opm-simulators/opm/autodiff/AutoDiffHelpers.hpp
2013-06-03 00:32:44 +02:00

566 lines
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C++

/*
Copyright 2013 SINTEF ICT, Applied Mathematics.
This file is part of the Open Porous Media project (OPM).
OPM is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
OPM is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with OPM. If not, see <http://www.gnu.org/licenses/>.
*/
#ifndef OPM_AUTODIFFHELPERS_HEADER_INCLUDED
#define OPM_AUTODIFFHELPERS_HEADER_INCLUDED
#include <opm/autodiff/AutoDiffBlock.hpp>
#include <opm/core/grid.h>
#include <opm/core/utility/ErrorMacros.hpp>
// -------------------- class HelperOps --------------------
/// Contains vectors and sparse matrices that represent subsets or
/// operations on (AD or regular) vectors of data.
struct HelperOps
{
typedef AutoDiff::ForwardBlock<double>::M M;
typedef AutoDiff::ForwardBlock<double>::V V;
/// A list of internal faces.
typedef Eigen::Array<int, Eigen::Dynamic, 1> IFaces;
IFaces internal_faces;
/// Extract for each face the difference of its adjacent cells'values.
M ngrad;
/// Extract for each face the average of its adjacent cells' values.
M caver;
/// Extract for each cell the sum of its adjacent faces' (signed) values.
M div;
/// Constructs all helper vectors and matrices.
HelperOps(const UnstructuredGrid& grid)
{
const int nc = grid.number_of_cells;
const int nf = grid.number_of_faces;
// Define some neighbourhood-derived helper arrays.
typedef Eigen::Array<int, Eigen::Dynamic, 1> OneColInt;
typedef Eigen::Array<bool, Eigen::Dynamic, 1> OneColBool;
typedef Eigen::Array<int, Eigen::Dynamic, 2, Eigen::RowMajor> TwoColInt;
typedef Eigen::Array<bool, Eigen::Dynamic, 2, Eigen::RowMajor> TwoColBool;
TwoColInt nb = Eigen::Map<TwoColInt>(grid.face_cells, nf, 2);
// std::cout << "nb = \n" << nb << std::endl;
TwoColBool nbib = nb >= 0;
OneColBool ifaces = nbib.rowwise().all();
const int num_internal = ifaces.cast<int>().sum();
// std::cout << num_internal << " internal faces." << std::endl;
TwoColInt nbi(num_internal, 2);
internal_faces.resize(num_internal);
int fi = 0;
for (int f = 0; f < nf; ++f) {
if (ifaces[f]) {
internal_faces[fi] = f;
nbi.row(fi) = nb.row(f);
++fi;
}
}
// std::cout << "nbi = \n" << nbi << std::endl;
// Create matrices.
ngrad.resize(num_internal, nc);
caver.resize(num_internal, nc);
typedef Eigen::Triplet<double> Tri;
std::vector<Tri> ngrad_tri;
std::vector<Tri> caver_tri;
ngrad_tri.reserve(2*num_internal);
caver_tri.reserve(2*num_internal);
for (int i = 0; i < num_internal; ++i) {
ngrad_tri.emplace_back(i, nbi(i,0), 1.0);
ngrad_tri.emplace_back(i, nbi(i,1), -1.0);
caver_tri.emplace_back(i, nbi(i,0), 0.5);
caver_tri.emplace_back(i, nbi(i,1), 0.5);
}
ngrad.setFromTriplets(ngrad_tri.begin(), ngrad_tri.end());
caver.setFromTriplets(caver_tri.begin(), caver_tri.end());
div = ngrad.transpose();
}
};
// -------------------- debugger output helpers --------------------
