xref: /petsc/src/ts/tutorials/ex24.c (revision 6a98f8dc3f2c9149905a87dc2e9d0fedaf64e09a)
1 static char help[] = "Pseudotransient continuation to solve a many-variable system that comes from the 2 variable Rosenbrock function + trivial.\n\n";
2 
3 #include <petscts.h>
4 
5 static PetscErrorCode FormIJacobian(TS,PetscReal,Vec,Vec,PetscReal,Mat,Mat,void*);
6 static PetscErrorCode FormIFunction(TS,PetscReal,Vec,Vec,Vec,void*);
7 static PetscErrorCode MonitorObjective(TS,PetscInt,PetscReal,Vec,void*);
8 
9 typedef struct {
10   PetscInt  n;
11   PetscBool monitor_short;
12 } Ctx;
13 
14 int main(int argc,char **argv)
15 {
16   TS             ts;            /* time integration context */
17   Vec            X;             /* solution, residual vectors */
18   Mat            J;             /* Jacobian matrix */
19   PetscErrorCode ierr;
20   PetscScalar    *x;
21   PetscReal      ftime;
22   PetscInt       i,steps,nits,lits;
23   PetscBool      view_final;
24   Ctx            ctx;
25 
26   ierr = PetscInitialize(&argc,&argv,(char*)0,help);if (ierr) return ierr;
27   ctx.n = 3;
28   ierr  = PetscOptionsGetInt(NULL,NULL,"-n",&ctx.n,NULL);CHKERRQ(ierr);
29   if (ctx.n < 2) SETERRQ(PETSC_COMM_WORLD,PETSC_ERR_ARG_OUTOFRANGE,"The dimension specified with -n must be at least 2");
30 
31   view_final = PETSC_FALSE;
32   ierr = PetscOptionsGetBool(NULL,NULL,"-view_final",&view_final,NULL);CHKERRQ(ierr);
33 
34   ctx.monitor_short = PETSC_FALSE;
35   ierr = PetscOptionsGetBool(NULL,NULL,"-monitor_short",&ctx.monitor_short,NULL);CHKERRQ(ierr);
36 
37   /*
38      Create Jacobian matrix data structure and state vector
39   */
40   ierr = MatCreate(PETSC_COMM_WORLD,&J);CHKERRQ(ierr);
41   ierr = MatSetSizes(J,PETSC_DECIDE,PETSC_DECIDE,ctx.n,ctx.n);CHKERRQ(ierr);
42   ierr = MatSetFromOptions(J);CHKERRQ(ierr);
43   ierr = MatSetUp(J);CHKERRQ(ierr);
44   ierr = MatCreateVecs(J,&X,NULL);CHKERRQ(ierr);
45 
46   /* Create time integration context */
47   ierr = TSCreate(PETSC_COMM_WORLD,&ts);CHKERRQ(ierr);
48   ierr = TSSetType(ts,TSPSEUDO);CHKERRQ(ierr);
49   ierr = TSSetIFunction(ts,NULL,FormIFunction,&ctx);CHKERRQ(ierr);
50   ierr = TSSetIJacobian(ts,J,J,FormIJacobian,&ctx);CHKERRQ(ierr);
51   ierr = TSSetMaxSteps(ts,1000);CHKERRQ(ierr);
52   ierr = TSSetExactFinalTime(ts,TS_EXACTFINALTIME_STEPOVER);CHKERRQ(ierr);
53   ierr = TSSetTimeStep(ts,1e-3);CHKERRQ(ierr);
54   ierr = TSMonitorSet(ts,MonitorObjective,&ctx,NULL);CHKERRQ(ierr);
55 
56   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
57      Customize time integrator; set runtime options
58    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
59   ierr = TSSetFromOptions(ts);CHKERRQ(ierr);
60 
61   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
62      Evaluate initial guess; then solve nonlinear system
63    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
64   ierr = VecSet(X,0.0);CHKERRQ(ierr);
65   ierr = VecGetArray(X,&x);CHKERRQ(ierr);
66 #if 1
67   x[0] = 5.;
68   x[1] = -5.;
69   for (i=2; i<ctx.n; i++) x[i] = 5.;
70 #else
71   x[0] = 1.0;
72   x[1] = 15.0;
73   for (i=2; i<ctx.n; i++) x[i] = 10.0;
74 #endif
75   ierr = VecRestoreArray(X,&x);CHKERRQ(ierr);
76 
77   ierr = TSSolve(ts,X);CHKERRQ(ierr);
78   ierr = TSGetSolveTime(ts,&ftime);CHKERRQ(ierr);
79   ierr = TSGetStepNumber(ts,&steps);CHKERRQ(ierr);
80   ierr = TSGetSNESIterations(ts,&nits);CHKERRQ(ierr);
81   ierr = TSGetKSPIterations(ts,&lits);CHKERRQ(ierr);
82   ierr = PetscPrintf(PETSC_COMM_WORLD,"Time integrator took (%D,%D,%D) iterations to reach final time %g\n",steps,nits,lits,(double)ftime);CHKERRQ(ierr);
83   if (view_final) {
84     ierr = VecView(X,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
85   }
86 
87   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
88      Free work space.  All PETSc objects should be destroyed when they
89      are no longer needed.
