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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 AnasaziICGSOrthoManager.hpp
\brief Basic implementation of the Anasazi::OrthoManager class
*/
#ifndef ANASAZI_ICSG_ORTHOMANAGER_HPP
#define ANASAZI_ICSG_ORTHOMANAGER_HPP
/*! \class Anasazi::ICGSOrthoManager
\brief An implementation of the Anasazi::GenOrthoManager that performs orthogonalization
using iterated classical Gram-Schmidt.
\author Chris Baker, Ulrich Hetmaniuk, Rich Lehoucq, and Heidi Thornquist
*/
#include "AnasaziConfigDefs.hpp"
#include "AnasaziMultiVecTraits.hpp"
#include "AnasaziOperatorTraits.hpp"
#include "AnasaziGenOrthoManager.hpp"
#include "Teuchos_TimeMonitor.hpp"
#include "Teuchos_LAPACK.hpp"
#include "Teuchos_BLAS.hpp"
#ifdef ANASAZI_ICGS_DEBUG
# include <Teuchos_FancyOStream.hpp>
#endif
namespace Anasazi {
template<class ScalarType, class MV, class OP>
class ICGSOrthoManager : public GenOrthoManager<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 the operator defining the inner product as well as the number of orthogonalization iterations.
ICGSOrthoManager( Teuchos::RCP<const OP> Op = Teuchos::null, int numIters = 2,
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType eps = 0.0,
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType tol = 0.20 );
//! Destructor
~ICGSOrthoManager() {}
//@}
//! @name Methods implementing Anasazi::GenOrthoManager
//@{
/*! \brief Applies a series of generic projectors.
*
* Given a list of bases <tt>X[i]</tt> and <tt>Y[i]</tt> (a projection pair), this method
* takes a multivector \c S and applies the projectors
* \f[
* P_{X[i],Y[i]} S = S - X[i] \langle Y[i], X[i] \rangle^{-1} \langle Y[i], S \rangle\ .
* \f]
* This operation projects \c S onto the space orthogonal to the <tt>Y[i]</tt>,
* along the range of the <tt>X[i]</tt>. The inner product specified by \f$\langle \cdot,
* \cdot \rangle\f$ is given by innerProd().
*
* \note The call
* \code
* projectGen(S, tuple(X1,X2), tuple(Y1,Y2))
* \endcode
* is equivalent to the call
* \code
* projectGen(S, tuple(X2,X1), tuple(Y2,Y1))
* \endcode
*
* The method also returns the coefficients <tt>C[i]</tt> associated with each projection pair, so that
* \f[
* S_{in} = S_{out} + \sum_i X[i] C[i]
* \f]
* and therefore
* \f[
* C[i] = \langle Y[i], X[i] \rangle^{-1} \langle Y[i], S \rangle\ .
* \f]
*
* Lastly, for reasons of efficiency, the user must specify whether the projection pairs are bi-orthonormal with
* respect to innerProd(), i.e., whether \f$\langle Y[i], X[i] \rangle = I\f$. In the case that the bases are specified
* to be biorthogonal, the inverse \f$\langle Y, X \rangle^{-1}\f$ will not be computed. Furthermore, the user may optionally
* specifiy the image of \c S and the projection pairs under the inner product operator getOp().
*
* projectGen() is implemented to apply the projectors via an iterated Classical Gram-Schmidt, where the iteration is performed
* getNumIters() number of times.
*
@param S [in/out] The multivector to be modified.<br>
On output, the columns of \c S will be orthogonal to each <tt>Y[i]</tt>, satisfying
\f[
\langle Y[i], S_{out} \rangle = 0
\f]
Also,
\f[
S_{in} = S_{out} + \sum_i X[i] C[i]
\f]
@param X [in] Multivectors for bases under which \f$S_{in}\f$ is modified.
@param Y [in] Multivectors for bases to which \f$S_{out}\f$ should be orthogonal.
@param isBiortho [in] A flag specifying whether the bases <tt>X[i]</tt>
and <tt>Y[i]</tt> are biorthonormal, i.e,. whether \f$\langle Y[i],
X[i]\rangle == I\f$.
@param C [out] Coefficients for reconstructing \f$S_{in}\f$ via the bases <tt>X[i]</tt>. If <tt>C[i]</tt> is a non-null pointer
and <tt>C[i]</tt> matches the dimensions of \c S and <tt>X[i]</tt>, then the coefficients computed during the orthogonalization
routine will be stored in the matrix <tt>C[i]</tt>.<br>
If <tt>C[i]</tt> points to a Teuchos::SerialDenseMatrix with size
inconsistent with \c S and \c <tt>X[i]</tt>, then a std::invalid_argument
exception will be thrown.<br>
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 <tt>C[i]</tt>.
@param MS [in/out] If specified by the user, on input \c MS is required to be the image of \c S under the operator getOp().
On output, \c MS will be updated to reflect the changes in \c S.
@param MX [in] If specified by the user, on <tt>MX[i]</tt> is required to be the image of <tt>X[i]</tt> under the operator getOp().
@param MY [in] If specified by the user, on <tt>MY[i]</tt> is required to be the image of <tt>Y[i]</tt> under the operator getOp().
