xref: /petsc/src/tao/unconstrained/tutorials/minsurf1.c (revision d756bedd70a89ca052be956bccd75c5761cb2ab4)
1c4762a1bSJed Brown /* Program usage: mpiexec -n 1 minsurf1 [-help] [all TAO options] */
2c4762a1bSJed Brown 
3c4762a1bSJed Brown /*  Include "petsctao.h" so we can use TAO solvers.  */
4c4762a1bSJed Brown #include <petsctao.h>
5c4762a1bSJed Brown 
69371c9d4SSatish Balay static char help[] = "This example demonstrates use of the TAO package to \n\
7c4762a1bSJed Brown solve an unconstrained minimization problem.  This example is based on a \n\
8c4762a1bSJed Brown problem from the MINPACK-2 test suite.  Given a rectangular 2-D domain and \n\
9c4762a1bSJed Brown boundary values along the edges of the domain, the objective is to find the\n\
10c4762a1bSJed Brown surface with the minimal area that satisfies the boundary conditions.\n\
11c4762a1bSJed Brown The command line options are:\n\
12c4762a1bSJed Brown   -mx <xg>, where <xg> = number of grid points in the 1st coordinate direction\n\
13c4762a1bSJed Brown   -my <yg>, where <yg> = number of grid points in the 2nd coordinate direction\n\
14c4762a1bSJed Brown   -start <st>, where <st> =0 for zero vector, and an average of the boundary conditions otherwise \n\n";
15c4762a1bSJed Brown 
16c4762a1bSJed Brown /*
17c4762a1bSJed Brown    User-defined application context - contains data needed by the
18c4762a1bSJed Brown    application-provided call-back routines, FormFunctionGradient()
19c4762a1bSJed Brown    and FormHessian().
20c4762a1bSJed Brown */
21c4762a1bSJed Brown typedef struct {
22c4762a1bSJed Brown   PetscInt   mx, my;                      /* discretization in x, y directions */
23c4762a1bSJed Brown   PetscReal *bottom, *top, *left, *right; /* boundary values */
24c4762a1bSJed Brown   Mat        H;
25c4762a1bSJed Brown } AppCtx;
26c4762a1bSJed Brown 
27c4762a1bSJed Brown /* -------- User-defined Routines --------- */
28c4762a1bSJed Brown 
29c4762a1bSJed Brown static PetscErrorCode MSA_BoundaryConditions(AppCtx *);
30c4762a1bSJed Brown static PetscErrorCode MSA_InitialPoint(AppCtx *, Vec);
31c4762a1bSJed Brown static PetscErrorCode QuadraticH(AppCtx *, Vec, Mat);
32c4762a1bSJed Brown PetscErrorCode        FormFunctionGradient(Tao, Vec, PetscReal *, Vec, void *);
33c4762a1bSJed Brown PetscErrorCode        FormHessian(Tao, Vec, Mat, Mat, void *);
34c4762a1bSJed Brown 
main(int argc,char ** argv)35d71ae5a4SJacob Faibussowitsch int main(int argc, char **argv)
36d71ae5a4SJacob Faibussowitsch {
37c4762a1bSJed Brown   PetscInt    N;    /* Size of vector */
38c4762a1bSJed Brown   PetscMPIInt size; /* Number of processors */
39c4762a1bSJed Brown   Vec         x;    /* solution, gradient vectors */
40c4762a1bSJed Brown   KSP         ksp;  /*  PETSc Krylov subspace method */
41c4762a1bSJed Brown   PetscBool   flg;  /* A return value when checking for user options */
42c4762a1bSJed Brown   Tao         tao;  /* Tao solver context */
43c4762a1bSJed Brown   AppCtx      user; /* user-defined work context */
44c4762a1bSJed Brown 
45c4762a1bSJed Brown   /* Initialize TAO,PETSc */
46327415f7SBarry Smith   PetscFunctionBeginUser;
47c8025a54SPierre Jolivet   PetscCall(PetscInitialize(&argc, &argv, NULL, help));
48c4762a1bSJed Brown 
499566063dSJacob Faibussowitsch   PetscCallMPI(MPI_Comm_size(MPI_COMM_WORLD, &size));
503c859ba3SBarry Smith   PetscCheck(size == 1, PETSC_COMM_WORLD, PETSC_ERR_WRONG_MPI_SIZE, "Incorrect number of processors");
51c4762a1bSJed Brown 
52c4762a1bSJed Brown   /* Specify default dimension of the problem */
539371c9d4SSatish Balay   user.mx = 4;
549371c9d4SSatish Balay   user.my = 4;
55c4762a1bSJed Brown 
56c4762a1bSJed Brown   /* Check for any command line arguments that override defaults */
579566063dSJacob Faibussowitsch   PetscCall(PetscOptionsGetInt(NULL, NULL, "-mx", &user.mx, &flg));
589566063dSJacob Faibussowitsch   PetscCall(PetscOptionsGetInt(NULL, NULL, "-my", &user.my, &flg));
59c4762a1bSJed Brown 
609566063dSJacob Faibussowitsch   PetscCall(PetscPrintf(PETSC_COMM_SELF, "\n---- Minimum Surface Area Problem -----\n"));
6163a3b9bcSJacob Faibussowitsch   PetscCall(PetscPrintf(PETSC_COMM_SELF, "mx: %" PetscInt_FMT "     my: %" PetscInt_FMT "   \n\n", user.mx, user.my));
62c4762a1bSJed Brown 
63c4762a1bSJed Brown   /* Calculate any derived values from parameters */
64c4762a1bSJed Brown   N = user.mx * user.my;
65c4762a1bSJed Brown 
66c4762a1bSJed Brown   /* Create TAO solver and set desired solution method  */
679566063dSJacob Faibussowitsch   PetscCall(TaoCreate(PETSC_COMM_SELF, &tao));
689566063dSJacob Faibussowitsch   PetscCall(TaoSetType(tao, TAOLMVM));
69c4762a1bSJed Brown 
70c4762a1bSJed Brown   /* Initialize minsurf application data structure for use in the function evaluations  */
719566063dSJacob Faibussowitsch   PetscCall(MSA_BoundaryConditions(&user)); /* Application specific routine */
72c4762a1bSJed Brown 
73c4762a1bSJed Brown   /*
74c4762a1bSJed Brown      Create a vector to hold the variables.  Compute an initial solution.
