Actual source code: gltrimpl.h

petsc-master 2019-09-20
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```  1: /*****************************************************************************/
2: /* Context for using preconditioned conjugate gradient method to minimized a */
3: /* quadratic function subject to a trust region constraint.  If the matrix   */
4: /* is indefinite, a direction of negative curvature may be encountered.  If  */
5: /* a direction of negative curvature is found, we continue to build the      */
6: /* tridiagonal Lanczos matrix for a fixed number of iterations.  After this  */
7: /* matrix is computed, we compute a global solution to solve the trust-      */
8: /* region problem with the tridiagonal approximation by using a variant of   */
9: /* the More'-Sorenson algorithm.  The direction is then constructed from     */
10: /* this solution.                                                            */
11: /*                                                                           */
12: /* This method is described in:                                              */
13: /*   N. Gould, S. Lucidi, M. Roma, and Ph. Toint, "Solving the Trust-Region  */
14: /*     Subproblem using the Lanczos Method", SIAM Journal on Optimization,   */
15: /*     9, pages 504-525, 1999.                                               */
16: /*****************************************************************************/

21:  #include <petsc/private/kspimpl.h>

23: typedef struct {
24:   PetscReal *diag;             /* Diagonal part of Lanczos matrix           */
25:   PetscReal *offd;             /* Off-diagonal part of Lanczos matrix       */
26:   PetscReal *alpha;            /* Record of alpha values from CG            */
27:   PetscReal *beta;             /* Record of beta values from CG             */
28:   PetscReal *norm_r;           /* Record of residual values from CG         */

30:   PetscReal    *rwork;         /* Real workspace for solver computations    */
31:   PetscBLASInt *iwork;         /* Integer workspace for solver computations */

34:   PetscReal norm_d;
35:   PetscReal e_min;
36:   PetscReal o_fcn;
37:   PetscReal lambda;

39:   PetscReal init_pert;         /* Initial perturbation for solve            */
40:   PetscReal eigen_tol;         /* Tolerance used when computing eigenvalue  */
41:   PetscReal newton_tol;        /* Tolerance used for newton method          */

43:   PetscInt alloced;            /* Size of workspace vectors allocated       */
44:   PetscInt init_alloc;         /* Initial size for workspace vectors        */

46:   PetscInt max_lanczos_its;    /* Maximum lanczos iterations                */
47:   PetscInt max_newton_its;     /* Maximum newton iterations                 */
48:   PetscInt dtype;              /* Method used to measure the norm of step   */
49: } KSPCG_GLTR;

51: #endif

```