\pre
<ul>
<li>If <tt>X[i] != Teuchos::null</tt> or <tt>Y[i] != Teuchos::null</tt>, then <tt>X[i]</tt> and <tt>Y[i]</tt> are required to
have the same number of columns, and each should have the same number of rows as \c S.
<li>For any <tt>i != j</tt>, \f$\langle Y[i], X[j] \rangle == 0\f$.
<li>If <tt>biOrtho == true</tt>, \f$\langle Y[i], X[i]\rangle == I\f$
<li>Otherwise, if <tt>biOrtho == false</tt>, then \f$\langle Y[i], X[i]\rangle\f$ should be Hermitian positive-definite.
<li>If <tt>X[i]</tt> and <tt>Y[i]</tt> have \f$xc_i\f$ columns and \c S has \f$sc\f$ columns, then <tt>C[i]</tt> if specified must
be \f$xc_i \times sc\f$.
</ul>
*/
void projectGen(
MV &S,
Teuchos::Array<Teuchos::RCP<const MV> > X,
Teuchos::Array<Teuchos::RCP<const MV> > Y,
bool isBiOrtho,
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C
= Teuchos::tuple(Teuchos::RCP< Teuchos::SerialDenseMatrix<int,ScalarType> >(Teuchos::null)),
Teuchos::RCP<MV> MS = Teuchos::null,
Teuchos::Array<Teuchos::RCP<const MV> > MX = Teuchos::tuple(Teuchos::RCP<const MV>(Teuchos::null)),
Teuchos::Array<Teuchos::RCP<const MV> > MY = Teuchos::tuple(Teuchos::RCP<const MV>(Teuchos::null))
) const;
/*! \brief Applies a series of generic projectors and returns an orthonormal basis for the residual data.
*
* Given a list of bases <tt>X[i]</tt> and <tt>Y[i]</tt> (a projection pair), this method
* takes a multivector \c S and applies the projectors
* \f[
* P_{X[i],Y[i]} S = S - X[i] \langle Y[i], X[i] \rangle^{-1} \langle Y[i], S \rangle\ .
* \f]
* These operation project \c S onto the space orthogonal to the range of the <tt>Y[i]</tt>,
* along the range of \c X[i]. The inner product specified by \f$\langle \cdot, \cdot \rangle\f$
* is given by innerProd().
*
* The method returns in \c S an orthonormal basis for the residual
* \f[
* \left( \prod_{i} P_{X[i],Y[i]} \right) S_{in} = S_{out} B\ ,
* \f]
* where \c B contains the (not necessarily triangular) coefficients of the residual with respect to the
* new basis.
*
* The method also returns the coefficients <tt>C[i]</tt> and \c B associated with each projection pair, so that
* \f[
* S_{in} = S_{out} B + \sum_i X[i] C[i]
* \f]
* and
* \f[
* C[i] = \langle Y[i], X[i] \rangle^{-1} \langle Y[i], S \rangle\ .
* \f]
*
* Lastly, for reasons of efficiency, the user must specify whether the projection pairs are bi-orthonormal with
* respect to innerProd(), i.e., whether \f$\langle Y[i], X[i] \rangle = I\f$. Furthermore, the user may optionally
* specifiy the image of \c S and the projection pairs under the inner product operator getOp().
@param S [in/out] The multivector to be modified.<br>
On output, the columns of \c S will be orthogonal to each <tt>Y[i]</tt>, satisfying
\f[
\langle Y[i], S_{out} \rangle = 0
\f]
Also,
\f[
S_{in}(1:m,1:n) = S_{out}(1:m,1:rank) B(1:rank,1:n) + \sum_i X[i] C[i]\ ,
\f]
where \c m is the number of rows in \c S, \c n is the number of
columns in \c S, and \c rank is the value returned from the method.
@param X [in] Multivectors for bases under which \f$S_{in}\f$ is modified.
@param Y [in] Multivectors for bases to which \f$S_{out}\f$ should be orthogonal.
@param isBiortho [in] A flag specifying whether the bases <tt>X[i]</tt>
and <tt>Y[i]</tt> are biorthonormal, i.e,. whether \f$\langle Y[i],
X[i]\rangle == I\f$.
@param C [out] Coefficients for reconstructing \f$S_{in}\f$ via the bases <tt>X[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>.<br>
If <tt>C[i]</tt> points to a Teuchos::SerialDenseMatrix with size
inconsistent with \c S and \c <tt>X[i]</tt>, then a std::invalid_argument
exception will be thrown.<br>
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 <tt>C[i]</tt>.
@param B [out] The coefficients of the original \c S 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( Sout, Sin, B );
\endcode
If \c B points to a Teuchos::SerialDenseMatrix with size inconsistent with
\c S, then a std::invalid_argument exception will be thrown.<br>
Otherwise, if \c B is null, the caller will not have access to the computed
coefficients.<br>
The normalization uses classical Gram-Schmidt iteration, so that \c B is an upper triangular matrix with positive diagonal elements.
@param MS [in/out] If specified by the user, on input \c MS is required to be the image of \c S under the operator getOp().
On output, \c MS will be updated to reflect the changes in \c S.
@param MX [in] If specified by the user, on <tt>MX[i]</tt> is required to be the image of <tt>X[i]</tt> under the operator getOp().
