1c4762a1bSJed Brown static char help[] = "Pseudotransient continuation to solve a many-variable system that comes from the 2 variable Rosenbrock function + trivial.\n\n"; 2c4762a1bSJed Brown 3c4762a1bSJed Brown #include <petscts.h> 4c4762a1bSJed Brown 5c4762a1bSJed Brown static PetscErrorCode FormIJacobian(TS, PetscReal, Vec, Vec, PetscReal, Mat, Mat, void *); 6c4762a1bSJed Brown static PetscErrorCode FormIFunction(TS, PetscReal, Vec, Vec, Vec, void *); 7c4762a1bSJed Brown static PetscErrorCode MonitorObjective(TS, PetscInt, PetscReal, Vec, void *); 8c4762a1bSJed Brown 9c4762a1bSJed Brown typedef struct { 10c4762a1bSJed Brown PetscInt n; 11c4762a1bSJed Brown PetscBool monitor_short; 12c4762a1bSJed Brown } Ctx; 13c4762a1bSJed Brown 149371c9d4SSatish Balay int main(int argc, char **argv) { 15c4762a1bSJed Brown TS ts; /* time integration context */ 16c4762a1bSJed Brown Vec X; /* solution, residual vectors */ 17c4762a1bSJed Brown Mat J; /* Jacobian matrix */ 18c4762a1bSJed Brown PetscScalar *x; 19c4762a1bSJed Brown PetscReal ftime; 20c4762a1bSJed Brown PetscInt i, steps, nits, lits; 21c4762a1bSJed Brown PetscBool view_final; 22c4762a1bSJed Brown Ctx ctx; 23c4762a1bSJed Brown 24327415f7SBarry Smith PetscFunctionBeginUser; 259566063dSJacob Faibussowitsch PetscCall(PetscInitialize(&argc, &argv, (char *)0, help)); 26c4762a1bSJed Brown ctx.n = 3; 279566063dSJacob Faibussowitsch PetscCall(PetscOptionsGetInt(NULL, NULL, "-n", &ctx.n, NULL)); 283c633725SBarry Smith PetscCheck(ctx.n >= 2, PETSC_COMM_WORLD, PETSC_ERR_ARG_OUTOFRANGE, "The dimension specified with -n must be at least 2"); 29c4762a1bSJed Brown 30c4762a1bSJed Brown view_final = PETSC_FALSE; 319566063dSJacob Faibussowitsch PetscCall(PetscOptionsGetBool(NULL, NULL, "-view_final", &view_final, NULL)); 32c4762a1bSJed Brown 33c4762a1bSJed Brown ctx.monitor_short = PETSC_FALSE; 349566063dSJacob Faibussowitsch PetscCall(PetscOptionsGetBool(NULL, NULL, "-monitor_short", &ctx.monitor_short, NULL)); 35c4762a1bSJed Brown 36c4762a1bSJed Brown /* 37c4762a1bSJed Brown Create Jacobian matrix data structure and state vector 38c4762a1bSJed Brown */ 399566063dSJacob Faibussowitsch PetscCall(MatCreate(PETSC_COMM_WORLD, &J)); 409566063dSJacob Faibussowitsch PetscCall(MatSetSizes(J, PETSC_DECIDE, PETSC_DECIDE, ctx.n, ctx.n)); 419566063dSJacob Faibussowitsch PetscCall(MatSetFromOptions(J)); 429566063dSJacob Faibussowitsch PetscCall(MatSetUp(J)); 439566063dSJacob Faibussowitsch PetscCall(MatCreateVecs(J, &X, NULL)); 44c4762a1bSJed Brown 45c4762a1bSJed Brown /* Create time integration context */ 469566063dSJacob Faibussowitsch PetscCall(TSCreate(PETSC_COMM_WORLD, &ts)); 479566063dSJacob Faibussowitsch PetscCall(TSSetType(ts, TSPSEUDO)); 489566063dSJacob Faibussowitsch