int
Stokhos::MeanBasedPreconditioner::
ApplyInverse(const Epetra_MultiVector& Input, Epetra_MultiVector& Result) const
{
  int myBlockRows = epetraCijk->numMyRows();

  if (!use_block_apply) {
    EpetraExt::BlockMultiVector sg_input(View, *base_map, Input);
    EpetraExt::BlockMultiVector sg_result(View, *base_map, Result);
    for (int i=0; i<myBlockRows; i++) {
      mean_prec->ApplyInverse(*(sg_input.GetBlock(i)),
                              *(sg_result.GetBlock(i)));
    }
  }

  else {
    int m = Input.NumVectors();
    Epetra_MultiVector input_block(
      View, *base_map, Input.Values(), base_map->NumMyElements(),
      m*myBlockRows);
    Epetra_MultiVector result_block(
      View, *base_map, Result.Values(), base_map->NumMyElements(),
      m*myBlockRows);
    mean_prec->ApplyInverse(input_block, result_block);
  }

  return 0;
}
Exemple #2
0
int 
Stokhos::MeanBasedPreconditioner::
Apply(const Epetra_MultiVector& Input, Epetra_MultiVector& Result) const
{
  int myBlockRows = epetraCijk->numMyRows();
  EpetraExt::BlockMultiVector sg_input(View, *base_map, Input);
  EpetraExt::BlockMultiVector sg_result(View, *base_map, Result);
  for (int i=0; i<myBlockRows; i++) {
    mean_prec->Apply(*(sg_input.GetBlock(i)), *(sg_result.GetBlock(i)));
  }

  return 0;
}
int
Stokhos::ProductEpetraOperator::
Apply(const Epetra_MultiVector& Input, Epetra_MultiVector& Result) const
{
  if (useTranspose) {
    EpetraExt::BlockMultiVector sg_input(View, *range_base_map, Input);
    Epetra_MultiVector tmp(Result.Map(), Result.NumVectors());
    Result.PutScalar(0.0);
    for (int i=0; i<coeff_.size(); i++) {
      coeff_[i]->Apply(*(sg_input.GetBlock(i)), tmp);
      Result.Update(1.0, tmp, 1.0);
    }
  }
  else {
    EpetraExt::BlockMultiVector sg_result(View, *range_base_map, Result);
    for (int i=0; i<coeff_.size(); i++)
      coeff_[i]->Apply(Input, *(sg_result.GetBlock(i)));
  }

  return 0;
}
int
Stokhos::MatrixFreeOperator::
Apply(const Epetra_MultiVector& Input, Epetra_MultiVector& Result) const
{
#ifdef STOKHOS_TEUCHOS_TIME_MONITOR
  TEUCHOS_FUNC_TIME_MONITOR("Stokhos: SG Operator Apply()");
#endif

  // Note for transpose:
  // The stochastic matrix is symmetric, however the matrix blocks may not
  // be.  So the algorithm here is the same whether we are using the transpose
  // or not.  We just apply the transpose of the blocks in the case of
  // applying the global transpose, and make sure the imported Input
  // vectors use the right map.

  // We have to be careful if Input and Result are the same vector.
  // If this is the case, the only possible solution is to make a copy
  const Epetra_MultiVector *input = &Input;
  bool made_copy = false;
  if (Input.Values() == Result.Values() && !is_stoch_parallel) {
    input = new Epetra_MultiVector(Input);
    made_copy = true;
  }

  // Initialize
  Result.PutScalar(0.0);

  const Epetra_Map* input_base_map = domain_base_map.get();
  const Epetra_Map* result_base_map = range_base_map.get();
  if (useTranspose == true) {
    input_base_map = range_base_map.get();
    result_base_map = domain_base_map.get();
  }

  // Allocate temporary storage
  int m = Input.NumVectors();
  if (useTranspose == false &&
      (tmp == Teuchos::null || tmp->NumVectors() != m*max_num_mat_vec))
    tmp = Teuchos::rcp(new Epetra_MultiVector(*result_base_map,
                                              m*max_num_mat_vec));
  else if (useTranspose == true &&
           (tmp_trans == Teuchos::null ||
            tmp_trans->NumVectors() != m*max_num_mat_vec))
    tmp_trans = Teuchos::rcp(new Epetra_MultiVector(*result_base_map,
                                                    m*max_num_mat_vec));
  Epetra_MultiVector *tmp_result;
  if (useTranspose == false)
    tmp_result = tmp.get();
  else
    tmp_result = tmp_trans.get();

