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// ***********************************************************************
//
// Anasazi: Block Eigensolvers Package
// Copyright (2004) Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
// license for use of this work by or on behalf of the U.S. Government.
//
// This library is free software; you can redistribute it and/or modify
// it under the terms of the GNU Lesser General Public License as
// published by the Free Software Foundation; either version 2.1 of the
// License, or (at your option) any later version.
//
// This library is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301
// USA
// Questions? Contact Michael A. Heroux (maherou@sandia.gov)
//
// ***********************************************************************
// @HEADER
/*! \file AnasaziBasicOrthoManager.hpp
\brief Basic implementation of the Anasazi::OrthoManager class
*/
#ifndef ANASAZI_BASIC_ORTHOMANAGER_HPP
#define ANASAZI_BASIC_ORTHOMANAGER_HPP
/*! \class Anasazi::BasicOrthoManager
\brief An implementation of the Anasazi::MatOrthoManager that performs orthogonalization
using (potentially) multiple steps of classical Gram-Schmidt.
\author Chris Baker, Ulrich Hetmaniuk, Rich Lehoucq, and Heidi Thornquist
*/
#include "AnasaziConfigDefs.hpp"
#include "AnasaziMultiVecTraits.hpp"
#include "AnasaziOperatorTraits.hpp"
#include "AnasaziMatOrthoManager.hpp"
#include "Teuchos_TimeMonitor.hpp"
#include "Teuchos_LAPACK.hpp"
#include "Teuchos_BLAS.hpp"
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
# include <Teuchos_FancyOStream.hpp>
#endif
namespace Anasazi {
template<class ScalarType, class MV, class OP>
class BasicOrthoManager : public MatOrthoManager<ScalarType,MV,OP> {
private:
typedef typename Teuchos::ScalarTraits<ScalarType>::magnitudeType MagnitudeType;
typedef Teuchos::ScalarTraits<ScalarType> SCT;
typedef MultiVecTraits<ScalarType,MV> MVT;
typedef OperatorTraits<ScalarType,MV,OP> OPT;
public:
//! @name Constructor/Destructor
//@{
//! Constructor specifying re-orthogonalization tolerance.
BasicOrthoManager( Teuchos::RCP<const OP> Op = Teuchos::null,
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType kappa = 1.41421356 /* sqrt(2) */,
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType eps = 0.0,
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType tol = 0.20 );
//! Destructor
~BasicOrthoManager() {}
//@}
//! @name Methods implementing Anasazi::MatOrthoManager
//@{
/*! \brief Given a list of mutually orthogonal and internally orthonormal bases \c Q, this method
* projects a multivector \c X onto the space orthogonal to the individual <tt>Q[i]</tt>,
* optionally returning the coefficients of \c X for the individual <tt>Q[i]</tt>. All of this is done with respect
* to the inner product innerProd().
*
* After calling this routine, \c X will be orthogonal to each of the <tt>Q[i]</tt>.
*
@param X [in/out] The multivector to be modified.<br>
On output, the columns of \c X will be orthogonal to each <tt>Q[i]</tt>, satisfying
\f[
X_{out} = X_{in} - \sum_i Q[i] \langle Q[i], X_{in} \rangle
\f]
@param MX [in/out] The image of \c X under the inner product operator \c Op.
If \f$ MX != 0\f$: On input, this is expected to be consistent with \c Op \cdot X. On output, this is updated consistent with updates to \c X.
If \f$ MX == 0\f$ or \f$ Op == 0\f$: \c MX is not referenced.
@param C [out] The coefficients of \c X in the bases <tt>Q[i]</tt>. If <tt>C[i]</tt> is a non-null pointer
and <tt>C[i]</tt> matches the dimensions of \c X and <tt>Q[i]</tt>, then the coefficients computed during the orthogonalization
routine will be stored in the matrix <tt>C[i]</tt>, similar to calling
\code
innerProd( Q[i], X, C[i] );
\endcode
If <tt>C[i]</tt> points to a Teuchos::SerialDenseMatrix with size
inconsistent with \c X and \c <tt>Q[i]</tt>, then a std::invalid_argument
exception will be thrown. Otherwise, if <tt>C.size() < i</tt> or
<tt>C[i]</tt> is a null pointer, the caller will not have access to the
computed coefficients.
@param Q [in] A list of multivector bases specifying the subspaces to be orthogonalized against, satisfying
\f[
\langle Q[i], Q[j] \rangle = I \quad\textrm{if}\quad i=j
\f]
and
\f[
\langle Q[i], Q[j] \rangle = 0 \quad\textrm{if}\quad i \neq j\ .
\f]
*/
void projectMat (
MV &X,
Teuchos::Array<Teuchos::RCP<const MV> > Q,
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C
= Teuchos::tuple(Teuchos::RCP< Teuchos::SerialDenseMatrix<int,ScalarType> >(Teuchos::null)),
Teuchos::RCP<MV> MX = Teuchos::null,
Teuchos::Array<Teuchos::RCP<const MV> > MQ = Teuchos::tuple(Teuchos::RCP<const MV>(Teuchos::null))
) const;
/*! \brief This method takes a multivector \c X and attempts to compute an orthonormal basis for \f$colspan(X)\f$, with respect to innerProd().
*
* The method uses classical Gram-Schmidt with selective reorthogonalization. As a result, the coefficient matrix \c B is upper triangular.
