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Merge pull request #7 from jacobwilliams/develop
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Develop
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jacobwilliams authored May 23, 2021
2 parents 10d655e + e092d5d commit 4d5325f
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Showing 2 changed files with 142 additions and 41 deletions.
13 changes: 13 additions & 0 deletions numdiff.code-workspace
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@@ -0,0 +1,13 @@
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"editor.insertSpaces": true,
"editor.tabSize": 4,
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}
170 changes: 129 additions & 41 deletions src/numerical_differentiation_module.f90
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Original file line number Diff line number Diff line change
Expand Up @@ -109,6 +109,9 @@ module numerical_differentiation_module
real(wp),dimension(:),allocatable :: xlow !! lower bounds on `x`
real(wp),dimension(:),allocatable :: xhigh !! upper bounds on `x`

logical :: print_messages = .true. !! if true, warning messages are printed
!! to the `error_unit` for any errors.

integer :: chunk_size = 100 !! chuck size for allocating the arrays (>0)

integer :: perturb_mode = 1 !! perturbation mode:
Expand Down Expand Up @@ -416,9 +419,8 @@ subroutine get_formula(me,formula)
character(len=:),allocatable,intent(out) :: formula

integer :: i !! counter
integer :: istat !! write `iostat` flag
character(len=10) :: x !! temp variable for integer to string conversion
character(len=10) :: f !! temp variable for integer to string conversion
character(len=:),allocatable :: x !! temp variable for integer to string conversion
character(len=:),allocatable :: f !! temp variable for integer to string conversion

if (allocated(me%dx_factors) .and. allocated(me%df_factors)) then

Expand All @@ -436,9 +438,9 @@ subroutine get_formula(me,formula)
formula = formula//'-f('
else
if (i==1) then
write(f,'(I10)',iostat=istat) int(me%df_factors(i)) ! integer to string
f = integer_to_string(int(me%df_factors(i)))
else
write(f,'(SP,I10)',iostat=istat) int(me%df_factors(i)) ! integer to string (with sign)
f = integer_to_string(int(me%df_factors(i)), with_sign = .true.)
end if
formula = formula//trim(adjustl(f))//'f('
end if
Expand All @@ -450,15 +452,15 @@ subroutine get_formula(me,formula)
elseif (int(me%dx_factors(i))==-1) then
formula = formula//'x-h'
else
write(x,'(SP,I10)',iostat=istat) int(me%dx_factors(i)) ! integer to string (with sign)
x = integer_to_string(int(me%dx_factors(i)), with_sign = .true.)
formula = formula//'x'//trim(adjustl(x))//'h'
end if

formula = formula//')'

end do

write(f,'(I10)',iostat=istat) int(me%df_den_factor) ! integer to string
f = integer_to_string(int(me%df_den_factor))
if (int(me%df_den_factor)==1) then
formula = formula//') / h'
else
Expand Down Expand Up @@ -854,20 +856,25 @@ subroutine select_finite_diff_method(me,x,xlow,xhigh,dx,list_of_methods,fd,statu

integer :: i !! counter
integer :: j !! counter
real(wp) :: xs !! if `x` is outside the bounds, this is the value
!! on the nearest bound. otherwise equal to `x`.
real(wp) :: xp !! perturbed `x` value

! initialize:
status_ok = .false.

if (me%exception_raised) return ! check for exceptions

! make sure it is within the bounds
xs = min(xhigh,max(xlow,x))

! try all the methods in the class:
do i = 1, size(list_of_methods%meth)
status_ok = .true. ! will be set to false if any
! perturbation violates the bounds
! check each of the perturbations:
do j = 1, size(list_of_methods%meth(i)%dx_factors)
xp = x + list_of_methods%meth(i)%dx_factors(j)*dx
xp = xs + list_of_methods%meth(i)%dx_factors(j)*dx
if (xp < xlow .or. xp > xhigh) then
status_ok = .false.
exit
Expand Down Expand Up @@ -915,19 +922,24 @@ subroutine select_finite_diff_method_for_partition_group(me,x,xlow,xhigh,dx,&
integer :: i !! counter
integer :: j !! counter
real(wp),dimension(size(x)) :: xp !! perturbed `x` values
real(wp),dimension(size(x)) :: xs !! if `x` is outside the bounds, this is the value
!! on the nearest bound. otherwise equal to `x`.

