xref: /petsc/src/ts/tutorials/ex24.c (revision d0609ced746bc51b019815ca91d747429db24893)
1c4762a1bSJed Brown static char help[] = "Pseudotransient continuation to solve a many-variable system that comes from the 2 variable Rosenbrock function + trivial.\n\n";
2c4762a1bSJed Brown 
3c4762a1bSJed Brown #include <petscts.h>
4c4762a1bSJed Brown 
5c4762a1bSJed Brown static PetscErrorCode FormIJacobian(TS,PetscReal,Vec,Vec,PetscReal,Mat,Mat,void*);
6c4762a1bSJed Brown static PetscErrorCode FormIFunction(TS,PetscReal,Vec,Vec,Vec,void*);
7c4762a1bSJed Brown static PetscErrorCode MonitorObjective(TS,PetscInt,PetscReal,Vec,void*);
8c4762a1bSJed Brown 
9c4762a1bSJed Brown typedef struct {
10c4762a1bSJed Brown   PetscInt  n;
11c4762a1bSJed Brown   PetscBool monitor_short;
12c4762a1bSJed Brown } Ctx;
13c4762a1bSJed Brown 
14c4762a1bSJed Brown int main(int argc,char **argv)
15c4762a1bSJed Brown {
16c4762a1bSJed Brown   TS             ts;            /* time integration context */
17c4762a1bSJed Brown   Vec            X;             /* solution, residual vectors */
18c4762a1bSJed Brown   Mat            J;             /* Jacobian matrix */
19c4762a1bSJed Brown   PetscScalar    *x;
20c4762a1bSJed Brown   PetscReal      ftime;
21c4762a1bSJed Brown   PetscInt       i,steps,nits,lits;
22c4762a1bSJed Brown   PetscBool      view_final;
23c4762a1bSJed Brown   Ctx            ctx;
24c4762a1bSJed Brown 
259566063dSJacob Faibussowitsch   PetscCall(PetscInitialize(&argc,&argv,(char*)0,help));
26c4762a1bSJed Brown   ctx.n = 3;
279566063dSJacob Faibussowitsch   PetscCall(PetscOptionsGetInt(NULL,NULL,"-n",&ctx.n,NULL));
283c633725SBarry Smith   PetscCheck(ctx.n >= 2,PETSC_COMM_WORLD,PETSC_ERR_ARG_OUTOFRANGE,"The dimension specified with -n must be at least 2");
29c4762a1bSJed Brown 
30c4762a1bSJed Brown   view_final = PETSC_FALSE;
319566063dSJacob Faibussowitsch   PetscCall(PetscOptionsGetBool(NULL,NULL,"-view_final",&view_final,NULL));
32c4762a1bSJed Brown 
33c4762a1bSJed Brown   ctx.monitor_short = PETSC_FALSE;
349566063dSJacob Faibussowitsch   PetscCall(PetscOptionsGetBool(NULL,NULL,"-monitor_short",&ctx.monitor_short,NULL));
35c4762a1bSJed Brown 
36c4762a1bSJed Brown   /*
37c4762a1bSJed Brown      Create Jacobian matrix data structure and state vector
38c4762a1bSJed Brown   */
399566063dSJacob Faibussowitsch   PetscCall(MatCreate(PETSC_COMM_WORLD,&J));
409566063dSJacob Faibussowitsch   PetscCall(MatSetSizes(J,PETSC_DECIDE,PETSC_DECIDE,ctx.n,ctx.n));
419566063dSJacob Faibussowitsch   PetscCall(MatSetFromOptions(J));
429566063dSJacob Faibussowitsch   PetscCall(MatSetUp(J));
439566063dSJacob Faibussowitsch   PetscCall(MatCreateVecs(J,&X,NULL));
44c4762a1bSJed Brown 
45c4762a1bSJed Brown   /* Create time integration context */