75c4762a1bSJed Brown      Set this vector, which will be used by TAO.
76c4762a1bSJed Brown   */
779566063dSJacob Faibussowitsch   PetscCall(VecCreateSeq(PETSC_COMM_SELF, N, &x));
789566063dSJacob Faibussowitsch   PetscCall(MSA_InitialPoint(&user, x)); /* Application specific routine */
799566063dSJacob Faibussowitsch   PetscCall(TaoSetSolution(tao, x));     /* A TAO routine                */
80c4762a1bSJed Brown 
81c4762a1bSJed Brown   /* Provide TAO routines for function, gradient, and Hessian evaluation */
829566063dSJacob Faibussowitsch   PetscCall(TaoSetObjectiveAndGradient(tao, NULL, FormFunctionGradient, (void *)&user));
83c4762a1bSJed Brown 
84c4762a1bSJed Brown   /* Create a matrix data structure to store the Hessian.  This structure will be used by TAO */
85f4f49eeaSPierre Jolivet   PetscCall(MatCreateSeqAIJ(PETSC_COMM_SELF, N, N, 7, NULL, &user.H));
869566063dSJacob Faibussowitsch   PetscCall(MatSetOption(user.H, MAT_SYMMETRIC, PETSC_TRUE));
879566063dSJacob Faibussowitsch   PetscCall(TaoSetHessian(tao, user.H, user.H, FormHessian, (void *)&user));
88c4762a1bSJed Brown 
89c4762a1bSJed Brown   /* Check for any TAO command line options */
909566063dSJacob Faibussowitsch   PetscCall(TaoSetFromOptions(tao));
91c4762a1bSJed Brown 
92c4762a1bSJed Brown   /* Limit the number of iterations in the KSP linear solver */
939566063dSJacob Faibussowitsch   PetscCall(TaoGetKSP(tao, &ksp));
94606f75f6SBarry Smith   if (ksp) PetscCall(KSPSetTolerances(ksp, PETSC_CURRENT, PETSC_CURRENT, PETSC_CURRENT, user.mx * user.my));
95c4762a1bSJed Brown 
96c4762a1bSJed Brown   /* SOLVE THE APPLICATION */
979566063dSJacob Faibussowitsch   PetscCall(TaoSolve(tao));
98c4762a1bSJed Brown 
999566063dSJacob Faibussowitsch   PetscCall(TaoDestroy(&tao));
1009566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&x));
1019566063dSJacob Faibussowitsch   PetscCall(MatDestroy(&user.H));
1029566063dSJacob Faibussowitsch   PetscCall(PetscFree(user.bottom));
1039566063dSJacob Faibussowitsch   PetscCall(PetscFree(user.top));
1049566063dSJacob Faibussowitsch   PetscCall(PetscFree(user.left));
1059566063dSJacob Faibussowitsch   PetscCall(PetscFree(user.right));
106c4762a1bSJed Brown 
1079566063dSJacob Faibussowitsch   PetscCall(PetscFinalize());
108b122ec5aSJacob Faibussowitsch   return 0;
109c4762a1bSJed Brown }
110c4762a1bSJed Brown 
111c4762a1bSJed Brown /* -------------------------------------------------------------------- */
112c4762a1bSJed Brown 
113c4762a1bSJed Brown /*  FormFunctionGradient - Evaluates function and corresponding gradient.
114c4762a1bSJed Brown 
115c4762a1bSJed Brown     Input Parameters:
116c4762a1bSJed Brown .   tao     - the Tao context
117c4762a1bSJed Brown .   X       - input vector
118c4762a1bSJed Brown .   userCtx - optional user-defined context, as set by TaoSetFunctionGradient()
119c4762a1bSJed Brown 
120c4762a1bSJed Brown     Output Parameters:
121c4762a1bSJed Brown .   fcn     - the newly evaluated function
122c4762a1bSJed Brown .   G       - vector containing the newly evaluated gradient
123c4762a1bSJed Brown */
FormFunctionGradient(Tao tao,Vec X,PetscReal * fcn,Vec G,void * userCtx)124d71ae5a4SJacob Faibussowitsch PetscErrorCode FormFunctionGradient(Tao tao, Vec X, PetscReal *fcn, Vec G, void *userCtx)
125d71ae5a4SJacob Faibussowitsch {
126c4762a1bSJed Brown   AppCtx            *user = (AppCtx *)userCtx;
127c4762a1bSJed Brown   PetscInt           i, j, row;
128c4762a1bSJed Brown   PetscInt           mx = user->mx, my = user->my;
129c4762a1bSJed Brown   PetscReal          rhx = mx + 1, rhy = my + 1;
130c4762a1bSJed Brown   PetscReal          hx = 1.0 / (mx + 1), hy = 1.0 / (my + 1), hydhx = hy / hx, hxdhy = hx / hy, area = 0.5 * hx * hy, ft = 0;
131c4762a1bSJed Brown   PetscReal          f1, f2, f3, f4, f5, f6, d1, d2, d3, d4, d5, d6, d7, d8, xc, xl, xr, xt, xb, xlt, xrb;
132c4762a1bSJed Brown   PetscReal          df1dxc, df2dxc, df3dxc, df4dxc, df5dxc, df6dxc;
133c4762a1bSJed Brown   PetscReal          zero = 0.0;
134c4762a1bSJed Brown   PetscScalar       *g;
135c4762a1bSJed Brown   const PetscScalar *x;
136c4762a1bSJed Brown 
137c4762a1bSJed Brown   PetscFunctionBeginUser;
