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

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

#include <BelosPseudoBlockGmresIter.hpp>

Inheritance diagram for Belos::PseudoBlockGmresIter< 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
 

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 numRHS_
 
int numBlocks_
 
std::vector< Teuchos::RCP
< Teuchos::SerialDenseVector
< int, ScalarType > > > 
sn_
 
std::vector< Teuchos::RCP
< Teuchos::SerialDenseVector
< int, MagnitudeType > > > 
cs_
 
Teuchos::RCP< MV > U_vec_
 
Teuchos::RCP< MV > AU_vec_
 
Teuchos::RCP< MV > cur_block_rhs_
 
Teuchos::RCP< MV > cur_block_sol_
 
bool initialized_
 
int curDim_
 
int iter_
 
std::vector< Teuchos::RCP< MV > > V_
 
std::vector< Teuchos::RCP
< Teuchos::SerialDenseMatrix
< int, ScalarType > > > 
H_
 
std::vector< Teuchos::RCP
< Teuchos::SerialDenseMatrix
< int, ScalarType > > > 
R_
 
std::vector< Teuchos::RCP
< Teuchos::SerialDenseVector
< int, ScalarType > > > 
Z_
 

Constructors/Destructor

 PseudoBlockGmresIter (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)
 PseudoBlockGmresIter constructor with linear problem, solver utilities, and parameter list of solver options. More...
 
virtual ~PseudoBlockGmresIter ()
 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 initialize (const PseudoBlockGmresIterState< 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...
 
PseudoBlockGmresIterState
< 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 "native" residual vectors. 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...
 
bool isInitialized ()
 States whether the solver has been initialized or not. More...
 

Detailed Description

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

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

Author
Heidi Thornquist

Definition at line 107 of file BelosPseudoBlockGmresIter.hpp.

Member Typedef Documentation

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

Definition at line 114 of file BelosPseudoBlockGmresIter.hpp.

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

Definition at line 115 of file BelosPseudoBlockGmresIter.hpp.

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

Definition at line 116 of file BelosPseudoBlockGmresIter.hpp.

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

Definition at line 117 of file BelosPseudoBlockGmresIter.hpp.

Constructor & Destructor Documentation

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

PseudoBlockGmresIter 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

Definition at line 366 of file BelosPseudoBlockGmresIter.hpp.

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

Destructor.

Definition at line 137 of file BelosPseudoBlockGmresIter.hpp.

Member Function Documentation

template<class ScalarType , class MV , class OP >
void Belos::PseudoBlockGmresIter< 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 PseudoBlockGmresIterOrthoFailure.

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

Definition at line 684 of file BelosPseudoBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::PseudoBlockGmresIter< ScalarType, MV, OP >::initialize ( const PseudoBlockGmresIterState< ScalarType, MV > &  newstate)

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

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

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

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

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

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

Definition at line 480 of file BelosPseudoBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::PseudoBlockGmresIter< 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 193 of file BelosPseudoBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
PseudoBlockGmresIterState<ScalarType,MV> Belos::PseudoBlockGmresIter< ScalarType, MV, OP >::getState ( ) const
inline

Get the current state of the linear solver.

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

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

Definition at line 206 of file BelosPseudoBlockGmresIter.hpp.

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

Get the current iteration count.

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

Definition at line 231 of file BelosPseudoBlockGmresIter.hpp.

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

Reset the iteration count.

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

Definition at line 234 of file BelosPseudoBlockGmresIter.hpp.

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

Get the norms of the "native" residual vectors.

If norms != NULL, fill *norms with the native residual norms. There are numRHS_ of them. *norms will be resized if it has too few entries to hold the data.

For an explanation of "native" vs. "exact" (also known as "implicit" vs. "explicit") residuals, see the documentation of PseudoBlockGmresSolMgr::isLOADetected(). In brief: "Native" residuals are cheaper to compute than "exact" residuals, but the two may differ, especially when using a left preconditioner.

