Concrete implementation for creating an Epetra_RowMatrix Jacobian via finite differencing of the residual. More...

#include <NOX_Epetra_FiniteDifference.H>

Inheritance diagram for NOX::Epetra::FiniteDifference:

Collaboration diagram for NOX::Epetra::FiniteDifference:

Public Types
enum	DifferenceType { Forward , Backward , Centered }
	Define types for use of the perturbation parameter $\delta$ .

Public Member Functions
	FiniteDifference (Teuchos::ParameterList &printingParams, const Teuchos::RCP< NOX::Epetra::Interface::Required > &i, const NOX::Epetra::Vector &initialGuess, double beta=1.0e-6, double alpha=1.0e-4)
	Constructor with scalar beta.
	FiniteDifference (Teuchos::ParameterList &printingParams, const Teuchos::RCP< NOX::Epetra::Interface::Required > &i, const NOX::Epetra::Vector &initialGuess, const Teuchos::RCP< const Epetra_Vector > &beta, double alpha=1.0e-4)
	Constructor with vector beta.
	FiniteDifference (Teuchos::ParameterList &printingParams, const Teuchos::RCP< NOX::Epetra::Interface::Required > &i, const NOX::Epetra::Vector &initialGuess, const Teuchos::RCP< Epetra_CrsGraph > &g, double beta=1.0e-6, double alpha=1.0e-4)
	Constructor that takes a pre-constructed Epetra_CrsGraph so it does not have to determine the non-zero entries in the matrix.
	FiniteDifference (Teuchos::ParameterList &printingParams, const Teuchos::RCP< NOX::Epetra::Interface::Required > &i, const NOX::Epetra::Vector &initialGuess, const Teuchos::RCP< Epetra_CrsGraph > &g, const Teuchos::RCP< const Epetra_Vector > &beta, double alpha=1.0e-4)
	Constructor with output control that takes a pre-constructed Epetra_CrsGraph so it does not have to determine the non-zero entries in the matrix.
virtual	~FiniteDifference ()
	Pure virtual destructor.
virtual const char *	Label () const
	Returns a character std::string describing the name of the operator.
virtual int	SetUseTranspose (bool UseTranspose)
	If set true, the transpose of this operator will be applied.
virtual int	Apply (const Epetra_MultiVector &X, Epetra_MultiVector &Y) const
	Return the result on an Epetra_Operator applied to an Epetra_MultiVector X in Y.
virtual int	ApplyInverse (const Epetra_MultiVector &X, Epetra_MultiVector &Y) const
	Return the result on an Epetra_Operator inverse applied to an Epetra_MultiVector X in Y.
virtual bool	UseTranspose () const
	Returns the current use transpose setting.
virtual bool	HasNormInf () const
	Returns true if the this object can provide an approximate Inf-norm, false otherwise.
virtual const Epetra_Map &	OperatorDomainMap () const
	Returns the Epetra_BlockMap object associated with the domain of this matrix operator.
virtual const Epetra_Map &	OperatorRangeMap () const
	Returns the Epetra_BlockMap object associated with the range of this matrix operator.
virtual bool	Filled () const
	See Epetra_RowMatrix documentation.
virtual int	NumMyRowEntries (int MyRow, int &NumEntries) const
	See Epetra_RowMatrix documentation.
virtual int	MaxNumEntries () const
	See Epetra_RowMatrix documentation.
virtual int	ExtractMyRowCopy (int MyRow, int Length, int &NumEntries, double Values, int Indices) const
	See Epetra_RowMatrix documentation.
virtual int	ExtractDiagonalCopy (Epetra_Vector &Diagonal) const
	See Epetra_RowMatrix documentation.
virtual int	Multiply (bool TransA, const Epetra_MultiVector &X, Epetra_MultiVector &Y) const
	See Epetra_RowMatrix documentation.
