/usr/include/trilinos/AnasaziTraceMinBase.hpp is in libtrilinos-anasazi-dev 12.12.1-5.
This file is owned by root:root, with mode 0o644.
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// ***********************************************************************
//
// Anasazi: Block Eigensolvers Package
// Copyright 2004 Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000 with Sandia Corporation,
// the U.S. Government retains certain rights in this software.
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are
// met:
//
// 1. Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
//
// 2. Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions and the following disclaimer in the
// documentation and/or other materials provided with the distribution.
//
// 3. Neither the name of the Corporation nor the names of the
// contributors may be used to endorse or promote products derived from
// this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
//
// Questions? Contact Michael A. Heroux (maherou@sandia.gov)
//
// ***********************************************************************
// @HEADER
// TODO: Modify code so R is not computed unless needed
/*! \file AnasaziTraceMinBase.hpp
\brief Abstract base class for trace minimization eigensolvers
*/
#ifndef ANASAZI_TRACEMIN_BASE_HPP
#define ANASAZI_TRACEMIN_BASE_HPP
#include "AnasaziBasicSort.hpp"
#include "AnasaziConfigDefs.hpp"
#include "AnasaziEigensolver.hpp"
#include "AnasaziMatOrthoManager.hpp"
#include "AnasaziMultiVecTraits.hpp"
#include "AnasaziOperatorTraits.hpp"
#include "AnasaziSaddleOperator.hpp"
#include "AnasaziSaddleContainer.hpp"
#include "AnasaziSolverUtils.hpp"
#include "AnasaziTraceMinRitzOp.hpp"
#include "AnasaziTraceMinTypes.hpp"
#include "AnasaziTypes.hpp"
#include "Teuchos_ParameterList.hpp"
#include "Teuchos_ScalarTraits.hpp"
#include "Teuchos_SerialDenseMatrix.hpp"
#include "Teuchos_SerialDenseSolver.hpp"
#include "Teuchos_TimeMonitor.hpp"
using Teuchos::RCP;
using Teuchos::rcp;
namespace Anasazi {
/**
* @namespace Experimental
* Namespace for new Anasazi features that are not ready for public release,
* but are ready for evaluation by friendly expert users.
*
* \warning Expect header files, classes, functions, and other interfaces to change or disappear.
* Anything in this namespace is under active development and evaluation. Documentation may be
* sparse or not exist yet. If you understand these caveats and accept them, please feel free to
* take a look inside and try things out.
*/
namespace Experimental {
//! @name TraceMinBase Structures
//@{
/** \brief Structure to contain pointers to TraceMinBase state variables.
*
* This struct is utilized by TraceMinBase::initialize() and TraceMinBase::getState().
*/
template <class ScalarType, class MV>
struct TraceMinBaseState {
//! \brief The current dimension of the solver.
int curDim;
/*! \brief The current basis.
*
* V has TraceMinBase::getMaxSubspaceDim() vectors, but only the first \c curDim are valid.
*/
RCP<const MV> V;
//! The image of V under K
RCP<const MV> KV;
//! The image of V under M, or Teuchos::null if M was not specified
RCP<const MV> MopV;
//! The current eigenvectors.
RCP<const MV> X;
//! The image of the current eigenvectors under K.
RCP<const MV> KX;
//! The image of the current eigenvectors under M, or Teuchos::null if M was not specified.
RCP<const MV> MX;
//! The current residual vectors
RCP<const MV> R;
//! The current Ritz values. This vector is a copy of the internal data.
RCP<const std::vector<typename Teuchos::ScalarTraits<ScalarType>::magnitudeType> > T;
/*! \brief The current projected K matrix.
*
* KK is of order TraceMinBase::getMaxSubspaceDim(), but only the principal submatrix of order \c curDim is meaningful. It is Hermitian in memory.
*
*/
RCP<const Teuchos::SerialDenseMatrix<int,ScalarType> > KK;
//! The current Ritz vectors.
RCP<const Teuchos::SerialDenseMatrix<int,ScalarType> > RV;
//! Whether V has been projected and orthonormalized already
bool isOrtho;
//! Number of unconverged eigenvalues
int NEV;
//! Largest safe shift
ScalarType largestSafeShift;
//! Current Ritz shifts
RCP< const std::vector<ScalarType> > ritzShifts;
TraceMinBaseState() : curDim(0), V(Teuchos::null), KV(Teuchos::null), MopV(Teuchos::null),
X(Teuchos::null), KX(Teuchos::null), MX(Teuchos::null), R(Teuchos::null),
T(Teuchos::null), KK(Teuchos::null), RV(Teuchos::null), isOrtho(false),
NEV(0), largestSafeShift(Teuchos::ScalarTraits<ScalarType>::zero()),
ritzShifts(Teuchos::null) {}
};
//@}
//! @name TraceMinBase Exceptions
//@{
/** \brief TraceMinBaseInitFailure is thrown when the TraceMinBase solver is unable to
* generate an initial iterate in the TraceMinBase::initialize() routine.
*
* This exception is thrown from the TraceMinBase::initialize() method, which is
* called by the user or from the TraceMinBase::iterate() method if isInitialized()
* == \c false.
*
* In the case that this exception is thrown,
* TraceMinBase::isInitialized() will be \c false and the user will need to provide
* a new initial iterate to the solver.
*
*/
class TraceMinBaseInitFailure : public AnasaziError {public:
TraceMinBaseInitFailure(const std::string& what_arg) : AnasaziError(what_arg)
{}};
/** \brief TraceMinBaseOrthoFailure is thrown when the orthogonalization manager is
* unable to orthogonalize the vectors in the current basis.
*/
class TraceMinBaseOrthoFailure : public AnasaziError {public:
TraceMinBaseOrthoFailure(const std::string& what_arg) : AnasaziError(what_arg)
{}};
//@}
/*! \class TraceMinBase
\brief This is an abstract base class for the trace minimization eigensolvers.
For more information, please see Anasazi::TraceMin (with constant subspace dimension)
and Anasazi::TraceMinDavidson (with expanding subspaces)
\ingroup anasazi_solver_framework
\author Alicia Klinvex
*/
template <class ScalarType, class MV, class OP>
class TraceMinBase : public Eigensolver<ScalarType,MV,OP> {
public:
//! @name Constructor/Destructor
//@{
/*! \brief %TraceMinBase constructor with eigenproblem, solver utilities, and parameter list of solver options.
*
* This constructor takes pointers required by the eigensolver, in addition
* to a parameter list of options for the eigensolver. These options include the following:
* - \c "Saddle Solver Type" - a \c string specifying how to solve the saddle point problem arising at each iteration.
* Options are "Projected Krylov", "Schur Complement", and "Block Diagonal Preconditioned Minres". Default: "Projected Krylov"
* - \c "Projected Krylov": Uses projected-minres to solve the problem.
* - \c "Schur Complement": Explicitly forms the (inexact) Schur complement using minres.
* - \c "Block Diagonal Preconditioned Minres": Uses a block preconditioner on the entire saddle point problem. For more information, please see "Overview of Anasazi and its newest eigensolver, TraceMin" on the main Anasazi page.
* We recommend using "Projected Krylov" in the absence of preconditioning. If you want to use a preconditioner, "Block Diagonal Preconditioned Minres" is recommended.
* "Schur Complement" mainly exists for special use cases.
* - Ritz shift parameters
* - \c "When To Shift" - a \c string specifying when Ritz shifts should be performed. Options are "Never", "After Trace Levels", and "Always". Default: "Always"
* - \c "Never": Do not perform Ritz shifts. This option produces guaranteed convergence but converges linearly. Not recommended.
* - \c "After Trace Levels": Do not perform Ritz shifts until the trace of \f$X^TKX\f$ has stagnated (i.e. the relative change in trace has become small).
* The \c MagnitudeType specifying how small the relative change in trace must become may be provided via the parameter \c "Trace Threshold", whose default value is 0.02.
* - \c "Always": Always attempt to use Ritz shifts.
* - \c "How To Choose Shift" - a \c string specifying how to choose the Ritz shifts (assuming Ritz shifts are being used).
* Options are "Largest Converged", "Adjusted Ritz Values", and "Ritz Values". Default: "Adjusted Ritz Values"
* - \c "Largest Converged": Ritz shifts are chosen to be the largest converged eigenvalue. Until an eigenvalue converges, the Ritz shifts are all 0.
* - \c "Adjusted Ritz Values": Ritz shifts are chosen based on the Ritz values and their associated residuals in such a way as to guarantee global convergence.
* This method is described in "The trace minimization method for the symmetric generalized eigenvalue problem."
* - \c "Ritz Values": Ritz shifts are chosen to equal the Ritz values. This does NOT guarantee global convergence.
* - \c "Use Multiple Shifts" - a \c bool specifying whether to use one or many Ritz shifts (assuming shifting is enabled). Default: true
*
* Anasazi's trace minimization solvers are still in development, and we plan to add additional features in the future including additional saddle point solvers.
*/
TraceMinBase( const RCP<Eigenproblem<ScalarType,MV,OP> > &problem,
const RCP<SortManager<typename Teuchos::ScalarTraits<ScalarType>::magnitudeType> > &sorter,
const RCP<OutputManager<ScalarType> > &printer,
const RCP<StatusTest<ScalarType,MV,OP> > &tester,
const RCP<MatOrthoManager<ScalarType,MV,OP> > &ortho,
Teuchos::ParameterList ¶ms
);
//! %Anasazi::TraceMinBase destructor.
virtual ~TraceMinBase();
//@}
//! @name Solver methods
//@{
/*! \brief This method performs trace minimization iterations until the status
* test indicates the need to stop or an error occurs (in which case, an
* appropriate exception is thrown).
*
* iterate() will first determine whether the solver is initialized; if
* not, it will call initialize(). After
* initialization, the solver performs TraceMin iterations until the
* status test evaluates as ::Passed, at which point the method returns to
* the caller.
*
* The trace minimization iteration proceeds as follows:
* -# Solve the saddle point problem to obtain Delta
* -# Add Delta to the basis
* In TraceMin, this is done by computing V := X - Delta, then projecting and normalizing.
* In TraceMinDavidson, this is done by computing V := [V Delta], then projecting and normalizing
* -# Compute the Ritz pairs.
* -# Update the residual.
*
* The status test is queried at the beginning of the iteration.
*
* Possible exceptions thrown include std::invalid_argument or
* one of the TraceMinBase-specific exceptions.
*/
void iterate();
void harmonicIterate();
/*! \brief Initialize the solver to an iterate, optionally providing the
* other members of the state.
*
* The %TraceMinBase eigensolver contains a certain amount of state,
* including the current Krylov basis, the current eigenvectors,
* the current residual, etc. (see getState())
*
* initialize() gives the user the opportunity to manually set these,
* although this must be done with caution, as the validity of the
* user input will not be checked.
*
* \post
* <li>isInitialized() == \c 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 component of the
* state (i.e., KX) not given to initialize() will be generated.
*
* Note, for any pointer in \c newstate which directly points to the multivectors in
* the solver, the data is not copied.
*/
void initialize(TraceMinBaseState<ScalarType,MV>& newstate);
void harmonicInitialize(TraceMinBaseState<ScalarType,MV> newstate);
/*! \brief Initialize the solver with the initial vectors from the eigenproblem
* or random data.
*/
void initialize();
/*! \brief Indicates whether the solver has been initialized or not.
*
* \return bool indicating the state of the solver.
* \post
* If isInitialized() == \c true:
* - getCurSubspaceDim() > 0 and is a multiple of getBlockSize()
* - the first getCurSubspaceDim() vectors of V are orthogonal to auxiliary vectors and have orthonormal columns
* - the principal submatrix of order getCurSubspaceDim() of KK contains the projected eigenproblem matrix
* - X contains the Ritz vectors with respect to the current Krylov basis
* - T contains the Ritz values with respect to the current Krylov basis
* - KX == Op*X
* - MX == M*X if M != Teuchos::null\n
* Otherwise, MX == Teuchos::null
* - R contains the residual vectors with respect to X
*/
bool isInitialized() const;
/*! \brief Get access to the current state of the eigensolver.
*
* The data is only valid if isInitialized() == \c true.
*
* \returns A TraceMinBaseState object containing const pointers to the current
* solver state. Note, these are direct pointers to the multivectors; they are not
* pointers to views of the multivectors.
*/
TraceMinBaseState<ScalarType,MV> getState() const;
//@}
//! @name Status methods
//@{
//! \brief Get the current iteration count.
int getNumIters() const;
//! \brief Reset the iteration count.
void resetNumIters();
/*! \brief Get access to the current Ritz vectors.
\return A multivector with getBlockSize() vectors containing
the sorted Ritz vectors corresponding to the most significant Ritz values.
The i-th vector of the return corresponds to the i-th Ritz vector; there is no need to use
getRitzIndex().
*/
RCP<const MV> getRitzVectors();
/*! \brief Get the Ritz values for the previous iteration.
*
* \return A vector of length getCurSubspaceDim() containing the Ritz values from the
* previous projected eigensolve.
*/
std::vector<Value<ScalarType> > getRitzValues();
/*! \brief Get the index used for extracting individual Ritz vectors from getRitzVectors().
*
* Because the trace minimization methods are a Hermitian solvers, all Ritz values are real
* and all Ritz vectors can be represented in a single column of a multivector. Therefore,
* getRitzIndex() is not needed when using the output from getRitzVectors().
*
* \return An \c int vector of size getCurSubspaceDim() composed of zeros.
*/
std::vector<int> getRitzIndex();
/*! \brief Get the current residual norms, computing the norms if they are not up-to-date with the current residual vectors.
*
* \return A vector of length getCurSubspaceDim() containing the norms of the
* residuals, with respect to the orthogonalization manager's norm() method.
*/
std::vector<typename Teuchos::ScalarTraits<ScalarType>::magnitudeType> getResNorms();
/*! \brief Get the current residual 2-norms, computing the norms if they are not up-to-date with the current residual vectors.
*
* \return A vector of length getCurSubspaceDim() containing the 2-norms of the
* current residuals.
*/
std::vector<typename Teuchos::ScalarTraits<ScalarType>::magnitudeType> getRes2Norms();
/*! \brief Get the 2-norms of the residuals.
*
* The Ritz residuals are not defined for trace minimization iterations. Hence, this method returns the
* 2-norms of the direct residuals, and is equivalent to calling getRes2Norms().
*
* \return A vector of length getBlockSize() containing the 2-norms of the direct residuals.
*/
std::vector<typename Teuchos::ScalarTraits<ScalarType>::magnitudeType> getRitzRes2Norms();
/*! \brief Get the dimension of the search subspace used to generate the current eigenvectors and eigenvalues.
*
* \return An integer specifying the rank of the Krylov subspace currently in use by the eigensolver. If isInitialized() == \c false,
* the return is 0. Otherwise, it will be some strictly positive multiple of getBlockSize().
*/
int getCurSubspaceDim() const;
//! Get the maximum dimension allocated for the search subspace. For the trace minimization methods, this always returns numBlocks*blockSize.
int getMaxSubspaceDim() const;
//@}
//! @name Accessor routines from Eigensolver
//@{
//! Set a new StatusTest for the solver.
void setStatusTest(RCP<StatusTest<ScalarType,MV,OP> > test);
//! Get the current StatusTest used by the solver.
RCP<StatusTest<ScalarType,MV,OP> > getStatusTest() const;
//! Get a constant reference to the eigenvalue problem.
const Eigenproblem<ScalarType,MV,OP>& getProblem() const;
/*! \brief Set the blocksize.
*
* This method is required to support the interface provided by Eigensolver. However, the preferred method
* of setting the allocated size for the TraceMinBase eigensolver is setSize(). In fact, setBlockSize()
* simply calls setSize(), maintaining the current number of blocks.
*
* The block size determines the number of Ritz vectors and values that are computed on each iteration, thereby
* determining the increase in the subspace dimension at each iteration.
*/
void setBlockSize(int blockSize);
//! Get the blocksize used by the iterative solver.
int getBlockSize() const;
/*! \brief Set the auxiliary vectors for the solver.
*
* Auxiliary vectors are ones that you want your eigenvectors to be
* held orthogonal to. One example of where you may want to use this
* is in the computation of the Fiedler vector, where you would likely
* want to project against the vector of all 1s.
*
* Because the current basis V cannot be assumed
* orthogonal to the new auxiliary vectors, a call to setAuxVecs() will
* reset the solver to the uninitialized state. This happens only in the
* case where the new auxiliary vectors have a combined dimension of
* greater than zero.
*
* In order to preserve the current state, the user will need to extract
* it from the solver using getState(), orthogonalize it against the
* new auxiliary vectors, and reinitialize using initialize().