90    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
91 
92   ierr = VecDestroy(&X);CHKERRQ(ierr);
93   ierr = MatDestroy(&J);CHKERRQ(ierr);
94   ierr = TSDestroy(&ts);CHKERRQ(ierr);
95   ierr = PetscFinalize();
96   return ierr;
97 }
98 
99 static PetscErrorCode MonitorObjective(TS ts,PetscInt step,PetscReal t,Vec X,void *ictx)
100 {
101   Ctx               *ctx = (Ctx*)ictx;
102   PetscErrorCode    ierr;
103   const PetscScalar *x;
104   PetscScalar       f;
105   PetscReal         dt,gnorm;
106   PetscInt          i,snesit,linit;
107   SNES              snes;
108   Vec               Xdot,F;
109 
110   PetscFunctionBeginUser;
111   /* Compute objective functional */
112   ierr = VecGetArrayRead(X,&x);CHKERRQ(ierr);
113   f    = 0;
114   for (i=0; i<ctx->n-1; i++) f += PetscSqr(1. - x[i]) + 100. * PetscSqr(x[i+1] - PetscSqr(x[i]));
115   ierr = VecRestoreArrayRead(X,&x);CHKERRQ(ierr);
116 
117   /* Compute norm of gradient */
118   ierr = VecDuplicate(X,&Xdot);CHKERRQ(ierr);
119   ierr = VecDuplicate(X,&F);CHKERRQ(ierr);
120   ierr = VecZeroEntries(Xdot);CHKERRQ(ierr);
121   ierr = FormIFunction(ts,t,X,Xdot,F,ictx);CHKERRQ(ierr);
122   ierr = VecNorm(F,NORM_2,&gnorm);CHKERRQ(ierr);
123   ierr = VecDestroy(&Xdot);CHKERRQ(ierr);
124   ierr = VecDestroy(&F);CHKERRQ(ierr);
125 
126   ierr = TSGetTimeStep(ts,&dt);CHKERRQ(ierr);
127   ierr = TSGetSNES(ts,&snes);CHKERRQ(ierr);
128   ierr = SNESGetIterationNumber(snes,&snesit);CHKERRQ(ierr);
129   ierr = SNESGetLinearSolveIterations(snes,&linit);CHKERRQ(ierr);
130   ierr = PetscPrintf(PETSC_COMM_WORLD,
131                      (ctx->monitor_short
132                       ? "%3D t=%10.1e  dt=%10.1e  f=%10.1e  df=%10.1e  it=(%2D,%3D)\n"
133                       : "%3D t=%10.4e  dt=%10.4e  f=%10.4e  df=%10.4e  it=(%2D,%3D)\n"),
134                      step,(double)t,(double)dt,(double)PetscRealPart(f),(double)gnorm,snesit,linit);CHKERRQ(ierr);
135   PetscFunctionReturn(0);
136 }
137 
138 
139 /* ------------------------------------------------------------------- */
140 /*
141    FormIFunction - Evaluates nonlinear function, F(X,Xdot) = Xdot + grad(objective(X))
142 
143    Input Parameters:
144 +  ts   - the TS context
145 .  t - time
146 .  X    - input vector
147 .  Xdot - time derivative
148 -  ctx  - optional user-defined context
149 
150    Output Parameter:
151 .  F - function vector
152  */
153 static PetscErrorCode FormIFunction(TS ts,PetscReal t,Vec X,Vec Xdot,Vec F,void *ictx)
154 {
155   PetscErrorCode    ierr;
156   const PetscScalar *x;
157   PetscScalar       *f;
158   PetscInt          i;
159   Ctx               *ctx = (Ctx*)ictx;
160 
161   PetscFunctionBeginUser;
162   /*
163     Get pointers to vector data.
164     - For default PETSc vectors, VecGetArray() returns a pointer to
165     the data array.  Otherwise, the routine is implementation dependent.
