Provides an interface for randomized sketching. More...

#include <ROL_Sketch.hpp>

Public Member Functions
virtual	~Sketch (void)
	Sketch (const Vector< Real > &x, int ncol, int rank, Real orthTol=1e-8, int orthIt=2, bool truncate=false, unsigned dom_seed=0, unsigned rng_seed=0)
void	setStream (Ptr< std::ostream > &out)
void	reset (bool randomize=true)
void	setRank (int rank)
void	update (void)
int	advance (Real nu, const Vector< Real > &h, int col, Real eta=1.0)
int	reconstruct (Vector< Real > &a, const int col)
bool	test (const int rank, std::ostream &outStream=std::cout, const int verbosity=0)

Private Member Functions
void	mgs2 (std::vector< Ptr< Vector< Real > > > &Y) const
int	LSsolver (LA::Matrix< Real > &A, LA::Matrix< Real > &B, bool trans=false) const
int	lowRankApprox (LA::Matrix< Real > &A, int r) const
int	computeP (void)
int	computeQ (void)
int	computeC (void)
bool	testQ (std::ostream &outStream=std::cout, const int verbosity=0)
bool	testP (std::ostream &outStream=std::cout, const int verbosity=0)

Private Attributes
std::vector< Ptr< Vector< Real > > >	Y_
LA::Matrix< Real >	X_
LA::Matrix< Real >	Z_
LA::Matrix< Real >	C_
std::vector< Ptr< Vector< Real > > >	Upsilon_
std::vector< Ptr< Vector< Real > > >	Phi_
LA::Matrix< Real >	Omega_
LA::Matrix< Real >	Psi_
int	maxRank_
int	ncol_
int	rank_
int	k_
int	s_
const Real	orthTol_
const int	orthIt_
const bool	truncate_
LAPACK< int, Real >	lapack_
bool	flagP_
bool	flagQ_
bool	flagC_
Ptr< std::ostream >	out_
Ptr< Elementwise::NormalRandom< Real > >	nrand_
Ptr< std::mt19937_64 >	gen_
Ptr< std::normal_distribution< Real > >	dist_

Detailed Description

template<class Real>
class ROL::Sketch< Real >

Provides an interface for randomized sketching.

Definition at line 31 of file ROL_Sketch.hpp.

Constructor & Destructor Documentation

◆ ~Sketch()

template<class Real>

virtual ROL::Sketch< Real >::~Sketch ( void )

inlinevirtual

Definition at line 209 of file ROL_Sketch.hpp.

◆ Sketch()

template<class Real>

ROL::Sketch< Real >::Sketch	(	const Vector< Real > &	x,
		int	ncol,
		int	rank,
		Real	orthTol = 1e-8,
		int	orthIt = 2,
		bool	truncate = false,
		unsigned	dom_seed = 0,
		unsigned	rng_seed = 0 )

inline

Definition at line 211 of file ROL_Sketch.hpp.

References C_, ROL::Vector< Real >::clone(), ROL::Vector< Real >::dimension(), dist_, flagC_, flagP_, flagQ_, gen_, k_, maxRank_, ncol_, nrand_, Omega_, orthIt_, orthTol_, out_, Phi_, Psi_, rank_, reset(), s_, truncate_, Upsilon_, X_, Y_, and Z_.

Member Function Documentation

◆ mgs2()

template<class Real>

void ROL::Sketch< Real >::mgs2 ( std::vector< Ptr< Vector< Real > > > & Y ) const

inlineprivate

Definition at line 58 of file ROL_Sketch.hpp.

References orthIt_, orthTol_, ROL::ROL_EPSILON(), and zero.

Referenced by computeQ().

◆ LSsolver()

template<class Real>

int ROL::Sketch< Real >::LSsolver	(	LA::Matrix< Real > &	A,
		LA::Matrix< Real > &	B,
		bool	trans = false ) const

inlineprivate

Definition at line 89 of file ROL_Sketch.hpp.

References lapack_.

Referenced by computeC().

◆ lowRankApprox()

template<class Real>

int ROL::Sketch< Real >::lowRankApprox	(	LA::Matrix< Real > &	A,
		int	r ) const

inlineprivate

Definition at line 109 of file ROL_Sketch.hpp.

References lapack_, and zero.

Referenced by computeC().

◆ computeP()

template<class Real>

int ROL::Sketch< Real >::computeP ( void )

inlineprivate

Definition at line 140 of file ROL_Sketch.hpp.

References flagP_, k_, lapack_, ncol_, and X_.

Referenced by computeC(), reconstruct(), and testP().

◆ computeQ()

template<class Real>

int ROL::Sketch< Real >::computeQ ( void )

inlineprivate

Definition at line 167 of file ROL_Sketch.hpp.

References flagQ_, mgs2(), and Y_.

Referenced by computeC(), reconstruct(), and testQ().

◆ computeC()

template<class Real>

int ROL::Sketch< Real >::computeC ( void )

inlineprivate

Definition at line 175 of file ROL_Sketch.hpp.