*/
void setAuxVecs(const Teuchos::Array<RCP<const MV> > &auxvecs);
//! Get the auxiliary vectors for the solver.
Teuchos::Array<RCP<const MV> > getAuxVecs() const;
//@}
//! @name BlockBase-specific accessor routines
//@{
/*! \brief Set the blocksize and number of blocks to be used by the
* iterative solver in solving this eigenproblem.
*
* Changing either the block size or the number of blocks will reset the
* solver to an uninitialized state.
*/
void setSize(int blockSize, int numBlocks);
//! @name Output methods
//@{
//! This method requests that the solver print out its current status to the given output stream.
void currentStatus(std::ostream &os);
//@}
protected:
//
// Convenience typedefs
//
typedef SolverUtils<ScalarType,MV,OP> Utils;
typedef MultiVecTraits<ScalarType,MV> MVT;
typedef OperatorTraits<ScalarType,MV,OP> OPT;
typedef Teuchos::ScalarTraits<ScalarType> SCT;
typedef typename SCT::magnitudeType MagnitudeType;
typedef TraceMinRitzOp<ScalarType,MV,OP> tracemin_ritz_op_type;
typedef SaddleContainer<ScalarType,MV> saddle_container_type;
typedef SaddleOperator<ScalarType,MV,tracemin_ritz_op_type> saddle_op_type;
const MagnitudeType ONE;
const MagnitudeType ZERO;
const MagnitudeType NANVAL;
//
// Classes inputed through constructor that define the eigenproblem to be solved.
//
const RCP<Eigenproblem<ScalarType,MV,OP> > problem_;
const RCP<SortManager<MagnitudeType> > sm_;
const RCP<OutputManager<ScalarType> > om_;
RCP<StatusTest<ScalarType,MV,OP> > tester_;
const RCP<MatOrthoManager<ScalarType,MV,OP> > orthman_;
//
// Information obtained from the eigenproblem
//
RCP<const OP> Op_;
RCP<const OP> MOp_;
RCP<const OP> Prec_;
bool hasM_;
//
// Internal timers
// TODO: Fix the timers
//
RCP<Teuchos::Time> timerOp_, timerMOp_, timerSaddle_, timerSortEval_, timerDS_,
timerLocal_, timerCompRes_, timerOrtho_, timerInit_;
//
// Internal structs
// TODO: Fix the checks
//
struct CheckList {
bool checkV, checkX, checkMX,
checkKX, checkQ, checkKK;
CheckList() : checkV(false),checkX(false),
checkMX(false),checkKX(false),
checkQ(false),checkKK(false) {};
};
//
// Internal methods
//
std::string accuracyCheck(const CheckList &chk, const std::string &where) const;
//
// Counters
//
int count_ApplyOp_, count_ApplyM_;
//
// Algorithmic parameters.
//
// blockSize_ is the solver block size; it controls the number of vectors added to the basis on each iteration.
int blockSize_;
// numBlocks_ is the size of the allocated space for the basis, in blocks.
int numBlocks_;
//
// Current solver state
//
// initialized_ specifies that the basis vectors have been initialized and the iterate() routine
// is capable of running; _initialize is controlled by the initialize() member method
// For the implications of the state of initialized_, please see documentation for initialize()
bool initialized_;
//
// curDim_ reflects how much of the current basis is valid
// NOTE: 0 <= curDim_ <= blockSize_*numBlocks_
// this also tells us how many of the values in theta_ are valid Ritz values
int curDim_;
//
// State Multivecs
// V is the current basis
// X is the current set of eigenvectors
// R is the residual
RCP<MV> X_, KX_, MX_, KV_, MV_, R_, V_;
//
// Projected matrices
//
RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > KK_, ritzVecs_;
//
// auxiliary vectors
Teuchos::Array<RCP<const MV> > auxVecs_, MauxVecs_;
int numAuxVecs_;
//
// Number of iterations that have been performed.
int iter_;
//
// Current eigenvalues, residual norms
std::vector<MagnitudeType> theta_, Rnorms_, R2norms_;
//
// are the residual norms current with the residual?
bool Rnorms_current_, R2norms_current_;
// TraceMin specific variables
RCP<tracemin_ritz_op_type> ritzOp_; // Operator which incorporates Ritz shifts
enum SaddleSolType saddleSolType_; // Type of saddle point solver being used
bool previouslyLeveled_; // True if the trace already leveled off
MagnitudeType previousTrace_; // Trace of X'KX at the previous iteration
bool posSafeToShift_, negSafeToShift_; // Whether there are multiple clusters
MagnitudeType largestSafeShift_; // The largest shift considered to be safe - generally the biggest converged eigenvalue
int NEV_; // Number of eigenvalues we seek - used in computation of trace
std::vector<ScalarType> ritzShifts_; // Current Ritz shifts
// This is only used if we're using the Schur complement solver
RCP<MV> Z_;
// User provided TraceMin parameters
enum WhenToShiftType whenToShift_; // What triggers a Ritz shift
enum HowToShiftType howToShift_; // Strategy for choosing the Ritz shifts
bool useMultipleShifts_; // Whether to use one Ritz shift or many
bool considerClusters_; // Don't shift if there is only one cluster
bool projectAllVecs_; // Use all vectors in projected minres, or just 1
bool projectLockedVecs_; // Project locked vectors too in minres; does nothing if projectAllVecs = false
bool computeAllRes_; // Compute all residuals, or just blocksize ones - helps make Ritz shifts safer
bool useRHSR_; // Use -R as the RHS of projected minres rather than AX
bool useHarmonic_;
MagnitudeType traceThresh_;
MagnitudeType alpha_;
// Variables that are only used if we're shifting when the residual gets small
// TODO: These are currently unused
std::string shiftNorm_; // Measure 2-norm or M-norm of residual
MagnitudeType shiftThresh_; // How small must the residual be?
bool useRelShiftThresh_; // Are we scaling the shift threshold by the eigenvalues?
// TraceMin specific functions
// Returns the trace of KK = X'KX
ScalarType getTrace() const;
// Returns true if the change in trace is very small (or was very small at one point)
// TODO: Check whether I want to return true if the trace WAS small
bool traceLeveled();
// Get the residuals of each cluster of eigenvalues
// TODO: Figure out whether I want to use these for all eigenvalues or just the first
std::vector<ScalarType> getClusterResids();
// Computes the Ritz shifts, which is not a trivial task
// TODO: Make it safer for indefinite matrices maybe?
void computeRitzShifts(const std::vector<ScalarType>& clusterResids);
// Compute the tolerance for the inner solves
// TODO: Come back to this and make sure it does what I want it to
std::vector<ScalarType> computeTol();
// Solves a saddle point problem
void solveSaddlePointProblem(RCP<MV> Delta);
// Solves a saddle point problem by using unpreconditioned projected minres
void solveSaddleProj(RCP<MV> Delta) const;
// Solves a saddle point problem by using preconditioned projected...Krylov...something
// TODO: Fix this. Replace minres with gmres or something.
void solveSaddleProjPrec(RCP<MV> Delta) const;
// Solves a saddle point problem by explicitly forming the inexact Schur complement
void solveSaddleSchur (RCP<MV> Delta) const;
// Solves a saddle point problem with a block diagonal preconditioner
void solveSaddleBDPrec (RCP<MV> Delta) const;
// Solves a saddle point problem with a Hermitian/non-Hermitian splitting preconditioner
void solveSaddleHSSPrec (RCP<MV> Delta) const;
// Computes KK = X'KX
void computeKK();
// Computes the eigenpairs of KK
void computeRitzPairs();
// Computes X = V evecs
void computeX();
// Updates KX and MX without a matvec by MAGIC (or by multiplying KV and MV by evecs)
void updateKXMX();
// Updates the residual
void updateResidual();
// Adds Delta to the basis
// TraceMin and TraceMinDavidson each do this differently, which is why this is pure virtual
virtual void addToBasis(const RCP<const MV> Delta) =0;
virtual void harmonicAddToBasis(const RCP<const MV> Delta) =0;
};
//////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////
//
// Implementations
//
//////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////
// Constructor
// TODO: Allow the users to supply their own linear solver
// TODO: Add additional checking for logic errors (like trying to use gmres with multiple shifts)
template <class ScalarType, class MV, class OP>
TraceMinBase<ScalarType,MV,OP>::TraceMinBase(
const RCP<Eigenproblem<ScalarType,MV,OP> > &problem,
const RCP<SortManager<typename Teuchos::ScalarTraits<ScalarType>::magnitudeType> > &sorter,
const RCP<OutputManager<ScalarType> > &printer,
const RCP<StatusTest<ScalarType,MV,OP> > &tester,
const RCP<MatOrthoManager<ScalarType,MV,OP> > &ortho,
Teuchos::ParameterList ¶ms
) :
ONE(Teuchos::ScalarTraits<MagnitudeType>::one()),
ZERO(Teuchos::ScalarTraits<MagnitudeType>::zero()),
NANVAL(Teuchos::ScalarTraits<MagnitudeType>::nan()),
// problem, tools
problem_(problem),
sm_(sorter),
om_(printer),
tester_(tester),
orthman_(ortho),
// timers, counters
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
timerOp_(Teuchos::TimeMonitor::getNewTimer("Anasazi: TraceMinBase::Operation Op*x")),
timerMOp_(Teuchos::TimeMonitor::getNewTimer("Anasazi: TraceMinBase::Operation M*x")),
timerSaddle_(Teuchos::TimeMonitor::getNewTimer("Anasazi: TraceMinBase::Solving saddle point problem")),
timerSortEval_(Teuchos::TimeMonitor::getNewTimer("Anasazi: TraceMinBase::Sorting eigenvalues")),
timerDS_(Teuchos::TimeMonitor::getNewTimer("Anasazi: TraceMinBase::Direct solve")),
timerLocal_(Teuchos::TimeMonitor::getNewTimer("Anasazi: TraceMinBase::Local update")),
timerCompRes_(Teuchos::TimeMonitor::getNewTimer("Anasazi: TraceMinBase::Computing residuals")),
timerOrtho_(Teuchos::TimeMonitor::getNewTimer("Anasazi: TraceMinBase::Orthogonalization")),
timerInit_(Teuchos::TimeMonitor::getNewTimer("Anasazi: TraceMinBase::Initialization")),
#endif
count_ApplyOp_(0),
count_ApplyM_(0),
// internal data
blockSize_(0),
numBlocks_(0),
initialized_(false),
curDim_(0),
auxVecs_( Teuchos::Array<RCP<const MV> >(0) ),
MauxVecs_( Teuchos::Array<RCP<const MV> >(0) ),
numAuxVecs_(0),
iter_(0),
Rnorms_current_(false),
R2norms_current_(false),
// TraceMin variables
previouslyLeveled_(false),
previousTrace_(ZERO),
posSafeToShift_(false),
negSafeToShift_(false),
largestSafeShift_(ZERO),
Z_(Teuchos::null)
{
TEUCHOS_TEST_FOR_EXCEPTION(problem_ == Teuchos::null,std::invalid_argument,
"Anasazi::TraceMinBase::constructor: user passed null problem pointer.");
TEUCHOS_TEST_FOR_EXCEPTION(sm_ == Teuchos::null,std::invalid_argument,
"Anasazi::TraceMinBase::constructor: user passed null sort manager pointer.");
TEUCHOS_TEST_FOR_EXCEPTION(om_ == Teuchos::null,std::invalid_argument,
"Anasazi::TraceMinBase::constructor: user passed null output manager pointer.");
TEUCHOS_TEST_FOR_EXCEPTION(tester_ == Teuchos::null,std::invalid_argument,
"Anasazi::TraceMinBase::constructor: user passed null status test pointer.");
TEUCHOS_TEST_FOR_EXCEPTION(orthman_ == Teuchos::null,std::invalid_argument,
"Anasazi::TraceMinBase::constructor: user passed null orthogonalization manager pointer.");
TEUCHOS_TEST_FOR_EXCEPTION(problem_->isHermitian() == false, std::invalid_argument,
"Anasazi::TraceMinBase::constructor: problem is not hermitian.");
// get the problem operators
Op_ = problem_->getOperator();
MOp_ = problem_->getM();
Prec_ = problem_->getPrec();
hasM_ = (MOp_ != Teuchos::null);
// Set the saddle point solver parameters
saddleSolType_ = params.get("Saddle Solver Type", PROJECTED_KRYLOV_SOLVER);
TEUCHOS_TEST_FOR_EXCEPTION(saddleSolType_ != PROJECTED_KRYLOV_SOLVER && saddleSolType_ != SCHUR_COMPLEMENT_SOLVER && saddleSolType_ != BD_PREC_MINRES && saddleSolType_ != HSS_PREC_GMRES, std::invalid_argument,
"Anasazi::TraceMin::constructor: Invalid value for \"Saddle Solver Type\"; valid options are PROJECTED_KRYLOV_SOLVER, SCHUR_COMPLEMENT_SOLVER, and BD_PREC_MINRES.");
// Set the Ritz shift parameters
whenToShift_ = params.get("When To Shift", ALWAYS_SHIFT);
TEUCHOS_TEST_FOR_EXCEPTION(whenToShift_ != NEVER_SHIFT && whenToShift_ != SHIFT_WHEN_TRACE_LEVELS && whenToShift_ != SHIFT_WHEN_RESID_SMALL && whenToShift_ != ALWAYS_SHIFT, std::invalid_argument,
"Anasazi::TraceMin::constructor: Invalid value for \"When To Shift\"; valid options are \"NEVER_SHIFT\", \"SHIFT_WHEN_TRACE_LEVELS\", \"SHIFT_WHEN_RESID_SMALL\", and \"ALWAYS_SHIFT\".");
traceThresh_ = params.get("Trace Threshold", 2e-2);
TEUCHOS_TEST_FOR_EXCEPTION(traceThresh_ < 0, std::invalid_argument,
"Anasazi::TraceMin::constructor: Invalid value for \"Trace Threshold\"; Must be positive.");
howToShift_ = params.get("How To Choose Shift", ADJUSTED_RITZ_SHIFT);
TEUCHOS_TEST_FOR_EXCEPTION(howToShift_ != LARGEST_CONVERGED_SHIFT && howToShift_ != ADJUSTED_RITZ_SHIFT && howToShift_ != RITZ_VALUES_SHIFT && howToShift_ != EXPERIMENTAL_SHIFT, std::invalid_argument,
"Anasazi::TraceMin::constructor: Invalid value for \"How To Choose Shift\"; valid options are \"LARGEST_CONVERGED_SHIFT\", \"ADJUSTED_RITZ_SHIFT\", \"RITZ_VALUES_SHIFT\".");
useMultipleShifts_ = params.get("Use Multiple Shifts", true);
shiftThresh_ = params.get("Shift Threshold", 1e-2);
useRelShiftThresh_ = params.get("Relative Shift Threshold", true);
shiftNorm_ = params.get("Shift Norm", "2");
TEUCHOS_TEST_FOR_EXCEPTION(shiftNorm_ != "2" && shiftNorm_ != "M", std::invalid_argument,
"Anasazi::TraceMin::constructor: Invalid value for \"Shift Norm\"; valid options are \"2\", \"M\".");
considerClusters_ = params.get("Consider Clusters", true);
projectAllVecs_ = params.get("Project All Vectors", true);
projectLockedVecs_ = params.get("Project Locked Vectors", true);
useRHSR_ = params.get("Use Residual as RHS", true);
useHarmonic_ = params.get("Use Harmonic Ritz Values", false);
computeAllRes_ = params.get("Compute All Residuals", true);
// set the block size and allocate data
int bs = params.get("Block Size", problem_->getNEV());
int nb = params.get("Num Blocks", 1);
setSize(bs,nb);
NEV_ = problem_->getNEV();
// Create the Ritz shift operator
ritzOp_ = rcp (new tracemin_ritz_op_type (Op_, MOp_, Prec_));
// Set the maximum number of inner iterations
const int innerMaxIts = params.get ("Maximum Krylov Iterations", 200);
ritzOp_->setMaxIts (innerMaxIts);
alpha_ = params.get ("HSS: alpha", ONE);
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Destructor
template <class ScalarType, class MV, class OP>
TraceMinBase<ScalarType,MV,OP>::~TraceMinBase() {}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Set the block size
// This simply calls setSize(), modifying the block size while retaining the number of blocks.
