double sd_norm_res(const dvar_vector& pred, const dvector& obs, double m)
{
RETURN_ARRAYS_INCREMENT();
double sdnr;
dvector pp = value(pred)+ 0.0001;
sdnr = std_dev(norm_res(pp,obs,m));
RETURN_ARRAYS_DECREMENT();
return sdnr;
}
// ===================================================================
vpColVector
vpRobust::simultMEstimator(vpColVector &residues)
{
double med=0; // Median
double normmedian=0; // Normalized Median
double sigma=0; // Standard Deviation
unsigned int n_data = residues.getRows();
vpColVector norm_res(n_data); // Normalized Residue
vpColVector w(n_data);
vpCDEBUG(2) << "vpRobust MEstimator reached. No. data = " << n_data
<< std::endl;
// Calculate Median
unsigned int ind_med = (unsigned int)(ceil(n_data/2.0))-1;
med = select(residues, 0, (int)n_data-1, (int)ind_med/*(int)n_data/2*/);
// Normalize residues
for(unsigned int i=0; i<n_data; i++)
norm_res[i] = (fabs(residues[i]- med));
// Check for various methods.
// For Huber compute Simultaneous scale estimate
// For Others use MAD calculated on first iteration
if(it==0)
{
normmedian = select(norm_res, 0, (int)n_data-1, (int)ind_med/*(int)n_data/2*/);
// 1.48 keeps scale estimate consistent for a normal probability dist.
sigma = 1.4826*normmedian; // Median Absolute Deviation
}
else
{
// compute simultaneous scale estimate
sigma = simultscale(residues);
}
// Set a minimum threshold for sigma
// (when sigma reaches the level of noise in the image)
if(sigma < NoiseThreshold)
{
sigma= NoiseThreshold;
}
vpCDEBUG(2) << "MAD and C computed" << std::endl;
psiHuber(sigma, norm_res,w);
sig_prev = sigma;
return w;
}
int main(int argc, char* argv[])
{
//
// Get a default output stream from the Teuchos::VerboseObjectBase
//
Teuchos::RCP<Teuchos::FancyOStream>
out = Teuchos::VerboseObjectBase::getDefaultOStream();
//
// Set the parameters for the Belos LOWS Factory and create a parameter list.
//
int blockSize = 2;
int maxIterations = 400;
int maxRestarts = 25;
int gmresKrylovLength = 25;
int outputFrequency = 1;
bool outputMaxResOnly = true;
double maxResid = 1e-6;
Teuchos::RCP<Teuchos::ParameterList>
belosLOWSFPL = Teuchos::rcp( new Teuchos::ParameterList() );
belosLOWSFPL->set("Solver Type","Block GMRES");
Teuchos::ParameterList& belosLOWSFPL_solver =
belosLOWSFPL->sublist("Solver Types");
Teuchos::ParameterList& belosLOWSFPL_gmres =
belosLOWSFPL_solver.sublist("Block GMRES");
belosLOWSFPL_gmres.set("Maximum Iterations",int(maxIterations));
belosLOWSFPL_gmres.set("Convergence Tolerance",double(maxResid));
belosLOWSFPL_gmres.set("Maximum Restarts",int(maxRestarts));
belosLOWSFPL_gmres.set("Block Size",int(blockSize));
belosLOWSFPL_gmres.set("Num Blocks",int(gmresKrylovLength));
belosLOWSFPL_gmres.set("Output Frequency",int(outputFrequency));
belosLOWSFPL_gmres.set("Show Maximum Residual Norm Only",bool(outputMaxResOnly));
#ifdef HAVE_BELOS_IFPACK
//
// Set the parameters for the Ifpack Preconditioner Factory and create parameter list
//
Teuchos::ParameterList &ifpackPFSL = belosLOWSFPL->sublist("IfpackPreconditionerFactory");
ifpackPFSL.set("Overlap",int(2));
ifpackPFSL.set("Prec Type","ILUT");
#endif
// Whether the linear solver succeeded.
