xref: /petsc/src/tao/pde_constrained/tutorials/hyperbolic.c (revision 5cab5458055e6544d97095d04e76587ba3d30732)
1 #include <petsctao.h>
2 
3 typedef struct {
4   PetscInt n; /*  Number of variables */
5   PetscInt m; /*  Number of constraints */
6   PetscInt mx; /*  grid points in each direction */
7   PetscInt nt; /*  Number of time steps */
8   PetscInt ndata; /*  Number of data points per sample */
9   IS       s_is;
10   IS       d_is;
11   VecScatter state_scatter;
12   VecScatter design_scatter;
13   VecScatter *uxi_scatter,*uyi_scatter,*ux_scatter,*uy_scatter,*ui_scatter;
14   VecScatter *yi_scatter;
15 
16   Mat       Js,Jd,JsBlockPrec,JsInv,JsBlock;
17   PetscBool jformed,c_formed;
18 
19   PetscReal alpha; /*  Regularization parameter */
20   PetscReal gamma;
21   PetscReal ht; /*  Time step */
22   PetscReal T; /*  Final time */
23   Mat Q,QT;
24   Mat L,LT;
25   Mat Div,Divwork,Divxy[2];
26   Mat Grad,Gradxy[2];
27   Mat M;
28   Mat *C,*Cwork;
29   /* Mat Hs,Hd,Hsd; */
30   Vec q;
31   Vec ur; /*  reference */
32 
33   Vec d;
34   Vec dwork;
35 
36   Vec y; /*  state variables */
37   Vec ywork;
38   Vec ytrue;
39   Vec *yi,*yiwork,*ziwork;
40   Vec *uxi,*uyi,*uxiwork,*uyiwork,*ui,*uiwork;
41 
42   Vec u; /*  design variables */
43   Vec uwork,vwork;
44   Vec utrue;
45 
46   Vec js_diag;
47 
48   Vec c; /*  constraint vector */
49   Vec cwork;
50 
51   Vec lwork;
52 
53   KSP      solver;
54   PC       prec;
55   PetscInt block_index;
56 
57   PetscInt ksp_its;
58   PetscInt ksp_its_initial;
59 } AppCtx;
60 
61 PetscErrorCode FormFunction(Tao, Vec, PetscReal*, void*);
62 PetscErrorCode FormGradient(Tao, Vec, Vec, void*);
63 PetscErrorCode FormFunctionGradient(Tao, Vec, PetscReal*, Vec, void*);
64 PetscErrorCode FormJacobianState(Tao, Vec, Mat, Mat, Mat, void*);
65 PetscErrorCode FormJacobianDesign(Tao, Vec, Mat,void*);
66 PetscErrorCode FormConstraints(Tao, Vec, Vec, void*);
67 PetscErrorCode FormHessian(Tao, Vec, Mat, Mat, void*);
68 PetscErrorCode Gather(Vec x, Vec state, VecScatter s_scat, Vec design, VecScatter d_scat);
69 PetscErrorCode Scatter(Vec x, Vec state, VecScatter s_scat, Vec design, VecScatter d_scat);
70 PetscErrorCode HyperbolicInitialize(AppCtx *user);
71 PetscErrorCode HyperbolicDestroy(AppCtx *user);
72 PetscErrorCode HyperbolicMonitor(Tao, void*);
73 
74 PetscErrorCode StateMatMult(Mat,Vec,Vec);
75 PetscErrorCode StateMatBlockMult(Mat,Vec,Vec);
76 PetscErrorCode StateMatBlockMultTranspose(Mat,Vec,Vec);
77 PetscErrorCode StateMatMultTranspose(Mat,Vec,Vec);
78 PetscErrorCode StateMatGetDiagonal(Mat,Vec);
79 PetscErrorCode StateMatDuplicate(Mat,MatDuplicateOption,Mat*);
80 PetscErrorCode StateMatInvMult(Mat,Vec,Vec);
81 PetscErrorCode StateMatInvTransposeMult(Mat,Vec,Vec);
82 PetscErrorCode StateMatBlockPrecMult(PC,Vec,Vec);
83 
84 PetscErrorCode DesignMatMult(Mat,Vec,Vec);
85 PetscErrorCode DesignMatMultTranspose(Mat,Vec,Vec);
86 
87 PetscErrorCode Scatter_yi(Vec,Vec*,VecScatter*,PetscInt); /*  y to y1,y2,...,y_nt */
88 PetscErrorCode Gather_yi(Vec,Vec*,VecScatter*,PetscInt);
89 PetscErrorCode Scatter_uxi_uyi(Vec,Vec*,VecScatter*,Vec*,VecScatter*,PetscInt); /*  u to ux_1,uy_1,ux_2,uy_2,...,u */
90 PetscErrorCode Gather_uxi_uyi(Vec,Vec*,VecScatter*,Vec*,VecScatter*,PetscInt);
91 
92 static  char help[]="";
93 
94 int main(int argc, char **argv)
95 {
96   Vec                x,x0;
97   Tao                tao;
98   AppCtx             user;
99   IS                 is_allstate,is_alldesign;
100   PetscInt           lo,hi,hi2,lo2,ksp_old;
101   PetscInt           ntests = 1;
102   PetscInt           i;
103 #if defined(PETSC_USE_LOG)
104   PetscLogStage      stages[1];
105 #endif
106 
107   PetscFunctionBeginUser;
108   PetscCall(PetscInitialize(&argc, &argv, (char*)0,help));
109   user.mx = 32;
110   PetscOptionsBegin(PETSC_COMM_WORLD,NULL,"hyperbolic example",NULL);
111   PetscCall(PetscOptionsInt("-mx","Number of grid points in each direction","",user.mx,&user.mx,NULL));
112   user.nt = 16;
113   PetscCall(PetscOptionsInt("-nt","Number of time steps","",user.nt,&user.nt,NULL));
114   user.ndata = 64;
115   PetscCall(PetscOptionsInt("-ndata","Numbers of data points per sample","",user.ndata,&user.ndata,NULL));
116   user.alpha = 10.0;
117   PetscCall(PetscOptionsReal("-alpha","Regularization parameter","",user.alpha,&user.alpha,NULL));
118   user.T = 1.0/32.0;
119   PetscCall(PetscOptionsReal("-Tfinal","Final time","",user.T,&user.T,NULL));
120   PetscCall(PetscOptionsInt("-ntests","Number of times to repeat TaoSolve","",ntests,&ntests,NULL));
121   PetscOptionsEnd();
122 
123   user.m = user.mx*user.mx*user.nt; /*  number of constraints */
124   user.n = user.mx*user.mx*3*user.nt; /*  number of variables */
125   user.ht = user.T/user.nt; /*  Time step */
126   user.gamma = user.T*user.ht / (user.mx*user.mx);
127 
128   PetscCall(VecCreate(PETSC_COMM_WORLD,&user.u));
129   PetscCall(VecCreate(PETSC_COMM_WORLD,&user.y));
130   PetscCall(VecCreate(PETSC_COMM_WORLD,&user.c));
131   PetscCall(VecSetSizes(user.u,PETSC_DECIDE,user.n-user.m));
132   PetscCall(VecSetSizes(user.y,PETSC_DECIDE,user.m));
133   PetscCall(VecSetSizes(user.c,PETSC_DECIDE,user.m));
134   PetscCall(VecSetFromOptions(user.u));
135   PetscCall(VecSetFromOptions(user.y));
136   PetscCall(VecSetFromOptions(user.c));
137 
138   /* Create scatters for reduced spaces.
139      If the state vector y and design vector u are partitioned as
140      [y_1; y_2; ...; y_np] and [u_1; u_2; ...; u_np] (with np = # of processors),
141      then the solution vector x is organized as
142      [y_1; u_1; y_2; u_2; ...; y_np; u_np].
143      The index sets user.s_is and user.d_is correspond to the indices of the
144      state and design variables owned by the current processor.