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::setBlockSize (int blockSize)
{
TEUCHOS_TEST_FOR_EXCEPTION(blockSize < 1, std::invalid_argument, "Anasazi::TraceMinBase::setSize(blocksize,numblocks): blocksize must be strictly positive.");
setSize(blockSize,numBlocks_);
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Return the current auxiliary vectors
template <class ScalarType, class MV, class OP>
Teuchos::Array<RCP<const MV> > TraceMinBase<ScalarType,MV,OP>::getAuxVecs() const {
return auxVecs_;
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// return the current block size
template <class ScalarType, class MV, class OP>
int TraceMinBase<ScalarType,MV,OP>::getBlockSize() const {
return(blockSize_);
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// return eigenproblem
template <class ScalarType, class MV, class OP>
const Eigenproblem<ScalarType,MV,OP>& TraceMinBase<ScalarType,MV,OP>::getProblem() const {
return(*problem_);
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// return max subspace dim
template <class ScalarType, class MV, class OP>
int TraceMinBase<ScalarType,MV,OP>::getMaxSubspaceDim() const {
return blockSize_*numBlocks_;
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// return current subspace dim
template <class ScalarType, class MV, class OP>
int TraceMinBase<ScalarType,MV,OP>::getCurSubspaceDim() const {
if (!initialized_) return 0;
return curDim_;
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// return ritz residual 2-norms
template <class ScalarType, class MV, class OP>
std::vector<typename Teuchos::ScalarTraits<ScalarType>::magnitudeType>
TraceMinBase<ScalarType,MV,OP>::getRitzRes2Norms() {
return getRes2Norms();
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// return ritz index
template <class ScalarType, class MV, class OP>
std::vector<int> TraceMinBase<ScalarType,MV,OP>::getRitzIndex() {
std::vector<int> ret(curDim_,0);
return ret;
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// return ritz values
template <class ScalarType, class MV, class OP>
std::vector<Value<ScalarType> > TraceMinBase<ScalarType,MV,OP>::getRitzValues() {
std::vector<Value<ScalarType> > ret(curDim_);
for (int i=0; i<curDim_; ++i) {
ret[i].realpart = theta_[i];
ret[i].imagpart = ZERO;
}
return ret;
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// return pointer to ritz vectors
template <class ScalarType, class MV, class OP>
RCP<const MV> TraceMinBase<ScalarType,MV,OP>::getRitzVectors() {
return X_;
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// reset number of iterations
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::resetNumIters() {
iter_=0;
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// return number of iterations
template <class ScalarType, class MV, class OP>
int TraceMinBase<ScalarType,MV,OP>::getNumIters() const {
return(iter_);
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// return state pointers
template <class ScalarType, class MV, class OP>
TraceMinBaseState<ScalarType,MV> TraceMinBase<ScalarType,MV,OP>::getState() const {
TraceMinBaseState<ScalarType,MV> state;
state.curDim = curDim_;
state.V = V_;
state.X = X_;
if (Op_ != Teuchos::null) {
state.KV = KV_;
state.KX = KX_;
}
else {
state.KV = Teuchos::null;
state.KX = Teuchos::null;
}
if (hasM_) {
state.MopV = MV_;
state.MX = MX_;
}
else {
state.MopV = Teuchos::null;
state.MX = Teuchos::null;
}
state.R = R_;
state.KK = KK_;
state.RV = ritzVecs_;
if (curDim_ > 0) {
state.T = rcp(new std::vector<MagnitudeType>(theta_.begin(),theta_.begin()+curDim_) );
} else {
state.T = rcp(new std::vector<MagnitudeType>(0));
}
state.ritzShifts = rcp(new std::vector<MagnitudeType>(ritzShifts_.begin(),ritzShifts_.begin()+blockSize_) );
state.isOrtho = true;
state.largestSafeShift = largestSafeShift_;
return state;
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Perform TraceMinBase iterations until the StatusTest tells us to stop.
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::iterate ()
{
if(useHarmonic_)
{
harmonicIterate();
return;
}
//
// Initialize solver state
if (initialized_ == false) {
initialize();
}
// as a data member, this would be redundant and require synchronization with
// blockSize_ and numBlocks_; we'll use a constant here.
const int searchDim = blockSize_*numBlocks_;
// Update obtained from solving saddle point problem
RCP<MV> Delta = MVT::Clone(*X_,blockSize_);
////////////////////////////////////////////////////////////////
// iterate until the status test tells us to stop.
// also break if our basis is full
while (tester_->checkStatus(this) != Passed && (numBlocks_ == 1 || curDim_ < searchDim)) {
// Print information on current iteration
if (om_->isVerbosity(Debug)) {
currentStatus( om_->stream(Debug) );
}
else if (om_->isVerbosity(IterationDetails)) {
currentStatus( om_->stream(IterationDetails) );
}
++iter_;
// Solve the saddle point problem
solveSaddlePointProblem(Delta);
// Insert Delta at the end of V
addToBasis(Delta);
if (om_->isVerbosity( Debug ) ) {
// Check almost everything here
CheckList chk;
chk.checkV = true;
om_->print( Debug, accuracyCheck(chk, ": after addToBasis(Delta)") );
}
// Compute KK := V'KV
computeKK();
if (om_->isVerbosity( Debug ) ) {
// Check almost everything here
CheckList chk;
chk.checkKK = true;
om_->print( Debug, accuracyCheck(chk, ": after computeKK()") );
}
// Compute the Ritz pairs
computeRitzPairs();
// Compute X := V RitzVecs
computeX();
if (om_->isVerbosity( Debug ) ) {
// Check almost everything here
CheckList chk;
chk.checkX = true;
om_->print( Debug, accuracyCheck(chk, ": after computeX()") );
}
// Compute KX := KV RitzVecs and MX := MV RitzVecs (if necessary)
updateKXMX();
if (om_->isVerbosity( Debug ) ) {
// Check almost everything here
CheckList chk;
chk.checkKX = true;
chk.checkMX = true;
om_->print( Debug, accuracyCheck(chk, ": after updateKXMX()") );
}
// Update the residual vectors
updateResidual();
} // end while (statusTest == false)
} // end of iterate()
//////////////////////////////////////////////////////////////////////////////////////////////////
// Perform TraceMinBase iterations until the StatusTest tells us to stop.
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::harmonicIterate ()
{
//
// Initialize solver state
if (initialized_ == false) {
initialize();
}
// as a data member, this would be redundant and require synchronization with
// blockSize_ and numBlocks_; we'll use a constant here.
const int searchDim = blockSize_*numBlocks_;
// Update obtained from solving saddle point problem
RCP<MV> Delta = MVT::Clone(*X_,blockSize_);
////////////////////////////////////////////////////////////////
// iterate until the status test tells us to stop.
// also break if our basis is full
while (tester_->checkStatus(this) != Passed && (numBlocks_ == 1 || curDim_ < searchDim)) {
// Print information on current iteration
if (om_->isVerbosity(Debug)) {
currentStatus( om_->stream(Debug) );
}
else if (om_->isVerbosity(IterationDetails)) {
currentStatus( om_->stream(IterationDetails) );
}
++iter_;
// Solve the saddle point problem
solveSaddlePointProblem(Delta);
// Insert Delta at the end of V
harmonicAddToBasis(Delta);
if (om_->isVerbosity( Debug ) ) {
// Check almost everything here
CheckList chk;
chk.checkV = true;
om_->print( Debug, accuracyCheck(chk, ": after addToBasis(Delta)") );
}
// Compute KK := V'KV
computeKK();
if (om_->isVerbosity( Debug ) ) {
// Check almost everything here
CheckList chk;
chk.checkKK = true;
om_->print( Debug, accuracyCheck(chk, ": after computeKK()") );
}
// Compute the Ritz pairs
computeRitzPairs();
// Compute X := V RitzVecs
computeX();
// Get norm of each vector in X
int nvecs;
if(computeAllRes_)
nvecs = curDim_;
else
nvecs = blockSize_;
std::vector<int> dimind(nvecs);
for(int i=0; i<nvecs; i++)
dimind[i] = i;
RCP<MV> lclX = MVT::CloneViewNonConst(*X_,dimind);
std::vector<ScalarType> normvec(nvecs);
orthman_->normMat(*lclX,normvec);
// Scale X
for(int i=0; i<nvecs; i++)
normvec[i] = ONE/normvec[i];
MVT::MvScale(*lclX,normvec);
// Scale eigenvalues
for(int i=0; i<nvecs; i++)
{
theta_[i] = theta_[i] * normvec[i] * normvec[i];
}
if (om_->isVerbosity( Debug ) ) {
// Check almost everything here
CheckList chk;
chk.checkX = true;
om_->print( Debug, accuracyCheck(chk, ": after computeX()") );
}
// Compute KX := KV RitzVecs and MX := MV RitzVecs (if necessary)
updateKXMX();
// Scale KX and MX
if(Op_ != Teuchos::null)
{
RCP<MV> lclKX = MVT::CloneViewNonConst(*KX_,dimind);
MVT::MvScale(*lclKX,normvec);
}
if(hasM_)
{
RCP<MV> lclMX = MVT::CloneViewNonConst(*MX_,dimind);
MVT::MvScale(*lclMX,normvec);
}
if (om_->isVerbosity( Debug ) ) {
// Check almost everything here
CheckList chk;
chk.checkKX = true;
chk.checkMX = true;
om_->print( Debug, accuracyCheck(chk, ": after updateKXMX()") );
}
// Update the residual vectors
updateResidual();
} // end while (statusTest == false)
} // end of harmonicIterate()
//////////////////////////////////////////////////////////////////////////////////////////////////
// initialize the solver with default state
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::initialize()
{
TraceMinBaseState<ScalarType,MV> empty;
initialize(empty);
}
//////////////////////////////////////////////////////////////////////////////////////////////////
/* Initialize the state of the solver
*
* POST-CONDITIONS:
*
* V_ is orthonormal, orthogonal to auxVecs_, for first curDim_ vectors
* theta_ contains Ritz w.r.t. V_(1:curDim_)
* X is Ritz vectors w.r.t. V_(1:curDim_)
* KX = Op*X
* MX = M*X if hasM_
* R = KX - MX*diag(theta_)
*
*/
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::initialize(TraceMinBaseState<ScalarType,MV>& newstate)
{
// TODO: Check for bad input
// NOTE: memory has been allocated by setBlockSize(). Use setBlock below; do not Clone
// NOTE: Overall time spent in this routine is counted to timerInit_; portions will also be counted towards other primitives
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
Teuchos::TimeMonitor inittimer( *timerInit_ );
#endif
previouslyLeveled_ = false;
if(useHarmonic_)
{
harmonicInitialize(newstate);
return;
}
std::vector<int> bsind(blockSize_);
for (int i=0; i<blockSize_; ++i) bsind[i] = i;
// in TraceMinBase, V is primary
// the order of dependence follows like so.
// --init-> V,KK
// --ritz analysis-> theta,X
// --op apply-> KX,MX
// --compute-> R
//
// if the user specifies all data for a level, we will accept it.
// otherwise, we will generate the whole level, and all subsequent levels.
//
// the data members are ordered based on dependence, and the levels are
// partitioned according to the amount of work required to produce the
// items in a level.
//
// inconsistent multivectors widths and lengths will not be tolerated, and
// will be treated with exceptions.
//
// for multivector pointers in newstate which point directly (as opposed to indirectly, via a view) to
// multivectors in the solver, the copy will not be affected.
// set up V and KK: get them from newstate if user specified them
// otherwise, set them manually
RCP<MV> lclV, lclKV, lclMV;
RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > lclKK, lclRV;
// If V was supplied by the user...
if (newstate.V != Teuchos::null) {
om_->stream(Debug) << "Copying V from the user\n";
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength(*newstate.V) != MVT::GetGlobalLength(*V_), std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Vector length of V not correct." );
TEUCHOS_TEST_FOR_EXCEPTION( newstate.curDim < blockSize_, std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Rank of new state must be at least blockSize().");
TEUCHOS_TEST_FOR_EXCEPTION( newstate.curDim > blockSize_*numBlocks_, std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Rank of new state must be less than getMaxSubspaceDim().");
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetNumberVecs(*newstate.V) < newstate.curDim, std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Multivector for basis in new state must be as large as specified state rank.");
curDim_ = newstate.curDim;
// pick an integral amount
curDim_ = (int)(curDim_ / blockSize_)*blockSize_;
TEUCHOS_TEST_FOR_EXCEPTION( curDim_ != newstate.curDim, std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Rank of new state must be a multiple of getBlockSize().");
// put data in V
std::vector<int> nevind(curDim_);
for (int i=0; i<curDim_; ++i) nevind[i] = i;
if (newstate.V != V_) {
if (curDim_ < MVT::GetNumberVecs(*newstate.V)) {
newstate.V = MVT::CloneView(*newstate.V,nevind);
}
MVT::SetBlock(*newstate.V,nevind,*V_);
}
lclV = MVT::CloneViewNonConst(*V_,nevind);
} // end if user specified V
else
{
// get vectors from problem or generate something, projectAndNormalize
RCP<const MV> ivec = problem_->getInitVec();
TEUCHOS_TEST_FOR_EXCEPTION(ivec == Teuchos::null,std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Eigenproblem did not specify initial vectors to clone from.");
// clear newstate so we won't use any data from it below
newstate.X = Teuchos::null;
newstate.MX = Teuchos::null;
newstate.KX = Teuchos::null;
newstate.R = Teuchos::null;
newstate.T = Teuchos::null;
newstate.RV = Teuchos::null;
newstate.KK = Teuchos::null;
newstate.KV = Teuchos::null;
newstate.MopV = Teuchos::null;
newstate.isOrtho = false;
// If the user did not specify a current dimension, use that of the initial vectors they provided
if(newstate.curDim > 0)
curDim_ = newstate.curDim;
else
curDim_ = MVT::GetNumberVecs(*ivec);
// pick the largest multiple of blockSize_
curDim_ = (int)(curDim_ / blockSize_)*blockSize_;
if (curDim_ > blockSize_*numBlocks_) {
// user specified too many vectors... truncate
// this produces a full subspace, but that is okay
curDim_ = blockSize_*numBlocks_;
}
bool userand = false;
if (curDim_ == 0) {
// we need at least blockSize_ vectors
// use a random multivec: ignore everything from InitVec
userand = true;
curDim_ = blockSize_;
}
std::vector<int> nevind(curDim_);
for (int i=0; i<curDim_; ++i) nevind[i] = i;
// get a pointer into V
// lclV has curDim vectors
//
// get pointer to first curDim vectors in V_
lclV = MVT::CloneViewNonConst(*V_,nevind);
if (userand)
{
// generate random vector data
MVT::MvRandom(*lclV);
}
else
{
if(newstate.curDim > 0)
{
if(MVT::GetNumberVecs(*newstate.V) > curDim_) {
RCP<const MV> helperMV = MVT::CloneView(*newstate.V,nevind);
MVT::SetBlock(*helperMV,nevind,*lclV);
}
// assign ivec to first part of lclV
MVT::SetBlock(*newstate.V,nevind,*lclV);
}
else
{
if(MVT::GetNumberVecs(*ivec) > curDim_) {
ivec = MVT::CloneView(*ivec,nevind);
}
// assign ivec to first part of lclV
MVT::SetBlock(*ivec,nevind,*lclV);
}
}
} // end if user did not specify V
// A vector of relevant indices
std::vector<int> dimind(curDim_);
for (int i=0; i<curDim_; ++i) dimind[i] = i;
// Compute MV if necessary
if(hasM_ && newstate.MopV == Teuchos::null)
{
om_->stream(Debug) << "Computing MV\n";
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
Teuchos::TimeMonitor lcltimer( *timerMOp_ );
#endif
count_ApplyM_+= curDim_;
newstate.isOrtho = false;
// Get a pointer to the relevant parts of MV
lclMV = MVT::CloneViewNonConst(*MV_,dimind);
OPT::Apply(*MOp_,*lclV,*lclMV);
}
// Copy MV if necessary
else if(hasM_)
{
om_->stream(Debug) << "Copying MV\n";
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength(*newstate.MopV) != MVT::GetGlobalLength(*MV_), std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Vector length of MV not correct." );
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetNumberVecs(*newstate.MopV) < curDim_, std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Number of vectors in MV not correct.");
if(newstate.MopV != MV_) {
if(curDim_ < MVT::GetNumberVecs(*newstate.MopV)) {
newstate.MopV = MVT::CloneView(*newstate.MopV,dimind);
}
MVT::SetBlock(*newstate.MopV,dimind,*MV_);
}
lclMV = MVT::CloneViewNonConst(*MV_,dimind);
}
// There is no M, so there is no MV
else
{
om_->stream(Debug) << "There is no MV\n";
lclMV = lclV;
MV_ = V_;
}
// Project and normalize so that V'V = I and Q'V=0
if(newstate.isOrtho == false)
{
om_->stream(Debug) << "Project and normalize\n";
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
Teuchos::TimeMonitor lcltimer( *timerOrtho_ );
#endif
// These things are now invalid
newstate.X = Teuchos::null;
newstate.MX = Teuchos::null;
newstate.KX = Teuchos::null;
newstate.R = Teuchos::null;
newstate.T = Teuchos::null;
newstate.RV = Teuchos::null;
newstate.KK = Teuchos::null;
newstate.KV = Teuchos::null;
int rank;
if(auxVecs_.size() > 0)
{
rank = orthman_->projectAndNormalizeMat(*lclV, auxVecs_,
Teuchos::tuple(RCP< Teuchos::SerialDenseMatrix< int, ScalarType > >(Teuchos::null)),
Teuchos::null, lclMV, MauxVecs_);
}
else
{
rank = orthman_->normalizeMat(*lclV,Teuchos::null,lclMV);
}
TEUCHOS_TEST_FOR_EXCEPTION(rank != curDim_,TraceMinBaseInitFailure,
"Anasazi::TraceMinBase::initialize(): Couldn't generate initial basis of full rank.");
}
// Compute KV
if(Op_ != Teuchos::null && newstate.KV == Teuchos::null)
{
om_->stream(Debug) << "Computing KV\n";
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
Teuchos::TimeMonitor lcltimer( *timerOp_ );
#endif
count_ApplyOp_+= curDim_;
// These things are now invalid
newstate.X = Teuchos::null;
newstate.MX = Teuchos::null;
newstate.KX = Teuchos::null;
newstate.R = Teuchos::null;
newstate.T = Teuchos::null;
newstate.RV = Teuchos::null;
newstate.KK = Teuchos::null;
newstate.KV = Teuchos::null;
lclKV = MVT::CloneViewNonConst(*KV_,dimind);
OPT::Apply(*Op_,*lclV,*lclKV);
}
// Copy KV
else if(Op_ != Teuchos::null)
{
om_->stream(Debug) << "Copying MV\n";
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength(*newstate.KV) != MVT::GetGlobalLength(*KV_), std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Vector length of MV not correct." );
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetNumberVecs(*newstate.KV) < curDim_, std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Number of vectors in KV not correct.");
if (newstate.KV != KV_) {
if (curDim_ < MVT::GetNumberVecs(*newstate.KV)) {
newstate.KV = MVT::CloneView(*newstate.KV,dimind);
}
MVT::SetBlock(*newstate.KV,dimind,*KV_);
}
lclKV = MVT::CloneViewNonConst(*KV_,dimind);
}
else
{
om_->stream(Debug) << "There is no KV\n";
lclKV = lclV;
KV_ = V_;
}
// Compute KK
if(newstate.KK == Teuchos::null)
{
om_->stream(Debug) << "Computing KK\n";
// These things are now invalid
newstate.X = Teuchos::null;
newstate.MX = Teuchos::null;
newstate.KX = Teuchos::null;
newstate.R = Teuchos::null;
newstate.T = Teuchos::null;
newstate.RV = Teuchos::null;
// Note: there used to be a bug here.
