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