1389566063dSJacob Faibussowitsch   PetscCall(VecSet(G, zero));
139c4762a1bSJed Brown 
1409566063dSJacob Faibussowitsch   PetscCall(VecGetArrayRead(X, &x));
1419566063dSJacob Faibussowitsch   PetscCall(VecGetArray(G, &g));
142c4762a1bSJed Brown 
143c4762a1bSJed Brown   /* Compute function over the locally owned part of the mesh */
144c4762a1bSJed Brown   for (j = 0; j < my; j++) {
145c4762a1bSJed Brown     for (i = 0; i < mx; i++) {
146c4762a1bSJed Brown       row = (j)*mx + (i);
147c4762a1bSJed Brown       xc  = x[row];
148c4762a1bSJed Brown       xlt = xrb = xl = xr = xb = xt = xc;
149c4762a1bSJed Brown       if (i == 0) { /* left side */
150c4762a1bSJed Brown         xl  = user->left[j + 1];
151c4762a1bSJed Brown         xlt = user->left[j + 2];
152c4762a1bSJed Brown       } else {
153c4762a1bSJed Brown         xl = x[row - 1];
154c4762a1bSJed Brown       }
155c4762a1bSJed Brown 
156c4762a1bSJed Brown       if (j == 0) { /* bottom side */
157c4762a1bSJed Brown         xb  = user->bottom[i + 1];
158c4762a1bSJed Brown         xrb = user->bottom[i + 2];
159c4762a1bSJed Brown       } else {
160c4762a1bSJed Brown         xb = x[row - mx];
161c4762a1bSJed Brown       }
162c4762a1bSJed Brown 
163c4762a1bSJed Brown       if (i + 1 == mx) { /* right side */
164c4762a1bSJed Brown         xr  = user->right[j + 1];
165c4762a1bSJed Brown         xrb = user->right[j];
166c4762a1bSJed Brown       } else {
167c4762a1bSJed Brown         xr = x[row + 1];
168c4762a1bSJed Brown       }
169c4762a1bSJed Brown 
170c4762a1bSJed Brown       if (j + 1 == 0 + my) { /* top side */
171c4762a1bSJed Brown         xt  = user->top[i + 1];
172c4762a1bSJed Brown         xlt = user->top[i];
173c4762a1bSJed Brown       } else {
174c4762a1bSJed Brown         xt = x[row + mx];
175c4762a1bSJed Brown       }
176c4762a1bSJed Brown 
177ad540459SPierre Jolivet       if (i > 0 && j + 1 < my) xlt = x[row - 1 + mx];
178ad540459SPierre Jolivet       if (j > 0 && i + 1 < mx) xrb = x[row + 1 - mx];
179c4762a1bSJed Brown 
180c4762a1bSJed Brown       d1 = (xc - xl);
181c4762a1bSJed Brown       d2 = (xc - xr);
182c4762a1bSJed Brown       d3 = (xc - xt);
183c4762a1bSJed Brown       d4 = (xc - xb);
184c4762a1bSJed Brown       d5 = (xr - xrb);
185c4762a1bSJed Brown       d6 = (xrb - xb);
186c4762a1bSJed Brown       d7 = (xlt - xl);
187c4762a1bSJed Brown       d8 = (xt - xlt);
188c4762a1bSJed Brown 
189c4762a1bSJed Brown       df1dxc = d1 * hydhx;
190c4762a1bSJed Brown       df2dxc = (d1 * hydhx + d4 * hxdhy);
191c4762a1bSJed Brown       df3dxc = d3 * hxdhy;
192c4762a1bSJed Brown       df4dxc = (d2 * hydhx + d3 * hxdhy);
193c4762a1bSJed Brown       df5dxc = d2 * hydhx;
194c4762a1bSJed Brown       df6dxc = d4 * hxdhy;
195c4762a1bSJed Brown 
196c4762a1bSJed Brown       d1 *= rhx;
197c4762a1bSJed Brown       d2 *= rhx;
198c4762a1bSJed Brown       d3 *= rhy;
199c4762a1bSJed Brown       d4 *= rhy;
200c4762a1bSJed Brown       d5 *= rhy;
201c4762a1bSJed Brown       d6 *= rhx;
202c4762a1bSJed Brown       d7 *= rhy;
203c4762a1bSJed Brown       d8 *= rhx;
204c4762a1bSJed Brown 
205c4762a1bSJed Brown       f1 = PetscSqrtScalar(1.0 + d1 * d1 + d7 * d7);
206c4762a1bSJed Brown       f2 = PetscSqrtScalar(1.0 + d1 * d1 + d4 * d4);
207c4762a1bSJed Brown       f3 = PetscSqrtScalar(1.0 + d3 * d3 + d8 * d8);
208c4762a1bSJed Brown       f4 = PetscSqrtScalar(1.0 + d3 * d3 + d2 * d2);
209c4762a1bSJed Brown       f5 = PetscSqrtScalar(1.0 + d2 * d2 + d5 * d5);
210c4762a1bSJed Brown       f6 = PetscSqrtScalar(1.0 + d4 * d4 + d6 * d6);
211c4762a1bSJed Brown 
212c4762a1bSJed Brown       ft = ft + (f2 + f4);
213c4762a1bSJed Brown 
214c4762a1bSJed Brown       df1dxc /= f1;
215c4762a1bSJed Brown       df2dxc /= f2;
216c4762a1bSJed Brown       df3dxc /= f3;
217c4762a1bSJed Brown       df4dxc /= f4;
218c4762a1bSJed Brown       df5dxc /= f5;
219c4762a1bSJed Brown       df6dxc /= f6;
220c4762a1bSJed Brown 
221c4762a1bSJed Brown       g[row] = (df1dxc + df2dxc + df3dxc + df4dxc + df5dxc + df6dxc) / 2.0;
222c4762a1bSJed Brown     }
223c4762a1bSJed Brown   }
224c4762a1bSJed Brown 
225c4762a1bSJed Brown   for (j = 0; j < my; j++) { /* left side */
226c4762a1bSJed Brown     d3 = (user->left[j + 1] - user->left[j + 2]) * rhy;