PetscCall(TSSetIFunction(ts, NULL, FormIFunction, &ctx)); 499566063dSJacob Faibussowitsch PetscCall(TSSetIJacobian(ts, J, J, FormIJacobian, &ctx)); 509566063dSJacob Faibussowitsch PetscCall(TSSetMaxSteps(ts, 1000)); 519566063dSJacob Faibussowitsch PetscCall(TSSetExactFinalTime(ts, TS_EXACTFINALTIME_STEPOVER)); 529566063dSJacob Faibussowitsch PetscCall(TSSetTimeStep(ts, 1e-3)); 539566063dSJacob Faibussowitsch PetscCall(TSMonitorSet(ts, MonitorObjective, &ctx, NULL)); 54c4762a1bSJed Brown 55c4762a1bSJed Brown /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - 56c4762a1bSJed Brown Customize time integrator; set runtime options 57c4762a1bSJed Brown - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ 589566063dSJacob Faibussowitsch PetscCall(TSSetFromOptions(ts)); 59c4762a1bSJed Brown 60c4762a1bSJed Brown /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - 61c4762a1bSJed Brown Evaluate initial guess; then solve nonlinear system 62c4762a1bSJed Brown - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ 639566063dSJacob Faibussowitsch PetscCall(VecSet(X, 0.0)); 649566063dSJacob Faibussowitsch PetscCall(VecGetArray(X, &x)); 65c4762a1bSJed Brown #if 1 66c4762a1bSJed Brown x[0] = 5.; 67c4762a1bSJed Brown x[1] = -5.; 68c4762a1bSJed Brown for (i = 2; i < ctx.n; i++) x[i] = 5.; 69c4762a1bSJed Brown #else 70c4762a1bSJed Brown x[0] = 1.0; 71c4762a1bSJed Brown x[1] = 15.0; 72c4762a1bSJed Brown for (i = 2; i < ctx.n; i++) x[i] = 10.0; 73c4762a1bSJed Brown #endif 749566063dSJacob Faibussowitsch PetscCall(VecRestoreArray(X, &x)); 75c4762a1bSJed Brown 769566063dSJacob Faibussowitsch PetscCall(TSSolve(ts, X)); 779566063dSJacob Faibussowitsch PetscCall(TSGetSolveTime(ts, &ftime)); 789566063dSJacob Faibussowitsch PetscCall(TSGetStepNumber(ts, &steps)); 799566063dSJacob Faibussowitsch PetscCall(TSGetSNESIterations(ts, &nits)); 809566063dSJacob Faibussowitsch PetscCall(TSGetKSPIterations(ts, &lits)); 8163a3b9bcSJacob Faibussowitsch PetscCall(PetscPrintf(PETSC_COMM_WORLD, "Time integrator took (%" PetscInt_FMT ",%" PetscInt_FMT ",%" PetscInt_FMT ") iterations to reach final time %g\n", steps, nits, lits, (double)ftime)); 821baa6e33SBarry Smith if (view_final) PetscCall(VecView(X, PETSC_VIEWER_STDOUT_WORLD)); 83c4762a1bSJed Brown 84c4762a1bSJed Brown /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - 85c4762a1bSJed Brown Free work space. All PETSc objects should be destroyed when they 86c4762a1bSJed Brown are no longer needed. 