コード例 #1
0
void DenseMatrix<T>::_matvec_blas(T alpha, T beta,
				  DenseVector<T>& dest,
				  const DenseVector<T>& arg,
                                  bool trans) const
{
  // Ensure that dest and arg sizes are compatible
  if (!trans)
    {
      // dest  ~ A     * arg
      // (mx1)   (mxn) * (nx1)
      if ((dest.size() != this->m()) || (arg.size() != this->n()))
	{
	  libMesh::out << "Improper input argument sizes!" << std::endl;
	  libmesh_error();
	}
    }

  else // trans == true
    {
      // Ensure that dest and arg are proper size
      // dest  ~ A^T   * arg
      // (nx1)   (nxm) * (mx1)
      if ((dest.size() != this->n()) || (arg.size() != this->m()))
	{
	  libMesh::out << "Improper input argument sizes!" << std::endl;
	  libmesh_error();
	}
    }

  // Calling sequence for dgemv:
  //
  // dgemv(TRANS,M,N,ALPHA,A,LDA,X,INCX,BETA,Y,INCY)

  //   TRANS  - CHARACTER*1, 't' for transpose, 'n' for non-transpose multiply
  // We store everything in row-major order, so pass the transpose flag for
  // non-transposed matvecs and the 'n' flag for transposed matvecs
  char TRANS[] = "t";
  if (trans)
    TRANS[0] = 'n';

  //   M      - INTEGER.
  //            On entry, M specifies the number of rows of the matrix A.
  // In C/C++, pass the number of *cols* of A
  int M = this->n();

  //   N      - INTEGER.
  //            On entry, N specifies the number of columns of the matrix A.
  // In C/C++, pass the number of *rows* of A
  int N = this->m();

  //   ALPHA  - DOUBLE PRECISION.
  // The scalar constant passed to this function

  //   A      - DOUBLE PRECISION array of DIMENSION ( LDA, n ).
  //            Before entry, the leading m by n part of the array A must
  //            contain the matrix of coefficients.
  // The matrix, *this.  Note that _matvec_blas is called from
  // a const function, vector_mult(), and so we have made this function const
  // as well.  Since BLAS knows nothing about const, we have to cast it away
  // now.
  DenseMatrix<T>& a_ref = const_cast< DenseMatrix<T>& > ( *this );
  std::vector<T>& a = a_ref.get_values();

  //   LDA    - INTEGER.
  //            On entry, LDA specifies the first dimension of A as declared
  //            in the calling (sub) program. LDA must be at least
  //            max( 1, m ).
  int LDA = M;

  //   X      - DOUBLE PRECISION array of DIMENSION at least
  //            ( 1 + ( n - 1 )*abs( INCX ) ) when TRANS = 'N' or 'n'
  //            and at least
  //            ( 1 + ( m - 1 )*abs( INCX ) ) otherwise.
  //            Before entry, the incremented array X must contain the
  //            vector x.
  // Here, we must cast away the const-ness of "arg" since BLAS knows
  // nothing about const
  DenseVector<T>& x_ref = const_cast< DenseVector<T>& > ( arg );
  std::vector<T>& x = x_ref.get_values();

  //   INCX   - INTEGER.
  //            On entry, INCX specifies the increment for the elements of
  //            X. INCX must not be zero.
  int INCX = 1;

  //   BETA   - DOUBLE PRECISION.
  //            On entry, BETA specifies the scalar beta. When BETA is
  //            supplied as zero then Y need not be set on input.
  // The second scalar constant passed to this function

  //   Y      - DOUBLE PRECISION array of DIMENSION at least
  //            ( 1 + ( m - 1 )*abs( INCY ) ) when TRANS = 'N' or 'n'
  //            and at least
  //            ( 1 + ( n - 1 )*abs( INCY ) ) otherwise.
  //            Before entry with BETA non-zero, the incremented array Y
  //            must contain the vector y. On exit, Y is overwritten by the
  //            updated vector y.
  // The input vector "dest"
  std::vector<T>& y = dest.get_values();

  //   INCY   - INTEGER.
  //            On entry, INCY specifies the increment for the elements of
  //            Y. INCY must not be zero.
  int INCY = 1;