227c4762a1bSJed Brown     d2 = (user->left[j + 1] - x[j * mx]) * rhx;
228c4762a1bSJed Brown     ft = ft + PetscSqrtScalar(1.0 + d3 * d3 + d2 * d2);
229c4762a1bSJed Brown   }
230c4762a1bSJed Brown 
231c4762a1bSJed Brown   for (i = 0; i < mx; i++) { /* bottom */
232c4762a1bSJed Brown     d2 = (user->bottom[i + 1] - user->bottom[i + 2]) * rhx;
233c4762a1bSJed Brown     d3 = (user->bottom[i + 1] - x[i]) * rhy;
234c4762a1bSJed Brown     ft = ft + PetscSqrtScalar(1.0 + d3 * d3 + d2 * d2);
235c4762a1bSJed Brown   }
236c4762a1bSJed Brown 
237c4762a1bSJed Brown   for (j = 0; j < my; j++) { /* right side */
238c4762a1bSJed Brown     d1 = (x[(j + 1) * mx - 1] - user->right[j + 1]) * rhx;
239c4762a1bSJed Brown     d4 = (user->right[j] - user->right[j + 1]) * rhy;
240c4762a1bSJed Brown     ft = ft + PetscSqrtScalar(1.0 + d1 * d1 + d4 * d4);
241c4762a1bSJed Brown   }
242c4762a1bSJed Brown 
243c4762a1bSJed Brown   for (i = 0; i < mx; i++) { /* top side */
244c4762a1bSJed Brown     d1 = (x[(my - 1) * mx + i] - user->top[i + 1]) * rhy;
245c4762a1bSJed Brown     d4 = (user->top[i + 1] - user->top[i]) * rhx;
246c4762a1bSJed Brown     ft = ft + PetscSqrtScalar(1.0 + d1 * d1 + d4 * d4);
247c4762a1bSJed Brown   }
248c4762a1bSJed Brown 
249c4762a1bSJed Brown   /* Bottom left corner */
250c4762a1bSJed Brown   d1 = (user->left[0] - user->left[1]) * rhy;
251c4762a1bSJed Brown   d2 = (user->bottom[0] - user->bottom[1]) * rhx;
252c4762a1bSJed Brown   ft += PetscSqrtScalar(1.0 + d1 * d1 + d2 * d2);
253c4762a1bSJed Brown 
254c4762a1bSJed Brown   /* Top right corner */
255c4762a1bSJed Brown   d1 = (user->right[my + 1] - user->right[my]) * rhy;
256c4762a1bSJed Brown   d2 = (user->top[mx + 1] - user->top[mx]) * rhx;
257c4762a1bSJed Brown   ft += PetscSqrtScalar(1.0 + d1 * d1 + d2 * d2);
258c4762a1bSJed Brown 
259c4762a1bSJed Brown   (*fcn) = ft * area;
260c4762a1bSJed Brown 
261c4762a1bSJed Brown   /* Restore vectors */
2629566063dSJacob Faibussowitsch   PetscCall(VecRestoreArrayRead(X, &x));
2639566063dSJacob Faibussowitsch   PetscCall(VecRestoreArray(G, &g));
2649566063dSJacob Faibussowitsch   PetscCall(PetscLogFlops(67.0 * mx * my));
2653ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
266c4762a1bSJed Brown }
267c4762a1bSJed Brown 
268c4762a1bSJed Brown /* ------------------------------------------------------------------- */
269c4762a1bSJed Brown /*
270c4762a1bSJed Brown    FormHessian - Evaluates the Hessian matrix.
271c4762a1bSJed Brown 
272c4762a1bSJed Brown    Input Parameters:
273c4762a1bSJed Brown .  tao  - the Tao context
274c4762a1bSJed Brown .  x    - input vector
275c4762a1bSJed Brown .  ptr  - optional user-defined context, as set by TaoSetHessian()
276c4762a1bSJed Brown 
277c4762a1bSJed Brown    Output Parameters:
278c4762a1bSJed Brown .  H    - Hessian matrix
2797addb90fSBarry Smith .  Hpre - optionally different matrix used to compute the preconditioner
280c4762a1bSJed Brown 
281c4762a1bSJed Brown */
FormHessian(Tao tao,Vec X,Mat H,Mat Hpre,void * ptr)282d71ae5a4SJacob Faibussowitsch PetscErrorCode FormHessian(Tao tao, Vec X, Mat H, Mat Hpre, void *ptr)
283d71ae5a4SJacob Faibussowitsch {
284c4762a1bSJed Brown   AppCtx *user = (AppCtx *)ptr;
285c4762a1bSJed Brown 
286c4762a1bSJed Brown   PetscFunctionBeginUser;
287c4762a1bSJed Brown   /* Evaluate the Hessian entries*/
2889566063dSJacob Faibussowitsch   PetscCall(QuadraticH(user, X, H));
2893ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
290c4762a1bSJed Brown }
291c4762a1bSJed Brown 
292c4762a1bSJed Brown /* ------------------------------------------------------------------- */
293c4762a1bSJed Brown /*
294c4762a1bSJed Brown    QuadraticH - Evaluates the Hessian matrix.
295c4762a1bSJed Brown 
296c4762a1bSJed Brown    Input Parameters:
297c4762a1bSJed Brown .  user - user-defined context, as set by TaoSetHessian()
298c4762a1bSJed Brown .  X    - input vector
299c4762a1bSJed Brown 
300c4762a1bSJed Brown    Output Parameter:
301c4762a1bSJed Brown .  H    - Hessian matrix
302c4762a1bSJed Brown */
QuadraticH(AppCtx * user,Vec X,Mat Hessian)303d71ae5a4SJacob Faibussowitsch PetscErrorCode QuadraticH(AppCtx *user, Vec X, Mat Hessian)