// (this will be set during the residual check at the end)
bool success = true;
// Number of random right-hand sides we will be solving for.
int numRhs = 5;
// Name of input matrix file
std::string matrixFile = "orsirr1.hb";
// Read in the matrix file (can be *.mtx, *.hb, etc.)
Epetra_SerialComm comm;
Teuchos::RCP<Epetra_CrsMatrix> epetra_A;
EpetraExt::readEpetraLinearSystem( matrixFile, comm, &epetra_A );
// Create a Thyra linear operator (A) using the Epetra_CrsMatrix (epetra_A).
Teuchos::RCP<const Thyra::LinearOpBase<double> >
A = Thyra::epetraLinearOp(epetra_A);
// Get the domain space for the Thyra linear operator
Teuchos::RCP<const Thyra::VectorSpaceBase<double> > domain = A->domain();
// Create the Belos LOWS factory.
Teuchos::RCP<Thyra::LinearOpWithSolveFactoryBase<double> >
belosLOWSFactory = Teuchos::rcp(new Thyra::BelosLinearOpWithSolveFactory<double>());
#ifdef HAVE_BELOS_IFPACK
// Set the preconditioner factory for the LOWS factory.
belosLOWSFactory->setPreconditionerFactory(
Teuchos::rcp(new Thyra::IfpackPreconditionerFactory())
,"IfpackPreconditionerFactory"
);
#endif
// Set the parameter list to specify the behavior of the factory.
belosLOWSFactory->setParameterList( belosLOWSFPL );
// Set the output stream and the verbosity level (prints to std::cout by defualt)
belosLOWSFactory->setVerbLevel(Teuchos::VERB_LOW);
// Create a BelosLinearOpWithSolve object from the Belos LOWS factory.
Teuchos::RCP<Thyra::LinearOpWithSolveBase<double> >
nsA = belosLOWSFactory->createOp();
// Initialize the BelosLinearOpWithSolve object with the Thyra linear operator.
Thyra::initializeOp<double>( *belosLOWSFactory, A, &*nsA );
// Create a right-hand side with numRhs vectors in it and randomize it.
Teuchos::RCP< Thyra::MultiVectorBase<double> >
b = Thyra::createMembers(domain, numRhs);
Thyra::seed_randomize<double>(0);
Thyra::randomize(-1.0, 1.0, &*b);
// Create an initial std::vector with numRhs vectors in it and initialize it to zero.
Teuchos::RCP< Thyra::MultiVectorBase<double> >
x = Thyra::createMembers(domain, numRhs);
Thyra::assign(&*x, 0.0);
// Perform solve using the linear operator to get the approximate solution of Ax=b,
// where b is the right-hand side and x is the left-hand side.
Thyra::SolveStatus<double> solveStatus;
solveStatus = Thyra::solve( *nsA, Thyra::NONCONJ_ELE, *b, &*x );
// Print out status of solve.
*out << "\nBelos LOWS Status: "<< solveStatus << std::endl;
//
// Compute residual and double check convergence.
//
std::vector<double> norm_b(numRhs), norm_res(numRhs);
Teuchos::RCP< Thyra::MultiVectorBase<double> >
y = Thyra::createMembers(domain, numRhs);
// Compute the column norms of the right-hand side b.
Thyra::norms_2( *b, &norm_b[0] );
// Compute y=A*x, where x is the solution from the linear solver.
A->apply( Thyra::NONCONJ_ELE, *x, &*y );
// Compute A*x-b = y-b
Thyra::update( -1.0, *b, &*y );
// Compute the column norms of A*x-b.
