Belos::GCRODRIter< ScalarType, MV, OP > Class Template Reference

This class implements the GCRODR iteration, where a single-stdvector Krylov subspace is constructed. The QR decomposition of block, upper Hessenberg matrix is performed each iteration to update the least squares system and give the current linear system residuals. More...

#include <BelosGCRODRIter.hpp>

Inheritance diagram for Belos::GCRODRIter< ScalarType, MV, OP >:
Inheritance graph
[legend]

List of all members.

Public Types

typedef MultiVecTraits
< ScalarType, MV > 
MVT
typedef OperatorTraits
< ScalarType, MV, OP > 
OPT
typedef Teuchos::ScalarTraits
< ScalarType > 
SCT
typedef SCT::magnitudeType MagnitudeType

Private Attributes

const Teuchos::RCP
< LinearProblem< ScalarType,
MV, OP > > 
lp_
const Teuchos::RCP
< OutputManager< ScalarType > > 
om_
const Teuchos::RCP< StatusTest
< ScalarType, MV, OP > > 
stest_
const Teuchos::RCP
< OrthoManager< ScalarType, MV > > 
ortho_
int numBlocks_
int recycledBlocks_
Teuchos::SerialDenseVector
< int, ScalarType > 
sn_
Teuchos::SerialDenseVector
< int, MagnitudeType
cs_
bool initialized_
int curDim_
int iter_
Teuchos::RCP< MV > V_
Teuchos::RCP< MV > U_
Teuchos::RCP< MV > C_
Teuchos::RCP
< Teuchos::SerialDenseMatrix
< int, ScalarType > > 
H_
Teuchos::RCP
< Teuchos::SerialDenseMatrix
< int, ScalarType > > 
B_
Teuchos::SerialDenseMatrix
< int, ScalarType > 
R_
Teuchos::SerialDenseVector
< int, ScalarType > 
z_

Constructors/Destructor



 GCRODRIter (const Teuchos::RCP< LinearProblem< ScalarType, MV, OP > > &problem, const Teuchos::RCP< OutputManager< ScalarType > > &printer, const Teuchos::RCP< StatusTest< ScalarType, MV, OP > > &tester, const Teuchos::RCP< MatOrthoManager< ScalarType, MV, OP > > &ortho, Teuchos::ParameterList &params)
 GCRODRIter constructor with linear problem, solver utilities, and parameter list of solver options.
virtual ~GCRODRIter ()
 Destructor.

Solver methods



void iterate ()
 This method performs block Gmres iterations until the status test indicates the need to stop or an error occurs (in which case, an std::exception is thrown).
void initialize (GCRODRIterState< ScalarType, MV > newstate)
 Initialize the solver to an iterate, providing a complete state.
void initialize ()
 Initialize the solver with empty data. Calling this method will result in error, as GCRODRIter must be initialized with a valid state.
GCRODRIterState< ScalarType, MV > getState () const
 Get the current state of the linear solver.

Status methods



int getNumIters () const
 Get the current iteration count.
void resetNumIters (int iter=0)
 Reset the iteration count.
Teuchos::RCP< const MV > getNativeResiduals (std::vector< MagnitudeType > *norms) const
 Get the norms of the residuals native to the solver.
Teuchos::RCP< MV > getCurrentUpdate () const
 Get the current update to the linear system.
void updateLSQR (int dim=-1)
 Method for updating QR factorization of upper Hessenberg matrix.
int getCurSubspaceDim () const
 Get the dimension of the search subspace used to generate the current solution to the linear problem.
int getMaxSubspaceDim () const
 Get the maximum dimension allocated for the search subspace.

