Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp

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// @HEADER
// ****************************************************************************
//                Tempus: Copyright (2017) Sandia Corporation
//
// Distributed under BSD 3-clause license (See accompanying file Copyright.txt)
// ****************************************************************************
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#ifndef Tempus_AdjointAuxSensitivityModelEvaluator_impl_hpp
#define Tempus_AdjointAuxSensitivityModelEvaluator_impl_hpp

#include "Thyra_MultiVectorLinearOp.hpp"
#include "Thyra_MultiVectorLinearOpWithSolveFactory.hpp"
#include "Thyra_ScaledIdentityLinearOpWithSolve.hpp"
#include "Thyra_ScaledIdentityLinearOpWithSolveFactory.hpp"
#include "Thyra_DefaultBlockedLinearOp.hpp"
#include "Thyra_BlockedTriangularLinearOpWithSolveFactory.hpp"
#include "Thyra_VectorStdOps.hpp"
#include "Thyra_MultiVectorStdOps.hpp"

namespace Tempus {

template <typename Scalar>
AdjointAuxSensitivityModelEvaluator<Scalar>::
    AdjointAuxSensitivityModelEvaluator(
        const Teuchos::RCP<const Thyra::ModelEvaluator<Scalar> >& model,
        const Teuchos::RCP<const Thyra::ModelEvaluator<Scalar> >& adjoint_model,
        const Scalar& t_init, const Scalar& t_final,
        const Teuchos::RCP<const Teuchos::ParameterList>& pList)
  : model_(model),
    adjoint_model_(adjoint_model),
    t_init_(t_init),
    t_final_(t_final),
    mass_matrix_is_computed_(false),
    t_interp_(Teuchos::ScalarTraits<Scalar>::rmax())
{
  using Teuchos::Array;
  using Teuchos::RCP;
  using Thyra::VectorSpaceBase;
  typedef Thyra::ModelEvaluatorBase MEB;

  // Set parameters
  Teuchos::RCP<Teuchos::ParameterList> pl =
      Teuchos::rcp(new Teuchos::ParameterList);
  if (pList != Teuchos::null) *pl = *pList;
  pl->validateParametersAndSetDefaults(*this->getValidParameters());
  mass_matrix_is_constant_ = pl->get<bool>("Mass Matrix Is Constant");
  mass_matrix_is_identity_ = pl->get<bool>("Mass Matrix Is Identity");
  p_index_                 = pl->get<int>("Sensitivity Parameter Index", 0);
  g_index_                 = pl->get<int>("Response Function Index", 0);
  num_adjoint_             = model_->get_g_space(g_index_)->dim();

  // We currently do not support a non-constant mass matrix
  TEUCHOS_TEST_FOR_EXCEPTION(
      mass_matrix_is_constant_ == false, std::logic_error,
      "AdjointAuxSensitivityModelEvaluator currently does not support "
          << "non-constant mass matrix df/dx_dot!");

  adjoint_space_ =
      Thyra::multiVectorProductVectorSpace(model_->get_f_space(), num_adjoint_);
  residual_space_ =
      Thyra::multiVectorProductVectorSpace(model_->get_x_space(), num_adjoint_);
  response_space_ = Thyra::multiVectorProductVectorSpace(
      model_->get_p_space(p_index_), num_adjoint_);
  Array<RCP<const VectorSpaceBase<Scalar> > > x_spaces(2);
  Array<RCP<const VectorSpaceBase<Scalar> > > f_spaces(2);
  x_spaces[0]   = adjoint_space_;
  x_spaces[1]   = response_space_;
  f_spaces[0]   = residual_space_;
  f_spaces[1]   = response_space_;
  x_prod_space_ = Thyra::productVectorSpace(x_spaces());
  f_prod_space_ = Thyra::productVectorSpace(f_spaces());

  // forward and adjoint models must support same InArgs
  MEB::InArgs<Scalar> me_inArgs = model_->createInArgs();
  me_inArgs.assertSameSupport(adjoint_model_->createInArgs());

  MEB::InArgsSetup<Scalar> inArgs;
  inArgs.setModelEvalDescription(this->description());
  inArgs.setSupports(MEB::IN_ARG_x);
  inArgs.setSupports(MEB::IN_ARG_t);
  if (me_inArgs.supports(MEB::IN_ARG_x_dot))
    inArgs.setSupports(MEB::IN_ARG_x_dot);
  inArgs.setSupports(MEB::IN_ARG_alpha);
  inArgs.setSupports(MEB::IN_ARG_beta);

