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/******************************************************* |
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* |
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* Copyright (c) 2003-2010 by University of Queensland |
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* Earth Systems Science Computational Center (ESSCC) |
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* http://www.uq.edu.au/esscc |
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* |
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* Primary Business: Queensland, Australia |
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* Licensed under the Open Software License version 3.0 |
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* http://www.opensource.org/licenses/osl-3.0.php |
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* |
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*******************************************************/ |
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#include "Common.h" |
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#include "Functions.h" |
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#include "PasoUtil.h" |
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#include "Solver.h" |
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#include "FCTSolver.h" |
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/* |
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* numerical calculation of the directional derivative J0w if F at x0 in the direction w. f0 is the value of F at x0. |
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* setoff is workspace |
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*/ |
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|
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err_t Paso_FunctionDerivative(double* J0w, const double* w, Paso_Function* F, const double *f0, const double *x0, double* setoff, Paso_Performance* pp) |
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{ |
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err_t err=SOLVER_NO_ERROR; |
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const dim_t n=F->n; |
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dim_t i; |
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register double aw; |
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const double epsnew=sqrt(EPSILON); |
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double norm_x0, tt, ttt, s=epsnew, local_s, norm_w=0.; |
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|
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norm_x0=Paso_lsup(n,x0,F->mpi_info); |
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norm_w=Paso_lsup(n,w,F->mpi_info); |
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tt=EPSILON*norm_x0; |
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ttt=sqrt(EPSILON)*norm_w; |
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#pragma omp parallel private(local_s) |
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{ |
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local_s=s; |
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#pragma omp for private(i, aw) |
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for (i=0;i<n;++i) { |
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aw=fabs(w[i]); |
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if ( aw>ttt ) { |
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local_s=MAX(local_s,fabs(x0[i])/aw); |
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} |
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} |
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#pragma omp critical |
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{ |
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s=MAX(s,local_s); |
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} |
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|
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} |
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#ifdef PASO_MPI |
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{ |
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double local_v[2], v[2]; |
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local_v[0]=s; |
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local_v[1]=norm_w; |
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MPI_Allreduce(local_v,v, 2, MPI_DOUBLE, MPI_MAX, F->mpi_info); |
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s=v[0]; |
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norm_w=v[1]; |
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} |
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#endif |
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/* printf("s :: = %e, %e \n",s, norm_x0/norm_w); */ |
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if (norm_w>0) { |
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s=s*epsnew; |
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/* printf("s = %e\n",s); */ |
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Paso_LinearCombination(n,setoff,1.,x0,s,w); |
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err=Paso_FunctionCall(F,J0w,setoff,pp); |
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if (err==SOLVER_NO_ERROR) { |
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Paso_Update(n,1./s,J0w,-1./s,f0); /* J0w = (J0w - f0)/epsnew; */ |
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/* { |
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int i; |
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for (i=0;i<n; i++) printf("df[%d]=%e %e\n",i,J0w[i],w[i]); |
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} |
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*/ |
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} |
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} else { |
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Paso_zeroes(n,J0w); |
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} |
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return err; |
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} |
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|
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/* |
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* sets value=F(arg) |
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* |
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*/ |
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err_t Paso_FunctionCall(Paso_Function * F,double* value, const double* arg, Paso_Performance *pp) |
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{ |
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if (F!=NULL) { |
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switch(F->kind) { |
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case LINEAR_SYSTEM: |
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return Paso_Function_LinearSystem_call(F, value, arg,pp); |
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break; |
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case FCT: |
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return Paso_FCTSolver_Function_call(F, value, arg, pp); |
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break; |
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default: |
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return SYSTEM_ERROR; |
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} |
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} |
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/* Added by PGH, assume a null pointe is an error */ |
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return SYSTEM_ERROR; |
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} |
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/* |
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* clear Paso_Function |
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*/ |
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void Paso_Function_free(Paso_Function * F) { |
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if (F!=NULL) { |
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|
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switch(F->kind) { |
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case LINEAR_SYSTEM: |
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Paso_Function_LinearSystem_free(F); |
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break; |
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case FCT: |
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Paso_FCTSolver_Function_free(F); |
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break; |
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default: |
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MEMFREE(F); |
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} |
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} |
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} |
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