  // Finally, ready to call the BLAS function
  BLASgemv_(TRANS, &M, &N, &alpha, &(a[0]), &LDA, &(x[0]), &INCX, &beta, &(y[0]), &INCY);
}
コード例 #2
0
void DenseMatrix<T>::_svd_lapack (DenseVector<Real> & sigma,
                                  DenseMatrix<Number> & U,
                                  DenseMatrix<Number> & VT)
{
  // The calling sequence for dgetrf is:
  // DGESVD( JOBU, JOBVT, M, N, A, LDA, S, U, LDU, VT, LDVT, WORK, LWORK, INFO )


  //  JOBU    (input) CHARACTER*1
  //          Specifies options for computing all or part of the matrix U:
  //          = 'A':  all M columns of U are returned in array U:
  //          = 'S':  the first min(m,n) columns of U (the left singular
  //                  vectors) are returned in the array U;
  //          = 'O':  the first min(m,n) columns of U (the left singular
  //                  vectors) are overwritten on the array A;
  //          = 'N':  no columns of U (no left singular vectors) are
  //                  computed.
  char JOBU = 'S';

  //  JOBVT   (input) CHARACTER*1
  //          Specifies options for computing all or part of the matrix
  //          V**T:
  //          = 'A':  all N rows of V**T are returned in the array VT;
  //          = 'S':  the first min(m,n) rows of V**T (the right singular
  //                  vectors) are returned in the array VT;
  //          = 'O':  the first min(m,n) rows of V**T (the right singular
  //                  vectors) are overwritten on the array A;
  //          = 'N':  no rows of V**T (no right singular vectors) are
  //                  computed.
  char JOBVT = 'S';

  // Note: Lapack is going to compute the singular values of A^T.  If
  // A=U * S * V^T, then A^T = V * S * U^T, which means that the
  // values returned in the "U_val" array actually correspond to the
  // entries of the V matrix, and the values returned in the VT_val
  // array actually correspond to the entries of U^T.  Therefore, we
  // pass VT in the place of U and U in the place of VT below!
  std::vector<Real> sigma_val;
  int M = this->n();
  int N = this->m();
  int min_MN = (M < N) ? M : N;

  // Size user-provided storage appropriately. Inside svd_helper:
  // U_val is sized to (M x min_MN)
  // VT_val is sized to (min_MN x N)
  // So, we set up U to have the shape of "VT_val^T", and VT to
  // have the shape of "U_val^T".
  //
  // Finally, since the results are stored in column-major order by
  // Lapack, but we actually want the transpose of what Lapack
  // returns, this means (conveniently) that we don't even have to
  // copy anything after the call to _svd_helper, it should already be
  // in the correct order!
  U.resize(N, min_MN);
  VT.resize(min_MN, M);

  _svd_helper(JOBU, JOBVT, sigma_val, VT.get_values(), U.get_values());

  // Copy the singular values into sigma.
  sigma.resize(cast_int<unsigned int>(sigma_val.size()));
  for (unsigned int i=0; i<sigma.size(); i++)
    sigma(i) = sigma_val[i];
}
コード例 #3
0
void DenseMatrix<T>::_svd_solve_lapack(const DenseVector<T> & rhs,
                                       DenseVector<T> & x,
                                       Real rcond) const
{
  // Since BLAS is expecting column-major storage, we first need to
  // make a transposed copy of *this, then pass it to the gelss
  // routine instead of the original.  This extra copy is kind of a
  // bummer, it might be better if we could use the full SVD to
  // compute the least-squares solution instead...  Note that it isn't
  // completely terrible either, since A_trans gets overwritten by
  // Lapack, and we usually would end up making a copy of A outside
  // the function call anyway.
  DenseMatrix<T> A_trans;
  this->get_transpose(A_trans);

  // M is INTEGER
  // The number of rows of the input matrix. M >= 0.
  // This is actually the number of *columns* of A_trans.
  int M = A_trans.n();

  // N is INTEGER
  // The number of columns of the matrix A. N >= 0.
  // This is actually the number of *rows* of A_trans.
  int N = A_trans.m();

  // We'll use the min and max of (M,N) several times below.
  int max_MN = std::max(M,N);
  int min_MN = std::min(M,N);