#if !defined(NDEBUG)
#include <cstdio>
#include <string>
namespace {
void
printSparseMatrix(const Eigen::SparseMatrix<double>& A,
std::FILE* fp)
{
typedef Eigen::SparseMatrix<double>::Index Index;
const Index osize = A.outerSize();
for (Index k = 0; k < osize; ++k) {
for (Eigen::SparseMatrix<double>::InnerIterator
i(A, k); i ; ++i) {
std::fprintf(fp, "%lu %lu %26.18e\n",
static_cast<unsigned long>(i.row() + 1),
static_cast<unsigned long>(i.col() + 1),
i.value());
}
}
}
void
printSparseMatrix(const Eigen::SparseMatrix<double>& A ,
const char* const fn)
{
std::FILE* fp;
fp = std::fopen(fn, "w");
if (fp != 0) {
printSparseMatrix(A, fp);
}
std::fclose(fp);
}
void
writeAsMATLAB(const std::vector< Eigen::SparseMatrix<double> >& vA,
std::FILE* fp ,
const char* const vname)
{
const int n = static_cast<int>(vA.size());
fprintf(fp, "%s = cell([1, %d]);\n\n", vname, n);
for (int i = 0; i < n; ++i) {
fprintf(fp, "%s{%d} = spconvert([\n", vname, i + 1);
printSparseMatrix(vA[i], fp);
const int rows = vA[i].rows();
const int cols = vA[i].cols();
fprintf(fp, "%d %d 0.0]);\n\n", rows, cols);
}
}
void
writeAsMATLAB(const std::vector< Eigen::SparseMatrix<double> >& vA,
const char* const fn ,
const char* const vname)
{
std::FILE* fp;
fp = std::fopen(fn, "w");
if (fp != 0) {
writeAsMATLAB(vA, fp, vname);
}
std::fclose(fp);
}
} // anonymous namespace
#endif // !defined(NDEBUG)
// -------------------- upwinding helper class --------------------
/// Upwind selection in absence of counter-current flow (i.e.,
/// without effects of gravity and/or capillary pressure).
template <typename Scalar>
class UpwindSelector {
public:
typedef AutoDiff::ForwardBlock<Scalar> ADB;
UpwindSelector(const UnstructuredGrid& g,
const HelperOps& h,
const typename ADB::V& ifaceflux)
{
typedef HelperOps::IFaces::Index IFIndex;
const IFIndex nif = h.internal_faces.size();
assert(nif == ifaceflux.size());
// Define selector structure.
typedef typename Eigen::Triplet<Scalar> Triplet;
std::vector<Triplet> s; s.reserve(nif);
for (IFIndex iface = 0; iface < nif; ++iface) {
const int f = h.internal_faces[iface];
const int c1 = g.face_cells[2*f + 0];
const int c2 = g.face_cells[2*f + 1];
assert ((c1 >= 0) && (c2 >= 0));
// Select upwind cell.
const int c = (ifaceflux[iface] >= 0) ? c1 : c2;
s.push_back(Triplet(iface, c, Scalar(1)));
}
// Assemble explicit selector operator.
select_.resize(nif, g.number_of_cells);
select_.setFromTriplets(s.begin(), s.end());
}
/// Apply selector to multiple per-cell quantities.
std::vector<ADB>
select(const std::vector<ADB>& xc) const
{
// Absence of counter-current flow means that the same
// selector applies to all quantities, 'x', defined per
// cell.
std::vector<ADB> xf; xf.reserve(xc.size());
for (typename std::vector<ADB>::const_iterator
b = xc.begin(), e = xc.end(); b != e; ++b)
{
xf.push_back(select_ * (*b));
}
return xf;
}
/// Apply selector to single per-cell ADB quantity.