Accessor methods



const LinearProblem
< ScalarType, MV, OP > & 
getProblem () const
 Get a constant reference to the linear problem.
int getNumBlocks () const
 Get the maximum number of blocks used by the iterative solver in solving this linear problem.
void setNumBlocks (int numBlocks)
 Set the maximum number of blocks used by the iterative solver.
int getRecycledBlocks () const
 Get the maximum number of recycled blocks used by the iterative solver in solving this linear problem.
void setRecycledBlocks (int recycledBlocks)
 Set the maximum number of recycled blocks used by the iterative solver.
int getBlockSize () const
 Get the blocksize to be used by the iterative solver in solving this linear problem.
void setBlockSize (int blockSize)
 Set the blocksize.
void setSize (int recycledBlocks, int numBlocks)
 Set the maximum number of blocks used by the iterative solver and the number of recycled vectors.
bool isInitialized ()
 States whether the solver has been initialized or not.

Detailed Description

template<class ScalarType, class MV, class OP>
class Belos::GCRODRIter< ScalarType, MV, OP >

This class implements the GCRODR iteration, where a single-stdvector Krylov subspace is constructed. The QR decomposition of block, upper Hessenberg matrix is performed each iteration to update the least squares system and give the current linear system residuals.

Author:
Michael Parks and Heidi Thornquist

Definition at line 141 of file BelosGCRODRIter.hpp.


Member Typedef Documentation

template<class ScalarType , class MV , class OP >
typedef MultiVecTraits<ScalarType,MV> Belos::GCRODRIter< ScalarType, MV, OP >::MVT

Definition at line 148 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
typedef OperatorTraits<ScalarType,MV,OP> Belos::GCRODRIter< ScalarType, MV, OP >::OPT

Definition at line 149 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
typedef Teuchos::ScalarTraits<ScalarType> Belos::GCRODRIter< ScalarType, MV, OP >::SCT

Definition at line 150 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
typedef SCT::magnitudeType Belos::GCRODRIter< ScalarType, MV, OP >::MagnitudeType

Definition at line 151 of file BelosGCRODRIter.hpp.


Constructor & Destructor Documentation

template<class ScalarType , class MV , class OP >
Belos::GCRODRIter< ScalarType, MV, OP >::GCRODRIter ( const Teuchos::RCP< LinearProblem< ScalarType, MV, OP > > &  problem,
const Teuchos::RCP< OutputManager< ScalarType > > &  printer,
const Teuchos::RCP< StatusTest< ScalarType, MV, OP > > &  tester,
const Teuchos::RCP< MatOrthoManager< ScalarType, MV, OP > > &  ortho,
Teuchos::ParameterList params 
) [inline]

GCRODRIter constructor with linear problem, solver utilities, and parameter list of solver options.

This constructor takes pointers required by the linear solver, in addition to a parameter list of options for the linear solver. These options include the following:

  • "Num Blocks" - an int specifying the maximum number of blocks allocated for the solver basis. Default: 25
  • "Restart Timers" = a bool specifying whether the timers should be restarted each time iterate() is called. Default: false
  • "Keep Hessenberg" = a bool specifying whether the upper Hessenberg should be stored separately from the least squares system. Default: false

Definition at line 400 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
virtual Belos::GCRODRIter< ScalarType, MV, OP >::~GCRODRIter (  )  [inline, virtual]

Destructor.

Definition at line 171 of file BelosGCRODRIter.hpp.


Member Function Documentation

template<class ScalarType , class MV , class OP >
void Belos::GCRODRIter< ScalarType, MV, OP >::iterate (  )  [inline, virtual]

This method performs block Gmres iterations until the status test indicates the need to stop or an error occurs (in which case, an std::exception is thrown).

iterate() will first determine whether the solver is inintialized; if not, it will call initialize() using default arguments. After initialization, the solver performs block Gmres iterations until the status test evaluates as Passed, at which point the method returns to the caller.

The block Gmres iteration proceeds as follows:

  1. The operator problem->applyOp() is applied to the newest blockSize vectors in the Krylov basis.
  2. The resulting vectors are orthogonalized against the previous basis vectors, and made orthonormal.
  3. The Hessenberg matrix is updated.
  4. The least squares system is updated.

The status test is queried at the beginning of the iteration.

Possible exceptions thrown include the GCRODRIterOrthoFailure.

Implements Belos::Iteration< ScalarType, MV, OP >.

