aSHong Zhang 1833b5b4017aSHong Zhang Level: intermediate 1834b5b4017aSHong Zhang 1835bcf0153eSBarry Smith Notes: 1836bcf0153eSBarry Smith `TSSolve()` allows users to pass the initial solution directly to `TS`. But the tangent linear variables cannot be initialized in this way. 1837bcf0153eSBarry Smith This function is used to set initial values for tangent linear variables. 1838b5b4017aSHong Zhang 18391cc06b55SBarry Smith .seealso: [](ch_ts), `TS`, `TSForwardSetSensitivities()` 1840b5b4017aSHong Zhang @*/ 1841d71ae5a4SJacob Faibussowitsch PetscErrorCode TSForwardSetInitialSensitivities(TS ts, Mat didp) 1842d71ae5a4SJacob Faibussowitsch { 1843362febeeSStefano Zampini PetscFunctionBegin; 1844b5b4017aSHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 1845b5b4017aSHong Zhang PetscValidHeaderSpecific(didp, MAT_CLASSID, 2); 184648a46eb9SPierre Jolivet if (!ts->mat_sensip) PetscCall(TSForwardSetSensitivities(ts, PETSC_DEFAULT, didp)); 18473ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1848b5b4017aSHong Zhang } 18496affb6f8SHong Zhang 18506affb6f8SHong Zhang /*@ 18516affb6f8SHong Zhang TSForwardGetStages - Get the number of stages and the tangent linear sensitivities at the intermediate stages 18526affb6f8SHong Zhang 18536affb6f8SHong Zhang Input Parameter: 1854bcf0153eSBarry Smith . ts - the `TS` context obtained from `TSCreate()` 18556affb6f8SHong Zhang 18566affb6f8SHong Zhang Output Parameters: 1857cd4cee2dSHong Zhang + ns - number of stages 18586affb6f8SHong Zhang - S - tangent linear sensitivities at the intermediate stages 18596affb6f8SHong Zhang 18606affb6f8SHong Zhang Level: advanced 18616affb6f8SHong Zhang 1862bcf0153eSBarry Smith .seealso: `TS` 18636affb6f8SHong Zhang @*/ 1864d71ae5a4SJacob Faibussowitsch PetscErrorCode TSForwardGetStages(TS ts, PetscInt *ns, Mat **S) 1865d71ae5a4SJacob Faibussowitsch { 18666affb6f8SHong Zhang PetscFunctionBegin; 18676affb6f8SHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 18686affb6f8SHong Zhang 18696affb6f8SHong Zhang if (!ts->ops->getstages) *S = NULL; 1870dbbe0bcdSBarry Smith else PetscUseTypeMethod(ts, forwardgetstages, ns, S); 18713ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 18726affb6f8SHong Zhang } 1873cd4cee2dSHong Zhang 1874cd4cee2dSHong Zhang /*@ 1875bcf0153eSBarry Smith TSCreateQuadratureTS - Create a sub-`TS` that evaluates integrals over time 1876cd4cee2dSHong Zhang 1877d8d19677SJose E. Roman Input Parameters: 1878bcf0153eSBarry Smith + ts - the `TS` context obtained from `TSCreate()` 1879cd4cee2dSHong Zhang - fwd - flag indicating whether to evaluate cost integral in the forward run or the adjoint run 1880cd4cee2dSHong Zhang 18812fe279fdSBarry Smith Output Parameter: 1882bcf0153eSBarry Smith . quadts - the child `TS` context 1883cd4cee2dSHong Zhang 1884cd4cee2dSHong Zhang Level: intermediate 1885cd4cee2dSHong Zhang 18861cc06b55SBarry Smith .seealso: [](ch_ts), `TSGetQuadratureTS()` 1887cd4cee2dSHong Zhang @*/ 1888d71ae5a4SJacob Faibussowitsch PetscErrorCode TSCreateQuadratureTS(TS ts, PetscBool fwd, TS *quadts) 1889d71ae5a4SJacob Faibussowitsch { 1890cd4cee2dSHong Zhang char prefix[128]; 1891cd4cee2dSHong Zhang 1892cd4cee2dSHong Zhang PetscFunctionBegin; 1893cd4cee2dSHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 18944f572ea9SToby Isaac PetscAssertPointer(quadts, 3); 18959566063dSJacob Faibussowitsch PetscCall(TSDestroy(&ts->quadraturets)); 18969566063dSJacob Faibussowitsch PetscCall(TSCreate(PetscObjectComm((PetscObject)ts), &ts->quadraturets)); 18979566063dSJacob Faibussowitsch PetscCall(PetscObjectIncrementTabLevel((PetscObject)ts->quadraturets, (PetscObject)ts, 1)); 18989566063dSJacob Faibussowitsch PetscCall(PetscSNPrintf(prefix, sizeof(prefix), "%squad_", ((PetscObject)ts)->prefix ? ((PetscObject)ts)->prefix : "")); 18999566063dSJacob Faibussowitsch PetscCall(TSSetOptionsPrefix(ts->quadraturets, prefix)); 1900cd4cee2dSHong Zhang *quadts = ts->quadraturets; 1901cd4cee2dSHong Zhang 1902cd4cee2dSHong Zhang if (ts->numcost) { 19039566063dSJacob Faibussowitsch