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Nonlinear, stochastic Galerkin ModelEvaluator. More...
#include <Stokhos_SGModelEvaluator.hpp>
Public Member Functions | |
SGModelEvaluator (const Teuchos::RCP< EpetraExt::ModelEvaluator > &me, const Teuchos::RCP< const Stokhos::OrthogPolyBasis< int, double > > &sg_basis, const Teuchos::RCP< const Stokhos::Quadrature< int, double > > &sg_quad, const Teuchos::RCP< Stokhos::OrthogPolyExpansion< int, double > > &sg_exp, const Teuchos::RCP< const Stokhos::ParallelData > &sg_parallel_data, const Teuchos::RCP< Teuchos::ParameterList > ¶ms, bool scaleOP=true) | |
Teuchos::RCP < EpetraExt::BlockVector > | import_solution (const Epetra_Vector &x) const |
Import parallel solution vector. More... | |
Teuchos::RCP < Stokhos::EpetraVectorOrthogPoly > | import_solution_poly (const Epetra_Vector &x) const |
Import parallel solution vector. More... | |
Teuchos::RCP < EpetraExt::BlockVector > | export_solution (const Epetra_Vector &x_overlapped) const |
Export parallel solution vector. More... | |
Teuchos::RCP < EpetraExt::BlockVector > | import_residual (const Epetra_Vector &f) const |
Import parallel residual vector. More... | |
Teuchos::RCP < EpetraExt::BlockVector > | export_residual (const Epetra_Vector &f_overlapped) const |
Export parallel residual vector. More... | |
Public Member Functions inherited from Stokhos::SGModelEvaluatorBase | |
SGModelEvaluatorBase () | |
virtual | ~SGModelEvaluatorBase () |
Destructor. More... | |
Protected Attributes | |
Teuchos::RCP < EpetraExt::ModelEvaluator > | me |
Underlying model evaluator. More... | |
Teuchos::RCP< const Stokhos::OrthogPolyBasis< int, double > > | sg_basis |
Stochastic Galerkin basis. More... | |
Teuchos::RCP< const Stokhos::Quadrature< int, double > > | sg_quad |
Stochastic Galerkin quadrature. More... | |
Teuchos::RCP < Stokhos::OrthogPolyExpansion < int, double > > | sg_exp |
Stochastic Galerkin expansion. More... | |
Teuchos::RCP < Teuchos::ParameterList > | params |
Algorithmic parameters. More... | |
unsigned int | num_sg_blocks |
Number of stochastic blocks. More... | |
unsigned int | num_W_blocks |
Number of W stochastic blocks (may be smaller than num_sg_blocks) More... | |
unsigned int | num_p_blocks |
Number of p stochastic blocks (may be smaller than num_sg_blocks) More... | |
bool | supports_x |
Whether we support x (and thus f and W) More... | |
Teuchos::RCP< const Epetra_Map > | x_map |
Underlying unknown map. More... | |
Teuchos::RCP< const Epetra_Map > | f_map |
Underlying residual map. More... | |
Teuchos::RCP< const Stokhos::ParallelData > | sg_parallel_data |
Parallel SG data. More... | |
Teuchos::RCP< const EpetraExt::MultiComm > | sg_comm |
Parallel SG communicator. More... | |
Teuchos::RCP< const Stokhos::EpetraSparse3Tensor > | epetraCijk |
Epetra Cijk. More... | |
Teuchos::RCP< const Stokhos::EpetraSparse3Tensor > | serialCijk |
Serial Epetra Cijk for dgdx*. More... | |
Teuchos::RCP< const Epetra_BlockMap > | stoch_row_map |
Map for stochastic blocks. More... | |
Teuchos::RCP< const Epetra_BlockMap > | overlapped_stoch_row_map |
Overlapped map for stochastic blocks (local map) More... | |
Teuchos::RCP< const Epetra_BlockMap > | overlapped_stoch_p_map |
Overlapped map for p stochastic blocks (local map) More... | |
Teuchos::RCP< const Epetra_Map > | sg_x_map |
Block SG unknown map. More... | |
Teuchos::RCP< const Epetra_Map > | sg_overlapped_x_map |
Block SG overlapped unknown map. More... | |
Teuchos::RCP< const Epetra_Map > | sg_f_map |
Block SG residual map. More... | |
Teuchos::RCP< const Epetra_Map > | sg_overlapped_f_map |
Block SG overlapped residual map. More... | |
Teuchos::RCP< Epetra_Import > | sg_overlapped_x_importer |
