LBHessianMatrix.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_LBHESSIANMATRIX_H_
#define OOPS_ASSIMILATION_LBHESSIANMATRIX_H_
 
#include <memory>
 
#include <boost/noncopyable.hpp>
 
#include "oops/assimilation/ControlIncrement.h"
#include "oops/assimilation/CostFunction.h"
#include "oops/base/GeneralizedDepartures.h"
#include "oops/base/PostProcessorTLAD.h"
 
namespace oops {
  template<typename MODEL> class JqTermTLAD;
 
/// The Hessian matrix: \f$ I  + B H^T R^{-1} H \f$.
/*!
 *  The solvers represent matrices as objects that implement a "multiply"
 *  method. This class defines objects that apply a generalized Hessian
 *  matrix which includes all the terms of the cost function.
 */
 
template<typename MODEL, typename OBS> class LBHessianMatrix : private boost::noncopyable {
  typedef ControlIncrement<MODEL, OBS>    CtrlInc_;
  typedef CostFunction<MODEL, OBS>        CostFct_;
  typedef JqTermTLAD<MODEL>          JqTermTLAD_;
 
 public:
  explicit LBHessianMatrix(const CostFct_ & j): j_(j) {}
 
  void multiply(const CtrlInc_ & dx, CtrlInc_ & dz) const {
//  Setup TL terms of cost function
    PostProcessorTLAD<MODEL> costtl;
    for (unsigned jj = 0; jj < j_.nterms(); ++jj) {
      j_.jterm(jj).setPostProcTL(dx, costtl);
    }
 
//  Run TLM
    CtrlInc_ mdx(dx);
    j_.runTLM(mdx, costtl);
 
//  Finalize Jb+Jq
 
//  Get TLM outputs, multiply by covariance inverses and setup ADJ forcing terms
    PostProcessorTLAD<MODEL> costad;
    dz.zero();
    CtrlInc_ dw(j_.jb());
 
//  Jb
    CtrlInc_ tmp(j_.jb());
    j_.jb().finalizeTL(dx, dw);
    tmp = dw;
    j_.jb().initializeAD(dz, tmp, costad);
 
    j_.zeroAD(dw);
//  Jo + Jc
    for (unsigned jj = 0; jj < j_.nterms(); ++jj) {
      std::unique_ptr<GeneralizedDepartures> ww = j_.jterm(jj).newDualVector();
      j_.jterm(jj).computeCostTL(dx, *ww);
      std::shared_ptr<GeneralizedDepartures> zz(j_.jterm(jj).multiplyCoInv(*ww));
      j_.jterm(jj).computeCostAD(zz, dw, costad);
    }
 
//  Run ADJ
    j_.runADJ(dw, costad);
 
//  Multiply by B
    CtrlInc_ zz(j_.jb());
    j_.jb().multiplyB(dw, zz);
 
    dz += zz;
    j_.jb().finalizeAD();
    for (unsigned jj = 0; jj < j_.nterms(); ++jj) {
      j_.jterm(jj).setPostProcAD();
    }
  }
 
 private:
  CostFct_ const & j_;
};
 
}  // namespace oops
 
#endif  // OOPS_ASSIMILATION_LBHESSIANMATRIX_H_