  // NRHS is INTEGER
  // The number of right hand sides, i.e., the number of columns
  // of the matrices B and X. NRHS >= 0.
  // This could later be generalized to solve for multiple right-hand
  // sides...
  int NRHS = 1;

  // A is DOUBLE PRECISION array, dimension (LDA,N)
  // On entry, the M-by-N matrix A.
  // On exit, the first min(m,n) rows of A are overwritten with
  // its right singular vectors, stored rowwise.
  //
  // The data vector that will be passed to Lapack.
  std::vector<T> & A_trans_vals = A_trans.get_values();

  // LDA is INTEGER
  // The leading dimension of the array A.  LDA >= max(1,M).
  int LDA = M;

  // B is DOUBLE PRECISION array, dimension (LDB,NRHS)
  // On entry, the M-by-NRHS right hand side matrix B.
  // On exit, B is overwritten by the N-by-NRHS solution
  // matrix X.  If m >= n and RANK = n, the residual
  // sum-of-squares for the solution in the i-th column is given
  // by the sum of squares of elements n+1:m in that column.
  //
  // Since we don't want the user's rhs vector to be overwritten by
  // the solution, we copy the rhs values into the solution vector "x"
  // now.  x needs to be long enough to hold both the (Nx1) solution
  // vector or the (Mx1) rhs, so size it to the max of those.
  x.resize(max_MN);
  for (unsigned i=0; i<rhs.size(); ++i)
    x(i) = rhs(i);

  // Make the syntax below simpler by grabbing a reference to this array.
  std::vector<T> & B = x.get_values();

  // LDB is INTEGER
  // The leading dimension of the array B. LDB >= max(1,max(M,N)).
  int LDB = x.size();

  // S is DOUBLE PRECISION array, dimension (min(M,N))
  // The singular values of A in decreasing order.
  // The condition number of A in the 2-norm = S(1)/S(min(m,n)).
  std::vector<T> S(min_MN);

  // RCOND is DOUBLE PRECISION
  // RCOND is used to determine the effective rank of A.
  // Singular values S(i) <= RCOND*S(1) are treated as zero.
  // If RCOND < 0, machine precision is used instead.
  Real RCOND = rcond;

  // RANK is INTEGER
  // The effective rank of A, i.e., the number of singular values
  // which are greater than RCOND*S(1).
  int RANK = 0;

  // LWORK is INTEGER
  // The dimension of the array WORK. LWORK >= 1, and also:
  // LWORK >= 3*min(M,N) + max( 2*min(M,N), max(M,N), NRHS )
  // For good performance, LWORK should generally be larger.
  //
  // If LWORK = -1, then a workspace query is assumed; the routine
  // only calculates the optimal size of the WORK array, returns
  // this value as the first entry of the WORK array, and no error
  // message related to LWORK is issued by XERBLA.
  //
  // The factor of 1.5 is arbitrary and is used to satisfy the "should
  // generally be larger" clause.
  int LWORK = 1.5 * (3*min_MN + std::max(2*min_MN, std::max(max_MN, NRHS)));

  // WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  // On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  std::vector<T> WORK(LWORK);

  // INFO is INTEGER
  // = 0:  successful exit
  // < 0:  if INFO = -i, the i-th argument had an illegal value.
  // > 0:  the algorithm for computing the SVD failed to converge;
  //       if INFO = i, i off-diagonal elements of an intermediate
  //       bidiagonal form did not converge to zero.
  int INFO = 0;

  // LAPACKgelss_(const PetscBLASInt *, // M
  //              const PetscBLASInt *, // N
  //              const PetscBLASInt *, // NRHS
  //              PetscScalar *,        // A
  //              const PetscBLASInt *, // LDA
  //              PetscScalar *,        // B
  //              const PetscBLASInt *, // LDB
  //              PetscReal *,          // S(out) = singular values of A in increasing order
  //              const PetscReal *,    // RCOND = tolerance for singular values
  //              PetscBLASInt *,       // RANK(out) = number of "non-zero" singular values
  //              PetscScalar *,        // WORK
  //              const PetscBLASInt *, // LWORK
  //              PetscBLASInt *);      // INFO
  LAPACKgelss_(&M, &N, &NRHS, &A_trans_vals[0], &LDA, &B[0], &LDB, &S[0], &RCOND, &RANK, &WORK[0], &LWORK, &INFO);

