lSR1 Class Reference

Provides definitions for limited-memory SR1 operators. More...

#include <ROL_lSR1.hpp>

Inheritance diagram for lSR1:

Public Member Functions
	lSR1 (int M, bool useDefaultScaling=true, Real Bscaling=Real(1), ESecantMode mode=SECANTMODE_BOTH)
void	updateStorage (const Vector< Real > &x, const Vector< Real > &grad, const Vector< Real > &gp, const Vector< Real > &s, const Real snorm, const int iter)
virtual void	applyH0 (Vector< Real > &Hv, const Vector< Real > &v) const
void	applyH (Vector< Real > &Hv, const Vector< Real > &v) const
virtual void	applyB0 (Vector< Real > &Bv, const Vector< Real > &v) const
void	applyB (Vector< Real > &Bv, const Vector< Real > &v) const
Public Member Functions inherited from Secant< Real >
virtual	~Secant ()
	Secant (int M=10, bool useDefaultScaling=true, Real Bscaling=Real(1), ESecantMode mode=SECANTMODE_BOTH)
Ptr< SecantState< Real > > &	get_state ()
const Ptr< SecantState< Real > > &	get_state () const
void	test (std::ostream &stream=std::cout) const
void	apply (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
void	applyInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const

Private Attributes
bool	isInitialized_
bool	H0called_
bool	B0called_
Ptr< Vector< Real > >	Bs_
Ptr< Vector< Real > >	Hy_
Ptr< Vector< Real > >	prim_
Ptr< Vector< Real > >	dual_

Additional Inherited Members
Protected Attributes inherited from Secant< Real >
const Ptr< SecantState< Real > >	state_
Ptr< Vector< Real > >	y_
bool	useDefaultScaling_
Real	Bscaling_

Detailed Description

Provides definitions for limited-memory SR1 operators.

Constructor & Destructor Documentation

lSR1()

lSR1::lSR1 ( int M, bool useDefaultScaling = true, Real Bscaling = Real(1), ESecantMode mode = SECANTMODE_BOTH )

inline

Definition at line 71 of file ROL_lSR1.hpp.

References Secant< Real >::Bscaling_, and Secant< Real >::useDefaultScaling_.

Member Function Documentation

updateStorage()

void lSR1::updateStorage ( const Vector< Real > & x, const Vector< Real > & grad, const Vector< Real > & gp, const Vector< Real > & s, const Real snorm, const int iter )

inlinevirtual

Reimplemented from Secant< Real >.

Definition at line 79 of file ROL_lSR1.hpp.

References lSR1::applyB(), lSR1::applyH(), Secant< Real >::Bscaling_, iter, snorm, Secant< Real >::state_, Secant< Real >::useDefaultScaling_, and Secant< Real >::y_.

applyH0()

virtual void lSR1::applyH0 ( Vector< Real > & Hv, const Vector< Real > & v ) const

inlinevirtual

Reimplemented from Secant< Real >.

Definition at line 195 of file ROL_lSR1.hpp.

References Secant< Real >::Bscaling_, and Secant< Real >::state_.

Referenced by lSR1::applyH().

applyH()

void lSR1::applyH ( Vector< Real > & Hv, const Vector< Real > & v ) const

inlinevirtual

Implements Secant< Real >.

Definition at line 208 of file ROL_lSR1.hpp.

References lSR1::applyH0(), and Secant< Real >::state_.

Referenced by lSR1::updateStorage().

applyB0()

virtual void lSR1::applyB0 ( Vector< Real > & Bv, const Vector< Real > & v ) const

inlinevirtual

Reimplemented from Secant< Real >.

Definition at line 261 of file ROL_lSR1.hpp.

References Secant< Real >::Bscaling_, and Secant< Real >::state_.

Referenced by lSR1::applyB().

applyB()

void lSR1::applyB ( Vector< Real > & Bv, const Vector< Real > & v ) const

inlinevirtual

Implements Secant< Real >.

Definition at line 274 of file ROL_lSR1.hpp.

References lSR1::applyB0(), and Secant< Real >::state_.

Referenced by lSR1::updateStorage().

Member Data Documentation

isInitialized_

bool lSR1::isInitialized_

private

Definition at line 61 of file ROL_lSR1.hpp.

H0called_

bool lSR1::H0called_

mutableprivate

Definition at line 62 of file ROL_lSR1.hpp.

B0called_

bool lSR1::B0called_

private

Definition at line 62 of file ROL_lSR1.hpp.

Bs_

Ptr<Vector<Real> > lSR1::Bs_

private

Definition at line 63 of file ROL_lSR1.hpp.

Hy_

Ptr<Vector<Real> > lSR1::Hy_

private

Definition at line 63 of file ROL_lSR1.hpp.

prim_

Ptr<Vector<Real> > lSR1::prim_

private

Definition at line 63 of file ROL_lSR1.hpp.

dual_

Ptr<Vector<Real> > lSR1::dual_

private

Definition at line 63 of file ROL_lSR1.hpp.

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

• ROL_lSR1.hpp