ROL::Lanczos< Real > Class Template Reference

Interface for computing the Lanczos vectors and approximate solutions to symmetric indefinite linear systems. More...

#include <ROL_Lanczos.hpp>

Public Types
enum	FLAG_ITERATE : unsigned {   FLAG_ITERATE::ITERATE_SUCCESS = 0, FLAG_ITERATE::ITERATE_SMALL_BETA, FLAG_ITERATE::ITERATE_MAX_REACHED, FLAG_ITERATE::ITERATE_ORTHO_TOL,   FLAG_ITERATE::ITERATE_LAST }
enum	FLAG_SOLVE : unsigned { FLAG_SOLVE::SOLVE_SUCCESS = 0, FLAG_SOLVE::SOLVE_ILLEGAL_VALUE, FLAG_SOLVE::SOLVE_SINGULAR_U, FLAG_SOLVE::SOLVE_LAST }

Public Member Functions
	Lanczos (ROL::ParameterList &PL)
void	initialize (const V &b)
void	initialize (const V &x0, const V &b, const LO &A, Real &tol)
void	reset (const V &b)
void	reset (const V &x0, const V &b, const LO &A, Real &tol)
FLAG_ITERATE	iterate (const OP &A, Real &tol)
void	eigenvalues (std::vector< Real > &E)
FLAG_SOLVE	solve (V &x, Real tau=0)

Private Types
template<typename T >
using	vector = std::vector< T >
typedef Vector< Real >	V
typedef LinearOperator< Real >	OP
typedef ROL::ParameterList	PL

Private Member Functions
void	allocate (void)

Private Attributes
template vector< Real > size_type	uint
ROL::LAPACK< int, Real >	lapack_
vector< ROL::Ptr< V > >	Q_
vector< Real >	alpha_
vector< Real >	beta_
vector< Real >	dl_
vector< Real >	d_
vector< Real >	du_
vector< Real >	du2_
vector< Real >	y_
vector< Real >	work_
vector< int >	ipiv_
ROL::Ptr< V >	u_
Real	max_beta_
Real	tol_beta_
Real	tol_ortho_
int	maxit_
int	k_

Detailed Description

template<class Real>
class ROL::Lanczos< Real >

Interface for computing the Lanczos vectors and approximate solutions to symmetric indefinite linear systems.

Definition at line 30 of file ROL_Lanczos.hpp.

Member Typedef Documentation

template<class Real >

template<typename T >

using ROL::Lanczos< Real >::vector = std::vector<T>

private

Definition at line 33 of file ROL_Lanczos.hpp.

template<class Real >

typedef Vector<Real> ROL::Lanczos< Real >::V

private

Definition at line 37 of file ROL_Lanczos.hpp.

template<class Real >

typedef LinearOperator<Real> ROL::Lanczos< Real >::OP

private

Definition at line 38 of file ROL_Lanczos.hpp.

template<class Real >

typedef ROL::ParameterList ROL::Lanczos< Real >::PL

private

Definition at line 40 of file ROL_Lanczos.hpp.

Member Enumeration Documentation

template<class Real >

enum ROL::Lanczos::FLAG_ITERATE : unsigned

strong

Enumerator
ITERATE_SUCCESS
ITERATE_SMALL_BETA
ITERATE_MAX_REACHED
ITERATE_ORTHO_TOL
ITERATE_LAST

Definition at line 101 of file ROL_Lanczos.hpp.

template<class Real >

enum ROL::Lanczos::FLAG_SOLVE : unsigned

strong

Enumerator
SOLVE_SUCCESS
SOLVE_ILLEGAL_VALUE
SOLVE_SINGULAR_U
SOLVE_LAST

Definition at line 109 of file ROL_Lanczos.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::Lanczos< Real >::Lanczos ( ROL::ParameterList &  PL )

inline

Definition at line 117 of file ROL_Lanczos.hpp.

References ROL::Lanczos< Real >::maxit_, ROL::Lanczos< Real >::tol_beta_, and ROL::Lanczos< Real >::tol_ortho_.

Member Function Documentation

template<class Real >

void ROL::Lanczos< Real >::allocate ( void  )

inlineprivate

Definition at line 73 of file ROL_Lanczos.hpp.

References ROL::Lanczos< Real >::alpha_, ROL::Lanczos< Real >::beta_, ROL::Lanczos< Real >::d_, ROL::Lanczos< Real >::dl_, ROL::Lanczos< Real >::du2_, ROL::Lanczos< Real >::du_, ROL::Lanczos< Real >::ipiv_, ROL::Lanczos< Real >::maxit_, ROL::Lanczos< Real >::Q_, ROL::Lanczos< Real >::u_, ROL::Lanczos< Real >::uint, ROL::Lanczos< Real >::work_, and ROL::Lanczos< Real >::y_.

