ROL
ROL_SchurComplement.hpp
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1 // @HEADER
2 // *****************************************************************************
3 // Rapid Optimization Library (ROL) Package
4 //
5 // Copyright 2014 NTESS and the ROL contributors.
6 // SPDX-License-Identifier: BSD-3-Clause
7 // *****************************************************************************
8 // @HEADER
9 
10 #ifndef ROL_SCHURCOMPLEMENT_H
11 #define ROL_SCHURCOMPLEMENT_H
12 
16 
17 namespace ROL {
18 
43 template class<Real>
45 
46  typedef Vector<Real> V;
51 
52 private:
53 
54  ROL::Ptr<OP> A_, B_, C_, D_;
55 
56  ROL::Ptr<OP> L_,U_;
57  ROL::Ptr<V> scratch1_;
58 
59 
60 
61 public:
62 
63  SchurComplement( ROL::Ptr<OP> &A, ROL::Ptr<OP> &B,
64  ROL::Ptr<OP> &C, ROL::Ptr<OP> &D,
65  ROL::Ptr<V> &scratch1 ) :
66  A_(A), B_(B), C_(C), D_(D), scratch1_(scratch1) {
67 
68  U_ = ROL::makePtr<UPPER>(B_);
69  L_ = ROL::makePtr<LOWER>(C_);
70 
71  }
72 
73 
74  SchurComplement( BlockOperator2<Real> &op, ROL::Ptr<Vector<Real> > &scratch1 ) :
75  scratch1_(scratch1) {}
76 
77 
78 
79  A_ = op.getOperator(0,0);
80  B_ = op.getOperator(0,1);
81  C_ = op.getOperator(1,0);
82  D_ = op.getOperator(1,1);
83 
84  U_ = ROL::makePtr<UPPER>(B_);
85  L_ = ROL::makePtr<LOWER>(C_);
86 
87  void applyLower( Vector<Real> &Hv, const Vector<Real> &v, Real &tol ) {
88  L_->apply(Hv,v,tol);
89  }
90 
91  void applyLowerInverse( Vector<Real> &Hv, const Vector<Real> &v, Real &tol ) {
92  L_->applyInverse(Hv,v,tol);
93  }
94 
95  void applyUpper( Vector<Real> &Hv, const Vector<Real> &v, Real &tol ) {
96  U_->apply(Hv,v,tol);
97  }
98 
99  void applyUpperInverse( Vector<Real> &Hv, const Vector<Real> &v, Real &tol ) {
100  U_->applyInverse(Hv,v,tol);
101  }
102 
103  ROL::Ptr<OP> getS11( void ) {
104  return ROL::makePtr<BlockOperator2Determinant<Real>>(A_,B_,C_,D_,scratch1_);
105  }
106 
107  void solve2( Vector<Real> &Hv2, const Vector<Real> &v2, Real &tol ) {
108  D_->applyInverse(Hv2,v2,tol);
109  }
110 
111 }; // class SchurComplement
112 
113 
114 } // namesapce ROL
115 
116 #endif // ROL_SCHURCOMPLEMENT_H
117 
void solve2(Vector< Real > &Hv2, const Vector< Real > &v2, Real &tol)
Provides the interface to apply a 2x2 block unit upper operator to a partitioned vector.
SchurComplement(ROL::Ptr< OP > &A, ROL::Ptr< OP > &B, ROL::Ptr< OP > &C, ROL::Ptr< OP > &D, ROL::Ptr< V > &scratch1)
ROL::Ptr< OP > B_
Defines the linear algebra of vector space on a generic partitioned vector.
ROL::Ptr< OP > D_
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:46
BlockOperator2UnitUpper UPPER
ROL::Ptr< OP > A_
ROL::Ptr< OP > getS11(void)
BlockOperator2UnitLower LOWER
Provides the interface to apply a linear operator.
Provides the interface to apply a 2x2 block unit lower operator to a partitioned vector.
PartitionedVector< Real > PV
void applyUpperInverse(Vector< Real > &Hv, const Vector< Real > &v, Real &tol)
Provides the interface to apply a 2x2 block operator to a partitioned vector.
ROL::Ptr< OP > C_
void applyUpper(Vector< Real > &Hv, const Vector< Real > &v, Real &tol)
void applyLower(Vector< Real > &Hv, const Vector< Real > &v, Real &tol)
SchurComplement(BlockOperator2< Real > &op, ROL::Ptr< Vector< Real > > &scratch1)
LinearOperator< Real > OP
Given a 2x2 block operator, perform the Schur reduction and return the decoupled system components...
void applyLowerInverse(Vector< Real > &Hv, const Vector< Real > &v, Real &tol)