virtual int	Solve (bool Upper, bool Trans, bool UnitDiagonal, const Epetra_MultiVector &X, Epetra_MultiVector &Y) const
	See Epetra_RowMatrix documentation.
virtual int	InvRowSums (Epetra_Vector &x) const
	See Epetra_RowMatrix documentation.
virtual int	LeftScale (const Epetra_Vector &x)
	See Epetra_RowMatrix documentation.
virtual int	InvColSums (Epetra_Vector &x) const
	See Epetra_RowMatrix documentation.
virtual int	RightScale (const Epetra_Vector &x)
	See Epetra_RowMatrix documentation.
virtual double	NormInf () const
	See Epetra_RowMatrix documentation.
virtual double	NormOne () const
	See Epetra_RowMatrix documentation.
virtual int	NumGlobalNonzeros () const
	See Epetra_RowMatrix documentation.
virtual long long	NumGlobalNonzeros64 () const
virtual int	NumGlobalRows () const
	See Epetra_RowMatrix documentation.
virtual long long	NumGlobalRows64 () const
virtual int	NumGlobalCols () const
	See Epetra_RowMatrix documentation.
virtual long long	NumGlobalCols64 () const
virtual int	NumGlobalDiagonals () const
	See Epetra_RowMatrix documentation.
virtual long long	NumGlobalDiagonals64 () const
virtual int	NumMyNonzeros () const
	See Epetra_RowMatrix documentation.
virtual int	NumMyRows () const
	See Epetra_RowMatrix documentation.
virtual int	NumMyCols () const
	See Epetra_RowMatrix documentation.
virtual int	NumMyDiagonals () const
	See Epetra_RowMatrix documentation.
virtual bool	LowerTriangular () const
	See Epetra_RowMatrix documentation.
virtual bool	UpperTriangular () const
	See Epetra_RowMatrix documentation.
virtual const Epetra_Comm &	Comm () const
	See Epetra_RowMatrix documentation.
virtual const Epetra_Map &	RowMatrixRowMap () const
	See Epetra_RowMatrix documentation.
virtual const Epetra_Map &	RowMatrixColMap () const
	See Epetra_RowMatrix documentation.
virtual const Epetra_Import *	RowMatrixImporter () const
	See Epetra_RowMatrix documentation.
virtual const Epetra_BlockMap &	Map () const
	See Epetra_SrcDistObj documentation.
virtual bool	computeJacobian (const Epetra_Vector &x, Epetra_Operator &Jac)
	Compute Jacobian given the specified input vector, x. Returns true if computation was successful.
virtual bool	computeJacobian (const Epetra_Vector &x)
	Compute Jacobian given the specified input vector, x. Returns true if computation was successful.
virtual bool	computePreconditioner (const Epetra_Vector &x, Epetra_Operator &Prec, Teuchos::ParameterList *precParams=0)
	Compute an Epetra_RowMatrix to be used by Aztec preconditioners given the specified input vector, x. Returns true if computation was successful.
virtual void	setDifferenceMethod (DifferenceType type)
	Set the type of perturbation method used (default is Forward).
virtual Epetra_CrsMatrix &	getUnderlyingMatrix () const
	An accessor method for the underlying Epetra_CrsMatrix.
virtual void	Print (std::ostream &) const
	Output the underlying matrix.
void	setGroupForComputeF (NOX::Abstract::Group &group)
	Register a NOX::Abstract::Group derived object and use the computeF() method of that group for the perturbation instead of the NOX::Epetra::Interface::Required::computeF() method. This is required for LOCA to get the operators correct during homotopy.
Public Member Functions inherited from NOX::Epetra::Interface::Jacobian
	Jacobian ()
	Constructor.
virtual	~Jacobian ()
	Destructor.
Public Member Functions inherited from NOX::Epetra::Interface::Preconditioner
	Preconditioner ()
	Constructor.
virtual	~Preconditioner ()
	Destructor.

