bool
NOX::Solver::TensorBased::computeCurvilinearStep(NOX::Abstract::Vector& dir,
const NOX::Abstract::Group& soln,
const NOX::Solver::Generic& s,
double& lambda)
{
double qval = 0;
double lambdaBar = 1;
double beta1 = calculateBeta(sTinvJa, 1, sTinvJF, qval, lambdaBar, lambda);
double betaFactor = ( (beta == 0.0) ? 0.0 : beta1*beta1 / (beta*beta));
dir.update(lambda - betaFactor, *newtonVecPtr, betaFactor, *tensorVecPtr, 0.0);
#if DEBUG_LEVEL > 0
double sDotD = dir.innerProduct(sVec);
if (utilsPtr->isPrintType(NOX::Utils::Details))
{
utilsPtr->out() << " Beta = " << utilsPtr->sciformat(beta, 6)
<< " std = " << utilsPtr->sciformat(sDotD, 6)
<< " qval = " << qval
<< " lambdaBar = " << lambdaBar
<< std::endl;
utilsPtr->out() << " betaFactor = " << utilsPtr->sciformat(betaFactor,6)
<< " beta1 = " << utilsPtr->sciformat(beta1, 6)
<< std::endl;
}
#endif
return true;
}
int FitNullModel(Matrix& Xnull, Matrix& Y) {
G_to_Eigen(Xnull, &this->x);
G_to_Eigen(Y, &this->y);
// append identity matrix
AppendIdentity();
// initialize beta and sigma2
sigma2.resize(kinship.size());
for (size_t i = 0; i < sigma2.size(); ++i) {
sigma2[i] = 1.0;
}
calculateSigmaMat();
calculateBeta();
// fit null model
calculateLLK();
double oldLLK = llk;
int time = 1;
double diff;
while (true) {
calculateSigma2();
diff = llk - oldLLK;
if (diff < 1e-6) {
#ifdef DEBUG
fprintf(stderr, "Model converges or llk cannot be improved\n");
#endif
break;
}
oldLLK = llk;
time ++;
if (time > 100) {
#ifdef DEBUG
fprintf(stderr, "Model probably do not converge at 100 times, llk = %g", llk);
#endif
break;
}
}
return 0;
}
bool
NOX::Solver::TensorBased::computeTensorDirection(NOX::Abstract::Group& soln,
const NOX::Solver::Generic& solver)
{
NOX::Abstract::Group::ReturnType dir_status;
Teuchos::ParameterList& linearParams = paramsPtr->sublist("Direction").
sublist(paramsPtr->sublist("Direction").
get("Method","Tensor")).
sublist("Linear Solver");
// Compute F at current solution.
dir_status = soln.computeF();
if (dir_status != NOX::Abstract::Group::Ok)
throwError("computeTensorDirection", "Unable to compute F");
// Compute Jacobian at current solution.
dir_status = soln.computeJacobian();
if (dir_status != NOX::Abstract::Group::Ok)
throwError("computeTensorDirection", "Unable to compute Jacobian");
// Begin processing for the tensor step, if necessary.
double sDotS = 0.0;
int tempVal1 = 0;
if ((nIter > 0) && (requestedBaseStep == TensorStep))
{
// Compute the tensor term s = x_{k-1} - x_k
*sVecPtr = soln.getX();
sVecPtr->update(1.0, solver.getPreviousSolutionGroup().getX(), -1.0);
double normS = sVecPtr->norm();
sDotS = normS * normS;
// Form the tensor term a = (F_{k-1} - F_k - J*s) / (s^T s)^2
soln.applyJacobian(*sVecPtr, *aVecPtr);
numJvMults++;
aVecPtr->update(1.0, solver.getPreviousSolutionGroup().getF(), -1.0);
aVecPtr->update(-1.0, soln.getF(), 1.0);
if (sDotS != 0)
aVecPtr->scale(1.0 / (sDotS * sDotS));
// Save old Newton step as initial guess to second system
*tmpVecPtr = *newtonVecPtr;
tmpVecPtr->scale(-1.0); // Rewrite to avoid this?
