SteihaugCG< Conf > Struct Template Reference

#include <alpaqa/include/alpaqa/accelerators/steihaugcg.hpp>

Detailed Description

template<Config Conf>
struct alpaqa::SteihaugCG< Conf >

Steihaug conjugate gradients procedure based on https://github.com/scipy/scipy/blob/583e70a50573169fc352b5dc6d94588a97c7389a/scipy/optimize/_trustregion_ncg.py#L44.

Definition at line 20 of file steihaugcg.hpp.

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Public Types
using	Params = SteihaugCGParams< config_t >

Public Member Functions
	SteihaugCG ()=default
	SteihaugCG (const Params &params)
void	resize (length_t n)
template<class HessFun >
real_t	solve (const auto &grad, const HessFun &hess_prod, real_t trust_radius, rvec step) const

Static Public Member Functions
static auto	get_boundaries_intersections (crvec z, crvec d, real_t trust_radius)
	Solve the scalar quadratic equation ||z + t d|| == trust_radius.

Public Attributes
Params	params
vec	z
vec	r
vec	d
vec	Bd
vec	work_eval

Member Typedef Documentation

Params

using Params = SteihaugCGParams<config_t>

Definition at line 23 of file steihaugcg.hpp.

Constructor & Destructor Documentation

SteihaugCG() [1/2]

SteihaugCG ( )

default

SteihaugCG() [2/2]

SteihaugCG ( const Params &  params )

inline

Definition at line 27 of file steihaugcg.hpp.

Member Function Documentation

resize()

void resize ( length_t  n )

inline

Definition at line 31 of file steihaugcg.hpp.

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solve()

real_t solve ( const auto &  grad, const HessFun &  hess_prod, real_t  trust_radius, rvec  step  ) const

inline

Definition at line 40 of file steihaugcg.hpp.

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get_boundaries_intersections()

static auto get_boundaries_intersections ( crvec  z, crvec  d, real_t  trust_radius  )

inlinestatic

Solve the scalar quadratic equation ||z + t d|| == trust_radius.

This is like a line-sphere intersection. Return the two values of t, sorted from low to high.

Definition at line 122 of file steihaugcg.hpp.

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Member Data Documentation

params

Params params

Definition at line 24 of file steihaugcg.hpp.

z

vec z

mutable

Definition at line 29 of file steihaugcg.hpp.

r

vec r

Definition at line 29 of file steihaugcg.hpp.

d

vec d

Definition at line 29 of file steihaugcg.hpp.

Bd

vec Bd

Definition at line 29 of file steihaugcg.hpp.

work_eval

vec work_eval

Definition at line 29 of file steihaugcg.hpp.

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

• steihaugcg.hpp