ROL::Sketch< Real > Class Template Reference

Provides an interface for randomized sketching. More...

#include <ROL_Sketch.hpp>

Public Member Functions
virtual	~Sketch (void)
	Sketch (const Vector< Real > &x, const int ncol, const int rank, const Real orthTol=1e-8, const int orthIt=2, const bool truncate=false, const unsigned dom_seed=0, const unsigned rng_seed=0)
void	setStream (Ptr< std::ostream > &out)
void	setRank (const int rank)
void	update (void)
int	advance (const Real nu, Vector< Real > &h, const int col, const Real eta=1.0)
int	reconstruct (Vector< Real > &a, const int col)
bool	test (const int rank, std::ostream &outStream=std::cout, const int verbosity=0)

Private Member Functions
int	computeP (void)
void	mgs2 (std::vector< Ptr< Vector< Real >>> &Y) const
int	computeQ (void)
int	LSsolver (LA::Matrix< Real > &A, LA::Matrix< Real > &B, const bool trans=false) const
int	lowRankApprox (LA::Matrix< Real > &A, const int r) const
int	computeC (void)
void	reset (void)
bool	testQ (std::ostream &outStream=std::cout, const int verbosity=0)
bool	testP (std::ostream &outStream=std::cout, const int verbosity=0)

Private Attributes
std::vector< Ptr< Vector< Real > > >	Upsilon_
std::vector< Ptr< Vector< Real > > >	Phi_
std::vector< Ptr< Vector< Real > > >	Y_
LA::Matrix< Real >	Omega_
LA::Matrix< Real >	Psi_
LA::Matrix< Real >	X_
LA::Matrix< Real >	Z_
LA::Matrix< Real >	C_
int	maxRank_
int	ncol_
int	rank_
int	k_
int	s_
const Real	orthTol_
const int	orthIt_
const bool	truncate_
LAPACK< int, Real >	lapack_
bool	flagP_
bool	flagQ_
bool	flagC_
Ptr< std::ostream >	out_
Ptr< Elementwise::NormalRandom < Real > >	nrand_
Ptr< std::mt19937_64 >	gen_
Ptr< std::normal_distribution < Real > >	dist_

Detailed Description

template<class Real>
class ROL::Sketch< Real >

Provides an interface for randomized sketching.

---

Definition at line 64 of file ROL_Sketch.hpp.

Constructor & Destructor Documentation

template<class Real>

virtual ROL::Sketch< Real >::~Sketch ( void  )

inlinevirtual

Definition at line 287 of file ROL_Sketch.hpp.

template<class Real>

ROL::Sketch< Real >::Sketch ( const Vector< Real > &  x, const int  ncol, const int  rank, const Real  orthTol = 1e-8, const int  orthIt = 2, const bool  truncate = false, const unsigned  dom_seed = 0, const unsigned  rng_seed = 0  )

inline

Definition at line 289 of file ROL_Sketch.hpp.

References ROL::Sketch< Real >::C_, ROL::Vector< Real >::clone(), ROL::Vector< Real >::dimension(), ROL::Sketch< Real >::dist_, ROL::Sketch< Real >::gen_, ROL::Sketch< Real >::k_, ROL::Sketch< Real >::maxRank_, ROL::Sketch< Real >::ncol_, ROL::Sketch< Real >::nrand_, ROL::Sketch< Real >::Omega_, ROL::Sketch< Real >::Phi_, ROL::Sketch< Real >::Psi_, ROL::Sketch< Real >::rank_, ROL::Sketch< Real >::reset(), ROL::Sketch< Real >::s_, ROL::Sketch< Real >::Upsilon_, ROL::Sketch< Real >::X_, ROL::Sketch< Real >::Y_, and ROL::Sketch< Real >::Z_.

Member Function Documentation

template<class Real>

int ROL::Sketch< Real >::computeP ( void  )

inlineprivate

Definition at line 86 of file ROL_Sketch.hpp.

References ROL::Sketch< Real >::flagP_, ROL::Sketch< Real >::k_, ROL::Sketch< Real >::lapack_, ROL::Sketch< Real >::ncol_, and ROL::Sketch< Real >::X_.

Referenced by ROL::Sketch< Real >::computeC(), ROL::Sketch< Real >::reconstruct(), and ROL::Sketch< Real >::testP().

template<class Real>

void ROL::Sketch< Real >::mgs2 ( std::vector< Ptr< Vector< Real >>> &  Y ) const

inlineprivate

Definition at line 113 of file ROL_Sketch.hpp.

References ROL::Sketch< Real >::k_, ROL::Sketch< Real >::orthIt_, and ROL::Sketch< Real >::orthTol_.