*
* This routine returns an integer \c rank stating the rank of the computed basis. If \c X does not have full rank and the normalize() routine does
* not attempt to augment the subspace, then \c rank may be smaller than the number of columns in \c X. In this case, only the first \c rank columns of
* output \c X and first \c rank rows of \c B will be valid.
*
* The method attempts to find a basis with dimension equal to the number of columns in \c X. It does this by augmenting linearly dependent
* vectors in \c X with random directions. A finite number of these attempts will be made; therefore, it is possible that the dimension of the
* computed basis is less than the number of vectors in \c X.
*
@param X [in/out] The multivector to be modified.<br>
On output, the first \c rank columns of \c X satisfy
\f[
\langle X[i], X[j] \rangle = \delta_{ij}\ .
\f]
Also,
\f[
X_{in}(1:m,1:n) = X_{out}(1:m,1:rank) B(1:rank,1:n)
\f]
where \c m is the number of rows in \c X and \c n is the number of columns in \c X.
@param MX [in/out] The image of \c X under the inner product operator \c Op.
If \f$ MX != 0\f$: On input, this is expected to be consistent with \c Op \cdot X. On output, this is updated consistent with updates to \c X.
If \f$ MX == 0\f$ or \f$ Op == 0\f$: \c MX is not referenced.
@param B [out] The coefficients of the original \c X with respect to the computed basis. If \c B is a non-null pointer and \c B matches the dimensions of \c B, then the
coefficients computed during the orthogonalization routine will be stored in \c B, similar to calling
\code
innerProd( Xout, Xin, B );
\endcode
If \c B points to a Teuchos::SerialDenseMatrix with size inconsistent with \c X, then a std::invalid_argument exception will be thrown. Otherwise, if \c B is null, the caller will not have
access to the computed coefficients. This matrix is not necessarily triangular (as in a QR factorization); see the documentation of specific orthogonalization managers.<br>
The first rows in \c B corresponding to the valid columns in \c X will be upper triangular.
@return Rank of the basis computed by this method, less than or equal to the number of columns in \c X. This specifies how many columns in the returned \c X and rows in the returned \c B are valid.
*/
int normalizeMat (
MV &X,
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > B = Teuchos::null,
Teuchos::RCP<MV> MX = Teuchos::null
) const;
/*! \brief Given a set of bases <tt>Q[i]</tt> and a multivector \c X, this method computes an orthonormal basis for \f$colspan(X) - \sum_i colspan(Q[i])\f$.
*
* This routine returns an integer \c rank stating the rank of the computed basis. If the subspace \f$colspan(X) - \sum_i colspan(Q[i])\f$ does not
* have dimension as large as the number of columns of \c X and the orthogonalization manager doe not attempt to augment the subspace, then \c rank
* may be smaller than the number of columns of \c X. In this case, only the first \c rank columns of output \c X and first \c rank rows of \c B will
* be valid.
*
* The method attempts to find a basis with dimension the same as the number of columns in \c X. It does this by augmenting linearly dependent
* vectors with random directions. A finite number of these attempts will be made; therefore, it is possible that the dimension of the
* computed basis is less than the number of vectors in \c X.
*
@param X [in/out] The multivector to be modified.<br>
On output, the first \c rank columns of \c X satisfy
\f[
\langle X[i], X[j] \rangle = \delta_{ij} \quad \textrm{and} \quad \langle X, Q[i] \rangle = 0\ .
\f]
Also,
\f[
X_{in}(1:m,1:n) = X_{out}(1:m,1:rank) B(1:rank,1:n) + \sum_i Q[i] C[i]
\f]
where \c m is the number of rows in \c X and \c n is the number of columns in \c X.
@param MX [in/out] The image of \c X under the inner product operator \c Op.
If \f$ MX != 0\f$: On input, this is expected to be consistent with \c Op \cdot X. On output, this is updated consistent with updates to \c X.
If \f$ MX == 0\f$ or \f$ Op == 0\f$: \c MX is not referenced.
@param C [out] The coefficients of \c X in the <tt>Q[i]</tt>. If <tt>C[i]</tt> is a non-null pointer
and <tt>C[i]</tt> matches the dimensions of \c X and <tt>Q[i]</tt>, then the coefficients computed during the orthogonalization
routine will be stored in the matrix <tt>C[i]</tt>, similar to calling
\code
innerProd( Q[i], X, C[i] );
\endcode
If <tt>C[i]</tt> points to a Teuchos::SerialDenseMatrix with size
inconsistent with \c X and \c <tt>Q[i]</tt>, then a std::invalid_argument
exception will be thrown. Otherwise, if <tt>C.size() < i</tt> or
<tt>C[i]</tt> is a null pointer, the caller will not have access to the
computed coefficients.
@param B [out] The coefficients of the original \c X with respect to the computed basis. If \c B is a non-null pointer and \c B matches the dimensions of \c B, then the
coefficients computed during the orthogonalization routine will be stored in \c B, similar to calling
\code
innerProd( Xout, Xin, B );
\endcode
If \c B points to a Teuchos::SerialDenseMatrix with size inconsistent with \c X, then a std::invalid_argument exception will be thrown. Otherwise, if \c B is null, the caller will not have
access to the computed coefficients. This matrix is not necessarily triangular (as in a QR factorization); see the documentation of specific orthogonalization managers.<br>
The first rows in \c B corresponding to the valid columns in \c X will be upper triangular.