Importer from SG to SG-overlapped maps. More... | |
Teuchos::RCP< Epetra_Export > | sg_overlapped_f_exporter |
Exporter from SG-overlapped to SG maps. More... | |
int | num_p |
Number of parameter vectors of underlying model evaluator. More... | |
int | num_p_sg |
Number of stochastic parameter vectors. More... | |
Teuchos::Array< int > | sg_p_index_map |
Index map between block-p and p_sg maps. More... | |
Teuchos::Array< Teuchos::RCP < const Epetra_Map > > | sg_p_map |
Block SG parameter map. More... | |
Teuchos::Array< Teuchos::RCP < Teuchos::Array< std::string > > > | sg_p_names |
SG coefficient parameter names. More... | |
int | num_g |
Number of response vectors of underlying model evaluator. More... | |
int | num_g_sg |
Number of stochastic response vectors. More... | |
Teuchos::Array< int > | sg_g_index_map |
Index map between block-g and g_sg maps. More... | |
Teuchos::Array< Teuchos::RCP < const Epetra_Map > > | sg_g_map |
Block SG response map. More... | |
Teuchos::RCP < Stokhos::EpetraVectorOrthogPoly > | x_dot_sg_blocks |
x_dot stochastic Galerkin components More... | |
Teuchos::RCP < Stokhos::EpetraVectorOrthogPoly > | x_sg_blocks |
x stochastic Galerkin components More... | |
Teuchos::RCP < Stokhos::EpetraVectorOrthogPoly > | f_sg_blocks |
f stochastic Galerkin components More... | |
Teuchos::RCP < Stokhos::EpetraOperatorOrthogPoly > | W_sg_blocks |
W stochastic Galerkin components. More... | |
Teuchos::RCP < Stokhos::EpetraVectorOrthogPoly > | sg_x_init |
SG initial x. More... | |
Teuchos::Array< Teuchos::RCP < Stokhos::EpetraVectorOrthogPoly > > | sg_p_init |
SG initial p. More... | |
bool | eval_W_with_f |
Whether to always evaluate W with f. More... | |
Teuchos::RCP< Stokhos::SGOperator > | my_W |
W pointer for evaluating W with f. More... | |
Teuchos::RCP< Epetra_Vector > | my_x |
x pointer for evaluating preconditioner More... | |
bool | scaleOP |
Teuchos::RCP < Stokhos::SGPreconditionerFactory > | sg_prec_factory |
Preconditioner factory. More... | |
Overridden from EpetraExt::ModelEvaluator . | |
Teuchos::RCP< const Epetra_Map > | get_x_map () const |
Return solution vector map. More... | |
Teuchos::RCP< const Epetra_Map > | get_f_map () const |
Return residual vector map. More... | |
Teuchos::RCP< const Epetra_Map > | get_p_map (int l) const |
Return parameter vector map. More... | |
Teuchos::RCP< const Epetra_Map > | get_g_map (int l) const |
Return response map. More... | |
Teuchos::RCP< const Teuchos::Array< std::string > > | get_p_names (int l) const |
Return array of parameter names. More... | |
Teuchos::RCP< const Epetra_Vector > | get_x_init () const |
Return initial solution. More... | |
Teuchos::RCP< const Epetra_Vector > | get_p_init (int l) const |
Return initial parameters. More... | |
Teuchos::RCP< Epetra_Operator > | create_W () const |
Create W = alpha*M + beta*J matrix. More... | |
Teuchos::RCP < EpetraExt::ModelEvaluator::Preconditioner > | create_WPrec () const |
Create preconditioner operator. More... | |
Teuchos::RCP< Epetra_Operator > | create_DgDx_dot_op (int j) const |
Create SG operator representing dg/dxdot. More... | |
Teuchos::RCP< Epetra_Operator > | create_DgDx_op (int j) const |
Create SG operator representing dg/dx. More... | |
Teuchos::RCP< Epetra_Operator > | create_DgDp_op (int j, int i) const |
Create SG operator representing dg/dp. More... | |
Teuchos::RCP< Epetra_Operator > | create_DfDp_op (int i) const |
Create SG operator representing df/dp. More... | |
InArgs | createInArgs () const |
Create InArgs. More... | |
OutArgs | createOutArgs () const |
Create OutArgs. More... | |
void | evalModel (const InArgs &inArgs, const OutArgs &outArgs) const |
Evaluate model on InArgs. More... | |
Nonlinear, stochastic Galerkin ModelEvaluator.