469566063dSJacob Faibussowitsch   PetscCall(TSCreate(PETSC_COMM_WORLD,&ts));
479566063dSJacob Faibussowitsch   PetscCall(TSSetType(ts,TSPSEUDO));
489566063dSJacob Faibussowitsch   PetscCall(TSSetIFunction(ts,NULL,FormIFunction,&ctx));
499566063dSJacob Faibussowitsch   PetscCall(TSSetIJacobian(ts,J,J,FormIJacobian,&ctx));
509566063dSJacob Faibussowitsch   PetscCall(TSSetMaxSteps(ts,1000));
519566063dSJacob Faibussowitsch   PetscCall(TSSetExactFinalTime(ts,TS_EXACTFINALTIME_STEPOVER));
529566063dSJacob Faibussowitsch   PetscCall(TSSetTimeStep(ts,1e-3));
539566063dSJacob Faibussowitsch   PetscCall(TSMonitorSet(ts,MonitorObjective,&ctx,NULL));
54c4762a1bSJed Brown 
55c4762a1bSJed Brown   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
56c4762a1bSJed Brown      Customize time integrator; set runtime options
57c4762a1bSJed Brown    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
589566063dSJacob Faibussowitsch   PetscCall(TSSetFromOptions(ts));
59c4762a1bSJed Brown 
60c4762a1bSJed Brown   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
61c4762a1bSJed Brown      Evaluate initial guess; then solve nonlinear system
62c4762a1bSJed Brown    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
639566063dSJacob Faibussowitsch   PetscCall(VecSet(X,0.0));
649566063dSJacob Faibussowitsch   PetscCall(VecGetArray(X,&x));
65c4762a1bSJed Brown #if 1
66c4762a1bSJed Brown   x[0] = 5.;
67c4762a1bSJed Brown   x[1] = -5.;
68c4762a1bSJed Brown   for (i=2; i<ctx.n; i++) x[i] = 5.;
69c4762a1bSJed Brown #else
70c4762a1bSJed Brown   x[0] = 1.0;
71c4762a1bSJed Brown   x[1] = 15.0;
72c4762a1bSJed Brown   for (i=2; i<ctx.n; i++) x[i] = 10.0;
73c4762a1bSJed Brown #endif
749566063dSJacob Faibussowitsch   PetscCall(VecRestoreArray(X,&x));
75c4762a1bSJed Brown 
769566063dSJacob Faibussowitsch   PetscCall(TSSolve(ts,X));
779566063dSJacob Faibussowitsch   PetscCall(TSGetSolveTime(ts,&ftime));
789566063dSJacob Faibussowitsch   PetscCall(TSGetStepNumber(ts,&steps));
799566063dSJacob Faibussowitsch   PetscCall(TSGetSNESIterations(ts,&nits));
809566063dSJacob Faibussowitsch   PetscCall(TSGetKSPIterations(ts,&lits));
819566063dSJacob Faibussowitsch   PetscCall(PetscPrintf(PETSC_COMM_WORLD,"Time integrator took (%D,%D,%D) iterations to reach final time %g\n",steps,nits,lits,(double)ftime));
82c4762a1bSJed Brown   if (view_final) {
839566063dSJacob Faibussowitsch     PetscCall(VecView(X,PETSC_VIEWER_STDOUT_WORLD));
84c4762a1bSJed Brown   }
85c4762a1bSJed Brown 
86c4762a1bSJed Brown   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
87c4762a1bSJed Brown      Free work space.  All PETSc objects should be destroyed when they
88c4762a1bSJed Brown      are no longer needed.