@param Q [in] A list of multivector bases specifying the subspaces to be orthogonalized against, satisfying
\f[
\langle Q[i], Q[j] \rangle = I \quad\textrm{if}\quad i=j
\f]
and
\f[
\langle Q[i], Q[j] \rangle = 0 \quad\textrm{if}\quad i \neq j\ .
\f]
@return Rank of the basis computed by this method, less than or equal to the number of columns in \c X. This specifies how many columns in the returned \c X and rows in the returned \c B are valid.
*/
int projectAndNormalizeMat (
MV &X,
Teuchos::Array<Teuchos::RCP<const MV> > Q,
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C
= Teuchos::tuple(Teuchos::RCP< Teuchos::SerialDenseMatrix<int,ScalarType> >(Teuchos::null)),
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > B = Teuchos::null,
Teuchos::RCP<MV> MX = Teuchos::null,
Teuchos::Array<Teuchos::RCP<const MV> > MQ = Teuchos::tuple(Teuchos::RCP<const MV>(Teuchos::null))
) const;
//@}
//! @name Error methods
//@{
/*! \brief This method computes the error in orthonormality of a multivector, measured
* as the Frobenius norm of the difference <tt>innerProd(X,Y) - I</tt>.
* The method has the option of exploiting a caller-provided \c MX.
*/
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType
orthonormErrorMat(const MV &X, Teuchos::RCP<const MV> MX = Teuchos::null) const;
/*! \brief This method computes the error in orthogonality of two multivectors, measured
* as the Frobenius norm of <tt>innerProd(X,Y)</tt>.
* The method has the option of exploiting a caller-provided \c MX.
*/
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType
orthogErrorMat(const MV &X1, const MV &X2, Teuchos::RCP<const MV> MX1, Teuchos::RCP<const MV> MX2) const;
//@}
//! @name Accessor routines
//@{
//! Set parameter for re-orthogonalization threshold.
void setKappa( typename Teuchos::ScalarTraits<ScalarType>::magnitudeType kappa ) { kappa_ = kappa; }
//! Return parameter for re-orthogonalization threshold.
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType getKappa() const { return kappa_; }
//@}
private:
//! Parameter for re-orthogonalization.
MagnitudeType kappa_;
MagnitudeType eps_;
MagnitudeType tol_;
// ! Routine to find an orthonormal basis
int findBasis(MV &X, Teuchos::RCP<MV> MX,
Teuchos::SerialDenseMatrix<int,ScalarType> &B,
bool completeBasis, int howMany = -1 ) const;
//
// Internal timers
//
Teuchos::RCP<Teuchos::Time> timerReortho_;
};
//////////////////////////////////////////////////////////////////////////////////////////////////
// Constructor
template<class ScalarType, class MV, class OP>
BasicOrthoManager<ScalarType,MV,OP>::BasicOrthoManager( Teuchos::RCP<const OP> Op,
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType kappa,
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType eps,
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType tol ) :
MatOrthoManager<ScalarType,MV,OP>(Op), kappa_(kappa), eps_(eps), tol_(tol)
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
, timerReortho_(Teuchos::TimeMonitor::getNewTimer("Anasazi::BasicOrthoManager::Re-orthogonalization"))
#endif
{
TEUCHOS_TEST_FOR_EXCEPTION(eps_ < SCT::magnitude(SCT::zero()),std::invalid_argument,
"Anasazi::BasicOrthoManager::BasicOrthoManager(): argument \"eps\" must be non-negative.");
if (eps_ == 0) {
Teuchos::LAPACK<int,MagnitudeType> lapack;
eps_ = lapack.LAMCH('E');
eps_ = Teuchos::ScalarTraits<MagnitudeType>::pow(eps_,.75);
}
TEUCHOS_TEST_FOR_EXCEPTION(
tol_ < SCT::magnitude(SCT::zero()) || tol_ > SCT::magnitude(SCT::one()),
std::invalid_argument,
"Anasazi::BasicOrthoManager::BasicOrthoManager(): argument \"tol\" must be in [0,1].");
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Compute the distance from orthonormality
template<class ScalarType, class MV, class OP>
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType
BasicOrthoManager<ScalarType,MV,OP>::orthonormErrorMat(const MV &X, Teuchos::RCP<const MV> MX) const {
const ScalarType ONE = SCT::one();
int rank = MVT::GetNumberVecs(X);
Teuchos::SerialDenseMatrix<int,ScalarType> xTx(rank,rank);
MatOrthoManager<ScalarType,MV,OP>::innerProdMat(X,X,xTx,MX,MX);
for (int i=0; i<rank; i++) {
xTx(i,i) -= ONE;
}
return xTx.normFrobenius();
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Compute the distance from orthogonality
template<class ScalarType, class MV, class OP>
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType
BasicOrthoManager<ScalarType,MV,OP>::orthogErrorMat(const MV &X1, const MV &X2, Teuchos::RCP<const MV> MX1, Teuchos::RCP<const MV> MX2) const {
int r1 = MVT::GetNumberVecs(X1);
int r2 = MVT::GetNumberVecs(X2);
Teuchos::SerialDenseMatrix<int,ScalarType> xTx(r1,r2);
MatOrthoManager<ScalarType,MV,OP>::innerProdMat(X1,X2,xTx,MX1,MX2);
return xTx.normFrobenius();
}
//////////////////////////////////////////////////////////////////////////////////////////////////
template<class ScalarType, class MV, class OP>
void BasicOrthoManager<ScalarType, MV, OP>::projectMat(
MV &X,
Teuchos::Array<Teuchos::RCP<const MV> > Q,
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C,
Teuchos::RCP<MV> MX,
Teuchos::Array<Teuchos::RCP<const MV> > MQ
) const {
// For the inner product defined by the operator Op or the identity (Op == 0)
// -> Orthogonalize X against each Q[i]
// Modify MX accordingly
//
// Note that when Op is 0, MX is not referenced
//
// Parameter variables
//
// X : Vectors to be transformed
//
// MX : Image of the block vector X by the mass matrix
//
// Q : Bases to orthogonalize against. These are assumed orthonormal, mutually and independently.