SGModelEvaluator is an implementation of EpetraExt::ModelEvaluator that generates a nonlinear problem from a stochastic Galerkin expansion. It wraps a supplied ModelEvaluator that supports the SG versions of p, x, and possibly x_dot InArgs, and f and W OutArgs, and translates those into a new nonlinear problem. It does so by concatenating all of the SG components of p, x, x_dot, and f into extended block vectors that form the parameters, solution vector, time derivative vector and residual for the new nonlinear problem. For dealing with the W matrix two methods are supported: forming a fully-assembled SG matrix and a "matrix free" method. The choice is selected by setting the "Jacobian Method" parameter of the parameter list supplied to the constructor, which can be either "Fully Assembled" or "Matrix Free". In the first case, the W operator of the underlying model evaluator must be an Epetra_CrsMatrix. In the second case, a preconditioner for the mean block must also be supplied via the "Preconditioner Factory" parameter of this list. This preconditioner factory must implement the Stokhos::PreconditionerFactory interface also supplied in this file. Currently using a preconditioner for the mean is the only option available for preconditioning the SG system when using the matrix-free method.
Definition at line 90 of file Stokhos_SGModelEvaluator.hpp.
Stokhos::SGModelEvaluator::SGModelEvaluator | ( | const Teuchos::RCP< EpetraExt::ModelEvaluator > & | me, |
const Teuchos::RCP< const Stokhos::OrthogPolyBasis< int, double > > & | sg_basis, | ||
const Teuchos::RCP< const Stokhos::Quadrature< int, double > > & | sg_quad, | ||
const Teuchos::RCP< Stokhos::OrthogPolyExpansion< int, double > > & | sg_exp, | ||
const Teuchos::RCP< const Stokhos::ParallelData > & | sg_parallel_data, | ||
const Teuchos::RCP< Teuchos::ParameterList > & | params, | ||
bool | scaleOP = true |
||
) |
Definition at line 56 of file Stokhos_SGModelEvaluator.cpp.
Teuchos::RCP< const Epetra_Map > Stokhos::SGModelEvaluator::get_x_map | ( | ) | const |
Return solution vector map.
Definition at line 264 of file Stokhos_SGModelEvaluator.cpp.
Teuchos::RCP< const Epetra_Map > Stokhos::SGModelEvaluator::get_f_map | ( | ) | const |
Return residual vector map.
Definition at line 270 of file Stokhos_SGModelEvaluator.cpp.
Teuchos::RCP< const Epetra_Map > Stokhos::SGModelEvaluator::get_p_map | ( | int | l | ) | const |
Return parameter vector map.
Definition at line 276 of file Stokhos_SGModelEvaluator.cpp.
Teuchos::RCP< const Epetra_Map > Stokhos::SGModelEvaluator::get_g_map | ( | int | l | ) | const |
Return response map.
Definition at line 289 of file Stokhos_SGModelEvaluator.cpp.
