Actual source code: snesj.c
1: /*$Id: snesj.c,v 1.75 2001/09/11 18:06:40 bsmith Exp $*/
3: #include src/snes/snesimpl.h
5: /*@C
6: SNESDefaultComputeJacobian - Computes the Jacobian using finite differences.
8: Collective on SNES
10: Input Parameters:
11: + x1 - compute Jacobian at this point
12: - ctx - application's function context, as set with SNESSetFunction()
14: Output Parameters:
15: + J - Jacobian matrix (not altered in this routine)
16: . B - newly computed Jacobian matrix to use with preconditioner (generally the same as J)
17: - flag - flag indicating whether the matrix sparsity structure has changed
19: Options Database Key:
20: + -snes_fd - Activates SNESDefaultComputeJacobian()
21: - -snes_test_err - Square root of function error tolerance, default square root of machine
22: epsilon (1.e-8 in double, 3.e-4 in single)
24: Notes:
25: This routine is slow and expensive, and is not currently optimized
26: to take advantage of sparsity in the problem. Although
27: SNESDefaultComputeJacobian() is not recommended for general use
28: in large-scale applications, It can be useful in checking the
29: correctness of a user-provided Jacobian.
31: An alternative routine that uses coloring to explot matrix sparsity is
32: SNESDefaultComputeJacobianColor().
34: Level: intermediate
36: .keywords: SNES, finite differences, Jacobian
38: .seealso: SNESSetJacobian(), SNESDefaultComputeJacobianColor()
39: @*/
40: int SNESDefaultComputeJacobian(SNES snes,Vec x1,Mat *J,Mat *B,MatStructure *flag,void *ctx)
41: {
42: Vec j1a,j2a,x2;
43: int i,ierr,N,start,end,j;
44: PetscScalar dx,mone = -1.0,*y,scale,*xx,wscale;
45: PetscReal amax,epsilon = PETSC_SQRT_MACHINE_EPSILON;
46: PetscReal dx_min = 1.e-16,dx_par = 1.e-1;
47: MPI_Comm comm;
48: int (*eval_fct)(SNES,Vec,Vec)=0;
51: PetscOptionsGetReal(snes->prefix,"-snes_test_err",&epsilon,0);
52: eval_fct = SNESComputeFunction;
54: PetscObjectGetComm((PetscObject)x1,&comm);
55: MatZeroEntries(*B);
56: if (!snes->nvwork) {
57: VecDuplicateVecs(x1,3,&snes->vwork);
58: snes->nvwork = 3;
59: PetscLogObjectParents(snes,3,snes->vwork);
60: }
61: j1a = snes->vwork[0]; j2a = snes->vwork[1]; x2 = snes->vwork[2];
63: VecGetSize(x1,&N);
64: VecGetOwnershipRange(x1,&start,&end);
65: (*eval_fct)(snes,x1,j1a);
67: /* Compute Jacobian approximation, 1 column at a time.
68: x1 = current iterate, j1a = F(x1)
69: x2 = perturbed iterate, j2a = F(x2)
70: */
71: for (i=0; i<N; i++) {
72: VecCopy(x1,x2);
73: if (i>= start && i<end) {
74: VecGetArray(x1,&xx);
75: dx = xx[i-start];
76: VecRestoreArray(x1,&xx);
77: #if !defined(PETSC_USE_COMPLEX)
78: if (dx < dx_min && dx >= 0.0) dx = dx_par;
79: else if (dx < 0.0 && dx > -dx_min) dx = -dx_par;
80: #else
81: if (PetscAbsScalar(dx) < dx_min && PetscRealPart(dx) >= 0.0) dx = dx_par;
82: else if (PetscRealPart(dx) < 0.0 && PetscAbsScalar(dx) < dx_min) dx = -dx_par;
83: #endif
84: dx *= epsilon;
85: wscale = 1.0/dx;
86: VecSetValues(x2,1,&i,&dx,ADD_VALUES);
87: } else {
88: wscale = 0.0;
89: }
90: (*eval_fct)(snes,x2,j2a);
91: VecAXPY(&mone,j1a,j2a);
92: /* Communicate scale to all processors */
93: MPI_Allreduce(&wscale,&scale,1,MPIU_SCALAR,PetscSum_Op,comm);
94: VecScale(&scale,j2a);
95: VecNorm(j2a,NORM_INFINITY,&amax); amax *= 1.e-14;
96: VecGetArray(j2a,&y);
97: for (j=start; j<end; j++) {
98: if (PetscAbsScalar(y[j-start]) > amax) {
99: MatSetValues(*B,1,&j,1,&i,y+j-start,INSERT_VALUES);
100: }
101: }
102: VecRestoreArray(j2a,&y);
103: }
104: ierr = MatAssemblyBegin(*B,MAT_FINAL_ASSEMBLY);
105: ierr = MatAssemblyEnd(*B,MAT_FINAL_ASSEMBLY);
106: *flag = DIFFERENT_NONZERO_PATTERN;
107: return(0);
108: }