Actual source code: fdmatrix.c
petsc-3.7.1 2016-05-15
Report Typos and Errors

      2: /*
      3:    This is where the abstract matrix operations are defined that are
      4:   used for finite difference computations of Jacobians using coloring.
      5: */

      7: #include <petsc/private/matimpl.h>        /*I "petscmat.h" I*/
      8: #include <petsc/private/isimpl.h>

     12: PetscErrorCode  MatFDColoringSetF(MatFDColoring fd,Vec F)
     13: {

     17:   if (F) {
     18:     VecCopy(F,fd->w1);
     19:     fd->fset = PETSC_TRUE;
     20:   } else {
     21:     fd->fset = PETSC_FALSE;
     22:   }
     23:   return(0);
     24: }

     26: #include <petscdraw.h>
     29: static PetscErrorCode MatFDColoringView_Draw_Zoom(PetscDraw draw,void *Aa)
     30: {
     31:   MatFDColoring  fd = (MatFDColoring)Aa;
     33:   PetscInt       i,j,nz,row;
     34:   PetscReal      x,y;
     35:   MatEntry       *Jentry=fd->matentry;

     38:   /* loop over colors  */
     39:   nz = 0;
     40:   for (i=0; i<fd->ncolors; i++) {
     41:     for (j=0; j<fd->nrows[i]; j++) {
     42:       row = Jentry[nz].row;
     43:       y   = fd->M - row - fd->rstart;
     44:       x   = (PetscReal)Jentry[nz++].col;
     45:       PetscDrawRectangle(draw,x,y,x+1,y+1,i+1,i+1,i+1,i+1);
     46:     }
     47:   }
     48:   return(0);
     49: }

     53: static PetscErrorCode MatFDColoringView_Draw(MatFDColoring fd,PetscViewer viewer)
     54: {
     56:   PetscBool      isnull;
     57:   PetscDraw      draw;
     58:   PetscReal      xr,yr,xl,yl,h,w;

     61:   PetscViewerDrawGetDraw(viewer,0,&draw);
     62:   PetscDrawIsNull(draw,&isnull);
     63:   if (isnull) return(0);

     65:   xr   = fd->N; yr  = fd->M; h = yr/10.0; w = xr/10.0;
     66:   xr  += w;     yr += h;    xl = -w;     yl = -h;
     67:   PetscDrawSetCoordinates(draw,xl,yl,xr,yr);
     68:   PetscObjectCompose((PetscObject)fd,"Zoomviewer",(PetscObject)viewer);
     69:   PetscDrawZoom(draw,MatFDColoringView_Draw_Zoom,fd);
     70:   PetscObjectCompose((PetscObject)fd,"Zoomviewer",NULL);
     71:   PetscDrawSave(draw);
     72:   return(0);
     73: }

     77: /*@C
     78:    MatFDColoringView - Views a finite difference coloring context.

     80:    Collective on MatFDColoring

     82:    Input  Parameters:
     83: +  c - the coloring context
     84: -  viewer - visualization context

     86:    Level: intermediate

     88:    Notes:
     89:    The available visualization contexts include
     90: +     PETSC_VIEWER_STDOUT_SELF - standard output (default)
     91: .     PETSC_VIEWER_STDOUT_WORLD - synchronized standard
     92:         output where only the first processor opens
     93:         the file.  All other processors send their
     94:         data to the first processor to print.
     95: -     PETSC_VIEWER_DRAW_WORLD - graphical display of nonzero structure

     97:    Notes:
     98:      Since PETSc uses only a small number of basic colors (currently 33), if the coloring
     99:    involves more than 33 then some seemingly identical colors are displayed making it look
    100:    like an illegal coloring. This is just a graphical artifact.

