ROL
ROL_StdTridiagonalOperator.hpp
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43
44#ifndef ROL_STDTRIDIAGONALOPERATOR_H
45#define ROL_STDTRIDIAGONALOPERATOR_H
46
48
65namespace ROL {
66
67template <class Real>
69
70 template <typename T> using vector = std::vector<T>;
71
72private:
73
74 const ROL::Ptr<const vector<Real> > a_; // Diagonal
75 const ROL::Ptr<const vector<Real> > b_; // Superdiagonal
76 const ROL::Ptr<const vector<Real> > c_; // Subdiagonal
77
82
84
85 int N_;
86
87 ROL::LAPACK<int,Real> lapack_;
88
89 void copy(void) const {
90 for(int i=0;i<N_-1;++i) {
91 dl_[i] = (*c_)[i];
92 d_[i] = (*a_)[i];
93 du_[i] = (*b_)[i];
94 }
95 d_[N_-1] = (*a_)[N_-1];
96 du2_.assign(N_-2,0.0);
97 }
98
99public:
100
101 StdTridiagonalOperator( const ROL::Ptr<const vector<Real> > &a,
102 const ROL::Ptr<const vector<Real> > &b,
103 const ROL::Ptr<const vector<Real> > &c ) :
104 StdLinearOperator<Real>(), a_(a), b_(b), c_(c) {
105
106 N_ = a_->size();
107
108 dl_.resize(N_-1);
109 d_.resize(N_);
110 du_.resize(N_-1);
111 du2_.resize(N_-2);
112 ipiv_.resize(N_);
113 }
114
115 StdTridiagonalOperator( const ROL::Ptr<const vector<Real> > &a,
116 const ROL::Ptr<const vector<Real> > &b ) {
117 StrdTridiagonalOperator(a,b,b);
118 }
119
120
122
123 using StdLinearOperator<Real>::apply;
127
128
129 virtual void apply( vector<Real> &Hv, const vector<Real> &v, Real &tol ) const {
130 Hv[0] = (*a_)[0]*v[0] + (*b_)[0]*v[1];
131
132 for( int i=1; i<N_-1; ++i ) {
133 Hv[i] = (*c_)[i-1]*v[i-1] + (*a_)[i]*v[i] + (*b_)[i]*v[i+1];
134 }
135
136 Hv[N_-1] = (*a_)[N_-1]*v[N_-1] + (*c_)[N_-2]*v[N_-2];
137
138 }
139
140 virtual void applyAdjoint( vector<Real> &Hv, const vector<Real> &v, Real &tol ) const {
141 Hv[0] = (*a_)[0]*v[0] + (*c_)[0]*v[1];
142
143 for( int i=1; i<N_-1; ++i ) {
144 Hv[i] = (*b_)[i-1]*v[i-1] + (*a_)[i]*v[i] + (*c_)[i]*v[i+1];
145 }
146
147 Hv[N_-1] = (*a_)[N_-1]*v[N_-1] + (*b_)[N_-2]*v[N_-2];
148 }
149
150 virtual void applyInverse( vector<Real> &Hv, const vector<Real> &v, Real &tol ) const {
151 Hv = v;
152 copy();
153 int INFO;
154 lapack_.GTTRF(N_,&dl_[0],&d_[0],&du_[0],&du2_[0],&ipiv_[0],&INFO);
155 lapack_.GTTRS('N',N_,1,&dl_[0],&d_[0],&du_[0],&du2_[0],&ipiv_[0],&Hv[0],N_,&INFO);
156}
157
158 virtual void applyAdjointInverse( vector<Real> &Hv, const vector<Real> &v, Real &tol ) const {
159 Hv = v;
160 copy();
161 int INFO;
162 lapack_.GTTRF(N_,&dl_[0],&d_[0],&du_[0],&du2_[0],&ipiv_[0],&INFO);
163 lapack_.GTTRS('T',N_,1,&dl_[0],&d_[0],&du_[0],&du2_[0],&ipiv_[0],&Hv[0],N_,&INFO);
164 }
165
166}; // class StdTridiagonalOperator
167
168} // namespace ROL
169
170#endif
Provides the std::vector implementation to apply a linear operator, which is a std::vector representa...
Provides the std::vector implementation to apply a linear operator, which encapsulates a tridiagonal ...
StdTridiagonalOperator(const ROL::Ptr< const vector< Real > > &a, const ROL::Ptr< const vector< Real > > &b)
const ROL::Ptr< const vector< Real > > b_
StdTridiagonalOperator(const ROL::Ptr< const vector< Real > > &a, const ROL::Ptr< const vector< Real > > &b, const ROL::Ptr< const vector< Real > > &c)
const ROL::Ptr< const vector< Real > > a_
const ROL::Ptr< const vector< Real > > c_
virtual void apply(vector< Real > &Hv, const vector< Real > &v, Real &tol) const
virtual void applyAdjointInverse(vector< Real > &Hv, const vector< Real > &v, Real &tol) const
virtual void applyInverse(vector< Real > &Hv, const vector< Real > &v, Real &tol) const
virtual void applyAdjoint(vector< Real > &Hv, const vector< Real > &v, Real &tol) const