A class that optimises a function using a simple steepest-descent method. More...

#include <OptimizeSD.h>

Inheritance diagram for molpro::linalg::itsolv::OptimizeSD< R, Q, P >:

Collaboration diagram for molpro::linalg::itsolv::OptimizeSD< R, Q, P >:

Detailed Description

template<class R, class Q = R, class P = std::map<size_t, typename R::value_type>>
class molpro::linalg::itsolv::OptimizeSD< R, Q, P >

A class that optimises a function using a simple steepest-descent method.

Template Parameters

R	The class encapsulating solution and residual vectors
Q	Used internally as a class for storing vectors on backing store

Public Types
using	SolverTemplate = IterativeSolverTemplate< Optimize, R, Q, P >

using	SubspaceSolver = subspace::SubspaceSolverOptSD< R, Q, P >

Public Member Functions
	OptimizeSD (const std::shared_ptr< ArrayHandlers< R, Q, P > > &handlers, const std::shared_ptr< Logger > &logger_=std::make_shared< Logger >())

bool	nonlinear () const override

size_t	end_iteration (const VecRef< R > &parameters, const VecRef< R > &action) override

size_t	end_iteration (std::vector< R > &parameters, std::vector< R > &action) override

void	set_value_errors () override
	Implementation class should overload this to set errors in the current values (e.g. change in eigenvalues)

void	set_options (const Options &options) override

std::shared_ptr< Options >	get_options () const override

void	report (std::ostream &cout, bool endl=true) const override

int	add_vector (R &parameters, R &residual, value_type value) override

size_t	end_iteration (R &parameters, R &actions) override

Public Member Functions inherited from molpro::linalg::itsolv::IterativeSolverTemplate< Solver, R, Q, P >
	IterativeSolverTemplate ()=delete

	IterativeSolverTemplate (const IterativeSolverTemplate< Solver, R, Q, P > &)=delete

	IterativeSolverTemplate (IterativeSolverTemplate< Solver, R, Q, P > &&) noexcept=default

IterativeSolverTemplate< Solver, R, Q, P > &	operator= (const IterativeSolverTemplate< Solver, R, Q, P > &)=delete

IterativeSolverTemplate< Solver, R, Q, P > &	operator= (IterativeSolverTemplate< Solver, R, Q, P > &&) noexcept=default

void	set_logger (std::shared_ptr< Logger > logger) override

Logger &	logger () override

int	add_vector (const VecRef< R > &parameters, const VecRef< R > &actions) override

int	add_vector (std::vector< R > &parameters, std::vector< R > &actions) override

int	add_vector (R &parameters, R &actions, value_type value=0) override

size_t	add_p (const CVecRef< P > &pparams, const array::Span< value_type > &pp_action_matrix, const VecRef< R > &parameters, const VecRef< R > &actions, fapply_on_p_type apply_p) override

void	clearP () override

void	solution (const std::vector< int > &roots, const VecRef< R > &parameters, const VecRef< R > &residual) override

void	solution (const std::vector< int > &roots, std::vector< R > &parameters, std::vector< R > &residual) override

void	solution (R &parameters, R &residual) override

void	solution_params (const std::vector< int > &roots, std::vector< R > &parameters) override

void	solution_params (const std::vector< int > &roots, const VecRef< R > &parameters) override

void	solution_params (R &parameters) override

std::vector< size_t >	suggest_p (const CVecRef< R > &solution, const CVecRef< R > &residual, size_t max_number, value_type_abs threshold) override

const std::vector< int > &	working_set () const override

size_t	n_roots () const override

void	set_n_roots (size_t roots) override

void	set_options (const Options &options) override

std::shared_ptr< Options >	get_options () const override

const std::vector< value_type_abs > &	errors () const override

const Statistics &	statistics () const override

void	report (std::ostream &cout, bool endl=true) const override

void	iteration_report () const

void	summary_report () const

void	report () const override

void	set_convergence_threshold (value_type_abs thresh) override

value_type_abs	convergence_threshold () const override

void	set_convergence_threshold_value (value_type_abs thresh) override

value_type_abs	convergence_threshold_value () const override

void	set_verbosity (Verbosity v) override

void	set_verbosity (int v) override

Verbosity	get_verbosity () const override

void	set_max_iter (int n) override

int	get_max_iter () const override

void	set_max_p (int n) override

int	get_max_p () const override

void	set_p_threshold (value_type_abs threshold) override

value_type_abs	get_p_threshold () const override

const subspace::Dimensions &	dimensions () const override
	Access dimensions of the subspace.