    102: .seealso: MatFDColoringCreate()

    104: .keywords: Mat, finite differences, coloring, view
    105: @*/
    106: PetscErrorCode  MatFDColoringView(MatFDColoring c,PetscViewer viewer)
    107: {
    108:   PetscErrorCode    ierr;
    109:   PetscInt          i,j;
    110:   PetscBool         isdraw,iascii;
    111:   PetscViewerFormat format;

    115:   if (!viewer) {
    116:     PetscViewerASCIIGetStdout(PetscObjectComm((PetscObject)c),&viewer);
    117:   }

    121:   PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERDRAW,&isdraw);
    122:   PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);
    123:   if (isdraw) {
    124:     MatFDColoringView_Draw(c,viewer);
    125:   } else if (iascii) {
    126:     PetscObjectPrintClassNamePrefixType((PetscObject)c,viewer);
    127:     PetscViewerASCIIPrintf(viewer,"  Error tolerance=%g\n",(double)c->error_rel);
    128:     PetscViewerASCIIPrintf(viewer,"  Umin=%g\n",(double)c->umin);
    129:     PetscViewerASCIIPrintf(viewer,"  Number of colors=%D\n",c->ncolors);

    131:     PetscViewerGetFormat(viewer,&format);
    132:     if (format != PETSC_VIEWER_ASCII_INFO) {
    133:       PetscInt row,col,nz;
    134:       nz = 0;
    135:       for (i=0; i<c->ncolors; i++) {
    136:         PetscViewerASCIIPrintf(viewer,"  Information for color %D\n",i);
    137:         PetscViewerASCIIPrintf(viewer,"    Number of columns %D\n",c->ncolumns[i]);
    138:         for (j=0; j<c->ncolumns[i]; j++) {
    139:           PetscViewerASCIIPrintf(viewer,"      %D\n",c->columns[i][j]);
    140:         }
    141:         PetscViewerASCIIPrintf(viewer,"    Number of rows %D\n",c->nrows[i]);
    142:         for (j=0; j<c->nrows[i]; j++) {
    143:           row  = c->matentry[nz].row;
    144:           col  = c->matentry[nz++].col;
    145:           PetscViewerASCIIPrintf(viewer,"      %D %D \n",row,col);
    146:         }
    147:       }
    148:     }
    149:     PetscViewerFlush(viewer);
    150:   }
    151:   return(0);
    152: }

    156: /*@
    157:    MatFDColoringSetParameters - Sets the parameters for the sparse approximation of
    158:    a Jacobian matrix using finite differences.

    160:    Logically Collective on MatFDColoring

    162:    The Jacobian is estimated with the differencing approximation
    163: .vb
    164:        F'(u)_{:,i} = [F(u+h*dx_{i}) - F(u)]/h where
    165:        h = error_rel*u[i]                 if  abs(u[i]) > umin
    166:          = +/- error_rel*umin             otherwise, with +/- determined by the sign of u[i]
    167:        dx_{i} = (0, ... 1, .... 0)
    168: .ve

    170:    Input Parameters:
    171: +  coloring - the coloring context
    172: .  error_rel - relative error
    173: -  umin - minimum allowable u-value magnitude

    175:    Level: advanced

    177: .keywords: Mat, finite differences, coloring, set, parameters

    179: .seealso: MatFDColoringCreate(), MatFDColoringSetFromOptions()

    181: @*/
    182: PetscErrorCode MatFDColoringSetParameters(MatFDColoring matfd,PetscReal error,PetscReal umin)
    183: {
    188:   if (error != PETSC_DEFAULT) matfd->error_rel = error;
    189:   if (umin != PETSC_DEFAULT)  matfd->umin      = umin;
    190:   return(0);
    191: }

    195: /*@
    196:    MatFDColoringSetBlockSize - Sets block size for efficient inserting entries of Jacobian matrix.

    198:    Logically Collective on MatFDColoring

    200:    Input Parameters:
    201: +  coloring - the coloring context
    202: .  brows - number of rows in the block
    203: -  bcols - number of columns in the block

    205:    Level: intermediate

    207: .keywords: Mat, coloring

    209: .seealso: MatFDColoringCreate(), MatFDColoringSetFromOptions()

    211: @*/
    212: PetscErrorCode MatFDColoringSetBlockSize(MatFDColoring matfd,PetscInt brows,PetscInt bcols)
    213: {
    218:   if (brows != PETSC_DEFAULT) matfd->brows = brows;
    219:   if (bcols != PETSC_DEFAULT) matfd->bcols = bcols;
    220:   return(0);
    221: }

    225: /*@
    226:    MatFDColoringSetUp - Sets up the internal data structures of matrix coloring context for the later use.

