Fixed step line search. More...

#include <fixed_step_linesearch.hpp>

Inheritance diagram for FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >:

Public Types
typedef Linesearch< Functional_, Filter_ >	BaseClass
	Our base class. More...

typedef Functional_::DataType	DataType
	Underlying floating point type. More...

typedef Filter_	FilterType
	Filter type to be applied to the gradient of the functional. More...

typedef Functional_::VectorTypeR	VectorType
	Input vector type for the functional's gradient. More...

Public Member Functions
	FixedStepLinesearch (const String &section_name, const PropertyMap *section, Functional_ &functional, Filter_ &filter)
	Constructor using a PropertyMap. More...

	FixedStepLinesearch (Functional_ &functional, Filter_ &filter, const DataType step_length, bool keep_iterates=false)
	Standard constructor. More...

virtual	~FixedStepLinesearch ()

virtual Status	apply (Vector_ &vec_cor, const Vector_ &vec_def)=0
	Solver application method. More...

virtual Status	apply (VectorType &vec_cor, const VectorType &vec_dir) override
	Applies the solver, setting the initial guess to zero. More...

DataType	calc_convergence_rate () const
	Computes the overall convergence rate: (defect_final / defect_initial) ^ (1 / number of iterations) More...

DataType	calc_defect_reduction () const
	Computes the overall defect reduction factor: (defect_final / defect_inital) More...

virtual Status	correct (VectorType &vec_sol, const VectorType &vec_dir) override
	Applies the solver, making use of an initial guess. More...

virtual void	done ()
	Finalization method. More...

virtual void	done_numeric ()
	Numeric finalization method. More...

virtual void	done_symbolic () override
	Symbolic finalization method. More...

virtual void	force_defect_norm_calc (bool force)
	Forces the calculation of defect norms in every iteration. More...

DataType	get_def_final () const
	Returns the final defect. More...

DataType	get_def_initial () const
	Returns the initial defect. More...

void	get_defect_from_grad (VectorType &vec_def) const
	Sets the initial gradient from a defect vector. More...

DataType	get_div_abs () const
	Returns the absolute divergence. More...

DataType	get_div_rel () const
	Returns the relative divergence. More...

DataType	get_final_fval () const
	Gets the functional value of the last iteration. More...

const VectorType &	get_initial_sol () const
	Gets the initial solution the linesearch started with. More...

Index	get_max_iter () const
	Returns the maximum number of iterations. More...

Index	get_min_iter () const
	Returns the minimal number of iterations. More...

Index	get_min_stag_iter () const
	Returns the minimum stagnation iteration count. More...

Index	get_num_iter () const
	Returns number of performed iterations. More...

String	get_plot_name () const
	Returns the plot name of the solver. More...

virtual DataType	get_rel_update () const override
	Get the relative update of the solver application. More...

DataType	get_stag_rate () const
	Returns the stagnation rate. More...

Status	get_status () const
	Returns the status. More...

virtual String	get_summary () const override
	Returns a summary string. More...

DataType	get_tol_abs () const
	Returns the absolute tolerance. More...

DataType	get_tol_abs_low () const
	Returns the lower absolute tolerance. More...

DataType	get_tol_rel () const
	Returns the relative tolerance. More...

virtual void	init ()
	Initialization method. More...

virtual void	init_numeric ()
	Numeric initialization method. More...

virtual void	init_symbolic () override
	Symbolic initialization method. More...

bool	is_converged () const
	checks for convergence More...

bool	is_converged (const DataType def_cur) const
	checks for convergence More...

bool	is_diverged () const
	checks for divergence More...

bool	is_diverged (const DataType def_cur) const
	checks for divergence More...

virtual String	name () const override
	Returns a descriptive string. More...

virtual void	plot_summary () const
	Plot a summary of the last solver run. More...

virtual void	reset ()
	Resets various member variables in case the solver is reused. More...

void	set_dir_scaling (const bool b)
	Determines if search direction scaling is to be used. More...

void	set_div_abs (DataType div_abs)
	Sets the absolute divergence for the solver. More...

void	set_div_rel (DataType div_rel)
	Sets the relative divergence for the solver. More...

void	set_grad_from_defect (const VectorType &vec_def)
	Gets a defect vector from the final gradient. More...

void	set_initial_fval (DataType f0)
	Sets the intitial functional value. More...

void	set_max_iter (Index max_iter)
	Sets the maximum iteration count for the solver. More...

void	set_min_iter (Index min_iter)
	Sets the minimum iteration count for the solver. More...

void	set_min_stag_iter (Index min_iter)
	Sets the minimum stagnate iteration count for the solver. More...

void	set_plot_interval (const Index plot_interval)
	Sets the interval between two plot outputs, if any. More...

void	set_plot_mode (const PlotMode plot_mode)
	Sets the plot mode of the solver. More...

void	set_plot_name (const String &plot_name)
	Sets the plot name of the solver. More...

void	set_stag_rate (DataType rate)
	Sets the stagnation rate for the solver. More...

virtual void	set_step_length (DataType step_length)
	Sets the step length. More...

void	set_tol_abs (DataType tol_abs)
	Sets the absolute tolerance for the solver. More...

void	set_tol_abs_low (DataType tol_abs_low)
	Sets the lower absolute tolerance for the solver. More...

void	set_tol_curvature (DataType tol_curvature)
	Sets the tolerance for the sufficient decrease in curvature. More...

void	set_tol_decrease (DataType tol_decrease)
	Sets the tolerance for the sufficient decrease in functional value. More...

void	set_tol_rel (DataType tol_rel)
	Sets the relative tolerance for the solver. More...

void	set_tol_step (DataType tol_step)
	Sets the step length tolerance. More...

virtual void	trim_func_grad (DataType &func)
	Trims the function value and gradient according to some threshold. More...

Public Attributes
std::deque< VectorType > *	iterates
	For debugging purposes, it is possible to save all iterates to this. More...

Protected Member Functions
virtual Status	_analyze_defect (Index num_iter, DataType def_cur, DataType def_prev, bool check_stag)
	Internal function: analyze the current defect. More...

virtual DataType	_calc_def_norm (const VectorType &vec_def, const VectorType &vec_sol)
	Computes the defect norm. More...

virtual Status	_check_convergence (const DataType fval, const DataType df, const DataType alpha)
	Performs the line search convergence checks using the strong Wolfe conditions. More...

bool	_plot_iter (Status st=Status::progress) const
	Plot the current iteration? More...

virtual void	_plot_iter_line (Index num_iter, DataType def_cur, DataType def_prev)
	Plots an iteration line. More...

bool	_plot_summary () const
	Plot summary? More...

void	_print_line (const String &line) const
	Prints a line. More...

bool	_progress () const
	Progress iteration? More...

void	_set_comm (const Dist::Comm *comm)
	Sets the communicator for the solver directly. More...

void	_set_comm_by_matrix (const Matrix_ &matrix)
	Sets the communicator for the solver from a matrix. More...

void	_set_comm_by_vector (const Functional_::VectorTypeR &vector)
	Sets the communicator for the solver from a vector. More...

virtual Status	_set_initial_defect (const VectorType &vec_def, const VectorType &vec_sol)
	Internal function: sets the initial defect vector. More...

virtual Status	_set_new_defect (const VectorType &vec_def, const VectorType &vec_sol)
	Internal function: sets the new (next) defect vector. More...

virtual Status	_startup (DataType &alpha, DataType &fval, DataType &delta, const VectorType &vec_sol, const VectorType &vec_dir)
	Performs the startup of the iteration. More...

virtual Status	_update_defect (const DataType def_cur_norm)
	Internal function: sets the new (next) defect norm. More...

Protected Attributes
DataType	_alpha_0
	Initial line search parameter. More...