// We can't just call computeKK because it only computes the new parts of KK
// Get a pointer to the part of KK we're interested in
lclKK = rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(Teuchos::View,*KK_,curDim_,curDim_) );
// KK := V'KV
MVT::MvTransMv(ONE,*lclV,*lclKV,*lclKK);
}
// Copy KK
else
{
om_->stream(Debug) << "Copying KK\n";
// check size of KK
TEUCHOS_TEST_FOR_EXCEPTION( newstate.KK->numRows() < curDim_ || newstate.KK->numCols() < curDim_, std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Projected matrix in new state must be as large as specified state rank.");
// put data into KK_
lclKK = rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(Teuchos::View,*KK_,curDim_,curDim_) );
if (newstate.KK != KK_) {
if (newstate.KK->numRows() > curDim_ || newstate.KK->numCols() > curDim_) {
newstate.KK = rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(Teuchos::View,*newstate.KK,curDim_,curDim_) );
}
lclKK->assign(*newstate.KK);
}
}
// Compute Ritz pairs
if(newstate.T == Teuchos::null || newstate.RV == Teuchos::null)
{
om_->stream(Debug) << "Computing Ritz pairs\n";
// These things are now invalid
newstate.X = Teuchos::null;
newstate.MX = Teuchos::null;
newstate.KX = Teuchos::null;
newstate.R = Teuchos::null;
newstate.T = Teuchos::null;
newstate.RV = Teuchos::null;
computeRitzPairs();
}
// Copy Ritz pairs
else
{
om_->stream(Debug) << "Copying Ritz pairs\n";
TEUCHOS_TEST_FOR_EXCEPTION((signed int)(newstate.T->size()) != curDim_,
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): Size of T must be consistent with dimension of V.");
TEUCHOS_TEST_FOR_EXCEPTION( newstate.RV->numRows() < curDim_ || newstate.RV->numCols() < curDim_, std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Ritz vectors in new state must be as large as specified state rank.");
std::copy(newstate.T->begin(),newstate.T->end(),theta_.begin());
lclRV = rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(Teuchos::View,*ritzVecs_,curDim_,curDim_) );
if (newstate.RV != ritzVecs_) {
if (newstate.RV->numRows() > curDim_ || newstate.RV->numCols() > curDim_) {
newstate.RV = rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(Teuchos::View,*newstate.RV,curDim_,curDim_) );
}
lclRV->assign(*newstate.RV);
}
}
// Compute X
if(newstate.X == Teuchos::null)
{
om_->stream(Debug) << "Computing X\n";
// These things are now invalid
newstate.MX = Teuchos::null;
newstate.KX = Teuchos::null;
newstate.R = Teuchos::null;
computeX();
}
// Copy X
else
{
om_->stream(Debug) << "Copying X\n";
if(computeAllRes_ == false)
{
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetNumberVecs(*newstate.X) != blockSize_ || MVT::GetGlobalLength(*newstate.X) != MVT::GetGlobalLength(*X_),
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): Size of X must be consistent with block size and length of V.");
if(newstate.X != X_) {
MVT::SetBlock(*newstate.X,bsind,*X_);
}
}
else
{
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetNumberVecs(*newstate.X) != curDim_ || MVT::GetGlobalLength(*newstate.X) != MVT::GetGlobalLength(*X_),
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): Size of X must be consistent with current dimension and length of V.");
if(newstate.X != X_) {
MVT::SetBlock(*newstate.X,dimind,*X_);
}
}
}
// Compute KX and MX if necessary
// TODO: These technically should be separate; it won't matter much in terms of running time though
if((Op_ != Teuchos::null && newstate.KX == Teuchos::null) || (hasM_ && newstate.MX == Teuchos::null))
{
om_->stream(Debug) << "Computing KX and MX\n";
// These things are now invalid
newstate.R = Teuchos::null;
updateKXMX();
}
// Copy KX and MX if necessary
else
{
om_->stream(Debug) << "Copying KX and MX\n";
if(Op_ != Teuchos::null)
{
if(computeAllRes_ == false)
{
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetNumberVecs(*newstate.KX) != blockSize_ || MVT::GetGlobalLength(*newstate.KX) != MVT::GetGlobalLength(*KX_),
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): Size of KX must be consistent with block size and length of V.");
if(newstate.KX != KX_) {
MVT::SetBlock(*newstate.KX,bsind,*KX_);
}
}
else
{
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetNumberVecs(*newstate.KX) != curDim_ || MVT::GetGlobalLength(*newstate.KX) != MVT::GetGlobalLength(*KX_),
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): Size of KX must be consistent with current dimension and length of V.");
if (newstate.KX != KX_) {
MVT::SetBlock(*newstate.KX,dimind,*KX_);
}
}
}
if(hasM_)
{
if(computeAllRes_ == false)
{
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetNumberVecs(*newstate.MX) != blockSize_ || MVT::GetGlobalLength(*newstate.MX) != MVT::GetGlobalLength(*MX_),
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): Size of MX must be consistent with block size and length of V.");
if (newstate.MX != MX_) {
MVT::SetBlock(*newstate.MX,bsind,*MX_);
}
}
else
{
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetNumberVecs(*newstate.MX) != curDim_ || MVT::GetGlobalLength(*newstate.MX) != MVT::GetGlobalLength(*MX_),
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): Size of MX must be consistent with current dimension and length of V.");
if (newstate.MX != MX_) {
MVT::SetBlock(*newstate.MX,dimind,*MX_);
}
}
}
}
// Compute R
if(newstate.R == Teuchos::null)
{
om_->stream(Debug) << "Computing R\n";
updateResidual();
}
// Copy R
else
{
om_->stream(Debug) << "Copying R\n";
if(computeAllRes_ == false)
{
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetGlobalLength(*newstate.R) != MVT::GetGlobalLength(*X_),
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): vector length of newstate.R not correct." );
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetNumberVecs(*newstate.R) != blockSize_,
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): newstate.R must have at least block size vectors." );
if (newstate.R != R_) {
MVT::SetBlock(*newstate.R,bsind,*R_);
}
}
else
{
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetGlobalLength(*newstate.R) != MVT::GetGlobalLength(*X_),
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): vector length of newstate.R not correct." );
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetNumberVecs(*newstate.R) != curDim_,
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): newstate.R must have at least curDim vectors." );
if (newstate.R != R_) {
MVT::SetBlock(*newstate.R,dimind,*R_);
}
}
}
// R has been updated; mark the norms as out-of-date
Rnorms_current_ = false;
R2norms_current_ = false;
// Set the largest safe shift
largestSafeShift_ = newstate.largestSafeShift;
// Copy over the Ritz shifts
if(newstate.ritzShifts != Teuchos::null)
{
om_->stream(Debug) << "Copying Ritz shifts\n";
std::copy(newstate.ritzShifts->begin(),newstate.ritzShifts->end(),ritzShifts_.begin());
}
else
{
om_->stream(Debug) << "Setting Ritz shifts to 0\n";
for(size_t i=0; i<ritzShifts_.size(); i++)
ritzShifts_[i] = ZERO;
}
for(size_t i=0; i<ritzShifts_.size(); i++)
om_->stream(Debug) << "Ritz shifts[" << i << "] = " << ritzShifts_[i] << std::endl;
// finally, we are initialized
initialized_ = true;
if (om_->isVerbosity( Debug ) ) {
// Check almost everything here
CheckList chk;
chk.checkV = true;
chk.checkX = true;
chk.checkKX = true;
chk.checkMX = true;
chk.checkQ = true;
chk.checkKK = true;
om_->print( Debug, accuracyCheck(chk, ": after initialize()") );
}
// Print information on current status
if (om_->isVerbosity(Debug)) {
currentStatus( om_->stream(Debug) );
}
else if (om_->isVerbosity(IterationDetails)) {
currentStatus( om_->stream(IterationDetails) );
}
}
//////////////////////////////////////////////////////////////////////////////////////////////////
/* Initialize the state of the solver
*
* POST-CONDITIONS:
*
* V_ is orthonormal, orthogonal to auxVecs_, for first curDim_ vectors
* theta_ contains Ritz w.r.t. V_(1:curDim_)
* X is Ritz vectors w.r.t. V_(1:curDim_)
* KX = Op*X
* MX = M*X if hasM_
* R = KX - MX*diag(theta_)
*
*/
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::harmonicInitialize(TraceMinBaseState<ScalarType,MV> newstate)
{
// TODO: Check for bad input
// NOTE: memory has been allocated by setBlockSize(). Use setBlock below; do not Clone
// NOTE: Overall time spent in this routine is counted to timerInit_; portions will also be counted towards other primitives
std::vector<int> bsind(blockSize_);
for (int i=0; i<blockSize_; ++i) bsind[i] = i;
// in TraceMinBase, V is primary
// the order of dependence follows like so.
// --init-> V,KK
// --ritz analysis-> theta,X
// --op apply-> KX,MX
// --compute-> R
//
// if the user specifies all data for a level, we will accept it.
// otherwise, we will generate the whole level, and all subsequent levels.
//
// the data members are ordered based on dependence, and the levels are
// partitioned according to the amount of work required to produce the
// items in a level.
//
// inconsistent multivectors widths and lengths will not be tolerated, and
// will be treated with exceptions.
//
// for multivector pointers in newstate which point directly (as opposed to indirectly, via a view) to
// multivectors in the solver, the copy will not be affected.
// set up V and KK: get them from newstate if user specified them
// otherwise, set them manually
RCP<MV> lclV, lclKV, lclMV;
RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > lclKK, lclRV;
// If V was supplied by the user...
