static char help[] = "Demonstrates tapeless automatic Jacobian generation using ADOL-C for an adjoint sensitivity analysis of the van der Pol equation.\n\ Input parameters include:\n\ -mu : stiffness parameter\n\n"; /* REQUIRES configuration of PETSc with option --download-adolc. For documentation on ADOL-C, see $PETSC_ARCH/externalpackages/ADOL-C-2.6.0/ADOL-C/doc/adolc-manual.pdf */ /* ------------------------------------------------------------------------ See ex16adj for a description of the problem being solved. ------------------------------------------------------------------------- */ #include #include #define ADOLC_TAPELESS #define NUMBER_DIRECTIONS 3 #include "adolc-utils/drivers.cxx" #include using namespace adtl; typedef struct _n_User *User; struct _n_User { PetscReal mu; PetscReal next_output; PetscReal tprev; /* Automatic differentiation support */ AdolcCtx *adctx; Vec F; }; /* Residual evaluation templated, so as to allow for PetscScalar or adouble arguments. */ template PetscErrorCode EvaluateResidual(const T *x, T mu, T *f) { PetscFunctionBegin; f[0] = x[1]; f[1] = mu * (1. - x[0] * x[0]) * x[1] - x[0]; PetscFunctionReturn(PETSC_SUCCESS); } /* 'Passive' RHS function, used in residual evaluations during the time integration. */ static PetscErrorCode RHSFunctionPassive(TS ts, PetscReal t, Vec X, Vec F, PetscCtx ctx) { User user = (User)ctx; PetscScalar *f; const PetscScalar *x; PetscFunctionBeginUser; PetscCall(VecGetArrayRead(X, &x)); PetscCall(VecGetArray(F, &f)); PetscCall(EvaluateResidual(x, user->mu, f)); PetscCall(VecRestoreArrayRead(X, &x)); PetscCall(VecRestoreArray(F, &f)); PetscFunctionReturn(PETSC_SUCCESS); } /* Compute the Jacobian w.r.t. x using tapeless mode of ADOL-C. */ static PetscErrorCode RHSJacobian(TS ts, PetscReal t, Vec X, Mat A, Mat B, PetscCtx ctx) { User user = (User)ctx; PetscScalar **J; const PetscScalar *x; adouble f_a[2]; /* 'active' double for dependent variables */ adouble x_a[2], mu_a; /* 'active' doubles for independent variables */ PetscInt i, j; PetscFunctionBeginUser; /* Set values for independent variables and parameters */ PetscCall(VecGetArrayRead(X, &x)); x_a[0].setValue(x[0]); x_a[1].setValue(x[1]); mu_a.setValue(user->mu); PetscCall(VecRestoreArrayRead(X, &x)); /* Set seed matrix as 3x3 identity matrix */ x_a[0].setADValue(0, 1.); x_a[0].setADValue(1, 0.); x_a[0].setADValue(2, 0.); x_a[1].setADValue(0, 0.); x_a[1].setADValue(1, 1.); x_a[1].setADValue(2, 0.); mu_a.setADValue(0, 0.); mu_a.setADValue(1, 0.); mu_a.setADValue(2, 1.); /* Evaluate residual (on active variables) */ PetscCall(EvaluateResidual(x_a, mu_a, f_a)); /* Extract derivatives */ PetscCall(PetscMalloc1(user->adctx->n, &J)); J[0] = (PetscScalar *)f_a[0].getADValue(); J[1] = (PetscScalar *)f_a[1].getADValue(); /* Set matrix values */ for (i = 0; i < user->adctx->m; i++) { for (j = 0; j < user->adctx->n; j++) PetscCall(MatSetValues(A, 1, &i, 1, &j, &J[i][j], INSERT_VALUES)); } PetscCall(PetscFree(J)); PetscCall(MatAssemblyBegin(A, MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(A, MAT_FINAL_ASSEMBLY)); if (A != B) { PetscCall(MatAssemblyBegin(B, MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(B, MAT_FINAL_ASSEMBLY)); } PetscFunctionReturn(PETSC_SUCCESS); } /* Compute the Jacobian w.r.t. mu using tapeless mode of ADOL-C. */ static PetscErrorCode RHSJacobianP(TS ts, PetscReal t, Vec X, Mat A, PetscCtx ctx) { User user = (User)ctx; PetscScalar **J; PetscScalar *x; adouble f_a[2]; /* 'active' double for dependent variables */ adouble x_a[2], mu_a; /* 'active' doubles for independent variables */ PetscInt i, j = 0; PetscFunctionBeginUser; /* Set values for independent