DataType	_alpha_min
	Line search parameter. More...

const Dist::Comm *	_comm
	Communicator of the solver. More...

DataType	_def_cur
	current defect More...

DataType	_def_init
	initial defect More...

DataType	_def_prev
	previous iteration defect More...

DataType	_delta_0
	Initial <vec_dir, vec_grad> More...

bool	_dir_scaling

DataType	_div_abs
	absolute divergence parameter More...

DataType	_div_rel
	relative divergence parameter More...

Filter_ &	_filter
	The filter to be applied to the functional's gradient. More...

bool	_force_def_norm_calc
	whether skipping of defect computation is allowed or not More...

Functional_ &	_functional
	The (nonlinear) functional. More...

DataType	_fval_0
	Initial functional value. More...

DataType	_fval_min
	Functional functional value. More...

Index	_iter_digits
	iteration count digits for plotting More...

Index	_max_iter
	maximum number of iterations More...

Index	_min_iter
	minimum number of iterations More...

Index	_min_stag_iter
	minimum number of stagnation iterations More...

DataType	_norm_dir
	The 2-norm of the search direction. More...

DataType	_norm_sol
	The 2-norm of the iterate. More...

Index	_num_iter
	number of performed iterations More...

Index	_num_stag_iter
	number of consecutive stagnated iterations More...

Index	_plot_interval
	plot output interval More...

PlotMode	_plot_mode
	whether to plot something More...

String	_plot_name
	name of the solver in plots More...

DataType	_stag_rate
	stagnation rate More...

Status	_status
	current status of the solver More...

DataType	_tol_abs
	absolute tolerance parameter More...

DataType	_tol_abs_low
	absolute low tolerance parameter More...

DataType	_tol_curvature
	Tolerance for sufficient decrease in the norm of the gradient (Wolfe conditions) More...

DataType	_tol_decrease
	Tolerance for sufficient decrease in the functional value (Wolfe conditions) More...

DataType	_tol_rel
	relative tolerance parameter More...

DataType	_tol_step
	Tolerance for the update step. More...

DataType	_trim_threshold
	Threshold for trimming function value and gradient. More...

VectorType	_vec_grad
	Gradient vector. More...

VectorType	_vec_initial_sol
	Initial solution. More...

VectorType	_vec_pn
	descend direction vector, normalized for better numerical stability More...

VectorType	_vec_tmp
	temporary vector More...

Private Attributes
DataType	_step_length
	The length of the step. More...

Detailed Description

template<typename Functional_, typename Filter_>
class FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >

Fixed step line search.

This does not perform a line search, it just returns a constant step size

Definition at line 22 of file fixed_step_linesearch.hpp.

Member Typedef Documentation

◆ BaseClass

template<typename Functional_ , typename Filter_ >

typedef Linesearch<Functional_, Filter_> FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::BaseClass

Our base class.

Definition at line 32 of file fixed_step_linesearch.hpp.

◆ DataType

template<typename Functional_ , typename Filter_ >

typedef Functional_::DataType FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::DataType

Underlying floating point type.

Definition at line 30 of file fixed_step_linesearch.hpp.

◆ FilterType

template<typename Functional_ , typename Filter_ >

typedef Filter_ FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::FilterType

Filter type to be applied to the gradient of the functional.

Definition at line 26 of file fixed_step_linesearch.hpp.

◆ VectorType

template<typename Functional_ , typename Filter_ >

typedef Functional_::VectorTypeR FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::VectorType

Input vector type for the functional's gradient.

Definition at line 28 of file fixed_step_linesearch.hpp.

Constructor & Destructor Documentation

◆ FixedStepLinesearch() [1/2]

template<typename Functional_ , typename Filter_ >

FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::FixedStepLinesearch	(	Functional_ &	functional,
		Filter_ &	filter,
		const DataType	step_length,
		bool	keep_iterates = `false`
	)

inlineexplicit

Standard constructor.

Parameters

[in,out]	functional	The (nonlinear) functional. Cannot be const because it saves its own state.
[in]	filter	Filter to apply to the functional's gradient.
[in]	step_length	The length of the step returned by this "line search".
[in]	keep_iterates	Keep all iterates in a std::deque. Defaults to false.

Definition at line 55 of file fixed_step_linesearch.hpp.

References FEAT::Solver::Linesearch< Functional_, Filter_ >::_alpha_min, and FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::_step_length.

◆ FixedStepLinesearch() [2/2]

template<typename Functional_ , typename Filter_ >

FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::FixedStepLinesearch	(	const String &	section_name,
		const PropertyMap *	section,
		Functional_ &	functional,
		Filter_ &	filter
	)

inlineexplicit

Constructor using a PropertyMap.

Parameters

[in]	section_name	The name of the config section, which it does not know by itself.
[in]	section	A pointer to the PropertyMap section configuring this solver.
[in]	functional	The functional.
[in]	filter	The system filter.

Returns: A shared pointer to a new FixedStepLinesearch object.

Definition at line 81 of file fixed_step_linesearch.hpp.

References FEAT::Solver::Linesearch< Functional_, Filter_ >::_alpha_min, FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::_step_length, FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::name(), FEAT::PropertyMap::query(), FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::set_max_iter(), FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::set_step_length(), and XABORTM.

◆ ~FixedStepLinesearch()

template<typename Functional_ , typename Filter_ >

virtual FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::~FixedStepLinesearch ( )

inlinevirtual

Definition at line 103 of file fixed_step_linesearch.hpp.

Member Function Documentation

◆ _analyze_defect()

virtual Status FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_analyze_defect	(	Index	num_iter,
		DataType	def_cur,
		DataType	def_prev,
		bool	check_stag
	)

inlineprotectedvirtualinherited

Internal function: analyze the current defect.

Note: This function is called by _set_new_defect() and _update_defect().

Parameters

[in]	num_iter	Current number of iterations; usually = this->_num_iter.
[in]	def_cur	Current defect norm; usually = this->_def_cur.
[in]	def_prev	Previous defect norm; usually = this->_def_prev.
[in]	check_stag	Specifies whether to check (and update) the stagnation criterion. This is typically set to `false` if one wants to check anything else than the 'true' next defect norm.

Returns: The updated status code.

Definition at line 866 of file iterative.hpp.

◆ _calc_def_norm()

virtual DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_calc_def_norm	(	const VectorType &	vec_def,
		const VectorType &	vec_sol
	)

inlineprotectedvirtualinherited

Computes the defect norm.

Parameters

[in]	vec_def	The current defect vector.
[in]	vec_sol	The current solution vector approximation.

Definition at line 706 of file iterative.hpp.

◆ _check_convergence()

template<typename Functional_ , typename Filter_ >

virtual Status FEAT::Solver::Linesearch< Functional_, Filter_ >::_check_convergence	(	const DataType	fval,
		const DataType	df,
		const DataType	alpha
	)

inlineprotectedvirtualinherited

Performs the line search convergence checks using the strong Wolfe conditions.

Parameters

[in]	fval	The current functional value
[in]	df	The current directional derivative value: \( df = \left< \nabla f(x_0), d \right>\).
[in]	alpha	The step size of the last update.

Also sets the current defect. The strong Wolfe conditions are

\[ f(x) < f(x_0) + \alpha c_1 \left< \nabla f(x_0), d \right> \wedge |\left< \nabla f(x), d \right>| < - c_2 \left< \nabla f(x_0), d \right>, \]

where \(c_1\) is known as tol_decrease and \( c_2 \) is known as tol_curvature.

Returns: Status::success if the strong Wolfe conditions hold.

Definition at line 543 of file linesearch.hpp.