89c4762a1bSJed Brown    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
90c4762a1bSJed Brown 
919566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&X));
929566063dSJacob Faibussowitsch   PetscCall(MatDestroy(&J));
939566063dSJacob Faibussowitsch   PetscCall(TSDestroy(&ts));
949566063dSJacob Faibussowitsch   PetscCall(PetscFinalize());
95b122ec5aSJacob Faibussowitsch   return 0;
96c4762a1bSJed Brown }
97c4762a1bSJed Brown 
98c4762a1bSJed Brown static PetscErrorCode MonitorObjective(TS ts,PetscInt step,PetscReal t,Vec X,void *ictx)
99c4762a1bSJed Brown {
100c4762a1bSJed Brown   Ctx               *ctx = (Ctx*)ictx;
101c4762a1bSJed Brown   const PetscScalar *x;
102c4762a1bSJed Brown   PetscScalar       f;
103c4762a1bSJed Brown   PetscReal         dt,gnorm;
104c4762a1bSJed Brown   PetscInt          i,snesit,linit;
105c4762a1bSJed Brown   SNES              snes;
106c4762a1bSJed Brown   Vec               Xdot,F;
107c4762a1bSJed Brown 
108c4762a1bSJed Brown   PetscFunctionBeginUser;
109c4762a1bSJed Brown   /* Compute objective functional */
1109566063dSJacob Faibussowitsch   PetscCall(VecGetArrayRead(X,&x));
111c4762a1bSJed Brown   f    = 0;
112c4762a1bSJed Brown   for (i=0; i<ctx->n-1; i++) f += PetscSqr(1. - x[i]) + 100. * PetscSqr(x[i+1] - PetscSqr(x[i]));
1139566063dSJacob Faibussowitsch   PetscCall(VecRestoreArrayRead(X,&x));
114c4762a1bSJed Brown 
115c4762a1bSJed Brown   /* Compute norm of gradient */
1169566063dSJacob Faibussowitsch   PetscCall(VecDuplicate(X,&Xdot));
1179566063dSJacob Faibussowitsch   PetscCall(VecDuplicate(X,&F));
1189566063dSJacob Faibussowitsch   PetscCall(VecZeroEntries(Xdot));
1199566063dSJacob Faibussowitsch   PetscCall(FormIFunction(ts,t,X,Xdot,F,ictx));
1209566063dSJacob Faibussowitsch   PetscCall(VecNorm(F,NORM_2,&gnorm));
1219566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&Xdot));
1229566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&F));
123c4762a1bSJed Brown 
1249566063dSJacob Faibussowitsch   PetscCall(TSGetTimeStep(ts,&dt));
1259566063dSJacob Faibussowitsch   PetscCall(TSGetSNES(ts,&snes));
1269566063dSJacob Faibussowitsch   PetscCall(SNESGetIterationNumber(snes,&snesit));
1279566063dSJacob Faibussowitsch   PetscCall(SNESGetLinearSolveIterations(snes,&linit));
128*d0609cedSBarry Smith   PetscCall(PetscPrintf(PETSC_COMM_WORLD,(ctx->monitor_short ? "%3D t=%10.1e  dt=%10.1e  f=%10.1e  df=%10.1e  it=(%2D,%3D)\n"
129c4762a1bSJed Brown                                                              : "%3D t=%10.4e  dt=%10.4e  f=%10.4e  df=%10.4e  it=(%2D,%3D)\n"),
130*d0609cedSBarry Smith                         step,(double)t,(double)dt,(double)PetscRealPart(f),(double)gnorm,snesit,linit));
131c4762a1bSJed Brown   PetscFunctionReturn(0);
132c4762a1bSJed Brown }
133c4762a1bSJed Brown 
134c4762a1bSJed Brown /* ------------------------------------------------------------------- */
135c4762a1bSJed Brown /*
136c4762a1bSJed Brown    FormIFunction - Evaluates nonlinear function, F(X,Xdot) = Xdot + grad(objective(X))
137c4762a1bSJed Brown 
138c4762a1bSJed Brown    Input Parameters:
139c4762a1bSJed Brown +  ts   - the TS context
140c4762a1bSJed Brown .  t - time
141c4762a1bSJed Brown .  X    - input vector
142c4762a1bSJed Brown .  Xdot - time derivative
143c4762a1bSJed Brown -  ctx  - optional user-defined context
144c4762a1bSJed Brown 
145c4762a1bSJed Brown    Output Parameter:
146c4762a1bSJed Brown .  F - function vector
147c4762a1bSJed Brown  */
148c4762a1bSJed Brown static PetscErrorCode FormIFunction(TS ts,PetscReal t,Vec X,Vec Xdot,Vec F,void *ictx)
149c4762a1bSJed Brown {
150c4762a1bSJed Brown   const PetscScalar *x;
151c4762a1bSJed Brown   PetscScalar       *f;
152c4762a1bSJed Brown   PetscInt          i;
153c4762a1bSJed Brown   Ctx               *ctx = (Ctx*)ictx;
154c4762a1bSJed Brown 
155c4762a1bSJed Brown   PetscFunctionBeginUser;
156c4762a1bSJed Brown   /*
157c4762a1bSJed Brown     Get pointers to vector data.
