Interface quasi-Newton with interface least-squares approximation. More...

#include <IQNILSAcceleration.hpp>

Inheritance diagram for precice::acceleration::IQNILSAcceleration:

Collaboration diagram for precice::acceleration::IQNILSAcceleration:

Public Member Functions
	IQNILSAcceleration (double initialRelaxation, bool forceInitialRelaxation, int maxIterationsUsed, int pastTimeWindowsReused, int filter, double singularityLimit, std::vector< int > dataIDs, impl::PtrPreconditioner preconditioner)

virtual	~IQNILSAcceleration ()

virtual void	initialize (const DataMap &cplData)
	Initializes the acceleration.

virtual void	specializedIterationsConverged (const DataMap &cplData)
	Marks a iteration sequence as converged.

Public Member Functions inherited from precice::acceleration::BaseQNAcceleration
	BaseQNAcceleration (double initialRelaxation, bool forceInitialRelaxation, int maxIterationsUsed, int timeWindowsReused, int filter, double singularityLimit, std::vector< int > dataIDs, impl::PtrPreconditioner preconditioner)

virtual	~BaseQNAcceleration ()
	Destructor, empty.

virtual std::vector< int >	getDataIDs () const
	Returns all IQN involved data IDs.

virtual void	performAcceleration (DataMap &cplData)
	Performs one acceleration step.

virtual void	iterationsConverged (const DataMap &cplData)
	Marks a iteration sequence as converged.

virtual void	exportState (io::TXTWriter &writer)
	Exports the current state of the acceleration to a file.

virtual void	importState (io::TXTReader &reader)
	Imports the last exported state of the acceleration from file.

virtual int	getDeletedColumns () const
	how many QN columns were deleted in this time window

virtual int	getDroppedColumns () const
	how many QN columns were dropped (went out of scope) in this time window

virtual int	getLSSystemCols () const
	: computes number of cols in least squares system, i.e, number of cols in _matrixV, _matrixW, _qrV, etc.. This is only necessary if some procs do not have any nodes on the coupling interface. In this case, the matrices are not constructed and we have no information about the number of cols. This info is needed for intra-participant communication. Number of its =! _cols in general.

Public Member Functions inherited from precice::acceleration::Acceleration
virtual	~Acceleration ()=default

Private Member Functions
virtual void	updateDifferenceMatrices (const DataMap &cplData)
	updates the V, W matrices (as well as the matrices for the secondary data)

virtual void	computeQNUpdate (const DataMap &cplData, Eigen::VectorXd &xUpdate)
	computes the IQN-ILS update using QR decomposition

virtual void	computeUnderrelaxationSecondaryData (const DataMap &cplData)
	computes underrelaxation for the secondary data

virtual void	removeMatrixColumn (int columnIndex)
	Removes one iteration from V,W matrices and adapts _matrixCols.

Private Attributes
std::map< int, Eigen::VectorXd >	_secondaryOldXTildes
	Secondary data solver output from last iteration.

std::map< int, Eigen::MatrixXd >	_secondaryMatricesW

std::map< int, Eigen::MatrixXd >	_secondaryMatricesWBackup

Additional Inherited Members
Public Types inherited from precice::acceleration::Acceleration
using	DataMap = std::map<int, cplscheme::PtrCouplingData>
	Map from data ID to data values.

Static Public Attributes inherited from precice::acceleration::Acceleration
static const int	NOFILTER = 0

static const int	QR1FILTER = 1

static const int	QR1FILTER_ABS = 2

static const int	QR2FILTER = 3

static const int	PODFILTER = 4

Protected Member Functions inherited from precice::acceleration::BaseQNAcceleration
int	getLSSystemRows ()

virtual void	splitCouplingData (const DataMap &cplData)
	Splits up QN system vector back into the coupling data.

virtual void	applyFilter ()
	Applies the filter method for the least-squares system, defined in the configuration.

void	writeInfo (const std::string &s, bool allProcs=false)
	Wwrites info to the _infostream (also in parallel)

Protected Member Functions inherited from precice::acceleration::Acceleration
void	checkDataIDs (const DataMap &cplData) const
	Checks if all dataIDs are contained in cplData.

void	concatenateCouplingData (const DataMap &cplData, const std::vector< DataID > &dataIDs, Eigen::VectorXd &targetValues, Eigen::VectorXd &targetOldValues) const
	Concatenates all coupling data involved into a single vector.