Referenced by FEAT::Solver::MQCLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::NewtonRaphsonLinesearch< Functional_, Filter_ >::_apply_intern(), and FEAT::Solver::SecantLinesearch< Functional_, Filter_ >::_apply_intern().

◆ _plot_iter()

bool FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_plot_iter ( Status st = Status::progress ) const

inlineprotectedinherited

Plot the current iteration?

Parameters

[in] st The status of the current iteration.

Returns: true if the plot mode is set to iter or all and the plot interval matches or the solver does not continue to the next iteration

Definition at line 720 of file iterative.hpp.

◆ _plot_iter_line()

virtual void FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_plot_iter_line	(	Index	num_iter,
		DataType	def_cur,
		DataType	def_prev
	)

inlineprotectedvirtualinherited

Plots an iteration line.

Parameters

[in]	num_iter	Current number of iterations; usually = this->_num_iter.
[in]	def_cur	Current defect norm; usually = this->_def_cur.
[in]	def_prev	Previous defect norm; usually = this->_def_prev.

Definition at line 773 of file iterative.hpp.

◆ _plot_summary()

bool FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_plot_summary ( ) const

inlineprotectedinherited

Plot summary?

Returns: true if the plot mode is set to summary or all.

Definition at line 731 of file iterative.hpp.

◆ _print_line()

void FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_print_line ( const String & line ) const

inlineprotectedinherited

Prints a line.

Parameters

[in] line The line to be printed.

Definition at line 752 of file iterative.hpp.

◆ _progress()

bool FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_progress ( ) const

inlineprotectedinherited

Progress iteration?

Returns: true if the solver should process, otherwise false.

Definition at line 741 of file iterative.hpp.

◆ _set_comm()

void FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_set_comm ( const Dist::Comm * comm )

inlineprotectedinherited

Sets the communicator for the solver directly.

Parameters

[in] comm A pointer to the communicator that is to be used by the solver.

Definition at line 667 of file iterative.hpp.

◆ _set_comm_by_matrix()

void FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_set_comm_by_matrix ( const Matrix_ & matrix )

inlineprotectedinherited

Sets the communicator for the solver from a matrix.

Parameters

[in] matrix A reference to a matrix. If 'Matrix_' is a 'Global::Matrix', then the communicator of the matrix gate is taken.

Definition at line 680 of file iterative.hpp.

◆ _set_comm_by_vector()

void FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_set_comm_by_vector ( const Functional_::VectorTypeR & vector )

inlineprotectedinherited

Sets the communicator for the solver from a vector.

Parameters

[in] vector A reference to a vector. If 'Vector_' is a 'Global::Vector', then the communicator of the vector gate is taken.

Definition at line 692 of file iterative.hpp.

◆ _set_initial_defect()

virtual Status FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_set_initial_defect	(	const VectorType &	vec_def,
		const VectorType &	vec_sol
	)

inlineprotectedvirtualinherited

Internal function: sets the initial defect vector.

Parameters

[in]	vec_def	The initial defect vector.
[in]	vec_sol	The current solution vector approximation.

Returns: The updated Status code.

Reimplemented in FEAT::Solver::QPenalty< Functional_ >.

Definition at line 802 of file iterative.hpp.

◆ _set_new_defect()

virtual Status FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_set_new_defect	(	const VectorType &	vec_def,
		const VectorType &	vec_sol
	)

inlineprotectedvirtualinherited

Internal function: sets the new (next) defect vector.

This function computes the defect vector's norm, increments the iteration count, plots an output line to std::cout and checks whether any of the stopping criterions is fulfilled.

Parameters

[in]	vec_def	The new defect vector.
[in]	vec_sol	The current solution vector approximation.

Returns: The updated Status code.

Definition at line 924 of file iterative.hpp.

◆ _startup()

template<typename Functional_ , typename Filter_ >

virtual Status FEAT::Solver::Linesearch< Functional_, Filter_ >::_startup	(	DataType &	alpha,
		DataType &	fval,
		DataType &	delta,
		const VectorType &	vec_sol,
		const VectorType &	vec_dir
	)

inlineprotectedvirtualinherited

Performs the startup of the iteration.

Parameters

[out]	alpha	The initial step size value.
[out]	fval	The initial functional value.
[out]	delta	The initial direction derivative value: \( \delta = \left< dir, grad \right>\).
[in]	vec_sol	The initial guess.
[in]	vec_dir	The search direction.

The routine sets the initial data from "iteration 0" (needed for checking the strong Wolfe conditions later) and does some error checking.

Returns: Status::progress if no error occurred.

Definition at line 464 of file linesearch.hpp.

References FEAT::Solver::Linesearch< Functional_, Filter_ >::_alpha_0, FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_def_init, FEAT::Solver::Linesearch< Functional_, Filter_ >::_delta_0, FEAT::Solver::Linesearch< Functional_, Filter_ >::_fval_0, FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_iter_digits, FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_num_iter, FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_plot_iter(), FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_plot_name, FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_print_line(), FEAT::Solver::aborted, FEAT::Math::abs(), FEAT::Math::isfinite(), FEAT::String::pad_front(), FEAT::Solver::progress, FEAT::stringify(), FEAT::stringify_fp_sci(), and XABORTM.

Referenced by FEAT::Solver::MQCLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::NewtonRaphsonLinesearch< Functional_, Filter_ >::_apply_intern(), and FEAT::Solver::SecantLinesearch< Functional_, Filter_ >::_apply_intern().

◆ _update_defect()

virtual Status FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_update_defect ( const DataType def_cur_norm )

inlineprotectedvirtualinherited

Internal function: sets the new (next) defect norm.

This function takes a pre-calculated defect vector norm, increments the iteration count, plots an output line to std::cout and checks whether any of the stopping criterions is fulfilled.

Parameters

[in] def_cur_norm The new defect norm.

Returns: The updated Status code.

Note: This function is preferred over _set_new_defect when using asynchronous mpi operations.

Definition at line 970 of file iterative.hpp.

◆ apply() [1/2]

template<typename Vector_ >

virtual Status FEAT::Solver::SolverBase< Vector_ >::apply	(	Vector_ &	vec_cor,
		const Vector_ &	vec_def
	)

pure virtualinherited

Solver application method.

This method applies the solver represented by this object onto a given defect vector and returns the corresponding correction vector.

Note: Solvers which derive from the IterativeSolver base class also provide a correct() method which corrects an initial solution instead of starting with the null vector.

Parameters

[out]	vec_cor	The vector that shall receive the solution of the linear system. It is assumed to be allocated, but its numerical contents may be undefined upon calling this method.
[in]	vec_def	The vector that represents the right-hand-side of the linear system to be solved.

Attention: vec_cor and vec_def must not refer to the same vector object!

Returns: A Status code that represents the status of the solution step.

Implemented in FEAT::Solver::SchwarzPrecond< Global::Vector< LocalVector_, Mirror_ >, Global::Filter< LocalFilter_, Mirror_ > >, FEAT::Solver::CuSolverLU, FEAT::Solver::CuSolverQR, FEAT::Solver::ScalePrecond< Vector_, Filter_ >, FEAT::Solver::DiagonalPrecond< Vector_, Filter_ >, FEAT::Solver::MultiGrid< SystemMatrix_, SystemFilter_, TransferOperator_ >, FEAT::Solver::NLOptPrecond< VectorType_, FilterType_ >, FEAT::Solver::AmaVanka< Matrix_, Filter_ >, FEAT::Solver::ConvertPrecond< VectorOuter_, VectorInner_ >, FEAT::Solver::ConvertPrecond< Global::Vector< LocalVectorOuter_, MirrorOuter_ >, Global::Vector< LocalVectorInner_, MirrorInner_ > >, and FEAT::Solver::BFBT< MatrixA_, MatrixB_, MatrixD_, FilterV_, FilterP_ >.

