ROL
ROL_HouseholderReflector.hpp
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43 
44 #ifndef ROL_HOUSEHOLDERREFLECTOR_H
45 #define ROL_HOUSEHOLDERREFLECTOR_H
46 
47 #include "ROL_LinearOperator.hpp"
48 
72 namespace ROL {
73 
74 template <class Real>
75 class HouseholderReflector : public LinearOperator<Real> {
76 
77  typedef Vector<Real> V;
78 
79 private:
80 
81  const ROL::Ptr<const V> x_;
82  const ROL::Ptr<const V> y_;
83 
84  ROL::Ptr<V> u_;
85 
86 public:
87 
88  HouseholderReflector( const ROL::Ptr<const Vector<Real> > &x,
89  const ROL::Ptr<const Vector<Real> > &y) : x_(x), y_(y), u_(x->clone()) {}
90 
91 
92  HouseholderReflector( const ROL::Ptr<const Vector<Real> > &x,
93  const ROL::Ptr<const Vector<Real> > &y,
94  ROL::Ptr<Vector<Real> > &scratch ) : x_(x), y_(y), u_(scratch) {}
95 
96  HouseholderReflector( const ROL::Ptr<const Vector<Real> > &x ) : x_(x), y_(x->basis(0)), u_(x->clone()) {}
97 
98  HouseholderReflector( const ROL::Ptr<const Vector<Real> > &x,
99  ROL::Ptr<Vector<Real> > &scratch ) : x_(x), y_(x->basis(0)), u_(scratch) {}
100 
101 
102 
103  void apply( Vector<Real> &Hv, const Vector<Real> &v, Real &tol ) const {
104 
105  Real xdoty = x_->dot(*y_);
106  Real xnorm = x_->norm();
107  Real ynorm = y_->norm();
108  Real sgn = xdoty/std::abs(xdoty);
109 
110  Real alpha = sgn*xnorm/ynorm;
111 
112  u_->set(*x_);
113  u_->axpy(alpha,*y_);
114 
115  Real beta = -2.0*u_->dot(v)/u_->dot(*u_);
116 
117  Hv.set(v);
118  Hv.axpy(beta,*u_);
119  }
120 
121  void applyInverse( Vector<Real> &Hv, const Vector<Real> &v, Real &tol ) const {
122  apply(Hv,v,tol);
123  }
124 
125 }; // class HouseholderReflector
126 
127 } // namespace ROL
128 
129 #endif // ROL_HOUSEHOLDERREFLECTOR_H
HouseholderReflector(const ROL::Ptr< const Vector< Real > > &x)
virtual void axpy(const Real alpha, const Vector &x)
Compute where .
Definition: ROL_Vector.hpp:153
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
Provides the interface to create a Householder reflector operator, that when applied to a vector x...
HouseholderReflector(const ROL::Ptr< const Vector< Real > > &x, const ROL::Ptr< const Vector< Real > > &y, ROL::Ptr< Vector< Real > > &scratch)
const ROL::Ptr< const V > x_
const ROL::Ptr< const V > y_
void apply(Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
Apply linear operator.
HouseholderReflector(const ROL::Ptr< const Vector< Real > > &x, ROL::Ptr< Vector< Real > > &scratch)
Provides the interface to apply a linear operator.
virtual void set(const Vector &x)
Set where .
Definition: ROL_Vector.hpp:209
void applyInverse(Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
Apply inverse of linear operator.
HouseholderReflector(const ROL::Ptr< const Vector< Real > > &x, const ROL::Ptr< const Vector< Real > > &y)