Provides an interface for randomized sketching. More...

#include <ROL_Sketch.hpp>

Public Member Functions
virtual	~Sketch (void)
	Sketch (const Vector< Real > &x, const int ncol, const int rank, const Real orthTol=1e-8, const int orthIt=2, const bool truncate=false, const unsigned dom_seed=0, const unsigned rng_seed=0)
void	setStream (Ptr< std::ostream > &out)
void	setRank (const int rank)
void	update (void)
void	update (UpdateType type)
int	advance (const Real nu, Vector< Real > &h, const int col, const Real eta=1.0)
int	reconstruct (Vector< Real > &a, const int col)
bool	test (const int rank, std::ostream &outStream=std::cout, const int verbosity=0)

Private Member Functions
int	computeP (void)
void	mgs2 (std::vector< Ptr< Vector< Real > > > &Y) const
int	computeQ (void)
int	LSsolver (LA::Matrix< Real > &A, LA::Matrix< Real > &B, const bool trans=false) const
int	lowRankApprox (LA::Matrix< Real > &A, const int r) const
int	computeC (void)
void	reset (void)
bool	testQ (std::ostream &outStream=std::cout, const int verbosity=0)
bool	testP (std::ostream &outStream=std::cout, const int verbosity=0)

Private Attributes
std::vector< Ptr< Vector< Real > > >	Upsilon_
std::vector< Ptr< Vector< Real > > >	Phi_
std::vector< Ptr< Vector< Real > > >	Y_
LA::Matrix< Real >	Omega_
LA::Matrix< Real >	Psi_
LA::Matrix< Real >	X_
LA::Matrix< Real >	Z_
LA::Matrix< Real >	C_
int	maxRank_
int	ncol_
int	rank_
int	k_
int	s_
const Real	orthTol_
const int	orthIt_
const bool	truncate_
LAPACK< int, Real >	lapack_
bool	flagP_
bool	flagQ_
bool	flagC_
Ptr< std::ostream >	out_
Ptr< Elementwise::NormalRandom< Real > >	nrand_
Ptr< std::mt19937_64 >	gen_
Ptr< std::normal_distribution< Real > >	dist_

Detailed Description

template<class Real>
class ROL::Sketch< Real >

Provides an interface for randomized sketching.

Definition at line 65 of file ROL_Sketch.hpp.

Constructor & Destructor Documentation

◆ ~Sketch()

template<class Real>

virtual ROL::Sketch< Real >::~Sketch ( void )

inlinevirtual

Definition at line 288 of file ROL_Sketch.hpp.

◆ Sketch()

template<class Real>

ROL::Sketch< Real >::Sketch	(	const Vector< Real > &	x,
		const int	ncol,
		const int	rank,
		const Real	orthTol = 1e-8,
		const int	orthIt = 2,
		const bool	truncate = false,
		const unsigned	dom_seed = 0,
		const unsigned	rng_seed = 0 )

inline

Definition at line 290 of file ROL_Sketch.hpp.

References C_, ROL::Vector< Real >::clone(), ROL::Vector< Real >::dimension(), dist_, flagC_, flagP_, flagQ_, gen_, k_, maxRank_, ncol_, nrand_, Omega_, orthIt_, orthTol_, out_, Phi_, Psi_, rank_, reset(), s_, truncate_, Upsilon_, X_, Y_, and Z_.

Member Function Documentation

◆ computeP()

template<class Real>

int ROL::Sketch< Real >::computeP ( void )

inlineprivate

Definition at line 87 of file ROL_Sketch.hpp.

References flagP_, k_, lapack_, ncol_, and X_.

Referenced by computeC(), reconstruct(), and testP().

◆ mgs2()

template<class Real>

void ROL::Sketch< Real >::mgs2 ( std::vector< Ptr< Vector< Real > > > & Y ) const

inlineprivate

Definition at line 114 of file ROL_Sketch.hpp.

References k_, orthIt_, orthTol_, and ROL::ROL_EPSILON().

Referenced by computeQ().

◆ computeQ()

template<class Real>

int ROL::Sketch< Real >::computeQ ( void )

inlineprivate

Definition at line 146 of file ROL_Sketch.hpp.

References flagQ_, mgs2(), and Y_.

Referenced by computeC(), reconstruct(), and testQ().

◆ LSsolver()

template<class Real>

int ROL::Sketch< Real >::LSsolver	(	LA::Matrix< Real > &	A,
		LA::Matrix< Real > &	B,
		const bool	trans = false ) const

inlineprivate

Definition at line 154 of file ROL_Sketch.hpp.

References lapack_.

Referenced by computeC().

◆ lowRankApprox()

template<class Real>

int ROL::Sketch< Real >::lowRankApprox	(	LA::Matrix< Real > &	A,
		const int	r ) const

inlineprivate

Definition at line 174 of file ROL_Sketch.hpp.

References lapack_, and zero.