    228:    Collective on Mat

    230:    Input Parameters:
    231: +  mat - the matrix containing the nonzero structure of the Jacobian
    232: .  iscoloring - the coloring of the matrix; usually obtained with MatGetColoring() or DMCreateColoring()
    233: -  color - the matrix coloring context

    235:    Level: beginner

    237: .keywords: MatFDColoring, setup

    239: .seealso: MatFDColoringCreate(), MatFDColoringDestroy()
    240: @*/
    241: PetscErrorCode MatFDColoringSetUp(Mat mat,ISColoring iscoloring,MatFDColoring color)
    242: {

    248:   if (color->setupcalled) return(0);

    250:   PetscLogEventBegin(MAT_FDColoringSetUp,mat,0,0,0);
    251:   if (mat->ops->fdcoloringsetup) {
    252:     (*mat->ops->fdcoloringsetup)(mat,iscoloring,color);
    253:   } else SETERRQ1(PetscObjectComm((PetscObject)mat),PETSC_ERR_SUP,"Code not yet written for matrix type %s",((PetscObject)mat)->type_name);

    255:   color->setupcalled = PETSC_TRUE;
    256:    PetscLogEventEnd(MAT_FDColoringSetUp,mat,0,0,0);
    257:   return(0);
    258: }

    262: /*@C
    263:    MatFDColoringGetFunction - Gets the function to use for computing the Jacobian.

    265:    Not Collective

    267:    Input Parameters:
    268: .  coloring - the coloring context

    270:    Output Parameters:
    271: +  f - the function
    272: -  fctx - the optional user-defined function context

    274:    Level: intermediate

    276: .keywords: Mat, Jacobian, finite differences, set, function

    278: .seealso: MatFDColoringCreate(), MatFDColoringSetFunction(), MatFDColoringSetFromOptions()

    280: @*/
    281: PetscErrorCode  MatFDColoringGetFunction(MatFDColoring matfd,PetscErrorCode (**f)(void),void **fctx)
    282: {
    285:   if (f) *f = matfd->f;
    286:   if (fctx) *fctx = matfd->fctx;
    287:   return(0);
    288: }

    292: /*@C
    293:    MatFDColoringSetFunction - Sets the function to use for computing the Jacobian.

    295:    Logically Collective on MatFDColoring

    297:    Input Parameters:
    298: +  coloring - the coloring context
    299: .  f - the function
    300: -  fctx - the optional user-defined function context

    302:    Calling sequence of (*f) function:
    303:     For SNES:    PetscErrorCode (*f)(SNES,Vec,Vec,void*)
    304:     If not using SNES: PetscErrorCode (*f)(void *dummy,Vec,Vec,void*) and dummy is ignored

    306:    Level: advanced

    308:    Notes: This function is usually used automatically by SNES (when one uses SNESSetJacobian() with the argument
    309:      SNESComputeJacobianDefaultColor()) and only needs to be used by someone computing a matrix via coloring directly by
    310:      calling MatFDColoringApply()

    312:    Fortran Notes:
    313:     In Fortran you must call MatFDColoringSetFunction() for a coloring object to
    314:   be used without SNES or within the SNES solvers.

    316: .keywords: Mat, Jacobian, finite differences, set, function

    318: .seealso: MatFDColoringCreate(), MatFDColoringGetFunction(), MatFDColoringSetFromOptions()

    320: @*/
    321: PetscErrorCode  MatFDColoringSetFunction(MatFDColoring matfd,PetscErrorCode (*f)(void),void *fctx)
    322: {
    325:   matfd->f    = f;
    326:   matfd->fctx = fctx;
    327:   return(0);
    328: }

    332: /*@
    333:    MatFDColoringSetFromOptions - Sets coloring finite difference parameters from
    334:    the options database.