304d71ae5a4SJacob Faibussowitsch {
305c4762a1bSJed Brown   PetscInt           i, j, k, row;
306c4762a1bSJed Brown   PetscInt           mx = user->mx, my = user->my;
307c4762a1bSJed Brown   PetscInt           col[7];
308c4762a1bSJed Brown   PetscReal          hx = 1.0 / (mx + 1), hy = 1.0 / (my + 1), hydhx = hy / hx, hxdhy = hx / hy;
309c4762a1bSJed Brown   PetscReal          rhx = mx + 1, rhy = my + 1;
310c4762a1bSJed Brown   PetscReal          f1, f2, f3, f4, f5, f6, d1, d2, d3, d4, d5, d6, d7, d8, xc, xl, xr, xt, xb, xlt, xrb;
311c4762a1bSJed Brown   PetscReal          hl, hr, ht, hb, hc, htl, hbr;
312c4762a1bSJed Brown   const PetscScalar *x;
313c4762a1bSJed Brown   PetscReal          v[7];
314c4762a1bSJed Brown 
315362febeeSStefano Zampini   PetscFunctionBeginUser;
316c4762a1bSJed Brown   /* Get pointers to vector data */
3179566063dSJacob Faibussowitsch   PetscCall(VecGetArrayRead(X, &x));
318c4762a1bSJed Brown 
319c4762a1bSJed Brown   /* Initialize matrix entries to zero */
3209566063dSJacob Faibussowitsch   PetscCall(MatZeroEntries(Hessian));
321c4762a1bSJed Brown 
322c4762a1bSJed Brown   /* Set various matrix options */
3239566063dSJacob Faibussowitsch   PetscCall(MatSetOption(Hessian, MAT_IGNORE_OFF_PROC_ENTRIES, PETSC_TRUE));
324c4762a1bSJed Brown 
325c4762a1bSJed Brown   /* Compute Hessian over the locally owned part of the mesh */
326c4762a1bSJed Brown   for (i = 0; i < mx; i++) {
327c4762a1bSJed Brown     for (j = 0; j < my; j++) {
328c4762a1bSJed Brown       row = (j)*mx + (i);
329c4762a1bSJed Brown 
330c4762a1bSJed Brown       xc  = x[row];
331c4762a1bSJed Brown       xlt = xrb = xl = xr = xb = xt = xc;
332c4762a1bSJed Brown 
333c4762a1bSJed Brown       /* Left side */
334c4762a1bSJed Brown       if (i == 0) {
335c4762a1bSJed Brown         xl  = user->left[j + 1];
336c4762a1bSJed Brown         xlt = user->left[j + 2];
337c4762a1bSJed Brown       } else {
338c4762a1bSJed Brown         xl = x[row - 1];
339c4762a1bSJed Brown       }
340c4762a1bSJed Brown 
341c4762a1bSJed Brown       if (j == 0) {
342c4762a1bSJed Brown         xb  = user->bottom[i + 1];
343c4762a1bSJed Brown         xrb = user->bottom[i + 2];
344c4762a1bSJed Brown       } else {
345c4762a1bSJed Brown         xb = x[row - mx];
346c4762a1bSJed Brown       }
347c4762a1bSJed Brown 
348c4762a1bSJed Brown       if (i + 1 == mx) {
349c4762a1bSJed Brown         xr  = user->right[j + 1];
350c4762a1bSJed Brown         xrb = user->right[j];
351c4762a1bSJed Brown       } else {
352c4762a1bSJed Brown         xr = x[row + 1];
353c4762a1bSJed Brown       }
354c4762a1bSJed Brown 
355c4762a1bSJed Brown       if (j + 1 == my) {
356c4762a1bSJed Brown         xt  = user->top[i + 1];
357c4762a1bSJed Brown         xlt = user->top[i];
358c4762a1bSJed Brown       } else {
359c4762a1bSJed Brown         xt = x[row + mx];
360c4762a1bSJed Brown       }
361c4762a1bSJed Brown 
362ad540459SPierre Jolivet       if (i > 0 && j + 1 < my) xlt = x[row - 1 + mx];
363ad540459SPierre Jolivet       if (j > 0 && i + 1 < mx) xrb = x[row + 1 - mx];
364c4762a1bSJed Brown 
365c4762a1bSJed Brown       d1 = (xc - xl) * rhx;
366c4762a1bSJed Brown       d2 = (xc - xr) * rhx;
367c4762a1bSJed Brown       d3 = (xc - xt) * rhy;
368c4762a1bSJed Brown       d4 = (xc - xb) * rhy;
369c4762a1bSJed Brown       d5 = (xrb - xr) * rhy;
370c4762a1bSJed Brown       d6 = (xrb - xb) * rhx;
371c4762a1bSJed Brown       d7 = (xlt - xl) * rhy;
372c4762a1bSJed Brown       d8 = (xlt - xt) * rhx;
373c4762a1bSJed Brown 
374c4762a1bSJed Brown       f1 = PetscSqrtScalar(1.0 + d1 * d1 + d7 * d7);
375c4762a1bSJed Brown       f2 = PetscSqrtScalar(1.0 + d1 * d1 + d4 * d4);
376c4762a1bSJed Brown       f3 = PetscSqrtScalar(1.0 + d3 * d3 + d8 * d8);
377c4762a1bSJed Brown       f4 = PetscSqrtScalar(1.0 + d3 * d3 + d2 * d2);
378c4762a1bSJed Brown       f5 = PetscSqrtScalar(1.0 + d2 * d2 + d5 * d5);
379c4762a1bSJed Brown       f6 = PetscSqrtScalar(1.0 + d4 * d4 + d6 * d6);
380c4762a1bSJed Brown 
381c4762a1bSJed Brown       hl = (-hydhx * (1.0 + d7 * d7) + d1 * d7) / (f1 * f1 * f1) + (-hydhx * (1.0 + d4 * d4) + d1 * d4) / (f2 * f2 * f2);
