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

Implementation of the Block GCRO-DR (Block Recycling GMRES) iteration. More...

#include <BelosBlockGCRODRIter.hpp>

Inheritance diagram for Belos::BlockGCRODRIter< ScalarType, MV, OP >:
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Public Types

typedef MultiVecTraits
< ScalarType, MV > 		MVT
 
typedef OperatorTraits
< ScalarType, MV, OP > 		OPT
 
typedef Teuchos::ScalarTraits
< ScalarType > 		SCT
 
typedef SCT::magnitudeType MagnitudeType
 
typedef
Teuchos::SerialDenseMatrix
< int, ScalarType > 		SDM
 
typedef
Teuchos::SerialDenseVector
< int, ScalarType > 		SDV
 

Private Attributes

const Teuchos::RCP
< LinearProblem< ScalarType,
MV, OP > > 		lp_
 
const Teuchos::RCP
< OutputManager< ScalarType > > 		om_
 
const Teuchos::RCP< StatusTest
< ScalarType, MV, OP > > 		stest_
 
const Teuchos::RCP
< OrthoManager< ScalarType, MV > > 		ortho_
 
int numBlocks_
 
int blockSize_
 
std::vector< bool > trueRHSIndices_
 
int recycledBlocks_
 
SDV sn_
 
Teuchos::SerialDenseVector
< int, MagnitudeType > 		cs_
 
std::vector< SDM > House_
 
SDV beta_
 
bool initialized_
 
int curDim_
 
int iter_
 
int lclIter_
 
Teuchos::RCP< MV > V_
 The Krylov basis vectors. More...
 
Teuchos::RCP< MV > U_
 Recycled subspace vectors. More...
 
Teuchos::RCP< MV > C_
 
std::ofstream ofs
 
char filename [30]
 

Constructors/Destructor

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

Solver methods

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

Status methods

bool isInitialized ()
 States whether the solver has been initialized or not. More...
 
int getNumIters () const
 Get the current iteration count. More...
 
void resetNumIters (int iter=0)
 Reset the iteration count. More...
 
Teuchos::RCP< const MV > getNativeResiduals (std::vector< MagnitudeType > *norms) const
 Get the norms of the residuals native to the solver. More...
 
Teuchos::RCP< MV > getCurrentUpdate () const
 Get the current update to the linear system. More...
 

Accessor methods

const LinearProblem
< ScalarType, MV, OP > & 		getProblem () const
 Get a constant reference to the linear problem. More...
 
int getNumBlocks () const
 Get the maximum number of blocks used by the iterative solver in solving this linear problem. More...
 
int getBlockSize () const
 Get the blocksize to be used by the iterative solver in solving this linear problem. More...
 
int getCurSubspaceDim () const
 Get the dimension of the search subspace used to generate the current solution to the linear problem. More...
 
int getMaxSubspaceDim () const
 Get the maximum dimension allocated for the search subspace. More...
 
int getRecycledBlocks () const
 Set the maximum number of recycled blocks used by the iterative solver. More...
 

Set methods

void updateLSQR (int dim=-1)
 
void setBlockSize (int blockSize)
 Set the blocksize. More...
 
void setRecycledBlocks (int recycledBlocks)
 Set the maximum number of recycled blocks used by the iterative solver. More...
 
void setNumBlocks (int numBlocks)
 Set the maximum number of blocks used by the iterative solver. More...
 
void setSize (int recycledBlocks, int numBlocks)
 Set the maximum number of blocks used by the iterative solver and the number of recycled vectors. More...
 

Projected operators on the augmented Krylov subspace

Teuchos::RCP< SDM > H_
 Projected matrix from the Krylov factorization. More...
 
Teuchos::RCP< SDM > B_
 Projected matrix from the recycled subspace. More...
 
Teuchos::RCP< SDM > R_
 Upper triangular reduction of H_ (see above). More...
 
SDM Z_
 Q applied to right-hand side of the least squares system. More...
 

