#include "petscsnes.h" PetscErrorCode SNESDefaultMatrixFreeSetParameters2(Mat mat,PetscReal error,PetscReal umin,PetscReal h)
J(u)*a = [J(u+h*a) - J(u)]/h where
either the user sets h directly here, or this parameter is computed via
h = error_rel*u'a/||a||^2 if |u'a| > umin*||a||_{1}
= error_rel*umin*sign(u'a)*||a||_{1}/||a||^2 else
mat | - the matrix | |
error_rel | - relative error (should be set to the square root of the relative error in the function evaluations) | |
umin | - minimum allowable u-value | |
h | - differencing parameter |