scalar_type	value () const override

void	set_profiler (molpro::profiler::Profiler &profiler) override

const std::shared_ptr< molpro::profiler::Profiler > &	profiler () const override

bool	solve (const VecRef< R > &parameters, const VecRef< R > &actions, const Problem< R > &problem, bool generate_initial_guess=false) override

bool	solve (R &parameters, R &actions, const Problem< R > &problem, bool generate_initial_guess=false) override

bool	solve (std::vector< R > &parameters, std::vector< R > &actions, const Problem< R > &problem, bool generate_initial_guess=false) override

bool	test_problem (const Problem< R > &problem, R &v0, R &v1, int verbosity, value_type_abs threshold) const override

Protected Member Functions
void	construct_residual (const std::vector< int > &roots, const CVecRef< R > &params, const VecRef< R > &actions) override
	Constructs residual for given roots provided their parameters and actions.

Protected Member Functions inherited from molpro::linalg::itsolv::IterativeSolverTemplate< Solver, R, Q, P >
	IterativeSolverTemplate (std::shared_ptr< subspace::IXSpace< R, Q, P > > xspace, std::shared_ptr< subspace::ISubspaceSolver< R, Q, P > > solver, std::shared_ptr< ArrayHandlers< R, Q, P > > handlers, std::shared_ptr< Statistics > stats, std::shared_ptr< Logger > logger)

virtual	~IterativeSolverTemplate ()

virtual bool	linearEigensystem () const

size_t	solve_and_generate_working_set (const VecRef< R > &parameters, const VecRef< R > &action)
	Solves the subspace problems and selects the working set of roots, returning their parameters and residual in parameters and action.

template<typename TTT >
void	check_consistent_number_of_roots_and_solutions (const std::vector< TTT > &roots, const size_t nparams)

bool	end_iteration_needed () override

void	finalize () override

Additional Inherited Members
Protected Attributes inherited from molpro::linalg::itsolv::IterativeSolverTemplate< Solver, R, Q, P >
std::shared_ptr< ArrayHandlers< R, Q, P > >	m_handlers
	Array handlers.

std::shared_ptr< subspace::IXSpace< R, Q, P > >	m_xspace
	manages the subspace and associated data

std::shared_ptr< subspace::ISubspaceSolver< R, Q, P > >	m_subspace_solver
	solves the subspace problem

std::vector< value_type_abs >	m_errors
	errors from the most recent solution

std::vector< value_type_abs >	m_value_errors
	value errors from the most recent solution

std::vector< int >	m_working_set
	indices of roots in the working set

size_t	m_nroots {0}
	number of roots the solver is searching for

value_type_abs	m_convergence_threshold {1.0e-8}
	residual norms less than this mark a converged solution

value_type_abs	m_convergence_threshold_value
	value changes less than this mark a converged solution

std::shared_ptr< Statistics >	m_stats
	accumulates statistics of operations performed by the solver

std::shared_ptr< Logger >	m_logger
	logger

bool	m_normalise_solution = false
	whether to normalise the solutions

fapply_on_p_type	m_apply_p = {}
	function that evaluates effect of action on the P space projection

std::optional< Verbosity >	m_verbosity = {}
	how much output to print in solve()

int	m_max_iter = 100
	maximum number of iterations in solve()

size_t	m_max_p = 0
	maximum size of P space

value_type_abs	m_p_threshold = std::numeric_limits<value_type_abs>::max()
	threshold for selecting P space

bool	m_end_iteration_needed = true
	whether end_iteration should be called after any preconditioner