Protected Types
enum	BetaType { Scalar , Vector }

Protected Member Functions
Teuchos::RCP< Epetra_CrsMatrix >	createGraphAndJacobian (Interface::Required &i, const Epetra_Vector &x)
	Constructs an Epetra_CrsGraph and Epetra_RowMatrix for the Jacobian. This is only called if the user does not supply an Epetra_CrsGraph.
bool	computeF (const Epetra_Vector &input, Epetra_Vector &result, NOX::Epetra::Interface::Required::FillType)

Protected Attributes
const NOX::Utils	utils
	Printing Utilities object.
Teuchos::RCP< Epetra_CrsGraph >	graph
	Pointer to the Jacobian graph.
Teuchos::RCP< Epetra_CrsMatrix >	jacobian
	Pointer to the Jacobian.
Teuchos::RCP< NOX::Epetra::Interface::Required >	interface
	User provided interface function.
Epetra_Vector	x_perturb
	Perturbed solution vector - a work array that needs to be mutable.
Epetra_Vector	fo
	Function evaluation at currentX - a work array that needs to be mutable.
Epetra_Vector	fp
	Function evaluation at perturbX - a work array that needs to be mutable.
Teuchos::RCP< Epetra_Vector >	fmPtr
	Optional pointer to function evaluation at -perturbX - needed only for centered finite differencing.
Epetra_Vector	Jc
	Column vector of the jacobian - a work array that needs to be mutable.
double	alpha
	Constant for the perturbation calculation.
double	beta
	Constant for the perturbation calculation.
Teuchos::RCP< const Epetra_Vector >	betaVector
	Vector for the perturbation calculation.
BetaType	betaType
	Flag that sets whether $\beta$ is a scalar or a vector.
DifferenceType	diffType
	Define types for use of the perturbation parameter $\delta$ .
std::string	label
	label for the Epetra_RowMatrix
bool	useGroupForComputeF
	Flag to enables the use of a group instead of the interface for the computeF() calls in the directional difference calculation.
Teuchos::RCP< NOX::Abstract::Group >	groupPtr
	Pointer to the group for possible use in computeF() calls.

Detailed Description

Concrete implementation for creating an Epetra_RowMatrix Jacobian via finite differencing of the residual.

The Jacobian entries are calculated via 1st order finite differencing. This requires $ N + 1 $ calls to computeF() where $ N $ is the number of unknowns in the problem.

$\‍[ J_{ij} = \frac{\partial F_i}{\partial x_j} = \frac{F_i(x+\delta\mathbf{e}_j) - F_i(x)}{\delta} \‍]$

where $ J$ is the Jacobian, $ F$ is the function evaluation, $ x$ is the solution vector, and $\delta$ is a small perturbation to the $ x_j$ entry.

The perturbation, $\delta$ , is calculated based on one of the following equations:

$\‍[ \delta = \alpha * | x_j | + \beta \‍]$

$\‍[ \delta = \alpha * | x_j | + \beta_j \‍]$

where $\alpha$ is a scalar value (defaults to 1.0e-4) and $\beta$ can be either a scalar or a vector (defaults to a scalar value of 1.0e-6). The choice is defined by the type of constructor used. All parameters are supplied in the constructor. In addition to the forward difference derivative approximation, backward or centered differences can be used via the setDifferenceMethod function. Note that centered difference provides second order spatial accuracy but at the cost of twice as many function evaluations.

Since this inherits from the Epetra_RowMatrix class, it can be used as the preconditioning matrix for AztecOO preconditioners. This method is very inefficient when computing the Jacobian and is not recommended for large-scale systems but only for debugging purposes.

Member Enumeration Documentation

◆ BetaType

enum NOX::Epetra::FiniteDifference::BetaType

protected

Define types for the $\beta$ parameter during the computation of the perturbation parameter $\delta$ .

Constructor & Destructor Documentation

◆ FiniteDifference() [1/4]

FiniteDifference::FiniteDifference	(	Teuchos::ParameterList &	printingParams,
		const Teuchos::RCP< NOX::Epetra::Interface::Required > &	i,
		const NOX::Epetra::Vector &	initialGuess,
		double	beta = 1.0e-6,
		double	alpha = 1.0e-4 )

Constructor with scalar beta.

References alpha, beta, betaType, createGraphAndJacobian(), diffType, fo, fp, NOX::Epetra::Vector::getEpetraVector(), interface, jacobian, Jc, label, useGroupForComputeF, utils, and x_perturb.

◆ FiniteDifference() [2/4]

FiniteDifference::FiniteDifference	(	Teuchos::ParameterList &	printingParams,
		const Teuchos::RCP< NOX::Epetra::Interface::Required > &	i,
		const NOX::Epetra::Vector &	initialGuess,
		const Teuchos::RCP< const Epetra_Vector > &	beta,
		double	alpha = 1.0e-4 )

Constructor with vector beta.

