Using ADIFOR and ADIC to provide Jacobians for the SNES component of PETSc

摘要

The solution of large-scale nonlinear problems is important to many areas of computational science. The SNES component of PETSc provides a robust and flexible suite of numerical routines for the solving such problems. These routines generally utilize the Jacobian matrix. We present a strategy for using ADIFOR or ADIC to assist in the development of a subroutine for computing this matrix. We illustrate this strategy using one of the PETSc example programs and four different approaches to computing the Jacobian via automatic differentiation.