ADB select(const ADB& xc) const
{
return select_*xc;
}
/// Apply selector to single per-cell constant quantity.
typename ADB::V select(const typename ADB::V& xc) const
{
return (select_*xc.matrix()).array();
}
private:
typename ADB::M select_;
};
namespace {
template <typename Scalar, class IntVec>
Eigen::SparseMatrix<Scalar>
constructSubsetSparseMatrix(const int full_size, const IntVec& indices)
{
typedef Eigen::Triplet<Scalar> Tri;
const int subset_size = indices.size();
std::vector<Tri> triplets(subset_size);
for (int i = 0; i < subset_size; ++i) {
triplets[i] = Tri(i, indices[i], 1);
}
Eigen::SparseMatrix<Scalar> sub(subset_size, full_size);
sub.setFromTriplets(triplets.begin(), triplets.end());
return sub;
}
template <typename Scalar, class IntVec>
Eigen::SparseMatrix<Scalar>
constructSupersetSparseMatrix(const int full_size, const IntVec& indices)
{
return constructSubsetSparseMatrix<Scalar>(full_size, indices).transpose();
}
} // anon namespace
/// Returns x(indices).
template <typename Scalar, class IntVec>
AutoDiff::ForwardBlock<Scalar>
subset(const AutoDiff::ForwardBlock<Scalar>& x,
const IntVec& indices)
{
return ::constructSubsetSparseMatrix<Scalar>(x.value().size(), indices) * x;
}
/// Returns x(indices).
template <typename Scalar, class IntVec>
Eigen::Array<Scalar, Eigen::Dynamic, 1>
subset(const Eigen::Array<Scalar, Eigen::Dynamic, 1>& x,
const IntVec& indices)
{
return (::constructSubsetSparseMatrix<Scalar>(x.size(), indices) * x.matrix()).array();
}
/// Returns v where v(indices) == x, v(!indices) == 0 and v.size() == n.
template <typename Scalar, class IntVec>
AutoDiff::ForwardBlock<Scalar>
superset(const AutoDiff::ForwardBlock<Scalar>& x,
const IntVec& indices,
const int n)
{
return ::constructSupersetSparseMatrix<Scalar>(n, indices) * x;
}
/// Returns v where v(indices) == x, v(!indices) == 0 and v.size() == n.
template <typename Scalar, class IntVec>
Eigen::Array<Scalar, Eigen::Dynamic, 1>
superset(const Eigen::Array<Scalar, Eigen::Dynamic, 1>& x,
const IntVec& indices,
const int n)
{
return ::constructSupersetSparseMatrix<Scalar>(n, indices) * x.matrix();
}
/// Construct square sparse matrix with the
/// elements of d on the diagonal.
/// Need to mark this as inline since it is defined in a header and not a template.
inline
AutoDiff::ForwardBlock<double>::M
spdiag(const AutoDiff::ForwardBlock<double>::V& d)
{
typedef AutoDiff::ForwardBlock<double>::M M;
const int n = d.size();
M mat(n, n);
mat.reserve(Eigen::ArrayXi::Ones(n, 1));
for (M::Index i = 0; i < n; ++i) {
mat.insert(i, i) = d[i];
}
return mat;
}
/// Selection. Choose first of two elements if selection basis element is nonnegative.
template <typename Scalar>
class Selector {
public:
typedef AutoDiff::ForwardBlock<Scalar> ADB;
Selector(const typename ADB::V& selection_basis)
{
// Define selector structure.
const int n = selection_basis.size();
// Over-reserving so we do not have to count.
left_elems_.reserve(n);
right_elems_.reserve(n);
for (int i = 0; i < n; ++i) {
if (selection_basis[i] < 0.0) {
right_elems_.push_back(i);
} else {
left_elems_.push_back(i);
}
}
}
/// Apply selector to ADB quantities.
ADB select(const ADB& x1, const ADB& x2) const
{
if (right_elems_.empty()) {
return x1;
} else if (left_elems_.empty()) {
return x2;
} else {
return superset(subset(x1, left_elems_), left_elems_, x1.size())
+ superset(subset(x2, right_elems_), right_elems_, x2.size());
}
}
/// Apply selector to ADB quantities.
typename ADB::V select(const typename ADB::V& x1, const typename ADB::V& x2) const
{
if (right_elems_.empty()) {
return x1;
} else if (left_elems_.empty()) {
return x2;
} else {
return superset(subset(x1, left_elems_), left_elems_, x1.size())
+ superset(subset(x2, right_elems_), right_elems_, x2.size());
}
}
private:
std::vector<int> left_elems_;
std::vector<int> right_elems_;
};
/// Returns the input expression, but with all Jacobians collapsed to one.