Definition at line 531 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::GCRODRIter< ScalarType, MV, OP >::initialize ( GCRODRIterState< ScalarType, MV >  newstate  )  [inline]

Initialize the solver to an iterate, providing a complete state.

The GCRODRIter contains a certain amount of state, consisting of the current Krylov basis and the associated Hessenberg matrix.

initialize() gives the user the opportunity to manually set these, although this must be done with caution, abiding by the rules given below. All notions of orthogonality and orthonormality are derived from the inner product specified by the orthogonalization manager.

Postcondition:
isInitialized() == true (see post-conditions of isInitialize())

The user has the option of specifying any component of the state using initialize(). However, these arguments are assumed to match the post-conditions specified under isInitialized(). Any necessary component of the state not given to initialize() will be generated.

Note:
For any pointer in newstate which directly points to the multivectors in the solver, the data is not copied.

Definition at line 507 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::GCRODRIter< ScalarType, MV, OP >::initialize (  )  [inline, virtual]

Initialize the solver with empty data. Calling this method will result in error, as GCRODRIter must be initialized with a valid state.

Implements Belos::Iteration< ScalarType, MV, OP >.

Definition at line 227 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
GCRODRIterState<ScalarType,MV> Belos::GCRODRIter< ScalarType, MV, OP >::getState (  )  const [inline]

Get the current state of the linear solver.

The data is only valid if isInitialized() == true.

Returns:
A GCRODRIterState object containing const pointers to the current solver state.

Definition at line 239 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::GCRODRIter< ScalarType, MV, OP >::getNumIters (  )  const [inline, virtual]

Get the current iteration count.

Implements Belos::Iteration< ScalarType, MV, OP >.

Definition at line 257 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::GCRODRIter< ScalarType, MV, OP >::resetNumIters ( int  iter = 0  )  [inline, virtual]

Reset the iteration count.

Implements Belos::Iteration< ScalarType, MV, OP >.

Definition at line 260 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP< const MV > Belos::GCRODRIter< ScalarType, MV, OP >::getNativeResiduals ( std::vector< MagnitudeType > *  norms  )  const [inline]

Get the norms of the residuals native to the solver.

Returns:
A std::vector of length blockSize containing the native residuals.

Definition at line 488 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP< MV > Belos::GCRODRIter< ScalarType, MV, OP >::getCurrentUpdate (  )  const [inline, virtual]

Get the current update to the linear system.

Note:
Some solvers, like GMRES, do not compute updates to the solution every iteration. This method forces its computation. Other solvers, like CG, update the solution each iteration, so this method will return a zero std::vector indicating that the linear problem contains the current solution.

Implements Belos::Iteration< ScalarType, MV, OP >.

Definition at line 440 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::GCRODRIter< ScalarType, MV, OP >::updateLSQR ( int  dim = -1  )  [inline]

Method for updating QR factorization of upper Hessenberg matrix.

Note:
If dim >= getCurSubspaceDim() and dim < getMaxSubspaceDim(), then the dim-th equations of the least squares problem will be updated.

Definition at line 680 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::GCRODRIter< ScalarType, MV, OP >::getCurSubspaceDim (  )  const [inline]

Get the dimension of the search subspace used to generate the current solution to the linear problem.

Definition at line 281 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::GCRODRIter< ScalarType, MV, OP >::getMaxSubspaceDim (  )  const [inline]

Get the maximum dimension allocated for the search subspace.

Definition at line 287 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
const LinearProblem<ScalarType,MV,OP>& Belos::GCRODRIter< ScalarType, MV, OP >::getProblem (  )  const [inline, virtual]

Get a constant reference to the linear problem.

Implements Belos::Iteration< ScalarType, MV, OP >.

Definition at line 296 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::GCRODRIter< ScalarType, MV, OP >::getNumBlocks (  )  const [inline]

Get the maximum number of blocks used by the iterative solver in solving this linear problem.

Definition at line 299 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::GCRODRIter< ScalarType, MV, OP >::setNumBlocks ( int  numBlocks  )  [inline]

Set the maximum number of blocks used by the iterative solver.