Teuchos::RCP< const Teuchos::Array< std::string > > Stokhos::SGModelEvaluator::get_p_names | ( | int | l | ) | const |
Return array of parameter names.
Definition at line 297 of file Stokhos_SGModelEvaluator.cpp.
Teuchos::RCP< const Epetra_Vector > Stokhos::SGModelEvaluator::get_x_init | ( | ) | const |
Return initial solution.
Definition at line 310 of file Stokhos_SGModelEvaluator.cpp.
Teuchos::RCP< const Epetra_Vector > Stokhos::SGModelEvaluator::get_p_init | ( | int | l | ) | const |
Return initial parameters.
Definition at line 316 of file Stokhos_SGModelEvaluator.cpp.
Teuchos::RCP< Epetra_Operator > Stokhos::SGModelEvaluator::create_W | ( | ) | const |
Create W = alpha*M + beta*J matrix.
Definition at line 329 of file Stokhos_SGModelEvaluator.cpp.
Teuchos::RCP< EpetraExt::ModelEvaluator::Preconditioner > Stokhos::SGModelEvaluator::create_WPrec | ( | ) | const |
Create preconditioner operator.
Definition at line 355 of file Stokhos_SGModelEvaluator.cpp.
Teuchos::RCP< Epetra_Operator > Stokhos::SGModelEvaluator::create_DgDx_dot_op | ( | int | j | ) | const |
Create SG operator representing dg/dxdot.
Definition at line 422 of file Stokhos_SGModelEvaluator.cpp.
Teuchos::RCP< Epetra_Operator > Stokhos::SGModelEvaluator::create_DgDx_op | ( | int | j | ) | const |
Create SG operator representing dg/dx.
Definition at line 369 of file Stokhos_SGModelEvaluator.cpp.
Teuchos::RCP< Epetra_Operator > Stokhos::SGModelEvaluator::create_DgDp_op | ( | int | j, |
int | i | ||
) | const |
Create SG operator representing dg/dp.
Definition at line 475 of file Stokhos_SGModelEvaluator.cpp.
Teuchos::RCP< Epetra_Operator > Stokhos::SGModelEvaluator::create_DfDp_op | ( | int | i | ) | const |
Create SG operator representing df/dp.
Definition at line 553 of file Stokhos_SGModelEvaluator.cpp.
EpetraExt::ModelEvaluator::InArgs Stokhos::SGModelEvaluator::createInArgs | ( | ) | const |
Create InArgs.
Definition at line 628 of file Stokhos_SGModelEvaluator.cpp.
EpetraExt::ModelEvaluator::OutArgs Stokhos::SGModelEvaluator::createOutArgs | ( | ) | const |
Create OutArgs.
Definition at line 650 of file Stokhos_SGModelEvaluator.cpp.
void Stokhos::SGModelEvaluator::evalModel | ( | const InArgs & | inArgs, |
const OutArgs & | outArgs | ||
) | const |
Evaluate model on InArgs.
Definition at line 686 of file Stokhos_SGModelEvaluator.cpp.
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Set initial solution polynomial.
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1059 of file Stokhos_SGModelEvaluator.cpp.
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Return initial SG x.
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1066 of file Stokhos_SGModelEvaluator.cpp.
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Set initial parameter polynomial.
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1072 of file Stokhos_SGModelEvaluator.cpp.
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Return initial SG parameters.
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1085 of file Stokhos_SGModelEvaluator.cpp.
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Get indices of SG parameters.
These indices determine which parameter vectors support SG
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1097 of file Stokhos_SGModelEvaluator.cpp.
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Get indices of SG responses.
These indices determine which response vectors support SG
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1103 of file Stokhos_SGModelEvaluator.cpp.
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Get base maps of SG responses.
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1109 of file Stokhos_SGModelEvaluator.cpp.
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Return overlap stochastic map.
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1118 of file Stokhos_SGModelEvaluator.cpp.
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Return x sg overlap map.
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1124 of file Stokhos_SGModelEvaluator.cpp.
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Return x sg importer.
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1130 of file Stokhos_SGModelEvaluator.cpp.
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Create vector orthog poly using x map and owned sg map.
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1136 of file Stokhos_SGModelEvaluator.cpp.
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Create vector orthog poly using x map and overlap sg map.
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1151 of file Stokhos_SGModelEvaluator.cpp.
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Create vector orthog poly using x map and owned sg map.
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1167 of file Stokhos_SGModelEvaluator.cpp.
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Create vector orthog poly using x map and overlap sg map.
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1183 of file Stokhos_SGModelEvaluator.cpp.
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Create vector orthog poly using p map.
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1201 of file Stokhos_SGModelEvaluator.cpp.
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Create vector orthog poly using f map and owned sg map.
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1223 of file Stokhos_SGModelEvaluator.cpp.
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Create vector orthog poly using f map and overlap sg map.
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1238 of file Stokhos_SGModelEvaluator.cpp.
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Create multi-vector orthog poly using f map and owned sg map.
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1254 of file Stokhos_SGModelEvaluator.cpp.
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Create multi-vector orthog poly using f map and overlap sg map.
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1272 of file Stokhos_SGModelEvaluator.cpp.
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Create vector orthog poly using g map.
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1290 of file Stokhos_SGModelEvaluator.cpp.
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Create multi-vector orthog poly using g map.
Implements Stokhos::SGModelEvaluatorBase.
Definition at line 1314 of file Stokhos_SGModelEvaluator.cpp.
Teuchos::RCP< EpetraExt::BlockVector > Stokhos::SGModelEvaluator::import_solution | ( | const Epetra_Vector & | x | ) | const |
Import parallel solution vector.
Definition at line 1339 of file Stokhos_SGModelEvaluator.cpp.
Teuchos::RCP< Stokhos::EpetraVectorOrthogPoly > Stokhos::SGModelEvaluator::import_solution_poly | ( | const Epetra_Vector & | x | ) | const |
Import parallel solution vector.
Definition at line 1348 of file Stokhos_SGModelEvaluator.cpp.
Teuchos::RCP< EpetraExt::BlockVector > Stokhos::SGModelEvaluator::export_solution | ( | const Epetra_Vector & | x_overlapped | ) | const |
Export parallel solution vector.
Definition at line 1360 of file Stokhos_SGModelEvaluator.cpp.
Teuchos::RCP< EpetraExt::BlockVector > Stokhos::SGModelEvaluator::import_residual | ( | const Epetra_Vector & | f | ) | const |
Import parallel residual vector.
Definition at line 1369 of file Stokhos_SGModelEvaluator.cpp.
Teuchos::RCP< EpetraExt::BlockVector > Stokhos::SGModelEvaluator::export_residual | ( | const Epetra_Vector & | f_overlapped | ) | const |
Export parallel residual vector.
Definition at line 1378 of file Stokhos_SGModelEvaluator.cpp.
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Underlying model evaluator.
Definition at line 278 of file Stokhos_SGModelEvaluator.hpp.
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Stochastic Galerkin basis.
Definition at line 281 of file Stokhos_SGModelEvaluator.hpp.
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Stochastic Galerkin quadrature.
Definition at line 284 of file Stokhos_SGModelEvaluator.hpp.
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Stochastic Galerkin expansion.
Definition at line 287 of file Stokhos_SGModelEvaluator.hpp.
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Algorithmic parameters.
Definition at line 290 of file Stokhos_SGModelEvaluator.hpp.
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Number of stochastic blocks.
Definition at line 293 of file Stokhos_SGModelEvaluator.hpp.
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Number of W stochastic blocks (may be smaller than num_sg_blocks)
Definition at line 296 of file Stokhos_SGModelEvaluator.hpp.
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Number of p stochastic blocks (may be smaller than num_sg_blocks)
Definition at line 299 of file Stokhos_SGModelEvaluator.hpp.
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Whether we support x (and thus f and W)
Definition at line 302 of file Stokhos_SGModelEvaluator.hpp.