References C_, computeP(), computeQ(), flagC_, k_, lowRankApprox(), LSsolver(), ncol_, Phi_, Psi_, rank_, s_, truncate_, X_, Y_, Z_, and zero.

Referenced by reconstruct().

◆ setStream()

template<class Real>

void ROL::Sketch< Real >::setStream ( Ptr< std::ostream > & out )

inline

Definition at line 239 of file ROL_Sketch.hpp.

References out_.

◆ reset()

template<class Real>

void ROL::Sketch< Real >::reset ( bool randomize = true )

inline

Definition at line 243 of file ROL_Sketch.hpp.

References C_, flagC_, flagP_, flagQ_, k_, ncol_, nrand_, Omega_, Phi_, Psi_, s_, Upsilon_, X_, Y_, Z_, and zero.

Referenced by setRank(), Sketch(), and update().

◆ setRank()

template<class Real>

void ROL::Sketch< Real >::setRank ( int rank )

inline

Definition at line 260 of file ROL_Sketch.hpp.

References C_, k_, maxRank_, ncol_, Omega_, out_, Phi_, Psi_, rank_, reset(), s_, Upsilon_, X_, Y_, and Z_.

Referenced by main().

◆ update()

template<class Real>

void ROL::Sketch< Real >::update ( void )

inline

Definition at line 288 of file ROL_Sketch.hpp.

References reset().

Referenced by test().

◆ advance()

template<class Real>

int ROL::Sketch< Real >::advance	(	Real	nu,
		const Vector< Real > &	h,
		int	col,
		Real	eta = 1.0 )

inline

Definition at line 292 of file ROL_Sketch.hpp.

References ROL::Vector< Real >::dot(), flagC_, flagP_, flagQ_, k_, ncol_, ROL::Vector< Real >::norm(), Omega_, out_, Phi_, Psi_, s_, Upsilon_, X_, Y_, and Z_.

Referenced by test().

◆ reconstruct()

template<class Real>

int ROL::Sketch< Real >::reconstruct	(	Vector< Real > &	a,
		const int	col )

inline

Definition at line 328 of file ROL_Sketch.hpp.

References ROL::Vector< Real >::axpy(), C_, computeC(), computeP(), computeQ(), k_, ncol_, ROL::Vector< Real >::norm(), out_, X_, Y_, ROL::Vector< Real >::zero(), and zero.

Referenced by test().

◆ test()

template<class Real>

bool ROL::Sketch< Real >::test	(	const int	rank,
		std::ostream &	outStream = std::cout,
		const int	verbosity = 0 )

inline

Definition at line 360 of file ROL_Sketch.hpp.

References advance(), ncol_, reconstruct(), ROL::ROL_EPSILON(), testP(), testQ(), update(), and Y_.

Referenced by main().

◆ testQ()

template<class Real>

bool ROL::Sketch< Real >::testQ	(	std::ostream &	outStream = std::cout,
		const int	verbosity = 0 )

inlineprivate

Definition at line 411 of file ROL_Sketch.hpp.

References computeQ(), k_, ROL::ROL_EPSILON(), and Y_.

Referenced by test().

◆ testP()

template<class Real>

bool ROL::Sketch< Real >::testP	(	std::ostream &	outStream = std::cout,
		const int	verbosity = 0 )

inlineprivate

Definition at line 441 of file ROL_Sketch.hpp.

References computeP(), k_, ncol_, ROL::ROL_EPSILON(), X_, and zero.

Referenced by test().

Member Data Documentation

◆ Y_

template<class Real>

std::vector<Ptr<Vector<Real> > > ROL::Sketch< Real >::Y_

private

Definition at line 34 of file ROL_Sketch.hpp.

Referenced by advance(), computeC(), computeQ(), reconstruct(), reset(), setRank(), Sketch(), test(), and testQ().

◆ X_

template<class Real>

LA::Matrix<Real> ROL::Sketch< Real >::X_

private

Definition at line 35 of file ROL_Sketch.hpp.

Referenced by advance(), computeC(), computeP(), reconstruct(), reset(), setRank(), Sketch(), and testP().

◆ Z_

template<class Real>

LA::Matrix<Real> ROL::Sketch< Real >::Z_

private

Definition at line 35 of file ROL_Sketch.hpp.

Referenced by advance(), computeC(), reset(), setRank(), and Sketch().

◆ C_

template<class Real>

LA::Matrix<Real> ROL::Sketch< Real >::C_

private

Definition at line 35 of file ROL_Sketch.hpp.

Referenced by computeC(), reconstruct(), reset(), setRank(), and Sketch().

◆ Upsilon_

template<class Real>

std::vector<Ptr<Vector<Real> > > ROL::Sketch< Real >::Upsilon_

private

Definition at line 38 of file ROL_Sketch.hpp.

Referenced by advance(), reset(), setRank(), and Sketch().

◆ Phi_

template<class Real>

std::vector<Ptr<Vector<Real> > > ROL::Sketch< Real >::Phi_

private

Definition at line 38 of file ROL_Sketch.hpp.