PetscCall(VecCreateSeq(PETSC_COMM_SELF, ts->numcost, &(*quadts)->vec_sol)); 1904cd4cee2dSHong Zhang } else { 19059566063dSJacob Faibussowitsch PetscCall(VecCreateSeq(PETSC_COMM_SELF, 1, &(*quadts)->vec_sol)); 1906cd4cee2dSHong Zhang } 1907cd4cee2dSHong Zhang ts->costintegralfwd = fwd; 19083ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1909cd4cee2dSHong Zhang } 1910cd4cee2dSHong Zhang 1911cd4cee2dSHong Zhang /*@ 1912bcf0153eSBarry Smith TSGetQuadratureTS - Return the sub-`TS` that evaluates integrals over time 1913cd4cee2dSHong Zhang 1914cd4cee2dSHong Zhang Input Parameter: 1915bcf0153eSBarry Smith . ts - the `TS` context obtained from `TSCreate()` 1916cd4cee2dSHong Zhang 1917cd4cee2dSHong Zhang Output Parameters: 1918cd4cee2dSHong Zhang + fwd - flag indicating whether to evaluate cost integral in the forward run or the adjoint run 1919bcf0153eSBarry Smith - quadts - the child `TS` context 1920cd4cee2dSHong Zhang 1921cd4cee2dSHong Zhang Level: intermediate 1922cd4cee2dSHong Zhang 19231cc06b55SBarry Smith .seealso: [](ch_ts), `TSCreateQuadratureTS()` 1924cd4cee2dSHong Zhang @*/ 1925d71ae5a4SJacob Faibussowitsch PetscErrorCode TSGetQuadratureTS(TS ts, PetscBool *fwd, TS *quadts) 1926d71ae5a4SJacob Faibussowitsch { 1927cd4cee2dSHong Zhang PetscFunctionBegin; 1928cd4cee2dSHong Zhang PetscValidHeaderSpecific(ts, TS_CLASSID, 1); 1929cd4cee2dSHong Zhang if (fwd) *fwd = ts->costintegralfwd; 1930cd4cee2dSHong Zhang if (quadts) *quadts = ts->quadraturets; 19313ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1932cd4cee2dSHong Zhang } 1933ba0675f6SHong Zhang 1934ba0675f6SHong Zhang /*@ 1935bcf0153eSBarry Smith TSComputeSNESJacobian - Compute the Jacobian needed for the `SNESSolve()` in `TS` 1936bcf0153eSBarry Smith 1937c3339decSBarry Smith Collective 1938ba0675f6SHong Zhang 1939ba0675f6SHong Zhang Input Parameters: 1940bcf0153eSBarry Smith + ts - the `TS` context obtained from `TSCreate()` 1941ba0675f6SHong Zhang - x - state vector 1942ba0675f6SHong Zhang 1943ba0675f6SHong Zhang Output Parameters: 1944ba0675f6SHong Zhang + J - Jacobian matrix 1945ba0675f6SHong Zhang - Jpre - preconditioning matrix for J (may be same as J) 1946ba0675f6SHong Zhang 1947ba0675f6SHong Zhang Level: developer 1948ba0675f6SHong Zhang 1949bcf0153eSBarry Smith Note: 1950bcf0153eSBarry Smith Uses finite differencing when `TS` Jacobian is not available. 1951bcf0153eSBarry Smith 1952b43aa488SJacob Faibussowitsch .seealso: `SNES`, `TS`, `SNESSetJacobian()`, `TSSetRHSJacobian()`, `TSSetIJacobian()` 1953ba0675f6SHong Zhang @*/ 1954d71ae5a4SJacob Faibussowitsch PetscErrorCode TSComputeSNESJacobian(TS ts, Vec x, Mat J, Mat Jpre) 1955d71ae5a4SJacob Faibussowitsch { 1956ba0675f6SHong Zhang SNES snes = ts->snes; 1957ba0675f6SHong Zhang PetscErrorCode (*jac)(SNES, Vec, Mat, Mat, void *) = NULL; 1958ba0675f6SHong Zhang 1959ba0675f6SHong Zhang PetscFunctionBegin; 1960ba0675f6SHong Zhang /* 1961ba0675f6SHong Zhang Unlike implicit methods, explicit methods do not have SNESMatFDColoring in the snes object 1962ba0675f6SHong Zhang because SNESSolve() has not been called yet; so querying SNESMatFDColoring does not work for 1963da81f932SPierre Jolivet explicit methods. Instead, we check the Jacobian compute function directly to determine if FD 1964ba0675f6SHong Zhang coloring is used. 1965ba0675f6SHong Zhang */ 19669566063dSJacob Faibussowitsch PetscCall(SNESGetJacobian(snes, NULL, NULL, &jac, NULL)); 1967ba0675f6SHong Zhang if (jac == SNESComputeJacobianDefaultColor) { 1968ba0675f6SHong Zhang Vec f; 19699566063dSJacob Faibussowitsch PetscCall(SNESSetSolution(snes, x)); 19709566063dSJacob Faibussowitsch PetscCall(SNESGetFunction(snes, &f, NULL, NULL)); 1971ba0675f6SHong Zhang /* Force MatFDColoringApply to evaluate the SNES residual function for the base vector */ 19729566063dSJacob Faibussowitsch PetscCall(SNESComputeFunction(snes, x, f)); 1973ba0675f6SHong Zhang } 19749566063dSJacob Faibussowitsch PetscCall(SNESComputeJacobian(snes, x, J, Jpre)); 19753ba16761SJacob Faibussowitsch PetscFunctionReturn(PETSC_SUCCESS); 1976ba0675f6SHong Zhang } 1977