inline
AutoDiff::ForwardBlock<double>
collapseJacs(const AutoDiff::ForwardBlock<double>& x)
{
typedef AutoDiff::ForwardBlock<double> ADB;
const int nb = x.numBlocks();
typedef Eigen::Triplet<double> Tri;
int nnz = 0;
for (int block = 0; block < nb; ++block) {
nnz += x.derivative()[block].nonZeros();
}
std::vector<Tri> t;
t.reserve(nnz);
int block_col_start = 0;
for (int block = 0; block < nb; ++block) {
const ADB::M& jac = x.derivative()[block];
for (ADB::M::Index k = 0; k < jac.outerSize(); ++k) {
for (ADB::M::InnerIterator i(jac, k); i ; ++i) {
t.push_back(Tri(i.row(),
i.col() + block_col_start,
i.value()));
}
}
block_col_start += jac.cols();
}
// Build final jacobian.
std::vector<ADB::M> jacs(1);
jacs[0].resize(x.size(), block_col_start);
jacs[0].setFromTriplets(t.begin(), t.end());
return ADB::function(x.value(), jacs);
}
/// Returns the vertical concatenation [ x; y ] of the inputs.
inline
AutoDiff::ForwardBlock<double>
vertcat(const AutoDiff::ForwardBlock<double>& x,
const AutoDiff::ForwardBlock<double>& y)
{
const int nx = x.size();
const int ny = y.size();
const int n = nx + ny;
std::vector<int> xind(nx);
for (int i = 0; i < nx; ++i) {
xind[i] = i;
}
std::vector<int> yind(ny);
for (int i = 0; i < ny; ++i) {
yind[i] = nx + i;
}
return superset(x, xind, n) + superset(y, yind, n);
}
class Span
{
public:
explicit Span(const int num)
: num_(num),
stride_(1),
start_(0)
{
}
Span(const int num, const int stride, const int start)
: num_(num),
stride_(stride),
start_(start)
{
}
int operator[](const int i) const
{
ASSERT(i >= 0 && i < num_);
return start_ + i*stride_;
}
int size() const
{
return num_;
}
class SpanIterator
{
public:
SpanIterator(const Span* span, const int index)
: span_(span),
index_(index)
{
}
SpanIterator operator++()
{
++index_;
return *this;
}
SpanIterator operator++(int)
{
SpanIterator before_increment(*this);
++index_;
return before_increment;
}
bool operator<(const SpanIterator& rhs) const
{
ASSERT(span_ == rhs.span_);
return index_ < rhs.index_;
}
bool operator==(const SpanIterator& rhs) const
{
ASSERT(span_ == rhs.span_);
return index_ == rhs.index_;
}
bool operator!=(const SpanIterator& rhs) const
{
ASSERT(span_ == rhs.span_);
return index_ != rhs.index_;
}
int operator*()
{
return (*span_)[index_];
}
private:
const Span* span_;
int index_;
};
typedef SpanIterator iterator;
typedef SpanIterator const_iterator;
SpanIterator begin() const
{
return SpanIterator(this, 0);
}
SpanIterator end() const
{
return SpanIterator(this, num_);
}
bool operator==(const Span& rhs)
{
return num_ == rhs.num_ && start_ == rhs.start_ && stride_ == rhs.stride_;
}
private:
const int num_;
const int stride_;
const int start_;
};
/// Return a vector of (-1.0, 0.0 or 1.0), depending on sign per element.
inline Eigen::ArrayXd sign (const Eigen::ArrayXd& x)
{
const int n = x.size();
Eigen::ArrayXd retval(n);
for (int i = 0; i < n; ++i) {
retval[i] = x[i] < 0.0 ? -1.0 : (x[i] > 0.0 ? 1.0 : 0.0);
}
return retval;
}
#endif // OPM_AUTODIFFHELPERS_HEADER_INCLUDED