Referenced by FEAT::Solver::solve().

◆ apply() [2/2]

template<typename Functional_ , typename Filter_ >

virtual Status FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::apply	(	VectorType &	vec_cor,
		const VectorType &	vec_dir
	)

inlineoverridevirtual

Applies the solver, setting the initial guess to zero.

Parameters

[out]	vec_cor	Solution, gets zeroed
[in]	vec_dir	Search direction

Returns: The solver status (success, max_iter, stagnated)

Definition at line 140 of file fixed_step_linesearch.hpp.

References FEAT::Solver::Linesearch< Functional_, Filter_ >::_filter, FEAT::Solver::Linesearch< Functional_, Filter_ >::_functional, FEAT::Solver::Linesearch< Functional_, Filter_ >::_norm_dir, FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::_step_length, and FEAT::Solver::success.

◆ calc_convergence_rate()

DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::calc_convergence_rate ( ) const

inlineinherited

Computes the overall convergence rate: (defect_final / defect_initial) ^ (1 / number of iterations)

Definition at line 582 of file iterative.hpp.

◆ calc_defect_reduction()

DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::calc_defect_reduction ( ) const

inlineinherited

Computes the overall defect reduction factor: (defect_final / defect_inital)

Definition at line 597 of file iterative.hpp.

◆ correct()

template<typename Functional_ , typename Filter_ >

virtual Status FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::correct	(	VectorType &	vec_sol,
		const VectorType &	vec_dir
	)

inlineoverridevirtual

Applies the solver, making use of an initial guess.

Parameters

[out]	vec_sol	Initial guess, gets overwritten by the solution
[in]	vec_dir	Search direction

Returns: The solver status (success, max_iter, stagnated)

Implements FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >.

Definition at line 163 of file fixed_step_linesearch.hpp.

References FEAT::Solver::Linesearch< Functional_, Filter_ >::_filter, FEAT::Solver::Linesearch< Functional_, Filter_ >::_functional, FEAT::Solver::Linesearch< Functional_, Filter_ >::_fval_min, FEAT::Solver::Linesearch< Functional_, Filter_ >::_norm_dir, FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::_step_length, FEAT::Solver::Linesearch< Functional_, Filter_ >::_vec_grad, and FEAT::Solver::success.

◆ done()

template<typename Vector_ >

virtual void FEAT::Solver::SolverBase< Vector_ >::done ( )

inlinevirtualinherited

Finalization method.

This function performs both the symbolic and numeric finalization, i.e. it simply performs

this->done_numeric();
this->done_symbolic();

Definition at line 283 of file base.hpp.

References FEAT::Solver::SolverBase< Vector_ >::done_numeric(), and FEAT::Solver::SolverBase< Vector_ >::done_symbolic().

◆ done_numeric()

template<typename Vector_ >

virtual void FEAT::Solver::SolverBase< Vector_ >::done_numeric ( )

inlinevirtualinherited

Numeric finalization method.

This method is called to release any data allocated in the numeric initialization step.

Reimplemented in FEAT::Solver::BFBT< MatrixA_, MatrixB_, MatrixD_, FilterV_, FilterP_ >, FEAT::Solver::BFBT< Global::Matrix< MatrixA_, MirrorV_, MirrorV_ >, Global::Matrix< MatrixB_, MirrorV_, MirrorP_ >, Global::Matrix< MatrixD_, MirrorP_, MirrorV_ >, Global::Filter< FilterV_, MirrorV_ >, Global::Filter< FilterP_, MirrorP_ > >, FEAT::Solver::ConvertPrecond< VectorOuter_, VectorInner_ >, FEAT::Solver::ConvertPrecond< Global::Vector< LocalVectorOuter_, MirrorOuter_ >, Global::Vector< LocalVectorInner_, MirrorInner_ > >, FEAT::Solver::CUDSS, FEAT::Solver::DirectStokesSolver< LAFEM::SaddlePointMatrix< MatrixA_, MatrixB_, MatrixD_ >, LAFEM::TupleFilter< FilterV_, FilterP_ > >, FEAT::Solver::DirectStokesSolver< Global::Matrix< LocalMatrix_, Mirror_, Mirror_ >, Global::Filter< LocalFilter_, Mirror_ > >, FEAT::Solver::ParaSailsPrecond< Matrix_, Filter_ >, FEAT::Solver::EuclidPrecond< Matrix_, Filter_ >, FEAT::Solver::BoomerAMG< Matrix_, Filter_ >, FEAT::Solver::PreconditionedIterativeSolver< Vector_ >, FEAT::Solver::PreconditionedIterativeSolver< Matrix_::VectorTypeR >, FEAT::Solver::PreconditionedIterativeSolver< Functional_::VectorTypeR >, FEAT::Solver::MKLDSS, FEAT::Solver::MultiGrid< SystemMatrix_, SystemFilter_, TransferOperator_ >, FEAT::Solver::PCGNR< Matrix_, Filter_ >, FEAT::Solver::SchwarzPrecond< Global::Vector< LocalVector_, Mirror_ >, Global::Filter< LocalFilter_, Mirror_ > >, FEAT::Solver::Umfpack, FEAT::Solver::UmfpackMean, FEAT::Solver::SaddleUmfpackMean< DT_, IT_, dim_ >, FEAT::Solver::GenericUmfpack< Matrix_ >, FEAT::Solver::UzawaPrecond< MatrixA_, MatrixB_, MatrixD_, FilterV_, FilterP_ >, and FEAT::Solver::UzawaPrecond< Global::Matrix< MatrixA_, MirrorV_, MirrorV_ >, Global::Matrix< MatrixB_, MirrorV_, MirrorP_ >, Global::Matrix< MatrixD_, MirrorP_, MirrorV_ >, Global::Filter< FilterV_, MirrorV_ >, Global::Filter< FilterP_, MirrorP_ > >.

Definition at line 246 of file base.hpp.

◆ done_symbolic()

template<typename Functional_ , typename Filter_ >

virtual void FEAT::Solver::Linesearch< Functional_, Filter_ >::done_symbolic ( )

inlineoverridevirtualinherited

Reimplemented from FEAT::Solver::SolverBase< Vector_ >.

Definition at line 286 of file linesearch.hpp.

References FEAT::Solver::Linesearch< Functional_, Filter_ >::_vec_grad, FEAT::Solver::Linesearch< Functional_, Filter_ >::_vec_initial_sol, FEAT::Solver::Linesearch< Functional_, Filter_ >::_vec_pn, FEAT::Solver::Linesearch< Functional_, Filter_ >::_vec_tmp, and FEAT::Solver::SolverBase< Vector_ >::done_symbolic().

◆ force_defect_norm_calc()

virtual void FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::force_defect_norm_calc ( bool force )

inlinevirtualinherited

Forces the calculation of defect norms in every iteration.

Note: Please note that allowing the skipping of defect norm calculations is merely a hint and a derived class may override this function therefore always forcing the calculation of defect norms. One possible reason is that the derived solver class may require defect norms as part of its solver algorithm and therefore skipping the computation of the defect norms may break the solver; two examples are the BiCGStab and GMRES solvers.

Parameters

[in] force Specifies whether defect norm computation is to be enforced in every iteration

Definition at line 490 of file iterative.hpp.

◆ get_def_final()

DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::get_def_final ( ) const

inlineinherited

Returns the final defect.

Definition at line 570 of file iterative.hpp.

◆ get_def_initial()

DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::get_def_initial ( ) const

inlineinherited

Returns the initial defect.

Definition at line 564 of file iterative.hpp.

◆ get_defect_from_grad()

template<typename Functional_ , typename Filter_ >

void FEAT::Solver::Linesearch< Functional_, Filter_ >::get_defect_from_grad ( VectorType & vec_def ) const

inlineinherited

Sets the initial gradient from a defect vector.

