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Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP > Class Template Reference

This class implements the stochastic pseudo-block CG iteration, where the basic stochastic CG algorithm is performed on all of the linear systems simultaneously. The implementation is a pseudo-block generalization of the stochastic CG algorithm of Parker and Fox, SISC 2012. More...

#include <BelosPseudoBlockStochasticCGIter.hpp>

Inheritance diagram for Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >:
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Public Types

typedef MultiVecTraits
< ScalarType, MV > 		MVT
 
typedef OperatorTraits
< ScalarType, MV, OP > 		OPT
 
typedef Teuchos::ScalarTraits
< ScalarType > 		SCT
 
typedef SCT::magnitudeType MagnitudeType
 

Private Member Functions

Teuchos::SerialDenseVector
< int, ScalarType > & 		normal ()
 Wrapper for Normal(0,1) random variables. More...
 

Private Attributes

const Teuchos::RCP
< LinearProblem< ScalarType,
MV, OP > > 		lp_
 
const Teuchos::RCP
< OutputManager< ScalarType > > 		om_
 
const Teuchos::RCP< StatusTest
< ScalarType, MV, OP > > 		stest_
 
int numRHS_
 
bool initialized_
 
int iter_
 
bool assertPositiveDefiniteness_
 
Teuchos::RCP< MV > R_
 
Teuchos::RCP< MV > Z_
 
Teuchos::RCP< MV > P_
 
Teuchos::RCP< MV > AP_
 
Teuchos::RCP< MV > Y_
 
Teuchos::SerialDenseVector
< int, ScalarType > 		randvec_
 

Constructors/Destructor

 PseudoBlockStochasticCGIter (const Teuchos::RCP< LinearProblem< ScalarType, MV, OP > > &problem, const Teuchos::RCP< OutputManager< ScalarType > > &printer, const Teuchos::RCP< StatusTest< ScalarType, MV, OP > > &tester, Teuchos::ParameterList &params)
 PseudoBlockStochasticCGIter constructor with linear problem, solver utilities, and parameter list of solver options. More...
 
virtual ~PseudoBlockStochasticCGIter ()
 Destructor. More...
 

Solver methods

void iterate ()
 This method performs stochastic CG iterations on each linear system until the status test indicates the need to stop or an error occurs (in which case, an std::exception is thrown). More...
 
void initializeCG (StochasticCGIterationState< ScalarType, MV > &newstate)
 Initialize the solver to an iterate, providing a complete state. More...
 
void initialize ()
 Initialize the solver with the initial vectors from the linear problem or random data. More...
 
StochasticCGIterationState
< ScalarType, MV > 		getState () const
 Get the current state of the linear solver. More...
 

Status methods

int getNumIters () const
 Get the current iteration count. More...
 
void resetNumIters (int iter=0)
 Reset the iteration count. More...
 
Teuchos::RCP< const MV > getNativeResiduals (std::vector< MagnitudeType > *) const
 Get the norms of the residuals native to the solver. More...
 
Teuchos::RCP< MV > getCurrentUpdate () const
 Get the current update to the linear system. More...
 
Teuchos::RCP< MV > getStochasticVector () const
 Get the stochastic vector. More...
 

Accessor methods

const LinearProblem
< ScalarType, MV, OP > & 		getProblem () const
 Get a constant reference to the linear problem. More...
 
int getBlockSize () const
 Get the blocksize to be used by the iterative solver in solving this linear problem. More...
 
void setBlockSize (int blockSize)
 Set the blocksize. More...
 
bool isInitialized ()
 States whether the solver has been initialized or not. More...
 

Detailed Description

template<class ScalarType, class MV, class OP>
class Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >

This class implements the stochastic pseudo-block CG iteration, where the basic stochastic CG algorithm is performed on all of the linear systems simultaneously. The implementation is a pseudo-block generalization of the stochastic CG algorithm of Parker and Fox, SISC 2012.

THIS CODE IS CURRENTLY EXPERIMENTAL. CAVEAT EMPTOR.

Author
Chris Siefert

Definition at line 86 of file BelosPseudoBlockStochasticCGIter.hpp.

Member Typedef Documentation

template<class ScalarType , class MV , class OP >
typedef MultiVecTraits<ScalarType,MV> Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::MVT

Definition at line 93 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
typedef OperatorTraits<ScalarType,MV,OP> Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::OPT

Definition at line 94 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
typedef Teuchos::ScalarTraits<ScalarType> Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::SCT

Definition at line 95 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
typedef SCT::magnitudeType Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::MagnitudeType

Definition at line 96 of file BelosPseudoBlockStochasticCGIter.hpp.

Constructor & Destructor Documentation

template<class ScalarType , class MV , class OP >
Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::PseudoBlockStochasticCGIter ( const Teuchos::RCP< LinearProblem< ScalarType, MV, OP > > &  problem,
const Teuchos::RCP< OutputManager< ScalarType > > &  printer,
const Teuchos::RCP< StatusTest< ScalarType, MV, OP > > &  tester,
Teuchos::ParameterList &  params 
)

PseudoBlockStochasticCGIter constructor with linear problem, solver utilities, and parameter list of solver options.

This constructor takes pointers required by the linear solver, in addition to a parameter list of options for the linear solver.