//
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
// Get a FancyOStream from out_arg or create a new one ...
Teuchos::RCP<Teuchos::FancyOStream>
out = Teuchos::getFancyOStream(Teuchos::rcpFromRef(std::cout));
out->setShowAllFrontMatter(false).setShowProcRank(true);
*out << "Entering Anasazi::BasicOrthoManager::projectMat(...)\n";
#endif
ScalarType ONE = SCT::one();
int xc = MVT::GetNumberVecs( X );
ptrdiff_t xr = MVT::GetGlobalLength( X );
int nq = Q.length();
std::vector<int> qcs(nq);
// short-circuit
if (nq == 0 || xc == 0 || xr == 0) {
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Leaving Anasazi::BasicOrthoManager::projectMat(...)\n";
#endif
return;
}
ptrdiff_t qr = MVT::GetGlobalLength ( *Q[0] );
// if we don't have enough C, expand it with null references
// if we have too many, resize to throw away the latter ones
// if we have exactly as many as we have Q, this call has no effect
C.resize(nq);
/****** DO NO MODIFY *MX IF _hasOp == false ******/
if (this->_hasOp) {
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Allocating MX...\n";
#endif
if (MX == Teuchos::null) {
// we need to allocate space for MX
MX = MVT::Clone(X,MVT::GetNumberVecs(X));
OPT::Apply(*(this->_Op),X,*MX);
this->_OpCounter += MVT::GetNumberVecs(X);
}
}
else {
// Op == I --> MX = X (ignore it if the user passed it in)
MX = Teuchos::rcpFromRef(X);
}
int mxc = MVT::GetNumberVecs( *MX );
ptrdiff_t mxr = MVT::GetGlobalLength( *MX );
// check size of X and Q w.r.t. common sense
TEUCHOS_TEST_FOR_EXCEPTION( xc<0 || xr<0 || mxc<0 || mxr<0, std::invalid_argument,
"Anasazi::BasicOrthoManager::projectMat(): MVT returned negative dimensions for X,MX" );
// check size of X w.r.t. MX and Q
TEUCHOS_TEST_FOR_EXCEPTION( xc!=mxc || xr!=mxr || xr!=qr, std::invalid_argument,
"Anasazi::BasicOrthoManager::projectMat(): Size of X not consistent with MX,Q" );
// tally up size of all Q and check/allocate C
int baslen = 0;
for (int i=0; i<nq; i++) {
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength( *Q[i] ) != qr, std::invalid_argument,
"Anasazi::BasicOrthoManager::projectMat(): Q lengths not mutually consistent" );
qcs[i] = MVT::GetNumberVecs( *Q[i] );
TEUCHOS_TEST_FOR_EXCEPTION( qr < static_cast<ptrdiff_t>(qcs[i]), std::invalid_argument,
"Anasazi::BasicOrthoManager::projectMat(): Q has less rows than columns" );
baslen += qcs[i];
// check size of C[i]
if ( C[i] == Teuchos::null ) {
C[i] = Teuchos::rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(qcs[i],xc) );
}
else {
TEUCHOS_TEST_FOR_EXCEPTION( C[i]->numRows() != qcs[i] || C[i]->numCols() != xc , std::invalid_argument,
"Anasazi::BasicOrthoManager::projectMat(): Size of Q not consistent with size of C" );
}
}
// Perform the Gram-Schmidt transformation for a block of vectors
// Compute the initial Op-norms
std::vector<ScalarType> oldDot( xc );
MVT::MvDot( X, *MX, oldDot );
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "oldDot = { ";
std::copy(oldDot.begin(), oldDot.end(), std::ostream_iterator<ScalarType>(*out, " "));
*out << "}\n";
#endif
MQ.resize(nq);
// Define the product Q^T * (Op*X)
for (int i=0; i<nq; i++) {
// Multiply Q' with MX
MatOrthoManager<ScalarType,MV,OP>::innerProdMat(*Q[i],X,*C[i],MQ[i],MX);
// Multiply by Q and subtract the result in X
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Applying projector P_Q[" << i << "]...\n";
#endif
MVT::MvTimesMatAddMv( -ONE, *Q[i], *C[i], ONE, X );
// Update MX, with the least number of applications of Op as possible
// Update MX. If we have MQ, use it. Otherwise, just multiply by Op
if (this->_hasOp) {
if (MQ[i] == Teuchos::null) {
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Updating MX via M*X...\n";
#endif
OPT::Apply( *(this->_Op), X, *MX);
this->_OpCounter += MVT::GetNumberVecs(X);
}
else {
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Updating MX via M*Q...\n";
#endif
MVT::MvTimesMatAddMv( -ONE, *MQ[i], *C[i], ONE, *MX );
}
}
}
// Compute new Op-norms
std::vector<ScalarType> newDot(xc);
MVT::MvDot( X, *MX, newDot );