@param MY [in] If specified by the user, on <tt>MY[i]</tt> is required to be the image of <tt>Y[i]</tt> under the operator getOp().
\pre
<ul>
<li>If <tt>X[i] != Teuchos::null</tt> or <tt>Y[i] != Teuchos::null</tt>, then <tt>X[i]</tt> and <tt>Y[i]</tt> are required to
have the same number of columns, and each should have the same number of rows as \c S.
<li>For any <tt>i != j</tt>, \f$\langle Y[i], X[j] \rangle == 0\f$.
<li>If <tt>biOrtho == true</tt>, \f$\langle Y[i], X[i]\rangle == I\f$
<li>Otherwise, if <tt>biOrtho == false</tt>, then \f$\langle Y[i], X[i]\rangle\f$ should be Hermitian positive-definite.
<li>If <tt>X[i]</tt> and <tt>Y[i]</tt> have \f$xc_i\f$ columns and \c S has \f$sc\f$ columns, then <tt>C[i]</tt> if specified must
be \f$xc_i \times sc\f$.
<li>If <tt>S</tt> has \f$sc\f$ columns, then \c B if specified must be \f$sc \times sc \f$.
</ul>
@return Rank of the basis computed by this method.
*/
int projectAndNormalizeGen (
MV &S,
Teuchos::Array<Teuchos::RCP<const MV> > X,
Teuchos::Array<Teuchos::RCP<const MV> > Y,
bool isBiOrtho,
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> MS = Teuchos::null,
Teuchos::Array<Teuchos::RCP<const MV> > MX = Teuchos::tuple(Teuchos::RCP<const MV>(Teuchos::null)),
Teuchos::Array<Teuchos::RCP<const MV> > MY = Teuchos::tuple(Teuchos::RCP<const MV>(Teuchos::null))
) const;
//@}
//! @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().
*
* This method calls projectGen() as follows:
* \code
* projectGen(X,Q,Q,true,C,MX,MQ,MQ);
* \endcode
* See projectGen() for argument requirements.
*/
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().
*
* This method calls projectAndNormalizeGen() as follows:
* \code
* projectAndNormalizeGen(X,empty,empty,true,empty,B,MX);
* \endcode
* See projectAndNormalizeGen() for argument requirements.
*/
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 method calls projectAndNormalizeGen() as follows:
* \code
* projectAndNormalizeGen(X,Q,Q,true,C,B,MX,MQ,MQ);
* \endcode
* See projectAndNormalizeGen() for argument requirements.
*/
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 setNumIters( int numIters ) {
numIters_ = numIters;
TEUCHOS_TEST_FOR_EXCEPTION(numIters_ < 1,std::invalid_argument,
"Anasazi::ICGSOrthoManager::setNumIters(): input must be >= 1.");
}
//! Return parameter for re-orthogonalization threshold.
int getNumIters() const { return numIters_; }
//@}
private:
MagnitudeType eps_;
MagnitudeType tol_;
//! Parameter for re-orthogonalization.
int numIters_;
// ! 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;
};
//////////////////////////////////////////////////////////////////////////////////////////////////
// Constructor
template<class ScalarType, class MV, class OP>
ICGSOrthoManager<ScalarType,MV,OP>::ICGSOrthoManager( Teuchos::RCP<const OP> Op,
int numIters,
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType eps,
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType tol) :
GenOrthoManager<ScalarType,MV,OP>(Op), eps_(eps), tol_(tol)
{
setNumIters(numIters);
TEUCHOS_TEST_FOR_EXCEPTION(eps_ < SCT::magnitude(SCT::zero()),std::invalid_argument,
"Anasazi::ICGSOrthoManager::ICGSOrthoManager(): argument \"eps\" must be non-negative.");
if (eps_ == 0) {
Teuchos::LAPACK<int,MagnitudeType> lapack;
eps_ = lapack.LAMCH('E');
eps_ = Teuchos::ScalarTraits<MagnitudeType>::pow(eps_,.50);
}
TEUCHOS_TEST_FOR_EXCEPTION(
tol_ < SCT::magnitude(SCT::zero()) || tol_ > SCT::magnitude(SCT::one()),
std::invalid_argument,
"Anasazi::ICGSOrthoManager::ICGSOrthoManager(): argument \"tol\" must be in [0,1].");
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Compute the distance from orthonormality
template<class ScalarType, class MV, class OP>
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType
ICGSOrthoManager<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
ICGSOrthoManager<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 ICGSOrthoManager<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
{
projectGen(X,Q,Q,true,C,MX,MQ,MQ);
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Find an Op-orthonormal basis for span(X), with rank numvectors(X)
template<class ScalarType, class MV, class OP>
int ICGSOrthoManager<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::ICGSOrthoManager::normalizeMat(): X must be non-empty" );
TEUCHOS_TEST_FOR_EXCEPTION( B->numRows() != xc || B->numCols() != xc, std::invalid_argument,
"Anasazi::ICGSOrthoManager::normalizeMat(): Size of X not consistent with size of B" );
TEUCHOS_TEST_FOR_EXCEPTION( xc != mxc || xr != mxr, std::invalid_argument,
"Anasazi::ICGSOrthoManager::normalizeMat(): Size of X not consistent with size of MX" );
TEUCHOS_TEST_FOR_EXCEPTION( static_cast<ptrdiff_t>(xc) > xr, std::invalid_argument,
"Anasazi::ICGSOrthoManager::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 ICGSOrthoManager<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
{
return projectAndNormalizeGen(X,Q,Q,true,C,B,MX,MQ,MQ);
}
//////////////////////////////////////////////////////////////////////////////////////////////////
template<class ScalarType, class MV, class OP>
void ICGSOrthoManager<ScalarType, MV, OP>::projectGen(
MV &S,
Teuchos::Array<Teuchos::RCP<const MV> > X,
Teuchos::Array<Teuchos::RCP<const MV> > Y,
bool isBiortho,
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C,
Teuchos::RCP<MV> MS,
Teuchos::Array<Teuchos::RCP<const MV> > MX,
Teuchos::Array<Teuchos::RCP<const MV> > MY
) const
{
// For the inner product defined by the operator Op or the identity (Op == 0)
// -> Orthogonalize S against each Y[i], modifying it in the range of X[i]
// Modify MS accordingly
//
// Note that when Op is 0, MS is not referenced
//
// Parameter variables
//
// S : Multivector to be transformed
//
// MS : Image of the block vector S by the mass matrix
//
// X,Y: Bases to orthogonalize against/via.
