MatCreateLMVMSymBadBroyden#
Creates a limited-memory Symmetric “Bad” Broyden-type matrix used for approximating Jacobians. L-SymBadBrdn is a convex combination of L-DFP and L-BFGS such that SymBadBrdn^{-1} = (1 - phi)BFGS^{-1} + phiDFP^{-1}. The combination factor phi is restricted to the range [0, 1], where the L-SymBadBrdn matrix is guaranteed to be symmetric positive-definite. Note that this combination is on the inverses and not on the forwards. For forward convex combinations, use the L-SymBrdn matrix.
Synopsis#
#include "petscksp.h"
PetscErrorCode MatCreateLMVMSymBadBroyden(MPI_Comm comm, PetscInt n, PetscInt N, Mat *B)
To use the L-SymBrdn matrix with other vector types, the matrix must be
created using MatCreate() and MatSetType(), followed by MatLMVMAllocate()
.
This ensures that the internal storage and work vectors are duplicated from the
correct type of vector.
Collective
Input Parameters#
comm - MPI communicator
n - number of local rows for storage vectors
N - global size of the storage vectors
Output Parameter#
B - the matrix
Options Database Keys#
-mat_lmvm_phi - (developer) convex ratio between BFGS and DFP components of the update
-mat_lmvm_scale_type - (developer) type of scaling applied to J0 (none, scalar, diagonal)
-mat_lmvm_theta - (developer) convex ratio between BFGS and DFP components of the diagonal J0 scaling
-mat_lmvm_rho - (developer) update limiter for the J0 scaling
-mat_lmvm_alpha - (developer) coefficient factor for the quadratic subproblem in J0 scaling
-mat_lmvm_beta - (developer) exponential factor for the diagonal J0 scaling
-mat_lmvm_sigma_hist - (developer) number of past updates to use in J0 scaling
Note#
It is recommended that one use the MatCreate()
, MatSetType()
and/or MatSetFromOptions()
paradigm instead of this routine directly.
See Also#
KSP: Linear System Solvers, LMVM Matrices, MatCreate()
, MATLMVM
, MATLMVMSYMBROYDEN
, MatCreateLMVMDFP()
, MatCreateLMVMSR1()
,
MatCreateLMVMBFGS()
, MatCreateLMVMBrdn()
, MatCreateLMVMBadBrdn()
Level#
intermediate
Location#
src/ksp/ksp/utils/lmvm/symbrdn/symbadbrdn.c
Index of all KSP routines
Table of Contents for all manual pages
Index of all manual pages