1 2 #ifndef lint 3 static char vcid[] = "$Id: snesj.c,v 1.35 1996/09/25 02:47:13 curfman Exp curfman $"; 4 #endif 5 6 #include "draw.h" /*I "draw.h" I*/ 7 #include "src/snes/snesimpl.h" /*I "snes.h" I*/ 8 9 /*@C 10 SNESDefaultComputeJacobian - Computes the Jacobian using finite differences. 11 12 Input Parameters: 13 . x1 - compute Jacobian at this point 14 . ctx - application's function context, as set with SNESSetFunction() 15 16 Output Parameters: 17 . J - Jacobian 18 . B - preconditioner, same as Jacobian 19 . flag - matrix flag 20 21 Options Database Key: 22 $ -snes_fd 23 24 Notes: 25 This routine is slow and expensive, and is not currently optimized 26 to take advantage of sparsity in the problem. Although 27 SNESDefaultComputeJacobian() is not recommended for general use 28 in large-scale applications, It can be useful in checking the 29 correctness of a user-provided Jacobian. 30 31 .keywords: SNES, finite differences, Jacobian 32 33 .seealso: SNESSetJacobian(), SNESTestJacobian() 34 @*/ 35 int SNESDefaultComputeJacobian(SNES snes,Vec x1,Mat *J,Mat *B,MatStructure *flag,void *ctx) 36 { 37 Vec j1,j2,x2; 38 int i,ierr,N,start,end,j; 39 Scalar dx, mone = -1.0,*y,scale,*xx,wscale; 40 double amax, epsilon = 1.e-8; /* assumes double precision */ 41 double dx_min = 1.e-16, dx_par = 1.e-1; 42 MPI_Comm comm; 43 int (*eval_fct)(SNES,Vec,Vec); 44 45 if (snes->method_class == SNES_NONLINEAR_EQUATIONS) 46 eval_fct = SNESComputeFunction; 47 else if (snes->method_class == SNES_UNCONSTRAINED_MINIMIZATION) 48 eval_fct = SNESComputeGradient; 49 else SETERRQ(1,"SNESDefaultComputeJacobian: Invalid method class"); 50 51 PetscObjectGetComm((PetscObject)x1,&comm); 52 MatZeroEntries(*J); 53 if (!snes->nvwork) { 54 ierr = VecDuplicateVecs(x1,3,&snes->vwork); CHKERRQ(ierr); 55 snes->nvwork = 3; 56 PLogObjectParents(snes,3,snes->vwork); 57 } 58 j1 = snes->vwork[0]; j2 = snes->vwork[1]; x2 = snes->vwork[2]; 59 60 ierr = VecGetSize(x1,&N); CHKERRQ(ierr); 61 ierr = VecGetOwnershipRange(x1,&start,&end); CHKERRQ(ierr); 62 VecGetArray(x1,&xx); 63 ierr = eval_fct(snes,x1,j1); CHKERRQ(ierr); 64 65 /* Compute Jacobian approximation, 1 column at a time. 66 x1 = current iterate, j1 = F(x1) 67 x2 = perturbed iterate, j2 = F(x2) 68 */ 69 for ( i=0; i<N; i++ ) { 70 ierr = VecCopy(x1,x2); CHKERRQ(ierr); 71 if ( i>= start && i<end) { 72 dx = xx[i-start]; 73 #if !defined(PETSC_COMPLEX) 74 if (dx < dx_min && dx >= 0.0) dx = dx_par; 75 else if (dx < 0.0 && dx > -dx_min) dx = -dx_par; 76 #else 77 if (abs(dx) < dx_min && real(dx) >= 0.0) dx = dx_par; 78 else if (real(dx) < 0.0 && abs(dx) < dx_min) dx = -dx_par; 79 #endif 80 dx *= epsilon; 81 wscale = 1.0/dx; 82 VecSetValues(x2,1,&i,&dx,ADD_VALUES); 83 } 84 else { 85 wscale = 0.0; 86 } 87 ierr = eval_fct(snes,x2,j2); CHKERRQ(ierr); 88 ierr = VecAXPY(&mone,j1,j2); CHKERRQ(ierr); 89 /* Communicate scale to all processors */ 90 #if !defined(PETSC_COMPLEX) 91 MPI_Allreduce(&wscale,&scale,1,MPI_DOUBLE,MPI_SUM,comm); 92 #else 93 MPI_Allreduce(&wscale,&scale,2,MPI_DOUBLE,MPI_SUM,comm); 94 #endif 95 VecScale(&scale,j2); 96 VecGetArray(j2,&y); 97 VecNorm(j2,NORM_INFINITY,&amax); amax *= 1.e-14; 98 for ( j=start; j<end; j++ ) { 99 if (PetscAbsScalar(y[j-start]) > amax) { 100 ierr = MatSetValues(*J,1,&j,1,&i,y+j-start,INSERT_VALUES); CHKERRQ(ierr); 101 } 102 } 103 VecRestoreArray(j2,&y); 104 } 105 ierr = MatAssemblyBegin(*J,MAT_FINAL_ASSEMBLY); CHKERRQ(ierr); 106 ierr = MatAssemblyEnd(*J,MAT_FINAL_ASSEMBLY); CHKERRQ(ierr); 107 *flag = DIFFERENT_NONZERO_PATTERN; 108 return 0; 109 } 110 111 /*@C 112 SNESDefaultComputeHessian - Computes the Hessian using finite differences. 113 114 Input Parameters: 115 . x1 - compute Hessian at this point 116 . ctx - application's gradient context, as set with SNESSetGradient() 117 118 Output Parameters: 119 . J - Hessian 120 . B - preconditioner, same as Hessian 121 . flag - matrix flag 122 123 Options Database Key: 124 $ -snes_fd 125 126 Notes: 127 This routine is slow and expensive, and is not currently optimized 128 to take advantage of sparsity in the problem. Although 129 SNESDefaultComputeHessian() is not recommended for general use 130 in large-scale applications, It can be useful in checking the 131 correctness of a user-provided Hessian. 132 133 .keywords: SNES, finite differences, Hessian 134 135 .seealso: SNESSetHessian(), SNESTestHessian() 136 @*/ 137 int SNESDefaultComputeHessian(SNES snes,Vec x1,Mat *J,Mat *B,MatStructure *flag,void *ctx) 138 { 139 return SNESDefaultComputeJacobian(snes,x1,J,B,flag,ctx); 140 } 141