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

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

#include <BelosBlockGmresIter.hpp>

Inheritance diagram for Belos::BlockGmresIter< ScalarType, MV, OP >:
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Classes

struct  CheckList
 

Public Types

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

Private Member Functions

std::string accuracyCheck (const CheckList &chk, const std::string &where) const
 Check accuracy of Arnoldi factorization. More...
 
void setStateSize ()
 Method for initalizing the state storage needed by block GMRES. More...
 

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 blockSize_
 
int numBlocks_
 
Teuchos::SerialDenseVector
< int, ScalarType > 
beta
 
Teuchos::SerialDenseVector
< int, ScalarType > 
sn
 
Teuchos::SerialDenseVector
< int, MagnitudeType
cs
 
bool initialized_
 
bool stateStorageInitialized_
 
bool keepHessenberg_
 
bool initHessenberg_
 
int curDim_
 
int iter_
 
Teuchos::RCP< MV > V_
 
Teuchos::RCP
< Teuchos::SerialDenseMatrix
< int, ScalarType > > 
H_
 
Teuchos::RCP
< Teuchos::SerialDenseMatrix
< int, ScalarType > > 
R_
 
Teuchos::RCP
< Teuchos::SerialDenseMatrix
< int, ScalarType > > 
z_
 

Constructors/Destructor

 BlockGmresIter (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)
 BlockGmresIter constructor with linear problem, solver utilities, and parameter list of solver options. More...
 
virtual ~BlockGmresIter ()
 Destructor. More...
 

Solver methods

void iterate ()
 This method performs block Gmres iterations until the status test indicates the need to stop or an error occurs (in which case, an std::exception is thrown). More...
 
void initializeGmres (GmresIterationState< ScalarType, MV > &newstate)
 Initialize the solver to an iterate, providing a complete state. More...
 
void initialize ()
 Initialize the solver with the initial vectors from the linear problem or random data. More...
 
GmresIterationState
< ScalarType, MV > 
getState () const
 Get the current state of the linear solver. More...
 

Status methods

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...
 
void updateLSQR (int dim=-1)
 Method for updating QR factorization of upper Hessenberg matrix. 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...
 

Accessor methods

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

Detailed Description

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

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

Author
Teri Barth and Heidi Thornquist

Definition at line 84 of file BelosBlockGmresIter.hpp.

Member Typedef Documentation

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

Definition at line 91 of file BelosBlockGmresIter.hpp.

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

Definition at line 92 of file BelosBlockGmresIter.hpp.

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

Definition at line 93 of file BelosBlockGmresIter.hpp.

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

Definition at line 94 of file BelosBlockGmresIter.hpp.

Constructor & Destructor Documentation

template<class ScalarType , class MV , class OP >
Belos::BlockGmresIter< ScalarType, MV, OP >::BlockGmresIter ( 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 
)

BlockGmresIter 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:

  • "Block Size" - an int specifying the block size used by the algorithm. This can also be specified using the setBlockSize() method. Default: 1
  • "Num Blocks" - an int specifying the maximum number of blocks allocated for the solver basis. Default: 25
  • "Restart Timers" = a bool specifying whether the timers should be restarted each time iterate() is called. Default: false
  • "Keep Hessenberg" = a bool specifying whether the upper Hessenberg should be stored separately from the least squares system. Default: false

Definition at line 352 of file BelosBlockGmresIter.hpp.

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

Destructor.

Definition at line 115 of file BelosBlockGmresIter.hpp.

Member Function Documentation

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

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

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

The block Gmres iteration proceeds as follows:

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

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

Possible exceptions thrown include the GmresIterationOrthoFailure.

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

Definition at line 671 of file BelosBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::BlockGmresIter< ScalarType, MV, OP >::initializeGmres ( GmresIterationState< ScalarType, MV > &  newstate)
virtual

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

The BlockGmresIter 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::GmresIteration< ScalarType, MV, OP >.

Definition at line 579 of file BelosBlockGmresIter.hpp.

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

Initialize the solver with the initial vectors from the linear problem or random data.

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

Definition at line 171 of file BelosBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
GmresIterationState<ScalarType,MV> Belos::BlockGmresIter< ScalarType, MV, OP >::getState ( ) const
inlinevirtual

Get the current state of the linear solver.

