petsc-master 2019-07-21
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TSSetRHSHessianProduct

Sets the function that computes the vecotr-Hessian-vector product. The Hessian is the second-order derivative of G (RHSFunction) w.r.t. the state variable.

Synopsis

#include "petscts.h"
PetscErrorCode TSSetRHSHessianProduct(TS ts,Vec *rhshp1,PetscErrorCode (*rhshessianproductfunc1)(TS,PetscReal,Vec,Vec*,Vec,Vec*,void*),
Vec *rhshp2,PetscErrorCode (*rhshessianproductfunc2)(TS,PetscReal,Vec,Vec*,Vec,Vec*,void*),
Vec *rhshp3,PetscErrorCode (*rhshessianproductfunc3)(TS,PetscReal,Vec,Vec*,Vec,Vec*,void*),
Vec *rhshp4,PetscErrorCode (*rhshessianproductfunc4)(TS,PetscReal,Vec,Vec*,Vec,Vec*,void*),
void *ctx)

Logically Collective on TS

Calling sequence of ihessianproductfunc

rhshessianproductfunc (TS ts,PetscReal t,Vec U,Vec *Vl,Vec Vr,Vec *VHV,void *ctx);

 ts - TS context obtained from TSCreate() rhshp1 - an array of vectors storing the result of vector-Hessian-vector product for G_UU hessianproductfunc1 - vector-Hessian-vector product function for G_UU rhshp2 - an array of vectors storing the result of vector-Hessian-vector product for G_UP hessianproductfunc2 - vector-Hessian-vector product function for G_UP rhshp3 - an array of vectors storing the result of vector-Hessian-vector product for G_PU hessianproductfunc3 - vector-Hessian-vector product function for G_PU rhshp4 - an array of vectors storing the result of vector-Hessian-vector product for G_PP hessianproductfunc4 - vector-Hessian-vector product function for G_PP
 t - current timestep U - input vector (current ODE solution) Vl - an array of input vectors to be left-multiplied with the Hessian Vr - input vector to be right-multiplied with the Hessian VHV - an array of output vectors for vector-Hessian-vector product ctx - [optional] user-defined function context

Notes

The first Hessian function and the working array are required. As an example to implement the callback functions, the second callback function calculates the vector-Hessian-vector product $Vl_n^T*G_UP*Vr where the vector Vl_n (n-th element in the array Vl) and Vr are of size N and M respectively, and the Hessian G_UP is of size N x N x M. Each entry of G_UP corresponds to the derivative$ G_UP[i][j][k] = \frac{\partial^2 G[i]}{\partial U[j] \partial P[k]}. The result of the vector-Hessian-vector product for Vl_n needs to be stored in vector VHV_n with j-th entry being \$ VHV_n[j] = \sum_i \sum_k {Vl_n[i] * G_UP[i][j][k] * Vr[k]} If the cost function is a scalar, there will be only one vector in Vl and VHV.

intermediate

Location

src/ts/interface/sensitivity/tssen.c

Examples

src/ts/examples/tutorials/ex20opt_p.c.html
src/ts/examples/tutorials/ex20opt_ic.c.html

Index of all Sensitivity routines