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "newDot = { ";
std::copy(newDot.begin(), newDot.end(), std::ostream_iterator<ScalarType>(*out, " "));
*out << "}\n";
#endif
// determine (individually) whether to do another step of classical Gram-Schmidt
for (int j = 0; j < xc; ++j) {
if ( SCT::magnitude(kappa_*newDot[j]) < SCT::magnitude(oldDot[j]) ) {
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "kappa_*newDot[" <<j<< "] == " << kappa_*newDot[j] << "... another step of Gram-Schmidt.\n";
#endif
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
Teuchos::TimeMonitor lcltimer( *timerReortho_ );
#endif
for (int i=0; i<nq; i++) {
Teuchos::SerialDenseMatrix<int,ScalarType> C2(C[i]->numRows(), C[i]->numCols());
// Apply another step of classical Gram-Schmidt
MatOrthoManager<ScalarType,MV,OP>::innerProdMat(*Q[i],X,C2,MQ[i],MX);
*C[i] += C2;
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Applying projector P_Q[" << i << "]...\n";
#endif
MVT::MvTimesMatAddMv( -ONE, *Q[i], C2, ONE, X );
// Update MX as above
if (this->_hasOp) {
if (MQ[i] == Teuchos::null) {
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Updating MX via M*X...\n";
#endif
OPT::Apply( *(this->_Op), X, *MX);
this->_OpCounter += MVT::GetNumberVecs(X);
}
else {
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Updating MX via M*Q...\n";
#endif
MVT::MvTimesMatAddMv( -ONE, *MQ[i], C2, ONE, *MX );
}
}
}
break;
} // if (kappa_*newDot[j] < oldDot[j])
} // for (int j = 0; j < xc; ++j)
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Leaving Anasazi::BasicOrthoManager::projectMat(...)\n";
#endif
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Find an Op-orthonormal basis for span(X), with rank numvectors(X)
template<class ScalarType, class MV, class OP>
int BasicOrthoManager<ScalarType, MV, OP>::normalizeMat(
MV &X,
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > B,
Teuchos::RCP<MV> MX) const {
// call findBasis(), with the instruction to try to generate a basis of rank numvecs(X)
// findBasis() requires MX
int xc = MVT::GetNumberVecs(X);
ptrdiff_t xr = MVT::GetGlobalLength(X);
// if Op==null, MX == X (via pointer)
// Otherwise, either the user passed in MX or we will allocated and compute it
if (this->_hasOp) {
if (MX == Teuchos::null) {
// we need to allocate space for MX
MX = MVT::Clone(X,xc);
OPT::Apply(*(this->_Op),X,*MX);
this->_OpCounter += MVT::GetNumberVecs(X);
}
}
// if the user doesn't want to store the coefficients,
// allocate some local memory for them
if ( B == Teuchos::null ) {
B = Teuchos::rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(xc,xc) );
}
int mxc = (this->_hasOp) ? MVT::GetNumberVecs( *MX ) : xc;
ptrdiff_t mxr = (this->_hasOp) ? MVT::GetGlobalLength( *MX ) : xr;
// check size of C, B
TEUCHOS_TEST_FOR_EXCEPTION( xc == 0 || xr == 0, std::invalid_argument,
"Anasazi::BasicOrthoManager::normalizeMat(): X must be non-empty" );
TEUCHOS_TEST_FOR_EXCEPTION( B->numRows() != xc || B->numCols() != xc, std::invalid_argument,
"Anasazi::BasicOrthoManager::normalizeMat(): Size of X not consistent with size of B" );
TEUCHOS_TEST_FOR_EXCEPTION( xc != mxc || xr != mxr, std::invalid_argument,
"Anasazi::BasicOrthoManager::normalizeMat(): Size of X not consistent with size of MX" );
TEUCHOS_TEST_FOR_EXCEPTION( static_cast<ptrdiff_t>(xc) > xr, std::invalid_argument,
"Anasazi::BasicOrthoManager::normalizeMat(): Size of X not feasible for normalization" );
return findBasis(X, MX, *B, true );
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Find an Op-orthonormal basis for span(X) - span(W)
template<class ScalarType, class MV, class OP>
int BasicOrthoManager<ScalarType, MV, OP>::projectAndNormalizeMat(
MV &X,
Teuchos::Array<Teuchos::RCP<const MV> > Q,
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C,
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > B,
Teuchos::RCP<MV> MX,
Teuchos::Array<Teuchos::RCP<const MV> > MQ
) const {
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
// Get a FancyOStream from out_arg or create a new one ...