if (newstate.V != Teuchos::null) {
om_->stream(Debug) << "Copying V from the user\n";
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength(*newstate.V) != MVT::GetGlobalLength(*V_), std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Vector length of V not correct." );
TEUCHOS_TEST_FOR_EXCEPTION( newstate.curDim < blockSize_, std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Rank of new state must be at least blockSize().");
TEUCHOS_TEST_FOR_EXCEPTION( newstate.curDim > blockSize_*numBlocks_, std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Rank of new state must be less than getMaxSubspaceDim().");
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetNumberVecs(*newstate.V) < newstate.curDim, std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Multivector for basis in new state must be as large as specified state rank.");
curDim_ = newstate.curDim;
// pick an integral amount
curDim_ = (int)(curDim_ / blockSize_)*blockSize_;
TEUCHOS_TEST_FOR_EXCEPTION( curDim_ != newstate.curDim, std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Rank of new state must be a multiple of getBlockSize().");
// put data in V
std::vector<int> nevind(curDim_);
for (int i=0; i<curDim_; ++i) nevind[i] = i;
if (newstate.V != V_) {
if (curDim_ < MVT::GetNumberVecs(*newstate.V)) {
newstate.V = MVT::CloneView(*newstate.V,nevind);
}
MVT::SetBlock(*newstate.V,nevind,*V_);
}
lclV = MVT::CloneViewNonConst(*V_,nevind);
} // end if user specified V
else
{
// get vectors from problem or generate something, projectAndNormalize
RCP<const MV> ivec = problem_->getInitVec();
TEUCHOS_TEST_FOR_EXCEPTION(ivec == Teuchos::null,std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Eigenproblem did not specify initial vectors to clone from.");
// clear newstate so we won't use any data from it below
newstate.X = Teuchos::null;
newstate.MX = Teuchos::null;
newstate.KX = Teuchos::null;
newstate.R = Teuchos::null;
newstate.T = Teuchos::null;
newstate.RV = Teuchos::null;
newstate.KK = Teuchos::null;
newstate.KV = Teuchos::null;
newstate.MopV = Teuchos::null;
newstate.isOrtho = false;
// If the user did not specify a current dimension, use that of the initial vectors they provided
if(newstate.curDim > 0)
curDim_ = newstate.curDim;
else
curDim_ = MVT::GetNumberVecs(*ivec);
// pick the largest multiple of blockSize_
curDim_ = (int)(curDim_ / blockSize_)*blockSize_;
if (curDim_ > blockSize_*numBlocks_) {
// user specified too many vectors... truncate
// this produces a full subspace, but that is okay
curDim_ = blockSize_*numBlocks_;
}
bool userand = false;
if (curDim_ == 0) {
// we need at least blockSize_ vectors
// use a random multivec: ignore everything from InitVec
userand = true;
curDim_ = blockSize_;
}
std::vector<int> nevind(curDim_);
for (int i=0; i<curDim_; ++i) nevind[i] = i;
// get a pointer into V
// lclV has curDim vectors
//
// get pointer to first curDim vectors in V_
lclV = MVT::CloneViewNonConst(*V_,nevind);
if (userand)
{
// generate random vector data
MVT::MvRandom(*lclV);
}
else
{
if(newstate.curDim > 0)
{
if(MVT::GetNumberVecs(*newstate.V) > curDim_) {
RCP<const MV> helperMV = MVT::CloneView(*newstate.V,nevind);
MVT::SetBlock(*helperMV,nevind,*lclV);
}
// assign ivec to first part of lclV
MVT::SetBlock(*newstate.V,nevind,*lclV);
}
else
{
if(MVT::GetNumberVecs(*ivec) > curDim_) {
ivec = MVT::CloneView(*ivec,nevind);
}
// assign ivec to first part of lclV
MVT::SetBlock(*ivec,nevind,*lclV);
}
}
} // end if user did not specify V
// Nuke everything from orbit
// This is a temporary measure due to a bug in the code that I have not found yet
// It adds a minimal amount of work
newstate.X = Teuchos::null;
newstate.MX = Teuchos::null;
newstate.KX = Teuchos::null;
newstate.R = Teuchos::null;
newstate.T = Teuchos::null;
newstate.RV = Teuchos::null;
newstate.KK = Teuchos::null;
newstate.KV = Teuchos::null;
newstate.MopV = Teuchos::null;
newstate.isOrtho = false;
// A vector of relevant indices
std::vector<int> dimind(curDim_);
for (int i=0; i<curDim_; ++i) dimind[i] = i;
// Project the auxVecs out of V
if(auxVecs_.size() > 0)
orthman_->projectMat(*lclV,auxVecs_);
// Compute KV
if(Op_ != Teuchos::null && newstate.KV == Teuchos::null)
{
om_->stream(Debug) << "Computing KV\n";
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
Teuchos::TimeMonitor lcltimer( *timerOp_ );
#endif
count_ApplyOp_+= curDim_;
// These things are now invalid
newstate.X = Teuchos::null;
newstate.MX = Teuchos::null;
newstate.KX = Teuchos::null;
newstate.R = Teuchos::null;
newstate.T = Teuchos::null;
newstate.RV = Teuchos::null;
newstate.KK = Teuchos::null;
lclKV = MVT::CloneViewNonConst(*KV_,dimind);
OPT::Apply(*Op_,*lclV,*lclKV);
}
// Copy KV
else if(Op_ != Teuchos::null)
{
om_->stream(Debug) << "Copying KV\n";
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength(*newstate.KV) != MVT::GetGlobalLength(*KV_), std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Vector length of KV not correct." );
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetNumberVecs(*newstate.KV) < curDim_, std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Number of vectors in KV not correct.");
if (newstate.KV != KV_) {
if (curDim_ < MVT::GetNumberVecs(*newstate.KV)) {
newstate.KV = MVT::CloneView(*newstate.KV,dimind);
}
MVT::SetBlock(*newstate.KV,dimind,*KV_);
}
lclKV = MVT::CloneViewNonConst(*KV_,dimind);
}
else
{
om_->stream(Debug) << "There is no KV\n";
lclKV = lclV;
KV_ = V_;
}
// Project and normalize so that V'V = I and Q'V=0
if(newstate.isOrtho == false)
{
om_->stream(Debug) << "Project and normalize\n";
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
Teuchos::TimeMonitor lcltimer( *timerOrtho_ );
#endif
// These things are now invalid
newstate.MopV = Teuchos::null;
newstate.X = Teuchos::null;
newstate.MX = Teuchos::null;
newstate.KX = Teuchos::null;
newstate.R = Teuchos::null;
newstate.T = Teuchos::null;
newstate.RV = Teuchos::null;
newstate.KK = Teuchos::null;
// Normalize lclKV
RCP< Teuchos::SerialDenseMatrix<int,ScalarType> > gamma = rcp(new Teuchos::SerialDenseMatrix<int,ScalarType>(curDim_,curDim_));
int rank = orthman_->normalizeMat(*lclKV,gamma);
// lclV = lclV/gamma
Teuchos::SerialDenseSolver<int,ScalarType> SDsolver;
SDsolver.setMatrix(gamma);
SDsolver.invert();
RCP<MV> tempMV = MVT::CloneCopy(*lclV);
MVT::MvTimesMatAddMv(ONE,*tempMV,*gamma,ZERO,*lclV);
TEUCHOS_TEST_FOR_EXCEPTION(rank != curDim_,TraceMinBaseInitFailure,
"Anasazi::TraceMinBase::initialize(): Couldn't generate initial basis of full rank.");
}
// Compute MV if necessary
if(hasM_ && newstate.MopV == Teuchos::null)
{
om_->stream(Debug) << "Computing MV\n";
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
Teuchos::TimeMonitor lcltimer( *timerMOp_ );
#endif
count_ApplyM_+= curDim_;
// Get a pointer to the relevant parts of MV
lclMV = MVT::CloneViewNonConst(*MV_,dimind);
OPT::Apply(*MOp_,*lclV,*lclMV);
}
// Copy MV if necessary
else if(hasM_)
{
om_->stream(Debug) << "Copying MV\n";
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength(*newstate.MopV) != MVT::GetGlobalLength(*MV_), std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Vector length of MV not correct." );
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetNumberVecs(*newstate.MopV) < curDim_, std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Number of vectors in MV not correct.");
if(newstate.MopV != MV_) {
if(curDim_ < MVT::GetNumberVecs(*newstate.MopV)) {
newstate.MopV = MVT::CloneView(*newstate.MopV,dimind);
}
MVT::SetBlock(*newstate.MopV,dimind,*MV_);
}
lclMV = MVT::CloneViewNonConst(*MV_,dimind);
}
// There is no M, so there is no MV
else
{
om_->stream(Debug) << "There is no MV\n";
lclMV = lclV;
MV_ = V_;
}
// Compute KK
if(newstate.KK == Teuchos::null)
{
om_->stream(Debug) << "Computing KK\n";
// These things are now invalid
newstate.X = Teuchos::null;
newstate.MX = Teuchos::null;
newstate.KX = Teuchos::null;
newstate.R = Teuchos::null;
newstate.T = Teuchos::null;
newstate.RV = Teuchos::null;
// Note: there used to be a bug here.
// We can't just call computeKK because it only computes the new parts of KK
// Get a pointer to the part of KK we're interested in
lclKK = rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(Teuchos::View,*KK_,curDim_,curDim_) );
// KK := V'KV
MVT::MvTransMv(ONE,*lclV,*lclKV,*lclKK);
}
// Copy KK
else
{
om_->stream(Debug) << "Copying KK\n";
// check size of KK
TEUCHOS_TEST_FOR_EXCEPTION( newstate.KK->numRows() < curDim_ || newstate.KK->numCols() < curDim_, std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Projected matrix in new state must be as large as specified state rank.");
// put data into KK_
lclKK = rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(Teuchos::View,*KK_,curDim_,curDim_) );
if (newstate.KK != KK_) {
if (newstate.KK->numRows() > curDim_ || newstate.KK->numCols() > curDim_) {
newstate.KK = rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(Teuchos::View,*newstate.KK,curDim_,curDim_) );
}
lclKK->assign(*newstate.KK);
}
}
// Compute Ritz pairs
if(newstate.T == Teuchos::null || newstate.RV == Teuchos::null)
{
om_->stream(Debug) << "Computing Ritz pairs\n";
// These things are now invalid
newstate.X = Teuchos::null;
newstate.MX = Teuchos::null;
newstate.KX = Teuchos::null;
newstate.R = Teuchos::null;
newstate.T = Teuchos::null;
newstate.RV = Teuchos::null;
computeRitzPairs();
}
// Copy Ritz pairs
else
{
om_->stream(Debug) << "Copying Ritz pairs\n";
TEUCHOS_TEST_FOR_EXCEPTION((signed int)(newstate.T->size()) != curDim_,
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): Size of T must be consistent with dimension of V.");
TEUCHOS_TEST_FOR_EXCEPTION( newstate.RV->numRows() < curDim_ || newstate.RV->numCols() < curDim_, std::invalid_argument,
"Anasazi::TraceMinBase::initialize(newstate): Ritz vectors in new state must be as large as specified state rank.");
std::copy(newstate.T->begin(),newstate.T->end(),theta_.begin());
lclRV = rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(Teuchos::View,*ritzVecs_,curDim_,curDim_) );
if (newstate.RV != ritzVecs_) {
if (newstate.RV->numRows() > curDim_ || newstate.RV->numCols() > curDim_) {
newstate.RV = rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(Teuchos::View,*newstate.RV,curDim_,curDim_) );
}
lclRV->assign(*newstate.RV);
}
}
// Compute X
if(newstate.X == Teuchos::null)
{
om_->stream(Debug) << "Computing X\n";
// These things are now invalid
newstate.MX = Teuchos::null;
newstate.KX = Teuchos::null;
newstate.R = Teuchos::null;
computeX();
}
// Copy X
else
{
om_->stream(Debug) << "Copying X\n";
if(computeAllRes_ == false)
{
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetNumberVecs(*newstate.X) != blockSize_ || MVT::GetGlobalLength(*newstate.X) != MVT::GetGlobalLength(*X_),
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): Size of X must be consistent with block size and length of V.");
if(newstate.X != X_) {
MVT::SetBlock(*newstate.X,bsind,*X_);
}
}
else
{
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetNumberVecs(*newstate.X) != curDim_ || MVT::GetGlobalLength(*newstate.X) != MVT::GetGlobalLength(*X_),
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): Size of X must be consistent with current dimension and length of V.");
if(newstate.X != X_) {
MVT::SetBlock(*newstate.X,dimind,*X_);
}
}
}
// Compute KX and MX if necessary
// TODO: These technically should be separate; it won't matter much in terms of running time though
if((Op_ != Teuchos::null && newstate.KX == Teuchos::null) || (hasM_ && newstate.MX == Teuchos::null))
{
om_->stream(Debug) << "Computing KX and MX\n";
// These things are now invalid
newstate.R = Teuchos::null;
updateKXMX();
}
// Copy KX and MX if necessary
else
{
om_->stream(Debug) << "Copying KX and MX\n";
if(Op_ != Teuchos::null)
{
if(computeAllRes_ == false)
{
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetNumberVecs(*newstate.KX) != blockSize_ || MVT::GetGlobalLength(*newstate.KX) != MVT::GetGlobalLength(*KX_),
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): Size of KX must be consistent with block size and length of V.");
if(newstate.KX != KX_) {
MVT::SetBlock(*newstate.KX,bsind,*KX_);
}
}
else
{
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetNumberVecs(*newstate.KX) != curDim_ || MVT::GetGlobalLength(*newstate.KX) != MVT::GetGlobalLength(*KX_),
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): Size of KX must be consistent with current dimension and length of V.");
if (newstate.KX != KX_) {
MVT::SetBlock(*newstate.KX,dimind,*KX_);
}
}
}
if(hasM_)
{
if(computeAllRes_ == false)
{
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetNumberVecs(*newstate.MX) != blockSize_ || MVT::GetGlobalLength(*newstate.MX) != MVT::GetGlobalLength(*MX_),
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): Size of MX must be consistent with block size and length of V.");
if (newstate.MX != MX_) {
MVT::SetBlock(*newstate.MX,bsind,*MX_);
}
}
else
{
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetNumberVecs(*newstate.MX) != curDim_ || MVT::GetGlobalLength(*newstate.MX) != MVT::GetGlobalLength(*MX_),
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): Size of MX must be consistent with current dimension and length of V.");
if (newstate.MX != MX_) {
MVT::SetBlock(*newstate.MX,dimind,*MX_);
}
}
}
}
// Scale X so each vector is of length 1
{
// Get norm of each vector in X
const int nvecs = computeAllRes_ ? curDim_ : blockSize_;
Teuchos::Range1D dimind2 (0, nvecs-1);
RCP<MV> lclX = MVT::CloneViewNonConst(*X_, dimind2);
std::vector<ScalarType> normvec(nvecs);
orthman_->normMat(*lclX,normvec);
// Scale X, KX, and MX accordingly
for (int i = 0; i < nvecs; ++i) {
normvec[i] = ONE / normvec[i];
}
MVT::MvScale (*lclX, normvec);
if (Op_ != Teuchos::null) {
RCP<MV> lclKX = MVT::CloneViewNonConst (*KX_, dimind2);
MVT::MvScale (*lclKX, normvec);
}
if (hasM_) {
RCP<MV> lclMX = MVT::CloneViewNonConst (*MX_, dimind2);
MVT::MvScale (*lclMX, normvec);
}
// Scale eigenvalues
for (int i = 0; i < nvecs; ++i) {
theta_[i] = theta_[i] * normvec[i] * normvec[i];
}
}
// Compute R
if(newstate.R == Teuchos::null)
{
om_->stream(Debug) << "Computing R\n";
updateResidual();
}
// Copy R
else
{
om_->stream(Debug) << "Copying R\n";
if(computeAllRes_ == false)
{
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetGlobalLength(*newstate.R) != MVT::GetGlobalLength(*X_),
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): vector length of newstate.R not correct." );
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetNumberVecs(*newstate.R) != blockSize_,
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): newstate.R must have at least block size vectors." );
if (newstate.R != R_) {
MVT::SetBlock(*newstate.R,bsind,*R_);
}
}
else
{
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetGlobalLength(*newstate.R) != MVT::GetGlobalLength(*X_),
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): vector length of newstate.R not correct." );
TEUCHOS_TEST_FOR_EXCEPTION(MVT::GetNumberVecs(*newstate.R) != curDim_,
std::invalid_argument, "Anasazi::TraceMinBase::initialize(newstate): newstate.R must have at least curDim vectors." );
if (newstate.R != R_) {
MVT::SetBlock(*newstate.R,dimind,*R_);
}
}
}
// R has been updated; mark the norms as out-of-date
Rnorms_current_ = false;
R2norms_current_ = false;
// Set the largest safe shift
largestSafeShift_ = newstate.largestSafeShift;
// Copy over the Ritz shifts
if(newstate.ritzShifts != Teuchos::null)
{
om_->stream(Debug) << "Copying Ritz shifts\n";
std::copy(newstate.ritzShifts->begin(),newstate.ritzShifts->end(),ritzShifts_.begin());
}
else
{
om_->stream(Debug) << "Setting Ritz shifts to 0\n";
for(size_t i=0; i<ritzShifts_.size(); i++)
ritzShifts_[i] = ZERO;
}
for(size_t i=0; i<ritzShifts_.size(); i++)
om_->stream(Debug) << "Ritz shifts[" << i << "] = " << ritzShifts_[i] << std::endl;
// finally, we are initialized
initialized_ = true;
if (om_->isVerbosity( Debug ) ) {
// Check almost everything here
CheckList chk;
chk.checkV = true;
chk.checkX = true;
chk.checkKX = true;
chk.checkMX = true;
chk.checkQ = true;
chk.checkKK = true;
om_->print( Debug, accuracyCheck(chk, ": after initialize()") );
}
// Print information on current status
if (om_->isVerbosity(Debug)) {
currentStatus( om_->stream(Debug) );
}
else if (om_->isVerbosity(IterationDetails)) {
currentStatus( om_->stream(IterationDetails) );
}
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Return initialized state
template <class ScalarType, class MV, class OP>
bool TraceMinBase<ScalarType,MV,OP>::isInitialized() const { return initialized_; }
//////////////////////////////////////////////////////////////////////////////////////////////////
// Set the block size and make necessary adjustments.
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::setSize (int blockSize, int numBlocks)
{
// This routine only allocates space; it doesn't not perform any computation
// any change in size will invalidate the state of the solver.