Definition at line 324 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
virtual Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::~PseudoBlockStochasticCGIter ( )
inlinevirtual

Destructor.

Definition at line 112 of file BelosPseudoBlockStochasticCGIter.hpp.

Member Function Documentation

template<class ScalarType , class MV , class OP >
void Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::iterate ( )
virtual

This method performs stochastic CG iterations on each linear system until the status test indicates the need to stop or an error occurs (in which case, an std::exception is thrown).

iterate() will first determine whether the solver is initialized; if not, it will call initialize() using default arguments. After initialization, the solver performs stochastic CG iterations until the status test evaluates as Passed, at which point the method returns to the caller.

The status test is queried at the beginning of the iteration.

Implements Belos::Iteration< ScalarType, MV, OP >.

Definition at line 424 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::initializeCG ( StochasticCGIterationState< ScalarType, MV > &  newstate)
virtual

Initialize the solver to an iterate, providing a complete state.

The PseudoBlockStochasticCGIter contains a certain amount of state, consisting of the current direction vectors and residuals.

initialize() gives the user the opportunity to manually set these, although this must be done with caution, abiding by the rules given below.

Postcondition
isInitialized() == true (see post-conditions of isInitialize())

The user has the option of specifying any component of the state using initialize(). However, these arguments are assumed to match the post-conditions specified under isInitialized(). Any necessary component of the state not given to initialize() will be generated.

Note
For any pointer in newstate which directly points to the multivectors in the solver, the data is not copied.

Implements Belos::StochasticCGIteration< ScalarType, MV, OP >.

Definition at line 342 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::initialize ( )
inlinevirtual

Initialize the solver with the initial vectors from the linear problem or random data.

Implements Belos::Iteration< ScalarType, MV, OP >.

Definition at line 159 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
StochasticCGIterationState<ScalarType,MV> Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::getState ( ) const
inlinevirtual

Get the current state of the linear solver.

The data is only valid if isInitialized() == true.

Returns
A StochasticCGIterationState object containing const pointers to the current solver state.

Implements Belos::StochasticCGIteration< ScalarType, MV, OP >.

Definition at line 172 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::getNumIters ( ) const
inlinevirtual

Get the current iteration count.

Implements Belos::Iteration< ScalarType, MV, OP >.

Definition at line 189 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::resetNumIters ( int  iter = 0)
inlinevirtual

Reset the iteration count.

Implements Belos::Iteration< ScalarType, MV, OP >.

Definition at line 192 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<const MV> Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::getNativeResiduals ( std::vector< MagnitudeType > *  ) const
inline

Get the norms of the residuals native to the solver.

Returns
A std::vector of length blockSize containing the native residuals.

Definition at line 196 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<MV> Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::getCurrentUpdate ( ) const
inlinevirtual

Get the current update to the linear system.

Note
This method returns a null pointer because the linear problem is current.

Implements Belos::Iteration< ScalarType, MV, OP >.

Definition at line 201 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<MV> Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::getStochasticVector ( ) const
inline

Get the stochastic vector.

Definition at line 204 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
const LinearProblem<ScalarType,MV,OP>& Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::getProblem ( ) const
inlinevirtual

Get a constant reference to the linear problem.

Implements Belos::Iteration< ScalarType, MV, OP >.

Definition at line 212 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::getBlockSize ( ) const
inlinevirtual

Get the blocksize to be used by the iterative solver in solving this linear problem.

Implements Belos::Iteration< ScalarType, MV, OP >.

Definition at line 215 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
void Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::setBlockSize ( int  blockSize)
inlinevirtual

Set the blocksize.

Implements Belos::Iteration< ScalarType, MV, OP >.

Definition at line 218 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
bool Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::isInitialized ( )
inlinevirtual

States whether the solver has been initialized or not.

Implements Belos::Iteration< ScalarType, MV, OP >.

Definition at line 224 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::SerialDenseVector<int,ScalarType>& Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::normal ( )
inlineprivate

Wrapper for Normal(0,1) random variables.

Definition at line 231 of file BelosPseudoBlockStochasticCGIter.hpp.

Member Data Documentation

template<class ScalarType , class MV , class OP >
const Teuchos::RCP<LinearProblem<ScalarType,MV,OP> > Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::lp_
private

Definition at line 274 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
const Teuchos::RCP<OutputManager<ScalarType> > Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::om_
private

Definition at line 275 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
const Teuchos::RCP<StatusTest<ScalarType,MV,OP> > Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::stest_
private

Definition at line 276 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::numRHS_
private

Definition at line 282 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
bool Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::initialized_
private

Definition at line 290 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
int Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::iter_
private

Definition at line 293 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
bool Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::assertPositiveDefiniteness_
private

Definition at line 296 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<MV> Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::R_
private

Definition at line 302 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<MV> Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::Z_
private

Definition at line 305 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<MV> Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::P_
private

Definition at line 308 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<MV> Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::AP_
private

Definition at line 311 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::RCP<MV> Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::Y_
private

Definition at line 314 of file BelosPseudoBlockStochasticCGIter.hpp.

template<class ScalarType , class MV , class OP >
Teuchos::SerialDenseVector<int,ScalarType> Belos::PseudoBlockStochasticCGIter< ScalarType, MV, OP >::randvec_
private

Definition at line 317 of file BelosPseudoBlockStochasticCGIter.hpp.

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