xref: /petsc/src/snes/interface/snesj.c (revision ee0de897fec99be7c10c7637bbd068d61b2ce625)
1 
2 #ifndef lint
3 static char vcid[] = "$Id: snesj.c,v 1.24 1995/11/01 19:12:03 bsmith Exp bsmith $";
4 #endif
5 
6 #include "draw.h"    /*I  "draw.h"  I*/
7 #include "snes.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   MPI_Comm comm;
43 
44   PetscObjectGetComm((PetscObject)x1,&comm);
45   MatZeroEntries(*J);
46   ierr = VecDuplicate(x1,&j1); CHKERRQ(ierr);
47   ierr = VecDuplicate(x1,&j2); CHKERRQ(ierr);
48   ierr = VecDuplicate(x1,&x2); CHKERRQ(ierr);
49   PLogObjectParent(snes,j1); PLogObjectParent(snes,j2);
50   PLogObjectParent(snes,x2);
51 
52   ierr = VecGetSize(x1,&N); CHKERRQ(ierr);
53   ierr = VecGetOwnershipRange(x1,&start,&end); CHKERRQ(ierr);
54   VecGetArray(x1,&xx);
55   ierr = SNESComputeFunction(snes,x1,j1); CHKERRQ(ierr);
56   for ( i=0; i<N; i++ ) {
57     ierr = VecCopy(x1,x2); CHKERRQ(ierr);
58     if ( i>= start && i<end) {
59       dx = xx[i-start];
60 #if !defined(PETSC_COMPLEX)
61       if (dx < 1.e-16 && dx >= 0.0) dx = 1.e-1;
62       else if (dx < 0.0 && dx > -1.e-16) dx = -1.e-1;
63 #else
64       if (abs(dx) < 1.e-16 && real(dx) >= 0.0) dx = 1.e-1;
65       else if (real(dx) < 0.0 && abs(dx) < 1.e-16) dx = -1.e-1;
66 #endif
67       dx *= epsilon;
68       wscale = -1.0/dx;
69       VecSetValues(x2,1,&i,&dx,ADD_VALUES);
70     }
71     else {
72       wscale = 0.0;
73     }
74     ierr = SNESComputeFunction(snes,x2,j2); CHKERRQ(ierr);
75     ierr = VecAXPY(&mone,j1,j2); CHKERRQ(ierr);
76 /* communicate scale to all processors */
77 #if !defined(PETSC_COMPLEX)
78     MPI_Allreduce(&wscale,&scale,1,MPI_DOUBLE,MPI_SUM,comm);
79 #else
80     MPI_Allreduce(&wscale,&scale,2,MPI_DOUBLE,MPI_SUM,comm);
81 #endif
82     scale = -scale;
83     VecScale(&scale,j2);
84     VecGetArray(j2,&y);
85     VecNorm(j2,NORM_INFINITY,&amax); amax *= 1.e-14;
86     for ( j=start; j<end; j++ ) {
87       if (PetscAbsScalar(y[j-start]) > amax) {
88         ierr = MatSetValues(*J,1,&j,1,&i,y+j-start,INSERT_VALUES); CHKERRQ(ierr);
89       }
90     }
91     VecRestoreArray(j2,&y);
92   }
93   MatAssemblyBegin(*J,FINAL_ASSEMBLY);
94   VecDestroy(x2); VecDestroy(j1); VecDestroy(j2);
95   MatAssemblyEnd(*J,FINAL_ASSEMBLY);
96   return 0;
97 }
98 
99