Actual source code: fdiff.c
petsc-3.5.0 2014-06-30
1: #include <petsctao.h> /*I "petsctao.h" I*/
2: #include <petsc-private/taoimpl.h>
3: #include <petscsnes.h>
5: /*
6: For finited difference computations of the Hessian, we use PETSc's SNESComputeJacobianDefault
7: */
11: static PetscErrorCode Fsnes(SNES snes ,Vec X,Vec G,void*ctx)
12: {
14: Tao tao = (Tao)ctx;
18: ierr=TaoComputeGradient(tao,X,G);
19: return(0);
20: }
24: /*@C
25: TaoDefaultComputeGradient - computes the gradient using finite differences.
27: Collective on Tao
29: Input Parameters:
30: + tao - the Tao context
31: . X - compute gradient at this point
32: - dummy - not used
34: Output Parameters:
35: . G - Gradient Vector
37: Options Database Key:
38: + -tao_fd_gradient - Activates TaoDefaultComputeGradient()
39: - -tao_fd_delta <delta> - change in x used to calculate finite differences
41: Level: advanced
43: Note:
44: This routine is slow and expensive, and is not currently optimized
45: to take advantage of sparsity in the problem. Although
46: TaoAppDefaultComputeGradient is not recommended for general use
47: in large-scale applications, It can be useful in checking the
48: correctness of a user-provided gradient. Use the tao method TAOTEST
49: to get an indication of whether your gradient is correct.
52: Note:
53: This finite difference gradient evaluation can be set using the routine TaoSetGradientRoutine() or by using the command line option -tao_fd_gradient
55: .seealso: TaoSetGradientRoutine()
57: @*/
58: PetscErrorCode TaoDefaultComputeGradient(Tao tao,Vec X,Vec G,void *dummy)
59: {
60: PetscReal *g;
61: PetscReal f, f2;
63: PetscInt low,high,N,i;
64: PetscBool flg;
65: PetscReal h=PETSC_SQRT_MACHINE_EPSILON;
68: TaoComputeObjective(tao, X,&f);
69: PetscOptionsGetReal(NULL,"-tao_fd_delta",&h,&flg);
70: VecGetSize(X,&N);
71: VecGetOwnershipRange(X,&low,&high);
72: VecGetArray(G,&g);
73: for (i=0;i<N;i++) {
74: if (i>=low && i<high) {
75: PetscScalar *xx;
76: VecGetArray(X,&xx);
77: xx[i-low] += h;
78: VecRestoreArray(X,&xx);
79: }
81: TaoComputeObjective(tao,X,&f2);
83: if (i>=low && i<high) {
84: PetscScalar *xx;
85: VecGetArray(X,&xx);
86: xx[i-low] -= h;
87: VecRestoreArray(X,&xx);
88: }
89: if (i>=low && i<high) {
90: g[i-low]=(f2-f)/h;
91: }
92: }
93: VecRestoreArray(G,&g);
94: return(0);
95: }
99: /*@C
100: TaoDefaultComputeHessian - Computes the Hessian using finite differences.
102: Collective on Tao
104: Input Parameters:
105: + tao - the Tao context
106: . V - compute Hessian at this point
107: - dummy - not used
109: Output Parameters:
110: + H - Hessian matrix (not altered in this routine)
111: . B - newly computed Hessian matrix to use with preconditioner (generally the same as H)
112: - flag - flag indicating whether the matrix sparsity structure has changed
114: Options Database Key:
115: + -tao_fd - Activates TaoDefaultComputeHessian()
116: - -tao_view_hessian - view the hessian after each evaluation using PETSC_VIEWER_STDOUT_WORLD
118: Level: advanced
120: Notes:
121: This routine is slow and expensive, and is not currently optimized
122: to take advantage of sparsity in the problem. Although
123: TaoDefaultComputeHessian() is not recommended for general use
124: in large-scale applications, It can be useful in checking the
125: correctness of a user-provided Hessian.
129: .seealso: TaoSetHessianRoutine(), TaoDefaultComputeHessianColor(), SNESComputeJacobianDefault(), TaoSetGradientRoutine(), TaoDefaultComputeGradient()
131: @*/
132: PetscErrorCode TaoDefaultComputeHessian(Tao tao,Vec V,Mat H,Mat B,void *dummy)
133: {
134: PetscErrorCode ierr;
135: MPI_Comm comm;
136: Vec G;
137: SNES snes;
141: VecDuplicate(V,&G);
143: PetscInfo(tao,"TAO Using finite differences w/o coloring to compute Hessian matrix\n");
145: TaoComputeGradient(tao,V,G);
147: PetscObjectGetComm((PetscObject)H,&comm);
148: SNESCreate(comm,&snes);
150: SNESSetFunction(snes,G,Fsnes,tao);
151: SNESComputeJacobianDefault(snes,V,H,B,tao);
152: SNESDestroy(&snes);
153: VecDestroy(&G);
154: return(0);
155: }
159: /*@C
160: TaoDefaultComputeHessianColor - Computes the Hessian using colored finite differences.
162: Collective on Tao
164: Input Parameters:
165: + tao - the Tao context
166: . V - compute Hessian at this point
167: - ctx - the PetscColoring object (must be of type MatFDColoring)
169: Output Parameters:
170: + H - Hessian matrix (not altered in this routine)
171: . B - newly computed Hessian matrix to use with preconditioner (generally the same as H)
172: - flag - flag indicating whether the matrix sparsity structure has changed
174: Level: advanced
177: .seealso: TaoSetHessianRoutine(), TaoDefaultComputeHessian(),SNESComputeJacobianDefaultColor(), TaoSetGradientRoutine()
179: @*/
180: PetscErrorCode TaoDefaultComputeHessianColor(Tao tao, Vec V, Mat H,Mat B,void *ctx)
181: {
182: PetscErrorCode ierr;
183: MatFDColoring coloring = (MatFDColoring)ctx;
187: ierr=PetscInfo(tao,"TAO computing matrix using finite differences Hessian and coloring\n");
188: MatFDColoringApply(B,coloring,V,ctx);
189: if (H != B) {
190: MatAssemblyBegin(H, MAT_FINAL_ASSEMBLY);
191: MatAssemblyEnd(H, MAT_FINAL_ASSEMBLY);
192: }
193: return(0);
194: }