//
#ifdef ANASAZI_ICGS_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::ICGSOrthoManager::projectGen(...)\n";
#endif
const ScalarType ONE = SCT::one();
const MagnitudeType ZERO = SCT::magnitude(SCT::zero());
Teuchos::LAPACK<int,ScalarType> lapack;
Teuchos::BLAS<int,ScalarType> blas;
int sc = MVT::GetNumberVecs( S );
ptrdiff_t sr = MVT::GetGlobalLength( S );
int numxy = X.length();
TEUCHOS_TEST_FOR_EXCEPTION(X.length() != Y.length(),std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectGen(): X and Y must contain the same number of multivectors.");
std::vector<int> xyc(numxy);
// short-circuit
if (numxy == 0 || sc == 0 || sr == 0) {
#ifdef ANASAZI_ICGS_DEBUG
*out << "Leaving Anasazi::ICGSOrthoManager::projectGen(...)\n";
#endif
return;
}
// 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 X,Y this call has no effect
//
// same for MX, MY
C.resize(numxy);
MX.resize(numxy);
MY.resize(numxy);
// check size of S w.r.t. common sense
TEUCHOS_TEST_FOR_EXCEPTION( sc<0 || sr<0, std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectGen(): MVT returned negative dimensions for S." );
// check size of MS
if (this->_hasOp == true) {
if (MS != Teuchos::null) {
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength(*MS) != sr, std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectGen(): MS length not consistent with S." );
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetNumberVecs(*MS) != sc, std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectGen(): MS width not consistent with S." );
}
}
// tally up size of all X,Y and check/allocate C
ptrdiff_t sumxyc = 0;
int MYmissing = 0;
int MXmissing = 0;
for (int i=0; i<numxy; i++) {
if (X[i] != Teuchos::null && Y[i] != Teuchos::null) {
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength(*X[i]) != sr, std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectGen(): X[" << i << "] length not consistent with S." );
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength(*Y[i]) != sr, std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectGen(): Y[" << i << "] length not consistent with S." );
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetNumberVecs(*X[i]) != MVT::GetNumberVecs(*Y[i]), std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectGen(): X[" << i << "] and Y[" << i << "] widths not consistent." );
xyc[i] = MVT::GetNumberVecs( *X[i] );
TEUCHOS_TEST_FOR_EXCEPTION( sr < static_cast<ptrdiff_t>(xyc[i]), std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectGen(): X[" << i << "],Y[" << i << "] have less rows than columns, and therefore cannot be full rank." );
sumxyc += xyc[i];
// check size of C[i]
if ( C[i] == Teuchos::null ) {
C[i] = Teuchos::rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(xyc[i],sc) );
}
else {
TEUCHOS_TEST_FOR_EXCEPTION( C[i]->numRows() != xyc[i] || C[i]->numCols() != sc , std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectGen(): Size of Q not consistent with size of C." );
}
// check sizes of MX[i], MY[i] if present
// if not present, count their absence
if (MX[i] != Teuchos::null) {
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength(*MX[i]) != sr || MVT::GetNumberVecs(*MX[i]) != xyc[i], std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectGen(): Size of MX[" << i << "] not consistent with size of X[" << i << "]." );
}
else {
MXmissing += xyc[i];
}
if (MY[i] != Teuchos::null) {
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength(*MY[i]) != sr || MVT::GetNumberVecs(*MY[i]) != xyc[i], std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectGen(): Size of MY[" << i << "] not consistent with size of Y[" << i << "]." );
}
else {
MYmissing += xyc[i];
}
}
else {
// if one is null and the other is not... the user may have made a mistake
TEUCHOS_TEST_FOR_EXCEPTION(X[i] != Teuchos::null || Y[i] != Teuchos::null, std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectGen(): "
<< (X[i] == Teuchos::null ? "Y[" : "X[") << i << "] was provided but "
<< (X[i] == Teuchos::null ? "X[" : "Y[") << i << "] was not.");
}
}
// is this operation even feasible?
