void
LOCA::BorderedSolver::HouseholderQR::applyCompactWY(
const NOX::Abstract::MultiVector::DenseMatrix& Y1,
const NOX::Abstract::MultiVector& Y2,
const NOX::Abstract::MultiVector::DenseMatrix& T,
NOX::Abstract::MultiVector::DenseMatrix& X1,
NOX::Abstract::MultiVector& X2,
bool isZeroX1, bool isZeroX2,
bool useTranspose) const
{
if (isZeroX1 && isZeroX2) {
X1.putScalar(0.0);
X2.init(0.0);
return;
}
int m = Y2.numVectors();
Teuchos::ETransp T_flag;
if (useTranspose)
T_flag = Teuchos::TRANS;
else
T_flag = Teuchos::NO_TRANS;
NOX::Abstract::MultiVector::DenseMatrix tmp(m, X2.numVectors());
// Compute Y1^T*X1 + Y2^T*X2
if (!isZeroX2)
X2.multiply(1.0, Y2, tmp);
// Opportunity for optimization here since Y1 is a lower-triangular
// matrix with unit diagonal
if (!isZeroX2 && !isZeroX1)
tmp.multiply(Teuchos::TRANS, Teuchos::NO_TRANS, 1.0, Y1, X1, 1.0);
else if (!isZeroX1)
tmp.multiply(Teuchos::TRANS, Teuchos::NO_TRANS, 1.0, Y1, X1, 0.0);
// Compute op(T)*(Y1^T*X1 + Y2^T*X2)
dblas.TRMM(Teuchos::LEFT_SIDE, Teuchos::UPPER_TRI, T_flag,
Teuchos::NON_UNIT_DIAG, tmp.numRows(), tmp.numCols(), 1.0,
T.values(), T.numRows(), tmp.values(), tmp.numRows());
// Compute X1 = X1 + Y1*op(T)*(Y1^T*X1 + Y2^T*X2)
// Opportunity for optimization here since Y1 is a lower-triangular
// matrix with unit diagonal
if (isZeroX1)
X1.multiply(Teuchos::NO_TRANS, Teuchos::NO_TRANS, 1.0, Y1, tmp, 0.0);
else
X1.multiply(Teuchos::NO_TRANS, Teuchos::NO_TRANS, 1.0, Y1, tmp, 1.0);
// Compute X2 = X2 + Y1*op(T)*(Y1^T*X1 + Y2^T*X2)
if (isZeroX2)
X2.update(Teuchos::NO_TRANS, 1.0, Y2, tmp, 0.0);
else
X2.update(Teuchos::NO_TRANS, 1.0, Y2, tmp, 1.0);
}
void
LOCA::Extended::MultiVector::multiply(
double alpha,
const LOCA::Extended::MultiVector& y,
NOX::Abstract::MultiVector::DenseMatrix& b) const
{
// Verify dimensions are consistent
if (y.numMultiVecRows != numMultiVecRows || y.numColumns != b.numRows() ||
y.numScalarRows != numScalarRows || numColumns != b.numCols())
globalData->locaErrorCheck->throwError(
"LOCA::Extended::MultiVector::multiply()",
"Size of supplied multivector/matrix is incompatible with this multivector");
// Zero out b
b.putScalar(0.0);
// Create temporary matrix to hold product for each multivec
NOX::Abstract::MultiVector::DenseMatrix tmp(b);
// Compute and sum products for each multivec
for (int i=0; i<numMultiVecRows; i++) {
multiVectorPtrs[i]->multiply(alpha, *(y.multiVectorPtrs[i]), tmp);
b += tmp;
}
// Compute and add in product for scalars
if (numScalarRows > 0)
b.multiply(Teuchos::TRANS, Teuchos::NO_TRANS, alpha, *y.scalarsPtr,
*scalarsPtr, 1.0);
}
void
LOCA::BorderedSolver::HouseholderQR::applyHouseholderVector(
const NOX::Abstract::MultiVector::DenseMatrix& V1,
const NOX::Abstract::MultiVector& V2,
double beta,
NOX::Abstract::MultiVector::DenseMatrix& A1,
NOX::Abstract::MultiVector& A2)
{
int nColsA = A2.numVectors();
// Compute u = V2^T * A2
NOX::Abstract::MultiVector::DenseMatrix u(1, nColsA);
A2.multiply(1.0, V2, u);
// Compute u = u + V1^T * A_P
u.multiply(Teuchos::TRANS, Teuchos::NO_TRANS, 1.0, V1, A1, 1.0);
// Compute A1 = A1 - b*V1*u
A1.multiply(Teuchos::NO_TRANS, Teuchos::NO_TRANS, -beta, V1, u, 1.0);
// Compute A2 = A2 - b*V2*u
A2.update(Teuchos::NO_TRANS, -beta, V2, u, 1.0);
}