  // Check for errors in the Lapack call
  if (INFO < 0)
    libmesh_error_msg("Error, argument " << -INFO << " to LAPACKgelss_ had an illegal value.");
  if (INFO > 0)
    libmesh_error_msg("The algorithm for computing the SVD failed to converge!");

  // Debugging: print singular values and information about condition number:
  // libMesh::err << "RCOND=" << RCOND << std::endl;
  // libMesh::err << "Singular values: " << std::endl;
  // for (unsigned i=0; i<S.size(); ++i)
  //   libMesh::err << S[i] << std::endl;
  // libMesh::err << "The condition number of A is approximately: " << S[0]/S.back() << std::endl;

  // Lapack has already written the solution into B, but it will be
  // the wrong size for non-square problems, so we need to resize it
  // correctly.  The size of the solution vector should be the number
  // of columns of the original A matrix.  Unfortunately, resizing a
  // DenseVector currently also zeros it out (unlike a std::vector) so
  // we'll resize the underlying storage directly (the size is not
  // stored independently elsewhere).
  x.get_values().resize(this->n());
}
コード例 #4
0
ファイル: ChargeRegulator.cpp プロジェクト: BrianMoths/lammps
  //--------------------------------------------------------
  //  apply_charged_surfaces
  //--------------------------------------------------------
  void ChargeRegulatorMethodEffectiveCharge::apply_local_forces()
  {
    double * q = lammpsInterface_->atom_charge();
    _atomElectricalForce_.resize(nlocal(),nsd_);

    double penalty = poissonSolver_->penalty_coefficient();
    if (penalty <= 0.0) throw ATC_Error("ExtrinsicModelElectrostatic::apply_charged_surfaces expecting non zero penalty");

    double dx[3];
    const DENS_MAT & xa((interscaleManager_->per_atom_quantity("AtomicCoarseGrainingPositions"))->quantity());

// WORKSPACE - most are static
    SparseVector<double> dv(nNodes_); 
    vector<SparseVector<double> > derivativeVectors;
    derivativeVectors.reserve(nsd_);
    const SPAR_MAT_VEC & shapeFunctionDerivatives((interscaleManager_->vector_sparse_matrix("InterpolateGradient"))->quantity());

    DenseVector<INDEX> nodeIndices;
    DENS_VEC nodeValues;

    NODE_TO_XF_MAP::const_iterator inode;
    for (inode = nodeXFMap_.begin(); inode != nodeXFMap_.end(); inode++) {
      
      int node = inode->first;
      DENS_VEC xI = (inode->second).first;
      double qI = (inode->second).second;
      double phiI = nodalChargePotential_[node];
      for (int i = 0; i < nlocal(); i++) {
        int atom = (atc_->internal_to_atom_map())(i);
        double qa = q[atom];
        if (qa != 0) { 
          double dxSq = 0.;
          for (int j = 0; j < nsd_; j++) {
            dx[j] = xa(i,j) - xI(j);
            dxSq += dx[j]*dx[j];
          }
          if (dxSq < rCsq_) { 
            // first apply pairwise coulombic interaction
            if (!useSlab_) { 
              double coulForce = qqrd2e_*qI*qa/(dxSq*sqrtf(dxSq));
              for (int j = 0; j < nsd_; j++) {
                _atomElectricalForce_(i,j) += dx[j]*coulForce; }
            }
            
            // second correct for FE potential induced by BCs
            // determine shape function derivatives at atomic location
            // and construct sparse vectors to store derivative data
            
            
            for (int j = 0; j < nsd_; j++) {
              shapeFunctionDerivatives[j]->row(i,nodeValues,nodeIndices);
              derivativeVectors.push_back(dv);
              for (int k = 0; k < nodeIndices.size(); k++) {
                derivativeVectors[j](nodeIndices(k)) = nodeValues(k); }
            }
              
            // compute greens function from charge quadrature
            
            SparseVector<double> shortFePotential(nNodes_); 
            shortFePotential.add_scaled(greensFunctions_[node],penalty*phiI);
              