TEUCHOS_TEST_FOR_EXCEPTION(sumxyc > sr, std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectGen(): dimension of all X[i],Y[i] is "
<< sumxyc << ", but length of vectors is only " << sr << ". This is infeasible.");
/****** DO NO MODIFY *MS IF _hasOp == false
* if _hasOp == false, we don't need MS, MX or MY
*
* if _hasOp == true, we need MS (for S M-norms) and
* therefore, we must also update MS, regardless of whether
* it gets returned to the user (i.e., whether the user provided it)
* we may need to allocate and compute MX or MY
*
* let BXY denote:
* "X" - we have all M*X[i]
* "Y" - we have all M*Y[i]
* "B" - we have biorthogonality (for all X[i],Y[i])
* Encode these as values
* X = 1
* Y = 2
* B = 4
* We have 8 possibilities, 0-7
*
* We must allocate storage and computer the following, lest
* innerProdMat do it for us:
* none (0) - allocate MX, for inv(<X,Y>) and M*S
*
* for the following, we will compute M*S manually before returning
* B(4) BY(6) Y(2) --> updateMS = 1
* for the following, we will update M*S as we go, using M*X
* XY(3) X(1) none(0) BXY(7) BX(5) --> updateMS = 2
* these choices favor applications of M over allocation of memory
*
*/
int updateMS = -1;
if (this->_hasOp) {
int whichAlloc = 0;
if (MXmissing == 0) {
whichAlloc += 1;
}
if (MYmissing == 0) {
whichAlloc += 2;
}
if (isBiortho) {
whichAlloc += 4;
}
switch (whichAlloc) {
case 2:
case 4:
case 6:
updateMS = 1;
break;
case 0:
case 1:
case 3:
case 5:
case 7:
updateMS = 2;
break;
}
// produce MS
if (MS == Teuchos::null) {
#ifdef ANASAZI_ICGS_DEBUG
*out << "Allocating MS...\n";
#endif
MS = MVT::Clone(S,MVT::GetNumberVecs(S));
OPT::Apply(*(this->_Op),S,*MS);
this->_OpCounter += MVT::GetNumberVecs(S);
}
// allocate the rest
if (whichAlloc == 0) {
// allocate and compute missing MX
for (int i=0; i<numxy; i++) {
if (MX[i] == Teuchos::null) {
#ifdef ANASAZI_ICGS_DEBUG
*out << "Allocating MX[" << i << "]...\n";
#endif
Teuchos::RCP<MV> tmpMX = MVT::Clone(*X[i],xyc[i]);
OPT::Apply(*(this->_Op),*X[i],*tmpMX);
MX[i] = tmpMX;
this->_OpCounter += xyc[i];
}
}
}
}
else {
// Op == I --> MS == S
MS = Teuchos::rcpFromRef(S);
updateMS = 0;
}
TEUCHOS_TEST_FOR_EXCEPTION(updateMS == -1,std::logic_error,
"Anasazi::ICGSOrthoManager::projectGen(): Error in updateMS logic.");
////////////////////////////////////////////////////////////////////
// Perform the Gram-Schmidt transformation for a block of vectors
////////////////////////////////////////////////////////////////////
// Compute Cholesky factorizations for the Y'*M*X
// YMX stores the YMX (initially) and their Cholesky factorizations (utlimately)
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > YMX(numxy);
if (isBiortho == false) {
for (int i=0; i<numxy; i++) {
#ifdef ANASAZI_ICGS_DEBUG
*out << "Computing YMX[" << i << "] and its Cholesky factorization...\n";
#endif
YMX[i] = Teuchos::rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(xyc[i],xyc[i]) );
MatOrthoManager<ScalarType,MV,OP>::innerProdMat(*Y[i],*X[i],*YMX[i],MY[i],MX[i]);
#ifdef ANASAZI_ICGS_DEBUG
// YMX should be symmetric positive definite
// the cholesky will check the positive definiteness, but it looks only at the upper half
// we will check the symmetry by removing the upper half from the lower half, which should
// result in zeros
// also, diagonal of YMX should be real; consider the complex part as error
{
MagnitudeType err = ZERO;
for (int jj=0; jj<YMX[i]->numCols(); jj++) {
err =+ SCT::magnitude(SCT::imag((*YMX[i])(jj,jj)));
for (int ii=jj; ii<YMX[i]->numRows(); ii++) {
err += SCT::magnitude( (*YMX[i])(ii,jj) - SCT::conjugate((*YMX[i])(jj,ii)) );