Parameters

[in] vec_def The initial defect vector.

This is handy because the linesearch gets called from another solver that in general already evaluated the functional gradient.

Definition at line 378 of file linesearch.hpp.

◆ get_div_abs()

DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::get_div_abs ( ) const

inlineinherited

Returns the absolute divergence.

Definition at line 419 of file iterative.hpp.

◆ get_div_rel()

DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::get_div_rel ( ) const

inlineinherited

Returns the relative divergence.

Definition at line 413 of file iterative.hpp.

◆ get_final_fval()

template<typename Functional_ , typename Filter_ >

DataType FEAT::Solver::Linesearch< Functional_, Filter_ >::get_final_fval ( ) const

inlineinherited

Gets the functional value of the last iteration.

Returns: The functional value of the last iteration

Definition at line 344 of file linesearch.hpp.

References FEAT::Solver::Linesearch< Functional_, Filter_ >::_fval_min.

◆ get_initial_sol()

template<typename Functional_ , typename Filter_ >

const VectorType & FEAT::Solver::Linesearch< Functional_, Filter_ >::get_initial_sol ( ) const

inlineinherited

Gets the initial solution the linesearch started with.

Returns: A const reference to the initial solution vector.

This is useful for rejecting steps that are too small in the calling solver, like NLCG or NLSD.

Definition at line 404 of file linesearch.hpp.

References FEAT::Solver::Linesearch< Functional_, Filter_ >::_vec_initial_sol.

◆ get_max_iter()

Index FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::get_max_iter ( ) const

inlineinherited

Returns the maximum number of iterations.

Definition at line 474 of file iterative.hpp.

◆ get_min_iter()

Index FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::get_min_iter ( ) const

inlineinherited

Returns the minimal number of iterations.

Definition at line 468 of file iterative.hpp.

◆ get_min_stag_iter()

Index FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::get_min_stag_iter ( ) const

inlineinherited

Returns the minimum stagnation iteration count.

Definition at line 443 of file iterative.hpp.

◆ get_num_iter()

Index FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::get_num_iter ( ) const

inlineinherited

Returns number of performed iterations.

Definition at line 462 of file iterative.hpp.

◆ get_plot_name()

String FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::get_plot_name ( ) const

inlineinherited

Returns the plot name of the solver.

Definition at line 523 of file iterative.hpp.

◆ get_rel_update()

template<typename Functional_ , typename Filter_ >

virtual DataType FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::get_rel_update ( ) const

inlineoverridevirtual

Get the relative update of the solver application.

The linesearch updates the solution according to

\[ x \mapsto x + \alpha d, \]

so the relative update is

\[ \hat{\alpha} = | \alpha | \frac{\| d \|_2}{ \| x \|_2}. \]

Used for determining if the linesearch stagnated without updating the solution in a significant way. As this base class normalizes \( d \) in _startup(), it just return \( \alpha \). Derived classes NOT performing this normalization must overwrite this.

Returns: The relative update.

Reimplemented from FEAT::Solver::Linesearch< Functional_, Filter_ >.

Definition at line 114 of file fixed_step_linesearch.hpp.

References FEAT::Solver::Linesearch< Functional_, Filter_ >::_norm_dir, and FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::_step_length.

◆ get_stag_rate()

DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::get_stag_rate ( ) const

inlineinherited

Returns the stagnation rate.

Definition at line 431 of file iterative.hpp.

◆ get_status()

Status FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::get_status ( ) const

inlineinherited

Returns the status.

Definition at line 576 of file iterative.hpp.

◆ get_summary()

template<typename Functional_ , typename Filter_ >

virtual String FEAT::Solver::Linesearch< Functional_, Filter_ >::get_summary ( ) const

inlineoverridevirtualinherited

Returns a summary string.

Reimplemented from FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >.

Definition at line 213 of file linesearch.hpp.

References FEAT::Solver::Linesearch< Functional_, Filter_ >::_alpha_min, FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_def_cur, FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_def_init, FEAT::Solver::Linesearch< Functional_, Filter_ >::_functional, FEAT::Solver::Linesearch< Functional_, Filter_ >::_fval_0, FEAT::Solver::Linesearch< Functional_, Filter_ >::_fval_min, FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::get_num_iter(), FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::get_plot_name(), FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::get_status(), FEAT::stringify(), and FEAT::stringify_fp_sci().

◆ get_tol_abs()

DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::get_tol_abs ( ) const

inlineinherited

Returns the absolute tolerance.

Definition at line 389 of file iterative.hpp.

◆ get_tol_abs_low()

DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::get_tol_abs_low ( ) const

inlineinherited

Returns the lower absolute tolerance.

Definition at line 395 of file iterative.hpp.

◆ get_tol_rel()

DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::get_tol_rel ( ) const

inlineinherited

Returns the relative tolerance.

Definition at line 383 of file iterative.hpp.

◆ init()

template<typename Vector_ >

virtual void FEAT::Solver::SolverBase< Vector_ >::init ( )

inlinevirtualinherited

Initialization method.

This function performs both the symbolic and numeric initialization, i.e. it simply performs

this->init_symbolic();
this->init_numeric();

Definition at line 268 of file base.hpp.

References FEAT::Solver::SolverBase< Vector_ >::init_numeric(), and FEAT::Solver::SolverBase< Vector_ >::init_symbolic().

◆ init_numeric()

template<typename Vector_ >

virtual void FEAT::Solver::SolverBase< Vector_ >::init_numeric ( )

inlinevirtualinherited

Numeric initialization method.

This method is called to perform numeric initialization of the solver.
Before this function can be called, the symbolic initialization must be performed.

Definition at line 237 of file base.hpp.

◆ init_symbolic()

template<typename Functional_ , typename Filter_ >

virtual void FEAT::Solver::Linesearch< Functional_, Filter_ >::init_symbolic ( )

inlineoverridevirtualinherited

Reimplemented from FEAT::Solver::SolverBase< Vector_ >.

Definition at line 275 of file linesearch.hpp.

References FEAT::Solver::Linesearch< Functional_, Filter_ >::_vec_grad, FEAT::Solver::Linesearch< Functional_, Filter_ >::_vec_initial_sol, FEAT::Solver::Linesearch< Functional_, Filter_ >::_vec_pn, FEAT::Solver::Linesearch< Functional_, Filter_ >::_vec_tmp, and FEAT::Solver::SolverBase< Vector_ >::init_symbolic().

◆ is_converged() [1/2]

bool FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::is_converged ( ) const

inlineinherited

checks for convergence

Returns: true, if converged, else false

Definition at line 533 of file iterative.hpp.

◆ is_converged() [2/2]

bool FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::is_converged ( const DataType def_cur ) const

inlineinherited

checks for convergence

Parameters

[in] def_cur The defect norm that is to be analyzed

Returns: true, if converged, else false

Definition at line 546 of file iterative.hpp.

◆ is_diverged() [1/2]

bool FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::is_diverged ( ) const

inlineinherited

checks for divergence

Definition at line 552 of file iterative.hpp.

◆ is_diverged() [2/2]

bool FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::is_diverged ( const DataType def_cur ) const

inlineinherited

checks for divergence

Definition at line 558 of file iterative.hpp.

◆ name()

template<typename Functional_ , typename Filter_ >

virtual String FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::name ( ) const

inlineoverridevirtual

Returns a descriptive string.

Returns: A string describing the solver.

Implements FEAT::Solver::SolverBase< Vector_ >.

Definition at line 108 of file fixed_step_linesearch.hpp.

Referenced by FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::FixedStepLinesearch().

◆ plot_summary()

virtual void FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::plot_summary ( ) const

inlinevirtualinherited

Plot a summary of the last solver run.