  // Support additional parameters for x and xdot
  inArgs.set_Np(me_inArgs.Np());
  prototypeInArgs_ = inArgs;

  MEB::OutArgs<Scalar> me_outArgs     = model_->createOutArgs();
  MEB::OutArgs<Scalar> adj_me_outArgs = adjoint_model_->createOutArgs();
  MEB::OutArgsSetup<Scalar> outArgs;
  outArgs.setModelEvalDescription(this->description());
  outArgs.set_Np_Ng(me_inArgs.Np(), 0);
  outArgs.setSupports(MEB::OUT_ARG_f);
  outArgs.setSupports(MEB::OUT_ARG_W_op);
  prototypeOutArgs_ = outArgs;

  // Adjoint ME must support W_op to define adjoint ODE/DAE.
  // Must support alpha, beta if it suports x_dot
  TEUCHOS_ASSERT(me_inArgs.supports(MEB::IN_ARG_x));
  TEUCHOS_ASSERT(adj_me_outArgs.supports(MEB::OUT_ARG_W_op));
  if (me_inArgs.supports(MEB::IN_ARG_x_dot)) {
    TEUCHOS_ASSERT(me_inArgs.supports(MEB::IN_ARG_alpha));
    TEUCHOS_ASSERT(me_inArgs.supports(MEB::IN_ARG_beta));
  }
}

template <typename Scalar>
void AdjointAuxSensitivityModelEvaluator<Scalar>::setFinalTime(
    const Scalar t_final)
{
  t_final_ = t_final;
}

template <typename Scalar>
void AdjointAuxSensitivityModelEvaluator<Scalar>::setForwardSolutionHistory(
    const Teuchos::RCP<const Tempus::SolutionHistory<Scalar> >& sh)
{
  sh_            = sh;
  t_interp_      = Teuchos::ScalarTraits<Scalar>::rmax();
  forward_state_ = Teuchos::null;
}

template <typename Scalar>
Teuchos::RCP<const Thyra::VectorSpaceBase<Scalar> >
AdjointAuxSensitivityModelEvaluator<Scalar>::get_p_space(int p) const
{
  TEUCHOS_ASSERT(p < model_->Np());
  return model_->get_p_space(p);
}

template <typename Scalar>
Teuchos::RCP<const Teuchos::Array<std::string> >
AdjointAuxSensitivityModelEvaluator<Scalar>::get_p_names(int p) const
{
  TEUCHOS_ASSERT(p < model_->Np());
  return model_->get_p_names(p);
}

template <typename Scalar>
Teuchos::RCP<const Thyra::VectorSpaceBase<Scalar> >
AdjointAuxSensitivityModelEvaluator<Scalar>::get_x_space() const
{
  return x_prod_space_;
}

template <typename Scalar>
Teuchos::RCP<const Thyra::VectorSpaceBase<Scalar> >
AdjointAuxSensitivityModelEvaluator<Scalar>::get_f_space() const
{
  return f_prod_space_;
}

template <typename Scalar>
Teuchos::RCP<Thyra::LinearOpBase<Scalar> >
AdjointAuxSensitivityModelEvaluator<Scalar>::create_W_op() const
{
  using Teuchos::RCP;
  using Thyra::LinearOpBase;

  RCP<LinearOpBase<Scalar> > adjoint_op = adjoint_model_->create_W_op();
  RCP<LinearOpBase<Scalar> > mv_adjoint_op =
      Thyra::nonconstMultiVectorLinearOp(adjoint_op, num_adjoint_);
  RCP<const Thyra::VectorSpaceBase<Scalar> > g_space = response_space_;
  RCP<LinearOpBase<Scalar> > g_op                    = Thyra::scaledIdentity(g_space, Scalar(1.0));
  RCP<LinearOpBase<Scalar> > null_op;
  return nonconstBlock2x2(mv_adjoint_op, null_op, null_op, g_op);
}

template <typename Scalar>
Teuchos::RCP<const Thyra::LinearOpWithSolveFactoryBase<Scalar> >
AdjointAuxSensitivityModelEvaluator<Scalar>::get_W_factory() const
{
  using Teuchos::RCP;
  using Teuchos::rcp_dynamic_cast;
  typedef Thyra::LinearOpWithSolveFactoryBase<Scalar> LOWSFB;

  RCP<const LOWSFB> alowsfb = adjoint_model_->get_W_factory();
  if (alowsfb == Teuchos::null)
    return Teuchos::null;  // model_ doesn't support W_factory

  RCP<const LOWSFB> mv_alowsfb = Thyra::multiVectorLinearOpWithSolveFactory(
      alowsfb, residual_space_, adjoint_space_);