  // Map input into column map
  const Epetra_MultiVector *tmp_col;
  if (!is_stoch_parallel)
    tmp_col = input;
  else {
    if (useTranspose == false) {
      if (input_col == Teuchos::null || input_col->NumVectors() != m)
        input_col = Teuchos::rcp(new Epetra_MultiVector(*global_col_map, m));
      input_col->Import(*input, *col_importer, Insert);
      tmp_col = input_col.get();
    }
    else {
      if (input_col_trans == Teuchos::null ||
          input_col_trans->NumVectors() != m)
        input_col_trans =
          Teuchos::rcp(new Epetra_MultiVector(*global_col_map_trans, m));
      input_col_trans->Import(*input, *col_importer_trans, Insert);
      tmp_col = input_col_trans.get();
    }
  }

  // Extract blocks
  EpetraExt::BlockMultiVector sg_input(View, *input_base_map, *tmp_col);
  EpetraExt::BlockMultiVector sg_result(View, *result_base_map, Result);
  for (int i=0; i<input_block.size(); i++)
    input_block[i] = sg_input.GetBlock(i);
  for (int i=0; i<result_block.size(); i++)
    result_block[i] = sg_result.GetBlock(i);

  // Apply block SG operator via
  // w_i =
  //    \sum_{j=0}^P \sum_{k=0}^L J_k v_j < \psi_i \psi_j \psi_k > / <\psi_i^2>
  // for i=0,...,P where P = expansion_size, L = num_blocks, w_j is the jth
  // input block, w_i is the ith result block, and J_k is the kth block operator

  // k_begin and k_end are initialized in the constructor
  const Teuchos::Array<double>& norms = sg_basis->norm_squared();
  for (Cijk_type::k_iterator k_it=k_begin; k_it!=k_end; ++k_it) {
    int k = index(k_it);
    Cijk_type::kj_iterator j_begin = Cijk->j_begin(k_it);
    Cijk_type::kj_iterator j_end = Cijk->j_end(k_it);
    int nj = Cijk->num_j(k_it);
    if (nj > 0) {
      Teuchos::Array<double*> j_ptr(nj*m);
      Teuchos::Array<int> mj_indices(nj*m);
      int l = 0;
      for (Cijk_type::kj_iterator j_it = j_begin; j_it != j_end; ++j_it) {
        int j = index(j_it);
        for (int mm=0; mm<m; mm++) {
          j_ptr[l*m+mm] = (*input_block[j])[mm];
          mj_indices[l*m+mm] = l*m+mm;
        }
        l++;
      }
      Epetra_MultiVector input_tmp(View, *input_base_map, &j_ptr[0], nj*m);
      Epetra_MultiVector result_tmp(View, *tmp_result, &mj_indices[0], nj*m);
      if (use_block_apply) {
        (*block_ops)[k].Apply(input_tmp, result_tmp);
      }
      else {
        for (int jj=0; jj<nj*m; jj++)
          (*block_ops)[k].Apply(*(input_tmp(jj)), *(result_tmp(jj)));
      }
      l = 0;
      for (Cijk_type::kj_iterator j_it = j_begin; j_it != j_end; ++j_it) {
        int j = index(j_it);
        for (Cijk_type::kji_iterator i_it = Cijk->i_begin(j_it);
             i_it != Cijk->i_end(j_it); ++i_it) {
          int i = index(i_it);
          double c = value(i_it);
          if (scale_op) {
            int i_gid;
            if (useTranspose)
              i_gid = epetraCijk->GCID(j);
            else
              i_gid = epetraCijk->GRID(i);
            c /= norms[i_gid];
          }
          for (int mm=0; mm<m; mm++)
            (*result_block[i])(mm)->Update(c, *result_tmp(l*m+mm), 1.0);
        }
        l++;
      }
    }
  }

  // Destroy blocks
  for (int i=0; i<input_block.size(); i++)
    input_block[i] = Teuchos::null;
  for (int i=0; i<result_block.size(); i++)
    result_block[i] = Teuchos::null;

  if (made_copy)
    delete input;

  return 0;
}
Exemple #5
0
int 
Stokhos::KLMatrixFreeOperator::
Apply(const Epetra_MultiVector& Input, Epetra_MultiVector& Result) const
{
  // We have to be careful if Input and Result are the same vector.
  // If this is the case, the only possible solution is to make a copy
  const Epetra_MultiVector *input = &Input;
  bool made_copy = false;
  if (Input.Values() == Result.Values() && !is_stoch_parallel) {
    input = new Epetra_MultiVector(Input);
    made_copy = true;
  }

  // Initialize
  Result.PutScalar(0.0);

  const Epetra_Map* input_base_map = domain_base_map.get();
  const Epetra_Map* result_base_map = range_base_map.get();
  if (useTranspose == true) {
    input_base_map = range_base_map.get();
    result_base_map = domain_base_map.get();
  }