    336:    Collective on MatFDColoring

    338:    The Jacobian, F'(u), is estimated with the differencing approximation
    339: .vb
    340:        F'(u)_{:,i} = [F(u+h*dx_{i}) - F(u)]/h where
    341:        h = error_rel*u[i]                 if  abs(u[i]) > umin
    342:          = +/- error_rel*umin             otherwise, with +/- determined by the sign of u[i]
    343:        dx_{i} = (0, ... 1, .... 0)
    344: .ve

    346:    Input Parameter:
    347: .  coloring - the coloring context

    349:    Options Database Keys:
    350: +  -mat_fd_coloring_err <err> - Sets <err> (square root of relative error in the function)
    351: .  -mat_fd_coloring_umin <umin> - Sets umin, the minimum allowable u-value magnitude
    352: .  -mat_fd_type - "wp" or "ds" (see MATMFFD_WP or MATMFFD_DS)
    353: .  -mat_fd_coloring_view - Activates basic viewing
    354: .  -mat_fd_coloring_view ::ascii_info - Activates viewing info
    355: -  -mat_fd_coloring_view draw - Activates drawing

    357:     Level: intermediate

    359: .keywords: Mat, finite differences, parameters

    361: .seealso: MatFDColoringCreate(), MatFDColoringView(), MatFDColoringSetParameters()

    363: @*/
    364: PetscErrorCode  MatFDColoringSetFromOptions(MatFDColoring matfd)
    365: {
    367:   PetscBool      flg;
    368:   char           value[3];

    373:   PetscObjectOptionsBegin((PetscObject)matfd);
    374:   PetscOptionsReal("-mat_fd_coloring_err","Square root of relative error in function","MatFDColoringSetParameters",matfd->error_rel,&matfd->error_rel,0);
    375:   PetscOptionsReal("-mat_fd_coloring_umin","Minimum allowable u magnitude","MatFDColoringSetParameters",matfd->umin,&matfd->umin,0);
    376:   PetscOptionsString("-mat_fd_type","Algorithm to compute h, wp or ds","MatFDColoringCreate",matfd->htype,value,3,&flg);
    377:   if (flg) {
    378:     if (value[0] == 'w' && value[1] == 'p') matfd->htype = "wp";
    379:     else if (value[0] == 'd' && value[1] == 's') matfd->htype = "ds";
    380:     else SETERRQ1(PETSC_COMM_SELF,PETSC_ERR_ARG_OUTOFRANGE,"Unknown finite differencing type %s",value);
    381:   }
    382:   PetscOptionsInt("-mat_fd_coloring_brows","Number of block rows","MatFDColoringSetBlockSize",matfd->brows,&matfd->brows,NULL);
    383:   PetscOptionsInt("-mat_fd_coloring_bcols","Number of block columns","MatFDColoringSetBlockSize",matfd->bcols,&matfd->bcols,&flg);
    384:   if (flg && matfd->bcols > matfd->ncolors) {
    385:     /* input bcols cannot be > matfd->ncolors, thus set it as ncolors */
    386:     matfd->bcols = matfd->ncolors;
    387:   }

    389:   /* process any options handlers added with PetscObjectAddOptionsHandler() */
    390:   PetscObjectProcessOptionsHandlers(PetscOptionsObject,(PetscObject)matfd);
    391:   PetscOptionsEnd();
    392:   return(0);
    393: }

    397: PetscErrorCode MatFDColoringViewFromOptions(MatFDColoring fd,const char prefix[],const char optionname[])
    398: {
    399:   PetscErrorCode    ierr;
    400:   PetscBool         flg;
    401:   PetscViewer       viewer;
    402:   PetscViewerFormat format;

    405:   if (prefix) {
    406:     PetscOptionsGetViewer(PetscObjectComm((PetscObject)fd),prefix,optionname,&viewer,&format,&flg);
    407:   } else {
    408:     PetscOptionsGetViewer(PetscObjectComm((PetscObject)fd),((PetscObject)fd)->prefix,optionname,&viewer,&format,&flg);
    409:   }
    410:   if (flg) {
    411:     PetscViewerPushFormat(viewer,format);
    412:     MatFDColoringView(fd,viewer);
    413:     PetscViewerPopFormat(viewer);
    414:     PetscViewerDestroy(&viewer);
    415:   }
    416:   return(0);
    417: }

    421: /*@
    422:    MatFDColoringCreate - Creates a matrix coloring context for finite difference
    423:    computation of Jacobians.

