AndersonAccel< Conf > Class Template Reference

#include <alpaqa/accelerators/anderson.hpp>

Detailed Description

template<Config Conf = DefaultConfig>
class alpaqa::AndersonAccel< Conf >

Anderson Acceleration.

Algorithm for accelerating fixed-point iterations for finding fixed points of a function $g$, i.e. $g(x^{\star })=x^{\star }$, or equivalently, roots of the residual $r(x)\triangleq g(x)-x$.

Definition at line 38 of file anderson.hpp.

Collaboration diagram for AndersonAccel< Conf >:

Public Types
using	Params = AndersonAccelParams< config_t >

Public Member Functions
	AndersonAccel ()=default
	AndersonAccel (Params params)
	AndersonAccel (Params params, length_t n)
void	resize (length_t n)
	Change the problem dimension.
void	initialize (crvec g_0, crvec r_0)
	Call this function on the first iteration to initialize the accelerator.
void	compute (crvec gₖ, crvec rₖ, rvec xₖ_aa)
	Compute the accelerated iterate $x_{\text{AA}}^k$, given the function value at the current iterate $g^k=g(x^k)$ and the corresponding residual $r^k=g^k-x^k$.
void	compute (crvec gₖ, vec &&rₖ, rvec xₖ_aa)
	Compute the accelerated iterate $x_{\text{AA}}^k$, given the function value at the current iterate $g^k=g(x^k)$ and the corresponding residual $r^k=g^k-x^k$.
void	reset ()
	Reset the accelerator (but keep the last function value and residual, so calling initialize is not necessary).
length_t	n () const
	Get the problem dimension.
length_t	history () const
	Get the maximum number of stored columns.
length_t	current_history () const
	Get the number of columns currently stored in the buffer.
const Params &	get_params () const
	Get the parameters.
std::string	get_name () const
void	scale_R (real_t scal)
	Scale the factorization.

Private Attributes
Params	params
LimitedMemoryQR< config_t >	qr
mat	G
vec	rₗₐₛₜ
vec	γ_LS
bool	initialized = false

Member Typedef Documentation

Params

using Params = AndersonAccelParams<config_t>

Definition at line 41 of file anderson.hpp.

Constructor & Destructor Documentation

AndersonAccel() [1/3]

AndersonAccel ( )

default

AndersonAccel() [2/3]

AndersonAccel ( Params  params )

inline

Parameters

params

Parameters.

Definition at line 46 of file anderson.hpp.

AndersonAccel() [3/3]

AndersonAccel ( Params  params, length_t  n  )

inline

Parameters

params	Parameters.
n	Problem dimension (size of the vectors).

Definition at line 51 of file anderson.hpp.

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Member Function Documentation

resize()

void resize ( length_t  n )

inline

Change the problem dimension.

Flushes the history.

Parameters

n	Problem dimension (size of the vectors).

Definition at line 56 of file anderson.hpp.

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initialize()

void initialize ( crvec  g_0, crvec  r_0  )

inline

Call this function on the first iteration to initialize the accelerator.

Definition at line 66 of file anderson.hpp.

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compute() [1/2]

void compute ( crvec  gₖ, crvec  rₖ, rvec  xₖ_aa  )

inline

Compute the accelerated iterate $x_{\text{AA}}^k$, given the function value at the current iterate $g^k=g(x^k)$ and the corresponding residual $r^k=g^k-x^k$.

Definition at line 78 of file anderson.hpp.

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compute() [2/2]

void compute ( crvec  gₖ, vec &&  rₖ, rvec  xₖ_aa  )

inline

Compute the accelerated iterate $x_{\text{AA}}^k$, given the function value at the current iterate $g^k=g(x^k)$ and the corresponding residual $r^k=g^k-x^k$.

Definition at line 88 of file anderson.hpp.

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reset()

void reset ( )

inline

Reset the accelerator (but keep the last function value and residual, so calling initialize is not necessary).

Definition at line 100 of file anderson.hpp.

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n()

length_t n ( ) const

inline

Get the problem dimension.

Definition at line 108 of file anderson.hpp.

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history()

length_t history ( ) const

inline

Get the maximum number of stored columns.

Definition at line 110 of file anderson.hpp.

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current_history()

length_t current_history ( ) const

inline

Get the number of columns currently stored in the buffer.

Definition at line 112 of file anderson.hpp.

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get_params()

const Params & get_params ( ) const

inline

Get the parameters.

Definition at line 115 of file anderson.hpp.

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get_name()

std::string get_name ( ) const

inline

Definition at line 117 of file anderson.hpp.

scale_R()

void scale_R ( real_t  scal )

inline

Scale the factorization.

Definition at line 122 of file anderson.hpp.

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Member Data Documentation

params

Params params

private

Definition at line 125 of file anderson.hpp.

qr

LimitedMemoryQR<config_t> qr

private

Definition at line 126 of file anderson.hpp.

G

mat G

private

Definition at line 127 of file anderson.hpp.

rₗₐₛₜ

vec rₗₐₛₜ

private

Definition at line 128 of file anderson.hpp.

γ_LS

vec γ_LS

private

Definition at line 129 of file anderson.hpp.

initialized

bool initialized = false

private

Definition at line 130 of file anderson.hpp.

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The documentation for this class was generated from the following file:

• src/alpaqa/include/alpaqa/accelerators/anderson.hpp