! initialize:
status_ok = .false.

if (me%exception_raised) return ! check for exceptions

! make sure they are within the bounds
xs = min(xhigh,max(xlow,x))

! try all the methods in the class:
do i = 1, size(list_of_methods%meth)
status_ok = .true. ! will be set to false if any
! perturbation violates the bounds
! check each of the perturbations:
do j = 1, size(list_of_methods%meth(i)%dx_factors)
xp = x + list_of_methods%meth(i)%dx_factors(j)*dx
xp = xs + list_of_methods%meth(i)%dx_factors(j)*dx
if (any(xp < xlow) .or. any(xp > xhigh)) then
status_ok = .false.
exit
Expand Down Expand Up @@ -959,7 +971,7 @@ subroutine initialize_numdiff_for_diff(me,n,m,xlow,xhigh,&
xlow_for_sparsity,xhigh_for_sparsity,&
dpert_for_sparsity,sparsity_perturb_mode,&
linear_sparsity_tol,function_precision_tol,&
num_sparsity_points)
num_sparsity_points,print_messages)

implicit none

Expand Down Expand Up @@ -1015,6 +1027,8 @@ subroutine initialize_numdiff_for_diff(me,n,m,xlow,xhigh,&
!! considered the same value. This is used
!! when estimating the sparsity pattern when
!! `sparsity_mode=2` in [[compute_sparsity_random]]
logical,intent(in),optional :: print_messages !! if true, print error messages to `error_unit`.
!! default is True.

logical :: cache !! if the cache is to be used

Expand Down Expand Up @@ -1070,10 +1084,11 @@ subroutine initialize_numdiff_for_diff(me,n,m,xlow,xhigh,&
if (present(num_sparsity_points)) me%num_sparsity_points = num_sparsity_points

! optional:
if (present(chunk_size)) me%chunk_size = abs(chunk_size)
if (present(eps)) me%eps = eps
if (present(acc)) me%acc = acc
if (present(info)) me%info_function => info
if (present(chunk_size)) me%chunk_size = abs(chunk_size)
if (present(eps)) me%eps = eps
if (present(acc)) me%acc = acc
if (present(info)) me%info_function => info
if (present(print_messages)) me%print_messages = print_messages

end subroutine initialize_numdiff_for_diff
!*******************************************************************************
Expand All @@ -1098,7 +1113,7 @@ subroutine set_numdiff_bounds(me,xlow,xhigh)

integer :: i !! counter for error print
character(len=:),allocatable :: error_info !! error message info
character(len=10) :: istr !! for integer to string
character(len=:),allocatable :: istr !! for integer to string
character(len=30) :: xlow_str, xhigh_str !! for real to string

if (me%exception_raised) return ! check for exceptions
Expand All @@ -1114,7 +1129,7 @@ subroutine set_numdiff_bounds(me,xlow,xhigh)
error_info = 'all xlow must be < xhigh'
do i = 1, size(xlow)
if (xlow(i)>=xhigh(i)) then
write(istr,'(I10)') i
istr = integer_to_string(i)
write(xlow_str,'(F30.16)') xlow(i)
write(xhigh_str,'(F30.16)') xhigh(i)
error_info = error_info//new_line('')//' Error for optimization variable '//trim(adjustl(istr))//&
Expand Down Expand Up @@ -1520,15 +1535,17 @@ subroutine dsm_wrapper(me,n,m,info)
integer,intent(out) :: info !! status output from [[dsm]]

integer :: mingrp !! for call to [[dsm]]
integer,dimension(m+1) :: ipntr !! for call to [[dsm]]
integer,dimension(n+1) :: jpntr !! for call to [[dsm]]
integer,dimension(:),allocatable :: irow !! for call to [[dsm]]
!! (temp copy since [[dsm]]
!! will modify it)
integer,dimension(:),allocatable :: icol !! for call to [[dsm]]
!! (temp copy since [[dsm]]
!! will modify it)