  // Allocate temporary storage
  int m = Input.NumVectors();
  if (useTranspose == false && 
      (tmp == Teuchos::null || tmp->NumVectors() != m*max_num_mat_vec))
    tmp = Teuchos::rcp(new Epetra_MultiVector(*result_base_map, 
					      m*max_num_mat_vec));
  else if (useTranspose == true && 
	   (tmp_trans == Teuchos::null || 
	    tmp_trans->NumVectors() != m*max_num_mat_vec))
    tmp_trans = Teuchos::rcp(new Epetra_MultiVector(*result_base_map, 
						    m*max_num_mat_vec));
  Epetra_MultiVector *tmp_result;
  if (useTranspose == false)
    tmp_result = tmp.get();
  else
    tmp_result = tmp_trans.get();

  // Map input into column map
  const Epetra_MultiVector *tmp_col;
  if (!is_stoch_parallel)
    tmp_col = input;
  else {
    if (useTranspose == false) {
      if (input_col == Teuchos::null || input_col->NumVectors() != m)
	input_col = Teuchos::rcp(new Epetra_MultiVector(*global_col_map, m));
      input_col->Import(*input, *col_importer, Insert);
      tmp_col = input_col.get();
    }
    else {
      if (input_col_trans == Teuchos::null || 
	  input_col_trans->NumVectors() != m)
	input_col_trans = 
	  Teuchos::rcp(new Epetra_MultiVector(*global_col_map_trans, m));
      input_col_trans->Import(*input, *col_importer_trans, Insert);
      tmp_col = input_col_trans.get();
    }
  }

  // Extract blocks
  EpetraExt::BlockMultiVector sg_input(View, *input_base_map, *tmp_col);
  EpetraExt::BlockMultiVector sg_result(View, *result_base_map, Result);
  for (int i=0; i<input_block.size(); i++)
    input_block[i] = sg_input.GetBlock(i);
  for (int i=0; i<result_block.size(); i++)
    result_block[i] = sg_result.GetBlock(i);
  int N = result_block[0]->MyLength();

  const Teuchos::Array<double>& norms = sg_basis->norm_squared();
  int d = sg_basis->dimension();
  Teuchos::Array<double> zero(d), one(d);
  for(int j = 0; j<d; j++) {
    zero[j] = 0.0;
    one[j] = 1.0;
  }
  Teuchos::Array< double > phi_0(expansion_size), phi_1(expansion_size);
  sg_basis->evaluateBases(zero, phi_0);
  sg_basis->evaluateBases(one, phi_1);

  // k_begin and k_end are initialized in the constructor
  for (Cijk_type::k_iterator k_it=k_begin; k_it!=k_end; ++k_it) {
    Cijk_type::kj_iterator j_begin = Cijk->j_begin(k_it);
    Cijk_type::kj_iterator j_end = Cijk->j_end(k_it);
    int k = index(k_it);
    int nj = Cijk->num_j(k_it);
    if (nj > 0) {
      Teuchos::Array<double*> j_ptr(nj*m);
      Teuchos::Array<int> mj_indices(nj*m);
      int l = 0;
      for (Cijk_type::kj_iterator j_it = j_begin; j_it != j_end; ++j_it) {
	int j = index(j_it);
	for (int mm=0; mm<m; mm++) {
	  j_ptr[l*m+mm] = input_block[j]->Values()+mm*N;
	  mj_indices[l*m+mm] = l*m+mm;
	}
	l++;
      }
      Epetra_MultiVector input_tmp(View, *input_base_map, &j_ptr[0], nj*m);
      Epetra_MultiVector result_tmp(View, *tmp_result, &mj_indices[0], nj*m);
      (*block_ops)[k].Apply(input_tmp, result_tmp);
      l = 0;
      for (Cijk_type::kj_iterator j_it = j_begin; j_it != j_end; ++j_it) {
	int j = index(j_it);
	int j_gid = epetraCijk->GCID(j);
	for (Cijk_type::kji_iterator i_it = Cijk->i_begin(j_it);
	     i_it != Cijk->i_end(j_it); ++i_it) {
	  int i = index(i_it);
	  int i_gid = epetraCijk->GRID(i);
	  double c = value(i_it);
	  if (k == 0)
	    c /= phi_0[0];
	  else {
	    c /= phi_1[k];
	    if (i_gid == j_gid)
	      c -= phi_0[k]/(phi_1[k]*phi_0[0])*norms[i_gid];
	  }
	  if (scale_op) {
	    if (useTranspose)
	      c /= norms[j_gid];
	    else
	      c /= norms[i_gid];
	  }
	  for (int mm=0; mm<m; mm++)
	    (*result_block[i])(mm)->Update(c, *result_tmp(l*m+mm), 1.0);
	}
	l++;
      }
    }
  }

  // Destroy blocks
  for (int i=0; i<input_block.size(); i++)
    input_block[i] = Teuchos::null;
  for (int i=0; i<result_block.size(); i++)
    result_block[i] = Teuchos::null;

  if (made_copy)
    delete input;

  return 0;
}