// Compute residual of linear system using initial guess...
soln.applyJacobian(*tmpVecPtr, *residualVecPtr);
numJvMults++;
residualVecPtr->update(1.0, solver.getPreviousSolutionGroup().getF(),-1.0);
double residualNorm = residualVecPtr->norm();
#if DEBUG_LEVEL > 0
double tmpVecNorm = tmpVecPtr->norm();
double residualNormRel = residualNorm /
solver.getPreviousSolutionGroup().getNormF();
if (utilsPtr->isPrintType(NOX::Utils::Details))
{
utilsPtr->out() << " Norm of initial guess: " << utilsPtr->sciformat(tmpVecNorm, 6)
<< std::endl;
utilsPtr->out() << " initg norm of model residual = "
<< utilsPtr->sciformat(residualNorm, 6) << " (abs) "
<< utilsPtr->sciformat(residualNormRel, 6) << " (rel)" << std::endl;
}
#endif
// Save some parameters and use them later...
double tol = linearParams.get("Tolerance", 1e-4);
double relativeResidual = residualNorm /
solver.getPreviousSolutionGroup().getNormF();
// Decide whether to use initial guess...
bool isInitialGuessGood = false;
#ifdef USE_INITIAL_GUESS_LOGIC
if (relativeResidual < 1.0)
{
if (utilsPtr->isPrintType(NOX::Utils::Details))
utilsPtr->out() << " Initial guess is good..." << std::endl;
isInitialGuessGood = true;
// RPP - Brett please make sure the line below is correct.
*tensorVecPtr = *tmpVecPtr;
double newTol = tol / relativeResidual;
if (newTol > 0.99)
newTol = 0.99; // force at least one iteration
linearParams.set("Tolerance", newTol);
if (utilsPtr->isPrintType(NOX::Utils::Details))
utilsPtr->out() << " Setting tolerance to " << utilsPtr->sciformat(newTol,6) << std::endl;
}
else
#endif // USE_INITIAL_GUESS_LOGIC
{
//utilsPtr->out() << " Initial guess is BAD... do not use!\n";
isInitialGuessGood = false;
*residualVecPtr = solver.getPreviousSolutionGroup().getF();
}
// Compute the term inv(J)*Fp....
tmpVecPtr->init(0.0);
dir_status = soln.applyJacobianInverse(linearParams, *residualVecPtr,
*tmpVecPtr);
// If it didn't converge, maybe we can recover.
if (dir_status != NOX::Abstract::Group::Ok)
{
if (doRescue == false)
throwError("computeTensorDirection", "Unable to apply Jacobian inverse");
else if ((doRescue == true) &&
(utilsPtr->isPrintType(NOX::Utils::Warning)))
utilsPtr->out() << "WARNING: NOX::Solver::TensorBased::computeTensorDirection() - "
<< "Linear solve failed to achieve convergence - "
<< "using the step anyway "
<< "since \"Rescue Bad Newton Solve\" is true." << std::endl;
}
// Continue processing
#ifdef USE_INITIAL_GUESS_LOGIC
if (isInitialGuessGood)
{
tmpVecPtr->update(1.0, *tensorVecPtr, 1.0);
linearParams.set("Tolerance", tol);
}
#endif
// Save iteration count for comparison later
if (linearParams.sublist("Output").
isParameter("Number of Linear Iterations"))
tempVal1 = linearParams.sublist("Output").
get("Number of Linear Iterations",0);
#if DEBUG_LEVEL > 0
// Compute residual of linear system with initial guess...
soln.applyJacobian(*tmpVecPtr, *residualVecPtr);
numJvMults++;
residualVec.update(-1.0, solver.getPreviousSolutionGroup().getF(),1.0);
double residualNorm2 = residualVec.norm();
double residualNorm2Rel = residualNorm2 /
solver.getPreviousSolutionGroup().getNormF();
if (utilsPtr->isPrintType(NOX::Utils::Details))
utilsPtr->out() << " jifp norm of model residual = "
<< utilsPtr->sciformat(residualNorm2, 6) << " (abs) "
<< utilsPtr->sciformat(residualNorm2Rel, 6) << " (rel)" << std::endl;
#endif
}
// Compute the Newton direction
dir_status = soln.computeNewton(linearParams);
// If it didn't converge, maybe we can recover.