Teuchos::RCP<Teuchos::FancyOStream>
out = Teuchos::getFancyOStream(Teuchos::rcpFromRef(std::cout));
out->setShowAllFrontMatter(false).setShowProcRank(true);
*out << "Entering Anasazi::BasicOrthoManager::projectAndNormalizeMat(...)\n";
#endif
int nq = Q.length();
int xc = MVT::GetNumberVecs( X );
ptrdiff_t xr = MVT::GetGlobalLength( X );
int rank;
/* if the user doesn't want to store the coefficients,
* allocate some local memory for them
*/
if ( B == Teuchos::null ) {
B = Teuchos::rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(xc,xc) );
}
/****** DO NO MODIFY *MX IF _hasOp == false ******/
if (this->_hasOp) {
if (MX == Teuchos::null) {
// we need to allocate space for MX
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Allocating MX...\n";
#endif
MX = MVT::Clone(X,MVT::GetNumberVecs(X));
OPT::Apply(*(this->_Op),X,*MX);
this->_OpCounter += MVT::GetNumberVecs(X);
}
}
else {
// Op == I --> MX = X (ignore it if the user passed it in)
MX = Teuchos::rcpFromRef(X);
}
int mxc = MVT::GetNumberVecs( *MX );
ptrdiff_t mxr = MVT::GetGlobalLength( *MX );
TEUCHOS_TEST_FOR_EXCEPTION( xc == 0 || xr == 0, std::invalid_argument, "Anasazi::BasicOrthoManager::projectAndNormalizeMat(): X must be non-empty" );
ptrdiff_t numbas = 0;
for (int i=0; i<nq; i++) {
numbas += MVT::GetNumberVecs( *Q[i] );
}
// check size of B
TEUCHOS_TEST_FOR_EXCEPTION( B->numRows() != xc || B->numCols() != xc, std::invalid_argument,
"Anasazi::BasicOrthoManager::projectAndNormalizeMat(): Size of X must be consistent with size of B" );
// check size of X and MX
TEUCHOS_TEST_FOR_EXCEPTION( xc<0 || xr<0 || mxc<0 || mxr<0, std::invalid_argument,
"Anasazi::BasicOrthoManager::projectAndNormalizeMat(): MVT returned negative dimensions for X,MX" );
// check size of X w.r.t. MX
TEUCHOS_TEST_FOR_EXCEPTION( xc!=mxc || xr!=mxr, std::invalid_argument,
"Anasazi::BasicOrthoManager::projectAndNormalizeMat(): Size of X must be consistent with size of MX" );
// check feasibility
TEUCHOS_TEST_FOR_EXCEPTION( numbas+xc > xr, std::invalid_argument,
"Anasazi::BasicOrthoManager::projectAndNormalizeMat(): Orthogonality constraints not feasible" );
// orthogonalize all of X against Q
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Orthogonalizing X against Q...\n";
#endif
projectMat(X,Q,C,MX,MQ);
Teuchos::SerialDenseMatrix<int,ScalarType> oldCoeff(xc,1);
// start working
rank = 0;
int numTries = 10; // each vector in X gets 10 random chances to escape degeneracy
int oldrank = -1;
do {
int curxsize = xc - rank;
// orthonormalize X, but quit if it is rank deficient
// we can't let findBasis generated random vectors to complete the basis,
// because it doesn't know about Q; we will do this ourselves below
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Attempting to find orthonormal basis for X...\n";
#endif
rank = findBasis(X,MX,*B,false,curxsize);
if (oldrank != -1 && rank != oldrank) {
// we had previously stopped before, after operating on vector oldrank
// we saved its coefficients, augmented it with a random vector, and
// then called findBasis() again, which proceeded to add vector oldrank
// to the basis.
// now, restore the saved coefficients into B
for (int i=0; i<xc; i++) {
(*B)(i,oldrank) = oldCoeff(i,0);
}
}
if (rank < xc) {
if (rank != oldrank) {
// we quit on this vector and will augment it with random below
// this is the first time that we have quit on this vector
// therefor, (*B)(:,rank) contains the actual coefficients of the
// input vectors with respect to the previous vectors in the basis
// save these values, as (*B)(:,rank) will be overwritten by our next
// call to findBasis()
// we will restore it after we are done working on this vector
for (int i=0; i<xc; i++) {
oldCoeff(i,0) = (*B)(i,rank);
}
}
}
if (rank == xc) {
// we are done
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Finished computing basis.\n";
#endif
break;
}
else {
TEUCHOS_TEST_FOR_EXCEPTION( rank < oldrank, OrthoError,
"Anasazi::BasicOrthoManager::projectAndNormalizeMat(): basis lost rank; this shouldn't happen");
if (rank != oldrank) {
// we added a vector to the basis; reset the chance counter
numTries = 10;
// store old rank
oldrank = rank;
}
else {
// has this vector run out of chances to escape degeneracy?
if (numTries <= 0) {
break;
}
}
// use one of this vector's chances
numTries--;
// randomize troubled direction
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Randomizing X[" << rank << "]...\n";
#endif
Teuchos::RCP<MV> curX, curMX;
std::vector<int> ind(1);
ind[0] = rank;
curX = MVT::CloneViewNonConst(X,ind);
MVT::MvRandom(*curX);
if (this->_hasOp) {
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Applying operator to random vector.\n";
#endif
curMX = MVT::CloneViewNonConst(*MX,ind);
OPT::Apply( *(this->_Op), *curX, *curMX );
this->_OpCounter += MVT::GetNumberVecs(*curX);
}
// orthogonalize against Q
// if !this->_hasOp, the curMX will be ignored.