  RCP<const Thyra::VectorSpaceBase<Scalar> > g_space = response_space_;
  RCP<const LOWSFB> g_lowsfb =
      Thyra::scaledIdentitySolveFactory(g_space, Scalar(1.0));

  Teuchos::Array<RCP<const LOWSFB> > lowsfbs(2);
  lowsfbs[0] = mv_alowsfb;
  lowsfbs[1] = g_lowsfb;
  return Thyra::blockedTriangularLinearOpWithSolveFactory(lowsfbs);
}

template <typename Scalar>
Thyra::ModelEvaluatorBase::InArgs<Scalar>
AdjointAuxSensitivityModelEvaluator<Scalar>::createInArgs() const
{
  return prototypeInArgs_;
}

template <typename Scalar>
Thyra::ModelEvaluatorBase::InArgs<Scalar>
AdjointAuxSensitivityModelEvaluator<Scalar>::getNominalValues() const
{
  typedef Thyra::ModelEvaluatorBase MEB;
  using Teuchos::RCP;
  using Teuchos::rcp_dynamic_cast;

  MEB::InArgs<Scalar> me_nominal = model_->getNominalValues();
  MEB::InArgs<Scalar> nominal    = this->createInArgs();

  const Scalar zero = Teuchos::ScalarTraits<Scalar>::zero();

  // Set initial x, x_dot
  RCP<Thyra::VectorBase<Scalar> > x = Thyra::createMember(*x_prod_space_);
  Thyra::assign(x.ptr(), zero);
  nominal.set_x(x);

  if (me_nominal.supports(MEB::IN_ARG_x_dot)) {
    RCP<Thyra::VectorBase<Scalar> > x_dot = Thyra::createMember(*x_prod_space_);
    Thyra::assign(x_dot.ptr(), zero);
    nominal.set_x_dot(x_dot);
  }

  const int np = model_->Np();
  for (int i = 0; i < np; ++i) nominal.set_p(i, me_nominal.get_p(i));

  return nominal;
}

template <typename Scalar>
Thyra::ModelEvaluatorBase::OutArgs<Scalar>
AdjointAuxSensitivityModelEvaluator<Scalar>::createOutArgsImpl() const
{
  return prototypeOutArgs_;
}

template <typename Scalar>
void AdjointAuxSensitivityModelEvaluator<Scalar>::evalModelImpl(
    const Thyra::ModelEvaluatorBase::InArgs<Scalar>& inArgs,
    const Thyra::ModelEvaluatorBase::OutArgs<Scalar>& outArgs) const
{
  typedef Thyra::ModelEvaluatorBase MEB;
  using Teuchos::RCP;
  using Teuchos::rcp_dynamic_cast;

  // Note:  adjoint_model computes the transposed W (either explicitly or
  // implicitly.  Thus we need to always call adjoint_model->evalModel()
  // whenever computing the adjoint operator, and subsequent calls to apply()
  // do not transpose it.

  // Interpolate forward solution at supplied time, reusing previous
  // interpolation if possible
  TEUCHOS_ASSERT(sh_ != Teuchos::null);
  const Scalar t         = inArgs.get_t();
  const Scalar forward_t = t_final_ + t_init_ - t;
  if (forward_state_ == Teuchos::null || t_interp_ != t) {
    if (forward_state_ == Teuchos::null)
      forward_state_ = sh_->interpolateState(forward_t);
    else
      sh_->interpolateState(forward_t, forward_state_.get());
    t_interp_ = t;
  }

  // setup input arguments for model
  MEB::InArgs<Scalar> me_inArgs = model_->getNominalValues();
  me_inArgs.set_x(forward_state_->getX());
  if (me_inArgs.supports(MEB::IN_ARG_x_dot) &&
      inArgs.get_x_dot() != Teuchos::null)
    me_inArgs.set_x_dot(forward_state_->getXDot());
  if (me_inArgs.supports(MEB::IN_ARG_t)) me_inArgs.set_t(forward_t);
  const int np = me_inArgs.Np();
  for (int i = 0; i < np; ++i) me_inArgs.set_p(i, inArgs.get_p(i));

  // compute W
  RCP<Thyra::LinearOpBase<Scalar> > op = outArgs.get_W_op();
  if (op != Teuchos::null) {
    if (me_inArgs.supports(MEB::IN_ARG_alpha))
      me_inArgs.set_alpha(inArgs.get_alpha());
    if (me_inArgs.supports(MEB::IN_ARG_beta))
      me_inArgs.set_beta(inArgs.get_beta());