References alpha, beta, betaType, betaVector, createGraphAndJacobian(), diffType, fo, fp, NOX::Epetra::Vector::getEpetraVector(), interface, jacobian, Jc, label, useGroupForComputeF, utils, and x_perturb.

◆ FiniteDifference() [3/4]

FiniteDifference::FiniteDifference	(	Teuchos::ParameterList &	printingParams,
		const Teuchos::RCP< NOX::Epetra::Interface::Required > &	i,
		const NOX::Epetra::Vector &	initialGuess,
		const Teuchos::RCP< Epetra_CrsGraph > &	g,
		double	beta = 1.0e-6,
		double	alpha = 1.0e-4 )

Constructor that takes a pre-constructed Epetra_CrsGraph so it does not have to determine the non-zero entries in the matrix.

References alpha, beta, betaType, diffType, Epetra_CrsMatrix::Epetra_CrsMatrix(), fo, fp, graph, interface, jacobian, Jc, label, useGroupForComputeF, utils, and x_perturb.

◆ FiniteDifference() [4/4]

FiniteDifference::FiniteDifference	(	Teuchos::ParameterList &	printingParams,
		const Teuchos::RCP< NOX::Epetra::Interface::Required > &	i,
		const NOX::Epetra::Vector &	initialGuess,
		const Teuchos::RCP< Epetra_CrsGraph > &	g,
		const Teuchos::RCP< const Epetra_Vector > &	beta,
		double	alpha = 1.0e-4 )

Constructor with output control that takes a pre-constructed Epetra_CrsGraph so it does not have to determine the non-zero entries in the matrix.

References alpha, beta, betaType, betaVector, diffType, Epetra_CrsMatrix::Epetra_CrsMatrix(), fo, fp, graph, interface, jacobian, Jc, label, useGroupForComputeF, utils, and x_perturb.

Member Function Documentation

◆ Apply()

int FiniteDifference::Apply	(	const Epetra_MultiVector &	X,
		Epetra_MultiVector &	Y ) const

virtual

Return the result on an Epetra_Operator applied to an Epetra_MultiVector X in Y.

Implements Epetra_Operator.

References jacobian.

◆ ApplyInverse()

int FiniteDifference::ApplyInverse	(	const Epetra_MultiVector &	X,
		Epetra_MultiVector &	Y ) const

virtual

Return the result on an Epetra_Operator inverse applied to an Epetra_MultiVector X in Y.

Implements Epetra_Operator.

References jacobian.

◆ Comm()

const Epetra_Comm & FiniteDifference::Comm ( ) const

virtual

See Epetra_RowMatrix documentation.

Implements Epetra_Operator.

References jacobian.

◆ computeJacobian() [1/2]

bool FiniteDifference::computeJacobian ( const Epetra_Vector & x )

virtual

Compute Jacobian given the specified input vector, x. Returns true if computation was successful.

Reimplemented in NOX::Epetra::FiniteDifferenceColoring, and NOX::Epetra::FiniteDifferenceColoringWithUpdate.

References computeJacobian().

◆ computeJacobian() [2/2]

bool FiniteDifference::computeJacobian	(	const Epetra_Vector &	x,
		Epetra_Operator &	Jac )

virtual

Compute Jacobian given the specified input vector, x. Returns true if computation was successful.

Implements NOX::Epetra::Interface::Jacobian.

Reimplemented in NOX::Epetra::FiniteDifferenceColoring, and NOX::Epetra::FiniteDifferenceColoringWithUpdate.

References alpha, beta, betaType, Epetra_Comm::Broadcast(), Epetra_BlockMap::Comm(), diffType, Epetra_Vector::Epetra_Vector(), NOX::Epetra::Interface::Required::FD_Res, Epetra_CrsMatrix::FillComplete(), FiniteDifference(), fmPtr, fo, fp, jacobian, Jc, Epetra_BlockMap::LID(), Epetra_DistObject::Map(), Epetra_BlockMap::MaxAllGID(), Epetra_BlockMap::MaxMyGID(), Epetra_BlockMap::MinAllGID(), Epetra_BlockMap::MinMyGID(), Epetra_BlockMap::MyGID(), Epetra_Comm::MyPID(), NOX::Utils::out(), Epetra_CrsMatrix::PutScalar(), Epetra_CrsMatrix::ReplaceGlobalValues(), Epetra_MultiVector::Scale(), Epetra_Comm::SumAll(), Epetra_MultiVector::Update(), utils, and x_perturb.