}
}
*out << "Symmetry error in YMX[" << i << "] == " << err << "\n";
}
#endif
// take the LU factorization
int info;
lapack.POTRF('U',YMX[i]->numRows(),YMX[i]->values(),YMX[i]->stride(),&info);
TEUCHOS_TEST_FOR_EXCEPTION(info != 0,std::logic_error,
"Anasazi::ICGSOrthoManager::projectGen(): Error computing Cholesky factorization of Y[i]^T * M * X[i] using POTRF: returned info " << info);
}
}
// Compute the initial Op-norms
#ifdef ANASAZI_ICGS_DEBUG
std::vector<MagnitudeType> oldNorms(sc);
MatOrthoManager<ScalarType,MV,OP>::normMat(S,oldNorms,MS);
*out << "oldNorms = { ";
std::copy(oldNorms.begin(), oldNorms.end(), std::ostream_iterator<MagnitudeType>(*out, " "));
*out << "}\n";
#endif
// clear the C[i] and allocate Ccur
Teuchos::Array<Teuchos::SerialDenseMatrix<int,ScalarType> > Ccur(numxy);
for (int i=0; i<numxy; i++) {
C[i]->putScalar(ZERO);
Ccur[i].reshape(C[i]->numRows(),C[i]->numCols());
}
for (int iter=0; iter < numIters_; iter++) {
#ifdef ANASAZI_ICGS_DEBUG
*out << "beginning iteration " << iter+1 << "\n";
#endif
// Define the product Y[i]'*Op*S
for (int i=0; i<numxy; i++) {
// Compute Y[i]'*M*S
MatOrthoManager<ScalarType,MV,OP>::innerProdMat(*Y[i],S,Ccur[i],MY[i],MS);
if (isBiortho == false) {
// C[i] = inv(YMX[i])*(Y[i]'*M*S)
int info;
lapack.POTRS('U',YMX[i]->numCols(),Ccur[i].numCols(),
YMX[i]->values(),YMX[i]->stride(),
Ccur[i].values(),Ccur[i].stride(), &info);
TEUCHOS_TEST_FOR_EXCEPTION(info != 0, std::logic_error,
"Anasazi::ICGSOrthoManager::projectGen(): Error code " << info << " from lapack::POTRS." );
}
// Multiply by X[i] and subtract the result in S
#ifdef ANASAZI_ICGS_DEBUG
*out << "Applying projector P_{X[" << i << "],Y[" << i << "]}...\n";
#endif
MVT::MvTimesMatAddMv( -ONE, *X[i], Ccur[i], ONE, S );
// Accumulate coeffs into previous step
*C[i] += Ccur[i];
// Update MS as required
if (updateMS == 1) {
#ifdef ANASAZI_ICGS_DEBUG
*out << "Updating MS...\n";
#endif
OPT::Apply( *(this->_Op), S, *MS);
this->_OpCounter += sc;
}
else if (updateMS == 2) {
#ifdef ANASAZI_ICGS_DEBUG
*out << "Updating MS...\n";
#endif
MVT::MvTimesMatAddMv( -ONE, *MX[i], Ccur[i], ONE, *MS );
}
}
// Compute new Op-norms
#ifdef ANASAZI_ICGS_DEBUG
std::vector<MagnitudeType> newNorms(sc);
MatOrthoManager<ScalarType,MV,OP>::normMat(S,newNorms,MS);
*out << "newNorms = { ";
std::copy(newNorms.begin(), newNorms.end(), std::ostream_iterator<MagnitudeType>(*out, " "));
*out << "}\n";
#endif
}
#ifdef ANASAZI_ICGS_DEBUG
*out << "Leaving Anasazi::ICGSOrthoManager::projectGen(...)\n";
#endif
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Find an Op-orthonormal basis for span(S) - span(Y)
template<class ScalarType, class MV, class OP>
int ICGSOrthoManager<ScalarType, MV, OP>::projectAndNormalizeGen(
MV &S,
Teuchos::Array<Teuchos::RCP<const MV> > X,
Teuchos::Array<Teuchos::RCP<const MV> > Y,
bool isBiortho,
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C,
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > B,
Teuchos::RCP<MV> MS,
Teuchos::Array<Teuchos::RCP<const MV> > MX,
Teuchos::Array<Teuchos::RCP<const MV> > MY
) const {
// For the inner product defined by the operator Op or the identity (Op == 0)
// -> Orthogonalize S against each Y[i], modifying it in the range of X[i]
// Modify MS accordingly
// Then construct a M-orthonormal basis for the remaining part
//
// Note that when Op is 0, MS is not referenced
//
// Parameter variables
//
// S : Multivector to be transformed
//
// MS : Image of the block vector S by the mass matrix
//
// X,Y: Bases to orthogonalize against/via.
