Approximately solve a linear equation Ax + b = 0. More...

#include <cg.h>

Inheritance diagram for dismec::solvers::CGMinimizer:

Public Types
using	MatrixVectorProductFn = std::function< void(const DenseRealVector &, Eigen::Ref< DenseRealVector >)>

Public Types inherited from dismec::HyperParameterBase
using	hyper_param_t = std::variant< long, double >

Public Member Functions
	CGMinimizer (long num_vars)

long	minimize (const MatrixVectorProductFn &A, const DenseRealVector &b, const DenseRealVector &M)
	Solves `Ax+b=0`. returns the number of iterations. More...

const DenseRealVector &	get_solution () const
	returns the solution vector found by the last minimize call More...

double	get_epsilon () const
	Gets the value of the tolerance hyperparameter. More...

void	set_epsilon (double v)
	Sets the value of the tolerance hyperparameter. More...

Public Member Functions inherited from dismec::HyperParameterBase
	HyperParameterBase ()=default

virtual	~HyperParameterBase ()=default

	HyperParameterBase (const HyperParameterBase &)=default

	HyperParameterBase (HyperParameterBase &&)=default

HyperParameterBase &	operator= (HyperParameterBase &&)=default

HyperParameterBase &	operator= (const HyperParameterBase &)=default

void	set_hyper_parameter (const std::string &name, long value)

void	set_hyper_parameter (const std::string &name, double value)

hyper_param_t	get_hyper_parameter (const std::string &name) const

std::vector< std::string >	get_hyper_parameter_names () const
	Returns a vector that lists all hyper parameter names. More...

Private Member Functions
long	do_minimize (const MatrixVectorProductFn &A, const DenseRealVector &b, const DenseRealVector &M)

Private Attributes
long	m_Size

real_t	m_Epsilon = CG_DEFAULT_EPSILON

DenseRealVector	m_A_times_d

DenseRealVector	m_S
	s from the CG algorithm More...

DenseRealVector	m_Residual
	r_k from the CG algorithm More...

DenseRealVector	m_Conjugate
	p_k from the CG algorithm More...

Additional Inherited Members
Protected Member Functions inherited from dismec::HyperParameterBase
template<class U , class S >
void	declare_hyper_parameter (std::string name, U S::*pointer)

template<class U , class S >
void	declare_hyper_parameter (std::string name, U(S::getter)() const, void(S::setter)(U))
	Declares an constrained hyper-parameter with explicit getter and setter function. More...

template<class T , class S >
void	declare_sub_object (const std::string &name, T S::*object)
	Declares a sub-object that also contains hyper-parameters. More...

Detailed Description

Approximately solve a linear equation Ax + b = 0.

This class uses a CG algorithm to approximately solve Ax + b = 0. It does not require the entire matrix A but only a function that allows to calculate Ad for an arbitrary vector d. This class has a size of approximately 5n sizeof(double) for n being the number of variables.

Definition at line 23 of file cg.h.

Member Typedef Documentation

◆ MatrixVectorProductFn

using dismec::solvers::CGMinimizer::MatrixVectorProductFn = std::function<void(const DenseRealVector &, Eigen::Ref<DenseRealVector>)>

Type of function that calculates hessian-vector product. The first argument is the vector, the second argument is an (potentially uninitialized) output argument in which to place the product.

Definition at line 27 of file cg.h.

Constructor & Destructor Documentation

◆ CGMinimizer()

CGMinimizer::CGMinimizer ( long num_vars )

explicit

Definition at line 12 of file cg.cpp.

References dismec::HyperParameterBase::declare_hyper_parameter(), get_epsilon(), m_A_times_d, m_Conjugate, m_Residual, m_S, and set_epsilon().

Member Function Documentation

◆ do_minimize()

long CGMinimizer::do_minimize	(	const MatrixVectorProductFn &	A,
		const DenseRealVector &	b,
		const DenseRealVector &	M
	)

private

Definition at line 26 of file cg.cpp.

References dismec::CG_MIN_ITER_BOUND, m_A_times_d, m_Conjugate, m_Epsilon, m_Residual, m_S, and m_Size.

Referenced by minimize().

◆ get_epsilon()

double dismec::solvers::CGMinimizer::get_epsilon ( ) const

inline

Gets the value of the tolerance hyperparameter.

Definition at line 38 of file cg.h.

References m_Epsilon.

Referenced by CGMinimizer().

◆ get_solution()

const DenseRealVector& dismec::solvers::CGMinimizer::get_solution ( ) const

inline

returns the solution vector found by the last minimize call

Definition at line 35 of file cg.h.

References m_S.

Referenced by dismec::solvers::NewtonWithLineSearch::run().

◆ minimize()

long CGMinimizer::minimize	(	const MatrixVectorProductFn &	A,
		const DenseRealVector &	b,
		const DenseRealVector &	M
	)

Solves Ax+b=0. returns the number of iterations.

Definition at line 21 of file cg.cpp.

References do_minimize().

Referenced by dismec::solvers::NewtonWithLineSearch::run().

◆ set_epsilon()

void dismec::solvers::CGMinimizer::set_epsilon ( double v )

inline

Sets the value of the tolerance hyperparameter.

Definition at line 41 of file cg.h.

References m_Epsilon.

Referenced by CGMinimizer().

Member Data Documentation

◆ m_A_times_d

DenseRealVector dismec::solvers::CGMinimizer::m_A_times_d

private

Definition at line 50 of file cg.h.

Referenced by CGMinimizer(), and do_minimize().

◆ m_Conjugate

DenseRealVector dismec::solvers::CGMinimizer::m_Conjugate

private

p_k from the CG algorithm

Definition at line 53 of file cg.h.

Referenced by CGMinimizer(), and do_minimize().

◆ m_Epsilon

real_t dismec::solvers::CGMinimizer::m_Epsilon = CG_DEFAULT_EPSILON

private

Definition at line 47 of file cg.h.

Referenced by do_minimize(), get_epsilon(), and set_epsilon().

◆ m_Residual

DenseRealVector dismec::solvers::CGMinimizer::m_Residual

private

r_k from the CG algorithm

Definition at line 52 of file cg.h.

Referenced by CGMinimizer(), and do_minimize().

◆ m_S

DenseRealVector dismec::solvers::CGMinimizer::m_S

private

s from the CG algorithm

Definition at line 51 of file cg.h.

Referenced by CGMinimizer(), do_minimize(), and get_solution().

◆ m_Size

long dismec::solvers::CGMinimizer::m_Size

private

Definition at line 46 of file cg.h.

Referenced by do_minimize().

The documentation for this class was generated from the following files:

src/solver/cg.h
src/solver/cg.cpp

Public Types

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ MatrixVectorProductFn

Constructor & Destructor Documentation

◆ CGMinimizer()

Member Function Documentation

◆ do_minimize()

◆ get_epsilon()

◆ get_solution()

◆ minimize()

◆ set_epsilon()

Member Data Documentation

◆ m_A_times_d

◆ m_Conjugate

◆ m_Epsilon

◆ m_Residual

◆ m_S

◆ m_Size