TEUCHOS_TEST_FOR_EXCEPTION(blockSize < 1, std::invalid_argument, "Anasazi::TraceMinBase::setSize(blocksize,numblocks): blocksize must be strictly positive.");
if (blockSize == blockSize_ && numBlocks == numBlocks_) {
// do nothing
return;
}
blockSize_ = blockSize;
numBlocks_ = numBlocks;
RCP<const MV> tmp;
// grab some Multivector to Clone
// in practice, getInitVec() should always provide this, but it is possible to use a
// Eigenproblem with nothing in getInitVec() by manually initializing with initialize();
// in case of that strange scenario, we will try to Clone from X_ first, then resort to getInitVec()
if (X_ != Teuchos::null) { // this is equivalent to blockSize_ > 0
tmp = X_;
}
else {
tmp = problem_->getInitVec();
TEUCHOS_TEST_FOR_EXCEPTION(tmp == Teuchos::null,std::invalid_argument,
"Anasazi::TraceMinBase::setSize(): eigenproblem did not specify initial vectors to clone from.");
}
TEUCHOS_TEST_FOR_EXCEPTION(numAuxVecs_+blockSize*static_cast<ptrdiff_t>(numBlocks) > MVT::GetGlobalLength(*tmp),std::invalid_argument,
"Anasazi::TraceMinBase::setSize(): max subspace dimension and auxilliary subspace too large. Potentially impossible orthogonality constraints.");
// New subspace dimension
int newsd = blockSize_*numBlocks_;
//////////////////////////////////
// blockSize dependent
//
ritzShifts_.resize(blockSize_,ZERO);
if(computeAllRes_ == false)
{
// grow/allocate vectors
Rnorms_.resize(blockSize_,NANVAL);
R2norms_.resize(blockSize_,NANVAL);
//
// clone multivectors off of tmp
//
// free current allocation first, to make room for new allocation
X_ = Teuchos::null;
KX_ = Teuchos::null;
MX_ = Teuchos::null;
R_ = Teuchos::null;
V_ = Teuchos::null;
KV_ = Teuchos::null;
MV_ = Teuchos::null;
om_->print(Debug," >> Allocating X_\n");
X_ = MVT::Clone(*tmp,blockSize_);
if(Op_ != Teuchos::null) {
om_->print(Debug," >> Allocating KX_\n");
KX_ = MVT::Clone(*tmp,blockSize_);
}
else {
KX_ = X_;
}
if (hasM_) {
om_->print(Debug," >> Allocating MX_\n");
MX_ = MVT::Clone(*tmp,blockSize_);
}
else {
MX_ = X_;
}
om_->print(Debug," >> Allocating R_\n");
R_ = MVT::Clone(*tmp,blockSize_);
}
else
{
// grow/allocate vectors
Rnorms_.resize(newsd,NANVAL);
R2norms_.resize(newsd,NANVAL);
//
// clone multivectors off of tmp
//
// free current allocation first, to make room for new allocation
X_ = Teuchos::null;
KX_ = Teuchos::null;
MX_ = Teuchos::null;
R_ = Teuchos::null;
V_ = Teuchos::null;
KV_ = Teuchos::null;
MV_ = Teuchos::null;
om_->print(Debug," >> Allocating X_\n");
X_ = MVT::Clone(*tmp,newsd);
if(Op_ != Teuchos::null) {
om_->print(Debug," >> Allocating KX_\n");
KX_ = MVT::Clone(*tmp,newsd);
}
else {
KX_ = X_;
}
if (hasM_) {
om_->print(Debug," >> Allocating MX_\n");
MX_ = MVT::Clone(*tmp,newsd);
}
else {
MX_ = X_;
}
om_->print(Debug," >> Allocating R_\n");
R_ = MVT::Clone(*tmp,newsd);
}
//////////////////////////////////
// blockSize*numBlocks dependent
//
theta_.resize(newsd,NANVAL);
om_->print(Debug," >> Allocating V_\n");
V_ = MVT::Clone(*tmp,newsd);
KK_ = rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(newsd,newsd) );
ritzVecs_ = rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(newsd,newsd) );
if(Op_ != Teuchos::null) {
om_->print(Debug," >> Allocating KV_\n");
KV_ = MVT::Clone(*tmp,newsd);
}
else {
KV_ = V_;
}
if (hasM_) {
om_->print(Debug," >> Allocating MV_\n");
MV_ = MVT::Clone(*tmp,newsd);
}
else {
MV_ = V_;
}
om_->print(Debug," >> done allocating.\n");
initialized_ = false;
curDim_ = 0;
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Set the auxiliary vectors
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::setAuxVecs(const Teuchos::Array<RCP<const MV> > &auxvecs) {
typedef typename Teuchos::Array<RCP<const MV> >::iterator tarcpmv;
// set new auxiliary vectors
auxVecs_ = auxvecs;
if(hasM_)
MauxVecs_.resize(0);
numAuxVecs_ = 0;
for (tarcpmv i=auxVecs_.begin(); i != auxVecs_.end(); ++i) {
numAuxVecs_ += MVT::GetNumberVecs(**i);
if(hasM_)
{
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
Teuchos::TimeMonitor lcltimer( *timerMOp_ );
#endif
count_ApplyM_+= MVT::GetNumberVecs(**i);
RCP<MV> helperMV = MVT::Clone(**i,MVT::GetNumberVecs(**i));
OPT::Apply(*MOp_,**i,*helperMV);
MauxVecs_.push_back(helperMV);
}
}
// If the solver has been initialized, V is not necessarily orthogonal to new auxiliary vectors
if (numAuxVecs_ > 0 && initialized_) {
initialized_ = false;
}
if (om_->isVerbosity( Debug ) ) {
// Check almost everything here
CheckList chk;
chk.checkQ = true;
om_->print( Debug, accuracyCheck(chk, ": after setAuxVecs()") );
}
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// compute/return residual M-norms
template <class ScalarType, class MV, class OP>
std::vector<typename Teuchos::ScalarTraits<ScalarType>::magnitudeType>
TraceMinBase<ScalarType,MV,OP>::getResNorms() {
if (Rnorms_current_ == false) {
// Update the residual norms
if(computeAllRes_)
{
std::vector<int> curind(curDim_);
for(int i=0; i<curDim_; i++)
curind[i] = i;
RCP<const MV> locR = MVT::CloneView(*R_,curind);
std::vector<ScalarType> locNorms(curDim_);
orthman_->norm(*locR,locNorms);
for(int i=0; i<curDim_; i++)
Rnorms_[i] = locNorms[i];
for(int i=curDim_+1; i<blockSize_*numBlocks_; i++)
Rnorms_[i] = NANVAL;
Rnorms_current_ = true;
locNorms.resize(blockSize_);
return locNorms;
}
else
orthman_->norm(*R_,Rnorms_);
Rnorms_current_ = true;
}
else if(computeAllRes_)
{
std::vector<ScalarType> locNorms(blockSize_);
for(int i=0; i<blockSize_; i++)
locNorms[i] = Rnorms_[i];
return locNorms;
}
return Rnorms_;
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// compute/return residual 2-norms
template <class ScalarType, class MV, class OP>
std::vector<typename Teuchos::ScalarTraits<ScalarType>::magnitudeType>
TraceMinBase<ScalarType,MV,OP>::getRes2Norms() {
if (R2norms_current_ == false) {
// Update the residual 2-norms
if(computeAllRes_)
{
std::vector<int> curind(curDim_);
for(int i=0; i<curDim_; i++)
curind[i] = i;
RCP<const MV> locR = MVT::CloneView(*R_,curind);
std::vector<ScalarType> locNorms(curDim_);
MVT::MvNorm(*locR,locNorms);
for(int i=0; i<curDim_; i++)
{
R2norms_[i] = locNorms[i];
}
for(int i=curDim_+1; i<blockSize_*numBlocks_; i++)
R2norms_[i] = NANVAL;
R2norms_current_ = true;
locNorms.resize(blockSize_);
return locNorms;
}
else
MVT::MvNorm(*R_,R2norms_);
R2norms_current_ = true;
}
else if(computeAllRes_)
{
std::vector<ScalarType> locNorms(blockSize_);
for(int i=0; i<blockSize_; i++)
locNorms[i] = R2norms_[i];
return locNorms;
}
return R2norms_;
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Set a new StatusTest for the solver.
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::setStatusTest(RCP<StatusTest<ScalarType,MV,OP> > test) {
TEUCHOS_TEST_FOR_EXCEPTION(test == Teuchos::null,std::invalid_argument,
"Anasazi::TraceMinBase::setStatusTest() was passed a null StatusTest.");
tester_ = test;
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Get the current StatusTest used by the solver.
template <class ScalarType, class MV, class OP>
RCP<StatusTest<ScalarType,MV,OP> > TraceMinBase<ScalarType,MV,OP>::getStatusTest() const {
return tester_;
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Print the current status of the solver
template <class ScalarType, class MV, class OP>
void
TraceMinBase<ScalarType,MV,OP>::currentStatus(std::ostream &os)
{
using std::endl;
os.setf(std::ios::scientific, std::ios::floatfield);
os.precision(6);
os <<endl;
os <<"================================================================================" << endl;
os << endl;
os <<" TraceMinBase Solver Status" << endl;
os << endl;
os <<"The solver is "<<(initialized_ ? "initialized." : "not initialized.") << endl;
os <<"The number of iterations performed is " <<iter_<<endl;
os <<"The block size is " << blockSize_<<endl;
os <<"The number of blocks is " << numBlocks_<<endl;
os <<"The current basis size is " << curDim_<<endl;
os <<"The number of auxiliary vectors is "<< numAuxVecs_ << endl;
os <<"The number of operations Op*x is "<<count_ApplyOp_<<endl;
os <<"The number of operations M*x is "<<count_ApplyM_<<endl;
os.setf(std::ios_base::right, std::ios_base::adjustfield);
if (initialized_) {
os << endl;
os <<"CURRENT EIGENVALUE ESTIMATES "<<endl;
os << std::setw(20) << "Eigenvalue"
<< std::setw(20) << "Residual(M)"
<< std::setw(20) << "Residual(2)"
<< endl;
os <<"--------------------------------------------------------------------------------"<<endl;
for (int i=0; i<blockSize_; ++i) {
os << std::setw(20) << theta_[i];
if (Rnorms_current_) os << std::setw(20) << Rnorms_[i];
else os << std::setw(20) << "not current";
if (R2norms_current_) os << std::setw(20) << R2norms_[i];
else os << std::setw(20) << "not current";
os << endl;
}
}
os <<"================================================================================" << endl;
os << endl;
}
/////////////////////////////////////////////////////////////////////////////////////////////////
template <class ScalarType, class MV, class OP>
ScalarType TraceMinBase<ScalarType,MV,OP>::getTrace() const
{
ScalarType currentTrace = ZERO;
for(int i=0; i < blockSize_; i++)
currentTrace += theta_[i];
return currentTrace;
}
/////////////////////////////////////////////////////////////////////////////////////////////////
template <class ScalarType, class MV, class OP>
bool TraceMinBase<ScalarType,MV,OP>::traceLeveled()
{
ScalarType ratioOfChange = traceThresh_;
if(previouslyLeveled_)
{
om_->stream(Debug) << "The trace already leveled, so we're not going to check it again\n";
return true;
}
ScalarType currentTrace = getTrace();
om_->stream(Debug) << "The current trace is " << currentTrace << std::endl;
// Compute the ratio of the change
// We seek the point where the trace has leveled off
// It should be reasonably safe to shift at this point
if(previousTrace_ != ZERO)
{
om_->stream(Debug) << "The previous trace was " << previousTrace_ << std::endl;
ratioOfChange = std::abs(previousTrace_-currentTrace)/std::abs(previousTrace_);
om_->stream(Debug) << "The ratio of change is " << ratioOfChange << std::endl;
}
previousTrace_ = currentTrace;
if(ratioOfChange < traceThresh_)
{
previouslyLeveled_ = true;
return true;
}
return false;
}
/////////////////////////////////////////////////////////////////////////////////////////////////
// Compute the residual of each CLUSTER of eigenvalues
// This is important for selecting the Ritz shifts
template <class ScalarType, class MV, class OP>
std::vector<ScalarType> TraceMinBase<ScalarType,MV,OP>::getClusterResids()
{
int nvecs;
if(computeAllRes_)
nvecs = curDim_;
else
nvecs = blockSize_;
getRes2Norms();
std::vector<ScalarType> clusterResids(nvecs);
std::vector<int> clusterIndices;
if(considerClusters_)
{
for(int i=0; i < nvecs; i++)
{
// test for cluster
if(clusterIndices.empty() || (theta_[i-1] + R2norms_[i-1] >= theta_[i] - R2norms_[i]))
{
// Add to cluster
if(!clusterIndices.empty()) om_->stream(Debug) << theta_[i-1] << " is in a cluster with " << theta_[i] << " because " << theta_[i-1] + R2norms_[i-1] << " >= " << theta_[i] - R2norms_[i] << std::endl;
clusterIndices.push_back(i);
}
// Cluster completed
else
{
om_->stream(Debug) << theta_[i-1] << " is NOT in a cluster with " << theta_[i] << " because " << theta_[i-1] + R2norms_[i-1] << " < " << theta_[i] - R2norms_[i] << std::endl;
ScalarType totalRes = ZERO;
for(size_t j=0; j < clusterIndices.size(); j++)
totalRes += (R2norms_[clusterIndices[j]]*R2norms_[clusterIndices[j]]);
// If the smallest magnitude value of this sign is in a cluster with the
// largest magnitude cluster of this sign, it is not safe for the smallest
// eigenvalue to use a shift
if(theta_[clusterIndices[0]] < 0 && theta_[i] < 0)
negSafeToShift_ = true;
else if(theta_[clusterIndices[0]] > 0 && theta_[i] > 0)
posSafeToShift_ = true;
for(size_t j=0; j < clusterIndices.size(); j++)
clusterResids[clusterIndices[j]] = sqrt(totalRes);
clusterIndices.clear();
clusterIndices.push_back(i);
}
}
// Handle last cluster
ScalarType totalRes = ZERO;
for(size_t j=0; j < clusterIndices.size(); j++)
totalRes += R2norms_[clusterIndices[j]];
for(size_t j=0; j < clusterIndices.size(); j++)
clusterResids[clusterIndices[j]] = totalRes;
}
else
{
for(int j=0; j < nvecs; j++)
clusterResids[j] = R2norms_[j];
}
return clusterResids;
}
/////////////////////////////////////////////////////////////////////////////////////////////////
// Compute the Ritz shifts based on the Ritz values and residuals
// A note on shifting: if the matrix is indefinite, you NEED to use a large block size
// TODO: resids[i] on its own is unsafe for the generalized EVP
// See "A Parallel Implementation of the Trace Minimization Eigensolver"
// by Eloy Romero and Jose E. Roman
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::computeRitzShifts(const std::vector<ScalarType>& clusterResids)
{
std::vector<ScalarType> thetaMag(theta_);
bool traceHasLeveled = traceLeveled();
// Compute the magnitude of the eigenvalues
for(int i=0; i<blockSize_; i++)
thetaMag[i] = std::abs(thetaMag[i]);
// Test whether it is safe to shift
// TODO: Add residual shift option
// Note: If you choose single shift with an indefinite matrix, you're gonna have a bad time...
// Note: This is not safe for indefinite matrices, and I don't even know that it CAN be made safe.
// There just isn't any theoretical reason it should work.
// TODO: It feels like this should be different for TraceMin-Base; we should be able to use all eigenvalues in the current subspace to determine whether we have a cluster
if(whenToShift_ == ALWAYS_SHIFT || (whenToShift_ == SHIFT_WHEN_TRACE_LEVELS && traceHasLeveled))
{
// Set the shift to the largest safe shift
if(howToShift_ == LARGEST_CONVERGED_SHIFT)
{
for(int i=0; i<blockSize_; i++)
ritzShifts_[i] = largestSafeShift_;
}
// Set the shifts to the Ritz values
else if(howToShift_ == RITZ_VALUES_SHIFT)
{
ritzShifts_[0] = theta_[0];
// If we're using mulitple shifts, set them to EACH Ritz value.
// Otherwise, only use the smallest
if(useMultipleShifts_)
{
for(int i=1; i<blockSize_; i++)
ritzShifts_[i] = theta_[i];
}
else
{
for(int i=1; i<blockSize_; i++)
ritzShifts_[i] = ritzShifts_[0];
}
}
else if(howToShift_ == EXPERIMENTAL_SHIFT)
{
ritzShifts_[0] = std::max(largestSafeShift_,theta_[0]-clusterResids[0]);
for(int i=1; i<blockSize_; i++)
{
ritzShifts_[i] = std::max(ritzShifts_[i-1],theta_[i]-clusterResids[i]);
}
}
// Use Dr. Sameh's original shifting strategy
else if(howToShift_ == ADJUSTED_RITZ_SHIFT)
{
om_->stream(Debug) << "\nSeeking a shift for theta[0]=" << thetaMag[0] << std::endl;
// This is my adjustment. If all eigenvalues are in a single cluster, it's probably a bad idea to shift the smallest one.