382c4762a1bSJed Brown       hr = (-hydhx * (1.0 + d5 * d5) + d2 * d5) / (f5 * f5 * f5) + (-hydhx * (1.0 + d3 * d3) + d2 * d3) / (f4 * f4 * f4);
383c4762a1bSJed Brown       ht = (-hxdhy * (1.0 + d8 * d8) + d3 * d8) / (f3 * f3 * f3) + (-hxdhy * (1.0 + d2 * d2) + d2 * d3) / (f4 * f4 * f4);
384c4762a1bSJed Brown       hb = (-hxdhy * (1.0 + d6 * d6) + d4 * d6) / (f6 * f6 * f6) + (-hxdhy * (1.0 + d1 * d1) + d1 * d4) / (f2 * f2 * f2);
385c4762a1bSJed Brown 
386c4762a1bSJed Brown       hbr = -d2 * d5 / (f5 * f5 * f5) - d4 * d6 / (f6 * f6 * f6);
387c4762a1bSJed Brown       htl = -d1 * d7 / (f1 * f1 * f1) - d3 * d8 / (f3 * f3 * f3);
388c4762a1bSJed Brown 
3899371c9d4SSatish Balay       hc = hydhx * (1.0 + d7 * d7) / (f1 * f1 * f1) + hxdhy * (1.0 + d8 * d8) / (f3 * f3 * f3) + hydhx * (1.0 + d5 * d5) / (f5 * f5 * f5) + hxdhy * (1.0 + d6 * d6) / (f6 * f6 * f6) + (hxdhy * (1.0 + d1 * d1) + hydhx * (1.0 + d4 * d4) - 2 * d1 * d4) / (f2 * f2 * f2) + (hxdhy * (1.0 + d2 * d2) + hydhx * (1.0 + d3 * d3) - 2 * d2 * d3) / (f4 * f4 * f4);
390c4762a1bSJed Brown 
3919371c9d4SSatish Balay       hl *= 0.5;
3929371c9d4SSatish Balay       hr *= 0.5;
3939371c9d4SSatish Balay       ht *= 0.5;
3949371c9d4SSatish Balay       hb *= 0.5;
3959371c9d4SSatish Balay       hbr *= 0.5;
3969371c9d4SSatish Balay       htl *= 0.5;
3979371c9d4SSatish Balay       hc *= 0.5;
398c4762a1bSJed Brown 
399c4762a1bSJed Brown       k = 0;
400c4762a1bSJed Brown       if (j > 0) {
4019371c9d4SSatish Balay         v[k]   = hb;
4029371c9d4SSatish Balay         col[k] = row - mx;
4039371c9d4SSatish Balay         k++;
404c4762a1bSJed Brown       }
405c4762a1bSJed Brown 
406c4762a1bSJed Brown       if (j > 0 && i < mx - 1) {
4079371c9d4SSatish Balay         v[k]   = hbr;
4089371c9d4SSatish Balay         col[k] = row - mx + 1;
4099371c9d4SSatish Balay         k++;
410c4762a1bSJed Brown       }
411c4762a1bSJed Brown 
412c4762a1bSJed Brown       if (i > 0) {
4139371c9d4SSatish Balay         v[k]   = hl;
4149371c9d4SSatish Balay         col[k] = row - 1;
4159371c9d4SSatish Balay         k++;
416c4762a1bSJed Brown       }
417c4762a1bSJed Brown 
4189371c9d4SSatish Balay       v[k]   = hc;
4199371c9d4SSatish Balay       col[k] = row;
4209371c9d4SSatish Balay       k++;
421c4762a1bSJed Brown 
422c4762a1bSJed Brown       if (i < mx - 1) {
4239371c9d4SSatish Balay         v[k]   = hr;
4249371c9d4SSatish Balay         col[k] = row + 1;
4259371c9d4SSatish Balay         k++;
426c4762a1bSJed Brown       }
427c4762a1bSJed Brown 
428c4762a1bSJed Brown       if (i > 0 && j < my - 1) {
4299371c9d4SSatish Balay         v[k]   = htl;
4309371c9d4SSatish Balay         col[k] = row + mx - 1;
4319371c9d4SSatish Balay         k++;
432c4762a1bSJed Brown       }
433c4762a1bSJed Brown 
434c4762a1bSJed Brown       if (j < my - 1) {
4359371c9d4SSatish Balay         v[k]   = ht;
4369371c9d4SSatish Balay         col[k] = row + mx;
4379371c9d4SSatish Balay         k++;
438c4762a1bSJed Brown       }
439c4762a1bSJed Brown 
440c4762a1bSJed Brown       /*
441c4762a1bSJed Brown          Set matrix values using local numbering, which was defined
442c4762a1bSJed Brown          earlier, in the main routine.
443c4762a1bSJed Brown       */
4449566063dSJacob Faibussowitsch       PetscCall(MatSetValues(Hessian, 1, &row, k, col, v, INSERT_VALUES));
445c4762a1bSJed Brown     }
446c4762a1bSJed Brown   }
447c4762a1bSJed Brown 
448c4762a1bSJed Brown   /* Restore vectors */
4499566063dSJacob Faibussowitsch   PetscCall(VecRestoreArrayRead(X, &x));
450c4762a1bSJed Brown 
451c4762a1bSJed Brown   /* Assemble the matrix */
4529566063dSJacob Faibussowitsch   PetscCall(MatAssemblyBegin(Hessian, MAT_FINAL_ASSEMBLY));
4539566063dSJacob Faibussowitsch   PetscCall(MatAssemblyEnd(Hessian, MAT_FINAL_ASSEMBLY));
454c4762a1bSJed Brown 
4559566063dSJacob Faibussowitsch   PetscCall(PetscLogFlops(199.0 * mx * my));
4563ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
457c4762a1bSJed Brown }
458c4762a1bSJed Brown 
459c4762a1bSJed Brown /* ------------------------------------------------------------------- */
460c4762a1bSJed Brown /*
461c4762a1bSJed Brown    MSA_BoundaryConditions -  Calculates the boundary conditions for
462c4762a1bSJed Brown    the region.
