petsc-dev 2014-02-02
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TaoSetHessianRoutine

Sets the function to compute the Hessian as well as the location to store the matrix.

Synopsis

#include "petsctao.h" 
PetscErrorCode TaoSetHessianRoutine(Tao tao, Mat H, Mat Hpre, PetscErrorCode (*func)(Tao, Vec, Mat*, Mat *, MatStructure *, void*), void *ctx)
Logically collective on Tao

Input Parameters

tao - the Tao context
H - Matrix used for the hessian
Hpre - Matrix that will be used operated on by preconditioner, can be same as H
hess - Hessian evaluation routine
ctx - [optional] user-defined context for private data for the Hessian evaluation routine (may be NULL)

Calling sequence of hess

   hess (Tao tao,Vec x,Mat *H,Mat *Hpre,MatStructure *flag,void *ctx);

tao - the Tao context
x - input vector
H - Hessian matrix
Hpre - preconditioner matrix, usually the same as H
flag - flag indicating information about the preconditioner matrix structure (see below)
ctx - [optional] user-defined Hessian context

Notes

The function hess() takes Mat * as the matrix arguments rather than Mat. This allows the Hessian evaluation routine to replace A and/or B with a completely new new matrix structure (not just different matrix elements) when appropriate, for instance, if the nonzero structure is changing throughout the global iterations.

The flag can be used to eliminate unnecessary work in the preconditioner during the repeated solution of linear systems of the same size. The available options are

   SAME_PRECONDITIONER -
     Hpre is identical during successive linear solves.
     This option is intended for folks who are using
     different Amat and Pmat matrices and want to reuse the
     same preconditioner matrix.  For example, this option
     saves work by not recomputing incomplete factorization
     for ILU/ICC preconditioners.
   SAME_NONZERO_PATTERN -
     Hpre has the same nonzero structure during
     successive linear solves.
   DIFFERENT_NONZERO_PATTERN -
     Hpre does not have the same nonzero structure.

Caution

If you specify SAME_NONZERO_PATTERN, the software believes your assertion and does not check the structure of the matrix. If you erroneously claim that the structure is the same when it actually is not, the new preconditioner will not function correctly. Thus, use this optimization feature carefully!

If in doubt about whether your preconditioner matrix has changed structure or not, use the flag DIFFERENT_NONZERO_PATTERN.

Level:beginner
Location:
src/tao/interface/taosolver_hj.c
Index of all Tao routines
Table of Contents for all manual pages
Index of all manual pages

Examples

src/tao/unconstrained/examples/tutorials/eptorsion1.c.html
src/tao/unconstrained/examples/tutorials/eptorsion2.c.html
src/tao/unconstrained/examples/tutorials/minsurf2.c.html
src/tao/unconstrained/examples/tutorials/rosenbrock1.c.html
src/tao/unconstrained/examples/tutorials/eptorsion2f.F.html
src/tao/unconstrained/examples/tutorials/rosenbrock1f.F.html
src/tao/constrained/examples/tutorials/maros.c.html
src/tao/constrained/examples/tutorials/toy.c.html
src/tao/constrained/examples/tutorials/toyf.F.html
src/tao/bound/examples/tutorials/plate2.c.html
src/tao/bound/examples/tutorials/jbearing2.c.html