Actual source code: fdtest.c

petsc-3.6.4 2016-04-12
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  1: #include <petsc/private/taoimpl.h> /*I "petsctao.h" I*/

  3: typedef struct {
  4:   PetscBool  check_gradient;
  5:   PetscBool  check_hessian;
  6:   PetscBool  complete_print;
  7: } Tao_Test;

  9: /*
 10:      TaoSolve_Test - Tests whether a hand computed Hessian
 11:      matches one compute via finite differences.
 12: */
 15: PetscErrorCode TaoSolve_Test(Tao tao)
 16: {
 17:   Mat            A = tao->hessian,B;
 18:   Vec            x = tao->solution,g1,g2;
 20:   PetscInt       i;
 21:   PetscReal      nrm,gnorm,hcnorm,fdnorm;
 22:   MPI_Comm       comm;
 23:   Tao_Test        *fd = (Tao_Test*)tao->data;

 26:   comm = ((PetscObject)tao)->comm;
 27:   if (fd->check_gradient) {
 28:     VecDuplicate(x,&g1);
 29:     VecDuplicate(x,&g2);

 31:     PetscPrintf(comm,"Testing hand-coded gradient (hc) against finite difference gradient (fd), if the ratio ||fd - hc|| / ||hc|| is\n");
 32:     PetscPrintf(comm,"0 (1.e-8), the hand-coded gradient is probably correct.\n");

 34:     if (!fd->complete_print) {
 35:       PetscPrintf(comm,"Run with -tao_test_display to show difference\n");
 36:       PetscPrintf(comm,"between hand-coded and finite difference gradient.\n");
 37:     }
 38:     for (i=0; i<3; i++) {
 39:       if (i == 1) {VecSet(x,-1.0);}
 40:       else if (i == 2) {VecSet(x,1.0);}

 42:       /* Compute both version of gradient */
 43:       TaoComputeGradient(tao,x,g1);
 44:       TaoDefaultComputeGradient(tao,x,g2,NULL);
 45:       if (fd->complete_print) {
 46:         MPI_Comm gcomm;
 47:         PetscViewer viewer;
 48:         PetscPrintf(comm,"Finite difference gradient\n");
 49:         PetscObjectGetComm((PetscObject)g2,&gcomm);
 50:         PetscViewerASCIIGetStdout(gcomm,&viewer);
 51:         VecView(g2,viewer);
 52:         PetscPrintf(comm,"Hand-coded gradient\n");
 53:         PetscObjectGetComm((PetscObject)g1,&gcomm);
 54:         PetscViewerASCIIGetStdout(gcomm,&viewer);
 55:         VecView(g1,viewer);
 56:         PetscPrintf(comm,"\n");
 57:       }

 59:       VecAXPY(g2,-1.0,g1);
 60:       VecNorm(g1,NORM_2,&hcnorm);
 61:       VecNorm(g2,NORM_2,&fdnorm);

 63:       if (!hcnorm) hcnorm=1.0e-20;
 64:       PetscPrintf(comm,"ratio ||fd-hc||/||hc|| = %g, difference ||fd-hc|| = %g\n", (double)(fdnorm/hcnorm), (double)fdnorm);

 66:     }
 67:     VecDestroy(&g1);
 68:     VecDestroy(&g2);
 69:   }

 71:   if (fd->check_hessian) {
 72:     if (A != tao->hessian_pre) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONG,"Cannot test with alternative preconditioner");

 74:     PetscPrintf(comm,"Testing hand-coded Hessian (hc) against finite difference Hessian (fd). If the ratio is\n");
 75:     PetscPrintf(comm,"O (1.e-8), the hand-coded Hessian is probably correct.\n");