87c4762a1bSJed Brown - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ 88c4762a1bSJed Brown 899566063dSJacob Faibussowitsch PetscCall(VecDestroy(&X)); 909566063dSJacob Faibussowitsch PetscCall(MatDestroy(&J)); 919566063dSJacob Faibussowitsch PetscCall(TSDestroy(&ts)); 929566063dSJacob Faibussowitsch PetscCall(PetscFinalize()); 93b122ec5aSJacob Faibussowitsch return 0; 94c4762a1bSJed Brown } 95c4762a1bSJed Brown 969371c9d4SSatish Balay static PetscErrorCode MonitorObjective(TS ts, PetscInt step, PetscReal t, Vec X, void *ictx) { 97c4762a1bSJed Brown Ctx *ctx = (Ctx *)ictx; 98c4762a1bSJed Brown const PetscScalar *x; 99c4762a1bSJed Brown PetscScalar f; 100c4762a1bSJed Brown PetscReal dt, gnorm; 101c4762a1bSJed Brown PetscInt i, snesit, linit; 102c4762a1bSJed Brown SNES snes; 103c4762a1bSJed Brown Vec Xdot, F; 104c4762a1bSJed Brown 105c4762a1bSJed Brown PetscFunctionBeginUser; 106c4762a1bSJed Brown /* Compute objective functional */ 1079566063dSJacob Faibussowitsch PetscCall(VecGetArrayRead(X, &x)); 108c4762a1bSJed Brown f = 0; 109c4762a1bSJed Brown for (i = 0; i < ctx->n - 1; i++) f += PetscSqr(1. - x[i]) + 100. * PetscSqr(x[i + 1] - PetscSqr(x[i])); 1109566063dSJacob Faibussowitsch PetscCall(VecRestoreArrayRead(X, &x)); 111c4762a1bSJed Brown 112c4762a1bSJed Brown /* Compute norm of gradient */ 1139566063dSJacob Faibussowitsch PetscCall(VecDuplicate(X, &Xdot)); 1149566063dSJacob Faibussowitsch PetscCall(VecDuplicate(X, &F)); 1159566063dSJacob Faibussowitsch PetscCall(VecZeroEntries(Xdot)); 1169566063dSJacob Faibussowitsch PetscCall(FormIFunction(ts, t, X, Xdot, F, ictx)); 1179566063dSJacob Faibussowitsch PetscCall(VecNorm(F, NORM_2, &gnorm)); 1189566063dSJacob Faibussowitsch PetscCall(VecDestroy(&Xdot)); 1199566063dSJacob Faibussowitsch PetscCall(VecDestroy(&F)); 120c4762a1bSJed Brown 1219566063dSJacob Faibussowitsch PetscCall(TSGetTimeStep(ts, &dt)); 1229566063dSJacob Faibussowitsch PetscCall(TSGetSNES(ts, &snes)); 1239566063dSJacob Faibussowitsch PetscCall(SNESGetIterationNumber(snes, &snesit)); 1249566063dSJacob Faibussowitsch PetscCall(SNESGetLinearSolveIterations(snes, &linit)); 1259371c9d4SSatish Balay PetscCall(PetscPrintf(PETSC_COMM_WORLD, (ctx->monitor_short ? "%3" PetscInt_FMT " t=%10.1e dt=%10.1e f=%10.1e df=%10.1e it=(%2" PetscInt_FMT ",%3" PetscInt_FMT ")\n" : "%3" PetscInt_FMT " t=%10.4e dt=%10.4e f=%10.4e df=%10.4e it=(%2" PetscInt_FMT ",%3" PetscInt_FMT ")\n"), step, (double)t, (double)dt, (double)PetscRealPart(f), (double)gnorm, snesit, linit)); 126c4762a1bSJed Brown PetscFunctionReturn(0); 127c4762a1bSJed Brown } 128c4762a1bSJed Brown 129c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 130c4762a1bSJed Brown /* 131c4762a1bSJed Brown FormIFunction - Evaluates nonlinear function, F(X,Xdot) = Xdot + grad(objective(X)) 132c4762a1bSJed Brown 133c4762a1bSJed Brown Input Parameters: 134c4762a1bSJed Brown + ts - the TS context 135c4762a1bSJed Brown . t - time 136c4762a1bSJed Brown . X - input vector 137c4762a1bSJed Brown . Xdot - time derivative 138c4762a1bSJed Brown - ctx - optional