145   */
146   PetscCall(VecCreate(PETSC_COMM_WORLD,&x));
147 
148   PetscCall(VecGetOwnershipRange(user.y,&lo,&hi));
149   PetscCall(VecGetOwnershipRange(user.u,&lo2,&hi2));
150 
151   PetscCall(ISCreateStride(PETSC_COMM_SELF,hi-lo,lo,1,&is_allstate));
152   PetscCall(ISCreateStride(PETSC_COMM_SELF,hi-lo,lo+lo2,1,&user.s_is));
153 
154   PetscCall(ISCreateStride(PETSC_COMM_SELF,hi2-lo2,lo2,1,&is_alldesign));
155   PetscCall(ISCreateStride(PETSC_COMM_SELF,hi2-lo2,hi+lo2,1,&user.d_is));
156 
157   PetscCall(VecSetSizes(x,hi-lo+hi2-lo2,user.n));
158   PetscCall(VecSetFromOptions(x));
159 
160   PetscCall(VecScatterCreate(x,user.s_is,user.y,is_allstate,&user.state_scatter));
161   PetscCall(VecScatterCreate(x,user.d_is,user.u,is_alldesign,&user.design_scatter));
162   PetscCall(ISDestroy(&is_alldesign));
163   PetscCall(ISDestroy(&is_allstate));
164 
165   /* Create TAO solver and set desired solution method */
166   PetscCall(TaoCreate(PETSC_COMM_WORLD,&tao));
167   PetscCall(TaoSetType(tao,TAOLCL));
168 
169   /* Set up initial vectors and matrices */
170   PetscCall(HyperbolicInitialize(&user));
171 
172   PetscCall(Gather(x,user.y,user.state_scatter,user.u,user.design_scatter));
173   PetscCall(VecDuplicate(x,&x0));
174   PetscCall(VecCopy(x,x0));
175 
176   /* Set solution vector with an initial guess */
177   PetscCall(TaoSetSolution(tao,x));
178   PetscCall(TaoSetObjective(tao, FormFunction, &user));
179   PetscCall(TaoSetGradient(tao, NULL, FormGradient, &user));
180   PetscCall(TaoSetConstraintsRoutine(tao, user.c, FormConstraints, &user));
181   PetscCall(TaoSetJacobianStateRoutine(tao, user.Js, user.Js, user.JsInv, FormJacobianState, &user));
182   PetscCall(TaoSetJacobianDesignRoutine(tao, user.Jd, FormJacobianDesign, &user));
183   PetscCall(TaoSetFromOptions(tao));
184   PetscCall(TaoSetStateDesignIS(tao,user.s_is,user.d_is));
185 
186   /* SOLVE THE APPLICATION */
187   PetscCall(PetscLogStageRegister("Trials",&stages[0]));
188   PetscCall(PetscLogStagePush(stages[0]));
189   user.ksp_its_initial = user.ksp_its;
190   ksp_old = user.ksp_its;
191   for (i=0; i<ntests; i++) {
192     PetscCall(TaoSolve(tao));
193     PetscCall(PetscPrintf(PETSC_COMM_WORLD,"KSP Iterations = %" PetscInt_FMT "\n",user.ksp_its-ksp_old));
194     PetscCall(VecCopy(x0,x));
195     PetscCall(TaoSetSolution(tao,x));
196   }
197   PetscCall(PetscLogStagePop());
198   PetscCall(PetscBarrier((PetscObject)x));
199   PetscCall(PetscPrintf(PETSC_COMM_WORLD,"KSP iterations within initialization: "));
200   PetscCall(PetscPrintf(PETSC_COMM_WORLD,"%" PetscInt_FMT "\n",user.ksp_its_initial));
201   PetscCall(PetscPrintf(PETSC_COMM_WORLD,"Total KSP iterations over %" PetscInt_FMT " trial(s): ",ntests));
202   PetscCall(PetscPrintf(PETSC_COMM_WORLD,"%" PetscInt_FMT "\n",user.ksp_its));
203   PetscCall(PetscPrintf(PETSC_COMM_WORLD,"KSP iterations per trial: "));
204   PetscCall(PetscPrintf(PETSC_COMM_WORLD,"%" PetscInt_FMT "\n",(user.ksp_its-user.ksp_its_initial)/ntests));
205 
206   PetscCall(TaoDestroy(&tao));
207   PetscCall(VecDestroy(&x));
208   PetscCall(VecDestroy(&x0));
209   PetscCall(HyperbolicDestroy(&user));
210   PetscCall(PetscFinalize());
211   return 0;
212 }
213 /* ------------------------------------------------------------------- */
214 /*
215    dwork = Qy - d
216    lwork = L*(u-ur).^2
217    f = 1/2 * (dwork.dork + alpha*y.lwork)
218 */
219 PetscErrorCode FormFunction(Tao tao,Vec X,PetscReal *f,void *ptr)
220 {
221   PetscReal      d1=0,d2=0;
222   AppCtx         *user = (AppCtx*)ptr;
223 
224   PetscFunctionBegin;
225   PetscCall(Scatter(X,user->y,user->state_scatter,user->u,user->design_scatter));
226   PetscCall(MatMult(user->Q,user->y,user->dwork));
227   PetscCall(VecAXPY(user->dwork,-1.0,user->d));
228   PetscCall(VecDot(user->dwork,user->dwork,&d1));
229 
230   PetscCall(VecWAXPY(user->uwork,-1.0,user->ur,user->u));
231   PetscCall(VecPointwiseMult(user->uwork,user->uwork,user->uwork));
232   PetscCall(MatMult(user->L,user->uwork,user->lwork));
233   PetscCall(VecDot(user->y,user->lwork,&d2));
234   *f = 0.5 * (d1 + user->alpha*d2);
235   PetscFunctionReturn(0);
236 }
237 
238 /* ------------------------------------------------------------------- */
239 /*
240     state: g_s = Q' *(Qy - d) + 0.5*alpha*L*(u-ur).^2
241     design: g_d = alpha*(L'y).*(u-ur)
242 */
243 PetscErrorCode FormGradient(Tao tao,Vec X,Vec G,void *ptr)
244 {
245   AppCtx         *user = (AppCtx*)ptr;
246 
247   PetscFunctionBegin;
248   PetscCall(Scatter(X,user->y,user->state_scatter,user->u,user->design_scatter));
249   PetscCall(MatMult(user->Q,user->y,user->dwork));
250   PetscCall(VecAXPY(user->dwork,-1.0,user->d));
251 
252   PetscCall(MatMult(user->QT,user->dwork,user->ywork));
253 
254   PetscCall(MatMult(user->LT,user->y,user->uwork));
255   PetscCall(VecWAXPY(user->vwork,-1.0,user->ur,user->u));
256   PetscCall(VecPointwiseMult(user->uwork,user->vwork,user->uwork));
257   PetscCall(VecScale(user->uwork,user->alpha));
258 
259   PetscCall(VecPointwiseMult(user->vwork,user->vwork,user->vwork));
260   PetscCall(MatMult(user->L,user->vwork,user->lwork));
261   PetscCall(VecAXPY(user->ywork,0.5*user->alpha,user->lwork));
262 
263   PetscCall(Gather(G,user->ywork,user->state_scatter,user->uwork,user->design_scatter));
264   PetscFunctionReturn(0);
265 }
266 
267 PetscErrorCode FormFunctionGradient(Tao tao, Vec X, PetscReal *f, Vec G, void *ptr)
268 {
269   PetscReal      d1,d2;
270   AppCtx         *user = (AppCtx*)ptr;
271 
272   PetscFunctionBegin;
273   PetscCall(Scatter(X,user->y,user->state_scatter,user->u,user->design_scatter));
274   PetscCall(MatMult(user->Q,user->y,user->dwork));
275   PetscCall(VecAXPY(user->dwork,-1.0,user->d));
276 
277   PetscCall(MatMult(user->QT,user->dwork,user->ywork));
278 
279   PetscCall(VecDot(user->dwork,user->dwork,&d1));
280 
281   PetscCall(MatMult(user->LT,user->y,user->uwork));
282   PetscCall(VecWAXPY(user->vwork,-1.0,user->ur,user->u));
283   PetscCall(VecPointwiseMult(user->uwork,user->vwork,user->uwork));
284   PetscCall(VecScale(user->uwork,user->alpha));
285 
286   PetscCall(VecPointwiseMult(user->vwork,user->vwork,user->vwork));
287   PetscCall(MatMult(user->L,user->vwork,user->lwork));
288   PetscCall(VecAXPY(user->ywork,0.5*user->alpha,user->lwork));
289 
290   PetscCall(VecDot(user->y,user->lwork,&d2));
291 
292   *f = 0.5 * (d1 + user->alpha*d2);
293   PetscCall(Gather(G,user->ywork,user->state_scatter,user->uwork,user->design_scatter));
294   PetscFunctionReturn(0);
295 }
296 
297 /* ------------------------------------------------------------------- */
298 /* A
299 MatShell object
300 */
301 PetscErrorCode FormJacobianState(Tao tao, Vec X, Mat J, Mat JPre, Mat JInv, void *ptr)
302 {
303   PetscInt       i;
304   AppCtx         *user = (AppCtx*)ptr;