Returns
Teuchos::null (always, regardless whether norms == NULL). We only return something in order to satisfy the Iteration interface. PseudoBlockGmresSolMgr knows that this method always returns null.

Definition at line 455 of file BelosPseudoBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP< MV > Belos::PseudoBlockGmresIter< 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 408 of file BelosPseudoBlockGmresIter.hpp.

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

Method for updating QR factorization of upper Hessenberg matrix.

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

Definition at line 801 of file BelosPseudoBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::PseudoBlockGmresIter< 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 270 of file BelosPseudoBlockGmresIter.hpp.

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

Get the maximum dimension allocated for the search subspace.

Definition at line 276 of file BelosPseudoBlockGmresIter.hpp.

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

Get a constant reference to the linear problem.

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

Definition at line 285 of file BelosPseudoBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::PseudoBlockGmresIter< 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 288 of file BelosPseudoBlockGmresIter.hpp.

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

Set the blocksize.

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

Definition at line 291 of file BelosPseudoBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::PseudoBlockGmresIter< 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 297 of file BelosPseudoBlockGmresIter.hpp.

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

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

Definition at line 392 of file BelosPseudoBlockGmresIter.hpp.

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

States whether the solver has been initialized or not.

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

Definition at line 303 of file BelosPseudoBlockGmresIter.hpp.

Member Data Documentation

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

Definition at line 312 of file BelosPseudoBlockGmresIter.hpp.

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

Definition at line 313 of file BelosPseudoBlockGmresIter.hpp.

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

Definition at line 314 of file BelosPseudoBlockGmresIter.hpp.

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

Definition at line 315 of file BelosPseudoBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::PseudoBlockGmresIter< ScalarType, MV, OP >::numRHS_
private

Definition at line 321 of file BelosPseudoBlockGmresIter.hpp.

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

Definition at line 323 of file BelosPseudoBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
std::vector<Teuchos::RCP<Teuchos::SerialDenseVector<int,ScalarType> > > Belos::PseudoBlockGmresIter< ScalarType, MV, OP >::sn_
private

Definition at line 326 of file BelosPseudoBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
std::vector<Teuchos::RCP<Teuchos::SerialDenseVector<int,MagnitudeType> > > Belos::PseudoBlockGmresIter< ScalarType, MV, OP >::cs_
private

Definition at line 327 of file BelosPseudoBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<MV> Belos::PseudoBlockGmresIter< ScalarType, MV, OP >::U_vec_
private

Definition at line 330 of file BelosPseudoBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<MV> Belos::PseudoBlockGmresIter< ScalarType, MV, OP >::AU_vec_
private

Definition at line 330 of file BelosPseudoBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<MV> Belos::PseudoBlockGmresIter< ScalarType, MV, OP >::cur_block_rhs_
private

Definition at line 333 of file BelosPseudoBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<MV> Belos::PseudoBlockGmresIter< ScalarType, MV, OP >::cur_block_sol_
private

Definition at line 333 of file BelosPseudoBlockGmresIter.hpp.

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

Definition at line 341 of file BelosPseudoBlockGmresIter.hpp.

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

Definition at line 344 of file BelosPseudoBlockGmresIter.hpp.

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

Definition at line 344 of file BelosPseudoBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
std::vector<Teuchos::RCP<MV> > Belos::PseudoBlockGmresIter< ScalarType, MV, OP >::V_
private

Definition at line 349 of file BelosPseudoBlockGmresIter.hpp.

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

Definition at line 354 of file BelosPseudoBlockGmresIter.hpp.

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

Definition at line 359 of file BelosPseudoBlockGmresIter.hpp.

template<class ScalarType , class MV , class OP >
std::vector<Teuchos::RCP<Teuchos::SerialDenseVector<int,ScalarType> > > Belos::PseudoBlockGmresIter< ScalarType, MV, OP >::Z_
private

Definition at line 360 of file BelosPseudoBlockGmresIter.hpp.


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