// If all of your eigenvalues are in one cluster, it's either way to early to shift or your subspace is too small
if((theta_[0] > 0 && posSafeToShift_) || (theta_[0] < 0 && negSafeToShift_) || considerClusters_ == false)
{
// Initialize with a conservative shift, either the biggest safe shift or the eigenvalue adjusted by its cluster's residual
ritzShifts_[0] = std::max(largestSafeShift_,thetaMag[0]-clusterResids[0]);
om_->stream(Debug) << "Initializing with a conservative shift, either the most positive converged eigenvalue ("
<< largestSafeShift_ << ") or the eigenvalue adjusted by the residual (" << thetaMag[0] << "-"
<< clusterResids[0] << ").\n";
// If this eigenvalue is NOT in a cluster, do an aggressive shift
if(R2norms_[0] == clusterResids[0])
{
ritzShifts_[0] = thetaMag[0];
om_->stream(Debug) << "Since this eigenvalue is NOT in a cluster, we can use the eigenvalue itself as a shift: ritzShifts[0]=" << ritzShifts_[0] << std::endl;
}
else
om_->stream(Debug) << "This eigenvalue is in a cluster, so it would not be safe to use the eigenvalue itself as a shift\n";
}
else
{
if(largestSafeShift_ > std::abs(ritzShifts_[0]))
{
om_->stream(Debug) << "Initializing with a conservative shift...the most positive converged eigenvalue: " << largestSafeShift_ << std::endl;
ritzShifts_[0] = largestSafeShift_;
}
else
om_->stream(Debug) << "Using the previous value of ritzShifts[0]=" << ritzShifts_[0];
}
om_->stream(Debug) << "ritzShifts[0]=" << ritzShifts_[0] << std::endl;
if(useMultipleShifts_)
{
/////////////////////////////////////////////////////////////////////////////////////////
// Compute shifts for other eigenvalues
for(int i=1; i < blockSize_; i++)
{
om_->stream(Debug) << "\nSeeking a shift for theta[" << i << "]=" << thetaMag[i] << std::endl;
// If the previous shift was aggressive and we are not in a cluster, do an aggressive shift
if(ritzShifts_[i-1] == thetaMag[i-1] && i < blockSize_-1 && thetaMag[i] < thetaMag[i+1] - clusterResids[i+1])
{
ritzShifts_[i] = thetaMag[i];
om_->stream(Debug) << "Using an aggressive shift: ritzShifts_[" << i << "]=" << ritzShifts_[i] << std::endl;
}
else
{
if(ritzShifts_[0] > std::abs(ritzShifts_[i]))
{
om_->stream(Debug) << "It was unsafe to use the aggressive shift. Choose the shift used by theta[0]="
<< thetaMag[0] << ": ritzShifts[0]=" << ritzShifts_[0] << std::endl;
// Choose a conservative shift, that of the smallest positive eigenvalue
ritzShifts_[i] = ritzShifts_[0];
}
else
om_->stream(Debug) << "It was unsafe to use the aggressive shift. We will use the shift from the previous iteration: " << ritzShifts_[i] << std::endl;
om_->stream(Debug) << "Check whether any less conservative shifts would work (such as the biggest eigenvalue outside of the cluster, namely theta[ell] < "
<< thetaMag[i] << "-" << clusterResids[i] << " (" << thetaMag[i] - clusterResids[i] << ")\n";
// If possible, choose a less conservative shift, that of the biggest eigenvalue outside of the cluster
for(int ell=0; ell < i; ell++)
{
if(thetaMag[ell] < thetaMag[i] - clusterResids[i])
{
ritzShifts_[i] = thetaMag[ell];
om_->stream(Debug) << "ritzShifts_[" << i << "]=" << ritzShifts_[i] << " is valid\n";
}
else
break;
}
} // end else
om_->stream(Debug) << "ritzShifts[" << i << "]=" << ritzShifts_[i] << std::endl;
} // end for
} // end if(useMultipleShifts_)
else
{
for(int i=1; i<blockSize_; i++)
ritzShifts_[i] = ritzShifts_[0];
}
} // end if(howToShift_ == "Adjusted Ritz Values")
} // end if(whenToShift_ == "Always" || (whenToShift_ == "After Trace Levels" && traceHasLeveled))
// Set the correct sign
for(int i=0; i<blockSize_; i++)
{
if(theta_[i] < 0)
ritzShifts_[i] = -abs(ritzShifts_[i]);
else
ritzShifts_[i] = abs(ritzShifts_[i]);
}
}
/////////////////////////////////////////////////////////////////////////////////////////////////
template <class ScalarType, class MV, class OP>
std::vector<ScalarType> TraceMinBase<ScalarType,MV,OP>::computeTol()
{
ScalarType temp1;
std::vector<ScalarType> tolerances(blockSize_);
for(int i=0; i < blockSize_-1; i++)
{
if(std::abs(theta_[blockSize_-1]) != std::abs(ritzShifts_[i]))
temp1 = std::abs(theta_[i]-ritzShifts_[i])/std::abs(std::abs(theta_[blockSize_-1])-std::abs(ritzShifts_[i]));
else
temp1 = ZERO;
// TODO: The min and max tolerances should not be hard coded
// Neither should the maximum number of iterations
tolerances[i] = std::min(temp1*temp1,0.5);
}
if(blockSize_ > 1)
tolerances[blockSize_-1] = tolerances[blockSize_-2];
return tolerances;
}
/////////////////////////////////////////////////////////////////////////////////////////////////
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::solveSaddlePointProblem(RCP<MV> Delta)
{
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
Teuchos::TimeMonitor lcltimer( *timerSaddle_ );
#endif
// This case can arise when looking for the largest eigenpairs
if(Op_ == Teuchos::null)
{
// dense solver
Teuchos::SerialDenseSolver<int,ScalarType> My_Solver;
// Schur complement
RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > lclS = rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(blockSize_,blockSize_) );
if(computeAllRes_)
{
// Get the valid indices of X
std::vector<int> curind(blockSize_);
for(int i=0; i<blockSize_; i++)
curind[i] = i;
// Get a view of MX
RCP<const MV> lclMX = MVT::CloneView(*MX_, curind);
// form S = X' M^2 X
MVT::MvTransMv(ONE,*lclMX,*lclMX,*lclS);
// compute the inverse of S
My_Solver.setMatrix(lclS);
My_Solver.invert();
// Delta = X - MX/S
RCP<const MV> lclX = MVT::CloneView(*X_, curind);
MVT::Assign(*lclX,*Delta);
MVT::MvTimesMatAddMv( -ONE, *lclMX, *lclS, ONE, *Delta);
}
else
{
// form S = X' M^2 X
MVT::MvTransMv(ONE,*MX_,*MX_,*lclS);
// compute the inverse of S
My_Solver.setMatrix(lclS);
My_Solver.invert();
// Delta = X - MX/S
MVT::Assign(*X_,*Delta);
MVT::MvTimesMatAddMv( -ONE, *MX_, *lclS, ONE, *Delta);
}
}
else
{
std::vector<int> order(curDim_);
std::vector<ScalarType> tempvec(blockSize_);
// RCP<BasicSort<MagnitudeType> > sorter = rcp( new BasicSort<MagnitudeType>("SR") );
// Stores the residual of each CLUSTER of eigenvalues
std::vector<ScalarType> clusterResids;
/* // Sort the eigenvalues in ascending order for the Ritz shift selection
sorter->sort(theta_, Teuchos::rcpFromRef(order), curDim_); // don't catch exception
// Apply the same ordering to the residual norms
getRes2Norms();
for (int i=0; i<blockSize_; i++)
tempvec[i] = R2norms_[order[i]];
R2norms_ = tempvec;*/
// Compute the residual of each CLUSTER of eigenvalues
// This is important for selecting the Ritz shifts
clusterResids = getClusterResids();
/* // Sort the eigenvalues based on what the user wanted
sm_->sort(theta_, Teuchos::rcpFromRef(order), blockSize_);
// Apply the same ordering to the residual norms and cluster residuals
for (int i=0; i<blockSize_; i++)
tempvec[i] = R2norms_[order[i]];
R2norms_ = tempvec;
for (int i=0; i<blockSize_; i++)
tempvec[i] = clusterResids[order[i]];
clusterResids = tempvec;*/
// Compute the Ritz shifts
computeRitzShifts(clusterResids);
// Compute the tolerances for the inner solves
std::vector<ScalarType> tolerances = computeTol();
for(int i=0; i<blockSize_; i++)
{
om_->stream(IterationDetails) << "Choosing Ritz shifts...theta[" << i << "]="
<< theta_[i] << ", resids[" << i << "]=" << R2norms_[i] << ", clusterResids[" << i << "]=" << clusterResids[i]
<< ", ritzShifts[" << i << "]=" << ritzShifts_[i] << ", and tol[" << i << "]=" << tolerances[i] << std::endl;
}
// Set the Ritz shifts for the solver
ritzOp_->setRitzShifts(ritzShifts_);
// Set the inner stopping tolerance
// This uses the Ritz values to determine when to stop
ritzOp_->setInnerTol(tolerances);
// Solve the saddle point problem
if(saddleSolType_ == PROJECTED_KRYLOV_SOLVER)
{
if(Prec_ != Teuchos::null)
solveSaddleProjPrec(Delta);
else
solveSaddleProj(Delta);
}
else if(saddleSolType_ == SCHUR_COMPLEMENT_SOLVER)
{
if(Z_ == Teuchos::null || MVT::GetNumberVecs(*Z_) != blockSize_)
{
// We do NOT want Z to be 0, because that could result in stagnation
// I know it's tempting to take out the MvRandom, but seriously, don't do it.
Z_ = MVT::Clone(*X_,blockSize_);
MVT::MvRandom(*Z_);
}
solveSaddleSchur(Delta);
}
else if(saddleSolType_ == BD_PREC_MINRES)
{
solveSaddleBDPrec(Delta);
// Delta->describe(*(Teuchos::VerboseObjectBase::getDefaultOStream()),Teuchos::VERB_EXTREME);
}
else if(saddleSolType_ == HSS_PREC_GMRES)
{
solveSaddleHSSPrec(Delta);
}
else
std::cout << "Invalid saddle solver type\n";
}
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Solve the saddle point problem using projected minres
// TODO: We should be able to choose KX or -R as RHS.
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::solveSaddleProj (RCP<MV> Delta) const
{
RCP<TraceMinProjRitzOp<ScalarType,MV,OP> > projOp;
if(computeAllRes_)
{
// Get the valid indices of X
std::vector<int> curind(blockSize_);
for(int i=0; i<blockSize_; i++)
curind[i] = i;
RCP<const MV> locMX = MVT::CloneView(*MX_, curind);
// We should really project out the converged eigenvectors too
if(projectAllVecs_)
{
if(projectLockedVecs_ && numAuxVecs_ > 0)
projOp = rcp( new TraceMinProjRitzOp<ScalarType,MV,OP>(ritzOp_,locMX,orthman_,auxVecs_) );
else
projOp = rcp( new TraceMinProjRitzOp<ScalarType,MV,OP>(ritzOp_,locMX,orthman_) );
}
else
projOp = rcp( new TraceMinProjRitzOp<ScalarType,MV,OP>(ritzOp_,locMX) );
// Remember, Delta0 must equal 0
// This ensures B-orthogonality between Delta and X
MVT::MvInit(*Delta);
if(useRHSR_)
{
RCP<const MV> locR = MVT::CloneView(*R_, curind);
projOp->ApplyInverse(*locR, *Delta);
}
else
{
RCP<const MV> locKX = MVT::CloneView(*KX_, curind);
projOp->ApplyInverse(*locKX, *Delta);
}
}
else
{
// We should really project out the converged eigenvectors too
if(projectAllVecs_)
{
if(projectLockedVecs_ && numAuxVecs_ > 0)
projOp = rcp( new TraceMinProjRitzOp<ScalarType,MV,OP>(ritzOp_,MX_,orthman_,auxVecs_) );
else
projOp = rcp( new TraceMinProjRitzOp<ScalarType,MV,OP>(ritzOp_,MX_,orthman_) );
}
else
projOp = rcp( new TraceMinProjRitzOp<ScalarType,MV,OP>(ritzOp_,MX_) );
// Remember, Delta0 must equal 0
// This ensures B-orthogonality between Delta and X
MVT::MvInit(*Delta);
if(useRHSR_) {
projOp->ApplyInverse(*R_, *Delta);
}
else {
projOp->ApplyInverse(*KX_, *Delta);
}
}
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// TODO: Fix preconditioning
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::solveSaddleProjPrec (RCP<MV> Delta) const
{
// If we don't have Belos installed, we can't use TraceMinProjRitzOpWithPrec
// Of course, this problem will be detected in the constructor and an exception will be thrown
// This is only here to make sure the code compiles properly
#ifdef HAVE_ANASAZI_BELOS
RCP<TraceMinProjRitzOpWithPrec<ScalarType,MV,OP> > projOp;
if(computeAllRes_)
{
int dimension;
if(projectAllVecs_)
dimension = curDim_;
else
dimension = blockSize_;
// Get the valid indices of X
std::vector<int> curind(dimension);
for(int i=0; i<dimension; i++)
curind[i] = i;
RCP<const MV> locMX = MVT::CloneView(*MX_, curind);
// We should really project out the converged eigenvectors too
if(projectAllVecs_)
{
if(projectLockedVecs_ && numAuxVecs_ > 0)
projOp = rcp( new TraceMinProjRitzOpWithPrec<ScalarType,MV,OP>(ritzOp_,locMX,orthman_,auxVecs_) );
else
projOp = rcp( new TraceMinProjRitzOpWithPrec<ScalarType,MV,OP>(ritzOp_,locMX,orthman_) );
}
else
projOp = rcp( new TraceMinProjRitzOpWithPrec<ScalarType,MV,OP>(ritzOp_,locMX) );
// Remember, Delta0 must equal 0
// This ensures B-orthogonality between Delta and X
MVT::MvInit(*Delta);
std::vector<int> dimind(blockSize_);
for(int i=0; i<blockSize_; i++)
dimind[i] = i;
if(useRHSR_)
{
RCP<const MV> locR = MVT::CloneView(*R_, dimind);
projOp->ApplyInverse(*locR, *Delta);
MVT::MvScale(*Delta, -ONE);
}
else
{
RCP<const MV> locKX = MVT::CloneView(*KX_, dimind);
projOp->ApplyInverse(*locKX, *Delta);
}
}
else
{
// We should really project out the converged eigenvectors too
if(projectAllVecs_)
{
if(projectLockedVecs_ && numAuxVecs_ > 0)
projOp = rcp( new TraceMinProjRitzOpWithPrec<ScalarType,MV,OP>(ritzOp_,MX_,orthman_,auxVecs_) );
else
projOp = rcp( new TraceMinProjRitzOpWithPrec<ScalarType,MV,OP>(ritzOp_,MX_,orthman_) );
}
else
projOp = rcp( new TraceMinProjRitzOpWithPrec<ScalarType,MV,OP>(ritzOp_,MX_) );
// Remember, Delta0 must equal 0
// This ensures B-orthogonality between Delta and X
MVT::MvInit(*Delta);
if(useRHSR_)
{
projOp->ApplyInverse(*R_, *Delta);
MVT::MvScale(*Delta,-ONE);
}
else
projOp->ApplyInverse(*KX_, *Delta);
}
#endif
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// TODO: We can hold the Schur complement constant in later iterations
// TODO: Make sure we're using the preconditioner correctly
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::solveSaddleSchur (RCP<MV> Delta) const
{
// dense solver
Teuchos::SerialDenseSolver<int,ScalarType> My_Solver;
RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > lclL;
RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > lclS = rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(blockSize_,blockSize_) );
if(computeAllRes_)
{
// Get the valid indices of X
std::vector<int> curind(blockSize_);
for(int i=0; i<blockSize_; i++)
curind[i] = i;
// Z = K \ MX
// Why would I have wanted to set Z <- X? I want to leave Z's previous value alone...
