void ISVDMultiCD::makePass() {
Epetra_LAPACK lapack;
Epetra_BLAS blas;
bool firstPass = (curRank_ == 0);
const int numCols = A_->NumVectors();
TEUCHOS_TEST_FOR_EXCEPTION( !firstPass && (numProc_ != numCols), std::logic_error,
"RBGen::ISVDMultiCD::makePass(): after first pass, numProc should be numCols");
// compute W = I - Z T Z^T from current V_
Teuchos::RCP<Epetra_MultiVector> lclAZT, lclZ;
double *Z_A, *AZT_A;
int Z_LDA, AZT_LDA;
int oldRank = 0;
double Rerr = 0.0;
if (!firstPass) {
// copy V_ into workZ_
lclAZT = Teuchos::rcp( new Epetra_MultiVector(::View,*workAZT_,0,curRank_) );
lclZ = Teuchos::rcp( new Epetra_MultiVector(::View,*workZ_,0,curRank_) );
{
Epetra_MultiVector lclV(::View,*V_,0,curRank_);
*lclZ = lclV;
}
// compute the Householder QR factorization of the current right basis
// Vhat = W*R
int info, lwork = curRank_;
std::vector<double> tau(curRank_), work(lwork);
info = lclZ->ExtractView(&Z_A,&Z_LDA);
TEUCHOS_TEST_FOR_EXCEPTION(info != 0, std::logic_error,
"RBGen::ISVDMultiCD::makePass(): error calling ExtractView on Epetra_MultiVector Z.");
lapack.GEQRF(numCols,curRank_,Z_A,Z_LDA,&tau[0],&work[0],lwork,&info);
TEUCHOS_TEST_FOR_EXCEPTION(info != 0, std::logic_error,
"RBGen::ISVDMultiCD::makePass(): error calling GEQRF on current right basis while constructing next pass coefficients.");
if (debug_) {
// we just took the QR factorization of a set of orthonormal vectors
// they should have an R factor which is diagonal, with unit elements (\pm 1)
// check it
Rerr = 0.0;
for (int j=0; j<curRank_; j++) {
for (int i=0; i<j; i++) {
Rerr += abs(Z_A[j*Z_LDA+i]);
}
Rerr += abs(abs(Z_A[j*Z_LDA+j]) - 1.0);
}
}
// compute the block representation
// W = I - Z T Z^T
lapack.LARFT('F','C',numCols,curRank_,Z_A,Z_LDA,&tau[0],workT_->A(),workT_->LDA());
// LARFT left upper tri block of Z unchanged
// note: it should currently contain R factor of V_, which is very close to
// diag(\pm 1, ..., \pm 1)
//
// we need to set it to:
// [1 0 0 ... 0]
// [ 1 0 ... 0]
// [ .... ]
// [ 1]
//
// see documentation for LARFT
//
for (int j=0; j<curRank_; j++) {
Z_A[j*Z_LDA+j] = 1.0;
for (int i=0; i<j; i++) {
Z_A[j*Z_LDA+i] = 0.0;
}
}
// compute part of A W: A Z T
// put this in workAZT_
// first, A Z
info = lclAZT->Multiply('N','N',1.0,*A_,*lclZ,0.0);
TEUCHOS_TEST_FOR_EXCEPTION(info != 0,std::logic_error,
"RBGen::ISVDMultiCD::makePass(): Error calling Epetra_MultiVector::Multiply() for A*Z");
// second, (A Z) T (in situ, as T is upper triangular)
info = lclAZT->ExtractView(&AZT_A,&AZT_LDA);
TEUCHOS_TEST_FOR_EXCEPTION(info != 0, std::logic_error,
"RBGen::ISVDMultiCD::makePass(): error calling ExtractView on Epetra_MultiVector AZ.");
blas.TRMM('R','U','N','N',numCols,curRank_,1.0,workT_->A(),workT_->LDA(),AZT_A,AZT_LDA);
// save oldRank: it tells us the width of Z
oldRank = curRank_;
curRank_ = 0;
numProc_ = 0;
}
else { // firstPass == true
curRank_ = 0;
numProc_ = 0;
}
while (numProc_ < numCols) {
//
// determine lup
//
// want lup >= lmin
// lup <= lmax
// need lup <= numCols - numProc
// lup <= maxBasisSize - curRank
//
int lup;
if (curRank_ == 0) {
// first step uses startRank_
// this is not affected by lmin,lmax
lup = startRank_;
}
else {
// this value minimizes overall complexity, assuming fixed rank
lup = (int)(curRank_ / Teuchos::ScalarTraits<double>::squareroot(2.0));
// contrain to [lmin,lmax]