Thyra::norms_2( *y, &norm_res[0] );
// Print out the final relative residual norms.
double rel_res = 0.0;
*out << "Final relative residual norms" << std::endl;
for (int i=0; i<numRhs; ++i) {
rel_res = norm_res[i]/norm_b[i];
if (rel_res > maxResid)
success = false;
*out << "RHS " << i+1 << " : "
<< std::setw(16) << std::right << rel_res << std::endl;
}
return ( success ? 0 : 1 );
}
int main(int argc, char* argv[])
{
//
// Get a default output stream from the Teuchos::VerboseObjectBase
//
Teuchos::RCP<Teuchos::FancyOStream>
out = Teuchos::VerboseObjectBase::getDefaultOStream();
Teuchos::GlobalMPISession mpiSession(&argc,&argv);
#ifdef HAVE_COMPLEX
typedef std::complex<double> ST; // Scalar-type typedef
#elif HAVE_COMPLEX_H
typedef std::complex<double> ST; // Scalar-type typedef
#else
typedef double ST; // Scalar-type typedef
#endif
typedef Teuchos::ScalarTraits<ST>::magnitudeType MT; // Magnitude-type typedef
typedef int OT; // Ordinal-type typedef
ST one = Teuchos::ScalarTraits<ST>::one();
ST zero = Teuchos::ScalarTraits<ST>::zero();
#ifdef HAVE_MPI
MPI_Comm mpiComm = MPI_COMM_WORLD;
const Tpetra::MpiPlatform<OT,OT> ordinalPlatform(mpiComm);
const Tpetra::MpiPlatform<OT,ST> scalarPlatform(mpiComm);
#else
const Tpetra::SerialPlatform<OT,OT> ordinalPlatform;
const Tpetra::SerialPlatform<OT,ST> scalarPlatform;
#endif
//
// Get the data from the HB file
//
// Name of input matrix file
std::string matrixFile = "mhd1280b.cua";
int info=0;
int dim,dim2,nnz;
MT *dvals;
int *colptr,*rowind;
ST *cvals;
nnz = -1;
info = readHB_newmat_double(matrixFile.c_str(),&dim,&dim2,&nnz,
&colptr,&rowind,&dvals);
if (info == 0 || nnz < 0) {
*out << "Error reading '" << matrixFile << "'" << std::endl;
}
#ifdef HAVE_MPI
MPI_Finalize();
#endif
// Convert interleaved doubles to std::complex values
cvals = new ST[nnz];
for (int ii=0; ii<nnz; ii++) {
cvals[ii] = ST(dvals[ii*2],dvals[ii*2+1]);
}
// Declare global dimension of the linear operator
OT globalDim = dim;
// Create the element space and std::vector space
const Tpetra::ElementSpace<OT> elementSpace(globalDim,0,ordinalPlatform);
const Tpetra::VectorSpace<OT,ST> vectorSpace(elementSpace,scalarPlatform);
// Create my implementation of a Tpetra::Operator
RCP<Tpetra::Operator<OT,ST> >
tpetra_A = rcp( new MyOperator<OT,ST>(vectorSpace,dim,colptr,nnz,rowind,cvals) );
// Create a Thyra linear operator (A) using the Tpetra::CisMatrix (tpetra_A).
RCP<Thyra::LinearOpBase<ST> >
A = Teuchos::rcp( new Thyra::TpetraLinearOp<OT,ST>(tpetra_A) );
//
// Set the parameters for the Belos LOWS Factory and create a parameter list.
//
int blockSize = 1;
int maxIterations = globalDim;
int maxRestarts = 15;
int gmresKrylovLength = 50;
int outputFrequency = 100;
bool outputMaxResOnly = true;
MT maxResid = 1e-5;
Teuchos::RCP<Teuchos::ParameterList>
belosLOWSFPL = Teuchos::rcp( new Teuchos::ParameterList() );
belosLOWSFPL->set("Solver Type","Block GMRES");
Teuchos::ParameterList& belosLOWSFPL_solver =
belosLOWSFPL->sublist("Solver Types");
Teuchos::ParameterList& belosLOWSFPL_gmres =
belosLOWSFPL_solver.sublist("Block GMRES");
belosLOWSFPL_gmres.set("Maximum Iterations",int(maxIterations));
belosLOWSFPL_gmres.set("Convergence Tolerance",MT(maxResid));
belosLOWSFPL_gmres.set("Maximum Restarts",int(maxRestarts));
belosLOWSFPL_gmres.set("Block Size",int(blockSize));
belosLOWSFPL_gmres.set("Num Blocks",int(gmresKrylovLength));
belosLOWSFPL_gmres.set("Output Frequency",int(outputFrequency));
belosLOWSFPL_gmres.set("Show Maximum Residual Norm Only",bool(outputMaxResOnly));
// Whether the linear solver succeeded.