463c4762a1bSJed Brown 
464c4762a1bSJed Brown    Input Parameter:
465c4762a1bSJed Brown .  user - user-defined application context
466c4762a1bSJed Brown 
467c4762a1bSJed Brown    Output Parameter:
468c4762a1bSJed Brown .  user - user-defined application context
469c4762a1bSJed Brown */
MSA_BoundaryConditions(AppCtx * user)470d71ae5a4SJacob Faibussowitsch static PetscErrorCode MSA_BoundaryConditions(AppCtx *user)
471d71ae5a4SJacob Faibussowitsch {
472c4762a1bSJed Brown   PetscInt   i, j, k, limit = 0;
473c4762a1bSJed Brown   PetscInt   maxits = 5;
474c4762a1bSJed Brown   PetscInt   mx = user->mx, my = user->my;
475c4762a1bSJed Brown   PetscInt   bsize = 0, lsize = 0, tsize = 0, rsize = 0;
476c4762a1bSJed Brown   PetscReal  one = 1.0, two = 2.0, three = 3.0, tol = 1e-10;
477c4762a1bSJed Brown   PetscReal  fnorm, det, hx, hy, xt = 0, yt = 0;
478c4762a1bSJed Brown   PetscReal  u1, u2, nf1, nf2, njac11, njac12, njac21, njac22;
479c4762a1bSJed Brown   PetscReal  b = -0.5, t = 0.5, l = -0.5, r = 0.5;
480c4762a1bSJed Brown   PetscReal *boundary;
481c4762a1bSJed Brown 
482c4762a1bSJed Brown   PetscFunctionBeginUser;
4839371c9d4SSatish Balay   bsize = mx + 2;
4849371c9d4SSatish Balay   lsize = my + 2;
4859371c9d4SSatish Balay   rsize = my + 2;
4869371c9d4SSatish Balay   tsize = mx + 2;
487c4762a1bSJed Brown 
4889566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(bsize, &user->bottom));
4899566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(tsize, &user->top));
4909566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(lsize, &user->left));
4919566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(rsize, &user->right));
492c4762a1bSJed Brown 
4939371c9d4SSatish Balay   hx = (r - l) / (mx + 1);
4949371c9d4SSatish Balay   hy = (t - b) / (my + 1);
495c4762a1bSJed Brown 
496c4762a1bSJed Brown   for (j = 0; j < 4; j++) {
497c4762a1bSJed Brown     if (j == 0) {
498c4762a1bSJed Brown       yt       = b;
499c4762a1bSJed Brown       xt       = l;
500c4762a1bSJed Brown       limit    = bsize;
501c4762a1bSJed Brown       boundary = user->bottom;
502c4762a1bSJed Brown     } else if (j == 1) {
503c4762a1bSJed Brown       yt       = t;
504c4762a1bSJed Brown       xt       = l;
505c4762a1bSJed Brown       limit    = tsize;
506c4762a1bSJed Brown       boundary = user->top;
507c4762a1bSJed Brown     } else if (j == 2) {
508c4762a1bSJed Brown       yt       = b;
509c4762a1bSJed Brown       xt       = l;
510c4762a1bSJed Brown       limit    = lsize;
511c4762a1bSJed Brown       boundary = user->left;
512c4762a1bSJed Brown     } else { /*  if (j==3) */
513c4762a1bSJed Brown       yt       = b;
514c4762a1bSJed Brown       xt       = r;
515c4762a1bSJed Brown       limit    = rsize;
516c4762a1bSJed Brown       boundary = user->right;
517c4762a1bSJed Brown     }
518c4762a1bSJed Brown 
519c4762a1bSJed Brown     for (i = 0; i < limit; i++) {
520c4762a1bSJed Brown       u1 = xt;
521c4762a1bSJed Brown       u2 = -yt;
522c4762a1bSJed Brown       for (k = 0; k < maxits; k++) {
523c4762a1bSJed Brown         nf1   = u1 + u1 * u2 * u2 - u1 * u1 * u1 / three - xt;
524c4762a1bSJed Brown         nf2   = -u2 - u1 * u1 * u2 + u2 * u2 * u2 / three - yt;
525c4762a1bSJed Brown         fnorm = PetscSqrtScalar(nf1 * nf1 + nf2 * nf2);
526c4762a1bSJed Brown         if (fnorm <= tol) break;
527c4762a1bSJed Brown         njac11 = one + u2 * u2 - u1 * u1;
528c4762a1bSJed Brown         njac12 = two * u1 * u2;
529c4762a1bSJed Brown         njac21 = -two * u1 * u2;
530c4762a1bSJed Brown         njac22 = -one - u1 * u1 + u2 * u2;
531c4762a1bSJed Brown         det    = njac11 * njac22 - njac21 * njac12;
532c4762a1bSJed Brown         u1     = u1 - (njac22 * nf1 - njac12 * nf2) / det;
533c4762a1bSJed Brown         u2     = u2 - (njac11 * nf2 - njac21 * nf1) / det;
534c4762a1bSJed Brown       }
535c4762a1bSJed Brown 
536c4762a1bSJed Brown       boundary[i] = u1 * u1 - u2 * u2;
537c4762a1bSJed Brown       if (j == 0 || j == 1) {
538c4762a1bSJed Brown         xt = xt + hx;
539c4762a1bSJed Brown       } else { /*  if (j==2 || j==3) */
540c4762a1bSJed Brown         yt = yt + hy;
541c4762a1bSJed Brown       }
542c4762a1bSJed Brown     }
543c4762a1bSJed Brown   }
5443ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
545c4762a1bSJed Brown }
546c4762a1bSJed Brown 
547c4762a1bSJed Brown /* ------------------------------------------------------------------- */
548c4762a1bSJed Brown /*
549c4762a1bSJed Brown    MSA_InitialPoint - Calculates the initial guess in one of three ways.
550c4762a1bSJed Brown 
551c4762a1bSJed Brown    Input Parameters:
552c4762a1bSJed Brown .  user - user-defined application context
553c4762a1bSJed Brown .  X - vector for initial guess
554c4762a1bSJed Brown 
555c4762a1bSJed Brown    Output Parameters:
556c4762a1bSJed Brown .  X - newly computed initial guess
557c4762a1bSJed Brown */
MSA_InitialPoint(AppCtx * user,Vec X)558d71ae5a4SJacob Faibussowitsch static PetscErrorCode MSA_InitialPoint(AppCtx *user, Vec X)
559d71ae5a4SJacob Faibussowitsch {
560c4762a1bSJed Brown   PetscInt  start = -1, i, j;
561c4762a1bSJed Brown   PetscReal zero  = 0.0;
562c4762a1bSJed Brown   PetscBool flg;
563c4762a1bSJed Brown 
564c4762a1bSJed Brown   PetscFunctionBeginUser;
5659566063dSJacob Faibussowitsch   PetscCall(VecSet(X, zero));
5669566063dSJacob Faibussowitsch   PetscCall(PetscOptionsGetInt(NULL, NULL, "-start", &start, &flg));