305 
306   PetscFunctionBegin;
307   PetscCall(Scatter(X,user->y,user->state_scatter,user->u,user->design_scatter));
308   PetscCall(Scatter_yi(user->u,user->ui,user->ui_scatter,user->nt));
309   PetscCall(Scatter_uxi_uyi(user->u,user->uxi,user->uxi_scatter,user->uyi,user->uyi_scatter,user->nt));
310   for (i=0; i<user->nt; i++) {
311     PetscCall(MatCopy(user->Divxy[0],user->C[i],SUBSET_NONZERO_PATTERN));
312     PetscCall(MatCopy(user->Divxy[1],user->Cwork[i],SAME_NONZERO_PATTERN));
313 
314     PetscCall(MatDiagonalScale(user->C[i],NULL,user->uxi[i]));
315     PetscCall(MatDiagonalScale(user->Cwork[i],NULL,user->uyi[i]));
316     PetscCall(MatAXPY(user->C[i],1.0,user->Cwork[i],SUBSET_NONZERO_PATTERN));
317     PetscCall(MatScale(user->C[i],user->ht));
318     PetscCall(MatShift(user->C[i],1.0));
319   }
320   PetscFunctionReturn(0);
321 }
322 
323 /* ------------------------------------------------------------------- */
324 /* B */
325 PetscErrorCode FormJacobianDesign(Tao tao, Vec X, Mat J, void *ptr)
326 {
327   AppCtx         *user = (AppCtx*)ptr;
328 
329   PetscFunctionBegin;
330   PetscCall(Scatter(X,user->y,user->state_scatter,user->u,user->design_scatter));
331   PetscFunctionReturn(0);
332 }
333 
334 PetscErrorCode StateMatMult(Mat J_shell, Vec X, Vec Y)
335 {
336   PetscInt       i;
337   AppCtx         *user;
338 
339   PetscFunctionBegin;
340   PetscCall(MatShellGetContext(J_shell,&user));
341   PetscCall(Scatter_yi(X,user->yi,user->yi_scatter,user->nt));
342   user->block_index = 0;
343   PetscCall(MatMult(user->JsBlock,user->yi[0],user->yiwork[0]));
344 
345   for (i=1; i<user->nt; i++) {
346     user->block_index = i;
347     PetscCall(MatMult(user->JsBlock,user->yi[i],user->yiwork[i]));
348     PetscCall(MatMult(user->M,user->yi[i-1],user->ziwork[i-1]));
349     PetscCall(VecAXPY(user->yiwork[i],-1.0,user->ziwork[i-1]));
350   }
351   PetscCall(Gather_yi(Y,user->yiwork,user->yi_scatter,user->nt));
352   PetscFunctionReturn(0);
353 }
354 
355 PetscErrorCode StateMatMultTranspose(Mat J_shell, Vec X, Vec Y)
356 {
357   PetscInt       i;
358   AppCtx         *user;
359 
360   PetscFunctionBegin;
361   PetscCall(MatShellGetContext(J_shell,&user));
362   PetscCall(Scatter_yi(X,user->yi,user->yi_scatter,user->nt));
363 
364   for (i=0; i<user->nt-1; i++) {
365     user->block_index = i;
366     PetscCall(MatMultTranspose(user->JsBlock,user->yi[i],user->yiwork[i]));
367     PetscCall(MatMult(user->M,user->yi[i+1],user->ziwork[i+1]));
368     PetscCall(VecAXPY(user->yiwork[i],-1.0,user->ziwork[i+1]));
369   }
370 
371   i = user->nt-1;
372   user->block_index = i;
373   PetscCall(MatMultTranspose(user->JsBlock,user->yi[i],user->yiwork[i]));
374   PetscCall(Gather_yi(Y,user->yiwork,user->yi_scatter,user->nt));
375   PetscFunctionReturn(0);
376 }
377 
378 PetscErrorCode StateMatBlockMult(Mat J_shell, Vec X, Vec Y)
379 {
380   PetscInt       i;
381   AppCtx         *user;
382 
383   PetscFunctionBegin;
384   PetscCall(MatShellGetContext(J_shell,&user));
385   i = user->block_index;
386   PetscCall(VecPointwiseMult(user->uxiwork[i],X,user->uxi[i]));
387   PetscCall(VecPointwiseMult(user->uyiwork[i],X,user->uyi[i]));
388   PetscCall(Gather(user->uiwork[i],user->uxiwork[i],user->ux_scatter[i],user->uyiwork[i],user->uy_scatter[i]));
389   PetscCall(MatMult(user->Div,user->uiwork[i],Y));
390   PetscCall(VecAYPX(Y,user->ht,X));
391   PetscFunctionReturn(0);
392 }
393 
394 PetscErrorCode StateMatBlockMultTranspose(Mat J_shell, Vec X, Vec Y)
395 {
396   PetscInt       i;
397   AppCtx         *user;
398 
399   PetscFunctionBegin;
400   PetscCall(MatShellGetContext(J_shell,&user));
401   i = user->block_index;
402   PetscCall(MatMult(user->Grad,X,user->uiwork[i]));
403   PetscCall(Scatter(user->uiwork[i],user->uxiwork[i],user->ux_scatter[i],user->uyiwork[i],user->uy_scatter[i]));
404   PetscCall(VecPointwiseMult(user->uxiwork[i],user->uxi[i],user->uxiwork[i]));
405   PetscCall(VecPointwiseMult(user->uyiwork[i],user->uyi[i],user->uyiwork[i]));
406   PetscCall(VecWAXPY(Y,1.0,user->uxiwork[i],user->uyiwork[i]));
407   PetscCall(VecAYPX(Y,user->ht,X));
408   PetscFunctionReturn(0);
409 }
410 
411 PetscErrorCode DesignMatMult(Mat J_shell, Vec X, Vec Y)
412 {
413   PetscInt       i;
414   AppCtx         *user;
415 
416   PetscFunctionBegin;
417   PetscCall(MatShellGetContext(J_shell,&user));
418   PetscCall(Scatter_yi(user->y,user->yi,user->yi_scatter,user->nt));
419   PetscCall(Scatter_uxi_uyi(X,user->uxiwork,user->uxi_scatter,user->uyiwork,user->uyi_scatter,user->nt));
420   for (i=0; i<user->nt; i++) {
421     PetscCall(VecPointwiseMult(user->uxiwork[i],user->yi[i],user->uxiwork[i]));
422     PetscCall(VecPointwiseMult(user->uyiwork[i],user->yi[i],user->uyiwork[i]));
423     PetscCall(Gather(user->uiwork[i],user->uxiwork[i],user->ux_scatter[i],user->uyiwork[i],user->uy_scatter[i]));
424     PetscCall(MatMult(user->Div,user->uiwork[i],user->ziwork[i]));
425     PetscCall(VecScale(user->ziwork[i],user->ht));
426   }
427   PetscCall(Gather_yi(Y,user->ziwork,user->yi_scatter,user->nt));
428   PetscFunctionReturn(0);
429 }
430 
431 PetscErrorCode DesignMatMultTranspose(Mat J_shell, Vec X, Vec Y)
432 {
433   PetscInt       i;
434   AppCtx         *user;
435 
436   PetscFunctionBegin;
437   PetscCall(MatShellGetContext(J_shell,&user));
438   PetscCall(Scatter_yi(user->y,user->yi,user->yi_scatter,user->nt));
439   PetscCall(Scatter_yi(X,user->yiwork,user->yi_scatter,user->nt));
440   for (i=0; i<user->nt; i++) {
441     PetscCall(MatMult(user->Grad,user->yiwork[i],user->uiwork[i]));
442     PetscCall(Scatter(user->uiwork[i],user->uxiwork[i],user->ux_scatter[i],user->uyiwork[i],user->uy_scatter[i]));
443     PetscCall(VecPointwiseMult(user->uxiwork[i],user->yi[i],user->uxiwork[i]));
444     PetscCall(VecPointwiseMult(user->uyiwork[i],user->yi[i],user->uyiwork[i]));
445     PetscCall(Gather(user->uiwork[i],user->uxiwork[i],user->ux_scatter[i],user->uyiwork[i],user->uy_scatter[i]));
446     PetscCall(VecScale(user->uiwork[i],user->ht));
447   }
448   PetscCall(Gather_yi(Y,user->uiwork,user->ui_scatter,user->nt));
449   PetscFunctionReturn(0);
450 }
451 
452 PetscErrorCode StateMatBlockPrecMult(PC PC_shell, Vec X, Vec Y)
453 {
454   PetscInt       i;
455   AppCtx         *user;
456 
457   PetscFunctionBegin;
458   PetscCall(PCShellGetContext(PC_shell,&user));
459   i = user->block_index;
460   if (user->c_formed) {
461     PetscCall(MatSOR(user->C[i],X,1.0,(MatSORType)(SOR_ZERO_INITIAL_GUESS | SOR_LOCAL_SYMMETRIC_SWEEP),0.0,1,1,Y));
462   } else SETERRQ(PETSC_COMM_SELF,PETSC_ERR_SUP,"Not formed");
463   PetscFunctionReturn(0);
464 }
465 
466 PetscErrorCode StateMatBlockPrecMultTranspose(PC PC_shell, Vec X, Vec Y)
467 {
468   PetscInt       i;
469   AppCtx         *user;
470 