//
#ifdef ANASAZI_ICGS_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::ICGSOrthoManager::projectAndNormalizeGen(...)\n";
#endif
int rank;
int sc = MVT::GetNumberVecs( S );
ptrdiff_t sr = MVT::GetGlobalLength( S );
int numxy = X.length();
TEUCHOS_TEST_FOR_EXCEPTION(X.length() != Y.length(),std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectAndNormalizeGen(): X and Y must contain the same number of multivectors.");
std::vector<int> xyc(numxy);
// short-circuit
if (sc == 0 || sr == 0) {
#ifdef ANASAZI_ICGS_DEBUG
*out << "Leaving Anasazi::ICGSOrthoManager::projectGen(...)\n";
#endif
return 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 X,Y this call has no effect
//
// same for MX, MY
C.resize(numxy);
MX.resize(numxy);
MY.resize(numxy);
// check size of S w.r.t. common sense
TEUCHOS_TEST_FOR_EXCEPTION( sc<0 || sr<0, std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectAndNormalizeGen(): MVT returned negative dimensions for S." );
// check size of MS
if (this->_hasOp == true) {
if (MS != Teuchos::null) {
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength(*MS) != sr, std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectAndNormalizeGen(): MS length not consistent with S." );
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetNumberVecs(*MS) != sc, std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectAndNormalizeGen(): MS width not consistent with S." );
}
}
// tally up size of all X,Y and check/allocate C
ptrdiff_t sumxyc = 0;
int MYmissing = 0;
int MXmissing = 0;
for (int i=0; i<numxy; i++) {
if (X[i] != Teuchos::null && Y[i] != Teuchos::null) {
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength(*X[i]) != sr, std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectAndNormalizeGen(): X[" << i << "] length not consistent with S." );
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength(*Y[i]) != sr, std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectAndNormalizeGen(): Y[" << i << "] length not consistent with S." );
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetNumberVecs(*X[i]) != MVT::GetNumberVecs(*Y[i]), std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectAndNormalizeGen(): X[" << i << "] and Y[" << i << "] widths not consistent." );
xyc[i] = MVT::GetNumberVecs( *X[i] );
TEUCHOS_TEST_FOR_EXCEPTION( sr < static_cast<ptrdiff_t>(xyc[i]), std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectAndNormalizeGen(): X[" << i << "],Y[" << i << "] have less rows than columns, and therefore cannot be full rank." );
sumxyc += xyc[i];
// check size of C[i]
if ( C[i] == Teuchos::null ) {
C[i] = Teuchos::rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(xyc[i],sc) );
}
else {
TEUCHOS_TEST_FOR_EXCEPTION( C[i]->numRows() != xyc[i] || C[i]->numCols() != sc , std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectAndNormalizeGen(): Size of Q not consistent with size of C." );
}
// check sizes of MX[i], MY[i] if present
// if not present, count their absence
if (MX[i] != Teuchos::null) {
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength(*MX[i]) != sr || MVT::GetNumberVecs(*MX[i]) != xyc[i], std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectAndNormalizeGen(): Size of MX[" << i << "] not consistent with size of X[" << i << "]." );
}
else {
MXmissing += xyc[i];
}
if (MY[i] != Teuchos::null) {
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength(*MY[i]) != sr || MVT::GetNumberVecs(*MY[i]) != xyc[i], std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectAndNormalizeGen(): Size of MY[" << i << "] not consistent with size of Y[" << i << "]." );
}
else {
MYmissing += xyc[i];
}
}
else {
// if one is null and the other is not... the user may have made a mistake
TEUCHOS_TEST_FOR_EXCEPTION(X[i] != Teuchos::null || Y[i] != Teuchos::null, std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectAndNormalizeGen(): "
<< (X[i] == Teuchos::null ? "Y[" : "X[") << i << "] was provided but "
<< (X[i] == Teuchos::null ? "X[" : "Y[") << i << "] was not.");
}
}
// is this operation even feasible?
TEUCHOS_TEST_FOR_EXCEPTION(sumxyc + sc > sr, std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectAndNormalizeGen(): dimension of all X[i],Y[i] is "
<< sumxyc << " and requested " << sc << "-dimensional basis, but length of vectors is only "
<< sr << ". This is infeasible.");
/****** DO NO MODIFY *MS IF _hasOp == false
* if _hasOp == false, we don't need MS, MX or MY
*
* if _hasOp == true, we need MS (for S M-norms and normalization) and
* therefore, we must also update MS, regardless of whether
* it gets returned to the user (i.e., whether the user provided it)
* we may need to allocate and compute MX or MY
*
* let BXY denote:
* "X" - we have all M*X[i]
* "Y" - we have all M*Y[i]
* "B" - we have biorthogonality (for all X[i],Y[i])
* Encode these as values
* X = 1
* Y = 2
* B = 4
* We have 8 possibilities, 0-7
*
* We must allocate storage and computer the following, lest
* innerProdMat do it for us:
* none (0) - allocate MX, for inv(<X,Y>) and M*S
*
* for the following, we will compute M*S manually before returning
* B(4) BY(6) Y(2) --> updateMS = 1
* for the following, we will update M*S as we go, using M*X
* XY(3) X(1) none(0) BXY(7) BX(5) --> updateMS = 2
* these choices favor applications of M over allocation of memory
*
*/
int updateMS = -1;
if (this->_hasOp) {
int whichAlloc = 0;
if (MXmissing == 0) {
whichAlloc += 1;
}
if (MYmissing == 0) {
whichAlloc += 2;
}
if (isBiortho) {
whichAlloc += 4;
}
switch (whichAlloc) {
