SteihaugCG< Conf > Struct Template Reference

#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 39 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

template<Config Conf>

using Params = SteihaugCGParams<config_t>

Definition at line 42 of file steihaugcg.hpp.

Constructor & Destructor Documentation

SteihaugCG() [1/2]

template<Config Conf>

SteihaugCG ( )

default

SteihaugCG() [2/2]

template<Config Conf>

SteihaugCG ( const Params & params )

inline

Definition at line 46 of file steihaugcg.hpp.

Member Function Documentation

resize()

template<Config Conf>

void resize ( length_t n )

inline

Definition at line 50 of file steihaugcg.hpp.

solve()

template<Config Conf>

template<class HessFun>

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

inline

Definition at line 59 of file steihaugcg.hpp.

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get_boundaries_intersections()

template<Config Conf>

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 146 of file steihaugcg.hpp.

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Member Data Documentation

params

template<Config Conf>

Params params

Definition at line 43 of file steihaugcg.hpp.

z

template<Config Conf>

vec z

mutable

Definition at line 48 of file steihaugcg.hpp.

r

template<Config Conf>

vec r

Definition at line 48 of file steihaugcg.hpp.

d

template<Config Conf>

vec d

Definition at line 48 of file steihaugcg.hpp.

Bd

template<Config Conf>

vec Bd

Definition at line 48 of file steihaugcg.hpp.

work_eval

template<Config Conf>

vec work_eval

Definition at line 48 of file steihaugcg.hpp.

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

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