Detailed Description

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

Implementation of the Block GCRO-DR (Block Recycling GMRES) iteration.

This class implements the Block GCRODR (block GMRES with recycling) iteration, wherein a block-vector Krylov subspace is constructed. The QR decomposition of a block upper Hessenberg matrix is performed each iteration to update the least squares system and give the current linear system residuals.

Author
Kirk M. Soodhalter and Michael Parks

Definition at line 135 of file BelosBlockGCRODRIter.hpp.

Member Typedef Documentation

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

Definition at line 141 of file BelosBlockGCRODRIter.hpp.

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

Definition at line 142 of file BelosBlockGCRODRIter.hpp.

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

Definition at line 143 of file BelosBlockGCRODRIter.hpp.

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

Definition at line 144 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
typedef Teuchos::SerialDenseMatrix<int,ScalarType> Belos::BlockGCRODRIter< ScalarType, MV, OP >::SDM

Definition at line 145 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
typedef Teuchos::SerialDenseVector<int,ScalarType> Belos::BlockGCRODRIter< ScalarType, MV, OP >::SDV

Definition at line 146 of file BelosBlockGCRODRIter.hpp.

Constructor & Destructor Documentation

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

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

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

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

Definition at line 431 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
virtual Belos::BlockGCRODRIter< ScalarType, MV, OP >::~BlockGCRODRIter ( )
inlinevirtual

Destructor.

Definition at line 166 of file BelosBlockGCRODRIter.hpp.

Member Function Documentation

template<class ScalarType , class MV , class OP >
void Belos::BlockGCRODRIter< ScalarType, MV, OP >::iterate ( )
virtual

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

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

The block GCRODR iteration proceeds as follows:

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

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

Possible exceptions thrown include the GCRODRIterOrthoFailure.

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

Definition at line 494 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::BlockGCRODRIter< ScalarType, MV, OP >::initialize ( )
inlinevirtual

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

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

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

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

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

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

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

Definition at line 217 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::BlockGCRODRIter< ScalarType, MV, OP >::initialize ( BlockGCRODRIterState< ScalarType, MV > &  newstate)

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

Definition at line 619 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
BlockGCRODRIterState<ScalarType,MV> Belos::BlockGCRODRIter< ScalarType, MV, OP >::getState ( ) const
inline

Get the current state of the linear solver.

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

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

Definition at line 234 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
bool Belos::BlockGCRODRIter< ScalarType, MV, OP >::isInitialized ( )
inlinevirtual

States whether the solver has been initialized or not.

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

Definition at line 250 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::BlockGCRODRIter< ScalarType, MV, OP >::getNumIters ( ) const
inlinevirtual

Get the current iteration count.

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

Definition at line 253 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::BlockGCRODRIter< ScalarType, MV, OP >::resetNumIters ( int  iter = 0)
inlinevirtual

Reset the iteration count.

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

Definition at line 256 of file BelosBlockGCRODRIter.hpp.

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

Get the norms of the residuals native to the solver.

Returns
A vector of length blockSize containing the native residuals.

Definition at line 656 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP< MV > Belos::BlockGCRODRIter< ScalarType, MV, OP >::getCurrentUpdate ( ) const
virtual

Get the current update to the linear system.

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

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

Definition at line 684 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
const LinearProblem<ScalarType,MV,OP>& Belos::BlockGCRODRIter< ScalarType, MV, OP >::getProblem ( ) const
inlinevirtual

Get a constant reference to the linear problem.

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

Definition at line 279 of file BelosBlockGCRODRIter.hpp.

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

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

Definition at line 282 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::BlockGCRODRIter< ScalarType, MV, OP >::getBlockSize ( ) const
inlinevirtual

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

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

Definition at line 285 of file BelosBlockGCRODRIter.hpp.

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

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

Definition at line 288 of file BelosBlockGCRODRIter.hpp.

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

Get the maximum dimension allocated for the search subspace.

Definition at line 294 of file BelosBlockGCRODRIter.hpp.