variables and parameters */ PetscCall(VecGetArray(X, &x)); x_a[0].setValue(x[0]); x_a[1].setValue(x[1]); mu_a.setValue(user->mu); PetscCall(VecRestoreArray(X, &x)); /* Set seed matrix as 3x3 identity matrix */ x_a[0].setADValue(0, 1.); x_a[0].setADValue(1, 0.); x_a[0].setADValue(2, 0.); x_a[1].setADValue(0, 0.); x_a[1].setADValue(1, 1.); x_a[1].setADValue(2, 0.); mu_a.setADValue(0, 0.); mu_a.setADValue(1, 0.); mu_a.setADValue(2, 1.); /* Evaluate residual (on active variables) */ PetscCall(EvaluateResidual(x_a, mu_a, f_a)); /* Extract derivatives */ PetscCall(PetscMalloc1(2, &J)); J[0] = (PetscScalar *)f_a[0].getADValue(); J[1] = (PetscScalar *)f_a[1].getADValue(); /* Set matrix values */ for (i = 0; i < user->adctx->m; i++) PetscCall(MatSetValues(A, 1, &i, 1, &j, &J[i][user->adctx->n], INSERT_VALUES)); PetscCall(PetscFree(J)); PetscCall(MatAssemblyBegin(A, MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(A, MAT_FINAL_ASSEMBLY)); PetscFunctionReturn(PETSC_SUCCESS); } /* Monitor timesteps and use interpolation to output at integer multiples of 0.1 */ static PetscErrorCode Monitor(TS ts, PetscInt step, PetscReal t, Vec X, PetscCtx ctx) { const PetscScalar *x; PetscReal tfinal, dt, tprev; User user = (User)ctx; PetscFunctionBeginUser; PetscCall(TSGetTimeStep(ts, &dt)); PetscCall(TSGetMaxTime(ts, &tfinal)); PetscCall(TSGetPrevTime(ts, &tprev)); PetscCall(VecGetArrayRead(X, &x)); PetscCall(PetscPrintf(PETSC_COMM_WORLD, "[%.1f] %" PetscInt_FMT " TS %.6f (dt = %.6f) X % 12.6e % 12.6e\n", (double)user->next_output, step, (double)t, (double)dt, (double)PetscRealPart(x[0]), (double)PetscRealPart(x[1]))); PetscCall(PetscPrintf(PETSC_COMM_WORLD, "t %.6f (tprev = %.6f) \n", (double)t, (double)tprev)); PetscCall(VecRestoreArrayRead(X, &x)); PetscFunctionReturn(PETSC_SUCCESS); } int main(int argc, char **argv) { TS ts; /* nonlinear solver */ Vec x; /* solution, residual vectors */ Mat A; /* Jacobian matrix */ Mat Jacp; /* JacobianP matrix */ PetscInt steps; PetscReal ftime = 0.5; PetscBool monitor = PETSC_FALSE; PetscScalar *x_ptr; PetscMPIInt size; struct _n_User user; AdolcCtx *adctx; Vec lambda[2], mu[2]; /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Initialize program - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ PetscFunctionBeginUser; PetscCall(PetscInitialize(&argc, &argv, NULL, help)); PetscCallMPI(MPI_Comm_size(PETSC_COMM_WORLD, &size)); PetscCheck(size == 1, PETSC_COMM_WORLD, PETSC_ERR_WRONG_MPI_SIZE, "This is a uniprocessor example only!"); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Set runtime options and create AdolcCtx - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ PetscCall(PetscNew(&adctx)); user.mu = 1; user.next_output = 0.0; adctx->m = 2; adctx->n = 2; adctx->p = 2; user.adctx = adctx; adtl::setNumDir(adctx->n + 1); /* #indep. variables, plus parameters */ PetscCall(PetscOptionsGetReal(NULL, NULL, "-mu", &user.mu, NULL)); PetscCall(PetscOptionsGetBool(NULL, NULL, "-monitor", &monitor, NULL)); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Create necessary matrix and vectors, solve same ODE on every process - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ PetscCall(MatCreate(PETSC_COMM_WORLD, &A)); PetscCall(MatSetSizes(A, PETSC_DECIDE, PETSC_DECIDE, 2, 2)); PetscCall(MatSetFromOptions(A)); PetscCall(MatSetUp(A)); PetscCall(MatCreateVecs(A, &x, NULL)); PetscCall(MatCreate(PETSC_COMM_WORLD, &Jacp)); PetscCall(MatSetSizes(Jacp, PETSC_DECIDE, PETSC_DECIDE, 2, 1)); PetscCall(MatSetFromOptions(Jacp)); PetscCall(MatSetUp(Jacp)); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Create timestepping solver context - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ PetscCall(TSCreate(PETSC_COMM_WORLD, &ts)); PetscCall(TSSetType(ts, TSRK)); PetscCall(TSSetRHSFunction(ts, NULL, RHSFunctionPassive, &user)); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Set initial conditions - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ PetscCall(VecGetArray(x, &x_ptr)); x_ptr[0] = 2; x_ptr[1] = 0.66666654321; PetscCall(VecRestoreArray(x, &x_ptr)); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Set RHS Jacobian for the adjoint integration - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ PetscCall(TSSetRHSJacobian(ts, A, A, RHSJacobian, &user)); PetscCall(TSSetMaxTime(ts, ftime)); PetscCall(TSSetExactFinalTime(ts, TS_EXACTFINALTIME_MATCHSTEP)); if (monitor) PetscCall(TSMonitorSet(ts, Monitor, &user, NULL)); PetscCall(TSSetTimeStep(ts, .001)); /* Have the TS save its trajectory so that TSAdjointSolve() may be used */ PetscCall(TSSetSaveTrajectory(ts)); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Set runtime options - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ PetscCall(TSSetFromOptions(ts)); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Solve nonlinear system - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ PetscCall(TSSolve(ts, x)); PetscCall(TSGetSolveTime(ts, &ftime)); PetscCall(TSGetStepNumber(ts, &steps)); PetscCall(PetscPrintf(PETSC_COMM_WORLD, "mu %g, steps %" PetscInt_FMT ", ftime %g\n", (double)user.mu, steps, (double)ftime)); PetscCall(VecView(x, PETSC_VIEWER_STDOUT_WORLD)); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Start the Adjoint model - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ PetscCall(MatCreateVecs(A, &lambda[0], NULL)); PetscCall(MatCreateVecs(A, &lambda[1], NULL)); /* Reset initial conditions for the adjoint integration */ PetscCall(VecGetArray(lambda[0], &x_ptr)); x_ptr[0] = 1.0; x_ptr[1] = 0.0; PetscCall(VecRestoreArray(lambda[0], &x_ptr)); PetscCall(VecGetArray(lambda[1], &x_ptr)); x_ptr[0] = 0.0; x_ptr[1] = 1.0; PetscCall(VecRestoreArray(lambda[1], &x_ptr)); PetscCall(MatCreateVecs(Jacp, &mu[0], NULL)); PetscCall(MatCreateVecs(Jacp, &mu[1], NULL)); PetscCall(VecGetArray(mu[0], &x_ptr)); x_ptr[0] = 0.0; PetscCall(VecRestoreArray(mu[0], &x_ptr)); PetscCall(VecGetArray(mu[1], &x_ptr)); x_ptr[0] = 0.0; PetscCall(VecRestoreArray(mu[1], &x_ptr)); PetscCall(TSSetCostGradients(ts, 2, lambda, mu)); /* Set RHS JacobianP */ PetscCall(TSSetRHSJacobianP(ts, Jacp, RHSJacobianP, &user)); PetscCall(TSAdjointSolve(ts)); PetscCall(VecView(lambda[0], PETSC_VIEWER_STDOUT_WORLD)); PetscCall(VecView(lambda[1], PETSC_VIEWER_STDOUT_WORLD)); PetscCall(VecView(mu[0], PETSC_VIEWER_STDOUT_WORLD)); PetscCall(VecView(mu[1], PETSC_VIEWER_STDOUT_WORLD)); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Free work space. All PETSc objects should be destroyed when they are no longer needed. - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ PetscCall(MatDestroy(&A)); PetscCall(MatDestroy(&Jacp)); PetscCall(VecDestroy(&x)); PetscCall(VecDestroy(&lambda[0])); PetscCall(VecDestroy(&lambda[1])); PetscCall(VecDestroy(&mu[0])); PetscCall(VecDestroy(&mu[1])); PetscCall(TSDestroy(&ts)); PetscCall(PetscFree(adctx)); PetscCall(PetscFinalize()); return 0; } /*TEST build: requires: double !complex adolc test: suffix: 1 args: -ts_max_steps 10 -ts_monitor -ts_adjoint_monitor output_file: output/ex16adj_tl_1.out test: suffix: 2 args: -ts_max_steps 10 -ts_monitor -ts_adjoint_monitor -mu 5 output_file: output/ex16adj_tl_2.out test: suffix: 3 args: -ts_max_steps 10 -monitor output_file: output/ex16adj_tl_3.out test: suffix: 4 args: -ts_max_steps 10 -monitor -mu 5 output_file: output/ex16adj_tl_4.out TEST*/