DOLFIN

Finite difference Jacobian?

Asked by Paul Constantine on 2013-02-05

Is there a way to check Jacobians for a nonlinear problem with a finite difference Jacobian?

Question information

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DOLFIN Edit question
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Solved by:
Paul Constantine
Solved:
2013-02-05
Last query:
2013-02-05
Last reply:
Paul Constantine (paul-g-constantine) said : #1

I did it this way, given a rank one form F.

# finite difference interlude
eps = 1e-6
w0 = Function(V)
F0 = action(F,w0)
w1 = Function(V)
w1.vector()[:] = eps*np.random.rand(w0.vector().array().shape)
F1 = action(F,w1)
fdJac = (1/e)*(assemble(F1) - assemble(F0))

F = action(F,w_)
dF = derivative(F,w_,w)
adJac = assemble(dF)*(w1.vector()/eps)
print norm( fdJac - adJac )

Paul Constantine (paul-g-constantine) said : #2

The PETScSNESSolver has a method called "test" that would do this, but it doesn't look like the DOLFIN interface is set up for it. That would be pretty nice. Where could I suggest this?

Martin Sandve Alnæs (martinal) said : #3

Go to
https://blueprints.launchpad.net/dolfin
and "Register a new blueprint", in the upper right corner.

When you're done, click "Subscribe someone else" on the right, and add "dolfin-core".

Patrick Farrell (pefarrell) said : #4

Pass "method": "test" in the snes_solver options to solve.