158c4762a1bSJed Brown     - For default PETSc vectors, VecGetArray() returns a pointer to
159c4762a1bSJed Brown     the data array.  Otherwise, the routine is implementation dependent.
160c4762a1bSJed Brown     - You MUST call VecRestoreArray() when you no longer need access to
161c4762a1bSJed Brown     the array.
162c4762a1bSJed Brown   */
1639566063dSJacob Faibussowitsch   PetscCall(VecGetArrayRead(X,&x));
1649566063dSJacob Faibussowitsch   PetscCall(VecZeroEntries(F));
1659566063dSJacob Faibussowitsch   PetscCall(VecGetArray(F,&f));
166c4762a1bSJed Brown 
167c4762a1bSJed Brown   /* Compute gradient of objective */
168c4762a1bSJed Brown   for (i=0; i<ctx->n-1; i++) {
169c4762a1bSJed Brown     PetscScalar a,a0,a1;
170c4762a1bSJed Brown     a       = x[i+1] - PetscSqr(x[i]);
171c4762a1bSJed Brown     a0      = -2.*x[i];
172c4762a1bSJed Brown     a1      = 1.;
173c4762a1bSJed Brown     f[i]   += -2.*(1. - x[i]) + 200.*a*a0;
174c4762a1bSJed Brown     f[i+1] += 200.*a*a1;
175c4762a1bSJed Brown   }
176c4762a1bSJed Brown   /* Restore vectors */
1779566063dSJacob Faibussowitsch   PetscCall(VecRestoreArrayRead(X,&x));
1789566063dSJacob Faibussowitsch   PetscCall(VecRestoreArray(F,&f));
1799566063dSJacob Faibussowitsch   PetscCall(VecAXPY(F,1.0,Xdot));
180c4762a1bSJed Brown   PetscFunctionReturn(0);
181c4762a1bSJed Brown }
182c4762a1bSJed Brown /* ------------------------------------------------------------------- */
183c4762a1bSJed Brown /*
184c4762a1bSJed Brown    FormIJacobian - Evaluates Jacobian matrix.
185c4762a1bSJed Brown 
186c4762a1bSJed Brown    Input Parameters:
187c4762a1bSJed Brown +  ts - the TS context
188c4762a1bSJed Brown .  t - pseudo-time
189c4762a1bSJed Brown .  X - input vector
190c4762a1bSJed Brown .  Xdot - time derivative
191c4762a1bSJed Brown .  shift - multiplier for mass matrix
192c4762a1bSJed Brown .  dummy - user-defined context
193c4762a1bSJed Brown 
194c4762a1bSJed Brown    Output Parameters:
195c4762a1bSJed Brown .  J - Jacobian matrix
196c4762a1bSJed Brown .  B - optionally different preconditioning matrix
197c4762a1bSJed Brown .  flag - flag indicating matrix structure
198c4762a1bSJed Brown */
199c4762a1bSJed Brown static PetscErrorCode FormIJacobian(TS ts,PetscReal t,Vec X,Vec Xdot,PetscReal shift,Mat J,Mat B,void *ictx)
200c4762a1bSJed Brown {
201c4762a1bSJed Brown   const PetscScalar *x;
202c4762a1bSJed Brown   PetscInt          i;
203c4762a1bSJed Brown   Ctx               *ctx = (Ctx*)ictx;
204c4762a1bSJed Brown 
205c4762a1bSJed Brown   PetscFunctionBeginUser;
2069566063dSJacob Faibussowitsch   PetscCall(MatZeroEntries(B));
207c4762a1bSJed Brown   /*
208c4762a1bSJed Brown      Get pointer to vector data
209c4762a1bSJed Brown   */
2109566063dSJacob Faibussowitsch   PetscCall(VecGetArrayRead(X,&x));
211c4762a1bSJed Brown 
212c4762a1bSJed Brown   /*
213c4762a1bSJed Brown      Compute Jacobian entries and insert into matrix.