471   PetscFunctionBegin;
472   PetscCall(PCShellGetContext(PC_shell,&user));
473 
474   i = user->block_index;
475   if (user->c_formed) {
476     PetscCall(MatSOR(user->C[i],X,1.0,(MatSORType)(SOR_ZERO_INITIAL_GUESS | SOR_LOCAL_SYMMETRIC_SWEEP),0.0,1,1,Y));
477   } else SETERRQ(PETSC_COMM_SELF,PETSC_ERR_SUP,"Not formed");
478   PetscFunctionReturn(0);
479 }
480 
481 PetscErrorCode StateMatInvMult(Mat J_shell, Vec X, Vec Y)
482 {
483   AppCtx         *user;
484   PetscInt       its,i;
485 
486   PetscFunctionBegin;
487   PetscCall(MatShellGetContext(J_shell,&user));
488 
489   if (Y == user->ytrue) {
490     /* First solve is done using true solution to set up problem */
491     PetscCall(KSPSetTolerances(user->solver,1e-4,1e-20,PETSC_DEFAULT,PETSC_DEFAULT));
492   } else {
493     PetscCall(KSPSetTolerances(user->solver,PETSC_DEFAULT,PETSC_DEFAULT,PETSC_DEFAULT,PETSC_DEFAULT));
494   }
495   PetscCall(Scatter_yi(X,user->yi,user->yi_scatter,user->nt));
496   PetscCall(Scatter_yi(Y,user->yiwork,user->yi_scatter,user->nt));
497   PetscCall(Scatter_uxi_uyi(user->u,user->uxi,user->uxi_scatter,user->uyi,user->uyi_scatter,user->nt));
498 
499   user->block_index = 0;
500   PetscCall(KSPSolve(user->solver,user->yi[0],user->yiwork[0]));
501 
502   PetscCall(KSPGetIterationNumber(user->solver,&its));
503   user->ksp_its = user->ksp_its + its;
504   for (i=1; i<user->nt; i++) {
505     PetscCall(MatMult(user->M,user->yiwork[i-1],user->ziwork[i-1]));
506     PetscCall(VecAXPY(user->yi[i],1.0,user->ziwork[i-1]));
507     user->block_index = i;
508     PetscCall(KSPSolve(user->solver,user->yi[i],user->yiwork[i]));
509 
510     PetscCall(KSPGetIterationNumber(user->solver,&its));
511     user->ksp_its = user->ksp_its + its;
512   }
513   PetscCall(Gather_yi(Y,user->yiwork,user->yi_scatter,user->nt));
514   PetscFunctionReturn(0);
515 }
516 
517 PetscErrorCode StateMatInvTransposeMult(Mat J_shell, Vec X, Vec Y)
518 {
519   AppCtx         *user;
520   PetscInt       its,i;
521 
522   PetscFunctionBegin;
523   PetscCall(MatShellGetContext(J_shell,&user));
524 
525   PetscCall(Scatter_yi(X,user->yi,user->yi_scatter,user->nt));
526   PetscCall(Scatter_yi(Y,user->yiwork,user->yi_scatter,user->nt));
527   PetscCall(Scatter_uxi_uyi(user->u,user->uxi,user->uxi_scatter,user->uyi,user->uyi_scatter,user->nt));
528 
529   i = user->nt - 1;
530   user->block_index = i;
531   PetscCall(KSPSolveTranspose(user->solver,user->yi[i],user->yiwork[i]));
532 
533   PetscCall(KSPGetIterationNumber(user->solver,&its));
534   user->ksp_its = user->ksp_its + its;
535 
536   for (i=user->nt-2; i>=0; i--) {
537     PetscCall(MatMult(user->M,user->yiwork[i+1],user->ziwork[i+1]));
538     PetscCall(VecAXPY(user->yi[i],1.0,user->ziwork[i+1]));
539     user->block_index = i;
540     PetscCall(KSPSolveTranspose(user->solver,user->yi[i],user->yiwork[i]));
541 
542     PetscCall(KSPGetIterationNumber(user->solver,&its));
543     user->ksp_its = user->ksp_its + its;
544   }
545   PetscCall(Gather_yi(Y,user->yiwork,user->yi_scatter,user->nt));
546   PetscFunctionReturn(0);
547 }
548 
549 PetscErrorCode StateMatDuplicate(Mat J_shell, MatDuplicateOption opt, Mat *new_shell)
550 {
551   AppCtx         *user;
552 
553   PetscFunctionBegin;
554   PetscCall(MatShellGetContext(J_shell,&user));
555 
556   PetscCall(MatCreateShell(PETSC_COMM_WORLD,PETSC_DETERMINE,PETSC_DETERMINE,user->m,user->m,user,new_shell));
557   PetscCall(MatShellSetOperation(*new_shell,MATOP_MULT,(void(*)(void))StateMatMult));
558   PetscCall(MatShellSetOperation(*new_shell,MATOP_DUPLICATE,(void(*)(void))StateMatDuplicate));
559   PetscCall(MatShellSetOperation(*new_shell,MATOP_MULT_TRANSPOSE,(void(*)(void))StateMatMultTranspose));
560   PetscCall(MatShellSetOperation(*new_shell,MATOP_GET_DIAGONAL,(void(*)(void))StateMatGetDiagonal));
561   PetscFunctionReturn(0);
562 }
563 
564 PetscErrorCode StateMatGetDiagonal(Mat J_shell, Vec X)
565 {
566   AppCtx         *user;
567 
568   PetscFunctionBegin;
569   PetscCall(MatShellGetContext(J_shell,&user));
570   PetscCall(VecCopy(user->js_diag,X));
571   PetscFunctionReturn(0);
572 }
573 
574 PetscErrorCode FormConstraints(Tao tao, Vec X, Vec C, void *ptr)
575 {
576   /* con = Ay - q, A = [C(u1)  0     0     ...   0;
577                          -M  C(u2)   0     ...   0;
578                           0   -M   C(u3)   ...   0;
579                                       ...         ;
580                           0    ...      -M C(u_nt)]
581      C(u) = eye + ht*Div*[diag(u1); diag(u2)]       */
582   PetscInt       i;
583   AppCtx         *user = (AppCtx*)ptr;
584 
585   PetscFunctionBegin;
586   PetscCall(Scatter(X,user->y,user->state_scatter,user->u,user->design_scatter));
587   PetscCall(Scatter_yi(user->y,user->yi,user->yi_scatter,user->nt));
588   PetscCall(Scatter_uxi_uyi(user->u,user->uxi,user->uxi_scatter,user->uyi,user->uyi_scatter,user->nt));
589 
590   user->block_index = 0;
591   PetscCall(MatMult(user->JsBlock,user->yi[0],user->yiwork[0]));
592 
593   for (i=1; i<user->nt; i++) {
594     user->block_index = i;
595     PetscCall(MatMult(user->JsBlock,user->yi[i],user->yiwork[i]));
596     PetscCall(MatMult(user->M,user->yi[i-1],user->ziwork[i-1]));
597     PetscCall(VecAXPY(user->yiwork[i],-1.0,user->ziwork[i-1]));
598   }
599 
600   PetscCall(Gather_yi(C,user->yiwork,user->yi_scatter,user->nt));
601   PetscCall(VecAXPY(C,-1.0,user->q));
602 
603   PetscFunctionReturn(0);
604 }
605 
606 PetscErrorCode Scatter(Vec x, Vec state, VecScatter s_scat, Vec design, VecScatter d_scat)
607 {
608   PetscFunctionBegin;
609   PetscCall(VecScatterBegin(s_scat,x,state,INSERT_VALUES,SCATTER_FORWARD));
610   PetscCall(VecScatterEnd(s_scat,x,state,INSERT_VALUES,SCATTER_FORWARD));
611   PetscCall(VecScatterBegin(d_scat,x,design,INSERT_VALUES,SCATTER_FORWARD));
612   PetscCall(VecScatterEnd(d_scat,x,design,INSERT_VALUES,SCATTER_FORWARD));
613   PetscFunctionReturn(0);
614 }
615 
616 PetscErrorCode Scatter_uxi_uyi(Vec u, Vec *uxi, VecScatter *scatx, Vec *uyi, VecScatter *scaty, PetscInt nt)
617 {
618   PetscInt       i;
619 
620   PetscFunctionBegin;
621   for (i=0; i<nt; i++) {
622     PetscCall(VecScatterBegin(scatx[i],u,uxi[i],INSERT_VALUES,SCATTER_FORWARD));
623     PetscCall(VecScatterEnd(scatx[i],u,uxi[i],INSERT_VALUES,SCATTER_FORWARD));
624     PetscCall(VecScatterBegin(scaty[i],u,uyi[i],INSERT_VALUES,SCATTER_FORWARD));
625     PetscCall(VecScatterEnd(scaty[i],u,uyi[i],INSERT_VALUES,SCATTER_FORWARD));
626   }
627   PetscFunctionReturn(0);
628 }
629 
630 PetscErrorCode Gather(Vec x, Vec state, VecScatter s_scat, Vec design, VecScatter d_scat)
631 {
632   PetscFunctionBegin;
633   PetscCall(VecScatterBegin(s_scat,state,x,INSERT_VALUES,SCATTER_REVERSE));
634   PetscCall(VecScatterEnd(s_scat,state,x,INSERT_VALUES,SCATTER_REVERSE));