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

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

Definition at line 297 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::BlockGCRODRIter< ScalarType, MV, OP >::updateLSQR ( int  dim = -1)

Definition at line 755 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::BlockGCRODRIter< ScalarType, MV, OP >::setBlockSize ( int  blockSize)
inlinevirtual

Set the blocksize.

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

Definition at line 308 of file BelosBlockGCRODRIter.hpp.

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

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

Definition at line 311 of file BelosBlockGCRODRIter.hpp.

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

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

Definition at line 314 of file BelosBlockGCRODRIter.hpp.

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

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

Definition at line 317 of file BelosBlockGCRODRIter.hpp.

Member Data Documentation

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

Definition at line 340 of file BelosBlockGCRODRIter.hpp.

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

Definition at line 341 of file BelosBlockGCRODRIter.hpp.

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

Definition at line 342 of file BelosBlockGCRODRIter.hpp.

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

Definition at line 343 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::BlockGCRODRIter< ScalarType, MV, OP >::numBlocks_
private

Definition at line 351 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::BlockGCRODRIter< ScalarType, MV, OP >::blockSize_
private

Definition at line 351 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
std::vector<bool> Belos::BlockGCRODRIter< ScalarType, MV, OP >::trueRHSIndices_
private

Definition at line 356 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::BlockGCRODRIter< ScalarType, MV, OP >::recycledBlocks_
private

Definition at line 359 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
SDV Belos::BlockGCRODRIter< ScalarType, MV, OP >::sn_
private

Definition at line 362 of file BelosBlockGCRODRIter.hpp.

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

Definition at line 363 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
std::vector< SDM > Belos::BlockGCRODRIter< ScalarType, MV, OP >::House_
private

Definition at line 370 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
SDV Belos::BlockGCRODRIter< ScalarType, MV, OP >::beta_
private

Definition at line 371 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
bool Belos::BlockGCRODRIter< ScalarType, MV, OP >::initialized_
private

Definition at line 379 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::BlockGCRODRIter< ScalarType, MV, OP >::curDim_
private

Definition at line 382 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::BlockGCRODRIter< ScalarType, MV, OP >::iter_
private

Definition at line 382 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::BlockGCRODRIter< ScalarType, MV, OP >::lclIter_
private

Definition at line 382 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<MV> Belos::BlockGCRODRIter< ScalarType, MV, OP >::V_
private

The Krylov basis vectors.

Definition at line 390 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<MV> Belos::BlockGCRODRIter< ScalarType, MV, OP >::U_
private

Recycled subspace vectors.

Definition at line 393 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<MV> Belos::BlockGCRODRIter< ScalarType, MV, OP >::C_
private

Definition at line 393 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<SDM > Belos::BlockGCRODRIter< ScalarType, MV, OP >::H_
private

Projected matrix from the Krylov factorization.

The matrix H satisfies $AV = VH + C*B$, wherein $B = C^H*A*V$.

Definition at line 402 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<SDM > Belos::BlockGCRODRIter< ScalarType, MV, OP >::B_
private

Projected matrix from the recycled subspace.

The matrix B satisfies $B = C^H*A*V$.

Definition at line 407 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<SDM> Belos::BlockGCRODRIter< ScalarType, MV, OP >::R_
private

Upper triangular reduction of H_ (see above).

R_ and Z_ together form the QR decomposition of the projected matrices for solving the least-squares system HY = RHS.

Definition at line 415 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
SDM Belos::BlockGCRODRIter< ScalarType, MV, OP >::Z_
private

Q applied to right-hand side of the least squares system.

Definition at line 418 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
std::ofstream Belos::BlockGCRODRIter< ScalarType, MV, OP >::ofs
private

Definition at line 423 of file BelosBlockGCRODRIter.hpp.

template<class ScalarType , class MV , class OP >
char Belos::BlockGCRODRIter< ScalarType, MV, OP >::filename[30]
private

Definition at line 424 of file BelosBlockGCRODRIter.hpp.

The documentation for this class was generated from the following file:
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