RBGen_IncSVDPOD.h

#ifndef RBGEN_INCSVD_POD_H
#define RBGEN_INCSVD_POD_H

#include "RBGen_PODMethod.hpp"
#include "RBGen_Method.hpp"
#include "RBGen_Filter.hpp"
#include "AnasaziEpetraAdapter.hpp"
#include "AnasaziOrthoManager.hpp"
#include "Epetra_MultiVector.h"
#include "Epetra_Operator.h"
#include "Epetra_SerialDenseMatrix.h"
#include "Teuchos_ParameterList.hpp"
#include "Teuchos_Time.hpp"


//
// computeBasis()
//       |
//   makePass()     ___
//   while () {    /    expand()
//      incStep()  ---- SVD()
//   }             \___ shrink()
//
// makePass(), expand() and shrink() are pure virtual
//
// makePass() is implemented in a base class that decides 
// if a method is Multipass, and if so, in what manner
// makePass() puts the data for the next pass into the proper columns
// of U_, then calls incstep (telling it how many new columns)
//
// incstep calls expand to construct expanded U_ and V_, and B_
// it computes the SVD of B_
// it passes this data to shrink(), which shrink according to the 
// base class.
//
// updateBasis() allows the current factorization to be updated
// by appending new snapshots. This allows a truly incremental 
// factorization. It is also pure virtual, and is implemented
// along side makePass(). It may not be implemented in all 
// IncSVDPOD methods; in fact, it is currently implemented 
// only by derived classes of ISVDSingle
//
// expand(),shrink() are implemented in a base class that 
// decides the representation: UDV, QRW, QBW
// 
//                                   IncSVDPOD
//                                       |
//      -------------------------------------------------------------------
//      |       |        |           |            |            |          |
//  ISVDUDV  ISVDQRW  ISVDQBW   ISVDMultiCD ISVDMultiSDA ISVDMultiSDB ISVDSingle
//      |       |        |           |            |            |          |
//      ------------------           --------------------------------------
//              \                                       /
//               \                                     /
//                \                                   /
//                 \                                 /
//                  \                               /
//                   \---  Concrete Base Class ----/
//
// Then a concrete base class (one of 3x4==12 varieties) is formed through
// inheritence. This is the Template Pattern type of Design Pattern.
//

namespace RBGen {

  class IncSVDPOD : public virtual Method<Epetra_MultiVector,Epetra_Operator>, public virtual PODMethod<double> {

  public:


    IncSVDPOD();

    virtual ~IncSVDPOD() {};



    void computeBasis();

    virtual void updateBasis( const Teuchos::RCP< Epetra_MultiVector >& update_ss ) = 0;




    Teuchos::RCP<const Epetra_MultiVector> getBasis() const;

    Teuchos::RCP<const Epetra_MultiVector> getRightBasis() const;

    std::vector<double> getSingularValues() const;

    double getCompTime() const { return timerComp_.totalElapsedTime(); }

    const std::vector<double> & getResNorms();




    void Initialize( const Teuchos::RCP< Teuchos::ParameterList >& params,
                     const Teuchos::RCP< const Epetra_MultiVector >& init,
                     const Teuchos::RCP< RBGen::FileIOHandler< Epetra_Operator > >& fileio = Teuchos::null );

    void Reset( const Teuchos::RCP<Epetra_MultiVector>& new_ss );




    bool isInitialized() { return isInitialized_; }


  protected:

    // private member for performing inc steps
    void incStep(int lup);
    virtual void makePass() = 0;
    virtual void expand(const int lup) = 0;
    virtual void shrink(const int down, std::vector<double> &S, Epetra_SerialDenseMatrix &U, Epetra_SerialDenseMatrix &V) = 0;

    // Is this object initialized?
    bool isInitialized_;

    // Singular value filter
    Teuchos::RCP< Filter<double> > filter_;

    // Max allocation size.
    // The maximum rank DURING any step:
    //    lup <= maxBasisSize_ - curRank_
    int maxBasisSize_;

    // Current rank of the factorization
    int curRank_;

    // Pointers to the snapshots and reduced basis.
    Teuchos::RCP<const Epetra_MultiVector> A_;
    Teuchos::RCP<Epetra_MultiVector> U_, V_;

    // SerialDenseMatrix holding current core matrix B
    Teuchos::RCP<Epetra_SerialDenseMatrix> B_;

    // Vector holding singular values.
    std::vector<double> sigma_;

    // Number of snapshots processed thus far
    int numProc_;

    // Maximum allowable number of passes through A
    int maxNumPasses_;

    // Current number of passes through A
    int curNumPasses_;

    // Convergence tolerance
    double tol_;

    // min,max number of update vectors
    int lmin_;
    int lmax_;
    int startRank_;

    // ortho manager
    Teuchos::RCP< Anasazi::OrthoManager<double,Epetra_MultiVector> > ortho_;

    // cummulative timer
    Teuchos::Time timerComp_;

    // debug flag
    bool debug_;

    // verb level
    int verbLevel_;

    // residual norms
    std::vector<double> resNorms_;

    // maximum number of data set columns
    // i.e., maximum number of rows in V
    int maxNumCols_;

    // is V locally replicated or globally distributed?
    bool Vlocal_;
  };

} // end of RBGen namespace

#endif // RBGEN_INCSVD_POD_H