635   PetscCall(VecScatterBegin(d_scat,design,x,INSERT_VALUES,SCATTER_REVERSE));
636   PetscCall(VecScatterEnd(d_scat,design,x,INSERT_VALUES,SCATTER_REVERSE));
637   PetscFunctionReturn(0);
638 }
639 
640 PetscErrorCode Gather_uxi_uyi(Vec u, Vec *uxi, VecScatter *scatx, Vec *uyi, VecScatter *scaty, PetscInt nt)
641 {
642   PetscInt       i;
643 
644   PetscFunctionBegin;
645   for (i=0; i<nt; i++) {
646     PetscCall(VecScatterBegin(scatx[i],uxi[i],u,INSERT_VALUES,SCATTER_REVERSE));
647     PetscCall(VecScatterEnd(scatx[i],uxi[i],u,INSERT_VALUES,SCATTER_REVERSE));
648     PetscCall(VecScatterBegin(scaty[i],uyi[i],u,INSERT_VALUES,SCATTER_REVERSE));
649     PetscCall(VecScatterEnd(scaty[i],uyi[i],u,INSERT_VALUES,SCATTER_REVERSE));
650   }
651   PetscFunctionReturn(0);
652 }
653 
654 PetscErrorCode Scatter_yi(Vec y, Vec *yi, VecScatter *scat, PetscInt nt)
655 {
656   PetscInt       i;
657 
658   PetscFunctionBegin;
659   for (i=0; i<nt; i++) {
660     PetscCall(VecScatterBegin(scat[i],y,yi[i],INSERT_VALUES,SCATTER_FORWARD));
661     PetscCall(VecScatterEnd(scat[i],y,yi[i],INSERT_VALUES,SCATTER_FORWARD));
662   }
663   PetscFunctionReturn(0);
664 }
665 
666 PetscErrorCode Gather_yi(Vec y, Vec *yi, VecScatter *scat, PetscInt nt)
667 {
668   PetscInt       i;
669 
670   PetscFunctionBegin;
671   for (i=0; i<nt; i++) {
672     PetscCall(VecScatterBegin(scat[i],yi[i],y,INSERT_VALUES,SCATTER_REVERSE));
673     PetscCall(VecScatterEnd(scat[i],yi[i],y,INSERT_VALUES,SCATTER_REVERSE));
674   }
675   PetscFunctionReturn(0);
676 }
677 
678 PetscErrorCode HyperbolicInitialize(AppCtx *user)
679 {
680   PetscInt       n,i,j,linear_index,istart,iend,iblock,lo,hi;
681   Vec            XX,YY,XXwork,YYwork,yi,uxi,ui,bc;
682   PetscReal      h,sum;
683   PetscScalar    hinv,neg_hinv,quarter=0.25,one=1.0,half_hinv,neg_half_hinv;
684   PetscScalar    vx,vy,zero=0.0;
685   IS             is_from_y,is_to_yi,is_from_u,is_to_uxi,is_to_uyi;
686 
687   PetscFunctionBegin;
688   user->jformed = PETSC_FALSE;
689   user->c_formed = PETSC_FALSE;
690 
691   user->ksp_its = 0;
692   user->ksp_its_initial = 0;
693 
694   n = user->mx * user->mx;
695 
696   h = 1.0/user->mx;
697   hinv = user->mx;
698   neg_hinv = -hinv;
699   half_hinv = hinv / 2.0;
700   neg_half_hinv = neg_hinv / 2.0;
701 
702   /* Generate Grad matrix */
703   PetscCall(MatCreate(PETSC_COMM_WORLD,&user->Grad));
704   PetscCall(MatSetSizes(user->Grad,PETSC_DECIDE,PETSC_DECIDE,2*n,n));
705   PetscCall(MatSetFromOptions(user->Grad));
706   PetscCall(MatMPIAIJSetPreallocation(user->Grad,3,NULL,3,NULL));
707   PetscCall(MatSeqAIJSetPreallocation(user->Grad,3,NULL));
708   PetscCall(MatGetOwnershipRange(user->Grad,&istart,&iend));
709 
710   for (i=istart; i<iend; i++) {
711     if (i<n) {
712       iblock = i / user->mx;
713       j = iblock*user->mx + ((i+user->mx-1) % user->mx);
714       PetscCall(MatSetValues(user->Grad,1,&i,1,&j,&half_hinv,INSERT_VALUES));
715       j = iblock*user->mx + ((i+1) % user->mx);
716       PetscCall(MatSetValues(user->Grad,1,&i,1,&j,&neg_half_hinv,INSERT_VALUES));
717     }
718     if (i>=n) {
719       j = (i - user->mx) % n;
720       PetscCall(MatSetValues(user->Grad,1,&i,1,&j,&half_hinv,INSERT_VALUES));
721       j = (j + 2*user->mx) % n;
722       PetscCall(MatSetValues(user->Grad,1,&i,1,&j,&neg_half_hinv,INSERT_VALUES));
723     }
724   }
725 
726   PetscCall(MatAssemblyBegin(user->Grad,MAT_FINAL_ASSEMBLY));
727   PetscCall(MatAssemblyEnd(user->Grad,MAT_FINAL_ASSEMBLY));
728 
729   PetscCall(MatCreate(PETSC_COMM_WORLD,&user->Gradxy[0]));
730   PetscCall(MatSetSizes(user->Gradxy[0],PETSC_DECIDE,PETSC_DECIDE,n,n));
731   PetscCall(MatSetFromOptions(user->Gradxy[0]));
732   PetscCall(MatMPIAIJSetPreallocation(user->Gradxy[0],3,NULL,3,NULL));
733   PetscCall(MatSeqAIJSetPreallocation(user->Gradxy[0],3,NULL));
734   PetscCall(MatGetOwnershipRange(user->Gradxy[0],&istart,&iend));
735 
736   for (i=istart; i<iend; i++) {
737     iblock = i / user->mx;
738     j = iblock*user->mx + ((i+user->mx-1) % user->mx);
739     PetscCall(MatSetValues(user->Gradxy[0],1,&i,1,&j,&half_hinv,INSERT_VALUES));
740     j = iblock*user->mx + ((i+1) % user->mx);
741     PetscCall(MatSetValues(user->Gradxy[0],1,&i,1,&j,&neg_half_hinv,INSERT_VALUES));
742     PetscCall(MatSetValues(user->Gradxy[0],1,&i,1,&i,&zero,INSERT_VALUES));
743   }
744   PetscCall(MatAssemblyBegin(user->Gradxy[0],MAT_FINAL_ASSEMBLY));
745   PetscCall(MatAssemblyEnd(user->Gradxy[0],MAT_FINAL_ASSEMBLY));
746 
747   PetscCall(MatCreate(PETSC_COMM_WORLD,&user->Gradxy[1]));
748   PetscCall(MatSetSizes(user->Gradxy[1],PETSC_DECIDE,PETSC_DECIDE,n,n));
749   PetscCall(MatSetFromOptions(user->Gradxy[1]));
750   PetscCall(MatMPIAIJSetPreallocation(user->Gradxy[1],3,NULL,3,NULL));
751   PetscCall(MatSeqAIJSetPreallocation(user->Gradxy[1],3,NULL));
752   PetscCall(MatGetOwnershipRange(user->Gradxy[1],&istart,&iend));
753 
754   for (i=istart; i<iend; i++) {
755     j = (i + n - user->mx) % n;
756     PetscCall(MatSetValues(user->Gradxy[1],1,&i,1,&j,&half_hinv,INSERT_VALUES));
757     j = (j + 2*user->mx) % n;
758     PetscCall(MatSetValues(user->Gradxy[1],1,&i,1,&j,&neg_half_hinv,INSERT_VALUES));
759     PetscCall(MatSetValues(user->Gradxy[1],1,&i,1,&i,&zero,INSERT_VALUES));
760   }
761   PetscCall(MatAssemblyBegin(user->Gradxy[1],MAT_FINAL_ASSEMBLY));
762   PetscCall(MatAssemblyEnd(user->Gradxy[1],MAT_FINAL_ASSEMBLY));
763 
764   /* Generate Div matrix */
765   PetscCall(MatTranspose(user->Grad,MAT_INITIAL_MATRIX,&user->Div));
766   PetscCall(MatTranspose(user->Gradxy[0],MAT_INITIAL_MATRIX,&user->Divxy[0]));
767   PetscCall(MatTranspose(user->Gradxy[1],MAT_INITIAL_MATRIX,&user->Divxy[1]));
768 
769   /* Off-diagonal averaging matrix */
770   PetscCall(MatCreate(PETSC_COMM_WORLD,&user->M));
771   PetscCall(MatSetSizes(user->M,PETSC_DECIDE,PETSC_DECIDE,n,n));
772   PetscCall(MatSetFromOptions(user->M));
773   PetscCall(MatMPIAIJSetPreallocation(user->M,4,NULL,4,NULL));
774   PetscCall(MatSeqAIJSetPreallocation(user->M,4,NULL));
775   PetscCall(MatGetOwnershipRange(user->M,&istart,&iend));
776 
777   for (i=istart; i<iend; i++) {
778     /* kron(Id,Av) */
779     iblock = i / user->mx;
780     j = iblock*user->mx + ((i+user->mx-1) % user->mx);
781     PetscCall(MatSetValues(user->M,1,&i,1,&j,&quarter,INSERT_VALUES));
782     j = iblock*user->mx + ((i+1) % user->mx);
783     PetscCall(MatSetValues(user->M,1,&i,1,&j,&quarter,INSERT_VALUES));
784 
785     /* kron(Av,Id) */
786     j = (i + user->mx) % n;
787     PetscCall(MatSetValues(user->M,1,&i,1,&j,&quarter,INSERT_VALUES));
788     j = (i + n - user->mx) % n;
789     PetscCall(MatSetValues(user->M,1,&i,1,&j,&quarter,INSERT_VALUES));
790   }
791   PetscCall(MatAssemblyBegin(user->M,MAT_FINAL_ASSEMBLY));