Referenced by advance(), computeC(), reset(), setRank(), and Sketch().

◆ Omega_

template<class Real>

LA::Matrix<Real> ROL::Sketch< Real >::Omega_

private

Definition at line 39 of file ROL_Sketch.hpp.

Referenced by advance(), reset(), setRank(), and Sketch().

◆ Psi_

template<class Real>

LA::Matrix<Real> ROL::Sketch< Real >::Psi_

private

Definition at line 39 of file ROL_Sketch.hpp.

Referenced by advance(), computeC(), reset(), setRank(), and Sketch().

◆ maxRank_

template<class Real>

int ROL::Sketch< Real >::maxRank_

private

Definition at line 41 of file ROL_Sketch.hpp.

Referenced by setRank(), and Sketch().

◆ ncol_

template<class Real>

int ROL::Sketch< Real >::ncol_

private

Definition at line 41 of file ROL_Sketch.hpp.

Referenced by advance(), computeC(), computeP(), reconstruct(), reset(), setRank(), Sketch(), test(), and testP().

◆ rank_

template<class Real>

int ROL::Sketch< Real >::rank_

private

Definition at line 41 of file ROL_Sketch.hpp.

Referenced by computeC(), setRank(), and Sketch().

◆ k_

template<class Real>

int ROL::Sketch< Real >::k_

private

Definition at line 41 of file ROL_Sketch.hpp.

Referenced by advance(), computeC(), computeP(), reconstruct(), reset(), setRank(), Sketch(), testP(), and testQ().

◆ s_

template<class Real>

int ROL::Sketch< Real >::s_

private

Definition at line 41 of file ROL_Sketch.hpp.

Referenced by advance(), computeC(), reset(), setRank(), and Sketch().

◆ orthTol_

template<class Real>

const Real ROL::Sketch< Real >::orthTol_

private

Definition at line 43 of file ROL_Sketch.hpp.

Referenced by mgs2(), and Sketch().

◆ orthIt_

template<class Real>

const int ROL::Sketch< Real >::orthIt_

private

Definition at line 44 of file ROL_Sketch.hpp.

Referenced by mgs2(), and Sketch().

◆ truncate_

template<class Real>

const bool ROL::Sketch< Real >::truncate_

private

Definition at line 46 of file ROL_Sketch.hpp.

Referenced by computeC(), and Sketch().

◆ lapack_

template<class Real>

LAPACK<int,Real> ROL::Sketch< Real >::lapack_

private

Definition at line 48 of file ROL_Sketch.hpp.

Referenced by computeP(), lowRankApprox(), and LSsolver().

◆ flagP_

template<class Real>

bool ROL::Sketch< Real >::flagP_

private

Definition at line 50 of file ROL_Sketch.hpp.

Referenced by advance(), computeP(), reset(), and Sketch().

◆ flagQ_

template<class Real>

bool ROL::Sketch< Real >::flagQ_

private

Definition at line 50 of file ROL_Sketch.hpp.

Referenced by advance(), computeQ(), reset(), and Sketch().

◆ flagC_

template<class Real>

bool ROL::Sketch< Real >::flagC_

private

Definition at line 50 of file ROL_Sketch.hpp.

Referenced by advance(), computeC(), reset(), and Sketch().

◆ out_

template<class Real>

Ptr<std::ostream> ROL::Sketch< Real >::out_

private

Definition at line 52 of file ROL_Sketch.hpp.

Referenced by advance(), reconstruct(), setRank(), setStream(), and Sketch().

◆ nrand_

template<class Real>

Ptr<Elementwise::NormalRandom<Real> > ROL::Sketch< Real >::nrand_

private

Definition at line 54 of file ROL_Sketch.hpp.

Referenced by reset(), and Sketch().

◆ gen_

template<class Real>

Ptr<std::mt19937_64> ROL::Sketch< Real >::gen_

private

Definition at line 55 of file ROL_Sketch.hpp.

Referenced by Sketch().

◆ dist_

template<class Real>

Ptr<std::normal_distribution<Real> > ROL::Sketch< Real >::dist_

private

Definition at line 56 of file ROL_Sketch.hpp.

Referenced by Sketch().

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

ROL_Sketch.hpp

Public Member Functions

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ ~Sketch()

◆ Sketch()

Member Function Documentation

◆ mgs2()

◆ LSsolver()

◆ lowRankApprox()

◆ computeP()

◆ computeQ()

◆ computeC()

◆ setStream()

◆ reset()

◆ setRank()

◆ update()

◆ advance()

◆ reconstruct()

◆ test()

◆ testQ()

◆ testP()

Member Data Documentation

◆ Y_

◆ X_

◆ Z_

◆ C_

◆ Upsilon_

◆ Phi_

◆ Omega_

◆ Psi_

◆ maxRank_

◆ ncol_

◆ rank_

◆ k_

◆ s_

◆ orthTol_

◆ orthIt_

◆ truncate_

◆ lapack_

◆ flagP_

◆ flagQ_

◆ flagC_

◆ out_

◆ nrand_

◆ gen_

◆ dist_