Actual source code: pounders.h
1: #pragma once
2: #include <petsc/private/taoimpl.h>
3: #include <petscblaslapack.h>
5: typedef struct {
6: PetscInt npmax; /* Max number of interpolation points (>n+1) (def: 2n+1) */
7: PetscInt nmax; /* Max(n*(n+1)/2, 5*npmax) */
8: PetscInt m, n;
9: Vec *Xhist;
10: Vec *Fhist;
11: PetscReal *Fres; /* (nfmax) */
12: PetscReal *RES; /* npxm */
13: PetscReal *work; /* (n) */
14: PetscReal *work2; /* (n) */
15: PetscReal *work3; /* (n) */
16: PetscReal *xmin; /* (n) */
17: PetscReal *mwork; /* (m) */
18: PetscReal *Disp; /* nxn */
19: PetscReal *Fdiff; /* nxm */
20: PetscReal *H; /* model hessians (mxnxn) */
21: PetscReal *Hres; /* nxn */
22: PetscReal *Gres; /* n */
23: PetscReal *Gdel; /* mxn */
24: PetscReal *Hdel; /* mxnxn */
25: PetscReal *Gpoints; /* nxn */
26: PetscReal *C; /* m */
27: PetscReal *Xsubproblem; /* n */
28: PetscInt *indices; /* 1,2,3...m */
29: PetscInt minindex;
30: PetscInt nmodelpoints;
31: PetscInt *model_indices; /* n */
32: PetscInt last_nmodelpoints;
33: PetscInt *last_model_indices; /* n */
34: PetscInt *interp_indices; /* n */
35: PetscBLASInt *iwork; /* n */
36: PetscReal *w; /* nxn */
37: PetscInt nHist;
38: VecScatter scatterf, scatterx;
39: Vec localf, localx, localfmin, localxmin;
40: Vec workxvec, workfvec;
41: PetscMPIInt size;
43: PetscReal delta; /* Trust region radius (>0) */
44: PetscReal delta0;
45: PetscBool usegqt;
46: Mat Hs;
47: Vec b;
49: PetscReal deltamax;
50: PetscReal deltamin;
51: PetscReal c1; /* Factor for checking validity */
52: PetscReal c2; /* Factor for linear poisedness */
53: PetscReal theta1; /* Pivot threshold for validity */
54: PetscReal theta2; /* Pivot threshold for additional points */
55: PetscReal gamma0; /* parameter for shrinking trust region (<1) */
56: PetscReal gamma1; /* parameter for enlarging trust region (>2) */
57: PetscReal eta0; /* parameter 1 for accepting point (0 <= eta0 < eta1)*/
58: PetscReal eta1; /* parameter 2 for accepting point (eta0 < eta1 < 1)*/
59: PetscReal gqt_rtol; /* parameter used by gqt */
60: PetscInt gqt_maxits; /* parameter used by gqt */
62: /* QR factorization data */
63: PetscInt q_is_I;
64: PetscReal *Q; /* npmax x npmax */
65: PetscReal *Q_tmp; /* npmax x npmax */
66: PetscReal *tau; /* scalar factors of H(i) */
67: PetscReal *tau_tmp; /* scalar factors of H(i) */
68: PetscReal *npmaxwork; /* work vector of length npmax */
69: PetscBLASInt *npmaxiwork; /* integer work vector of length npmax */
70: /* morepoints and getquadnlsmfq */
71: PetscReal *L; /* n*(n+1)/2 x npmax */
72: PetscReal *L_tmp; /* n*(n+1)/2 x npmax */
73: PetscReal *L_save; /* n*(n+1)/2 x npmax */
74: PetscReal *Z; /* npmax x npmax-(n+1) */
75: PetscReal *M; /* npmax x n+1 */
76: PetscReal *N; /* npmax x n*(n+1)/2 */
77: PetscReal *alpha; /* n+1 */
78: PetscReal *beta; /* r(n+1)/2 */
79: PetscReal *omega; /* npmax - np - 1 */
81: Tao subtao;
82: Vec subxl, subxu, subx, subpdel, subndel, subb;
83: Mat subH;
85: } TAO_POUNDERS;
87: PetscErrorCode gqt(PetscInt, PetscReal *, PetscInt, PetscReal *, PetscReal, PetscReal, PetscReal, PetscInt, PetscReal *, PetscReal *, PetscReal *, PetscInt *, PetscInt *, PetscReal *, PetscReal *, PetscReal *);