Referenced by ROL::Sketch< Real >::computeQ().

template<class Real>

int ROL::Sketch< Real >::computeQ ( void  )

inlineprivate

Definition at line 145 of file ROL_Sketch.hpp.

References ROL::Sketch< Real >::flagQ_, ROL::Sketch< Real >::mgs2(), and ROL::Sketch< Real >::Y_.

Referenced by ROL::Sketch< Real >::computeC(), ROL::Sketch< Real >::reconstruct(), and ROL::Sketch< Real >::testQ().

template<class Real>

int ROL::Sketch< Real >::LSsolver ( LA::Matrix< Real > &  A, LA::Matrix< Real > &  B, const bool  trans = false  ) const

inlineprivate

Definition at line 153 of file ROL_Sketch.hpp.

References ROL::Sketch< Real >::lapack_.

Referenced by ROL::Sketch< Real >::computeC().

template<class Real>

int ROL::Sketch< Real >::lowRankApprox ( LA::Matrix< Real > &  A, const int  r  ) const

inlineprivate

Definition at line 173 of file ROL_Sketch.hpp.

References ROL::Sketch< Real >::lapack_, and zero.

Referenced by ROL::Sketch< Real >::computeC().

template<class Real>

int ROL::Sketch< Real >::computeC ( void  )

inlineprivate

Definition at line 204 of file ROL_Sketch.hpp.

References ROL::Sketch< Real >::C_, ROL::Sketch< Real >::computeP(), ROL::Sketch< Real >::computeQ(), ROL::Sketch< Real >::flagC_, ROL::Sketch< Real >::k_, ROL::Sketch< Real >::lowRankApprox(), ROL::Sketch< Real >::LSsolver(), ROL::Sketch< Real >::ncol_, ROL::Sketch< Real >::Phi_, ROL::Sketch< Real >::Psi_, ROL::Sketch< Real >::rank_, ROL::Sketch< Real >::s_, ROL::Sketch< Real >::truncate_, ROL::Sketch< Real >::X_, ROL::Sketch< Real >::Y_, ROL::Sketch< Real >::Z_, and zero.

Referenced by ROL::Sketch< Real >::reconstruct().

template<class Real>

void ROL::Sketch< Real >::reset ( void  )

inlineprivate

Definition at line 245 of file ROL_Sketch.hpp.

References ROL::Sketch< Real >::C_, ROL::Sketch< Real >::k_, ROL::Sketch< Real >::ncol_, ROL::Sketch< Real >::nrand_, ROL::Sketch< Real >::Omega_, ROL::Sketch< Real >::Phi_, ROL::Sketch< Real >::Psi_, ROL::Sketch< Real >::s_, ROL::Sketch< Real >::Upsilon_, ROL::Sketch< Real >::X_, ROL::Sketch< Real >::Y_, ROL::Sketch< Real >::Z_, and zero.

Referenced by ROL::Sketch< Real >::Sketch(), and ROL::Sketch< Real >::update().

template<class Real>

void ROL::Sketch< Real >::setStream ( Ptr< std::ostream > &  out )

inline

Definition at line 324 of file ROL_Sketch.hpp.

References ROL::Sketch< Real >::out_.

template<class Real>

void ROL::Sketch< Real >::setRank ( const int  rank )

inline

Definition at line 328 of file ROL_Sketch.hpp.

References ROL::Sketch< Real >::C_, ROL::Sketch< Real >::k_, ROL::Sketch< Real >::maxRank_, ROL::Sketch< Real >::ncol_, ROL::Sketch< Real >::Omega_, ROL::Sketch< Real >::out_, ROL::Sketch< Real >::Phi_, ROL::Sketch< Real >::Psi_, ROL::Sketch< Real >::rank_, ROL::Sketch< Real >::s_, ROL::Sketch< Real >::update(), ROL::Sketch< Real >::Upsilon_, ROL::Sketch< Real >::X_, ROL::Sketch< Real >::Y_, and ROL::Sketch< Real >::Z_.

Referenced by main().

template<class Real>

void ROL::Sketch< Real >::update ( void  )

inline

Definition at line 358 of file ROL_Sketch.hpp.

References ROL::Sketch< Real >::flagC_, ROL::Sketch< Real >::flagP_, ROL::Sketch< Real >::flagQ_, and ROL::Sketch< Real >::reset().

Referenced by ROL::Sketch< Real >::setRank(), and ROL::Sketch< Real >::test().

template<class Real>

int ROL::Sketch< Real >::advance ( const Real  nu, Vector< Real > &  h, const int  col, const Real  eta = 1.0  )

inline

Definition at line 366 of file ROL_Sketch.hpp.

