ROL
Public Member Functions | Protected Attributes | Private Attributes | List of all members
ROL::Secant< Real > Class Template Referenceabstract

Provides interface for and implements limited-memory secant operators. More...

#include <ROL_Secant.hpp>

+ Inheritance diagram for ROL::Secant< Real >:

Public Member Functions

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
 
virtual 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 applyH (Vector< Real > &Hv, const Vector< Real > &v) const =0
 
virtual void applyH0 (Vector< Real > &Hv, const Vector< Real > &v) const
 
virtual void applyB (Vector< Real > &Bv, const Vector< Real > &v) const =0
 
virtual void applyB0 (Vector< Real > &Bv, const Vector< Real > &v) const
 
void test (std::ostream &stream=std::cout) const
 
void apply (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
 Apply linear operator.
 
void applyInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
 Apply inverse of linear operator.
 
- Public Member Functions inherited from ROL::LinearOperator< Real >
virtual ~LinearOperator ()
 
virtual void update (const Vector< Real > &x, bool flag=true, int iter=-1)
 Update linear operator.
 
virtual void applyAdjoint (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
 Apply adjoint of linear operator.
 
virtual void applyAdjointInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
 Apply adjoint of the inverse linear operator.
 

Protected Attributes

const Ptr< SecantState< Real > > state_
 
Ptr< Vector< Real > > y_
 
bool useDefaultScaling_
 
Real Bscaling_
 

Private Attributes

bool isInitialized_
 

Detailed Description

template<class Real>
class ROL::Secant< Real >

Provides interface for and implements limited-memory secant operators.

Definition at line 79 of file ROL_Secant.hpp.

Constructor & Destructor Documentation

◆ ~Secant()

template<class Real >
virtual ROL::Secant< Real >::~Secant ( )
inlinevirtual

Definition at line 93 of file ROL_Secant.hpp.

◆ Secant()

template<class Real >
ROL::Secant< Real >::Secant ( int M = 10,
bool useDefaultScaling = true,
Real Bscaling = Real(1),
ESecantMode mode = SECANTMODE_BOTH )
inline

Definition at line 96 of file ROL_Secant.hpp.

Member Function Documentation

◆ get_state() [1/2]

template<class Real >
Ptr< SecantState< Real > > & ROL::Secant< Real >::get_state ( )
inline

◆ get_state() [2/2]

template<class Real >
const Ptr< SecantState< Real > > & ROL::Secant< Real >::get_state ( ) const
inline

Definition at line 102 of file ROL_Secant.hpp.

References ROL::Secant< Real >::state_.

◆ updateStorage()

template<class Real >
virtual void ROL::Secant< Real >::updateStorage ( const Vector< Real > & x,
const Vector< Real > & grad,
const Vector< Real > & gp,
const Vector< Real > & s,
const Real snorm,
const int iter )
inlinevirtual

◆ applyH()

template<class Real >
virtual void ROL::Secant< Real >::applyH ( Vector< Real > & Hv,
const Vector< Real > & v ) const
pure virtual

◆ applyH0()

template<class Real >
virtual void ROL::Secant< Real >::applyH0 ( Vector< Real > & Hv,
const Vector< Real > & v ) const
inlinevirtual

◆ applyB()

template<class Real >
virtual void ROL::Secant< Real >::applyB ( Vector< Real > & Bv,
const Vector< Real > & v ) const
pure virtual

◆ applyB0()

template<class Real >
virtual void ROL::Secant< Real >::applyB0 ( Vector< Real > & Bv,
const Vector< Real > & v ) const
inlinevirtual

◆ test()

template<class Real >
void ROL::Secant< Real >::test ( std::ostream & stream = std::cout) const
inline

◆ apply()

template<class Real >
void ROL::Secant< Real >::apply ( Vector< Real > & Hv,
const Vector< Real > & v,
Real & tol ) const
inlinevirtual

Apply linear operator.

This function applies the linear operator to a vector.

Parameters
[out]Hvis the output vector.
[in]vis the input vector.
[in]tolis a tolerance for inexact linear operator application.

Implements ROL::LinearOperator< Real >.

Definition at line 198 of file ROL_Secant.hpp.

References ROL::Secant< Real >::applyB().

Referenced by ROL::lBFGS< Real >::applyB().

◆ applyInverse()

template<class Real >
void ROL::Secant< Real >::applyInverse ( Vector< Real > & Hv,
const Vector< Real > & v,
Real & tol ) const
inlinevirtual

Apply inverse of linear operator.

This function applies the inverse of linear operator to a vector.

Parameters
[out]Hvis the output vector.
[in]vis the input vector.
[in]tolis a tolerance for inexact linear operator application.

Reimplemented from ROL::LinearOperator< Real >.

Definition at line 202 of file ROL_Secant.hpp.

References ROL::Secant< Real >::applyH().

Member Data Documentation

◆ state_

template<class Real >
const Ptr<SecantState<Real> > ROL::Secant< Real >::state_
protected

◆ y_

template<class Real >
Ptr<Vector<Real> > ROL::Secant< Real >::y_
protected

◆ useDefaultScaling_

template<class Real >
bool ROL::Secant< Real >::useDefaultScaling_
protected

◆ Bscaling_

template<class Real >
Real ROL::Secant< Real >::Bscaling_
protected

◆ isInitialized_

template<class Real >
bool ROL::Secant< Real >::isInitialized_
private

Definition at line 89 of file ROL_Secant.hpp.

Referenced by ROL::Secant< Real >::test(), and ROL::Secant< Real >::updateStorage().


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