user-defined context 139c4762a1bSJed Brown 140c4762a1bSJed Brown Output Parameter: 141c4762a1bSJed Brown . F - function vector 142c4762a1bSJed Brown */ 1439371c9d4SSatish Balay static PetscErrorCode FormIFunction(TS ts, PetscReal t, Vec X, Vec Xdot, Vec F, void *ictx) { 144c4762a1bSJed Brown const PetscScalar *x; 145c4762a1bSJed Brown PetscScalar *f; 146c4762a1bSJed Brown PetscInt i; 147c4762a1bSJed Brown Ctx *ctx = (Ctx *)ictx; 148c4762a1bSJed Brown 149c4762a1bSJed Brown PetscFunctionBeginUser; 150c4762a1bSJed Brown /* 151c4762a1bSJed Brown Get pointers to vector data. 152c4762a1bSJed Brown - For default PETSc vectors, VecGetArray() returns a pointer to 153c4762a1bSJed Brown the data array. Otherwise, the routine is implementation dependent. 154c4762a1bSJed Brown - You MUST call VecRestoreArray() when you no longer need access to 155c4762a1bSJed Brown the array. 156c4762a1bSJed Brown */ 1579566063dSJacob Faibussowitsch PetscCall(VecGetArrayRead(X, &x)); 1589566063dSJacob Faibussowitsch PetscCall(VecZeroEntries(F)); 1599566063dSJacob Faibussowitsch PetscCall(VecGetArray(F, &f)); 160c4762a1bSJed Brown 161c4762a1bSJed Brown /* Compute gradient of objective */ 162c4762a1bSJed Brown for (i = 0; i < ctx->n - 1; i++) { 163c4762a1bSJed Brown PetscScalar a, a0, a1; 164c4762a1bSJed Brown a = x[i + 1] - PetscSqr(x[i]); 165c4762a1bSJed Brown a0 = -2. * x[i]; 166c4762a1bSJed Brown a1 = 1.; 167c4762a1bSJed Brown f[i] += -2. * (1. - x[i]) + 200. * a * a0; 168c4762a1bSJed Brown f[i + 1] += 200. * a * a1; 169c4762a1bSJed Brown } 170c4762a1bSJed Brown /* Restore vectors */ 1719566063dSJacob Faibussowitsch PetscCall(VecRestoreArrayRead(X, &x)); 1729566063dSJacob Faibussowitsch PetscCall(VecRestoreArray(F, &f)); 1739566063dSJacob Faibussowitsch PetscCall(VecAXPY(F, 1.0, Xdot)); 174c4762a1bSJed Brown PetscFunctionReturn(0); 175c4762a1bSJed Brown } 176c4762a1bSJed Brown /* ------------------------------------------------------------------- */ 177c4762a1bSJed Brown /* 178c4762a1bSJed Brown FormIJacobian - Evaluates Jacobian matrix. 179c4762a1bSJed Brown 180c4762a1bSJed Brown Input Parameters: 181c4762a1bSJed Brown + ts - the TS context 182c4762a1bSJed Brown . t - pseudo-time 183c4762a1bSJed Brown . X - input vector 184c4762a1bSJed Brown . Xdot - time derivative 185c4762a1bSJed Brown . shift - multiplier for mass matrix 186c4762a1bSJed Brown . dummy - user-defined context 187c4762a1bSJed Brown 188c4762a1bSJed Brown Output Parameters: 189c4762a1bSJed Brown . J - Jacobian matrix 190c4762a1bSJed Brown . B - optionally different preconditioning matrix 191c4762a1bSJed Brown . flag - flag indicating matrix structure 192c4762a1bSJed Brown */ 1939371c9d4SSatish Balay static PetscErrorCode FormIJacobian(TS ts, PetscReal t, Vec X, Vec