    425:    Collective on Mat

    427:    Input Parameters:
    428: +  mat - the matrix containing the nonzero structure of the Jacobian
    429: -  iscoloring - the coloring of the matrix; usually obtained with MatColoringCreate() or DMCreateColoring()

    431:     Output Parameter:
    432: .   color - the new coloring context

    434:     Level: intermediate

    436: .seealso: MatFDColoringDestroy(),SNESComputeJacobianDefaultColor(), ISColoringCreate(),
    437:           MatFDColoringSetFunction(), MatFDColoringSetFromOptions(), MatFDColoringApply(),
    438:           MatFDColoringView(), MatFDColoringSetParameters(), MatColoringCreate(), DMCreateColoring()
    439: @*/
    440: PetscErrorCode  MatFDColoringCreate(Mat mat,ISColoring iscoloring,MatFDColoring *color)
    441: {
    442:   MatFDColoring  c;
    443:   MPI_Comm       comm;
    445:   PetscInt       M,N;

    449:   if (!mat->assembled) SETERRQ(PetscObjectComm((PetscObject)mat),PETSC_ERR_ARG_WRONGSTATE,"Matrix must be assembled by calls to MatAssemblyBegin/End();");
    450:   PetscLogEventBegin(MAT_FDColoringCreate,mat,0,0,0);
    451:   MatGetSize(mat,&M,&N);
    452:   if (M != N) SETERRQ(PetscObjectComm((PetscObject)mat),PETSC_ERR_SUP,"Only for square matrices");
    453:   PetscObjectGetComm((PetscObject)mat,&comm);
    454:   PetscHeaderCreate(c,MAT_FDCOLORING_CLASSID,"MatFDColoring","Jacobian computation via finite differences with coloring","Mat",comm,MatFDColoringDestroy,MatFDColoringView);

    456:   c->ctype = iscoloring->ctype;

    458:   if (mat->ops->fdcoloringcreate) {
    459:     (*mat->ops->fdcoloringcreate)(mat,iscoloring,c);
    460:   } else SETERRQ1(PetscObjectComm((PetscObject)mat),PETSC_ERR_SUP,"Code not yet written for matrix type %s",((PetscObject)mat)->type_name);

    462:   MatCreateVecs(mat,NULL,&c->w1);
    463:   PetscLogObjectParent((PetscObject)c,(PetscObject)c->w1);
    464:   VecDuplicate(c->w1,&c->w2);
    465:   PetscLogObjectParent((PetscObject)c,(PetscObject)c->w2);

    467:   c->error_rel    = PETSC_SQRT_MACHINE_EPSILON;
    468:   c->umin         = 100.0*PETSC_SQRT_MACHINE_EPSILON;
    469:   c->currentcolor = -1;
    470:   c->htype        = "wp";
    471:   c->fset         = PETSC_FALSE;
    472:   c->setupcalled  = PETSC_FALSE;

    474:   *color = c;
    475:   PetscObjectCompose((PetscObject)mat,"SNESMatFDColoring",(PetscObject)c);
    476:   PetscLogEventEnd(MAT_FDColoringCreate,mat,0,0,0);
    477:   return(0);
    478: }

    482: /*@
    483:     MatFDColoringDestroy - Destroys a matrix coloring context that was created
    484:     via MatFDColoringCreate().

    486:     Collective on MatFDColoring

    488:     Input Parameter:
    489: .   c - coloring context

    491:     Level: intermediate

    493: .seealso: MatFDColoringCreate()
    494: @*/
    495: PetscErrorCode  MatFDColoringDestroy(MatFDColoring *c)
    496: {
    498:   PetscInt       i;
    499:   MatFDColoring  color = *c;

    502:   if (!*c) return(0);
    503:   if (--((PetscObject)color)->refct > 0) {*c = 0; return(0);}

    505:   for (i=0; i<color->ncolors; i++) {
    506:     PetscFree(color->columns[i]);
    507:   }
    508:   PetscFree(color->ncolumns);
    509:   PetscFree(color->columns);
    510:   PetscFree(color->nrows);
    511:   if (color->htype[0] == 'w') {
    512:     PetscFree(color->matentry2);
    513:   } else {
    514:     PetscFree(color->matentry);
    515:   }
    516:   PetscFree(color->dy);
    517:   if (color->vscale) {VecDestroy(&color->vscale);}
    518:   VecDestroy(&color->w1);
    519:   VecDestroy(&color->w2);
    520:   VecDestroy(&color->w3);
    521:   PetscHeaderDestroy(c);
    522:   return(0);
    523: }

    527: /*@C
    528:     MatFDColoringGetPerturbedColumns - Returns the indices of the columns that
    529:       that are currently being perturbed.

