Date: 2015-10-02T22:31:27+00:00

Actual source code: pounders.h
petsc-3.6.2 2015-10-02
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      1: #ifndef __TAO_MFQNLS_H
      3: #include <petsc/private/taoimpl.h>
      4: #include <petsc.h>
      5: #include <petscblaslapack.h>

      7: typedef struct {
      8:   PetscInt npmax;  /* Max number of interpolation points (>n+1) (def: 2n+1) */
      9:   PetscInt nmax; /* Max(n*(n+1)/2, 5*npmax) */
     10:   PetscInt m,n;
     11:   Vec *Xhist;
     12:   Vec *Fhist;
     13:   PetscReal *Fres; /* (nfmax) */
     14:   PetscReal *RES; /* npxm */
     15:   PetscReal *work; /* (n) */
     16:   PetscReal *work2; /* (n) */
     17:   PetscReal *work3; /* (n) */
     18:   PetscReal *xmin; /* (n) */
     19:   PetscReal *mwork; /* (m) */
     20:   PetscReal *Disp; /* nxn */
     21:   PetscReal *Fdiff;/* nxm */
     22:   PetscReal *H; /* model hessians (mxnxn) */
     23:   PetscReal *Hres;  /* nxn */
     24:   PetscReal *Gres;  /* n */
     25:   PetscReal *Gdel; /* mxn */
     26:   PetscReal *Hdel; /* mxnxn */
     27:   PetscReal *Gpoints; /* nxn */
     28:   PetscReal *C; /* m */
     29:   PetscReal *Xsubproblem; /* n */
     30:   PetscInt *indices; /* 1,2,3...m */
     31:   PetscInt minindex;
     32:   PetscInt nmodelpoints;
     33:   PetscInt *model_indices; /* n */
     34:   PetscInt last_nmodelpoints;
     35:   PetscInt *last_model_indices; /* n */
     36:   PetscInt *interp_indices; /* n */
     37:   PetscBLASInt *iwork; /* n */
     38:   PetscInt nHist;
     39:   VecScatter scatterf,scatterx;
     40:   Vec localf, localx, localfmin, localxmin;
     41:   Vec workxvec;
     42:   PetscMPIInt size;

     45:   PetscReal delta; /* Trust region radius (>0) */
     46:   PetscReal delta0;
     47:   PetscBool usegqt;
     48:   Mat Hs;
     49:   Vec b;

     51:   PetscReal deltamax;
     52:   PetscReal deltamin;
     53:   PetscReal c1; /* Factor for checking validity */
     54:   PetscReal c2; /* Factor for linear poisedness */
     55:   PetscReal theta1; /* Pivot threshold for validity */
     56:   PetscReal theta2; /* Pivot threshold for additional points */
     57:   PetscReal gamma0; /* parameter for shrinking trust region (<1) */
     58:   PetscReal gamma1; /* parameter for enlarging trust region (>2) */
     59:   PetscReal eta0;   /* parameter 1 for accepting point (0 <= eta0 < eta1)*/
     60:   PetscReal eta1;   /* parameter 2 for accepting point (eta0 < eta1 < 1)*/
     61:   PetscReal gqt_rtol;   /* parameter used by gqt */
     62:   PetscInt gqt_maxits; /* parameter used by gqt */
     63:   /* QR factorization data */
     64:   PetscInt q_is_I;
     65:   PetscReal *Q; /* npmax x npmax */
     66:   PetscReal *Q_tmp; /* npmax x npmax */
     67:   PetscReal *tau; /* scalar factors of H(i) */
     68:   PetscReal *tau_tmp; /* scalar factors of H(i) */
     69:   PetscReal *npmaxwork; /* work vector of length npmax */
     70:   PetscBLASInt *npmaxiwork; /* integer work vector of length npmax */
     71:   /* morepoints and getquadnlsmfq */
     72:   PetscReal *L;   /* n*(n+1)/2 x npmax */
     73:   PetscReal *L_tmp;   /* n*(n+1)/2 x npmax */
     74:   PetscReal *L_save;   /* n*(n+1)/2 x npmax */
     75:   PetscReal *Z;   /* npmax x npmax-(n+1) */
     76:   PetscReal *M;   /* npmax x n+1 */
     77:   PetscReal *N;   /* npmax x n*(n+1)/2  */
     78:   PetscReal *alpha; /* n+1 */
     79:   PetscReal *beta; /*  r(n+1)/2 */
     80:   PetscReal *omega; /* npmax - np - 1 */

     82:   Tao subtao;
     83:   Vec       subxl,subxu,subx,subpdel,subndel,subb;
     84:   Mat       subH;

     86: } TAO_POUNDERS;

     89: PetscErrorCode gqt(PetscInt n, PetscReal *a, PetscInt lda, PetscReal *b, PetscReal delta, PetscReal rtol, PetscReal atol, PetscInt itmax, PetscReal *par, PetscReal *f, PetscReal *x, PetscInt *info, PetscInt *its, PetscReal *z, PetscReal *wa1, PetscReal *wa2);

     91: PetscErrorCode gqtwrap(Tao tao,PetscReal *gnorm, PetscReal *qmin);
     92: PetscErrorCode phi2eval(PetscReal *x, PetscInt n, PetscReal *phi);
     93: PetscErrorCode getquadpounders(TAO_POUNDERS *mfqP);
     94: PetscErrorCode morepoints(TAO_POUNDERS *mfqP);
     95: PetscErrorCode addpoint(Tao tao, TAO_POUNDERS *mfqP, PetscInt index);
     96: PetscErrorCode modelimprove(Tao tao, TAO_POUNDERS *mfqP, PetscInt addallpoints);
     97: PetscErrorCode affpoints(TAO_POUNDERS *mfqP, PetscReal *xmin, PetscReal c);

     99: EXTERN_C_BEGIN
    100: void dgqt_(PetscInt *n, PetscReal *a, PetscInt *lda, PetscReal *b, PetscReal *delta, PetscReal *rtol, PetscReal *atol, PetscInt *itmax, PetscReal *par, PetscReal *f, PetscReal *x, PetscInt *info, int *its, PetscReal *z, PetscReal *wa1, PetscReal *wa2);
    101: EXTERN_C_END
    102: #endif /* ifndef __TAO_MFQNLS */