static char help[] = "A toy example for testing forward and adjoint sensitivity analysis of an implicit ODE with a paramerized mass matrice.\n"; /* This example solves the simple ODE c x' = b x, x(0) = a, whose analytical solution is x(T)=a*exp(b/c*T), and calculates the derivative of x(T) w.r.t. c (by default) or w.r.t. b (can be enabled with command line option -der 2). */ #include typedef struct _n_User *User; struct _n_User { PetscReal a; PetscReal b; PetscReal c; /* Sensitivity analysis support */ PetscInt steps; PetscReal ftime; Mat Jac; /* Jacobian matrix */ Mat Jacp; /* JacobianP matrix */ Vec x; Mat sp; /* forward sensitivity variables */ Vec lambda[1]; /* adjoint sensitivity variables */ Vec mup[1]; /* adjoint sensitivity variables */ PetscInt der; }; static PetscErrorCode IFunction(TS ts,PetscReal t,Vec X,Vec Xdot,Vec F,void *ctx) { PetscErrorCode ierr; User user = (User)ctx; const PetscScalar *x,*xdot; PetscScalar *f; PetscFunctionBeginUser; ierr = VecGetArrayRead(X,&x);CHKERRQ(ierr); ierr = VecGetArrayRead(Xdot,&xdot);CHKERRQ(ierr); ierr = VecGetArrayWrite(F,&f);CHKERRQ(ierr); f[0] = user->c*xdot[0] - user->b*x[0]; ierr = VecRestoreArrayRead(X,&x);CHKERRQ(ierr); ierr = VecRestoreArrayRead(Xdot,&xdot);CHKERRQ(ierr); ierr = VecRestoreArrayWrite(F,&f);CHKERRQ(ierr); PetscFunctionReturn(0); } static PetscErrorCode IJacobian(TS ts,PetscReal t,Vec X,Vec Xdot,PetscReal a,Mat A,Mat B,void *ctx) { PetscErrorCode ierr; User user = (User)ctx; PetscInt rowcol[] = {0}; PetscScalar J[1][1]; const PetscScalar *x; PetscFunctionBeginUser; ierr = VecGetArrayRead(X,&x);CHKERRQ(ierr); J[0][0] = user->c*a - user->b*1.0; ierr = MatSetValues(B,1,rowcol,1,rowcol,&J[0][0],INSERT_VALUES);CHKERRQ(ierr); ierr = VecRestoreArrayRead(X,&x);CHKERRQ(ierr); ierr = MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); ierr = MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); if (A != B) { ierr = MatAssemblyBegin(B,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); ierr = MatAssemblyEnd(B,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); } PetscFunctionReturn(0); } static PetscErrorCode IJacobianP(TS ts,PetscReal t,Vec X,Vec Xdot,PetscReal shift,Mat A,void *ctx) { User user = (User)ctx; PetscInt row[] = {0},col[]={0}; PetscScalar J[1][1]; const PetscScalar *x,*xdot; PetscReal dt; PetscErrorCode ierr; PetscFunctionBeginUser; ierr = VecGetArrayRead(X,&x);CHKERRQ(ierr); ierr = VecGetArrayRead(Xdot,&xdot);CHKERRQ(ierr); ierr = TSGetTimeStep(ts,&dt);CHKERRQ(ierr); if (user->der == 1) J[0][0] = xdot[0]; if (user->der == 2) J[0][0] = -x[0]; ierr = MatSetValues(A,1,row,1,col,&J[0][0],INSERT_VALUES);CHKERRQ(ierr); ierr = VecRestoreArrayRead(X,&x);CHKERRQ(ierr); ierr = MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); ierr = MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); PetscFunctionReturn(0); } int main(int argc,char **argv) { TS ts; PetscScalar *x_ptr; PetscMPIInt size; struct _n_User user; PetscInt rows,cols; PetscErrorCode ierr; ierr = PetscInitialize(&argc,&argv,NULL,help);if (ierr) return ierr; ierr = MPI_Comm_size(PETSC_COMM_WORLD,&size);CHKERRMPI(ierr); PetscCheckFalse(size != 1,PETSC_COMM_WORLD,PETSC_ERR_WRONG_MPI_SIZE,"This is a uniprocessor example only!"); user.a = 2.0; user.b = 4.0; user.c = 3.0; user.steps = 0; user.ftime = 1.0; user.der = 1; ierr = PetscOptionsGetInt(NULL,NULL,"-der",&user.der,NULL);CHKERRQ(ierr); rows = 1; cols = 1; ierr = MatCreate(PETSC_COMM_WORLD,&user.Jac);CHKERRQ(ierr); ierr = MatSetSizes(user.Jac,PETSC_DECIDE,PETSC_DECIDE,1,1);CHKERRQ(ierr); ierr = MatSetFromOptions(user.Jac);CHKERRQ(ierr); ierr = MatSetUp(user.Jac);CHKERRQ(ierr); ierr = MatCreateVecs(user.Jac,&user.x,NULL);CHKERRQ(ierr); ierr = TSCreate(PETSC_COMM_WORLD,&ts);CHKERRQ(ierr); ierr = TSSetType(ts,TSBEULER);CHKERRQ(ierr); ierr = TSSetIFunction(ts,NULL,IFunction,&user);CHKERRQ(ierr); ierr = TSSetIJacobian(ts,user.Jac,user.Jac,IJacobian,&user);CHKERRQ(ierr); ierr = TSSetExactFinalTime(ts,TS_EXACTFINALTIME_MATCHSTEP);CHKERRQ(ierr); ierr = TSSetMaxTime(ts,user.ftime);CHKERRQ(ierr); ierr = VecGetArrayWrite(user.x,&x_ptr);CHKERRQ(ierr); x_ptr[0] = user.a; ierr = VecRestoreArrayWrite(user.x,&x_ptr);CHKERRQ(ierr); ierr = TSSetTimeStep(ts,0.001);CHKERRQ(ierr); /* Set up forward sensitivity */ ierr = MatCreate(PETSC_COMM_WORLD,&user.Jacp);CHKERRQ(ierr); ierr = MatSetSizes(user.Jacp,PETSC_DECIDE,PETSC_DECIDE,rows,cols);CHKERRQ(ierr); ierr = MatSetFromOptions(user.Jacp);CHKERRQ(ierr); ierr = MatSetUp(user.Jacp);CHKERRQ(ierr); ierr = MatCreateDense(PETSC_COMM_WORLD,PETSC_DECIDE,PETSC_DECIDE,rows,cols,NULL,&user.sp);CHKERRQ(ierr); ierr = MatZeroEntries(user.sp);CHKERRQ(ierr); ierr = TSForwardSetSensitivities(ts,cols,user.sp);CHKERRQ(ierr); ierr = TSSetIJacobianP(ts,user.Jacp,IJacobianP,&user);CHKERRQ(ierr); ierr = TSSetSaveTrajectory(ts);CHKERRQ(ierr); ierr = TSSetFromOptions(ts);CHKERRQ(ierr); ierr = TSSolve(ts,user.x);CHKERRQ(ierr); ierr = TSGetSolveTime(ts,&user.ftime);CHKERRQ(ierr); ierr = TSGetStepNumber(ts,&user.steps);CHKERRQ(ierr); ierr = VecGetArray(user.x,&x_ptr);CHKERRQ(ierr); ierr = PetscPrintf(PETSC_COMM_WORLD,"\n ode solution %g\n",(double)PetscRealPart(x_ptr[0]));CHKERRQ(ierr); ierr = VecRestoreArray(user.x,&x_ptr);CHKERRQ(ierr); ierr = PetscPrintf(PETSC_COMM_WORLD,"\n analytical solution %g\n",(double)user.a*PetscExpReal(user.b/user.c*user.ftime));CHKERRQ(ierr); if (user.der == 1) { ierr = PetscPrintf(PETSC_COMM_WORLD,"\n analytical derivative w.r.t. c %g\n",(double)-user.a*user.ftime*user.b/(user.c*user.c)*PetscExpReal(user.b/user.c*user.ftime));CHKERRQ(ierr); } if (user.der == 2) { ierr = PetscPrintf(PETSC_COMM_WORLD,"\n analytical derivative w.r.t. b %g\n",user.a*user.ftime/user.c*PetscExpReal(user.b/user.c*user.ftime));CHKERRQ(ierr); } ierr = PetscPrintf(PETSC_COMM_WORLD,"\n forward sensitivity:\n");CHKERRQ(ierr); ierr = MatView(user.sp,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr); ierr = MatCreateVecs(user.Jac,&user.lambda[0],NULL);CHKERRQ(ierr); /* Set initial conditions for the adjoint integration */ ierr = VecGetArrayWrite(user.lambda[0],&x_ptr);CHKERRQ(ierr); x_ptr[0] = 1.0; ierr = VecRestoreArrayWrite(user.lambda[0],&x_ptr);CHKERRQ(ierr); ierr = MatCreateVecs(user.Jacp,&user.mup[0],NULL);CHKERRQ(ierr); ierr = VecGetArrayWrite(user.mup[0],&x_ptr);CHKERRQ(ierr); x_ptr[0] = 0.0; ierr = VecRestoreArrayWrite(user.mup[0],&x_ptr);CHKERRQ(ierr); ierr = TSSetCostGradients(ts,1,user.lambda,user.mup);CHKERRQ(ierr); ierr = TSAdjointSolve(ts);CHKERRQ(ierr); ierr = PetscPrintf(PETSC_COMM_WORLD,"\n adjoint sensitivity:\n");CHKERRQ(ierr); ierr = VecView(user.mup[0],PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr); ierr = MatDestroy(&user.Jac);CHKERRQ(ierr); ierr = MatDestroy(&user.sp);CHKERRQ(ierr); ierr = MatDestroy(&user.Jacp);CHKERRQ(ierr); ierr = VecDestroy(&user.x);CHKERRQ(ierr); ierr = VecDestroy(&user.lambda[0]);CHKERRQ(ierr); ierr = VecDestroy(&user.mup[0]);CHKERRQ(ierr); ierr = TSDestroy(&ts);CHKERRQ(ierr); ierr = PetscFinalize(); return(ierr); } /*TEST test: args: -ts_type beuler test: suffix: 2 args: -ts_type cn output_file: output/ex23fwdadj_1.out TEST*/