case 2:
case 4:
case 6:
updateMS = 1;
break;
case 0:
case 1:
case 3:
case 5:
case 7:
updateMS = 2;
break;
}
// produce MS
if (MS == Teuchos::null) {
#ifdef ANASAZI_ICGS_DEBUG
*out << "Allocating MS...\n";
#endif
MS = MVT::Clone(S,MVT::GetNumberVecs(S));
OPT::Apply(*(this->_Op),S,*MS);
this->_OpCounter += MVT::GetNumberVecs(S);
}
// allocate the rest
if (whichAlloc == 0) {
// allocate and compute missing MX
for (int i=0; i<numxy; i++) {
if (MX[i] == Teuchos::null) {
#ifdef ANASAZI_ICGS_DEBUG
*out << "Allocating MX[" << i << "]...\n";
#endif
Teuchos::RCP<MV> tmpMX = MVT::Clone(*X[i],xyc[i]);
OPT::Apply(*(this->_Op),*X[i],*tmpMX);
MX[i] = tmpMX;
this->_OpCounter += xyc[i];
}
}
}
}
else {
// Op == I --> MS == S
MS = Teuchos::rcpFromRef(S);
updateMS = 0;
}
TEUCHOS_TEST_FOR_EXCEPTION(updateMS == -1,std::logic_error,
"Anasazi::ICGSOrthoManager::projectGen(): Error in updateMS logic.");
// 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>(sc,sc) );
}
else {
// check size of B
TEUCHOS_TEST_FOR_EXCEPTION( B->numRows() != sc || B->numCols() != sc, std::invalid_argument,
"Anasazi::ICGSOrthoManager::projectAndNormalizeGen(): Size of S must be consistent with size of B" );
}
// orthogonalize all of S against X,Y
projectGen(S,X,Y,isBiortho,C,MS,MX,MY);
Teuchos::SerialDenseMatrix<int,ScalarType> oldCoeff(sc,1);
// start working
rank = 0;
int numTries = 10; // each vector in X gets 10 random chances to escape degeneracy
int oldrank = -1;
do {
int curssize = sc - rank;
// orthonormalize S, 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_ICGS_DEBUG
*out << "Attempting to find orthonormal basis for X...\n";
#endif
rank = findBasis(S,MS,*B,false,curssize);
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<sc; i++) {
(*B)(i,oldrank) = oldCoeff(i,0);
}
}
if (rank < sc) {
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<sc; i++) {
oldCoeff(i,0) = (*B)(i,rank);
}
}
}
if (rank == sc) {
// we are done
#ifdef ANASAZI_ICGS_DEBUG
*out << "Finished computing basis.\n";
#endif
break;
}
else {
TEUCHOS_TEST_FOR_EXCEPTION( rank < oldrank, OrthoError,
"Anasazi::ICGSOrthoManager::projectAndNormalizeGen(): basis lost rank; this shouldn't happen");
if (rank != oldrank) {
// we added a basis vector from random info; 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_ICGS_DEBUG
*out << "Inserting random vector in X[" << rank << "]. Attempt " << 10-numTries << ".\n";
#endif
Teuchos::RCP<MV> curS, curMS;
std::vector<int> ind(1);
ind[0] = rank;
curS = MVT::CloneViewNonConst(S,ind);
MVT::MvRandom(*curS);
if (this->_hasOp) {
#ifdef ANASAZI_ICGS_DEBUG
*out << "Applying operator to random vector.\n";
#endif
curMS = MVT::CloneViewNonConst(*MS,ind);
OPT::Apply( *(this->_Op), *curS, *curMS );
this->_OpCounter += MVT::GetNumberVecs(*curS);
}
// orthogonalize against X,Y
// if !this->_hasOp, the curMS 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);
projectGen(*curS,X,Y,isBiortho,dummyC,curMS,MX,MY);
}
}
} while (1);
// this should never raise an exception; but our post-conditions oblige us to check
TEUCHOS_TEST_FOR_EXCEPTION( rank > sc || rank < 0, std::logic_error,
"Anasazi::ICGSOrthoManager::projectAndNormalizeGen(): Debug error in rank variable." );
#ifdef ANASAZI_ICGS_DEBUG
*out << "Returning " << rank << " from Anasazi::ICGSOrthoManager::projectAndNormalizeGen(...)\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 ICGSOrthoManager<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_ICGS_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::ICGSOrthoManager::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::ICGSOrthoManager::findBasis(): calling routine did not specify MS.");
TEUCHOS_TEST_FOR_EXCEPTION( howMany < 0 || howMany > xc, std::logic_error,
"Anasazi::ICGSOrthoManager::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::CloneView( X, prev_idx );
if (this->_hasOp) {
prevMX = MVT::CloneView( *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_ICGS_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_ICGS_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_ICGS_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_ICGS_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_ICGS_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_ICGS_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_ICGS_DEBUG
*out << "Orthogonalizing X[" << j << "]...\n";
#endif
MVT::MvTimesMatAddMv( -ONE, *prevX, P2, ONE, *Xj );
if ((this->_hasOp)) {
#ifdef ANASAZI_ICGS_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_ICGS_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_ICGS_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_ICGS_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_ICGS_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_ICGS_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_ICGS_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_ICGS_DEBUG
*out << "Inserting random vector in X[" << j << "]...\n";
#endif
MVT::MvRandom( *Xj );
if (this->_hasOp) {
#ifdef ANASAZI_ICGS_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::ICGSOrthoManager::findBasis(): Unable to complete basis" );
#ifdef ANASAZI_ICGS_DEBUG
*out << "Returning early, rank " << j << " from Anasazi::ICGSOrthoManager::findBasis(...)\n";
#endif
return j;
}
} // for (j = 0; j < xc; ++j)
#ifdef ANASAZI_ICGS_DEBUG
*out << "Returning " << xc << " from Anasazi::ICGSOrthoManager::findBasis(...)\n";
#endif
return xc;
}
} // namespace Anasazi
#endif // ANASAZI_ICSG_ORTHOMANAGER_HPP
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