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oops::DRPLanczosMinimizer< MODEL, OBS > Class Template Reference

DRPLanczos Minimizer. More...

#include <DRPLanczosMinimizer.h>

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Public Member Functions

const std::string classname () const override
 
 DRPLanczosMinimizer (const eckit::Configuration &, const CostFct_ &)
 
 ~DRPLanczosMinimizer ()
 
- Public Member Functions inherited from oops::DRMinimizer< MODEL, OBS >
 DRMinimizer (const CostFct_ &J)
 
 ~DRMinimizer ()
 
- Public Member Functions inherited from oops::Minimizer< MODEL, OBS >
 Minimizer (const CostFct_ &J)
 
virtual ~Minimizer ()
 
ControlIncrement< MODEL, OBS > * minimize (const eckit::Configuration &)
 

Private Types

typedef BMatrix< MODEL, OBS > Bmat_
 
typedef CostFunction< MODEL, OBS > CostFct_
 
typedef ControlIncrement< MODEL, OBS > CtrlInc_
 
typedef HtRinvHMatrix< MODEL, OBS > HtRinvH_
 

Private Member Functions

double solve (CtrlInc_ &, CtrlInc_ &, CtrlInc_ &, const Bmat_ &, const HtRinvH_ &, const double, const double, const int, const double) override
 

Private Attributes

SpectralLMP< CtrlInc_ > lmp_
 
std::vector< std::unique_ptr< CtrlInc_ > > hvecs_
 
std::vector< std::unique_ptr< CtrlInc_ > > vvecs_
 
std::vector< std::unique_ptr< CtrlInc_ > > zvecs_
 
std::vector< double > alphas_
 
std::vector< double > betas_
 
eckit::LocalConfiguration diagConf_
 

Detailed Description

template<typename MODEL, typename OBS>
class oops::DRPLanczosMinimizer< MODEL, OBS >

DRPLanczos Minimizer.

Derber-Rosati Preconditioned Lanczos solver.

This solver is the Lanczos version of the DRPCG algorithm It solves \( Ax=b\) for the particular case \( A=B^{-1}+C\), without requiring the application of \( B^{-1}\).

A must be square, symmetric, positive definite.

A preconditioner must be supplied that, given a vector q, returns an approximation to \( (AB)^{-1} q\). Possible preconditioning is detailed in S. Gurol, PhD Manuscript, 2013. Note that the traditional \( B\)-preconditioning corresponds to precond= \(I\).

On entry:

  • dx = starting point.
  • dxh = starting point, \( B^{-1} dx_{0}\).
  • rr = residual at starting point.
  • B = \( B \).
  • C = \( C \).
  • precond = preconditioner \( F_k \approx (AB)^{-1} \).

On exit, dxh will contain \( B^{-1} x\) where x is the solution. The return value is the achieved reduction in residual norm.

Iteration will stop if the maximum iteration limit "maxiter" is reached or if the residual norm reduces by a factor of "tolerance".

Each matrix must implement a method:

  • void multiply(const VECTOR&, VECTOR&) const

which applies the matrix to the first argument, and returns the matrix-vector product in the second. (Note: the const is optional, but recommended.)

Definition at line 76 of file DRPLanczosMinimizer.h.

Member Typedef Documentation

◆ Bmat_

template<typename MODEL , typename OBS >
typedef BMatrix<MODEL, OBS> oops::DRPLanczosMinimizer< MODEL, OBS >::Bmat_
private

Definition at line 77 of file DRPLanczosMinimizer.h.

◆ CostFct_

template<typename MODEL , typename OBS >
typedef CostFunction<MODEL, OBS> oops::DRPLanczosMinimizer< MODEL, OBS >::CostFct_
private

Definition at line 78 of file DRPLanczosMinimizer.h.

◆ CtrlInc_

template<typename MODEL , typename OBS >
typedef ControlIncrement<MODEL, OBS> oops::DRPLanczosMinimizer< MODEL, OBS >::CtrlInc_
private

Definition at line 79 of file DRPLanczosMinimizer.h.

◆ HtRinvH_

template<typename MODEL , typename OBS >
typedef HtRinvHMatrix<MODEL, OBS> oops::DRPLanczosMinimizer< MODEL, OBS >::HtRinvH_
private

Definition at line 80 of file DRPLanczosMinimizer.h.

Constructor & Destructor Documentation

◆ DRPLanczosMinimizer()

template<typename MODEL , typename OBS >
oops::DRPLanczosMinimizer< MODEL, OBS >::DRPLanczosMinimizer ( const eckit::Configuration &  conf,
const CostFct_ &  J 
)

Definition at line 106 of file DRPLanczosMinimizer.h.

◆ ~DRPLanczosMinimizer()

template<typename MODEL , typename OBS >
oops::DRPLanczosMinimizer< MODEL, OBS >::~DRPLanczosMinimizer ( )
inline

Definition at line 85 of file DRPLanczosMinimizer.h.

Member Function Documentation

◆ classname()

template<typename MODEL , typename OBS >
const std::string oops::DRPLanczosMinimizer< MODEL, OBS >::classname ( ) const
inlineoverridevirtual

Implements oops::DRMinimizer< MODEL, OBS >.

Definition at line 83 of file DRPLanczosMinimizer.h.

◆ solve()

template<typename MODEL , typename OBS >
double oops::DRPLanczosMinimizer< MODEL, OBS >::solve ( CtrlInc_ &  dx,
CtrlInc_ &  dxh,
CtrlInc_ &  rr,
const Bmat_ &  B,
const HtRinvH_ &  HtRinvH,
const double  costJ0Jb,
const double  costJ0JoJc,
const int  maxiter,
const double  tolerance 
)
overrideprivatevirtual

Implements oops::DRMinimizer< MODEL, OBS >.

Definition at line 114 of file DRPLanczosMinimizer.h.

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Member Data Documentation

◆ alphas_

template<typename MODEL , typename OBS >
std::vector<double> oops::DRPLanczosMinimizer< MODEL, OBS >::alphas_
private

Definition at line 96 of file DRPLanczosMinimizer.h.

◆ betas_

template<typename MODEL , typename OBS >
std::vector<double> oops::DRPLanczosMinimizer< MODEL, OBS >::betas_
private

Definition at line 97 of file DRPLanczosMinimizer.h.

◆ diagConf_

template<typename MODEL , typename OBS >
eckit::LocalConfiguration oops::DRPLanczosMinimizer< MODEL, OBS >::diagConf_
private

Definition at line 100 of file DRPLanczosMinimizer.h.

◆ hvecs_

template<typename MODEL , typename OBS >
std::vector<std::unique_ptr<CtrlInc_> > oops::DRPLanczosMinimizer< MODEL, OBS >::hvecs_
private

Definition at line 93 of file DRPLanczosMinimizer.h.

◆ lmp_

template<typename MODEL , typename OBS >
SpectralLMP<CtrlInc_> oops::DRPLanczosMinimizer< MODEL, OBS >::lmp_
private

Definition at line 91 of file DRPLanczosMinimizer.h.

◆ vvecs_

template<typename MODEL , typename OBS >
std::vector<std::unique_ptr<CtrlInc_> > oops::DRPLanczosMinimizer< MODEL, OBS >::vvecs_
private

Definition at line 94 of file DRPLanczosMinimizer.h.

◆ zvecs_

template<typename MODEL , typename OBS >
std::vector<std::unique_ptr<CtrlInc_> > oops::DRPLanczosMinimizer< MODEL, OBS >::zvecs_
private

Definition at line 95 of file DRPLanczosMinimizer.h.

The documentation for this class was generated from the following file: