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PLanczosMinimizer.h
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1 /*
2  * (C) Copyright 2009-2016 ECMWF.
3  *
4  * This software is licensed under the terms of the Apache Licence Version 2.0
5  * which can be obtained at http://www.apache.org/licenses/LICENSE-2.0.
6  * In applying this licence, ECMWF does not waive the privileges and immunities
7  * granted to it by virtue of its status as an intergovernmental organisation nor
8  * does it submit to any jurisdiction.
9  */
10 
11 #ifndef OOPS_ASSIMILATION_PLANCZOSMINIMIZER_H_
12 #define OOPS_ASSIMILATION_PLANCZOSMINIMIZER_H_
13 
14 #include <string>
15 
22 
23 namespace oops {
24 
25 /// PLanczos Minimizer
26 /*!
27  * Implements the standard Preconditioned Lanczos algorithm for linear systems.
28  */
29 
30 // -----------------------------------------------------------------------------
31 
32 template<typename MODEL> class PLanczosMinimizer : public PrimalMinimizer<MODEL> {
37 
38  public:
39  const std::string classname() const override {return "PLanczosMinimizer";}
40  PLanczosMinimizer(const eckit::Configuration &, const CostFct_ & J)
41  : PrimalMinimizer<MODEL>(J) {}
43 
44  private:
45  double solve(CtrlInc_ &, const CtrlInc_ &,
46  const Hessian_ &, const Bmat_ &,
47  const int, const double) override;
48 };
49 
50 // =============================================================================
51 
52 template<typename MODEL>
54  const Hessian_ & hessian, const Bmat_ & B,
55  const int ninner, const double gnreduc) {
56 // Solve the linear system
57  double reduc = PLanczos(dx, rhs, hessian, B, ninner, gnreduc);
58  return reduc;
59 }
60 
61 // -----------------------------------------------------------------------------
62 
63 } // namespace oops
64 
65 #endif // OOPS_ASSIMILATION_PLANCZOSMINIMIZER_H_
HessianMatrix< MODEL > Hessian_
const std::string classname() const override
ControlIncrement< MODEL > CtrlInc_
double PLanczos(VECTOR &xx, const VECTOR &bb, const AMATRIX &A, const PMATRIX &precond, const int maxiter, const double tolerance)
Definition: PLanczos.h:62
Cost Function.
Definition: CostFunction.h:56
double solve(CtrlInc_ &, const CtrlInc_ &, const Hessian_ &, const Bmat_ &, const int, const double) override
The namespace for the main oops code.
Primal Minimizer.
CostFunction< MODEL > CostFct_
The Hessian matrix: .
Definition: HessianMatrix.h:33
Preconditioned Lanczos solver.
PLanczos Minimizer.
The matrix.
Definition: BMatrix.h:27
PLanczosMinimizer(const eckit::Configuration &, const CostFct_ &J)