Static Protected Member Functions inherited from precice::acceleration::Acceleration
static void	applyRelaxation (double omega, DataMap &cplData)
	performs a relaxation given a relaxation factor omega

Protected Attributes inherited from precice::acceleration::BaseQNAcceleration
logging::Logger	_log {"acceleration::BaseQNAcceleration"}

impl::PtrPreconditioner	_preconditioner
	Preconditioner for least-squares system if vectorial system is used.

double	_initialRelaxation
	Constant relaxation factor used for first iteration.

int	_maxIterationsUsed
	Maximum number of old data iterations kept.

int	_timeWindowsReused
	Maximum number of old time windows (with data values) kept.

std::vector< int >	_dataIDs
	Data IDs of data to be involved in the IQN algorithm.

std::vector< int >	_secondaryDataIDs
	Data IDs of data not involved in IQN coefficient computation.

bool	_firstIteration = true
	Indicates the first iteration, where constant relaxation is used.

bool	_firstTimeWindow = true

bool	_hasNodesOnInterface = true

bool	_forceInitialRelaxation

bool	_resetLS = false
	If true, the LS system has been modified (reset or recomputed) in such a way, that mere updating of matrices _Wtil, Q, R etc.. is not feasible any more and need to be recomputed.

Eigen::VectorXd	_oldXTilde
	Solver output from last iteration.

Eigen::VectorXd	_residuals
	Current iteration residuals of IQN data. Temporary.

std::map< int, Eigen::VectorXd >	_secondaryResiduals
	Current iteration residuals of secondary data.

Eigen::MatrixXd	_matrixV
	Stores residual deltas.

Eigen::MatrixXd	_matrixW
	Stores x tilde deltas, where x tilde are values computed by solvers.

impl::QRFactorization	_qrV
	Stores the current QR decomposition ov _matrixV, can be updated via deletion/insertion of columns.

int	_filter
	filter method that is used to maintain good conditioning of the least-squares system Either of two types: QR1FILTER or QR2Filter

double	_singularityLimit
	Determines sensitivity when two matrix columns are considered equal.

std::deque< int >	_matrixCols
	Indices (of columns in W, V matrices) of 1st iterations of time windows.

std::vector< int >	_dimOffsets
	Stores the local dimensions, i.e., the offsets in _invJacobian for all processors.

std::ostringstream	_infostringstream
	write some debug/acceleration info to file

std::fstream	_infostream

int	its = 0

int	tWindows = 0

Detailed Description

Interface quasi-Newton with interface least-squares approximation.

Performs a quasi-Newton to accelerate the convergence of implicit coupling iterations. A least-squares approximation is used to find the best linear combination of old data values. After every coupling iteration, the data values used are enhanced by the new coupling iterates.

If more coupling data is present than used to compute the IQN acceleration, this data is relaxed using the same linear combination as computed for the IQN-related data. The data is called "secondary" henceforth and additional old value and data matrices are needed for it.

Definition at line 26 of file IQNILSAcceleration.hpp.

Constructor & Destructor Documentation

◆ IQNILSAcceleration()

precice::acceleration::IQNILSAcceleration::IQNILSAcceleration	(	double	initialRelaxation,
		bool	forceInitialRelaxation,
		int	maxIterationsUsed,
		int	pastTimeWindowsReused,
		int	filter,
		double	singularityLimit,
		std::vector< int >	dataIDs,
		impl::PtrPreconditioner	preconditioner )

Definition at line 27 of file IQNILSAcceleration.cpp.

