1 2 #ifndef lint 3 static char vcid[] = "$Id: snesj.c,v 1.34 1996/08/27 21:07:44 bsmith 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 11 differences. 12 13 Input Parameters: 14 . x1 - compute Jacobian at this point 15 . ctx - application's function context, as set with SNESSetFunction() 16 17 Output Parameters: 18 . J - Jacobian 19 . B - preconditioner, same as Jacobian 20 . flag - matrix flag 21 22 Options Database Key: 23 $ -snes_fd 24 25 Notes: 26 This routine is slow and expensive, and is not currently optimized 27 to take advantage of sparsity in the problem. Although 28 SNESDefaultComputeJacobian() is not recommended for general use 29 in large-scale applications, It can be useful in checking the 30 correctness of a user-provided Jacobian. 31 32 .keywords: SNES, finite differences, Jacobian 33 34 .seealso: SNESSetJacobian(), SNESTestJacobian() 35 @*/ 36 int SNESDefaultComputeJacobian(SNES snes,Vec x1,Mat *J,Mat *B,MatStructure *flag,void *ctx) 37 { 38 Vec j1,j2,x2; 39 int i,ierr,N,start,end,j; 40 Scalar dx, mone = -1.0,*y,scale,*xx,wscale; 41 double amax, epsilon = 1.e-8; /* assumes double precision */ 42 double dx_min = 1.e-16, dx_par = 1.e-1; 43 MPI_Comm comm; 44 int (*eval_fct)(SNES,Vec,Vec); 45 46 if (snes->method_class == SNES_NONLINEAR_EQUATIONS) 47 eval_fct = SNESComputeFunction; 48 else if (snes->method_class == SNES_UNCONSTRAINED_MINIMIZATION) 49 eval_fct = SNESComputeGradient; 50 else SETERRQ(1,"SNESDefaultComputeJacobian: Invalid method class"); 51 52 PetscObjectGetComm((PetscObject)x1,&comm); 53 MatZeroEntries(*J); 54 if (!snes->nvwork) { 55 ierr = VecDuplicateVecs(x1,3,&snes->vwork); CHKERRQ(ierr); 56 snes->nvwork = 3; 57 PLogObjectParents(snes,3,snes->vwork); 58 } 59 j1 = snes->vwork[0]; j2 = snes->vwork[1]; x2 = snes->vwork[2]; 60 61 ierr = VecGetSize(x1,&N); CHKERRQ(ierr); 62 ierr = VecGetOwnershipRange(x1,&start,&end); CHKERRQ(ierr); 63 VecGetArray(x1,&xx); 64 ierr = eval_fct(snes,x1,j1); CHKERRQ(ierr); 65 66 /* Compute Jacobian approximation, 1 column at a time. 67 x1 = current iterate, j1 = F(x1) 68 x2 = perturbed iterate, j2 = F(x2) 69 */ 70 for ( i=0; i<N; i++ ) { 71 ierr = VecCopy(x1,x2); CHKERRQ(ierr); 72 if ( i>= start && i<end) { 73 dx = xx[i-start]; 74 #if !defined(PETSC_COMPLEX) 75 if (dx < dx_min && dx >= 0.0) dx = dx_par; 76 else if (dx < 0.0 && dx > -dx_min) dx = -dx_par; 77 #else 78 if (abs(dx) < dx_min && real(dx) >= 0.0) dx = dx_par; 79 else if (real(dx) < 0.0 && abs(dx) < dx_min) dx = -dx_par; 80 #endif 81 dx *= epsilon; 82 wscale = 1.0/dx; 83 VecSetValues(x2,1,&i,&dx,ADD_VALUES); 84 } 85 else { 86 wscale = 0.0; 87 } 88 ierr = eval_fct(snes,x2,j2); CHKERRQ(ierr); 89 ierr = VecAXPY(&mone,j1,j2); CHKERRQ(ierr); 90 /* Communicate scale to all processors */ 91 #if !defined(PETSC_COMPLEX) 92 MPI_Allreduce(&wscale,&scale,1,MPI_DOUBLE,MPI_SUM,comm); 93 #else 94 MPI_Allreduce(&wscale,&scale,2,MPI_DOUBLE,MPI_SUM,comm); 95 #endif 96 VecScale(&scale,j2); 97 VecGetArray(j2,&y); 98 VecNorm(j2,NORM_INFINITY,&amax); amax *= 1.e-14; 99 for ( j=start; j<end; j++ ) { 100 if (PetscAbsScalar(y[j-start]) > amax) { 101 ierr = MatSetValues(*J,1,&j,1,&i,y+j-start,INSERT_VALUES); CHKERRQ(ierr); 102 } 103 } 104 VecRestoreArray(j2,&y); 105 } 106 ierr = MatAssemblyBegin(*J,MAT_FINAL_ASSEMBLY); CHKERRQ(ierr); 107 ierr = MatAssemblyEnd(*J,MAT_FINAL_ASSEMBLY); CHKERRQ(ierr); 108 *flag = DIFFERENT_NONZERO_PATTERN; 109 return 0; 110 } 111 112 /*@C 113 SNESDefaultComputeHessian - Computes the Hessian using finite 114 differences. 115 116 Input Parameters: 117 . x1 - compute Hessian at this point 118 . ctx - application's gradient context, as set with SNESSetGradient() 119 120 Output Parameters: 121 . J - Hessian 122 . B - preconditioner, same as Hessian 123 . flag - matrix flag 124 125 Options Database Key: 126 $ -snes_fd 127 128 Notes: 129 This routine is slow and expensive, and is not currently optimized 130 to take advantage of sparsity in the problem. Although 131 SNESDefaultComputeHessian() is not recommended for general use 132 in large-scale applications, It can be useful in checking the 133 correctness of a user-provided Hessian. 134 135 .keywords: SNES, finite differences, Hessian 136 137 .seealso: SNESSetHessian(), SNESTestHessian() 138 @*/ 139 int SNESDefaultComputeHessian(SNES snes,Vec x1,Mat *J,Mat *B,MatStructure *flag,void *ctx) 140 { 141 return SNESDefaultComputeJacobian(snes,x1,J,B,flag,ctx); 142 } 143