792   PetscCall(MatAssemblyEnd(user->M,MAT_FINAL_ASSEMBLY));
793 
794   /* Generate 2D grid */
795   PetscCall(VecCreate(PETSC_COMM_WORLD,&XX));
796   PetscCall(VecCreate(PETSC_COMM_WORLD,&user->q));
797   PetscCall(VecSetSizes(XX,PETSC_DECIDE,n));
798   PetscCall(VecSetSizes(user->q,PETSC_DECIDE,n*user->nt));
799   PetscCall(VecSetFromOptions(XX));
800   PetscCall(VecSetFromOptions(user->q));
801 
802   PetscCall(VecDuplicate(XX,&YY));
803   PetscCall(VecDuplicate(XX,&XXwork));
804   PetscCall(VecDuplicate(XX,&YYwork));
805   PetscCall(VecDuplicate(XX,&user->d));
806   PetscCall(VecDuplicate(XX,&user->dwork));
807 
808   PetscCall(VecGetOwnershipRange(XX,&istart,&iend));
809   for (linear_index=istart; linear_index<iend; linear_index++) {
810     i = linear_index % user->mx;
811     j = (linear_index-i)/user->mx;
812     vx = h*(i+0.5);
813     vy = h*(j+0.5);
814     PetscCall(VecSetValues(XX,1,&linear_index,&vx,INSERT_VALUES));
815     PetscCall(VecSetValues(YY,1,&linear_index,&vy,INSERT_VALUES));
816   }
817 
818   PetscCall(VecAssemblyBegin(XX));
819   PetscCall(VecAssemblyEnd(XX));
820   PetscCall(VecAssemblyBegin(YY));
821   PetscCall(VecAssemblyEnd(YY));
822 
823   /* Compute final density function yT
824      yT = 1.0 + exp(-30*((x-0.25)^2+(y-0.25)^2)) + exp(-30*((x-0.75)^2+(y-0.75)^2))
825      yT = yT / (h^2*sum(yT)) */
826   PetscCall(VecCopy(XX,XXwork));
827   PetscCall(VecCopy(YY,YYwork));
828 
829   PetscCall(VecShift(XXwork,-0.25));
830   PetscCall(VecShift(YYwork,-0.25));
831 
832   PetscCall(VecPointwiseMult(XXwork,XXwork,XXwork));
833   PetscCall(VecPointwiseMult(YYwork,YYwork,YYwork));
834 
835   PetscCall(VecCopy(XXwork,user->dwork));
836   PetscCall(VecAXPY(user->dwork,1.0,YYwork));
837   PetscCall(VecScale(user->dwork,-30.0));
838   PetscCall(VecExp(user->dwork));
839   PetscCall(VecCopy(user->dwork,user->d));
840 
841   PetscCall(VecCopy(XX,XXwork));
842   PetscCall(VecCopy(YY,YYwork));
843 
844   PetscCall(VecShift(XXwork,-0.75));
845   PetscCall(VecShift(YYwork,-0.75));
846 
847   PetscCall(VecPointwiseMult(XXwork,XXwork,XXwork));
848   PetscCall(VecPointwiseMult(YYwork,YYwork,YYwork));
849 
850   PetscCall(VecCopy(XXwork,user->dwork));
851   PetscCall(VecAXPY(user->dwork,1.0,YYwork));
852   PetscCall(VecScale(user->dwork,-30.0));
853   PetscCall(VecExp(user->dwork));
854 
855   PetscCall(VecAXPY(user->d,1.0,user->dwork));
856   PetscCall(VecShift(user->d,1.0));
857   PetscCall(VecSum(user->d,&sum));
858   PetscCall(VecScale(user->d,1.0/(h*h*sum)));
859 
860   /* Initial conditions of forward problem */
861   PetscCall(VecDuplicate(XX,&bc));
862   PetscCall(VecCopy(XX,XXwork));
863   PetscCall(VecCopy(YY,YYwork));
864 
865   PetscCall(VecShift(XXwork,-0.5));
866   PetscCall(VecShift(YYwork,-0.5));
867 
868   PetscCall(VecPointwiseMult(XXwork,XXwork,XXwork));
869   PetscCall(VecPointwiseMult(YYwork,YYwork,YYwork));
870 
871   PetscCall(VecWAXPY(bc,1.0,XXwork,YYwork));
872   PetscCall(VecScale(bc,-50.0));
873   PetscCall(VecExp(bc));
874   PetscCall(VecShift(bc,1.0));
875   PetscCall(VecSum(bc,&sum));
876   PetscCall(VecScale(bc,1.0/(h*h*sum)));
877 
878   /* Create scatter from y to y_1,y_2,...,y_nt */
879   /*  TODO: Reorder for better parallelism. (This will require reordering Q and L as well.) */
880   PetscCall(PetscMalloc1(user->nt*user->mx*user->mx,&user->yi_scatter));
881   PetscCall(VecCreate(PETSC_COMM_WORLD,&yi));
882   PetscCall(VecSetSizes(yi,PETSC_DECIDE,user->mx*user->mx));
883   PetscCall(VecSetFromOptions(yi));
884   PetscCall(VecDuplicateVecs(yi,user->nt,&user->yi));
885   PetscCall(VecDuplicateVecs(yi,user->nt,&user->yiwork));
886   PetscCall(VecDuplicateVecs(yi,user->nt,&user->ziwork));
887   for (i=0; i<user->nt; i++) {
888     PetscCall(VecGetOwnershipRange(user->yi[i],&lo,&hi));
889     PetscCall(ISCreateStride(PETSC_COMM_SELF,hi-lo,lo,1,&is_to_yi));
890     PetscCall(ISCreateStride(PETSC_COMM_SELF,hi-lo,lo+i*user->mx*user->mx,1,&is_from_y));
891     PetscCall(VecScatterCreate(user->y,is_from_y,user->yi[i],is_to_yi,&user->yi_scatter[i]));
892     PetscCall(ISDestroy(&is_to_yi));
893     PetscCall(ISDestroy(&is_from_y));
894   }
895 
896   /* Create scatter from u to ux_1,uy_1,ux_2,uy_2,...,ux_nt,uy_nt */
897   /*  TODO: reorder for better parallelism */
898   PetscCall(PetscMalloc1(user->nt*user->mx*user->mx,&user->uxi_scatter));
899   PetscCall(PetscMalloc1(user->nt*user->mx*user->mx,&user->uyi_scatter));
900   PetscCall(PetscMalloc1(user->nt*user->mx*user->mx,&user->ux_scatter));
901   PetscCall(PetscMalloc1(user->nt*user->mx*user->mx,&user->uy_scatter));
902   PetscCall(PetscMalloc1(2*user->nt*user->mx*user->mx,&user->ui_scatter));
903   PetscCall(VecCreate(PETSC_COMM_WORLD,&uxi));
904   PetscCall(VecCreate(PETSC_COMM_WORLD,&ui));
905   PetscCall(VecSetSizes(uxi,PETSC_DECIDE,user->mx*user->mx));
906   PetscCall(VecSetSizes(ui,PETSC_DECIDE,2*user->mx*user->mx));
907   PetscCall(VecSetFromOptions(uxi));
908   PetscCall(VecSetFromOptions(ui));
909   PetscCall(VecDuplicateVecs(uxi,user->nt,&user->uxi));
910   PetscCall(VecDuplicateVecs(uxi,user->nt,&user->uyi));
911   PetscCall(VecDuplicateVecs(uxi,user->nt,&user->uxiwork));
912   PetscCall(VecDuplicateVecs(uxi,user->nt,&user->uyiwork));
913   PetscCall(VecDuplicateVecs(ui,user->nt,&user->ui));
914   PetscCall(VecDuplicateVecs(ui,user->nt,&user->uiwork));
915   for (i=0; i<user->nt; i++) {
916     PetscCall(VecGetOwnershipRange(user->uxi[i],&lo,&hi));
917     PetscCall(ISCreateStride(PETSC_COMM_SELF,hi-lo,lo,1,&is_to_uxi));
918     PetscCall(ISCreateStride(PETSC_COMM_SELF,hi-lo,lo+2*i*user->mx*user->mx,1,&is_from_u));
919     PetscCall(VecScatterCreate(user->u,is_from_u,user->uxi[i],is_to_uxi,&user->uxi_scatter[i]));
920 
921     PetscCall(ISDestroy(&is_to_uxi));
922     PetscCall(ISDestroy(&is_from_u));
923 
924     PetscCall(VecGetOwnershipRange(user->uyi[i],&lo,&hi));
925     PetscCall(ISCreateStride(PETSC_COMM_SELF,hi-lo,lo,1,&is_to_uyi));
926     PetscCall(ISCreateStride(PETSC_COMM_SELF,hi-lo,lo+(2*i+1)*user->mx*user->mx,1,&is_from_u));
927     PetscCall(VecScatterCreate(user->u,is_from_u,user->uyi[i],is_to_uyi,&user->uyi_scatter[i]));
928 
929     PetscCall(ISDestroy(&is_to_uyi));
930     PetscCall(ISDestroy(&is_from_u));
931 
932     PetscCall(VecGetOwnershipRange(user->uxi[i],&lo,&hi));
933     PetscCall(ISCreateStride(PETSC_COMM_SELF,hi-lo,lo,1,&is_to_uxi));
934     PetscCall(ISCreateStride(PETSC_COMM_SELF,hi-lo,lo,1,&is_from_u));
935     PetscCall(VecScatterCreate(user->ui[i],is_from_u,user->uxi[i],is_to_uxi,&user->ux_scatter[i]));
936 
937     PetscCall(ISDestroy(&is_to_uxi));
938     PetscCall(ISDestroy(&is_from_u));
939 
940     PetscCall(VecGetOwnershipRange(user->uyi[i],&lo,&hi));
941     PetscCall(ISCreateStride(PETSC_COMM_SELF,hi-lo,lo,1,&is_to_uyi));