Referenced by ROL::Lanczos< Real >::initialize().

template<class Real >

void ROL::Lanczos< Real >::initialize ( const V &  b )

inline

Definition at line 129 of file ROL_Lanczos.hpp.

References ROL::Lanczos< Real >::allocate(), and ROL::Lanczos< Real >::reset().

template<class Real >

void ROL::Lanczos< Real >::initialize ( const V &  x0, const V &  b, const LO &  A, Real &  tol  )

inline

Definition at line 135 of file ROL_Lanczos.hpp.

References ROL::Lanczos< Real >::allocate(), and ROL::Lanczos< Real >::reset().

template<class Real >

void ROL::Lanczos< Real >::reset ( const V &  b )

inline

Definition at line 142 of file ROL_Lanczos.hpp.

References ROL::Lanczos< Real >::beta_, ROL::Lanczos< Real >::k_, ROL::Lanczos< Real >::max_beta_, and ROL::Lanczos< Real >::Q_.

Referenced by ROL::Lanczos< Real >::initialize().

template<class Real >

void ROL::Lanczos< Real >::reset ( const V &  x0, const V &  b, const LO &  A, Real &  tol  )

inline

Definition at line 151 of file ROL_Lanczos.hpp.

References ROL::Lanczos< Real >::beta_, ROL::Lanczos< Real >::k_, ROL::Lanczos< Real >::max_beta_, ROL::Lanczos< Real >::Q_, and ROL::Lanczos< Real >::u_.

template<class Real >

FLAG_ITERATE ROL::Lanczos< Real >::iterate ( const OP &  A, Real &  tol  )

inline

Definition at line 162 of file ROL_Lanczos.hpp.

References ROL::Lanczos< Real >::alpha_, ROL::LinearOperator< Real >::apply(), ROL::Lanczos< Real >::beta_, ROL::Lanczos< Real >::k_, ROL::Lanczos< Real >::max_beta_, ROL::Lanczos< Real >::maxit_, ROL::Lanczos< Real >::Q_, ROL::Lanczos< Real >::tol_beta_, ROL::Lanczos< Real >::tol_ortho_, and ROL::Lanczos< Real >::u_.

template<class Real >

void ROL::Lanczos< Real >::eigenvalues ( std::vector< Real > &  E )

inline

Definition at line 208 of file ROL_Lanczos.hpp.

References ROL::Lanczos< Real >::alpha_, ROL::Lanczos< Real >::beta_, ROL::Lanczos< Real >::d_, ROL::Lanczos< Real >::du_, ROL::Lanczos< Real >::k_, ROL::Lanczos< Real >::lapack_, and ROL::Lanczos< Real >::work_.

template<class Real >

FLAG_SOLVE ROL::Lanczos< Real >::solve ( V &  x, Real  tau = 0  )

inline

Definition at line 229 of file ROL_Lanczos.hpp.

References ROL::Lanczos< Real >::alpha_, ROL::Lanczos< Real >::beta_, ROL::Lanczos< Real >::d_, ROL::Lanczos< Real >::dl_, ROL::Lanczos< Real >::du2_, ROL::Lanczos< Real >::du_, ROL::Lanczos< Real >::ipiv_, ROL::Lanczos< Real >::k_, ROL::Lanczos< Real >::lapack_, ROL::Lanczos< Real >::maxit_, ROL::Lanczos< Real >::uint, and ROL::Lanczos< Real >::y_.

Member Data Documentation

template<class Real >

template vector<Real> size_type ROL::Lanczos< Real >::uint

private

Definition at line 35 of file ROL_Lanczos.hpp.

Referenced by ROL::Lanczos< Real >::allocate(), and ROL::Lanczos< Real >::solve().

template<class Real >

ROL::LAPACK<int,Real> ROL::Lanczos< Real >::lapack_

private

Definition at line 44 of file ROL_Lanczos.hpp.

Referenced by ROL::Lanczos< Real >::eigenvalues(), and ROL::Lanczos< Real >::solve().

template<class Real >

vector<ROL::Ptr<V> > ROL::Lanczos< Real >::Q_

private

Definition at line 46 of file ROL_Lanczos.hpp.