if (dir_status != NOX::Abstract::Group::Ok)
{
if (doRescue == false)
throwError("computeTensorDirection", "Unable to apply Jacobian inverse");
else if ((doRescue == true) &&
(utilsPtr->isPrintType(NOX::Utils::Warning)))
utilsPtr->out() << "WARNING: NOX::Solver::TensorBased::computeTensorDirection() - "
<< "Linear solve failed to achieve convergence - "
<< "using the step anyway "
<< "since \"Rescue Bad Newton Solve\" is true." << std::endl;
}
// Set Newton direction
*newtonVecPtr = soln.getNewton();
// Update counter
int tempVal2 = 0;
if (linearParams.sublist("Output").
isParameter("Number of Linear Iterations"))
tempVal2 = linearParams.sublist("Output").
get("Number of Linear Iterations",0);
numJ2vMults += (tempVal1 > tempVal2) ? tempVal1 : tempVal2;
#ifdef CHECK_RESIDUALS
printDirectionInfo("newtonVec", *newtonVecPtr, soln, false);
#endif // CHECK_RESIDUALS
// Continue processing the tensor step, if necessary
if ((nIter > 0) && (requestedBaseStep == TensorStep))
{
// Form the term inv(J)*a... (note that a is not multiplied by 2)
// The next line does not work in some implementations for some reason
//tmpVec.update(1.0, newtonVec, -1.0, sVec, 1.0);
tmpVecPtr->update(1.0, *newtonVecPtr, 1.0);
tmpVecPtr->update(-1.0, *sVecPtr, 1.0);
if (sDotS != 0.0)
tmpVecPtr->scale( 1.0 / (sDotS * sDotS));
// Calculate value of beta
sTinvJF = -sVecPtr->innerProduct(*newtonVecPtr);
sTinvJa = sVecPtr->innerProduct(*tmpVecPtr);
double qval = 0;
double lambdaBar = 1;
beta = calculateBeta(sTinvJa, 1.0, sTinvJF, qval, lambdaBar);
double sVecNorm = sVecPtr->norm();
double aVecNorm = aVecPtr->norm();
if (utilsPtr->isPrintType(NOX::Utils::Details))
{
utilsPtr->out() << " sTinvJF = " << utilsPtr->sciformat(sTinvJF, 6)
<< " sTinvJa = " << utilsPtr->sciformat(sTinvJa, 6) << std::endl;
utilsPtr->out() << " norm(s) = " << utilsPtr->sciformat(sVecNorm, 6)
<< " norm(a) = " << utilsPtr->sciformat(aVecNorm, 6) << std::endl;
}
if (useModifiedMethod)
{
double alpha2 = lambdaBar;
if (utilsPtr->isPrintType(NOX::Utils::Details))
utilsPtr->out() << " Beta = " << utilsPtr->sciformat(beta, 6)
<< " Alpha2 = " << utilsPtr->sciformat(alpha2, 6) << std::endl;
if (alpha2 != 1.0)
{
if (utilsPtr->isPrintType(NOX::Utils::Details))
utilsPtr->out() << " *** Scaling tensor term a ***" << std::endl;
aVecPtr->scale(alpha2);
tmpVecPtr->scale(alpha2);
sTinvJa *= alpha2;
beta /= alpha2;
lambdaBar = 1.0;
qval = 0;
}
}
// Form the tensor step
tensorVecPtr->update(1.0, *newtonVecPtr, -beta*beta, *tmpVecPtr, 0.0);
#ifdef CHECK_RESIDUALS
printDirectionInfo("tensorVec", *tensorVecPtr, soln, true);
#endif // CHECK_RESIDUALS
#if DEBUG_LEVEL > 0
double sDotT = tensorVecPtr->innerProduct(sVec);
if (utilsPtr->isPrintType(NOX::Utils::Details))
utilsPtr->out() << " Beta = " << utilsPtr->sciformat(beta, 6)
<< " std = " << utilsPtr->sciformat(sDotT, 6)
<< " qval = " << utilsPtr->sciformat(qval, 2)
<< " lambdaBar = " << lambdaBar << std::endl;
#endif
}
else
*tensorVecPtr = *newtonVecPtr;
return true;
}