Referenced by computeJacobian(), and computePreconditioner().

◆ computePreconditioner()

bool FiniteDifference::computePreconditioner	(	const Epetra_Vector &	x,
		Epetra_Operator &	Prec,
		Teuchos::ParameterList *	precParams = 0 )

virtual

Compute an Epetra_RowMatrix to be used by Aztec preconditioners given the specified input vector, x. Returns true if computation was successful.

Implements NOX::Epetra::Interface::Preconditioner.

References computeJacobian().

◆ createGraphAndJacobian()

Teuchos::RCP< Epetra_CrsMatrix > FiniteDifference::createGraphAndJacobian	(	Interface::Required &	i,
		const Epetra_Vector &	x )

protected

Constructs an Epetra_CrsGraph and Epetra_RowMatrix for the Jacobian. This is only called if the user does not supply an Epetra_CrsGraph.

References alpha, beta, betaType, Epetra_CrsGraph::Epetra_CrsGraph(), Epetra_CrsMatrix::Epetra_CrsMatrix(), NOX::Epetra::Interface::Required::FD_Res, fo, fp, graph, jacobian, Jc, Epetra_BlockMap::LID(), Epetra_DistObject::Map(), Epetra_BlockMap::MaxAllGID(), Epetra_BlockMap::MaxMyGID(), Epetra_BlockMap::MinAllGID(), Epetra_BlockMap::MinMyGID(), Epetra_BlockMap::MyGID(), Epetra_MultiVector::Update(), and x_perturb.

Referenced by FiniteDifference(), and FiniteDifference().

◆ ExtractDiagonalCopy()

int FiniteDifference::ExtractDiagonalCopy ( Epetra_Vector & Diagonal ) const

virtual

See Epetra_RowMatrix documentation.

Public Types

Public Member Functions

Protected Types

Protected Member Functions

Protected Attributes

Detailed Description

Member Enumeration Documentation

◆ BetaType

Constructor & Destructor Documentation

◆ FiniteDifference() [1/4]

◆ FiniteDifference() [2/4]

◆ FiniteDifference() [3/4]

◆ FiniteDifference() [4/4]

Member Function Documentation

◆ Apply()

◆ ApplyInverse()

◆ Comm()

◆ computeJacobian() [1/2]

◆ computeJacobian() [2/2]

◆ computePreconditioner()

◆ createGraphAndJacobian()

◆ ExtractDiagonalCopy()

◆ ExtractMyRowCopy()

◆ Filled()

◆ getUnderlyingMatrix()

◆ HasNormInf()

◆ InvColSums()

◆ InvRowSums()

◆ Label()

◆ LeftScale()

◆ LowerTriangular()

◆ Map()

◆ MaxNumEntries()

◆ Multiply()

◆ NormInf()

◆ NormOne()

◆ NumGlobalCols()

◆ NumGlobalDiagonals()

◆ NumGlobalNonzeros()

◆ NumGlobalRows()

◆ NumMyCols()

◆ NumMyDiagonals()

◆ NumMyNonzeros()

◆ NumMyRowEntries()

◆ NumMyRows()

◆ OperatorDomainMap()

◆ OperatorRangeMap()

◆ Print()

◆ RightScale()

◆ RowMatrixColMap()

◆ RowMatrixImporter()

◆ RowMatrixRowMap()

◆ setDifferenceMethod()

◆ setGroupForComputeF()

◆ SetUseTranspose()

◆ Solve()

◆ UpperTriangular()

◆ UseTranspose()

Member Data Documentation

◆ alpha

◆ beta

◆ betaType

◆ betaVector

◆ diffType

◆ fmPtr

◆ fo

◆ fp

◆ graph

◆ groupPtr

◆ interface

◆ jacobian

◆ Jc

◆ label

◆ useGroupForComputeF

◆ utils

◆ x_perturb