    // Adjoint W
    RCP<Thyra::DefaultBlockedLinearOp<Scalar> > block_op =
        rcp_dynamic_cast<Thyra::DefaultBlockedLinearOp<Scalar> >(op, true);
    RCP<Thyra::MultiVectorLinearOp<Scalar> > mv_adjoint_op =
        rcp_dynamic_cast<Thyra::MultiVectorLinearOp<Scalar> >(
            block_op->getNonconstBlock(0, 0), true);
    RCP<Thyra::LinearOpBase<Scalar> > adjoint_op =
        mv_adjoint_op->getNonconstLinearOp();
    MEB::OutArgs<Scalar> adj_me_outArgs = adjoint_model_->createOutArgs();
    adj_me_outArgs.set_W_op(adjoint_op);
    adjoint_model_->evalModel(me_inArgs, adj_me_outArgs);

    // g W
    RCP<Thyra::ScaledIdentityLinearOpWithSolve<Scalar> > si_op =
        rcp_dynamic_cast<Thyra::ScaledIdentityLinearOpWithSolve<Scalar> >(
            block_op->getNonconstBlock(1, 1), true);
    si_op->setScale(inArgs.get_alpha());
  }

  // Compute adjoint residual F(y):
  //   * For implicit form,  F(y) = d/dt( df/dx_dot^T*y ) + df/dx^T*y
  //   * For explict form, F(y) = -df/dx^T*y
  // For implicit form, we assume df/dx_dot is constant w.r.t. x, x_dot, and t,
  // so the residual becomes F(y) = df/dx_dot^T*y_dot + df/dx^T*y
  RCP<Thyra::VectorBase<Scalar> > f = outArgs.get_f();
  if (f != Teuchos::null) {
    RCP<const Thyra::VectorBase<Scalar> > x         = inArgs.get_x().assert_not_null();
    RCP<const DPV> prod_x                           = rcp_dynamic_cast<const DPV>(x, true);
    RCP<const Thyra::VectorBase<Scalar> > adjoint_x = prod_x->getVectorBlock(0);
    RCP<const Thyra::MultiVectorBase<Scalar> > adjoint_x_mv =
        rcp_dynamic_cast<const DMVPV>(adjoint_x, true)->getMultiVector();

    RCP<DPV> prod_f = rcp_dynamic_cast<DPV>(f, true);
    RCP<Thyra::VectorBase<Scalar> > adjoint_f =
        prod_f->getNonconstVectorBlock(0);
    RCP<Thyra::MultiVectorBase<Scalar> > adjoint_f_mv =
        rcp_dynamic_cast<DMVPV>(adjoint_f, true)->getNonconstMultiVector();

    MEB::OutArgs<Scalar> adj_me_outArgs = adjoint_model_->createOutArgs();

    if (my_dfdx_ == Teuchos::null) my_dfdx_ = adjoint_model_->create_W_op();
    adj_me_outArgs.set_W_op(my_dfdx_);
    if (me_inArgs.supports(MEB::IN_ARG_alpha)) me_inArgs.set_alpha(0.0);
    if (me_inArgs.supports(MEB::IN_ARG_beta)) me_inArgs.set_beta(1.0);
    adjoint_model_->evalModel(me_inArgs, adj_me_outArgs);

    // Explicit form residual F(y) = -df/dx^T*y
    my_dfdx_->apply(Thyra::NOTRANS, *adjoint_x_mv, adjoint_f_mv.ptr(),
                    Scalar(-1.0), Scalar(0.0));

    // Implicit form residual df/dx_dot^T*y_dot + df/dx^T*y using the second
    // scalar argument to apply() to change the explicit term above
    RCP<const DPV> prod_x_dot;
    if (me_inArgs.supports(MEB::IN_ARG_x_dot)) {
      RCP<const Thyra::VectorBase<Scalar> > x_dot = inArgs.get_x_dot();
      if (x_dot != Teuchos::null) {
        prod_x_dot = rcp_dynamic_cast<const DPV>(x_dot, true);
        RCP<const Thyra::VectorBase<Scalar> > adjoint_x_dot =
            prod_x_dot->getVectorBlock(0);
        RCP<const Thyra::MultiVectorBase<Scalar> > adjoint_x_dot_mv =
            rcp_dynamic_cast<const DMVPV>(adjoint_x_dot, true)
                ->getMultiVector();
        if (mass_matrix_is_identity_) {
          // F = -F + y_dot
          Thyra::V_StVpV(adjoint_f_mv.ptr(), Scalar(-1.0), *adjoint_f_mv,
                         *adjoint_x_dot_mv);
        }
        else {
          if (my_dfdxdot_ == Teuchos::null)
            my_dfdxdot_ = adjoint_model_->create_W_op();
          if (!mass_matrix_is_constant_ || !mass_matrix_is_computed_) {
            adj_me_outArgs.set_W_op(my_dfdxdot_);
            me_inArgs.set_alpha(1.0);
            me_inArgs.set_beta(0.0);
            adjoint_model_->evalModel(me_inArgs, adj_me_outArgs);