◆ ~IQNILSAcceleration()

virtual precice::acceleration::IQNILSAcceleration::~IQNILSAcceleration ( )

inlinevirtual

Definition at line 38 of file IQNILSAcceleration.hpp.

Member Function Documentation

◆ computeQNUpdate()

void precice::acceleration::IQNILSAcceleration::computeQNUpdate	(	const DataMap &	cplData,
		Eigen::VectorXd &	xUpdate )

privatevirtual

computes the IQN-ILS update using QR decomposition

perform QN-Update step for the secondary Data

Implements precice::acceleration::BaseQNAcceleration.

Definition at line 131 of file IQNILSAcceleration.cpp.

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◆ computeUnderrelaxationSecondaryData()

void precice::acceleration::IQNILSAcceleration::computeUnderrelaxationSecondaryData ( const DataMap & cplData )

privatevirtual

computes underrelaxation for the secondary data

Implements precice::acceleration::BaseQNAcceleration.

Definition at line 109 of file IQNILSAcceleration.cpp.

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◆ initialize()

void precice::acceleration::IQNILSAcceleration::initialize ( const DataMap & cplData )

virtual

Initializes the acceleration.

Reimplemented from precice::acceleration::BaseQNAcceleration.

Definition at line 41 of file IQNILSAcceleration.cpp.

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◆ removeMatrixColumn()

void precice::acceleration::IQNILSAcceleration::removeMatrixColumn ( int columnIndex )

privatevirtual

Removes one iteration from V,W matrices and adapts _matrixCols.

Reimplemented from precice::acceleration::BaseQNAcceleration.

Definition at line 270 of file IQNILSAcceleration.cpp.

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◆ specializedIterationsConverged()

void precice::acceleration::IQNILSAcceleration::specializedIterationsConverged ( const DataMap & cplData )

virtual

Marks a iteration sequence as converged.

called by the iterationsConverged() method in the BaseQNAcceleration class handles the acceleration specific action after the convergence of one iteration

pending deletion (after first iteration of next time window Using the matrices from the old time window for the first iteration is better than doing underrelaxation as first iteration of every time window

Implements precice::acceleration::BaseQNAcceleration.

Definition at line 234 of file IQNILSAcceleration.cpp.

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◆ updateDifferenceMatrices()

void precice::acceleration::IQNILSAcceleration::updateDifferenceMatrices ( const DataMap & cplData )

privatevirtual

updates the V, W matrices (as well as the matrices for the secondary data)

Reimplemented from precice::acceleration::BaseQNAcceleration.

Definition at line 56 of file IQNILSAcceleration.cpp.

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Member Data Documentation

◆ _secondaryMatricesW

std::map<int, Eigen::MatrixXd> precice::acceleration::IQNILSAcceleration::_secondaryMatricesW

private

Definition at line 58 of file IQNILSAcceleration.hpp.

◆ _secondaryMatricesWBackup

std::map<int, Eigen::MatrixXd> precice::acceleration::IQNILSAcceleration::_secondaryMatricesWBackup

private

Definition at line 59 of file IQNILSAcceleration.hpp.

◆ _secondaryOldXTildes

std::map<int, Eigen::VectorXd> precice::acceleration::IQNILSAcceleration::_secondaryOldXTildes

private

Secondary data solver output from last iteration.

Definition at line 53 of file IQNILSAcceleration.hpp.

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

src/acceleration/IQNILSAcceleration.hpp
src/acceleration/IQNILSAcceleration.cpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ IQNILSAcceleration()

◆ ~IQNILSAcceleration()

Member Function Documentation

◆ computeQNUpdate()

◆ computeUnderrelaxationSecondaryData()

◆ initialize()

◆ removeMatrixColumn()

◆ specializedIterationsConverged()

◆ updateDifferenceMatrices()

Member Data Documentation

◆ _secondaryMatricesW

◆ _secondaryMatricesWBackup

◆ _secondaryOldXTildes