References ROL::Vector< Real >::dot(), ROL::Sketch< Real >::flagC_, ROL::Sketch< Real >::flagP_, ROL::Sketch< Real >::flagQ_, ROL::Sketch< Real >::k_, ROL::Sketch< Real >::ncol_, ROL::Vector< Real >::norm(), ROL::Sketch< Real >::Omega_, ROL::Sketch< Real >::out_, ROL::Sketch< Real >::Phi_, ROL::Sketch< Real >::Psi_, ROL::Sketch< Real >::s_, ROL::Sketch< Real >::Upsilon_, ROL::Sketch< Real >::X_, ROL::Sketch< Real >::Y_, and ROL::Sketch< Real >::Z_.

Referenced by ROL::Sketch< Real >::test().

template<class Real>

int ROL::Sketch< Real >::reconstruct ( Vector< Real > &  a, const int  col  )

inline

Definition at line 407 of file ROL_Sketch.hpp.

References ROL::Vector< Real >::axpy(), ROL::Sketch< Real >::C_, ROL::Sketch< Real >::computeC(), ROL::Sketch< Real >::computeP(), ROL::Sketch< Real >::computeQ(), ROL::Sketch< Real >::k_, ROL::Sketch< Real >::ncol_, ROL::Vector< Real >::norm(), ROL::Sketch< Real >::out_, ROL::Sketch< Real >::X_, ROL::Sketch< Real >::Y_, zero, and ROL::Vector< Real >::zero().

Referenced by ROL::Sketch< Real >::test().

template<class Real>

bool ROL::Sketch< Real >::test ( const int  rank, std::ostream &  outStream = std::cout, const int  verbosity = 0  )

inline

Definition at line 450 of file ROL_Sketch.hpp.

References ROL::Sketch< Real >::advance(), ROL::Sketch< Real >::ncol_, ROL::Sketch< Real >::reconstruct(), ROL::Sketch< Real >::testP(), ROL::Sketch< Real >::testQ(), ROL::Sketch< Real >::update(), and ROL::Sketch< Real >::Y_.

Referenced by main().

template<class Real>

bool ROL::Sketch< Real >::testQ ( std::ostream &  outStream = std::cout, const int  verbosity = 0  )

inlineprivate

Definition at line 499 of file ROL_Sketch.hpp.

References ROL::Sketch< Real >::computeQ(), ROL::Sketch< Real >::k_, and ROL::Sketch< Real >::Y_.

Referenced by ROL::Sketch< Real >::test().

template<class Real>

bool ROL::Sketch< Real >::testP ( std::ostream &  outStream = std::cout, const int  verbosity = 0  )

inlineprivate

Definition at line 537 of file ROL_Sketch.hpp.

References ROL::Sketch< Real >::computeP(), ROL::Sketch< Real >::k_, ROL::Sketch< Real >::ncol_, ROL::Sketch< Real >::X_, and zero.

Referenced by ROL::Sketch< Real >::test().

Member Data Documentation

template<class Real>

std::vector<Ptr<Vector<Real> > > ROL::Sketch< Real >::Upsilon_

private

Definition at line 66 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::advance(), ROL::Sketch< Real >::reset(), ROL::Sketch< Real >::setRank(), and ROL::Sketch< Real >::Sketch().

template<class Real>

std::vector<Ptr<Vector<Real> > > ROL::Sketch< Real >::Phi_

private

Definition at line 66 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::advance(), ROL::Sketch< Real >::computeC(), ROL::Sketch< Real >::reset(), ROL::Sketch< Real >::setRank(), and ROL::Sketch< Real >::Sketch().

template<class Real>

std::vector<Ptr<Vector<Real> > > ROL::Sketch< Real >::Y_

private

Definition at line 66 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::advance(), ROL::Sketch< Real >::computeC(), ROL::Sketch< Real >::computeQ(), ROL::Sketch< Real >::reconstruct(), ROL::Sketch< Real >::reset(), ROL::Sketch< Real >::setRank(), ROL::Sketch< Real >::Sketch(), ROL::Sketch< Real >::test(), and ROL::Sketch< Real >::testQ().

template<class Real>

LA::Matrix<Real> ROL::Sketch< Real >::Omega_

private

Definition at line 67 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::advance(), ROL::Sketch< Real >::reset(), ROL::Sketch< Real >::setRank(), and ROL::Sketch< Real >::Sketch().

template<class Real>

LA::Matrix<Real> ROL::Sketch< Real >::Psi_

private

Definition at line 67 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::advance(), ROL::Sketch< Real >::computeC(), ROL::Sketch< Real >::reset(), ROL::Sketch< Real >::setRank(), and ROL::Sketch< Real >::Sketch().