    531:     Not Collective

    533:     Input Parameters:
    534: .   coloring - coloring context created with MatFDColoringCreate()

    536:     Output Parameters:
    537: +   n - the number of local columns being perturbed
    538: -   cols - the column indices, in global numbering

    540:    Level: intermediate

    542: .seealso: MatFDColoringCreate(), MatFDColoringDestroy(), MatFDColoringView(), MatFDColoringApply()

    544: .keywords: coloring, Jacobian, finite differences
    545: @*/
    546: PetscErrorCode  MatFDColoringGetPerturbedColumns(MatFDColoring coloring,PetscInt *n,PetscInt *cols[])
    547: {
    549:   if (coloring->currentcolor >= 0) {
    550:     *n    = coloring->ncolumns[coloring->currentcolor];
    551:     *cols = coloring->columns[coloring->currentcolor];
    552:   } else {
    553:     *n = 0;
    554:   }
    555:   return(0);
    556: }

    560: /*@
    561:     MatFDColoringApply - Given a matrix for which a MatFDColoring context
    562:     has been created, computes the Jacobian for a function via finite differences.

    564:     Collective on MatFDColoring

    566:     Input Parameters:
    567: +   mat - location to store Jacobian
    568: .   coloring - coloring context created with MatFDColoringCreate()
    569: .   x1 - location at which Jacobian is to be computed
    570: -   sctx - context required by function, if this is being used with the SNES solver then it is SNES object, otherwise it is null

    572:     Options Database Keys:
    573: +    -mat_fd_type - "wp" or "ds"  (see MATMFFD_WP or MATMFFD_DS)
    574: .    -mat_fd_coloring_view - Activates basic viewing or coloring
    575: .    -mat_fd_coloring_view draw - Activates drawing of coloring
    576: -    -mat_fd_coloring_view ::ascii_info - Activates viewing of coloring info

    578:     Level: intermediate

    580: .seealso: MatFDColoringCreate(), MatFDColoringDestroy(), MatFDColoringView(), MatFDColoringSetFunction()

    582: .keywords: coloring, Jacobian, finite differences
    583: @*/
    584: PetscErrorCode  MatFDColoringApply(Mat J,MatFDColoring coloring,Vec x1,void *sctx)
    585: {
    587:   PetscBool      flg = PETSC_FALSE;

    593:   if (!coloring->f) SETERRQ(PetscObjectComm((PetscObject)J),PETSC_ERR_ARG_WRONGSTATE,"Must call MatFDColoringSetFunction()");
    594:   if (!J->ops->fdcoloringapply) SETERRQ1(PETSC_COMM_SELF,PETSC_ERR_SUP,"Not supported for this matrix type %s",((PetscObject)J)->type_name);
    595:   if (!coloring->setupcalled) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONGSTATE,"Must call MatFDColoringSetUp()");

    597:   MatSetUnfactored(J);
    598:   PetscOptionsGetBool(((PetscObject)coloring)->options,NULL,"-mat_fd_coloring_dont_rezero",&flg,NULL);
    599:   if (flg) {
    600:     PetscInfo(coloring,"Not calling MatZeroEntries()\n");
    601:   } else {
    602:     PetscBool assembled;
    603:     MatAssembled(J,&assembled);
    604:     if (assembled) {
    605:       MatZeroEntries(J);
    606:     }
    607:   }

    609:   PetscLogEventBegin(MAT_FDColoringApply,coloring,J,x1,0);
    610:   (*J->ops->fdcoloringapply)(J,coloring,x1,sctx);
    611:   PetscLogEventEnd(MAT_FDColoringApply,coloring,J,x1,0);
    612:   return(0);
    613: }