ROL
Public Member Functions | Private Attributes | List of all members
ROL::lSR1< Real > Class Template Reference

Provides definitions for limited-memory SR1 operators. More...

#include <ROL_lSR1.hpp>

Inheritance diagram for ROL::lSR1< Real >:

Public Member Functions

 lSR1 (int M, bool useDefaultScaling=true, Real Bscaling=Real(1), ESecantMode mode=SECANTMODE_BOTH)
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 applyH0 (Vector< Real > &Hv, const Vector< Real > &v) const
void applyH (Vector< Real > &Hv, const Vector< Real > &v) const
virtual void applyB0 (Vector< Real > &Bv, const Vector< Real > &v) const
void applyB (Vector< Real > &Bv, const Vector< Real > &v) const
Public Member Functions inherited from ROL::ROL::Secant< Real >
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
 Apply linear operator.
void applyInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
 Apply inverse of linear operator.
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 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.

Private Attributes

bool isInitialized_
bool H0called_
bool B0called_
Ptr< Vector< Real > > Bs_
Ptr< Vector< Real > > Hy_
Ptr< Vector< Real > > prim_
Ptr< Vector< Real > > dual_

Additional Inherited Members

Protected Attributes inherited from ROL::ROL::Secant< Real >
const Ptr< SecantState< Real > > state_
Ptr< Vector< Real > > y_
bool useDefaultScaling_
Real Bscaling_

Detailed Description

template<class Real>
class ROL::lSR1< Real >

Provides definitions for limited-memory SR1 operators.

Definition at line 23 of file ROL_lSR1.hpp.

Constructor & Destructor Documentation

◆ lSR1()

template<class Real>
ROL::lSR1< Real >::lSR1 ( int M,
bool useDefaultScaling = true,
Real Bscaling = Real(1),
ESecantMode mode = SECANTMODE_BOTH )
inline

Definition at line 37 of file ROL_lSR1.hpp.

References B0called_, ROL::ROL::Secant< Real >::Bscaling_, H0called_, isInitialized_, ROL::ROL::Secant< Real >::Secant(), ROL::SECANTMODE_BOTH, and ROL::ROL::Secant< Real >::useDefaultScaling_.

Member Function Documentation

◆ updateStorage()

template<class Real>
void ROL::lSR1< Real >::updateStorage ( const Vector< Real > & x,
const Vector< Real > & grad,
const Vector< Real > & gp,
const Vector< Real > & s,
const Real snorm,
const int iter )
inline

Definition at line 45 of file ROL_lSR1.hpp.

References ROL::Vector< Real >::apply(), applyB(), applyH(), Bs_, ROL::ROL::Secant< Real >::Bscaling_, ROL::Vector< Real >::clone(), dual_, Hy_, isInitialized_, prim_, ROL::ROL_EPSILON(), ROL::ROL_INF(), ROL::SECANTMODE_BOTH, ROL::SECANTMODE_FORWARD, ROL::SECANTMODE_INVERSE, ROL::ROL::Secant< Real >::state_, ROL::ROL::Secant< Real >::useDefaultScaling_, and ROL::ROL::Secant< Real >::y_.

◆ applyH0()

template<class Real>
virtual void ROL::lSR1< Real >::applyH0 ( Vector< Real > & Hv,
const Vector< Real > & v ) const
inlinevirtual

Definition at line 161 of file ROL_lSR1.hpp.

References ROL::ROL::Secant< Real >::Bscaling_, ROL::Vector< Real >::dual(), H0called_, prim_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), and ROL::ROL::Secant< Real >::state_.

Referenced by applyH().

◆ applyH()

template<class Real>
void ROL::lSR1< Real >::applyH ( Vector< Real > & Hv,
const Vector< Real > & v ) const
inline

Definition at line 174 of file ROL_lSR1.hpp.

References applyH0(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::dual(), H0called_, prim_, ROL::SECANTMODE_BOTH, ROL::SECANTMODE_INVERSE, and ROL::ROL::Secant< Real >::state_.

Referenced by updateStorage().

◆ applyB0()

template<class Real>
virtual void ROL::lSR1< Real >::applyB0 ( Vector< Real > & Bv,
const Vector< Real > & v ) const
inlinevirtual

Definition at line 227 of file ROL_lSR1.hpp.

References B0called_, ROL::ROL::Secant< Real >::Bscaling_, ROL::Vector< Real >::dual(), dual_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), and ROL::ROL::Secant< Real >::state_.

Referenced by applyB().

◆ applyB()

template<class Real>
void ROL::lSR1< Real >::applyB ( Vector< Real > & Bv,
const Vector< Real > & v ) const
inline

Definition at line 240 of file ROL_lSR1.hpp.

References applyB0(), ROL::Vector< Real >::axpy(), B0called_, ROL::Vector< Real >::dual(), dual_, ROL::SECANTMODE_BOTH, ROL::SECANTMODE_FORWARD, and ROL::ROL::Secant< Real >::state_.

Referenced by updateStorage().

Member Data Documentation

◆ isInitialized_

template<class Real>
bool ROL::lSR1< Real >::isInitialized_
private

Definition at line 27 of file ROL_lSR1.hpp.

Referenced by lSR1(), and updateStorage().

◆ H0called_

template<class Real>
bool ROL::lSR1< Real >::H0called_
mutableprivate

Definition at line 28 of file ROL_lSR1.hpp.

Referenced by applyH(), applyH0(), and lSR1().

◆ B0called_

template<class Real>
bool ROL::lSR1< Real >::B0called_
private

Definition at line 28 of file ROL_lSR1.hpp.

Referenced by applyB(), applyB0(), and lSR1().

◆ Bs_

template<class Real>
Ptr<Vector<Real> > ROL::lSR1< Real >::Bs_
private

Definition at line 29 of file ROL_lSR1.hpp.

Referenced by updateStorage().

◆ Hy_

template<class Real>
Ptr<Vector<Real> > ROL::lSR1< Real >::Hy_
private

Definition at line 29 of file ROL_lSR1.hpp.

Referenced by updateStorage().

◆ prim_

template<class Real>
Ptr<Vector<Real> > ROL::lSR1< Real >::prim_
private

Definition at line 29 of file ROL_lSR1.hpp.

Referenced by applyH(), applyH0(), and updateStorage().

◆ dual_

template<class Real>
Ptr<Vector<Real> > ROL::lSR1< Real >::dual_
private

Definition at line 29 of file ROL_lSR1.hpp.

Referenced by applyB(), applyB0(), and updateStorage().

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