lup = (lup < lmin_ ? lmin_ : lup);
lup = (lup > lmax_ ? lmax_ : lup);
}
//
// now cap lup via maxBasisSize and the available data
// these caps apply to all lup, as a result of memory and data constraints
//
// available data
lup = (lup > numCols - numProc_ ? numCols - numProc_ : lup);
// available memory
lup = (lup > maxBasisSize_ - curRank_ ? maxBasisSize_ - curRank_ : lup);
// get view of new vectors
{
const Epetra_MultiVector Aplus(::View,*A_,numProc_,lup);
Epetra_MultiVector Unew(::View,*U_,curRank_,lup);
// put them in U
if (firstPass) {
// new vectors are just Aplus
Unew = Aplus;
}
else {
// new vectors are Aplus - (A Z T) Z_i^T
// specifically, Aplus - (A Z T) Z(numProc:numProc+lup-1,1:oldRank)^T
Epetra_LocalMap lclmap(lup,0,A_->Comm());
Epetra_MultiVector Zi(::View,lclmap,&Z_A[numProc_],Z_LDA,oldRank);
Unew = Aplus;
int info = Unew.Multiply('N','T',-1.0,*lclAZT,Zi,1.0);
TEUCHOS_TEST_FOR_EXCEPTION(info != 0,std::logic_error,
"RBGen::ISVDMultiCD::makePass(): Error calling Epetra_MultiVector::Multiply() for A*Wi");
}
}
// perform the incremental step
incStep(lup);
}
// compute W V = V - Z T Z^T V
// Z^T V is oldRank x curRank
// T Z^T V is oldRank x curRank
// we need T Z^T V in a local Epetra_MultiVector
if (!firstPass) {
Teuchos::RCP<Epetra_MultiVector> lclV;
double *TZTV_A;
int TZTV_LDA;
int info;
Epetra_LocalMap lclmap(oldRank,0,A_->Comm());
// get pointer to current V
lclV = Teuchos::rcp( new Epetra_MultiVector(::View,*V_,0,curRank_) );
// create space for T Z^T V
Epetra_MultiVector TZTV(lclmap,curRank_,false);
// multiply Z^T V
info = TZTV.Multiply('T','N',1.0,*lclZ,*lclV,0.0);
TEUCHOS_TEST_FOR_EXCEPTION(info != 0,std::logic_error,
"RBGen::ISVDMultiCD::makePass(): Error calling Epetra_MultiVector::Multiply() for Z^T V.");
// get pointer to data in Z^T V
info = TZTV.ExtractView(&TZTV_A,&TZTV_LDA);
TEUCHOS_TEST_FOR_EXCEPTION(info != 0, std::logic_error,
"RBGen::ISVDMultiCD::makePass(): error calling ExtractView on Epetra_MultiVector TZTV.");
// multiply T (Z^T V)
blas.TRMM('L','U','N','N',oldRank,curRank_,1.0,workT_->A(),workT_->LDA(),TZTV_A,TZTV_LDA);
// multiply V - Z (T Z^T V)
info = lclV->Multiply('N','N',-1.0,*lclZ,TZTV,1.0);
TEUCHOS_TEST_FOR_EXCEPTION(info != 0,std::logic_error,
"RBGen::ISVDMultiCD::makePass(): Error calling Epetra_MultiVector::Multiply() for W V.");
}
//
// compute the new residuals
// we know that A V = U S
// if, in addition, A^T U = V S, then have singular subspaces
// check residuals A^T U - V S, scaling the i-th column by sigma[i]
//
{
// make these static, because makePass() will be likely be called again
static Epetra_LocalMap lclmap(A_->NumVectors(),0,A_->Comm());
static Epetra_MultiVector ATU(lclmap,maxBasisSize_,false);
// we know that A V = U S
// if, in addition, A^T U = V S, then have singular subspaces
// check residuals A^T U - V S, scaling the i-th column by sigma[i]
Epetra_MultiVector ATUlcl(::View,ATU,0,curRank_);
Epetra_MultiVector Ulcl(::View,*U_,0,curRank_);
Epetra_MultiVector Vlcl(::View,*V_,0,curRank_);
// compute A^T U
int info = ATUlcl.Multiply('T','N',1.0,*A_,Ulcl,0.0);
TEUCHOS_TEST_FOR_EXCEPTION(info != 0, std::logic_error,
"RBGen::ISVDMultiCD::makePass(): Error calling Epetra_MultiVector::Multiply for A^T U.");
Epetra_LocalMap rankmap(curRank_,0,A_->Comm());
Epetra_MultiVector S(rankmap,curRank_,true);