Definition at line 627 of file iterative.hpp.

◆ reset()

template<typename Functional_ , typename Filter_ >

virtual void FEAT::Solver::Linesearch< Functional_, Filter_ >::reset ( )

inlinevirtualinherited

Resets various member variables in case the solver is reused.

Reimplemented in FEAT::Solver::MQCLinesearch< Functional_, Filter_ >, and FEAT::Solver::SecantLinesearch< Functional_, Filter_ >.

Definition at line 299 of file linesearch.hpp.

Referenced by FEAT::Solver::MQCLinesearch< Functional_, Filter_ >::reset(), and FEAT::Solver::SecantLinesearch< Functional_, Filter_ >::reset().

◆ set_dir_scaling()

template<typename Functional_ , typename Filter_ >

void FEAT::Solver::Linesearch< Functional_, Filter_ >::set_dir_scaling ( const bool b )

inlineinherited

Determines if search direction scaling is to be used.

Internally, the search direction vector gets normalized ( \( \| p \|_2 = 1 \)) for numerical stablility. Some line searches have a heuristic for choosing the initial step length \( \alpha_0 \), which can use \( \| p \|_2 \) if _dir_scaling is set to true. This is useful when using a preconditioner (e.g. Newton).

Definition at line 269 of file linesearch.hpp.

References FEAT::Solver::Linesearch< Functional_, Filter_ >::_dir_scaling.

◆ set_div_abs()

void FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::set_div_abs ( DataType div_abs )

inlineinherited

Sets the absolute divergence for the solver.

Definition at line 407 of file iterative.hpp.

◆ set_div_rel()

void FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::set_div_rel ( DataType div_rel )

inlineinherited

Sets the relative divergence for the solver.

Definition at line 401 of file iterative.hpp.

◆ set_grad_from_defect()

template<typename Functional_ , typename Filter_ >

void FEAT::Solver::Linesearch< Functional_, Filter_ >::set_grad_from_defect ( const VectorType & vec_def )

inlineinherited

Gets a defect vector from the final gradient.

Parameters

[out] vec_def The final defect vector.

This is handy because the other solver can use the gradient of the new solution without re-calculating it.

Definition at line 392 of file linesearch.hpp.

◆ set_initial_fval()

template<typename Functional_ , typename Filter_ >

void FEAT::Solver::Linesearch< Functional_, Filter_ >::set_initial_fval ( DataType f0 )

inlineinherited

Sets the intitial functional value.

Parameters

[in] f0 The initial functional value.

This is handy because the linesearch gets called from another solver that in general already evaluated the functional.

Definition at line 359 of file linesearch.hpp.

References FEAT::Solver::Linesearch< Functional_, Filter_ >::_fval_0, FEAT::Solver::Linesearch< Functional_, Filter_ >::_trim_threshold, and FEAT::Math::abs().

◆ set_max_iter()

void FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::set_max_iter ( Index max_iter )

inlineinherited

Sets the maximum iteration count for the solver.

Definition at line 455 of file iterative.hpp.

◆ set_min_iter()

void FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::set_min_iter ( Index min_iter )

inlineinherited

Sets the minimum iteration count for the solver.

Definition at line 449 of file iterative.hpp.

◆ set_min_stag_iter()

void FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::set_min_stag_iter ( Index min_iter )

inlineinherited

Sets the minimum stagnate iteration count for the solver.

Definition at line 437 of file iterative.hpp.

◆ set_plot_interval()

void FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::set_plot_interval ( const Index plot_interval )

inlineinherited

Sets the interval between two plot outputs, if any.

Parameters

[in] plot_interval The desired interval of iteration plots

Definition at line 511 of file iterative.hpp.

◆ set_plot_mode()

void FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::set_plot_mode ( const PlotMode plot_mode )

inlineinherited

Sets the plot mode of the solver.

Parameters

[in] plot_mode The desired plot mode

Definition at line 501 of file iterative.hpp.

◆ set_plot_name()

void FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::set_plot_name ( const String & plot_name )

inlineinherited

Sets the plot name of the solver.

Definition at line 517 of file iterative.hpp.

◆ set_stag_rate()

void FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::set_stag_rate ( DataType rate )

inlineinherited

Sets the stagnation rate for the solver.

Definition at line 425 of file iterative.hpp.

◆ set_step_length()

template<typename Functional_ , typename Filter_ >

virtual void FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::set_step_length ( DataType step_length )

inlinevirtual

Sets the step length.

Definition at line 122 of file fixed_step_linesearch.hpp.

References FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::_step_length, and XASSERT.

Referenced by FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::FixedStepLinesearch().

◆ set_tol_abs()

void FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::set_tol_abs ( DataType tol_abs )

inlineinherited

Sets the absolute tolerance for the solver.

Definition at line 371 of file iterative.hpp.

◆ set_tol_abs_low()

void FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::set_tol_abs_low ( DataType tol_abs_low )

inlineinherited

Sets the lower absolute tolerance for the solver.

Definition at line 377 of file iterative.hpp.

◆ set_tol_curvature()

template<typename Functional_ , typename Filter_ >

void FEAT::Solver::Linesearch< Functional_, Filter_ >::set_tol_curvature ( DataType tol_curvature )

inlineinherited

Sets the tolerance for the sufficient decrease in curvature.

Definition at line 233 of file linesearch.hpp.

References FEAT::Solver::Linesearch< Functional_, Filter_ >::_tol_curvature, and XASSERT.

Referenced by FEAT::Solver::Linesearch< Functional_, Filter_ >::Linesearch().

◆ set_tol_decrease()

template<typename Functional_ , typename Filter_ >

void FEAT::Solver::Linesearch< Functional_, Filter_ >::set_tol_decrease ( DataType tol_decrease )

inlineinherited

Sets the tolerance for the sufficient decrease in functional value.

Definition at line 243 of file linesearch.hpp.

References FEAT::Solver::Linesearch< Functional_, Filter_ >::_tol_decrease, and XASSERT.

Referenced by FEAT::Solver::Linesearch< Functional_, Filter_ >::Linesearch().

◆ set_tol_rel()

void FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::set_tol_rel ( DataType tol_rel )

inlineinherited

Sets the relative tolerance for the solver.

Definition at line 365 of file iterative.hpp.

◆ set_tol_step()

template<typename Functional_ , typename Filter_ >

void FEAT::Solver::Linesearch< Functional_, Filter_ >::set_tol_step ( DataType tol_step )

inlineinherited

Sets the step length tolerance.

Definition at line 254 of file linesearch.hpp.

References FEAT::Solver::Linesearch< Functional_, Filter_ >::_tol_step, and XASSERT.

Referenced by FEAT::Solver::Linesearch< Functional_, Filter_ >::Linesearch().

◆ trim_func_grad()

template<typename Functional_ , typename Filter_ >

virtual void FEAT::Solver::Linesearch< Functional_, Filter_ >::trim_func_grad ( DataType & func )

inlinevirtualinherited

Trims the function value and gradient according to some threshold.

Parameters

[in,out] func Function value.

This sets

\[ trim(f, \nabla f) = \begin{cases} (f, \nabla f), & f \leq f_t \\ (f_t, 0 ), & f > f_t \end{cases}, \]

where \( f_t : = 10*(|f_0|+1) \).

This is useful and even mandatory when \( f \) has singularities, so that if the linesearch steps into a singularity the very high function and gradient values do not pollute the solution process, since they get rejected by the linesearch anyway but might be used in computations.

Definition at line 430 of file linesearch.hpp.

References FEAT::Solver::Linesearch< Functional_, Filter_ >::_trim_threshold.

