Actual source code: pounders.h

      1: #ifndef TAO_MFQNLS_H
      2: #define TAO_MFQNLS_H
      3: #include <petsc/private/taoimpl.h>
      4: #include <petscblaslapack.h>

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

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

     50:   PetscReal deltamax;
     51:   PetscReal deltamin;
     52:   PetscReal c1; /* Factor for checking validity */
     53:   PetscReal c2; /* Factor for linear poisedness */
     54:   PetscReal theta1; /* Pivot threshold for validity */
     55:   PetscReal theta2; /* Pivot threshold for additional points */
     56:   PetscReal gamma0; /* parameter for shrinking trust region (<1) */
     57:   PetscReal gamma1; /* parameter for enlarging trust region (>2) */
     58:   PetscReal eta0;   /* parameter 1 for accepting point (0 <= eta0 < eta1)*/
     59:   PetscReal eta1;   /* parameter 2 for accepting point (eta0 < eta1 < 1)*/
     60:   PetscReal gqt_rtol;   /* parameter used by gqt */
     61:   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;

     88: PetscErrorCode gqt(PetscInt,PetscReal*,PetscInt,PetscReal*,PetscReal,PetscReal,PetscReal,PetscInt,PetscReal*,PetscReal*,PetscReal*,PetscInt*,PetscInt*,PetscReal *,PetscReal *,PetscReal*);

     90: #endif /* ifndef TAO_MFQNLS */