214c4762a1bSJed Brown   */
215c4762a1bSJed Brown   for (i=0; i<ctx->n-1; i++) {
216c4762a1bSJed Brown     PetscInt    rowcol[2];
217c4762a1bSJed Brown     PetscScalar v[2][2],a,a0,a1,a00,a01,a10,a11;
218c4762a1bSJed Brown     rowcol[0] = i;
219c4762a1bSJed Brown     rowcol[1] = i+1;
220c4762a1bSJed Brown     a         = x[i+1] - PetscSqr(x[i]);
221c4762a1bSJed Brown     a0        = -2.*x[i];
222c4762a1bSJed Brown     a00       = -2.;
223c4762a1bSJed Brown     a01       = 0.;
224c4762a1bSJed Brown     a1        = 1.;
225c4762a1bSJed Brown     a10       = 0.;
226c4762a1bSJed Brown     a11       = 0.;
227c4762a1bSJed Brown     v[0][0]   = 2. + 200.*(a*a00 + a0*a0);
228c4762a1bSJed Brown     v[0][1]   = 200.*(a*a01 + a1*a0);
229c4762a1bSJed Brown     v[1][0]   = 200.*(a*a10 + a0*a1);
230c4762a1bSJed Brown     v[1][1]   = 200.*(a*a11 + a1*a1);
2319566063dSJacob Faibussowitsch     PetscCall(MatSetValues(B,2,rowcol,2,rowcol,&v[0][0],ADD_VALUES));
232c4762a1bSJed Brown   }
233c4762a1bSJed Brown   for (i=0; i<ctx->n; i++) {
2349566063dSJacob Faibussowitsch     PetscCall(MatSetValue(B,i,i,(PetscScalar)shift,ADD_VALUES));
235c4762a1bSJed Brown   }
236c4762a1bSJed Brown 
2379566063dSJacob Faibussowitsch   PetscCall(VecRestoreArrayRead(X,&x));
238c4762a1bSJed Brown 
239c4762a1bSJed Brown   /*
240c4762a1bSJed Brown      Assemble matrix
241c4762a1bSJed Brown   */
2429566063dSJacob Faibussowitsch   PetscCall(MatAssemblyBegin(B,MAT_FINAL_ASSEMBLY));
2439566063dSJacob Faibussowitsch   PetscCall(MatAssemblyEnd(B,MAT_FINAL_ASSEMBLY));
244c4762a1bSJed Brown   if (J != B) {
2459566063dSJacob Faibussowitsch     PetscCall(MatAssemblyBegin(J,MAT_FINAL_ASSEMBLY));
2469566063dSJacob Faibussowitsch     PetscCall(MatAssemblyEnd(J,MAT_FINAL_ASSEMBLY));
247c4762a1bSJed Brown   }
248c4762a1bSJed Brown   PetscFunctionReturn(0);
249c4762a1bSJed Brown }
250c4762a1bSJed Brown 
251c4762a1bSJed Brown /*TEST
252c4762a1bSJed Brown 
253c4762a1bSJed Brown     test:
254c4762a1bSJed Brown       requires: !single
255c4762a1bSJed Brown 
256c4762a1bSJed Brown     test:
257c4762a1bSJed Brown       args: -pc_type lu -ts_dt 1e-5 -ts_max_time 1e5 -n 50 -monitor_short -snes_max_it 5 -snes_type newtonls -ts_max_snes_failures -1
258c4762a1bSJed Brown       requires: !single
259c4762a1bSJed Brown       suffix: 2
260c4762a1bSJed Brown 
261c4762a1bSJed Brown TEST*/
262