template<class Real>

LA::Matrix<Real> ROL::Sketch< Real >::X_

private

Definition at line 67 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::advance(), ROL::Sketch< Real >::computeC(), ROL::Sketch< Real >::computeP(), ROL::Sketch< Real >::reconstruct(), ROL::Sketch< Real >::reset(), ROL::Sketch< Real >::setRank(), ROL::Sketch< Real >::Sketch(), and ROL::Sketch< Real >::testP().

template<class Real>

LA::Matrix<Real> ROL::Sketch< Real >::Z_

private

Definition at line 67 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::advance(), ROL::Sketch< Real >::computeC(), ROL::Sketch< Real >::reset(), ROL::Sketch< Real >::setRank(), and ROL::Sketch< Real >::Sketch().

template<class Real>

LA::Matrix<Real> ROL::Sketch< Real >::C_

private

Definition at line 67 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::computeC(), ROL::Sketch< Real >::reconstruct(), ROL::Sketch< Real >::reset(), ROL::Sketch< Real >::setRank(), and ROL::Sketch< Real >::Sketch().

template<class Real>

int ROL::Sketch< Real >::maxRank_

private

Definition at line 69 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::setRank(), and ROL::Sketch< Real >::Sketch().

template<class Real>

int ROL::Sketch< Real >::ncol_

private

Definition at line 69 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::advance(), ROL::Sketch< Real >::computeC(), ROL::Sketch< Real >::computeP(), ROL::Sketch< Real >::reconstruct(), ROL::Sketch< Real >::reset(), ROL::Sketch< Real >::setRank(), ROL::Sketch< Real >::Sketch(), ROL::Sketch< Real >::test(), and ROL::Sketch< Real >::testP().

template<class Real>

int ROL::Sketch< Real >::rank_

private

Definition at line 69 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::computeC(), ROL::Sketch< Real >::setRank(), and ROL::Sketch< Real >::Sketch().

template<class Real>

int ROL::Sketch< Real >::k_

private

Definition at line 69 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::advance(), ROL::Sketch< Real >::computeC(), ROL::Sketch< Real >::computeP(), ROL::Sketch< Real >::mgs2(), ROL::Sketch< Real >::reconstruct(), ROL::Sketch< Real >::reset(), ROL::Sketch< Real >::setRank(), ROL::Sketch< Real >::Sketch(), ROL::Sketch< Real >::testP(), and ROL::Sketch< Real >::testQ().

template<class Real>

int ROL::Sketch< Real >::s_

private

Definition at line 69 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::advance(), ROL::Sketch< Real >::computeC(), ROL::Sketch< Real >::reset(), ROL::Sketch< Real >::setRank(), and ROL::Sketch< Real >::Sketch().

template<class Real>

const Real ROL::Sketch< Real >::orthTol_

private

Definition at line 71 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::mgs2().

template<class Real>

const int ROL::Sketch< Real >::orthIt_

private

Definition at line 72 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::mgs2().

template<class Real>

const bool ROL::Sketch< Real >::truncate_

private

Definition at line 74 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::computeC().

template<class Real>

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

private

Definition at line 76 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::computeP(), ROL::Sketch< Real >::lowRankApprox(), and ROL::Sketch< Real >::LSsolver().

template<class Real>

bool ROL::Sketch< Real >::flagP_

private

Definition at line 78 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::advance(), ROL::Sketch< Real >::computeP(), and ROL::Sketch< Real >::update().

template<class Real>

bool ROL::Sketch< Real >::flagQ_

private

Definition at line 78 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::advance(), ROL::Sketch< Real >::computeQ(), and ROL::Sketch< Real >::update().

template<class Real>

bool ROL::Sketch< Real >::flagC_

private

Definition at line 78 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::advance(), ROL::Sketch< Real >::computeC(), and ROL::Sketch< Real >::update().

template<class Real>

Ptr<std::ostream> ROL::Sketch< Real >::out_

private

Definition at line 80 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::advance(), ROL::Sketch< Real >::reconstruct(), ROL::Sketch< Real >::setRank(), and ROL::Sketch< Real >::setStream().

template<class Real>

Ptr<Elementwise::NormalRandom<Real> > ROL::Sketch< Real >::nrand_

private

Definition at line 82 of file ROL_Sketch.hpp.

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

template<class Real>

Ptr<std::mt19937_64> ROL::Sketch< Real >::gen_

private

Definition at line 83 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::Sketch().

template<class Real>

Ptr<std::normal_distribution<Real> > ROL::Sketch< Real >::dist_

private

Definition at line 84 of file ROL_Sketch.hpp.

Referenced by ROL::Sketch< Real >::Sketch().

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

• ROL_Sketch.hpp