// (this will be set during the residual check at the end)
bool success = true;
// Number of random right-hand sides we will be solving for.
int numRhs = 1;
// Get the domain space for the Thyra linear operator
Teuchos::RCP<const Thyra::VectorSpaceBase<ST> > domain = A->domain();
// Create the Belos LOWS factory.
Teuchos::RCP<Thyra::LinearOpWithSolveFactoryBase<ST> >
belosLOWSFactory = Teuchos::rcp(new Thyra::BelosLinearOpWithSolveFactory<ST>());
// Set the parameter list to specify the behavior of the factory.
belosLOWSFactory->setParameterList( belosLOWSFPL );
// Set the output stream and the verbosity level (prints to std::cout by defualt)
// NOTE: Set to VERB_NONE for no output from the solver.
belosLOWSFactory->setVerbLevel(Teuchos::VERB_LOW);
// Create a BelosLinearOpWithSolve object from the Belos LOWS factory.
Teuchos::RCP<Thyra::LinearOpWithSolveBase<ST> >
nsA = belosLOWSFactory->createOp();
// Initialize the BelosLinearOpWithSolve object with the Thyra linear operator.
Thyra::initializeOp<ST>( *belosLOWSFactory, A, &*nsA );
// Create a right-hand side with numRhs vectors in it.
Teuchos::RCP< Thyra::MultiVectorBase<ST> >
b = Thyra::createMembers(domain, numRhs);
// Create an initial std::vector with numRhs vectors in it and initialize it to one.
Teuchos::RCP< Thyra::MultiVectorBase<ST> >
x = Thyra::createMembers(domain, numRhs);
Thyra::assign(&*x, one);
// Initialize the right-hand side so that the solution is a std::vector of ones.
A->apply( Thyra::NONCONJ_ELE, *x, &*b );
Thyra::assign(&*x, zero);
// Perform solve using the linear operator to get the approximate solution of Ax=b,
// where b is the right-hand side and x is the left-hand side.
Thyra::SolveStatus<ST> solveStatus;
solveStatus = Thyra::solve( *nsA, Thyra::NONCONJ_ELE, *b, &*x );
// Print out status of solve.
*out << "\nBelos LOWS Status: "<< solveStatus << std::endl;
//
// Compute residual and ST check convergence.
//
std::vector<MT> norm_b(numRhs), norm_res(numRhs);
Teuchos::RCP< Thyra::MultiVectorBase<ST> >
y = Thyra::createMembers(domain, numRhs);
// Compute the column norms of the right-hand side b.
Thyra::norms_2( *b, &norm_b[0] );
// Compute y=A*x, where x is the solution from the linear solver.
A->apply( Thyra::NONCONJ_ELE, *x, &*y );
// Compute A*x-b = y-b
Thyra::update( -one, *b, &*y );
// Compute the column norms of A*x-b.
Thyra::norms_2( *y, &norm_res[0] );
// Print out the final relative residual norms.
MT rel_res = 0.0;
*out << "Final relative residual norms" << std::endl;
for (int i=0; i<numRhs; ++i) {
rel_res = norm_res[i]/norm_b[i];
if (rel_res > maxResid)
success = false;
*out << "RHS " << i+1 << " : "
<< std::setw(16) << std::right << rel_res << std::endl;
}
return ( success ? 0 : 1 );
}