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

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

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

Definition at line 184 of file BelosBlockGmresIter.hpp.

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

Get the current iteration count.

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

Definition at line 201 of file BelosBlockGmresIter.hpp.

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

Reset the iteration count.

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

Definition at line 204 of file BelosBlockGmresIter.hpp.

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

Get the norms of the residuals native to the solver.

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

Definition at line 557 of file BelosBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP< MV > Belos::BlockGmresIter< 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 std::vector indicating that the linear problem contains the current solution.

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

Definition at line 515 of file BelosBlockGmresIter.hpp.

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

Method for updating QR factorization of upper Hessenberg matrix.

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

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

Definition at line 780 of file BelosBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::BlockGmresIter< ScalarType, MV, OP >::getCurSubspaceDim ( ) const
inlinevirtual

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

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

Definition at line 225 of file BelosBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::BlockGmresIter< ScalarType, MV, OP >::getMaxSubspaceDim ( ) const
inlinevirtual

Get the maximum dimension allocated for the search subspace.

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

Definition at line 231 of file BelosBlockGmresIter.hpp.

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

Get a constant reference to the linear problem.

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

Definition at line 240 of file BelosBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::BlockGmresIter< 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 243 of file BelosBlockGmresIter.hpp.

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

Set the blocksize.

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

Definition at line 246 of file BelosBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::BlockGmresIter< 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 249 of file BelosBlockGmresIter.hpp.

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

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

Definition at line 252 of file BelosBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::BlockGmresIter< ScalarType, MV, OP >::setSize ( int  blockSize,
int  numBlocks 
)
virtual

Set the blocksize and number of blocks to be used by the iterative solver in solving this linear problem.

Changing either the block size or the number of blocks will reset the solver to an uninitialized state.

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

Definition at line 392 of file BelosBlockGmresIter.hpp.

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

States whether the solver has been initialized or not.

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

Definition at line 263 of file BelosBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
std::string Belos::BlockGmresIter< ScalarType, MV, OP >::accuracyCheck ( const CheckList chk,
const std::string &  where 
) const
private

Check accuracy of Arnoldi factorization.

Definition at line 889 of file BelosBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::BlockGmresIter< ScalarType, MV, OP >::setStateSize ( )
private

Method for initalizing the state storage needed by block GMRES.

Definition at line 420 of file BelosBlockGmresIter.hpp.

Member Data Documentation

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

Definition at line 289 of file BelosBlockGmresIter.hpp.

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

Definition at line 290 of file BelosBlockGmresIter.hpp.

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

Definition at line 291 of file BelosBlockGmresIter.hpp.

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

Definition at line 292 of file BelosBlockGmresIter.hpp.

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

Definition at line 299 of file BelosBlockGmresIter.hpp.

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

Definition at line 301 of file BelosBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::SerialDenseVector<int,ScalarType> Belos::BlockGmresIter< ScalarType, MV, OP >::beta
private

Definition at line 304 of file BelosBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::SerialDenseVector<int,ScalarType> Belos::BlockGmresIter< ScalarType, MV, OP >::sn
private

Definition at line 304 of file BelosBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::SerialDenseVector<int,MagnitudeType> Belos::BlockGmresIter< ScalarType, MV, OP >::cs
private

Definition at line 305 of file BelosBlockGmresIter.hpp.

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

Definition at line 313 of file BelosBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
bool Belos::BlockGmresIter< ScalarType, MV, OP >::stateStorageInitialized_
private

Definition at line 318 of file BelosBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
bool Belos::BlockGmresIter< ScalarType, MV, OP >::keepHessenberg_
private

Definition at line 323 of file BelosBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
bool Belos::BlockGmresIter< ScalarType, MV, OP >::initHessenberg_
private

Definition at line 327 of file BelosBlockGmresIter.hpp.

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

Definition at line 330 of file BelosBlockGmresIter.hpp.

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

Definition at line 330 of file BelosBlockGmresIter.hpp.

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

Definition at line 335 of file BelosBlockGmresIter.hpp.

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

Definition at line 340 of file BelosBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > Belos::BlockGmresIter< ScalarType, MV, OP >::R_
private

Definition at line 345 of file BelosBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > Belos::BlockGmresIter< ScalarType, MV, OP >::z_
private

Definition at line 346 of file BelosBlockGmresIter.hpp.


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