            // compute electric field induced by charge
            DENS_VEC efield(nsd_);
            for (int j = 0; j < nsd_; j++) {
              efield(j) = -.1*dot(derivativeVectors[j],shortFePotential); }
              
            // apply correction in atomic forces
            double c = qV2e_*qa;
            for (int j = 0; j < nsd_; j++) {
              if ((!useSlab_) || (j==nsd_)) { 
                _atomElectricalForce_(i,j) -= c*efield(j);
              }
            }
          }
        }
      }
    }
    
  }
コード例 #5
0
Real ExactErrorEstimator::find_squared_element_error(const System& system,
                                                     const std::string& var_name,
                                                     const Elem *elem,
                                                     const DenseVector<Number> &Uelem,
                                                     FEBase *fe,
                                                     MeshFunction *fine_values) const
{
  // The (string) name of this system
  const std::string& sys_name = system.name();
  const unsigned int sys_num = system.number();

  const unsigned int var = system.variable_number(var_name);
  const unsigned int var_component =
    system.variable_scalar_number(var, 0);

  const Parameters& parameters = system.get_equation_systems().parameters;

  // reinitialize the element-specific data
  // for the current element
  fe->reinit (elem);

  // Get the data we need to compute with
  const std::vector<Real> &                      JxW          = fe->get_JxW();
  const std::vector<std::vector<Real> >&         phi_values   = fe->get_phi();
  const std::vector<std::vector<RealGradient> >& dphi_values  = fe->get_dphi();
  const std::vector<Point>&                      q_point      = fe->get_xyz();
#ifdef LIBMESH_ENABLE_SECOND_DERIVATIVES
  const std::vector<std::vector<RealTensor> >&   d2phi_values = fe->get_d2phi();
#endif

  // The number of shape functions
  const unsigned int n_sf =
    libmesh_cast_int<unsigned int>(Uelem.size());

  // The number of quadrature points
  const unsigned int n_qp =
    libmesh_cast_int<unsigned int>(JxW.size());

  Real error_val = 0;

  // Begin the loop over the Quadrature points.
  //
  for (unsigned int qp=0; qp<n_qp; qp++)
    {
      // Real u_h = 0.;
      // RealGradient grad_u_h;

      Number u_h = 0.;

      Gradient grad_u_h;
#ifdef LIBMESH_ENABLE_SECOND_DERIVATIVES
      Tensor grad2_u_h;
#endif

      // Compute solution values at the current
      // quadrature point.  This reqiures a sum
      // over all the shape functions evaluated
      // at the quadrature point.
      for (unsigned int i=0; i<n_sf; i++)
        {
          // Values from current solution.
          u_h      += phi_values[i][qp]*Uelem(i);
          grad_u_h += dphi_values[i][qp]*Uelem(i);
#ifdef LIBMESH_ENABLE_SECOND_DERIVATIVES
          grad2_u_h += d2phi_values[i][qp]*Uelem(i);
#endif
        }

      // Compute the value of the error at this quadrature point
      if (error_norm.type(var) == L2 ||
          error_norm.type(var) == H1 ||
          error_norm.type(var) == H2)
        {
          Number val_error = u_h;
          if (_exact_value)
            val_error -= _exact_value(q_point[qp],parameters,sys_name,var_name);
          else if (_exact_values.size() > sys_num && _exact_values[sys_num])
            val_error -= _exact_values[sys_num]->
              component(var_component, q_point[qp], system.time);
          else if (_equation_systems_fine)
            val_error -= (*fine_values)(q_point[qp]);

          // Add the squares of the error to each contribution
          error_val += JxW[qp]*TensorTools::norm_sq(val_error);
        }