integer,dimension(:),allocatable :: ipntr !! for call to [[dsm]]
integer,dimension(:),allocatable :: jpntr !! for call to [[dsm]]
integer,dimension(:),allocatable :: irow !! for call to [[dsm]]
!! (temp copy since [[dsm]]
!! will modify it)
integer,dimension(:),allocatable :: icol !! for call to [[dsm]]
!! (temp copy since [[dsm]]
!! will modify it)

allocate(ipntr(m+1))
allocate(jpntr(n+1))
allocate(me%ngrp(n))
irow = me%irow
icol = me%icol
Expand Down Expand Up @@ -1644,7 +1661,7 @@ end subroutine compute_indices
!@note If specifying the linear pattern, all three optional arguments
! must be present.

subroutine set_sparsity_pattern(me,irow,icol,linear_irow,linear_icol,linear_vals)
subroutine set_sparsity_pattern(me,irow,icol,linear_irow,linear_icol,linear_vals,maxgrp,ngrp)

implicit none

Expand All @@ -1654,6 +1671,10 @@ subroutine set_sparsity_pattern(me,irow,icol,linear_irow,linear_icol,linear_vals
integer,dimension(:),intent(in),optional :: linear_irow !! linear sparsity pattern nonzero elements row indices
integer,dimension(:),intent(in),optional :: linear_icol !! linear sparsity pattern nonzero elements column indices
real(wp),dimension(:),intent(in),optional :: linear_vals !! linear sparsity values (constant elements of the Jacobian)
integer,intent(in),optional :: maxgrp !! DSM sparsity partition
!! [only used if `me%partition_sparsity_pattern=True`]
integer,dimension(:),intent(in),optional :: ngrp !! DSM sparsity partition (size `n`)
!! [only used if `me%partition_sparsity_pattern=True`]

integer :: info !! status output form [[dsm]]

Expand All @@ -1674,11 +1695,23 @@ subroutine set_sparsity_pattern(me,irow,icol,linear_irow,linear_icol,linear_vals

call me%sparsity%compute_indices()
if (me%partition_sparsity_pattern) then
call me%sparsity%dsm_wrapper(me%n,me%m,info)
if (info/=1) then
call me%raise_exception(16,'set_sparsity_pattern',&
'error partitioning sparsity pattern.')
return
if (present(maxgrp) .and. present(ngrp)) then
! use the user-input partition:
if (maxgrp>0 .and. all(ngrp>=1 .and. ngrp<=maxgrp) .and. size(ngrp)==me%n) then
me%sparsity%maxgrp = maxgrp
me%sparsity%ngrp = ngrp
else
call me%raise_exception(28,'set_sparsity_pattern',&
'invalid sparsity partition inputs.')
return
end if
else
call me%sparsity%dsm_wrapper(me%n,me%m,info)
if (info/=1) then
call me%raise_exception(16,'set_sparsity_pattern',&
'error partitioning sparsity pattern.')
return
end if
end if
end if

Expand Down Expand Up @@ -2148,7 +2181,9 @@ end subroutine compute_sparsity_pattern
! Returns the sparsity pattern from the class.
! If it hasn't been computed, the output arrays will not be allocated.

subroutine get_sparsity_pattern(me,irow,icol,linear_irow,linear_icol,linear_vals)
subroutine get_sparsity_pattern(me,irow,icol,&
linear_irow,linear_icol,linear_vals,&
maxgrp,ngrp)

implicit none

Expand All @@ -2161,6 +2196,8 @@ subroutine get_sparsity_pattern(me,irow,icol,linear_irow,linear_icol,linear_vals
!! elements column indices
real(wp),dimension(:),allocatable,intent(out),optional :: linear_vals !! linear sparsity values (constant
!! elements of the Jacobian)
integer,intent(out),optional :: maxgrp !! DSM sparsity partition
integer,dimension(:),allocatable,intent(out),optional :: ngrp !! DSM sparsity partition

if (me%exception_raised) return ! check for exceptions

Expand All @@ -2180,6 +2217,10 @@ subroutine get_sparsity_pattern(me,irow,icol,linear_irow,linear_icol,linear_vals
if (allocated(me%sparsity%linear_vals)) linear_vals = me%sparsity%linear_vals
end if

