#ifndef ASSEMBLER_FINITE_DIFFERENCE_CHECK #define ASSEMBLER_FINITE_DIFFERENCE_CHECK #define ABORT_ON_ERROR void infinitesimalVariation(Configuration& c, double eps, int i) { if (i<3) c.r[i] += eps; else c.q = c.q.mult(Rotation<3,double>::exp((i==3)*eps, (i==4)*eps, (i==5)*eps)); } template <class GridType> void strainFD(const std::vector<Configuration>& x, double pos, Dune::array<Dune::FieldMatrix<double,2,6>, 6>& fdStrainDerivatives, const RodAssembler<GridType>& assembler) { assert(x.size()==2); double eps = 1e-8; typename GridType::template Codim<0>::EntityPointer element = assembler.grid_->template leafbegin<0>(); // /////////////////////////////////////////////////////////// // Compute gradient by finite-difference approximation // /////////////////////////////////////////////////////////// std::vector<Configuration> forwardSolution = x; std::vector<Configuration> backwardSolution = x; for (size_t i=0; i<x.size(); i++) { Dune::FieldVector<double,6> fdGradient; for (int j=0; j<6; j++) { infinitesimalVariation(forwardSolution[i], eps, j); infinitesimalVariation(backwardSolution[i], -eps, j); // fdGradient[j] = (assembler.computeEnergy(forwardSolution) - assembler.computeEnergy(backwardSolution)) // / (2*eps); Dune::FieldVector<double,6> strain; strain = assembler.getStrain(forwardSolution, element, pos); strain -= assembler.getStrain(backwardSolution, element, pos); strain /= 2*eps; for (int m=0; m<6; m++) fdStrainDerivatives[m][i][j] = strain[m]; forwardSolution[i] = x[i]; backwardSolution[i] = x[i]; } } } template <class GridType> void strain2ndOrderFD(const std::vector<Configuration>& x, double pos, Dune::array<Dune::Matrix<Dune::FieldMatrix<double,6,6> >, 3>& translationDer, Dune::array<Dune::Matrix<Dune::FieldMatrix<double,3,3> >, 3>& rotationDer, const RodAssembler<GridType>& assembler) { assert(x.size()==2); double eps = 1e-3; typename GridType::template Codim<0>::EntityPointer element = assembler.grid_->template leafbegin<0>(); for (int m=0; m<3; m++) { translationDer[m].setSize(2,2); translationDer[m] = 0; rotationDer[m].setSize(2,2); rotationDer[m] = 0; } // /////////////////////////////////////////////////////////// // Compute gradient by finite-difference approximation // /////////////////////////////////////////////////////////// std::vector<Configuration> forwardSolution = x; std::vector<Configuration> backwardSolution = x; std::vector<Configuration> forwardForwardSolution = x; std::vector<Configuration> forwardBackwardSolution = x; std::vector<Configuration> backwardForwardSolution = x; std::vector<Configuration> backwardBackwardSolution = x; for (int i=0; i<2; i++) { for (int j=0; j<3; j++) { for (int k=0; k<2; k++) { for (int l=0; l<3; l++) { if (i==k && j==l) { infinitesimalVariation(forwardSolution[i], eps, j+3); infinitesimalVariation(backwardSolution[i], -eps, j+3); // Second derivative // fdHessian[j][k] = (assembler.computeEnergy(forwardSolution) // - 2*assembler.computeEnergy(x) // + assembler.computeEnergy(backwardSolution)) / (eps*eps); Dune::FieldVector<double,6> strain; strain = assembler.getStrain(forwardSolution, element, pos); strain += assembler.getStrain(backwardSolution, element, pos); strain.axpy(-2, assembler.getStrain(x, element, pos)); strain /= eps*eps; for (int m=0; m<3; m++) rotationDer[m][i][k][j][l] = strain[3+m]; forwardSolution = x; backwardSolution = x; } else { infinitesimalVariation(forwardForwardSolution[i], eps, j+3); infinitesimalVariation(forwardForwardSolution[k], eps, l+3); infinitesimalVariation(forwardBackwardSolution[i], eps, j+3); infinitesimalVariation(forwardBackwardSolution[k], -eps, l+3); infinitesimalVariation(backwardForwardSolution[i], -eps, j+3); infinitesimalVariation(backwardForwardSolution[k], eps, l+3); infinitesimalVariation(backwardBackwardSolution[i],-eps, j+3); infinitesimalVariation(backwardBackwardSolution[k],-eps, l+3); // fdHessian[j][k] = (assembler.computeEnergy(forwardForwardSolution) // + assembler.computeEnergy(backwardBackwardSolution) // - assembler.computeEnergy(forwardBackwardSolution) // - assembler.computeEnergy(backwardForwardSolution)) / (4*eps*eps); Dune::FieldVector<double,6> strain; strain = assembler.getStrain(forwardForwardSolution, element, pos); strain += assembler.getStrain(backwardBackwardSolution, element, pos); strain -= assembler.getStrain(forwardBackwardSolution, element, pos); strain -= assembler.getStrain(backwardForwardSolution, element, pos); strain /= 4*eps*eps; for (int m=0; m<3; m++) rotationDer[m][i][k][j][l] = strain[3+m]; forwardForwardSolution = x; forwardBackwardSolution = x; backwardForwardSolution = x; backwardBackwardSolution = x; } } } } } } template <class GridType> void strain2ndOrderFD2(const std::vector<Configuration>& x, double pos, Dune::FieldVector<double,1> shapeGrad[2], Dune::FieldVector<double,1> shapeFunction[2], Dune::array<Dune::Matrix<Dune::FieldMatrix<double,6,6> >, 3>& translationDer, Dune::array<Dune::Matrix<Dune::FieldMatrix<double,3,3> >, 3>& rotationDer, const RodAssembler<GridType>& assembler) { assert(x.size()==2); double eps = 1e-3; for (int m=0; m<3; m++) { translationDer[m].setSize(2,2); translationDer[m] = 0; rotationDer[m].setSize(2,2); rotationDer[m] = 0; } // /////////////////////////////////////////////////////////// // Compute gradient by finite-difference approximation // /////////////////////////////////////////////////////////// std::vector<Configuration> forwardSolution = x; std::vector<Configuration> backwardSolution = x; for (int k=0; k<2; k++) { for (int l=0; l<3; l++) { infinitesimalVariation(forwardSolution[k], eps, l+3); infinitesimalVariation(backwardSolution[k], -eps, l+3); Dune::array<Dune::FieldMatrix<double,2,6>, 6> forwardStrainDer; assembler.strainDerivative(forwardSolution, pos, shapeGrad, shapeFunction, forwardStrainDer); Dune::array<Dune::FieldMatrix<double,2,6>, 6> backwardStrainDer; assembler.strainDerivative(backwardSolution, pos, shapeGrad, shapeFunction, backwardStrainDer); for (int i=0; i<2; i++) { for (int j=0; j<3; j++) { for (int m=0; m<3; m++) { rotationDer[m][i][k][j][l] = (forwardStrainDer[m][i][j]-backwardStrainDer[m][i][j]) / (2*eps); } } } forwardSolution = x; backwardSolution = x; } } } template <class GridType> void expHessianFD() { using namespace Dune; double eps = 1e-3; // /////////////////////////////////////////////////////////// // Compute gradient by finite-difference approximation // /////////////////////////////////////////////////////////// FieldVector<double,3> forward; FieldVector<double,3> backward; FieldVector<double,3> forwardForward; FieldVector<double,3> forwardBackward; FieldVector<double,3> backwardForward; FieldVector<double,3> backwardBackward; for (int i=0; i<3; i++) { for (int j=0; j<3; j++) { Quaternion<double> hessian; if (i==j) { forward = backward = 0; forward[i] += eps; backward[i] -= eps; // Second derivative // fdHessian[j][k] = (assembler.computeEnergy(forward) // - 2*assembler.computeEnergy(x) // + assembler.computeEnergy(backward)) / (eps*eps); hessian = Rotation<3,double>::exp(forward); hessian += Rotation<3,double>::exp(backward); hessian.axpy(-2, Rotation<3,double>::exp(0,0,0)); hessian /= eps*eps; } else { forwardForward = forwardBackward = 0; backwardForward = backwardBackward = 0; forwardForward[i] += eps; forwardForward[j] += eps; forwardBackward[i] += eps; forwardBackward[j] -= eps; backwardForward[i] -= eps; backwardForward[j] += eps; backwardBackward[i] -= eps; backwardBackward[j] -= eps; hessian = Rotation<3,double>::exp(forwardForward); hessian += Rotation<3,double>::exp(backwardBackward); hessian -= Rotation<3,double>::exp(forwardBackward); hessian -= Rotation<3,double>::exp(backwardForward); hessian /= 4*eps*eps; } printf("i: %d, j: %d ", i, j); std::cout << hessian << std::endl; } } } template <class GridType> void gradientFDCheck(const std::vector<Configuration>& x, const Dune::BlockVector<Dune::FieldVector<double,6> >& gradient, const RodAssembler<GridType>& assembler) { #ifndef ABORT_ON_ERROR static int gradientError = 0; double maxError = -1; #endif double eps = 1e-6; // /////////////////////////////////////////////////////////// // Compute gradient by finite-difference approximation // /////////////////////////////////////////////////////////// std::vector<Configuration> forwardSolution = x; std::vector<Configuration> backwardSolution = x; for (size_t i=0; i<x.size(); i++) { Dune::FieldVector<double,6> fdGradient; for (int j=0; j<6; j++) { infinitesimalVariation(forwardSolution[i], eps, j); infinitesimalVariation(backwardSolution[i], -eps, j); fdGradient[j] = (assembler.computeEnergy(forwardSolution) - assembler.computeEnergy(backwardSolution)) / (2*eps); forwardSolution[i] = x[i]; backwardSolution[i] = x[i]; } if ( (fdGradient-gradient[i]).two_norm() > 1e-6 ) { #ifdef ABORT_ON_ERROR std::cout << "Differing gradients at " << i << "! (" << (fdGradient-gradient[i]).two_norm() / gradient[i].two_norm() << ") Analytical: " << gradient[i] << ", fd: " << fdGradient << std::endl; //std::cout << "Current configuration " << std::endl; for (size_t j=0; j<x.size(); j++) std::cout << x[j] << std::endl; //abort(); #else gradientError++; maxError = std::max(maxError, (fdGradient-gradient[i]).two_norm()); #endif } } #ifndef ABORT_ON_ERROR std::cout << gradientError << " errors in the gradient corrected (max: " << maxError << ")!" << std::endl; #endif } template <class GridType> void hessianFDCheck(const std::vector<Configuration>& x, const Dune::BCRSMatrix<Dune::FieldMatrix<double,6,6> >& hessian, const RodAssembler<GridType>& assembler) { #ifndef ABORT_ON_ERROR static int hessianError = 0; #endif double eps = 1e-2; typedef typename Dune::BCRSMatrix<Dune::FieldMatrix<double,6,6> >::row_type::const_iterator ColumnIterator; // /////////////////////////////////////////////////////////// // Compute gradient by finite-difference approximation // /////////////////////////////////////////////////////////// std::vector<Configuration> forwardSolution = x; std::vector<Configuration> backwardSolution = x; std::vector<Configuration> forwardForwardSolution = x; std::vector<Configuration> forwardBackwardSolution = x; std::vector<Configuration> backwardForwardSolution = x; std::vector<Configuration> backwardBackwardSolution = x; // /////////////////////////////////////////////////////////////// // Loop over all blocks of the outer matrix // /////////////////////////////////////////////////////////////// for (int i=0; i<hessian.N(); i++) { ColumnIterator cIt = hessian[i].begin(); ColumnIterator cEndIt = hessian[i].end(); for (; cIt!=cEndIt; ++cIt) { // //////////////////////////////////////////////////////////////////////////// // Compute a finite-difference approximation of this hessian matrix block // //////////////////////////////////////////////////////////////////////////// Dune::FieldMatrix<double,6,6> fdHessian; for (int j=0; j<6; j++) { for (int k=0; k<6; k++) { if (i==cIt.index() && j==k) { infinitesimalVariation(forwardSolution[i], eps, j); infinitesimalVariation(backwardSolution[i], -eps, j); // Second derivative fdHessian[j][k] = (assembler.computeEnergy(forwardSolution) + assembler.computeEnergy(backwardSolution) - 2*assembler.computeEnergy(x) ) / (eps*eps); forwardSolution[i] = x[i]; backwardSolution[i] = x[i]; } else { infinitesimalVariation(forwardForwardSolution[i], eps, j); infinitesimalVariation(forwardForwardSolution[cIt.index()], eps, k); infinitesimalVariation(forwardBackwardSolution[i], eps, j); infinitesimalVariation(forwardBackwardSolution[cIt.index()], -eps, k); infinitesimalVariation(backwardForwardSolution[i], -eps, j); infinitesimalVariation(backwardForwardSolution[cIt.index()], eps, k); infinitesimalVariation(backwardBackwardSolution[i], -eps, j); infinitesimalVariation(backwardBackwardSolution[cIt.index()],-eps, k); fdHessian[j][k] = (assembler.computeEnergy(forwardForwardSolution) + assembler.computeEnergy(backwardBackwardSolution) - assembler.computeEnergy(forwardBackwardSolution) - assembler.computeEnergy(backwardForwardSolution)) / (4*eps*eps); forwardForwardSolution[i] = x[i]; forwardForwardSolution[cIt.index()] = x[cIt.index()]; forwardBackwardSolution[i] = x[i]; forwardBackwardSolution[cIt.index()] = x[cIt.index()]; backwardForwardSolution[i] = x[i]; backwardForwardSolution[cIt.index()] = x[cIt.index()]; backwardBackwardSolution[i] = x[i]; backwardBackwardSolution[cIt.index()] = x[cIt.index()]; } } } //exit(0); // ///////////////////////////////////////////////////////////////////////////// // Compare analytical and fd Hessians // ///////////////////////////////////////////////////////////////////////////// Dune::FieldMatrix<double,6,6> diff = fdHessian; diff -= *cIt; if ( diff.frobenius_norm() > 1e-5 ) { #ifdef ABORT_ON_ERROR std::cout << "Differing hessians at [(" << i << ", "<< cIt.index() << ")]!" << std::endl << "Analytical: " << std::endl << *cIt << std::endl << "fd: " << std::endl << fdHessian << std::endl; abort(); #else hessianError++; #endif } } } #ifndef ABORT_ON_ERROR std::cout << hessianError << " errors in the Hessian corrected!" << std::endl; #endif } #endif