567c4762a1bSJed Brown 
568c4762a1bSJed Brown   if (flg && start == 0) { /* The zero vector is reasonable */
5699566063dSJacob Faibussowitsch     PetscCall(VecSet(X, zero));
570c4762a1bSJed Brown   } else { /* Take an average of the boundary conditions */
571c4762a1bSJed Brown     PetscInt   row;
572c4762a1bSJed Brown     PetscInt   mx = user->mx, my = user->my;
573c4762a1bSJed Brown     PetscReal *x;
574c4762a1bSJed Brown 
575c4762a1bSJed Brown     /* Get pointers to vector data */
5769566063dSJacob Faibussowitsch     PetscCall(VecGetArray(X, &x));
577c4762a1bSJed Brown     /* Perform local computations */
578c4762a1bSJed Brown     for (j = 0; j < my; j++) {
579c4762a1bSJed Brown       for (i = 0; i < mx; i++) {
580c4762a1bSJed Brown         row    = (j)*mx + (i);
581c4762a1bSJed Brown         x[row] = (((j + 1) * user->bottom[i + 1] + (my - j + 1) * user->top[i + 1]) / (my + 2) + ((i + 1) * user->left[j + 1] + (mx - i + 1) * user->right[j + 1]) / (mx + 2)) / 2.0;
582c4762a1bSJed Brown       }
583c4762a1bSJed Brown     }
584c4762a1bSJed Brown     /* Restore vectors */
5859566063dSJacob Faibussowitsch     PetscCall(VecRestoreArray(X, &x));
586c4762a1bSJed Brown   }
5873ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
588c4762a1bSJed Brown }
589c4762a1bSJed Brown 
590c4762a1bSJed Brown /*TEST
591c4762a1bSJed Brown 
592c4762a1bSJed Brown    build:
593c4762a1bSJed Brown       requires: !complex
594c4762a1bSJed Brown 
595c4762a1bSJed Brown    test:
59610978b7dSBarry Smith       args: -tao_monitor_short -tao_type nls -mx 10 -my 8 -tao_gatol 1.e-4
597c4762a1bSJed Brown       requires: !single
598c4762a1bSJed Brown 
599c4762a1bSJed Brown    test:
600c4762a1bSJed Brown       suffix: 2
60110978b7dSBarry Smith       args: -tao_monitor_short -tao_type bmrm -mx 10 -my 8 -tao_gatol 1.e-3
602c4762a1bSJed Brown       requires: !single
603c4762a1bSJed Brown 
604c4762a1bSJed Brown    test:
605c4762a1bSJed Brown       suffix: 3
60610978b7dSBarry Smith       args: -tao_monitor_short -tao_type lmvm -mx 10 -my 8 -tao_gatol 1.e-3
607c4762a1bSJed Brown       requires: !single
608c4762a1bSJed Brown 
609c4762a1bSJed Brown    test:
610c4762a1bSJed Brown       suffix: 4
61110978b7dSBarry Smith       args: -tao_monitor_short -tao_type bntr -mx 10 -my 8 -tao_gatol 1.e-4
612c4762a1bSJed Brown       requires: !single
613c4762a1bSJed Brown 
614c4762a1bSJed Brown    test:
6150f0abf79SStefano Zampini       suffix: 4_ew
61610978b7dSBarry Smith       args: -tao_monitor_short -tao_type bntr -tao_ksp_ew -mx 10 -my 8 -tao_gatol 1.e-4
6170f0abf79SStefano Zampini       requires: !single
6180f0abf79SStefano Zampini 
6190f0abf79SStefano Zampini    test:
620c4762a1bSJed Brown       suffix: 5
62110978b7dSBarry Smith       args: -tao_monitor_short -tao_type bntl -mx 10 -my 8 -tao_gatol 1.e-4
622c4762a1bSJed Brown       requires: !single
623c4762a1bSJed Brown 
624c4762a1bSJed Brown    test:
6250f0abf79SStefano Zampini       suffix: 5_ew
62610978b7dSBarry Smith       args: -tao_monitor_short -tao_type bntl -tao_ksp_ew -mx 10 -my 8 -tao_gatol 1.e-4
6270f0abf79SStefano Zampini       requires: !single
6280f0abf79SStefano Zampini 
6290f0abf79SStefano Zampini    test:
630c4762a1bSJed Brown       suffix: 6
63110978b7dSBarry Smith       args: -tao_monitor_short -tao_type bnls -mx 10 -my 8 -tao_gatol 1.e-4
632c4762a1bSJed Brown       requires: !single
633c4762a1bSJed Brown 
634c4762a1bSJed Brown    test:
6350f0abf79SStefano Zampini       suffix: 6_ew
63610978b7dSBarry Smith       args: -tao_monitor_short -tao_type bnls -tao_ksp_ew -tao_bnk_ksp_ew_version 3 -mx 10 -my 8 -tao_gatol 1.e-4
6370f0abf79SStefano Zampini       requires: !single
6380f0abf79SStefano Zampini 
6390f0abf79SStefano Zampini    test:
640c4762a1bSJed Brown       suffix: 7
641*a336c150SZach Atkins       args: -tao_monitor_short -tao_type bntr -mx 10 -my 8 -tao_bnk_max_cg_its 3 -tao_gatol 1.e-4 -tao_bnk_cg_tao_monitor_short
642c4762a1bSJed Brown       requires: !single
643c4762a1bSJed Brown 
644c4762a1bSJed Brown    test:
645c4762a1bSJed Brown       suffix: 8
646*a336c150SZach Atkins       args: -tao_monitor_short -tao_type bntl -mx 10 -my 8 -tao_bnk_max_cg_its 3 -tao_gatol 1.e-4 -tao_bnk_cg_tao_monitor_short
647c4762a1bSJed Brown       requires: !single
648c4762a1bSJed Brown 
649c4762a1bSJed Brown    test:
650c4762a1bSJed Brown       suffix: 9
651*a336c150SZach Atkins       args: -tao_monitor_short -tao_type bnls -mx 10 -my 8 -tao_bnk_max_cg_its 3 -tao_gatol 1.e-4 -tao_bnk_cg_tao_monitor_short
652c4762a1bSJed Brown       requires: !single
653c4762a1bSJed Brown 
65434ad9904SAlp Dener    test:
65534ad9904SAlp Dener       suffix: 10
656*a336c150SZach Atkins       args: -tao_monitor_short -tao_type bnls -mx 10 -my 8 -tao_bnk_max_cg_its 3 -tao_gatol 1.e-4 -tao_mf_hessian -tao_bnk_cg_tao_monitor_short
65734ad9904SAlp Dener 
65834ad9904SAlp Dener    test:
65934ad9904SAlp Dener       suffix: 11
66010978b7dSBarry Smith       args: -tao_monitor_short -tao_type bntr -mx 10 -my 8 -tao_gatol 1.e-4 -tao_mf_hessian
66134ad9904SAlp Dener       requires: !single
66234ad9904SAlp Dener 
66334ad9904SAlp Dener    test:
66434ad9904SAlp Dener       suffix: 12
66510978b7dSBarry Smith       args: -tao_monitor_short -tao_type bntl -mx 10 -my 8 -tao_gatol 1.e-4 -tao_mf_hessian
66634ad9904SAlp Dener       requires: !single
66734ad9904SAlp Dener 
668c4762a1bSJed Brown TEST*/
669