RCP<const MV> lclMX = MVT::CloneView(*MX_, curind);
#ifdef USE_APPLY_INVERSE
Op_->ApplyInverse(*lclMX,*Z_);
#else
ritzOp_->ApplyInverse(*lclMX,*Z_);
#endif
// form S = X' M Z
MVT::MvTransMv(ONE,*Z_,*lclMX,*lclS);
// solve S L = I
My_Solver.setMatrix(lclS);
My_Solver.invert();
lclL = lclS;
// Delta = X - Z L
RCP<const MV> lclX = MVT::CloneView(*X_, curind);
MVT::Assign(*lclX,*Delta);
MVT::MvTimesMatAddMv( -ONE, *Z_, *lclL, ONE, *Delta);
}
else
{
// Z = K \ MX
#ifdef USE_APPLY_INVERSE
Op_->ApplyInverse(*MX_,*Z_);
#else
ritzOp_->ApplyInverse(*MX_,*Z_);
#endif
// form S = X' M Z
MVT::MvTransMv(ONE,*Z_,*MX_,*lclS);
// solve S L = I
My_Solver.setMatrix(lclS);
My_Solver.invert();
lclL = lclS;
// Delta = X - Z L
MVT::Assign(*X_,*Delta);
MVT::MvTimesMatAddMv( -ONE, *Z_, *lclL, ONE, *Delta);
}
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// TODO: We can hold the Schur complement constant in later iterations
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::solveSaddleBDPrec (RCP<MV> Delta) const
{
RCP<MV> locKX, locMX;
if(computeAllRes_)
{
std::vector<int> curind(blockSize_);
for(int i=0; i<blockSize_; i++)
curind[i] = i;
locKX = MVT::CloneViewNonConst(*KX_, curind);
locMX = MVT::CloneViewNonConst(*MX_, curind);
}
else
{
locKX = KX_;
locMX = MX_;
}
// Create the operator [A BX; X'B 0]
RCP<saddle_op_type> sadOp = rcp(new saddle_op_type(ritzOp_,locMX));
// Create the RHS [AX; 0]
RCP<saddle_container_type> sadRHS = rcp(new saddle_container_type(locKX));
// locKX->describe(*(Teuchos::VerboseObjectBase::getDefaultOStream()),Teuchos::VERB_EXTREME);
// locMX->describe(*(Teuchos::VerboseObjectBase::getDefaultOStream()),Teuchos::VERB_EXTREME);
// Create the solution vector [Delta; L]
MVT::MvInit(*Delta);
RCP<saddle_container_type> sadSol = rcp(new saddle_container_type(Delta));
// Create a minres solver
RCP<PseudoBlockMinres<ScalarType,saddle_container_type,saddle_op_type > > sadSolver;
if(Prec_ != Teuchos::null)
{
RCP<saddle_op_type> sadPrec = rcp(new saddle_op_type(ritzOp_->getPrec(),locMX,BD_PREC));
sadSolver = rcp(new PseudoBlockMinres<ScalarType,saddle_container_type,saddle_op_type>(sadOp, sadPrec));
}
else {
sadSolver = rcp(new PseudoBlockMinres<ScalarType,saddle_container_type,saddle_op_type>(sadOp));
}
// Set the tolerance for the minres solver
std::vector<ScalarType> tol;
ritzOp_->getInnerTol(tol);
sadSolver->setTol(tol);
// Set the maximum number of iterations
sadSolver->setMaxIter(ritzOp_->getMaxIts());
// Set the solution vector
sadSolver->setSol(sadSol);
// Set the RHS
sadSolver->setRHS(sadRHS);
// Solve the saddle point problem
sadSolver->solve();
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// TODO: We can hold the Schur complement constant in later iterations
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::solveSaddleHSSPrec (RCP<MV> Delta) const
{
#ifdef HAVE_ANASAZI_BELOS
typedef Belos::LinearProblem<ScalarType,saddle_container_type,saddle_op_type> LP;
typedef Belos::PseudoBlockGmresSolMgr<ScalarType,saddle_container_type,saddle_op_type> GmresSolMgr;
RCP<MV> locKX, locMX;
if(computeAllRes_)
{
std::vector<int> curind(blockSize_);
for(int i=0; i<blockSize_; i++)
curind[i] = i;
locKX = MVT::CloneViewNonConst(*KX_, curind);
locMX = MVT::CloneViewNonConst(*MX_, curind);
}
else
{
locKX = KX_;
locMX = MX_;
}
// Create the operator [A BX; X'B 0]
RCP<saddle_op_type> sadOp = rcp(new saddle_op_type(ritzOp_,locMX,NONSYM));
// Create the RHS [AX; 0]
RCP<saddle_container_type> sadRHS = rcp(new saddle_container_type(locKX));
// Create the solution vector [Delta; L]
MVT::MvInit(*Delta);
RCP<saddle_container_type> sadSol = rcp(new saddle_container_type(Delta));
// Create a parameter list for the gmres solver
RCP<Teuchos::ParameterList> pl = rcp(new Teuchos::ParameterList());
// Set the tolerance for the gmres solver
std::vector<ScalarType> tol;
ritzOp_->getInnerTol(tol);
pl->set("Convergence Tolerance",tol[0]);
// Set the maximum number of iterations
// TODO: Come back to this
pl->set("Maximum Iterations", ritzOp_->getMaxIts());
pl->set("Num Blocks", ritzOp_->getMaxIts());
// Set the block size
// TODO: Come back to this
// TODO: This breaks the code right now, presumably because of a MVT cloneview issue.
pl->set("Block Size", blockSize_);
// Set the verbosity of gmres
// pl->set("Verbosity", Belos::IterationDetails + Belos::StatusTestDetails + Belos::Debug);
// pl->set("Output Frequency", 1);
// Create the linear problem
RCP<LP> problem = rcp(new LP(sadOp,sadSol,sadRHS));
// Set the preconditioner
if(Prec_ != Teuchos::null)
{
RCP<saddle_op_type> sadPrec = rcp(new saddle_op_type(ritzOp_->getPrec(),locMX,HSS_PREC,alpha_));
problem->setLeftPrec(sadPrec);
}
// Set the problem
problem->setProblem();
// Create a minres solver
RCP<GmresSolMgr> sadSolver = rcp(new GmresSolMgr(problem,pl)) ;
// Solve the saddle point problem
sadSolver->solve();
#else
std::cout << "No Belos. This is bad\n";
#endif
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Compute KK := V'KV
// We only compute the NEW elements
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::computeKK()
{
// Get the valid indices of V
std::vector<int> curind(curDim_);
for(int i=0; i<curDim_; i++)
curind[i] = i;
// Get a pointer to the valid parts of V
RCP<const MV> lclV = MVT::CloneView(*V_,curind);
// Get the valid indices of KV
curind.resize(blockSize_);
for(int i=0; i<blockSize_; i++)
curind[i] = curDim_-blockSize_+i;
RCP<const MV> lclKV = MVT::CloneView(*KV_,curind);
// Get a pointer to the valid part of KK
RCP< Teuchos::SerialDenseMatrix<int,ScalarType> > lclKK =
rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(Teuchos::View,*KK_,curDim_,blockSize_,0,curDim_-blockSize_) );
// KK := V'KV
MVT::MvTransMv(ONE,*lclV,*lclKV,*lclKK);
// We only constructed the upper triangular part of the matrix, but that's okay because KK is symmetric!
for(int r=0; r<curDim_; r++)
{
for(int c=0; c<r; c++)
{
(*KK_)(r,c) = (*KK_)(c,r);
}
}
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Compute the eigenpairs of KK, i.e. the Ritz pairs
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::computeRitzPairs()
{
// Get a pointer to the valid part of KK
RCP< Teuchos::SerialDenseMatrix<int,ScalarType> > lclKK =
rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(Teuchos::View,*KK_,curDim_,curDim_) );
// Get a pointer to the valid part of ritzVecs
RCP< Teuchos::SerialDenseMatrix<int,ScalarType> > lclRV =
rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(Teuchos::View,*ritzVecs_,curDim_,curDim_) );
// Compute Ritz pairs from KK
{
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
Teuchos::TimeMonitor lcltimer( *timerDS_ );
#endif
int rank = curDim_;
Utils::directSolver(curDim_, *lclKK, Teuchos::null, *lclRV, theta_, rank, 10);
// we want all ritz values back
// TODO: This probably should not be an ortho failure
TEUCHOS_TEST_FOR_EXCEPTION(rank != curDim_,TraceMinBaseOrthoFailure,
"Anasazi::TraceMinBase::computeRitzPairs(): Failed to compute all eigenpairs of KK.");
}
// Sort ritz pairs
{
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
Teuchos::TimeMonitor lcltimer( *timerSortEval_ );
#endif
std::vector<int> order(curDim_);
//
// sort the first curDim_ values in theta_
if(useHarmonic_)
{
Anasazi::BasicSort<ScalarType> sm;
sm.sort(theta_, Teuchos::rcpFromRef(order), curDim_);
}
else
{
sm_->sort(theta_, Teuchos::rcpFromRef(order), curDim_); // don't catch exception
}
//
// apply the same ordering to the primitive ritz vectors
Utils::permuteVectors(order,*lclRV);
}
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Compute X := V evecs
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::computeX()
{
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
Teuchos::TimeMonitor lcltimer( *timerLocal_ );
#endif
// Get the valid indices of V
std::vector<int> curind(curDim_);
for(int i=0; i<curDim_; i++)
curind[i] = i;
// Get a pointer to the valid parts of V
RCP<const MV> lclV = MVT::CloneView(*V_,curind);
if(computeAllRes_)
{
// Capture the relevant eigenvectors
RCP< Teuchos::SerialDenseMatrix<int,ScalarType> > relevantEvecs =
rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(Teuchos::View,*ritzVecs_,curDim_,curDim_) );
// X <- lclV*S
RCP<MV> lclX = MVT::CloneViewNonConst(*X_,curind);
MVT::MvTimesMatAddMv( ONE, *lclV, *relevantEvecs, ZERO, *lclX );
}
else
{
// Capture the relevant eigenvectors
RCP< Teuchos::SerialDenseMatrix<int,ScalarType> > relevantEvecs =
rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(Teuchos::View,*ritzVecs_,curDim_,blockSize_) );
// X <- lclV*S
MVT::MvTimesMatAddMv( ONE, *lclV, *relevantEvecs, ZERO, *X_ );
}
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Compute KX := KV evecs and (if necessary) MX := MV evecs
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::updateKXMX()
{
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
Teuchos::TimeMonitor lcltimer( *timerLocal_ );
#endif
// Get the valid indices of V
std::vector<int> curind(curDim_);
for(int i=0; i<curDim_; i++)
curind[i] = i;
// Get pointers to the valid parts of V, KV, and MV (if necessary)
RCP<const MV> lclV = MVT::CloneView(*V_,curind);
RCP<const MV> lclKV = MVT::CloneView(*KV_,curind);
if(computeAllRes_)
{
// Capture the relevant eigenvectors
RCP< Teuchos::SerialDenseMatrix<int,ScalarType> > relevantEvecs =
rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(Teuchos::View,*ritzVecs_,curDim_,curDim_) );
// Update KX and MX
RCP<MV> lclKX = MVT::CloneViewNonConst(*KX_,curind);
MVT::MvTimesMatAddMv( ONE, *lclKV, *relevantEvecs, ZERO, *lclKX );
if(hasM_)
{
RCP<const MV> lclMV = MVT::CloneView(*MV_,curind);
RCP<MV> lclMX = MVT::CloneViewNonConst(*MX_,curind);
MVT::MvTimesMatAddMv( ONE, *lclMV, *relevantEvecs, ZERO, *lclMX );
}
}
else
{
// Capture the relevant eigenvectors
RCP< Teuchos::SerialDenseMatrix<int,ScalarType> > relevantEvecs =
rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(Teuchos::View,*ritzVecs_,curDim_,blockSize_) );
// Update KX and MX
MVT::MvTimesMatAddMv( ONE, *lclKV, *relevantEvecs, ZERO, *KX_ );
if(hasM_)
{
RCP<const MV> lclMV = MVT::CloneView(*MV_,curind);
MVT::MvTimesMatAddMv( ONE, *lclMV, *relevantEvecs, ZERO, *MX_ );
}
}
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Update the residual R := KX - MX*T
template <class ScalarType, class MV, class OP>
void TraceMinBase<ScalarType,MV,OP>::updateResidual () {
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
Teuchos::TimeMonitor lcltimer( *timerCompRes_ );
#endif
if(computeAllRes_)
{
// Get the valid indices of X
std::vector<int> curind(curDim_);
for(int i=0; i<curDim_; i++)
curind[i] = i;
// Holds MX*T
RCP<MV> MXT = MVT::CloneCopy(*MX_,curind);
// Holds the relevant part of theta
std::vector<ScalarType> locTheta(curDim_);
for(int i=0; i<curDim_; i++)
locTheta[i] = theta_[i];
// Compute MX*T
MVT::MvScale(*MXT,locTheta);
// form R <- KX - MX*T
RCP<const MV> locKX = MVT::CloneView(*KX_,curind);
RCP<MV> locR = MVT::CloneViewNonConst(*R_,curind);
MVT::MvAddMv(ONE,*locKX,-ONE,*MXT,*locR);
}
else
{
// Holds MX*T
RCP<MV> MXT = MVT::CloneCopy(*MX_);
// Holds the relevant part of theta
std::vector<ScalarType> locTheta(blockSize_);
for(int i=0; i<blockSize_; i++)
locTheta[i] = theta_[i];
// Compute MX*T
MVT::MvScale(*MXT,locTheta);
// form R <- KX - MX*T
MVT::MvAddMv(ONE,*KX_,-ONE,*MXT,*R_);
}
// R has been updated; mark the norms as out-of-date
Rnorms_current_ = false;
R2norms_current_ = false;
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Check accuracy, orthogonality, and other debugging stuff
//
// bools specify which tests we want to run (instead of running more than we actually care about)
//
// we don't bother checking the following because they are computed explicitly:
// H == Prec*R
// KH == K*H
//
//
// checkV : V orthonormal
// orthogonal to auxvecs
// checkX : X orthonormal
// orthogonal to auxvecs
// checkMX: check MX == M*X
// checkKX: check KX == K*X
// checkH : H orthonormal
// orthogonal to V and H and auxvecs
// checkMH: check MH == M*H
// checkR : check R orthogonal to X
// checkQ : check that auxiliary vectors are actually orthonormal
// checkKK: check that KK is symmetric in memory
//
// TODO:
// add checkTheta
//
template <class ScalarType, class MV, class OP>
std::string TraceMinBase<ScalarType,MV,OP>::accuracyCheck( const CheckList &chk, const std::string &where ) const
{
using std::endl;
std::stringstream os;
os.precision(2);
os.setf(std::ios::scientific, std::ios::floatfield);
os << " Debugging checks: iteration " << iter_ << where << endl;
// V and friends
std::vector<int> lclind(curDim_);
for (int i=0; i<curDim_; ++i) lclind[i] = i;
RCP<const MV> lclV;
if (initialized_) {
lclV = MVT::CloneView(*V_,lclind);
}
if (chk.checkV && initialized_) {
MagnitudeType err = orthman_->orthonormError(*lclV);
os << " >> Error in V^H M V == I : " << err << endl;
for (Array_size_type i=0; i<auxVecs_.size(); ++i) {
err = orthman_->orthogError(*lclV,*auxVecs_[i]);
os << " >> Error in V^H M Q[" << i << "] == 0 : " << err << endl;
}
}
// X and friends
RCP<const MV> lclX;
if(initialized_)
{
if(computeAllRes_)
lclX = MVT::CloneView(*X_,lclind);
else
lclX = X_;
}
if (chk.checkX && initialized_) {
MagnitudeType err = orthman_->orthonormError(*lclX);
os << " >> Error in X^H M X == I : " << err << endl;
for (Array_size_type i=0; i<auxVecs_.size(); ++i) {
err = orthman_->orthogError(*lclX,*auxVecs_[i]);
os << " >> Error in X^H M Q[" << i << "] == 0 : " << err << endl;
}
}
if (chk.checkMX && hasM_ && initialized_) {
RCP<const MV> lclMX;
if(computeAllRes_)
lclMX = MVT::CloneView(*MX_,lclind);
else
lclMX = MX_;
MagnitudeType err = Utils::errorEquality(*lclX, *lclMX, MOp_);
os << " >> Error in MX == M*X : " << err << endl;
}
if (Op_ != Teuchos::null && chk.checkKX && initialized_) {
RCP<const MV> lclKX;
if(computeAllRes_)
lclKX = MVT::CloneView(*KX_,lclind);
else
lclKX = KX_;
MagnitudeType err = Utils::errorEquality(*lclX, *lclKX, Op_);
os << " >> Error in KX == K*X : " << err << endl;
}
// KK
if (chk.checkKK && initialized_) {
Teuchos::SerialDenseMatrix<int,ScalarType> curKK(curDim_,curDim_);
if(Op_ != Teuchos::null) {
RCP<MV> lclKV = MVT::Clone(*V_,curDim_);
OPT::Apply(*Op_,*lclV,*lclKV);
MVT::MvTransMv(ONE,*lclV,*lclKV,curKK);
}
else {
MVT::MvTransMv(ONE,*lclV,*lclV,curKK);
}
Teuchos::SerialDenseMatrix<int,ScalarType> subKK(Teuchos::View,*KK_,curDim_,curDim_);
curKK -= subKK;
os << " >> Error in V^H K V == KK : " << curKK.normFrobenius() << endl;
Teuchos::SerialDenseMatrix<int,ScalarType> SDMerr(curDim_,curDim_);
for (int j=0; j<curDim_; ++j) {
for (int i=0; i<curDim_; ++i) {
SDMerr(i,j) = subKK(i,j) - SCT::conjugate(subKK(j,i));
}
}
os << " >> Error in KK - KK^H == 0 : " << SDMerr.normFrobenius() << endl;
}
// Q
if (chk.checkQ) {
for (Array_size_type i=0; i<auxVecs_.size(); ++i) {
MagnitudeType err = orthman_->orthonormError(*auxVecs_[i]);
os << " >> Error in Q[" << i << "]^H M Q[" << i << "] == I : " << err << endl;
for (Array_size_type j=i+1; j<auxVecs_.size(); ++j) {
err = orthman_->orthogError(*auxVecs_[i],*auxVecs_[j]);
os << " >> Error in Q[" << i << "]^H M Q[" << j << "] == 0 : " << err << endl;
}
}
}
os << endl;
return os.str();
}
}} // End of namespace Anasazi
#endif
// End of file AnasaziTraceMinBase.hpp
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