// we don't care about these coefficients
// on the contrary, we need to preserve the previous coeffs
{
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > dummyC(0);
projectMat(*curX,Q,dummyC,curMX,MQ);
}
}
} while (1);
// this should never raise an exception; but our post-conditions oblige us to check
TEUCHOS_TEST_FOR_EXCEPTION( rank > xc || rank < 0, std::logic_error,
"Anasazi::BasicOrthoManager::projectAndNormalizeMat(): Debug error in rank variable." );
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Leaving Anasazi::BasicOrthoManager::projectAndNormalizeMat(...)\n";
#endif
return rank;
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Find an Op-orthonormal basis for span(X), with the option of extending the subspace so that
// the rank is numvectors(X)
template<class ScalarType, class MV, class OP>
int BasicOrthoManager<ScalarType, MV, OP>::findBasis(
MV &X, Teuchos::RCP<MV> MX,
Teuchos::SerialDenseMatrix<int,ScalarType> &B,
bool completeBasis, int howMany ) const {
// For the inner product defined by the operator Op or the identity (Op == 0)
// -> Orthonormalize X
// Modify MX accordingly
//
// Note that when Op is 0, MX is not referenced
//
// Parameter variables
//
// X : Vectors to be orthonormalized
//
// MX : Image of the multivector X under the operator Op
//
// Op : Pointer to the operator for the inner product
//
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
// Get a FancyOStream from out_arg or create a new one ...
Teuchos::RCP<Teuchos::FancyOStream>
out = Teuchos::getFancyOStream(Teuchos::rcpFromRef(std::cout));
out->setShowAllFrontMatter(false).setShowProcRank(true);
*out << "Entering Anasazi::BasicOrthoManager::findBasis(...)\n";
#endif
const ScalarType ONE = SCT::one();
const MagnitudeType ZERO = SCT::magnitude(SCT::zero());
int xc = MVT::GetNumberVecs( X );
if (howMany == -1) {
howMany = xc;
}
/*******************************************************
* If _hasOp == false, we will not reference MX below *
*******************************************************/
TEUCHOS_TEST_FOR_EXCEPTION(this->_hasOp == true && MX == Teuchos::null, std::logic_error,
"Anasazi::BasicOrthoManager::findBasis(): calling routine did not specify MS.");
TEUCHOS_TEST_FOR_EXCEPTION( howMany < 0 || howMany > xc, std::logic_error,
"Anasazi::BasicOrthoManager::findBasis(): Invalid howMany parameter" );
/* xstart is which column we are starting the process with, based on howMany
* columns before xstart are assumed to be Op-orthonormal already
*/
int xstart = xc - howMany;
for (int j = xstart; j < xc; j++) {
// numX represents the number of currently orthonormal columns of X
int numX = j;
// j represents the index of the current column of X
// these are different interpretations of the same value
//
// set the lower triangular part of B to zero
for (int i=j+1; i<xc; ++i) {
B(i,j) = ZERO;
}
// Get a view of the vector currently being worked on.
std::vector<int> index(1);
index[0] = j;
Teuchos::RCP<MV> Xj = MVT::CloneViewNonConst( X, index );
Teuchos::RCP<MV> MXj;
if ((this->_hasOp)) {
// MXj is a view of the current vector in MX
MXj = MVT::CloneViewNonConst( *MX, index );
}
else {
// MXj is a pointer to Xj, and MUST NOT be modified
MXj = Xj;
}
// Get a view of the previous vectors.
std::vector<int> prev_idx( numX );
Teuchos::RCP<const MV> prevX, prevMX;
if (numX > 0) {
for (int i=0; i<numX; ++i) prev_idx[i] = i;
prevX = MVT::CloneViewNonConst( X, prev_idx );
if (this->_hasOp) {
prevMX = MVT::CloneViewNonConst( *MX, prev_idx );
}
}
bool rankDef = true;
/* numTrials>0 will denote that the current vector was randomized for the purpose
* of finding a basis vector, and that the coefficients of that vector should
* not be stored in B
*/
for (int numTrials = 0; numTrials < 10; numTrials++) {
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Trial " << numTrials << " for vector " << j << "\n";
#endif
// Make storage for these Gram-Schmidt iterations.
Teuchos::SerialDenseMatrix<int,ScalarType> product(numX, 1);
std::vector<MagnitudeType> origNorm(1), newNorm(1), newNorm2(1);
//
// Save old MXj vector and compute Op-norm
//
Teuchos::RCP<MV> oldMXj = MVT::CloneCopy( *MXj );
MatOrthoManager<ScalarType,MV,OP>::normMat(*Xj,origNorm,MXj);
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "origNorm = " << origNorm[0] << "\n";
#endif
if (numX > 0) {
// Apply the first step of Gram-Schmidt
// product <- prevX^T MXj
MatOrthoManager<ScalarType,MV,OP>::innerProdMat(*prevX,*Xj,product,Teuchos::null,MXj);
// Xj <- Xj - prevX prevX^T MXj
// = Xj - prevX product
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Orthogonalizing X[" << j << "]...\n";
#endif
MVT::MvTimesMatAddMv( -ONE, *prevX, product, ONE, *Xj );
// Update MXj
if (this->_hasOp) {
// MXj <- Op*Xj_new
// = Op*(Xj_old - prevX prevX^T MXj)
// = MXj - prevMX product
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Updating MX[" << j << "]...\n";
#endif
MVT::MvTimesMatAddMv( -ONE, *prevMX, product, ONE, *MXj );
}
// Compute new Op-norm
MatOrthoManager<ScalarType,MV,OP>::normMat(*Xj,newNorm,MXj);
MagnitudeType product_norm = product.normOne();
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "newNorm = " << newNorm[0] << "\n";
*out << "prodoct_norm = " << product_norm << "\n";
#endif
// Check if a correction is needed.