Referenced by ROL::Lanczos< Real >::allocate(), ROL::Lanczos< Real >::iterate(), and ROL::Lanczos< Real >::reset().

template<class Real >

vector<Real> ROL::Lanczos< Real >::alpha_

private

Definition at line 47 of file ROL_Lanczos.hpp.

Referenced by ROL::Lanczos< Real >::allocate(), ROL::Lanczos< Real >::eigenvalues(), ROL::Lanczos< Real >::iterate(), and ROL::Lanczos< Real >::solve().

template<class Real >

vector<Real> ROL::Lanczos< Real >::beta_

private

Definition at line 48 of file ROL_Lanczos.hpp.

Referenced by ROL::Lanczos< Real >::allocate(), ROL::Lanczos< Real >::eigenvalues(), ROL::Lanczos< Real >::iterate(), ROL::Lanczos< Real >::reset(), and ROL::Lanczos< Real >::solve().

template<class Real >

vector<Real> ROL::Lanczos< Real >::dl_

private

Definition at line 51 of file ROL_Lanczos.hpp.

Referenced by ROL::Lanczos< Real >::allocate(), and ROL::Lanczos< Real >::solve().

template<class Real >

vector<Real> ROL::Lanczos< Real >::d_

private

Definition at line 52 of file ROL_Lanczos.hpp.

Referenced by ROL::Lanczos< Real >::allocate(), ROL::Lanczos< Real >::eigenvalues(), and ROL::Lanczos< Real >::solve().

template<class Real >

vector<Real> ROL::Lanczos< Real >::du_

private

Definition at line 53 of file ROL_Lanczos.hpp.

Referenced by ROL::Lanczos< Real >::allocate(), ROL::Lanczos< Real >::eigenvalues(), and ROL::Lanczos< Real >::solve().

template<class Real >

vector<Real> ROL::Lanczos< Real >::du2_

private

Definition at line 54 of file ROL_Lanczos.hpp.

Referenced by ROL::Lanczos< Real >::allocate(), and ROL::Lanczos< Real >::solve().

template<class Real >

vector<Real> ROL::Lanczos< Real >::y_

private

Definition at line 55 of file ROL_Lanczos.hpp.

Referenced by ROL::Lanczos< Real >::allocate(), and ROL::Lanczos< Real >::solve().

template<class Real >

vector<Real> ROL::Lanczos< Real >::work_

private

Definition at line 57 of file ROL_Lanczos.hpp.

Referenced by ROL::Lanczos< Real >::allocate(), and ROL::Lanczos< Real >::eigenvalues().

template<class Real >

vector<int> ROL::Lanczos< Real >::ipiv_

private

Definition at line 58 of file ROL_Lanczos.hpp.

Referenced by ROL::Lanczos< Real >::allocate(), and ROL::Lanczos< Real >::solve().

template<class Real >

ROL::Ptr<V> ROL::Lanczos< Real >::u_

private

Definition at line 60 of file ROL_Lanczos.hpp.

Referenced by ROL::Lanczos< Real >::allocate(), ROL::Lanczos< Real >::iterate(), and ROL::Lanczos< Real >::reset().

template<class Real >

Real ROL::Lanczos< Real >::max_beta_

private

Definition at line 62 of file ROL_Lanczos.hpp.

Referenced by ROL::Lanczos< Real >::iterate(), and ROL::Lanczos< Real >::reset().

template<class Real >

Real ROL::Lanczos< Real >::tol_beta_

private

Definition at line 63 of file ROL_Lanczos.hpp.

Referenced by ROL::Lanczos< Real >::iterate(), and ROL::Lanczos< Real >::Lanczos().

template<class Real >

Real ROL::Lanczos< Real >::tol_ortho_

private

Definition at line 65 of file ROL_Lanczos.hpp.

Referenced by ROL::Lanczos< Real >::iterate(), and ROL::Lanczos< Real >::Lanczos().

template<class Real >

int ROL::Lanczos< Real >::maxit_

private

Definition at line 67 of file ROL_Lanczos.hpp.

Referenced by ROL::Lanczos< Real >::allocate(), ROL::Lanczos< Real >::iterate(), ROL::Lanczos< Real >::Lanczos(), and ROL::Lanczos< Real >::solve().

template<class Real >

int ROL::Lanczos< Real >::k_

private

Definition at line 69 of file ROL_Lanczos.hpp.

Referenced by ROL::Lanczos< Real >::eigenvalues(), ROL::Lanczos< Real >::iterate(), ROL::Lanczos< Real >::reset(), and ROL::Lanczos< Real >::solve().

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

• ROL_Lanczos.hpp