1 #ifndef TAO_MFQNLS_H 2 #define TAO_MFQNLS_H 3 #include <petsc/private/taoimpl.h> 4 #include <petscblaslapack.h> 5 6 typedef struct { 7 PetscInt npmax; /* Max number of interpolation points (>n+1) (def: 2n+1) */ 8 PetscInt nmax; /* Max(n*(n+1)/2, 5*npmax) */ 9 PetscInt m,n; 10 Vec *Xhist; 11 Vec *Fhist; 12 PetscReal *Fres; /* (nfmax) */ 13 PetscReal *RES; /* npxm */ 14 PetscReal *work; /* (n) */ 15 PetscReal *work2; /* (n) */ 16 PetscReal *work3; /* (n) */ 17 PetscReal *xmin; /* (n) */ 18 PetscReal *mwork; /* (m) */ 19 PetscReal *Disp; /* nxn */ 20 PetscReal *Fdiff;/* nxm */ 21 PetscReal *H; /* model hessians (mxnxn) */ 22 PetscReal *Hres; /* nxn */ 23 PetscReal *Gres; /* n */ 24 PetscReal *Gdel; /* mxn */ 25 PetscReal *Hdel; /* mxnxn */ 26 PetscReal *Gpoints; /* nxn */ 27 PetscReal *C; /* m */ 28 PetscReal *Xsubproblem; /* n */ 29 PetscInt *indices; /* 1,2,3...m */ 30 PetscInt minindex; 31 PetscInt nmodelpoints; 32 PetscInt *model_indices; /* n */ 33 PetscInt last_nmodelpoints; 34 PetscInt *last_model_indices; /* n */ 35 PetscInt *interp_indices; /* n */ 36 PetscBLASInt *iwork; /* n */ 37 PetscReal *w; /* nxn */ 38 PetscInt nHist; 39 VecScatter scatterf,scatterx; 40 Vec localf, localx, localfmin, localxmin; 41 Vec workxvec,workfvec; 42 PetscMPIInt size; 43 44 PetscReal delta; /* Trust region radius (>0) */ 45 PetscReal delta0; 46 PetscBool usegqt; 47 Mat Hs; 48 Vec b; 49 50 PetscReal deltamax; 51 PetscReal deltamin; 52 PetscReal c1; /* Factor for checking validity */ 53 PetscReal c2; /* Factor for linear poisedness */ 54 PetscReal theta1; /* Pivot threshold for validity */ 55 PetscReal theta2; /* Pivot threshold for additional points */ 56 PetscReal gamma0; /* parameter for shrinking trust region (<1) */ 57 PetscReal gamma1; /* parameter for enlarging trust region (>2) */ 58 PetscReal eta0; /* parameter 1 for accepting point (0 <= eta0 < eta1)*/ 59 PetscReal eta1; /* parameter 2 for accepting point (eta0 < eta1 < 1)*/ 60 PetscReal gqt_rtol; /* parameter used by gqt */ 61 PetscInt gqt_maxits; /* parameter used by gqt */ 62 63 /* QR factorization data */ 64 PetscInt q_is_I; 65 PetscReal *Q; /* npmax x npmax */ 66 PetscReal *Q_tmp; /* npmax x npmax */ 67 PetscReal *tau; /* scalar factors of H(i) */ 68 PetscReal *tau_tmp; /* scalar factors of H(i) */ 69 PetscReal *npmaxwork; /* work vector of length npmax */ 70 PetscBLASInt *npmaxiwork; /* integer work vector of length npmax */ 71 /* morepoints and getquadnlsmfq */ 72 PetscReal *L; /* n*(n+1)/2 x npmax */ 73 PetscReal *L_tmp; /* n*(n+1)/2 x npmax */ 74 PetscReal *L_save; /* n*(n+1)/2 x npmax */ 75 PetscReal *Z; /* npmax x npmax-(n+1) */ 76 PetscReal *M; /* npmax x n+1 */ 77 PetscReal *N; /* npmax x n*(n+1)/2 */ 78 PetscReal *alpha; /* n+1 */ 79 PetscReal *beta; /* r(n+1)/2 */ 80 PetscReal *omega; /* npmax - np - 1 */ 81 82 Tao subtao; 83 Vec subxl,subxu,subx,subpdel,subndel,subb; 84 Mat subH; 85 86 } TAO_POUNDERS; 87 88 PetscErrorCode gqt(PetscInt,PetscReal*,PetscInt,PetscReal*,PetscReal,PetscReal,PetscReal,PetscInt,PetscReal*,PetscReal*,PetscReal*,PetscInt*,PetscInt*,PetscReal *,PetscReal *,PetscReal*); 89 90 #endif /* ifndef TAO_MFQNLS */ 91