! optional DSM partition:
if (present(ngrp) .and. allocated(me%sparsity%ngrp)) ngrp = me%sparsity%ngrp
if (present(maxgrp)) maxgrp = me%sparsity%maxgrp

end subroutine get_sparsity_pattern
!*******************************************************************************

Expand Down Expand Up @@ -2427,8 +2468,12 @@ subroutine compute_jacobian_for_sparsity(me,i,class_meths,x,jac)

call me%select_finite_diff_method(x(i),me%xlow_for_sparsity(i),me%xhigh_for_sparsity(i),&
dx(i),class_meths,fd,status_ok)
if (.not. status_ok) write(error_unit,'(A,1X,I5)') &
'Error in compute_jacobian_for_sparsity: variable bounds violated for column: ',i
if (.not. status_ok) then
if (me%print_messages) then
write(error_unit,'(A,1X,I5)') &
'Error in compute_jacobian_for_sparsity: variable bounds violated for column: ',i
end if
end if

! compute this column of the Jacobian:
df = zero
Expand Down Expand Up @@ -2512,8 +2557,12 @@ subroutine compute_jacobian_standard(me,x,dx,jac)

call me%select_finite_diff_method(x(i),me%xlow(i),me%xhigh(i),&
dx(i),me%class_meths(i),fd,status_ok)
if (.not. status_ok) write(error_unit,'(A,1X,I5)') &
'Error in compute_jacobian_standard: variable bounds violated for column: ',i
if (.not. status_ok) then
if (me%print_messages) then
write(error_unit,'(A,1X,I5)') &
'Error in compute_jacobian_standard: variable bounds violated for column: ',i
end if
end if

! compute this column of the Jacobian:
df = zero
Expand Down Expand Up @@ -2743,11 +2792,13 @@ subroutine compute_jacobian_partitioned(me,x,dx,jac)
dx(cols),me%class_meths(1),fd,status_ok)

if (.not. status_ok) then
! will not consider this a fatal error for now:
write(error_unit,'(A,1X,I5,1X,A,1X,*(I5,1X))') &
'Error in compute_jacobian_partitioned: '//&
'variable bounds violated for group: ',&
igroup,'. columns: ',cols
if (me%print_messages) then
! will not consider this a fatal error for now:
write(error_unit,'(A,1X,I5,1X,A,1X,*(I5,1X))') &
'Error in compute_jacobian_partitioned: '//&
'variable bounds violated for group: ',&
igroup,'. columns: ',cols
end if
end if

! compute the columns of the Jacobian in this group:
Expand Down Expand Up @@ -3111,6 +3162,43 @@ subroutine get_error_status(me,istat,error_msg)
end subroutine get_error_status
!*******************************************************************************

!*******************************************************************************
!>
! Convert an integer to a string.

function integer_to_string(i, with_sign) result(str)

implicit none

integer,intent(in) :: i !! the integer
logical,intent(in),optional :: with_sign !! also include the sign (default is False)
character(len=:),allocatable :: str !! integer converted to a string

integer :: istat !! `iostat` code for write statement
character(len=100) :: tmp !!
logical :: sgn !! local copy of `with_sign`

if (present(with_sign)) then
sgn = with_sign
else
sgn = .false.
end if

if (sgn) then
write(tmp,'(SP,I100)',iostat=istat) i
else
write(tmp,'(I100)',iostat=istat) i
end if

if (istat == 0) then
str = trim(adjustl(tmp))
else
str = '****'
end if

end function integer_to_string
!*******************************************************************************

!*******************************************************************************
end module numerical_differentiation_module
!*******************************************************************************

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