Referenced by FEAT::Solver::MQCLinesearch< Functional_, Filter_ >::_apply_intern(), and FEAT::Solver::NewtonRaphsonLinesearch< Functional_, Filter_ >::_apply_intern().

Member Data Documentation

◆ _alpha_0

template<typename Functional_ , typename Filter_ >

DataType FEAT::Solver::Linesearch< Functional_, Filter_ >::_alpha_0

protectedinherited

Initial line search parameter.

Definition at line 69 of file linesearch.hpp.

Referenced by FEAT::Solver::SecantLinesearch< Functional_, Filter_ >::SecantLinesearch(), FEAT::Solver::MQCLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::Linesearch< Functional_, Filter_ >::_startup(), FEAT::Solver::Linesearch< Functional_, Filter_ >::reset(), and FEAT::Solver::SecantLinesearch< Functional_, Filter_ >::reset().

◆ _alpha_min

template<typename Functional_ , typename Filter_ >

DataType FEAT::Solver::Linesearch< Functional_, Filter_ >::_alpha_min

protectedinherited

Line search parameter.

Definition at line 71 of file linesearch.hpp.

Referenced by FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::FixedStepLinesearch(), FEAT::Solver::MQCLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::NewtonRaphsonLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::SecantLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::Linesearch< Functional_, Filter_ >::get_summary(), and FEAT::Solver::Linesearch< Functional_, Filter_ >::reset().

◆ _comm

const Dist::Comm* FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_comm

protectedinherited

Communicator of the solver.

Definition at line 209 of file iterative.hpp.

◆ _def_cur

DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_def_cur

protectedinherited

current defect

Definition at line 239 of file iterative.hpp.

◆ _def_init

DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_def_init

protectedinherited

initial defect

Definition at line 237 of file iterative.hpp.

◆ _def_prev

DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_def_prev

protectedinherited

previous iteration defect

Definition at line 241 of file iterative.hpp.

◆ _delta_0

template<typename Functional_ , typename Filter_ >

DataType FEAT::Solver::Linesearch< Functional_, Filter_ >::_delta_0

protectedinherited

Initial <vec_dir, vec_grad>

Definition at line 73 of file linesearch.hpp.

Referenced by FEAT::Solver::MQCLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::Linesearch< Functional_, Filter_ >::_check_convergence(), FEAT::Solver::Linesearch< Functional_, Filter_ >::_startup(), and FEAT::Solver::Linesearch< Functional_, Filter_ >::reset().

◆ _dir_scaling

template<typename Functional_ , typename Filter_ >

bool FEAT::Solver::Linesearch< Functional_, Filter_ >::_dir_scaling

protectedinherited

Use the search direction norm for step scaling? This can be important if the search direction was preconditioned (e.g. the Newton direction)

Definition at line 87 of file linesearch.hpp.

Referenced by FEAT::Solver::SecantLinesearch< Functional_, Filter_ >::_apply_intern(), and FEAT::Solver::Linesearch< Functional_, Filter_ >::set_dir_scaling().

◆ _div_abs

DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_div_abs

protectedinherited

absolute divergence parameter

Definition at line 223 of file iterative.hpp.

◆ _div_rel

DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_div_rel

protectedinherited

relative divergence parameter

Definition at line 221 of file iterative.hpp.

◆ _filter

template<typename Functional_ , typename Filter_ >

Filter_& FEAT::Solver::Linesearch< Functional_, Filter_ >::_filter

protectedinherited

The filter to be applied to the functional's gradient.

Definition at line 50 of file linesearch.hpp.

◆ _force_def_norm_calc

bool FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_force_def_norm_calc

protectedinherited

whether skipping of defect computation is allowed or not

Definition at line 249 of file iterative.hpp.

◆ _functional

template<typename Functional_ , typename Filter_ >

Functional_& FEAT::Solver::Linesearch< Functional_, Filter_ >::_functional

protectedinherited

The (nonlinear) functional.

Definition at line 48 of file linesearch.hpp.

◆ _fval_0

template<typename Functional_ , typename Filter_ >

DataType FEAT::Solver::Linesearch< Functional_, Filter_ >::_fval_0

protectedinherited

Initial functional value.

Definition at line 64 of file linesearch.hpp.

Referenced by FEAT::Solver::MQCLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::Linesearch< Functional_, Filter_ >::_check_convergence(), FEAT::Solver::Linesearch< Functional_, Filter_ >::_startup(), FEAT::Solver::Linesearch< Functional_, Filter_ >::get_summary(), FEAT::Solver::Linesearch< Functional_, Filter_ >::reset(), and FEAT::Solver::Linesearch< Functional_, Filter_ >::set_initial_fval().

◆ _fval_min

template<typename Functional_ , typename Filter_ >

DataType FEAT::Solver::Linesearch< Functional_, Filter_ >::_fval_min

protectedinherited

Functional functional value.

Definition at line 62 of file linesearch.hpp.

Referenced by FEAT::Solver::MQCLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::NewtonRaphsonLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::SecantLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::correct(), FEAT::Solver::Linesearch< Functional_, Filter_ >::get_final_fval(), FEAT::Solver::Linesearch< Functional_, Filter_ >::get_summary(), and FEAT::Solver::Linesearch< Functional_, Filter_ >::reset().

◆ _iter_digits

Index FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_iter_digits

protectedinherited

iteration count digits for plotting

Definition at line 243 of file iterative.hpp.

◆ _max_iter

Index FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_max_iter

protectedinherited

maximum number of iterations

Definition at line 229 of file iterative.hpp.

◆ _min_iter

Index FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_min_iter

protectedinherited

minimum number of iterations

Definition at line 227 of file iterative.hpp.

◆ _min_stag_iter

Index FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_min_stag_iter

protectedinherited

minimum number of stagnation iterations

Definition at line 233 of file iterative.hpp.

◆ _norm_dir

template<typename Functional_ , typename Filter_ >

DataType FEAT::Solver::Linesearch< Functional_, Filter_ >::_norm_dir

protectedinherited

The 2-norm of the search direction.

Definition at line 75 of file linesearch.hpp.

Referenced by FEAT::Solver::SecantLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::apply(), FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::correct(), FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::get_rel_update(), and FEAT::Solver::Linesearch< Functional_, Filter_ >::reset().

◆ _norm_sol

template<typename Functional_ , typename Filter_ >

DataType FEAT::Solver::Linesearch< Functional_, Filter_ >::_norm_sol

protectedinherited

The 2-norm of the iterate.

Definition at line 77 of file linesearch.hpp.

Referenced by FEAT::Solver::Linesearch< Functional_, Filter_ >::reset().

◆ _num_iter

Index FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_num_iter

protectedinherited

number of performed iterations

Definition at line 231 of file iterative.hpp.

◆ _num_stag_iter

Index FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_num_stag_iter

protectedinherited

number of consecutive stagnated iterations

Definition at line 235 of file iterative.hpp.

◆ _plot_interval

Index FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_plot_interval

protectedinherited

plot output interval

Definition at line 247 of file iterative.hpp.

◆ _plot_mode

PlotMode FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_plot_mode

protectedinherited

whether to plot something

Definition at line 245 of file iterative.hpp.

◆ _plot_name

String FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_plot_name

protectedinherited

name of the solver in plots

Definition at line 211 of file iterative.hpp.

◆ _stag_rate

DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_stag_rate

protectedinherited

stagnation rate

Definition at line 225 of file iterative.hpp.

◆ _status

Status FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_status

protectedinherited

current status of the solver

Definition at line 213 of file iterative.hpp.

◆ _step_length

template<typename Functional_ , typename Filter_ >

DataType FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::_step_length

private

The length of the step.

Definition at line 36 of file fixed_step_linesearch.hpp.

Referenced by FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::FixedStepLinesearch(), FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::apply(), FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::correct(), FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::get_rel_update(), and FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::set_step_length().