Definition at line 302 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::GCRODRIter< ScalarType, MV, OP >::getRecycledBlocks (  )  const [inline]

Get the maximum number of recycled blocks used by the iterative solver in solving this linear problem.

Definition at line 305 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::GCRODRIter< ScalarType, MV, OP >::setRecycledBlocks ( int  recycledBlocks  )  [inline]

Set the maximum number of recycled blocks used by the iterative solver.

Definition at line 308 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::GCRODRIter< ScalarType, MV, OP >::getBlockSize (  )  const [inline, virtual]

Get the blocksize to be used by the iterative solver in solving this linear problem.

Implements Belos::Iteration< ScalarType, MV, OP >.

Definition at line 311 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::GCRODRIter< ScalarType, MV, OP >::setBlockSize ( int  blockSize  )  [inline, virtual]

Set the blocksize.

Implements Belos::Iteration< ScalarType, MV, OP >.

Definition at line 314 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::GCRODRIter< ScalarType, MV, OP >::setSize ( int  recycledBlocks,
int  numBlocks 
) [inline]

Set the maximum number of blocks used by the iterative solver and the number of recycled vectors.

Definition at line 319 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
bool Belos::GCRODRIter< ScalarType, MV, OP >::isInitialized (  )  [inline, virtual]

States whether the solver has been initialized or not.

Implements Belos::Iteration< ScalarType, MV, OP >.

Definition at line 332 of file BelosGCRODRIter.hpp.


Member Data Documentation

template<class ScalarType , class MV , class OP >
const Teuchos::RCP<LinearProblem<ScalarType,MV,OP> > Belos::GCRODRIter< ScalarType, MV, OP >::lp_ [private]

Definition at line 345 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
const Teuchos::RCP<OutputManager<ScalarType> > Belos::GCRODRIter< ScalarType, MV, OP >::om_ [private]

Definition at line 346 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
const Teuchos::RCP<StatusTest<ScalarType,MV,OP> > Belos::GCRODRIter< ScalarType, MV, OP >::stest_ [private]

Definition at line 347 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
const Teuchos::RCP<OrthoManager<ScalarType,MV> > Belos::GCRODRIter< ScalarType, MV, OP >::ortho_ [private]

Definition at line 348 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::GCRODRIter< ScalarType, MV, OP >::numBlocks_ [private]

Definition at line 354 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::GCRODRIter< ScalarType, MV, OP >::recycledBlocks_ [private]

Definition at line 357 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::SerialDenseVector<int,ScalarType> Belos::GCRODRIter< ScalarType, MV, OP >::sn_ [private]

Definition at line 360 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::SerialDenseVector<int,MagnitudeType> Belos::GCRODRIter< ScalarType, MV, OP >::cs_ [private]

Definition at line 361 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
bool Belos::GCRODRIter< ScalarType, MV, OP >::initialized_ [private]

Definition at line 369 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::GCRODRIter< ScalarType, MV, OP >::curDim_ [private]

Definition at line 372 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::GCRODRIter< ScalarType, MV, OP >::iter_ [private]

Definition at line 372 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<MV> Belos::GCRODRIter< ScalarType, MV, OP >::V_ [private]

Definition at line 378 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<MV> Belos::GCRODRIter< ScalarType, MV, OP >::U_ [private]

Definition at line 381 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<MV> Belos::GCRODRIter< ScalarType, MV, OP >::C_ [private]

Definition at line 381 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > Belos::GCRODRIter< ScalarType, MV, OP >::H_ [private]

Definition at line 385 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > Belos::GCRODRIter< ScalarType, MV, OP >::B_ [private]

Definition at line 388 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::SerialDenseMatrix<int,ScalarType> Belos::GCRODRIter< ScalarType, MV, OP >::R_ [private]

Definition at line 393 of file BelosGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::SerialDenseVector<int,ScalarType> Belos::GCRODRIter< ScalarType, MV, OP >::z_ [private]

Definition at line 394 of file BelosGCRODRIter.hpp.


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