Xdot, PetscReal shift, Mat J, Mat B, void *ictx) { 194c4762a1bSJed Brown const PetscScalar *x; 195c4762a1bSJed Brown PetscInt i; 196c4762a1bSJed Brown Ctx *ctx = (Ctx *)ictx; 197c4762a1bSJed Brown 198c4762a1bSJed Brown PetscFunctionBeginUser; 1999566063dSJacob Faibussowitsch PetscCall(MatZeroEntries(B)); 200c4762a1bSJed Brown /* 201c4762a1bSJed Brown Get pointer to vector data 202c4762a1bSJed Brown */ 2039566063dSJacob Faibussowitsch PetscCall(VecGetArrayRead(X, &x)); 204c4762a1bSJed Brown 205c4762a1bSJed Brown /* 206c4762a1bSJed Brown Compute Jacobian entries and insert into matrix. 207c4762a1bSJed Brown */ 208c4762a1bSJed Brown for (i = 0; i < ctx->n - 1; i++) { 209c4762a1bSJed Brown PetscInt rowcol[2]; 210c4762a1bSJed Brown PetscScalar v[2][2], a, a0, a1, a00, a01, a10, a11; 211c4762a1bSJed Brown rowcol[0] = i; 212c4762a1bSJed Brown rowcol[1] = i + 1; 213c4762a1bSJed Brown a = x[i + 1] - PetscSqr(x[i]); 214c4762a1bSJed Brown a0 = -2. * x[i]; 215c4762a1bSJed Brown a00 = -2.; 216c4762a1bSJed Brown a01 = 0.; 217c4762a1bSJed Brown a1 = 1.; 218c4762a1bSJed Brown a10 = 0.; 219c4762a1bSJed Brown a11 = 0.; 220c4762a1bSJed Brown v[0][0] = 2. + 200. * (a * a00 + a0 * a0); 221c4762a1bSJed Brown v[0][1] = 200. * (a * a01 + a1 * a0); 222c4762a1bSJed Brown v[1][0] = 200. * (a * a10 + a0 * a1); 223c4762a1bSJed Brown v[1][1] = 200. * (a * a11 + a1 * a1); 2249566063dSJacob Faibussowitsch PetscCall(MatSetValues(B, 2, rowcol, 2, rowcol, &v[0][0], ADD_VALUES)); 225c4762a1bSJed Brown } 226*48a46eb9SPierre Jolivet for (i = 0; i < ctx->n; i++) PetscCall(MatSetValue(B, i, i, (PetscScalar)shift, ADD_VALUES)); 227c4762a1bSJed Brown 2289566063dSJacob Faibussowitsch PetscCall(VecRestoreArrayRead(X, &x)); 229c4762a1bSJed Brown 230c4762a1bSJed Brown /* 231c4762a1bSJed Brown Assemble matrix 232c4762a1bSJed Brown */ 2339566063dSJacob Faibussowitsch PetscCall(MatAssemblyBegin(B, MAT_FINAL_ASSEMBLY)); 2349566063dSJacob Faibussowitsch PetscCall(MatAssemblyEnd(B, MAT_FINAL_ASSEMBLY)); 235c4762a1bSJed Brown if (J != B) { 2369566063dSJacob Faibussowitsch PetscCall(MatAssemblyBegin(J, MAT_FINAL_ASSEMBLY)); 2379566063dSJacob Faibussowitsch PetscCall(MatAssemblyEnd(J, MAT_FINAL_ASSEMBLY)); 238c4762a1bSJed Brown } 239c4762a1bSJed Brown PetscFunctionReturn(0); 240c4762a1bSJed Brown } 241c4762a1bSJed Brown 242c4762a1bSJed Brown /*TEST 243c4762a1bSJed Brown 244c4762a1bSJed Brown test: 245c4762a1bSJed Brown requires: !single 246c4762a1bSJed Brown 247c4762a1bSJed Brown test: 248c4762a1bSJed Brown args: -pc_type lu -ts_dt 1e-5 -ts_max_time 1e5 -n 50 -monitor_short -snes_max_it 5 -snes_type newtonls -ts_max_snes_failures -1 249c4762a1bSJed Brown requires: !single 250c4762a1bSJed Brown suffix: 2 251c4762a1bSJed Brown 252c4762a1bSJed Brown TEST*/ 253