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, bool reducedTimeGrid)

	~IQNILSAcceleration () override=default

void	specializedIterationsConverged (const DataMap &cplData) override
	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, bool reducedTimeGrid)

	~BaseQNAcceleration () override
	Destructor, empty.

std::vector< int >	getPrimaryDataIDs () const final override
	Returns all IQN involved data IDs.

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

void	performAcceleration (DataMap &cplData, double windowStart, double windowEnd) final override
	Performs one acceleration step.

void	iterationsConverged (const DataMap &cplData, double windowStart) final override
	Marks a iteration sequence as converged.

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

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

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

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

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.

int	getMaxUsedIterations () const
	Get the maximum number of reused iterations.

int	getMaxUsedTimeWindows () const
	Get the maximum number of reused time windows.

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

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

void	computeQNUpdate (Eigen::VectorXd &xUpdate) override
	computes the IQN-ILS update using QR decomposition

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

void	specializedInitializeVectorsAndPreconditioner (const DataMap &cplData) final override

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

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

static const int	QR3FILTER = 5

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

int	getPrimaryLSSystemRows () const

virtual void	updateCouplingData (const DataMap &cplData, double windowStart)
	Splits up QN system vector back into the waveforms in 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)
	Writes 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.

Static Protected Member Functions inherited from precice::acceleration::Acceleration
static void	applyRelaxation (double omega, DataMap &cplData, double windowStart)
	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.

const double	_initialRelaxation
	Constant relaxation factor used for first iteration.

const int	_maxIterationsUsed
	Maximum number of old data iterations kept.

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

const std::vector< int >	_primaryDataIDs
	Data IDs of primary data to be involved in the IQN coefficient computation.

std::vector< int >	_dataIDs
	Data IDs of all coupling data.

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	_oldPrimaryXTilde
	Solver output regarding primary data from last iteration.

Eigen::VectorXd	_oldXTilde
	Solver output from last iteration.

Eigen::VectorXd	_primaryResiduals
	Current iteration residuals of primary IQN data. Temporary.

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

Eigen::MatrixXd	_matrixV
	Stores residual deltas.

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

const bool	_reducedTimeGrid
	if _reducedTimeGrid = false uses the full QN-WI and if _reducedTimeGrid = true uses rQN-WI form the paper https://onlinelibrary.wiley.com/doi/10.1002/nme.6443

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

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

const 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::vector< int >	_dimOffsetsPrimary
	Stores the local dimensions regarding primary data,.

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 25 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,
		bool	reducedTimeGrid )

Definition at line 27 of file IQNILSAcceleration.cpp.

◆ ~IQNILSAcceleration()

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

overridedefault

Member Function Documentation

◆ computeQNUpdate()

void precice::acceleration::IQNILSAcceleration::computeQNUpdate ( Eigen::VectorXd & xUpdate )

overrideprivatevirtual

computes the IQN-ILS update using QR decomposition

Implements precice::acceleration::BaseQNAcceleration.

Definition at line 49 of file IQNILSAcceleration.cpp.

Here is the call graph for this function:

◆ removeMatrixColumn()

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

overrideprivatevirtual

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

Reimplemented from precice::acceleration::BaseQNAcceleration.

Definition at line 130 of file IQNILSAcceleration.cpp.

Here is the call graph for this function:

◆ specializedInitializeVectorsAndPreconditioner()

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

inlinefinaloverrideprivatevirtual

Implements precice::acceleration::BaseQNAcceleration.

Definition at line 62 of file IQNILSAcceleration.hpp.

◆ specializedIterationsConverged()

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

overridevirtual

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

Implements precice::acceleration::BaseQNAcceleration.

Definition at line 117 of file IQNILSAcceleration.cpp.

Here is the call graph for this function:

◆ updateDifferenceMatrices()

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

overrideprivatevirtual

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

Reimplemented from precice::acceleration::BaseQNAcceleration.

Definition at line 42 of file IQNILSAcceleration.cpp.

Here is the call graph for this function:

Member Data Documentation

◆ _secondaryOldXTildes

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

private

Secondary data solver output from last iteration.

Definition at line 50 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()

◆ removeMatrixColumn()

◆ specializedInitializeVectorsAndPreconditioner()

◆ specializedIterationsConverged()

◆ updateDifferenceMatrices()

Member Data Documentation

◆ _secondaryOldXTildes