166     - You MUST call VecRestoreArray() when you no longer need access to
167     the array.
168   */
169   ierr = VecGetArrayRead(X,&x);CHKERRQ(ierr);
170   ierr = VecZeroEntries(F);CHKERRQ(ierr);
171   ierr = VecGetArray(F,&f);CHKERRQ(ierr);
172 
173   /* Compute gradient of objective */
174   for (i=0; i<ctx->n-1; i++) {
175     PetscScalar a,a0,a1;
176     a       = x[i+1] - PetscSqr(x[i]);
177     a0      = -2.*x[i];
178     a1      = 1.;
179     f[i]   += -2.*(1. - x[i]) + 200.*a*a0;
180     f[i+1] += 200.*a*a1;
181   }
182   /* Restore vectors */
183   ierr = VecRestoreArrayRead(X,&x);CHKERRQ(ierr);
184   ierr = VecRestoreArray(F,&f);CHKERRQ(ierr);
185   ierr = VecAXPY(F,1.0,Xdot);CHKERRQ(ierr);
186   PetscFunctionReturn(0);
187 }
188 /* ------------------------------------------------------------------- */
189 /*
190    FormIJacobian - Evaluates Jacobian matrix.
191 
192    Input Parameters:
193 +  ts - the TS context
194 .  t - pseudo-time
195 .  X - input vector
196 .  Xdot - time derivative
197 .  shift - multiplier for mass matrix
198 .  dummy - user-defined context
199 
200    Output Parameters:
201 .  J - Jacobian matrix
202 .  B - optionally different preconditioning matrix
203 .  flag - flag indicating matrix structure
204 */
205 static PetscErrorCode FormIJacobian(TS ts,PetscReal t,Vec X,Vec Xdot,PetscReal shift,Mat J,Mat B,void *ictx)
206 {
207   const PetscScalar *x;
208   PetscErrorCode    ierr;
209   PetscInt          i;
210   Ctx               *ctx = (Ctx*)ictx;
211 
212   PetscFunctionBeginUser;
213   ierr = MatZeroEntries(B);CHKERRQ(ierr);
214   /*
215      Get pointer to vector data
216   */
217   ierr = VecGetArrayRead(X,&x);CHKERRQ(ierr);
218 
219   /*
220      Compute Jacobian entries and insert into matrix.
221   */
222   for (i=0; i<ctx->n-1; i++) {
223     PetscInt    rowcol[2];
224     PetscScalar v[2][2],a,a0,a1,a00,a01,a10,a11;
225     rowcol[0] = i;
226     rowcol[1] = i+1;
227     a         = x[i+1] - PetscSqr(x[i]);
228     a0        = -2.*x[i];
229     a00       = -2.;
230     a01       = 0.;
231     a1        = 1.;
232     a10       = 0.;
233     a11       = 0.;
234     v[0][0]   = 2. + 200.*(a*a00 + a0*a0);
235     v[0][1]   = 200.*(a*a01 + a1*a0);
236     v[1][0]   = 200.*(a*a10 + a0*a1);
237     v[1][1]   = 200.*(a*a11 + a1*a1);
238     ierr      = MatSetValues(B,2,rowcol,2,rowcol,&v[0][0],ADD_VALUES);CHKERRQ(ierr);
239   }
240   for (i=0; i<ctx->n; i++) {
241     ierr = MatSetValue(B,i,i,(PetscScalar)shift,ADD_VALUES);CHKERRQ(ierr);
242   }
243 
244   ierr = VecRestoreArrayRead(X,&x);CHKERRQ(ierr);
245 
246   /*
247      Assemble matrix
248   */
249   ierr = MatAssemblyBegin(B,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
250   ierr = MatAssemblyEnd(B,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
251   if (J != B) {
252     ierr = MatAssemblyBegin(J,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
253     ierr = MatAssemblyEnd(J,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
254   }
255   PetscFunctionReturn(0);
256 }
257 
258 /*TEST
259 
260     test:
261       requires: !single
262 
263     test:
264       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
265       requires: !single
266       suffix: 2
267 
268 TEST*/
269