      // Compute the value of the error in the gradient at this
      // quadrature point
      if (error_norm.type(var) == H1 ||
          error_norm.type(var) == H1_SEMINORM ||
          error_norm.type(var) == H2)
        {
          Gradient grad_error = grad_u_h;
          if(_exact_deriv)
            grad_error -= _exact_deriv(q_point[qp],parameters,sys_name,var_name);
          else if (_exact_derivs.size() > sys_num && _exact_derivs[sys_num])
            grad_error -= _exact_derivs[sys_num]->
              component(var_component, q_point[qp], system.time);
          else if(_equation_systems_fine)
            grad_error -= fine_values->gradient(q_point[qp]);

          error_val += JxW[qp]*grad_error.size_sq();
        }


#ifdef LIBMESH_ENABLE_SECOND_DERIVATIVES
      // Compute the value of the error in the hessian at this
      // quadrature point
      if ((error_norm.type(var) == H2_SEMINORM ||
           error_norm.type(var) == H2))
        {
          Tensor grad2_error = grad2_u_h;
          if(_exact_hessian)
            grad2_error -= _exact_hessian(q_point[qp],parameters,sys_name,var_name);
          else if (_exact_hessians.size() > sys_num && _exact_hessians[sys_num])
            grad2_error -= _exact_hessians[sys_num]->
              component(var_component, q_point[qp], system.time);
          else if (_equation_systems_fine)
            grad2_error -= fine_values->hessian(q_point[qp]);

          error_val += JxW[qp]*grad2_error.size_sq();
        }
#endif

    } // end qp loop

  libmesh_assert_greater_equal (error_val, 0.);

  return error_val;
}
コード例 #6
0
ファイル: linesearch.cpp プロジェクト: lacozhang/numopt
bool LineSearcher::MoreThuenteLineSearch(
    DenseVector &param, DenseVector &direc, DenseVector &grad, double finit,
    double &stepsize,
    std::function<double(DenseVector &, DenseVector &)> &funcgrad) {

  itercnt_ = 0;
  int brackt, stage1, uinfo = 0;
  double dg;
  double stx, fx, dgx;
  double sty, fy, dgy;
  double fxm, dgxm, fym, dgym, fm, dgm;
  double ftest1, dginit, dgtest;
  double width, prev_width;
  double stmin, stmax;
  double fval;

  if (stepsize < 0) {
    LOG(FATAL) << "Stepsize less than 0";
    return false;
  }

  dginit = direc.dot(grad);
  if (dginit > 0) {
    LOG(FATAL) << "Direction not decent";
    return false;
  }

  if (tparam_.size() != param.size()) {
    tparam_.resize(param.size());
  }

  /* Initialize local variables. */
  brackt = 0;
  stage1 = 1;
  dgtest = alpha_ * dginit;
  width = maxstep_ - minstep_;
  prev_width = 2.0 * width;

  stx = sty = 0.;
  fx = fy = finit;
  dgx = dgy = dginit;

  while (itercnt_ < maxtries_) {
    /*
    Set the minimum and maximum steps to correspond to the
    present interval of uncertainty.
    */
    if (brackt) {
      stmin = std::min(stx, sty);
      stmax = std::min(stx, sty);
    } else {
      stmin = stx;
      stmax = stepsize + 4.0 * (stepsize - stx);
    }

    /* Clip the step in the range of [minstep_, maxstep_]. */
    if (stepsize < minstep_)
      stepsize = minstep_;
    if (stepsize > maxstep_)
      stepsize = maxstep_;

    /*
    If an unusual termination is to occur then let
    stepsize be the lowest point obtained so far.
    */
    if ((brackt && ((stepsize <= stmin || stepsize >= stmax) ||
                    (itercnt_ + 1 >= maxtries_) || uinfo != 0)) ||
        (brackt && (stmax - stmin <= parameps_ * stmax))) {
      stepsize = stx;
    }

    tparam_ = param + stepsize * direc;
    fval = funcgrad(tparam_, grad);
    dg = grad.dot(direc);

    ftest1 = finit + stepsize * dgtest;
    ++itercnt_;

    /* Test for errors and convergence. */
    if (brackt && ((stepsize <= stmin || stmax <= stepsize) || uinfo != 0)) {
      /* Rounding errors prevent further progress. */
      return false;
    }
    if (stepsize == maxstep_ && fval <= ftest1 && dg <= dgtest) {
      /* The step is the maximum value. */
      return false;
    }
    if (stepsize == minstep_ && (ftest1 < fval || dgtest <= dg)) {
      /* The step is the minimum value. */
      return false;
    }
    if (brackt && (stmax - stmin) <= parameps_ * stmax) {
      /* Relative width of the interval of uncertainty is at most xtol. */
      return false;
    }
    if (maxtries_ <= itercnt_) {
      /* Maximum number of iteration. */
      return false;
    }

    if (fval <= ftest1 && std::fabs(dg) <= beta_ * (-dginit)) {
      /* The sufficient decrease condition and the directional derivative
       * condition hold. */
      param.swap(tparam_);
      return true;
    }

