MINRESMinimizer.h

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/*
 * (C) Copyright 2009-2016 ECMWF.
 * 
 * This software is licensed under the terms of the Apache Licence Version 2.0
 * which can be obtained at http://www.apache.org/licenses/LICENSE-2.0. 
 * In applying this licence, ECMWF does not waive the privileges and immunities 
 * granted to it by virtue of its status as an intergovernmental organisation nor
 * does it submit to any jurisdiction.
 */
 
#ifndef OOPS_ASSIMILATION_MINRESMINIMIZER_H_
#define OOPS_ASSIMILATION_MINRESMINIMIZER_H_
 
#include <string>
 
#include "oops/assimilation/BMatrix.h"
#include "oops/assimilation/ControlIncrement.h"
#include "oops/assimilation/CostFunction.h"
#include "oops/assimilation/HessianMatrix.h"
#include "oops/assimilation/MINRES.h"
#include "oops/assimilation/PrimalMinimizer.h"
 
namespace oops {
 
/// MINRES Minimizer
/*!
 * Implements the standard Preconditioned Conjugate Gradients algorithm.
 */
 
// -----------------------------------------------------------------------------
 
template<typename MODEL, typename OBS> class MINRESMinimizer : public PrimalMinimizer<MODEL, OBS> {
  typedef BMatrix<MODEL, OBS>             Bmat_;
  typedef CostFunction<MODEL, OBS>        CostFct_;
  typedef ControlIncrement<MODEL, OBS>    CtrlInc_;
  typedef HessianMatrix<MODEL, OBS>       Hessian_;
 
 public:
  const std::string classname() const override {return "MINRESMinimizer";}
  MINRESMinimizer(const eckit::Configuration &, const CostFct_ & J)
    : PrimalMinimizer<MODEL, OBS>(J) {}
  ~MINRESMinimizer() {}
 
 private:
  double solve(CtrlInc_ &, const CtrlInc_ &,
               const Hessian_ &, const Bmat_ &,
               const int, const double) override;
};
 
// =============================================================================
 
template<typename MODEL, typename OBS>
double MINRESMinimizer<MODEL, OBS>::solve(CtrlInc_ & dx, const CtrlInc_ & rhs,
                                  const Hessian_ & hessian, const Bmat_ & B,
                                  const int ninner, const double gnreduc) {
// Solve the linear system
  double reduc = MINRES(dx, rhs, hessian, B, ninner, gnreduc);
  return reduc;
}
 
// -----------------------------------------------------------------------------
 
}  // namespace oops
 
#endif  // OOPS_ASSIMILATION_MINRESMINIMIZER_H_