942     PetscCall(ISCreateStride(PETSC_COMM_SELF,hi-lo,lo+user->mx*user->mx,1,&is_from_u));
943     PetscCall(VecScatterCreate(user->ui[i],is_from_u,user->uyi[i],is_to_uyi,&user->uy_scatter[i]));
944 
945     PetscCall(ISDestroy(&is_to_uyi));
946     PetscCall(ISDestroy(&is_from_u));
947 
948     PetscCall(VecGetOwnershipRange(user->ui[i],&lo,&hi));
949     PetscCall(ISCreateStride(PETSC_COMM_SELF,hi-lo,lo,1,&is_to_uxi));
950     PetscCall(ISCreateStride(PETSC_COMM_SELF,hi-lo,lo+2*i*user->mx*user->mx,1,&is_from_u));
951     PetscCall(VecScatterCreate(user->u,is_from_u,user->ui[i],is_to_uxi,&user->ui_scatter[i]));
952 
953     PetscCall(ISDestroy(&is_to_uxi));
954     PetscCall(ISDestroy(&is_from_u));
955   }
956 
957   /* RHS of forward problem */
958   PetscCall(MatMult(user->M,bc,user->yiwork[0]));
959   for (i=1; i<user->nt; i++) {
960     PetscCall(VecSet(user->yiwork[i],0.0));
961   }
962   PetscCall(Gather_yi(user->q,user->yiwork,user->yi_scatter,user->nt));
963 
964   /* Compute true velocity field utrue */
965   PetscCall(VecDuplicate(user->u,&user->utrue));
966   for (i=0; i<user->nt; i++) {
967     PetscCall(VecCopy(YY,user->uxi[i]));
968     PetscCall(VecScale(user->uxi[i],150.0*i*user->ht));
969     PetscCall(VecCopy(XX,user->uyi[i]));
970     PetscCall(VecShift(user->uyi[i],-10.0));
971     PetscCall(VecScale(user->uyi[i],15.0*i*user->ht));
972   }
973   PetscCall(Gather_uxi_uyi(user->utrue,user->uxi,user->uxi_scatter,user->uyi,user->uyi_scatter,user->nt));
974 
975   /* Initial guess and reference model */
976   PetscCall(VecDuplicate(user->utrue,&user->ur));
977   for (i=0; i<user->nt; i++) {
978     PetscCall(VecCopy(XX,user->uxi[i]));
979     PetscCall(VecShift(user->uxi[i],i*user->ht));
980     PetscCall(VecCopy(YY,user->uyi[i]));
981     PetscCall(VecShift(user->uyi[i],-i*user->ht));
982   }
983   PetscCall(Gather_uxi_uyi(user->ur,user->uxi,user->uxi_scatter,user->uyi,user->uyi_scatter,user->nt));
984 
985   /* Generate regularization matrix L */
986   PetscCall(MatCreate(PETSC_COMM_WORLD,&user->LT));
987   PetscCall(MatSetSizes(user->LT,PETSC_DECIDE,PETSC_DECIDE,2*n*user->nt,n*user->nt));
988   PetscCall(MatSetFromOptions(user->LT));
989   PetscCall(MatMPIAIJSetPreallocation(user->LT,1,NULL,1,NULL));
990   PetscCall(MatSeqAIJSetPreallocation(user->LT,1,NULL));
991   PetscCall(MatGetOwnershipRange(user->LT,&istart,&iend));
992 
993   for (i=istart; i<iend; i++) {
994     iblock = (i+n) / (2*n);
995     j = i - iblock*n;
996     PetscCall(MatSetValues(user->LT,1,&i,1,&j,&user->gamma,INSERT_VALUES));
997   }
998 
999   PetscCall(MatAssemblyBegin(user->LT,MAT_FINAL_ASSEMBLY));
1000   PetscCall(MatAssemblyEnd(user->LT,MAT_FINAL_ASSEMBLY));
1001 
1002   PetscCall(MatTranspose(user->LT,MAT_INITIAL_MATRIX,&user->L));
1003 
1004   /* Build work vectors and matrices */
1005   PetscCall(VecCreate(PETSC_COMM_WORLD,&user->lwork));
1006   PetscCall(VecSetType(user->lwork,VECMPI));
1007   PetscCall(VecSetSizes(user->lwork,PETSC_DECIDE,user->m));
1008   PetscCall(VecSetFromOptions(user->lwork));
1009 
1010   PetscCall(MatDuplicate(user->Div,MAT_SHARE_NONZERO_PATTERN,&user->Divwork));
1011 
1012   PetscCall(VecDuplicate(user->y,&user->ywork));
1013   PetscCall(VecDuplicate(user->u,&user->uwork));
1014   PetscCall(VecDuplicate(user->u,&user->vwork));
1015   PetscCall(VecDuplicate(user->u,&user->js_diag));
1016   PetscCall(VecDuplicate(user->c,&user->cwork));
1017 
1018   /* Create matrix-free shell user->Js for computing A*x */
1019   PetscCall(MatCreateShell(PETSC_COMM_WORLD,PETSC_DETERMINE,PETSC_DETERMINE,user->m,user->m,user,&user->Js));
1020   PetscCall(MatShellSetOperation(user->Js,MATOP_MULT,(void(*)(void))StateMatMult));
1021   PetscCall(MatShellSetOperation(user->Js,MATOP_DUPLICATE,(void(*)(void))StateMatDuplicate));
1022   PetscCall(MatShellSetOperation(user->Js,MATOP_MULT_TRANSPOSE,(void(*)(void))StateMatMultTranspose));
1023   PetscCall(MatShellSetOperation(user->Js,MATOP_GET_DIAGONAL,(void(*)(void))StateMatGetDiagonal));
1024 
1025   /* Diagonal blocks of user->Js */
1026   PetscCall(MatCreateShell(PETSC_COMM_WORLD,PETSC_DETERMINE,PETSC_DETERMINE,n,n,user,&user->JsBlock));
1027   PetscCall(MatShellSetOperation(user->JsBlock,MATOP_MULT,(void(*)(void))StateMatBlockMult));
1028   PetscCall(MatShellSetOperation(user->JsBlock,MATOP_MULT_TRANSPOSE,(void(*)(void))StateMatBlockMultTranspose));
1029 
1030   /* Create a matrix-free shell user->JsBlockPrec for computing (U+D)\D*(L+D)\x, where JsBlock = L+D+U,
1031      D is diagonal, L is strictly lower triangular, and U is strictly upper triangular.
1032      This is an SOR preconditioner for user->JsBlock. */
1033   PetscCall(MatCreateShell(PETSC_COMM_WORLD,PETSC_DETERMINE,PETSC_DETERMINE,n,n,user,&user->JsBlockPrec));
1034   PetscCall(MatShellSetOperation(user->JsBlockPrec,MATOP_MULT,(void(*)(void))StateMatBlockPrecMult));
1035   PetscCall(MatShellSetOperation(user->JsBlockPrec,MATOP_MULT_TRANSPOSE,(void(*)(void))StateMatBlockPrecMultTranspose));
1036 
1037   /* Create a matrix-free shell user->Jd for computing B*x */
1038   PetscCall(MatCreateShell(PETSC_COMM_WORLD,PETSC_DETERMINE,PETSC_DETERMINE,user->m,user->n-user->m,user,&user->Jd));
1039   PetscCall(MatShellSetOperation(user->Jd,MATOP_MULT,(void(*)(void))DesignMatMult));
1040   PetscCall(MatShellSetOperation(user->Jd,MATOP_MULT_TRANSPOSE,(void(*)(void))DesignMatMultTranspose));
1041 
1042   /* User-defined routines for computing user->Js\x and user->Js^T\x*/
1043   PetscCall(MatCreateShell(PETSC_COMM_WORLD,PETSC_DETERMINE,PETSC_DETERMINE,user->m,user->m,user,&user->JsInv));
1044   PetscCall(MatShellSetOperation(user->JsInv,MATOP_MULT,(void(*)(void))StateMatInvMult));
1045   PetscCall(MatShellSetOperation(user->JsInv,MATOP_MULT_TRANSPOSE,(void(*)(void))StateMatInvTransposeMult));
1046 
1047   /* Build matrices for SOR preconditioner */
1048   PetscCall(Scatter_uxi_uyi(user->u,user->uxi,user->uxi_scatter,user->uyi,user->uyi_scatter,user->nt));
1049   PetscCall(PetscMalloc1(5*n,&user->C));
1050   PetscCall(PetscMalloc1(2*n,&user->Cwork));
1051   for (i=0; i<user->nt; i++) {
1052     PetscCall(MatDuplicate(user->Divxy[0],MAT_COPY_VALUES,&user->C[i]));
1053     PetscCall(MatDuplicate(user->Divxy[1],MAT_COPY_VALUES,&user->Cwork[i]));
1054 
1055     PetscCall(MatDiagonalScale(user->C[i],NULL,user->uxi[i]));
1056     PetscCall(MatDiagonalScale(user->Cwork[i],NULL,user->uyi[i]));
1057     PetscCall(MatAXPY(user->C[i],1.0,user->Cwork[i],DIFFERENT_NONZERO_PATTERN));
1058     PetscCall(MatScale(user->C[i],user->ht));
1059     PetscCall(MatShift(user->C[i],1.0));
1060   }
1061 
1062   /* Solver options and tolerances */
1063   PetscCall(KSPCreate(PETSC_COMM_WORLD,&user->solver));
1064   PetscCall(KSPSetType(user->solver,KSPGMRES));
1065   PetscCall(KSPSetOperators(user->solver,user->JsBlock,user->JsBlockPrec));