    /*
    In the first stage we seek a step for which the modified
    function has a nonpositive value and nonnegative derivative.
    */
    if (stage1 && fval <= ftest1 && std::min(alpha_, beta_) * dginit <= dg) {
      stage1 = 0;
    }

    /*
    A modified function is used to predict the step only if
    we have not obtained a step for which the modified
    function has a nonpositive function value and nonnegative
    derivative, and if a lower function value has been
    obtained but the decrease is not sufficient.
    */
    if (stage1 && ftest1 < fval && fval <= fx) {
      /* Define the modified function and derivative values. */
      fm = fval - stepsize * dgtest;
      fxm = fx - stx * dgtest;
      fym = fy - sty * dgtest;
      dgm = dg - dgtest;
      dgxm = dgx - dgtest;
      dgym = dgy - dgtest;

      /*
      Call update_trial_interval() to update the interval of
      uncertainty and to compute the new step.
      */
      uinfo =
          update_trial_interval(&stx, &fxm, &dgxm, &sty, &fym, &dgym, &stepsize,
                                &fm, &dgm, stmin, stmax, &brackt);

      /* Reset the function and gradient values for f. */
      fx = fxm + stx * dgtest;
      fy = fym + sty * dgtest;
      dgx = dgxm + dgtest;
      dgy = dgym + dgtest;
    } else {
      /*
      Call update_trial_interval() to update the interval of
      uncertainty and to compute the new step.
      */
      uinfo = update_trial_interval(&stx, &fx, &dgx, &sty, &fy, &dgy, &stepsize,
                                    &fval, &dg, stmin, stmax, &brackt);
    }

    /*
    Force a sufficient decrease in the interval of uncertainty.
    */
    if (brackt) {
      if (0.66 * prev_width <= fabs(sty - stx)) {
        stepsize = stx + 0.5 * (sty - stx);
      }
      prev_width = width;
      width = std::fabs(sty - stx);
    }
  }

  return false;
}
コード例 #7
0
ファイル: linesearch.cpp プロジェクト: lacozhang/numopt
bool LineSearcher::BackTrackLineSearch(
    DenseVector &param, DenseVector &direc, DenseVector &grad, double finit,
    double &stepsize,
    std::function<double(DenseVector &, DenseVector &)> &funcgrad) {
  itercnt_ = 0;
  double stepupdate;
  double dginit = direc.dot(grad), dgtest, fval, dgval;
  const double stepshrink = 0.5, stepexpand = 2.1;
  if (dginit > 0) {
    LOG(FATAL) << "initial direction is not a decent direction";
    return false;
  }

  if (tparam_.size() != param.size()) {
    tparam_.resize(param.size());
  }

  dgtest = dginit * alpha_;
  while (itercnt_ < maxtries_) {
    tparam_ = param + stepsize * direc;
    fval = funcgrad(tparam_, grad);

    if (fval > finit + stepsize * dgtest) {
      stepupdate = stepshrink;
    } else {
      if (lscondtype_ == LineSearchConditionType::Armijo) {
        break;
      }

      dgval = direc.dot(grad);
      if (dgval < beta_ * dginit) {
        stepupdate = stepexpand;
      } else {
        if (lscondtype_ == LineSearchConditionType::Wolfe) {
          break;
        }

        if (dgval > -beta_ * dginit) {
          stepupdate = stepshrink;
        } else {
          break;
        }
      }
    }

    if (stepsize < minstep_) {
      LOG(ERROR) << "Small than smallest step size";
      return false;
    }

    if (stepsize > maxstep_) {
      LOG(ERROR) << "Large than largest step size";
      return false;
    }

    stepsize *= stepupdate;
    ++itercnt_;
  }

  if (itercnt_ >= maxtries_) {
    LOG(ERROR) << "Exceed Maximum number of iteration count";
    return false;
  }

  param.swap(tparam_);
  return true;
}