Provides interface for and implements limited-memory secant operators. More...

#include <ROL_Secant.hpp>

Inheritance diagram for ROL::Secant< Real >:

Public Member Functions
virtual	~Secant ()
	Secant (int M=10, bool useDefaultScaling=true, Real Bscaling=Real(1), ESecantMode mode=SECANTMODE_BOTH)
Ptr< SecantState< Real > > &	get_state ()
const Ptr< SecantState< Real > > &	get_state () const
virtual void	updateStorage (const Vector< Real > &x, const Vector< Real > &grad, const Vector< Real > &gp, const Vector< Real > &s, const Real snorm, const int iter)
virtual void	applyH (Vector< Real > &Hv, const Vector< Real > &v) const =0
virtual void	applyH0 (Vector< Real > &Hv, const Vector< Real > &v) const
virtual void	applyB (Vector< Real > &Bv, const Vector< Real > &v) const =0
virtual void	applyB0 (Vector< Real > &Bv, const Vector< Real > &v) const
void	test (std::ostream &stream=std::cout) const
void	apply (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
void	applyInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
Public Member Functions inherited from ROL::ROL::LinearOperator< Real >
virtual	~LinearOperator ()
virtual void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update linear operator.
virtual void	apply (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const =0
	Apply linear operator.
virtual void	applyInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
	Apply inverse of linear operator.
virtual void	applyAdjoint (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
	Apply adjoint of linear operator.
virtual void	applyAdjointInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
	Apply adjoint of the inverse linear operator.

Protected Attributes
const Ptr< SecantState< Real > >	state_
Ptr< Vector< Real > >	y_
bool	useDefaultScaling_
Real	Bscaling_

Private Attributes
bool	isInitialized_

Detailed Description

template<class Real>
class ROL::Secant< Real >

Provides interface for and implements limited-memory secant operators.

Definition at line 45 of file ROL_Secant.hpp.

Constructor & Destructor Documentation

◆ ~Secant()

template<class Real>

virtual ROL::Secant< Real >::~Secant ( )

inlinevirtual

Definition at line 59 of file ROL_Secant.hpp.

◆ Secant()

template<class Real>

ROL::Secant< Real >::Secant	(	int	M = 10,
		bool	useDefaultScaling = true,
		Real	Bscaling = Real(1),
		ESecantMode	mode = SECANTMODE_BOTH )

inline

Definition at line 62 of file ROL_Secant.hpp.

References Bscaling_, isInitialized_, ROL::SECANTMODE_BOTH, state_, and useDefaultScaling_.

Member Function Documentation

◆ get_state() [1/2]

template<class Real>

Ptr< SecantState< Real > > & ROL::Secant< Real >::get_state ( )

inline

Definition at line 67 of file ROL_Secant.hpp.

References state_.

◆ get_state() [2/2]

template<class Real>

const Ptr< SecantState< Real > > & ROL::Secant< Real >::get_state ( ) const

inline

Definition at line 68 of file ROL_Secant.hpp.

References state_.

◆ updateStorage()

template<class Real>

virtual void ROL::Secant< Real >::updateStorage	(	const Vector< Real > &	x,
		const Vector< Real > &	grad,
		const Vector< Real > &	gp,
		const Vector< Real > &	s,
		const Real	snorm,
		const int	iter )

inlinevirtual

Definition at line 71 of file ROL_Secant.hpp.

References ROL::Vector< Real >::apply(), ROL::Vector< Real >::clone(), isInitialized_, ROL::ROL_EPSILON(), state_, and y_.

◆ applyH()

template<class Real>

virtual void ROL::Secant< Real >::applyH	(	Vector< Real > &	Hv,
		const Vector< Real > &	v ) const

pure virtual

Referenced by ROL::TypeB::LSecantBAlgorithm< Real >::applyFreePrecond(), applyInverse(), and test().

◆ applyH0()

template<class Real>

virtual void ROL::Secant< Real >::applyH0	(	Vector< Real > &	Hv,
		const Vector< Real > &	v ) const

inlinevirtual

Definition at line 110 of file ROL_Secant.hpp.

References Bscaling_, ROL::Vector< Real >::dual(), ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), state_, and useDefaultScaling_.

Referenced by ROL::lBFGS< Real >::applyH().

◆ applyB()

template<class Real>

virtual void ROL::Secant< Real >::applyB	(	Vector< Real > &	Bv,
		const Vector< Real > &	v ) const

pure virtual

Referenced by apply(), ROL::TypeB::LSecantBAlgorithm< Real >::applyFreeHessian(), ROL::TypeB::LSecantBAlgorithm< Real >::dcauchy(), and test().

◆ applyB0()

template<class Real>

virtual void ROL::Secant< Real >::applyB0	(	Vector< Real > &	Bv,
		const Vector< Real > &	v ) const

inlinevirtual

Definition at line 127 of file ROL_Secant.hpp.

References Bscaling_, ROL::Vector< Real >::dual(), ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), state_, and useDefaultScaling_.

Referenced by ROL::lBFGS< Real >::applyB().

◆ test()

template<class Real>

void ROL::Secant< Real >::test ( std::ostream & stream = std::cout ) const

inline

Definition at line 141 of file ROL_Secant.hpp.

References applyB(), applyH(), isInitialized_, and state_.

◆ apply()

template<class Real>

void ROL::Secant< Real >::apply	(	Vector< Real > &	Hv,
		const Vector< Real > &	v,
		Real &	tol ) const

inline

Definition at line 164 of file ROL_Secant.hpp.

References applyB().

◆ applyInverse()

template<class Real>

void ROL::Secant< Real >::applyInverse	(	Vector< Real > &	Hv,
		const Vector< Real > &	v,
		Real &	tol ) const

inline

Definition at line 168 of file ROL_Secant.hpp.

References applyH().

Member Data Documentation

◆ state_

template<class Real>

const Ptr<SecantState<Real> > ROL::Secant< Real >::state_

protected

Definition at line 48 of file ROL_Secant.hpp.

Referenced by applyB0(), applyH0(), get_state(), get_state(), Secant(), test(), and updateStorage().

◆ y_

template<class Real>

Ptr<Vector<Real> > ROL::Secant< Real >::y_

protected

Definition at line 49 of file ROL_Secant.hpp.

Referenced by updateStorage().

◆ useDefaultScaling_

template<class Real>

bool ROL::Secant< Real >::useDefaultScaling_

protected

Definition at line 50 of file ROL_Secant.hpp.

Referenced by applyB0(), applyH0(), and Secant().

◆ Bscaling_

template<class Real>

Real ROL::Secant< Real >::Bscaling_

protected

Definition at line 51 of file ROL_Secant.hpp.

Referenced by applyB0(), applyH0(), and Secant().

◆ isInitialized_

template<class Real>

bool ROL::Secant< Real >::isInitialized_

private

Definition at line 55 of file ROL_Secant.hpp.

Referenced by Secant(), test(), and updateStorage().

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

ROL_Secant.hpp

Public Member Functions

Protected Attributes

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ ~Secant()

◆ Secant()

Member Function Documentation

◆ get_state() [1/2]

◆ get_state() [2/2]

◆ updateStorage()

◆ applyH()

◆ applyH0()

◆ applyB()

◆ applyB0()

◆ test()

◆ apply()

◆ applyInverse()

Member Data Documentation

◆ state_

◆ y_

◆ useDefaultScaling_

◆ Bscaling_

◆ isInitialized_