1066   PetscCall(KSPSetTolerances(user->solver,1e-4,1e-20,1e3,500));
1067   /* PetscCall(KSPSetTolerances(user->solver,1e-8,1e-16,1e3,500)); */
1068   PetscCall(KSPGetPC(user->solver,&user->prec));
1069   PetscCall(PCSetType(user->prec,PCSHELL));
1070 
1071   PetscCall(PCShellSetApply(user->prec,StateMatBlockPrecMult));
1072   PetscCall(PCShellSetApplyTranspose(user->prec,StateMatBlockPrecMultTranspose));
1073   PetscCall(PCShellSetContext(user->prec,user));
1074 
1075   /* Compute true state function yt given ut */
1076   PetscCall(VecCreate(PETSC_COMM_WORLD,&user->ytrue));
1077   PetscCall(VecSetSizes(user->ytrue,PETSC_DECIDE,n*user->nt));
1078   PetscCall(VecSetFromOptions(user->ytrue));
1079   user->c_formed = PETSC_TRUE;
1080   PetscCall(VecCopy(user->utrue,user->u)); /*  Set u=utrue temporarily for StateMatInv */
1081   PetscCall(VecSet(user->ytrue,0.0)); /*  Initial guess */
1082   PetscCall(StateMatInvMult(user->Js,user->q,user->ytrue));
1083   PetscCall(VecCopy(user->ur,user->u)); /*  Reset u=ur */
1084 
1085   /* Initial guess y0 for state given u0 */
1086   PetscCall(StateMatInvMult(user->Js,user->q,user->y));
1087 
1088   /* Data discretization */
1089   PetscCall(MatCreate(PETSC_COMM_WORLD,&user->Q));
1090   PetscCall(MatSetSizes(user->Q,PETSC_DECIDE,PETSC_DECIDE,user->mx*user->mx,user->m));
1091   PetscCall(MatSetFromOptions(user->Q));
1092   PetscCall(MatMPIAIJSetPreallocation(user->Q,0,NULL,1,NULL));
1093   PetscCall(MatSeqAIJSetPreallocation(user->Q,1,NULL));
1094 
1095   PetscCall(MatGetOwnershipRange(user->Q,&istart,&iend));
1096 
1097   for (i=istart; i<iend; i++) {
1098     j = i + user->m - user->mx*user->mx;
1099     PetscCall(MatSetValues(user->Q,1,&i,1,&j,&one,INSERT_VALUES));
1100   }
1101 
1102   PetscCall(MatAssemblyBegin(user->Q,MAT_FINAL_ASSEMBLY));
1103   PetscCall(MatAssemblyEnd(user->Q,MAT_FINAL_ASSEMBLY));
1104 
1105   PetscCall(MatTranspose(user->Q,MAT_INITIAL_MATRIX,&user->QT));
1106 
1107   PetscCall(VecDestroy(&XX));
1108   PetscCall(VecDestroy(&YY));
1109   PetscCall(VecDestroy(&XXwork));
1110   PetscCall(VecDestroy(&YYwork));
1111   PetscCall(VecDestroy(&yi));
1112   PetscCall(VecDestroy(&uxi));
1113   PetscCall(VecDestroy(&ui));
1114   PetscCall(VecDestroy(&bc));
1115 
1116   /* Now that initial conditions have been set, let the user pass tolerance options to the KSP solver */
1117   PetscCall(KSPSetFromOptions(user->solver));
1118   PetscFunctionReturn(0);
1119 }
1120 
1121 PetscErrorCode HyperbolicDestroy(AppCtx *user)
1122 {
1123   PetscInt       i;
1124 
1125   PetscFunctionBegin;
1126   PetscCall(MatDestroy(&user->Q));
1127   PetscCall(MatDestroy(&user->QT));
1128   PetscCall(MatDestroy(&user->Div));
1129   PetscCall(MatDestroy(&user->Divwork));
1130   PetscCall(MatDestroy(&user->Grad));
1131   PetscCall(MatDestroy(&user->L));
1132   PetscCall(MatDestroy(&user->LT));
1133   PetscCall(KSPDestroy(&user->solver));
1134   PetscCall(MatDestroy(&user->Js));
1135   PetscCall(MatDestroy(&user->Jd));
1136   PetscCall(MatDestroy(&user->JsBlockPrec));
1137   PetscCall(MatDestroy(&user->JsInv));
1138   PetscCall(MatDestroy(&user->JsBlock));
1139   PetscCall(MatDestroy(&user->Divxy[0]));
1140   PetscCall(MatDestroy(&user->Divxy[1]));
1141   PetscCall(MatDestroy(&user->Gradxy[0]));
1142   PetscCall(MatDestroy(&user->Gradxy[1]));
1143   PetscCall(MatDestroy(&user->M));
1144   for (i=0; i<user->nt; i++) {
1145     PetscCall(MatDestroy(&user->C[i]));
1146     PetscCall(MatDestroy(&user->Cwork[i]));
1147   }
1148   PetscCall(PetscFree(user->C));
1149   PetscCall(PetscFree(user->Cwork));
1150   PetscCall(VecDestroy(&user->u));
1151   PetscCall(VecDestroy(&user->uwork));
1152   PetscCall(VecDestroy(&user->vwork));
1153   PetscCall(VecDestroy(&user->utrue));
1154   PetscCall(VecDestroy(&user->y));
1155   PetscCall(VecDestroy(&user->ywork));
1156   PetscCall(VecDestroy(&user->ytrue));
1157   PetscCall(VecDestroyVecs(user->nt,&user->yi));
1158   PetscCall(VecDestroyVecs(user->nt,&user->yiwork));
1159   PetscCall(VecDestroyVecs(user->nt,&user->ziwork));
1160   PetscCall(VecDestroyVecs(user->nt,&user->uxi));
1161   PetscCall(VecDestroyVecs(user->nt,&user->uyi));
1162   PetscCall(VecDestroyVecs(user->nt,&user->uxiwork));
1163   PetscCall(VecDestroyVecs(user->nt,&user->uyiwork));
1164   PetscCall(VecDestroyVecs(user->nt,&user->ui));
1165   PetscCall(VecDestroyVecs(user->nt,&user->uiwork));
1166   PetscCall(VecDestroy(&user->c));
1167   PetscCall(VecDestroy(&user->cwork));
1168   PetscCall(VecDestroy(&user->ur));
1169   PetscCall(VecDestroy(&user->q));
1170   PetscCall(VecDestroy(&user->d));
1171   PetscCall(VecDestroy(&user->dwork));
1172   PetscCall(VecDestroy(&user->lwork));
1173   PetscCall(VecDestroy(&user->js_diag));
1174   PetscCall(ISDestroy(&user->s_is));
1175   PetscCall(ISDestroy(&user->d_is));
1176   PetscCall(VecScatterDestroy(&user->state_scatter));
1177   PetscCall(VecScatterDestroy(&user->design_scatter));
1178   for (i=0; i<user->nt; i++) {
1179     PetscCall(VecScatterDestroy(&user->uxi_scatter[i]));
1180     PetscCall(VecScatterDestroy(&user->uyi_scatter[i]));
1181     PetscCall(VecScatterDestroy(&user->ux_scatter[i]));
1182     PetscCall(VecScatterDestroy(&user->uy_scatter[i]));
1183     PetscCall(VecScatterDestroy(&user->ui_scatter[i]));
1184     PetscCall(VecScatterDestroy(&user->yi_scatter[i]));
1185   }
1186   PetscCall(PetscFree(user->uxi_scatter));
1187   PetscCall(PetscFree(user->uyi_scatter));
1188   PetscCall(PetscFree(user->ux_scatter));
1189   PetscCall(PetscFree(user->uy_scatter));
1190   PetscCall(PetscFree(user->ui_scatter));
1191   PetscCall(PetscFree(user->yi_scatter));
1192   PetscFunctionReturn(0);
1193 }
1194 
1195 PetscErrorCode HyperbolicMonitor(Tao tao, void *ptr)
1196 {
1197   Vec            X;
1198   PetscReal      unorm,ynorm;
1199   AppCtx         *user = (AppCtx*)ptr;
1200 
1201   PetscFunctionBegin;
1202   PetscCall(TaoGetSolution(tao,&X));
1203   PetscCall(Scatter(X,user->ywork,user->state_scatter,user->uwork,user->design_scatter));
1204   PetscCall(VecAXPY(user->ywork,-1.0,user->ytrue));
1205   PetscCall(VecAXPY(user->uwork,-1.0,user->utrue));
1206   PetscCall(VecNorm(user->uwork,NORM_2,&unorm));
1207   PetscCall(VecNorm(user->ywork,NORM_2,&ynorm));
1208   PetscCall(PetscPrintf(MPI_COMM_WORLD, "||u-ut||=%g ||y-yt||=%g\n",(double)unorm,(double)ynorm));
1209   PetscFunctionReturn(0);
1210 }
1211 
1212 /*TEST
1213 
1214    build:
1215       requires: !complex
1216 
1217    test:
1218       requires: !single
1219       args: -tao_cmonitor -tao_max_funcs 10 -tao_type lcl -tao_gatol 1.e-5
1220 
1221    test:
1222       suffix: guess_pod
1223       requires: !single
1224       args: -tao_cmonitor -tao_max_funcs 10 -tao_type lcl -ksp_guess_type pod -tao_gatol 1.e-5
1225 
1226 TEST*/
1227