if ( product_norm/newNorm[0] >= tol_ || newNorm[0] < eps_*origNorm[0]) {
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
if (product_norm/newNorm[0] >= tol_) {
*out << "product_norm/newNorm == " << product_norm/newNorm[0] << "... another step of Gram-Schmidt.\n";
}
else {
*out << "eps*origNorm == " << eps_*origNorm[0] << "... another step of Gram-Schmidt.\n";
}
#endif
// Apply the second step of Gram-Schmidt
// This is the same as above
Teuchos::SerialDenseMatrix<int,ScalarType> P2(numX,1);
MatOrthoManager<ScalarType,MV,OP>::innerProdMat(*prevX,*Xj,P2,Teuchos::null,MXj);
product += P2;
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Orthogonalizing X[" << j << "]...\n";
#endif
MVT::MvTimesMatAddMv( -ONE, *prevX, P2, ONE, *Xj );
if ((this->_hasOp)) {
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Updating MX[" << j << "]...\n";
#endif
MVT::MvTimesMatAddMv( -ONE, *prevMX, P2, ONE, *MXj );
}
// Compute new Op-norms
MatOrthoManager<ScalarType,MV,OP>::normMat(*Xj,newNorm2,MXj);
product_norm = P2.normOne();
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "newNorm2 = " << newNorm2[0] << "\n";
*out << "product_norm = " << product_norm << "\n";
#endif
if ( product_norm/newNorm2[0] >= tol_ || newNorm2[0] < eps_*origNorm[0] ) {
// we don't do another GS, we just set it to zero.
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
if (product_norm/newNorm2[0] >= tol_) {
*out << "product_norm/newNorm2 == " << product_norm/newNorm2[0] << "... setting vector to zero.\n";
}
else if (newNorm[0] < newNorm2[0]) {
*out << "newNorm2 > newNorm... setting vector to zero.\n";
}
else {
*out << "eps*origNorm == " << eps_*origNorm[0] << "... setting vector to zero.\n";
}
#endif
MVT::MvInit(*Xj,ZERO);
if ((this->_hasOp)) {
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Setting MX[" << j << "] to zero as well.\n";
#endif
MVT::MvInit(*MXj,ZERO);
}
}
}
} // if (numX > 0) do GS
// save the coefficients, if we are working on the original vector and not a randomly generated one
if (numTrials == 0) {
for (int i=0; i<numX; i++) {
B(i,j) = product(i,0);
}
}
// Check if Xj has any directional information left after the orthogonalization.
MatOrthoManager<ScalarType,MV,OP>::normMat(*Xj,newNorm,MXj);
if ( newNorm[0] != ZERO && newNorm[0] > SCT::sfmin() ) {
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Normalizing X[" << j << "], norm(X[" << j << "]) = " << newNorm[0] << "\n";
#endif
// Normalize Xj.
// Xj <- Xj / norm
MVT::MvScale( *Xj, ONE/newNorm[0]);
if (this->_hasOp) {
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Normalizing M*X[" << j << "]...\n";
#endif
// Update MXj.
MVT::MvScale( *MXj, ONE/newNorm[0]);
}
// save it, if it corresponds to the original vector and not a randomly generated one
if (numTrials == 0) {
B(j,j) = newNorm[0];
}
// We are not rank deficient in this vector. Move on to the next vector in X.
rankDef = false;
break;
}
else {
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Not normalizing M*X[" << j << "]...\n";
#endif
// There was nothing left in Xj after orthogonalizing against previous columns in X.
// X is rank deficient.
// reflect this in the coefficients
B(j,j) = ZERO;
if (completeBasis) {
// Fill it with random information and keep going.
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Inserting random vector in X[" << j << "]...\n";
#endif
MVT::MvRandom( *Xj );
if (this->_hasOp) {
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Updating M*X[" << j << "]...\n";
#endif
OPT::Apply( *(this->_Op), *Xj, *MXj );
this->_OpCounter += MVT::GetNumberVecs(*Xj);
}
}
else {
rankDef = true;
break;
}
}
} // for (numTrials = 0; numTrials < 10; ++numTrials)
// if rankDef == true, then quit and notify user of rank obtained
if (rankDef == true) {
TEUCHOS_TEST_FOR_EXCEPTION( rankDef && completeBasis, OrthoError,
"Anasazi::BasicOrthoManager::findBasis(): Unable to complete basis" );
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Returning early, rank " << j << " from Anasazi::BasicOrthoManager::findBasis(...)\n";
#endif
return j;
}
} // for (j = 0; j < xc; ++j)
#ifdef ANASAZI_BASIC_ORTHO_DEBUG
*out << "Returning " << xc << " from Anasazi::BasicOrthoManager::findBasis(...)\n";
#endif
return xc;
}
} // namespace Anasazi
#endif // ANASAZI_BASIC_ORTHOMANAGER_HPP
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