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Underlying unknown map.
Definition at line 305 of file Stokhos_SGModelEvaluator.hpp.
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Underlying residual map.
Definition at line 308 of file Stokhos_SGModelEvaluator.hpp.
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Parallel SG data.
Definition at line 311 of file Stokhos_SGModelEvaluator.hpp.
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Parallel SG communicator.
Definition at line 314 of file Stokhos_SGModelEvaluator.hpp.
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Epetra Cijk.
Definition at line 317 of file Stokhos_SGModelEvaluator.hpp.
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Serial Epetra Cijk for dgdx*.
Definition at line 320 of file Stokhos_SGModelEvaluator.hpp.
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Map for stochastic blocks.
Definition at line 323 of file Stokhos_SGModelEvaluator.hpp.
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Overlapped map for stochastic blocks (local map)
Definition at line 326 of file Stokhos_SGModelEvaluator.hpp.
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Overlapped map for p stochastic blocks (local map)
Definition at line 329 of file Stokhos_SGModelEvaluator.hpp.
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Block SG unknown map.
Definition at line 332 of file Stokhos_SGModelEvaluator.hpp.
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Block SG overlapped unknown map.
Definition at line 335 of file Stokhos_SGModelEvaluator.hpp.
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Block SG residual map.
Definition at line 338 of file Stokhos_SGModelEvaluator.hpp.
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Block SG overlapped residual map.
Definition at line 341 of file Stokhos_SGModelEvaluator.hpp.
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Importer from SG to SG-overlapped maps.
Definition at line 344 of file Stokhos_SGModelEvaluator.hpp.
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Exporter from SG-overlapped to SG maps.
Definition at line 347 of file Stokhos_SGModelEvaluator.hpp.
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Number of parameter vectors of underlying model evaluator.
Definition at line 350 of file Stokhos_SGModelEvaluator.hpp.
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Number of stochastic parameter vectors.
Definition at line 353 of file Stokhos_SGModelEvaluator.hpp.
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Index map between block-p and p_sg maps.
Definition at line 356 of file Stokhos_SGModelEvaluator.hpp.
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Block SG parameter map.
Definition at line 359 of file Stokhos_SGModelEvaluator.hpp.
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SG coefficient parameter names.
Definition at line 362 of file Stokhos_SGModelEvaluator.hpp.
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Number of response vectors of underlying model evaluator.
Definition at line 365 of file Stokhos_SGModelEvaluator.hpp.
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Number of stochastic response vectors.
Definition at line 368 of file Stokhos_SGModelEvaluator.hpp.
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Index map between block-g and g_sg maps.
Definition at line 371 of file Stokhos_SGModelEvaluator.hpp.
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Block SG response map.
Definition at line 374 of file Stokhos_SGModelEvaluator.hpp.
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x_dot stochastic Galerkin components
Definition at line 377 of file Stokhos_SGModelEvaluator.hpp.
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x stochastic Galerkin components
Definition at line 380 of file Stokhos_SGModelEvaluator.hpp.
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f stochastic Galerkin components
Definition at line 383 of file Stokhos_SGModelEvaluator.hpp.
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W stochastic Galerkin components.
Definition at line 386 of file Stokhos_SGModelEvaluator.hpp.
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SG initial x.
Definition at line 389 of file Stokhos_SGModelEvaluator.hpp.
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SG initial p.
Definition at line 392 of file Stokhos_SGModelEvaluator.hpp.
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Whether to always evaluate W with f.
Definition at line 395 of file Stokhos_SGModelEvaluator.hpp.
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W pointer for evaluating W with f.
Definition at line 398 of file Stokhos_SGModelEvaluator.hpp.
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x pointer for evaluating preconditioner
Definition at line 401 of file Stokhos_SGModelEvaluator.hpp.
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Definition at line 403 of file Stokhos_SGModelEvaluator.hpp.
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Preconditioner factory.
Definition at line 406 of file Stokhos_SGModelEvaluator.hpp.