MATMFFD_DS#
algorithm for compute the “h” used in the finite difference matrix-free matrix vector product, MatMult().
Options Database Keys#
-mat_mffd_umin
- seeMatMFFDDSSetUmin()
Notes#
Requires 2 norms and 1 inner product, but they are computed together
so only one parallel collective operation is needed. See MATMFFD_WP for a method
(with KSPGMRES) that requires NO collective operations.
Formula used#
F’(u)a = [F(u+ha) - F(u)]/h where h = error_relu’a/||a||^2 if |u’a| > umin||a||{1} = error_reluminsign(u’a)*||a||{1}/||a||^2 otherwise where error_rel = square root of relative error in function evaluation umin = minimum iterate parameter
Method taken from [DennisJrS83]
References#
- DennisJrS83
J. E. Dennis Jr. and Robert B. Schnabel. Numerical Methods for Unconstrained Optimization and Nonlinear Equations. Prentice-Hall, Inc., Englewood Cliffs, NJ, 1983.
See Also#
MATMFFD, MATMFFD_WP, MatCreateMFFD(), MatCreateSNESMF(), MATMFFD_WP, MatMFFDDSSetUmin()
Level#
intermediate
Location#
Index of all Mat routines
Table of Contents for all manual pages
Index of all manual pages