            mass_matrix_is_computed_ = true;
          }
          my_dfdxdot_->apply(Thyra::NOTRANS, *adjoint_x_dot_mv,
                             adjoint_f_mv.ptr(), Scalar(1.0), Scalar(-1.0));
        }
      }
    }

    // Compute g = z_dot - df/dp^T*y for computing the model parameter term
    // in the adjoint sensitivity formula
    RCP<Thyra::VectorBase<Scalar> > adjoint_g =
        prod_f->getNonconstVectorBlock(1);
    RCP<Thyra::MultiVectorBase<Scalar> > adjoint_g_mv =
        rcp_dynamic_cast<DMVPV>(adjoint_g, true)->getNonconstMultiVector();

    MEB::OutArgs<Scalar> me_outArgs2 = model_->createOutArgs();
    MEB::DerivativeSupport dfdp_support =
        me_outArgs2.supports(MEB::OUT_ARG_DfDp, p_index_);
    Thyra::EOpTransp trans = Thyra::CONJTRANS;
    if (dfdp_support.supports(MEB::DERIV_LINEAR_OP)) {
      if (my_dfdp_op_ == Teuchos::null)
        my_dfdp_op_ = model_->create_DfDp_op(p_index_);
      me_outArgs2.set_DfDp(p_index_, MEB::Derivative<Scalar>(my_dfdp_op_));
      trans = Thyra::CONJTRANS;
    }
    else if (dfdp_support.supports(MEB::DERIV_MV_JACOBIAN_FORM)) {
      if (my_dfdp_mv_ == Teuchos::null)
        my_dfdp_mv_ = createMembers(model_->get_f_space(),
                                    model_->get_p_space(p_index_)->dim());
      me_outArgs2.set_DfDp(
          p_index_,
          MEB::Derivative<Scalar>(my_dfdp_mv_, MEB::DERIV_MV_JACOBIAN_FORM));
      my_dfdp_op_ = my_dfdp_mv_;
      trans       = Thyra::CONJTRANS;
    }
    else if (dfdp_support.supports(MEB::DERIV_MV_GRADIENT_FORM)) {
      if (my_dfdp_mv_ == Teuchos::null)
        my_dfdp_mv_ = createMembers(model_->get_p_space(p_index_),
                                    model_->get_f_space()->dim());
      me_outArgs2.set_DfDp(
          p_index_,
          MEB::Derivative<Scalar>(my_dfdp_mv_, MEB::DERIV_MV_GRADIENT_FORM));
      my_dfdp_op_ = my_dfdp_mv_;
      trans       = Thyra::CONJ;
    }
    else
      TEUCHOS_TEST_FOR_EXCEPTION(true, std::logic_error,
                                 "Invalid df/dp support");
    model_->evalModel(me_inArgs, me_outArgs2);
    my_dfdp_op_->apply(trans, *adjoint_x_mv, adjoint_g_mv.ptr(), Scalar(1.0),
                       Scalar(0.0));

    if (prod_x_dot != Teuchos::null) {
      RCP<const Thyra::VectorBase<Scalar> > z_dot =
          prod_x_dot->getVectorBlock(1);
      RCP<const Thyra::MultiVectorBase<Scalar> > z_dot_mv =
          rcp_dynamic_cast<const DMVPV>(z_dot, true)->getMultiVector();
      Thyra::V_VmV(adjoint_g_mv.ptr(), *z_dot_mv, *adjoint_g_mv);
    }
  }
}

template <class Scalar>
Teuchos::RCP<const Teuchos::ParameterList>
AdjointAuxSensitivityModelEvaluator<Scalar>::getValidParameters()
{
  Teuchos::RCP<Teuchos::ParameterList> pl = Teuchos::parameterList();
  pl->set<int>("Sensitivity Parameter Index", 0);
  pl->set<int>("Response Function Index", 0);
  pl->set<bool>("Mass Matrix Is Constant", true);
  pl->set<bool>("Mass Matrix Is Identity", false);
  return pl;
}

}  // namespace Tempus

#endif