◆ _tol_abs

DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_tol_abs

protectedinherited

absolute tolerance parameter

Definition at line 217 of file iterative.hpp.

◆ _tol_abs_low

DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_tol_abs_low

protectedinherited

absolute low tolerance parameter

Definition at line 219 of file iterative.hpp.

◆ _tol_curvature

template<typename Functional_ , typename Filter_ >

DataType FEAT::Solver::Linesearch< Functional_, Filter_ >::_tol_curvature

protectedinherited

Tolerance for sufficient decrease in the norm of the gradient (Wolfe conditions)

Definition at line 80 of file linesearch.hpp.

Referenced by FEAT::Solver::MQCLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::Linesearch< Functional_, Filter_ >::_check_convergence(), and FEAT::Solver::Linesearch< Functional_, Filter_ >::set_tol_curvature().

◆ _tol_decrease

template<typename Functional_ , typename Filter_ >

DataType FEAT::Solver::Linesearch< Functional_, Filter_ >::_tol_decrease

protectedinherited

Tolerance for sufficient decrease in the functional value (Wolfe conditions)

Definition at line 82 of file linesearch.hpp.

Referenced by FEAT::Solver::MQCLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::Linesearch< Functional_, Filter_ >::_check_convergence(), and FEAT::Solver::Linesearch< Functional_, Filter_ >::set_tol_decrease().

◆ _tol_rel

DataType FEAT::Solver::IterativeSolver< Functional_::VectorTypeR >::_tol_rel

protectedinherited

relative tolerance parameter

Definition at line 215 of file iterative.hpp.

◆ _tol_step

template<typename Functional_ , typename Filter_ >

DataType FEAT::Solver::Linesearch< Functional_, Filter_ >::_tol_step

protectedinherited

Tolerance for the update step.

Definition at line 84 of file linesearch.hpp.

Referenced by FEAT::Solver::MQCLinesearch< Functional_, Filter_ >::_apply_intern(), and FEAT::Solver::Linesearch< Functional_, Filter_ >::set_tol_step().

◆ _trim_threshold

template<typename Functional_ , typename Filter_ >

DataType FEAT::Solver::Linesearch< Functional_, Filter_ >::_trim_threshold

protectedinherited

Threshold for trimming function value and gradient.

Definition at line 66 of file linesearch.hpp.

Referenced by FEAT::Solver::Linesearch< Functional_, Filter_ >::reset(), FEAT::Solver::Linesearch< Functional_, Filter_ >::set_initial_fval(), and FEAT::Solver::Linesearch< Functional_, Filter_ >::trim_func_grad().

◆ _vec_grad

template<typename Functional_ , typename Filter_ >

VectorType FEAT::Solver::Linesearch< Functional_, Filter_ >::_vec_grad

protectedinherited

Gradient vector.

Definition at line 53 of file linesearch.hpp.

Referenced by FEAT::Solver::MQCLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::NewtonRaphsonLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::SecantLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::FixedStepLinesearch< Functional_, Filter_ >::correct(), FEAT::Solver::Linesearch< Functional_, Filter_ >::done_symbolic(), and FEAT::Solver::Linesearch< Functional_, Filter_ >::init_symbolic().

◆ _vec_initial_sol

template<typename Functional_ , typename Filter_ >

VectorType FEAT::Solver::Linesearch< Functional_, Filter_ >::_vec_initial_sol

protectedinherited

Initial solution.

Definition at line 55 of file linesearch.hpp.

Referenced by FEAT::Solver::MQCLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::NewtonRaphsonLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::SecantLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::Linesearch< Functional_, Filter_ >::done_symbolic(), FEAT::Solver::Linesearch< Functional_, Filter_ >::get_initial_sol(), and FEAT::Solver::Linesearch< Functional_, Filter_ >::init_symbolic().

◆ _vec_pn

template<typename Functional_ , typename Filter_ >

VectorType FEAT::Solver::Linesearch< Functional_, Filter_ >::_vec_pn

protectedinherited

descend direction vector, normalized for better numerical stability

Definition at line 59 of file linesearch.hpp.

Referenced by FEAT::Solver::MQCLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::NewtonRaphsonLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::SecantLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::Linesearch< Functional_, Filter_ >::done_symbolic(), and FEAT::Solver::Linesearch< Functional_, Filter_ >::init_symbolic().

◆ _vec_tmp

template<typename Functional_ , typename Filter_ >

VectorType FEAT::Solver::Linesearch< Functional_, Filter_ >::_vec_tmp

protectedinherited

temporary vector

Definition at line 57 of file linesearch.hpp.

Referenced by FEAT::Solver::MQCLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::NewtonRaphsonLinesearch< Functional_, Filter_ >::_apply_intern(), FEAT::Solver::Linesearch< Functional_, Filter_ >::done_symbolic(), and FEAT::Solver::Linesearch< Functional_, Filter_ >::init_symbolic().

◆ iterates

template<typename Functional_ , typename Filter_ >

std::deque<VectorType>* FEAT::Solver::Linesearch< Functional_, Filter_ >::iterates

inherited

For debugging purposes, it is possible to save all iterates to this.

Definition at line 91 of file linesearch.hpp.

Referenced by FEAT::Solver::Linesearch< Functional_, Filter_ >::Linesearch(), FEAT::Solver::Linesearch< Functional_, Filter_ >::~Linesearch(), and FEAT::Solver::Linesearch< Functional_, Filter_ >::reset().

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

kernel/solver/fixed_step_linesearch.hpp

Public Types

Public Member Functions

Public Attributes

Protected Member Functions

Protected Attributes

Private Attributes

Detailed Description

Member Typedef Documentation

◆ BaseClass

◆ DataType

◆ FilterType

◆ VectorType

Constructor & Destructor Documentation

◆ FixedStepLinesearch() [1/2]

◆ FixedStepLinesearch() [2/2]

◆ ~FixedStepLinesearch()

Member Function Documentation

◆ _analyze_defect()

◆ _calc_def_norm()

◆ _check_convergence()

◆ _plot_iter()

◆ _plot_iter_line()

◆ _plot_summary()

◆ _print_line()

◆ _progress()

◆ _set_comm()

◆ _set_comm_by_matrix()

◆ _set_comm_by_vector()

◆ _set_initial_defect()

◆ _set_new_defect()

◆ _startup()

◆ _update_defect()

◆ apply() [1/2]

◆ apply() [2/2]

◆ calc_convergence_rate()

◆ calc_defect_reduction()

◆ correct()

◆ done()

◆ done_numeric()

◆ done_symbolic()

◆ force_defect_norm_calc()

◆ get_def_final()

◆ get_def_initial()

◆ get_defect_from_grad()

◆ get_div_abs()

◆ get_div_rel()

◆ get_final_fval()

◆ get_initial_sol()

◆ get_max_iter()

◆ get_min_iter()

◆ get_min_stag_iter()

◆ get_num_iter()

◆ get_plot_name()

◆ get_rel_update()

◆ get_stag_rate()

◆ get_status()

◆ get_summary()

◆ get_tol_abs()

◆ get_tol_abs_low()

◆ get_tol_rel()

◆ init()

◆ init_numeric()

◆ init_symbolic()

◆ is_converged() [1/2]

◆ is_converged() [2/2]

◆ is_diverged() [1/2]

◆ is_diverged() [2/2]

◆ name()

◆ plot_summary()

◆ reset()

◆ set_dir_scaling()

◆ set_div_abs()

◆ set_div_rel()

◆ set_grad_from_defect()

◆ set_initial_fval()

◆ set_max_iter()

◆ set_min_iter()

◆ set_min_stag_iter()

◆ set_plot_interval()

◆ set_plot_mode()