for (int i=0; i<curRank_; i++) {
S[i][i] = sigma_[i];
}
// subtract V S from A^T U
info = ATUlcl.Multiply('N','N',-1.0,Vlcl,S,1.0);
TEUCHOS_TEST_FOR_EXCEPTION(info != 0, std::logic_error,
"RBGen::ISVDMultiCD::computeBasis(): Error calling Epetra_MultiVector::Multiply for V S.");
resNorms_.resize(curRank_);
ATUlcl.Norm2(&resNorms_[0]);
// scale by sigmas
for (int i=0; i<curRank_; i++) {
if (sigma_[i] != 0.0) {
resNorms_[i] /= sigma_[i];
}
}
}
// debugging checks
std::vector<double> errnorms(curRank_);
if (debug_) {
int info;
// Check that A V = U Sigma
// get pointers to current U and V, create workspace for A V - U Sigma
Epetra_MultiVector work(U_->Map(),curRank_,false),
curU(::View,*U_,0,curRank_),
curV(::View,*V_,0,curRank_);
// create local MV for sigmas
Epetra_LocalMap lclmap(curRank_,0,A_->Comm());
Epetra_MultiVector curS(lclmap,curRank_,true);
for (int i=0; i<curRank_; i++) {
curS[i][i] = sigma_[i];
}
info = work.Multiply('N','N',1.0,curU,curS,0.0);
TEUCHOS_TEST_FOR_EXCEPTION(info != 0,std::logic_error,
"RBGen::ISVDMultiCD::makePass(): Error calling Epetra_MultiVector::Multiply() for debugging U S.");
info = work.Multiply('N','N',-1.0,*A_,curV,1.0);
TEUCHOS_TEST_FOR_EXCEPTION(info != 0,std::logic_error,
"RBGen::ISVDMultiCD::makePass(): Error calling Epetra_MultiVector::Multiply() for debugging U S - A V.");
work.Norm2(&errnorms[0]);
for (int i=0; i<curRank_; i++) {
if (sigma_[i] != 0.0) {
errnorms[i] /= sigma_[i];
}
}
}
// update pass counter
curNumPasses_++;
// print out some info
const Epetra_Comm *comm = &A_->Comm();
if (comm->MyPID() == 0 && verbLevel_ >= 1) {
std::cout
<< "------------- ISVDMultiCD::makePass() -----------" << std::endl
<< "| Number of passes: " << curNumPasses_ << std::endl
<< "| Current rank: " << curRank_ << std::endl
<< "| Current sigmas: " << std::endl;
for (int i=0; i<curRank_; i++) {
std::cout << "| " << sigma_[i] << std::endl;
}
if (debug_) {
std::cout << "|DBG US-AV norms: " << std::endl;
for (int i=0; i<curRank_; i++) {
std::cout << "|DBG " << errnorms[i] << std::endl;
}
if (!firstPass) {
std::cout << "|DBG R-I norm: " << Rerr << std::endl;
}
}
}
return;
}
vector<SPACETYPE> RungeKutta4::Solve(vector<SPACETYPE> initialValue, TIMETYPE finalTime)
{
// N is the number of spatial gridpoints
int N = initialValue.size();
if (_spatialSolver==NULL)
return initialValue;
//mSolution.push_back(initialValue);
// vector<vector<complex<double> > > mSolution(_timeSteps);
double time=0;
double h = finalTime/(_timeSteps-1);
vector<SPACETYPE> K1(N), K2(N), K3(N), K4(N), Temp(N), Unew(N);
for(int i=1; i<_timeSteps; i++)
{
time+=h;
//K1
K1 = _spatialSolver->GetSpatialSolution(initialValue);
for(int j=0;j<N;j++)
{
K1[j] = h*K1[j];
}
//K2
for(int j=0;j<N;j++)
{
Temp[j] = initialValue[j] + K1[j]/2.0;
}
Temp = _spatialSolver->GetSpatialSolution(Temp);
for(int j=0;j<N;j++)
{
K2[j] = h*Temp[j];
}
//K3
for(int j=0;j<N;j++)
{
Temp[j] = initialValue[j] + K2[j]/2.0;
}
Temp = _spatialSolver->GetSpatialSolution(Temp);
for(int j=0;j<N;j++)
{
K3[j] = h*Temp[j];
}
//K4
for(int j=0;j<N;j++)
{
Temp[j] = initialValue[j] + K3[j];
}
Temp = _spatialSolver->GetSpatialSolution(Temp);
for(int j=0;j<N;j++)
{
K4[j] = h*Temp[j];
}
//New
for(int j=0;j<N;j++)
{
Unew[j] = initialValue[j]+(1/6.0)*(K1[j]+2.0*(K2[j]+K3[j])+K4[j]);
}
//mSolution.push_back(Unew);
initialValue = Unew;
}
return initialValue;
}