 77:     if (!fd->complete_print) {
 78:       PetscPrintf(comm,"Run with -tao_test_display to show difference\n");
 79:       PetscPrintf(comm,"of hand-coded and finite difference Hessian.\n");
 80:     }
 81:     for (i=0;i<3;i++) {
 82:       /* compute both versions of Hessian */
 83:       TaoComputeHessian(tao,x,A,A);
 84:       if (!i) {MatConvert(A,MATSAME,MAT_INITIAL_MATRIX,&B);}
 85:       TaoDefaultComputeHessian(tao,x,B,B,tao->user_hessP);
 86:       if (fd->complete_print) {
 87:         MPI_Comm    bcomm;
 88:         PetscViewer viewer;
 89:         PetscPrintf(comm,"Finite difference Hessian\n");
 90:         PetscObjectGetComm((PetscObject)B,&bcomm);
 91:         PetscViewerASCIIGetStdout(bcomm,&viewer);
 92:         MatView(B,viewer);
 93:       }
 94:       /* compare */
 95:       MatAYPX(B,-1.0,A,DIFFERENT_NONZERO_PATTERN);
 96:       MatNorm(B,NORM_FROBENIUS,&nrm);
 97:       MatNorm(A,NORM_FROBENIUS,&gnorm);
 98:       if (fd->complete_print) {
 99:         MPI_Comm    hcomm;
100:         PetscViewer viewer;
101:         PetscPrintf(comm,"Hand-coded Hessian\n");
102:         PetscObjectGetComm((PetscObject)B,&hcomm);
103:         PetscViewerASCIIGetStdout(hcomm,&viewer);
104:         MatView(A,viewer);
105:         PetscPrintf(comm,"Hand-coded minus finite difference Hessian\n");
106:         MatView(B,viewer);
107:       }
108:       if (!gnorm) gnorm = 1.0e-20;
109:       PetscPrintf(comm,"ratio ||fd-hc||/||hc|| = %g, difference ||fd-hc|| = %g\n",(double)(nrm/gnorm),(double)nrm);
110:     }

112:     MatDestroy(&B);
113:   }
114:   tao->reason = TAO_CONVERGED_USER;
115:   return(0);
116: }
117: /* ------------------------------------------------------------ */
120: PetscErrorCode TaoDestroy_Test(Tao tao)
121: {

125:   PetscFree(tao->data);
126:   return(0);
127: }

131: static PetscErrorCode TaoSetFromOptions_Test(PetscOptions *PetscOptionsObject,Tao tao)
132: {
133:   Tao_Test        *fd = (Tao_Test *)tao->data;

137:   PetscOptionsHead(PetscOptionsObject,"Hand-coded Hessian tester options");
138:   PetscOptionsBool("-tao_test_display","Display difference between hand-coded and finite difference Hessians","None",fd->complete_print,&fd->complete_print,NULL);
139:   PetscOptionsBool("-tao_test_gradient","Test Hand-coded gradient against finite-difference gradient","None",fd->check_gradient,&fd->check_gradient,NULL);
140:   PetscOptionsBool("-tao_test_hessian","Test Hand-coded hessian against finite-difference hessian","None",fd->check_hessian,&fd->check_hessian,NULL);
141:   if (fd->check_gradient == PETSC_FALSE && fd->check_hessian == PETSC_FALSE) {
142:     fd->check_gradient = PETSC_TRUE;
143:   }
144:   PetscOptionsTail();
145:   return(0);
146: }

148: /* ------------------------------------------------------------ */
149: /*C
150:       FD_TEST - Test hand-coded Hessian against finite difference Hessian

152:    Options Database:
153: .    -tao_test_display  Display difference between approximate and hand-coded Hessian

155:    Level: intermediate

157: .seealso:  TaoCreate(), TaoSetType()

159: */
162: PETSC_EXTERN PetscErrorCode  TaoCreate_Test(Tao  tao)
163: {
164:   Tao_Test        *fd;

168:   tao->ops->setup           = 0;
169:   tao->ops->solve           = TaoSolve_Test;
170:   tao->ops->destroy         = TaoDestroy_Test;
171:   tao->ops->setfromoptions  = TaoSetFromOptions_Test;
172:   tao->ops->view            = 0;
173:   PetscNewLog(tao,&fd);
174:   tao->data                 = (void*)fd;
175:   fd->complete_print        = PETSC_FALSE;
176:   fd->check_gradient        = PETSC_TRUE;
177:   fd->check_hessian         = PETSC_FALSE;
178:   return(0);
179: }