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 *);