Referenced by computeC().

◆ computeC()

template<class Real>

int ROL::Sketch< Real >::computeC ( void )

inlineprivate

Definition at line 205 of file ROL_Sketch.hpp.

References C_, computeP(), computeQ(), flagC_, k_, lowRankApprox(), LSsolver(), ncol_, Phi_, Psi_, rank_, s_, truncate_, X_, Y_, Z_, and zero.

Referenced by reconstruct().

◆ reset()

template<class Real>

void ROL::Sketch< Real >::reset ( void )

inlineprivate

Definition at line 246 of file ROL_Sketch.hpp.

References C_, k_, ncol_, nrand_, Omega_, Phi_, Psi_, s_, Upsilon_, X_, Y_, Z_, and zero.

Referenced by Sketch(), update(), and update().

◆ setStream()

template<class Real>

void ROL::Sketch< Real >::setStream ( Ptr< std::ostream > & out )

inline

Definition at line 325 of file ROL_Sketch.hpp.

References out_.

◆ setRank()

template<class Real>

void ROL::Sketch< Real >::setRank ( const int rank )

inline

Definition at line 329 of file ROL_Sketch.hpp.

References C_, k_, maxRank_, ncol_, Omega_, out_, Phi_, Psi_, rank_, s_, update(), Upsilon_, X_, Y_, and Z_.

Referenced by main().

◆ update() [1/2]

template<class Real>

void ROL::Sketch< Real >::update ( void )

inline

Definition at line 359 of file ROL_Sketch.hpp.

References flagC_, flagP_, flagQ_, and reset().

Referenced by setRank(), and test().

◆ update() [2/2]

template<class Real>

void ROL::Sketch< Real >::update ( UpdateType type )

inline

Definition at line 367 of file ROL_Sketch.hpp.

References ROL::Accept, flagC_, flagP_, flagQ_, ROL::Initial, reset(), ROL::Revert, ROL::Temp, and ROL::Trial.

◆ advance()

template<class Real>

int ROL::Sketch< Real >::advance	(	const Real	nu,
		Vector< Real > &	h,
		const int	col,
		const Real	eta = 1.0 )

inline

Definition at line 382 of file ROL_Sketch.hpp.

References ROL::Vector< Real >::dot(), flagC_, flagP_, flagQ_, k_, ncol_, ROL::Vector< Real >::norm(), Omega_, out_, Phi_, Psi_, s_, Upsilon_, X_, Y_, and Z_.

Referenced by test().

◆ reconstruct()

template<class Real>

int ROL::Sketch< Real >::reconstruct	(	Vector< Real > &	a,
		const int	col )

inline

Definition at line 423 of file ROL_Sketch.hpp.

References ROL::Vector< Real >::axpy(), C_, computeC(), computeP(), computeQ(), k_, ncol_, ROL::Vector< Real >::norm(), out_, X_, Y_, ROL::Vector< Real >::zero(), and zero.

Referenced by test().

◆ test()

template<class Real>

bool ROL::Sketch< Real >::test	(	const int	rank,
		std::ostream &	outStream = std::cout,
		const int	verbosity = 0 )

inline

Definition at line 466 of file ROL_Sketch.hpp.

References advance(), ncol_, reconstruct(), ROL::ROL_EPSILON(), testP(), testQ(), update(), and Y_.

Referenced by main().

◆ testQ()

template<class Real>

bool ROL::Sketch< Real >::testQ	(	std::ostream &	outStream = std::cout,
		const int	verbosity = 0 )

inlineprivate

Definition at line 515 of file ROL_Sketch.hpp.

References computeQ(), k_, ROL::ROL_EPSILON(), and Y_.

Referenced by test().

◆ testP()

template<class Real>

bool ROL::Sketch< Real >::testP	(	std::ostream &	outStream = std::cout,
		const int	verbosity = 0 )

inlineprivate

Definition at line 553 of file ROL_Sketch.hpp.

References computeP(), k_, ncol_, ROL::ROL_EPSILON(), X_, and zero.

Referenced by test().

Member Data Documentation

◆ Upsilon_

template<class Real>

std::vector<Ptr<Vector<Real> > > ROL::Sketch< Real >::Upsilon_

private

Definition at line 67 of file ROL_Sketch.hpp.

Referenced by advance(), reset(), setRank(), and Sketch().

◆ Phi_

template<class Real>

std::vector<Ptr<Vector<Real> > > ROL::Sketch< Real >::Phi_

private

Definition at line 67 of file ROL_Sketch.hpp.

Referenced by advance(), computeC(), reset(), setRank(), and Sketch().

◆ Y_

template<class Real>

std::vector<Ptr<Vector<Real> > > ROL::Sketch< Real >::Y_

private

Definition at line 67 of file ROL_Sketch.hpp.

Referenced by advance(), computeC(), computeQ(), reconstruct(), reset(), setRank(), Sketch(), test(), and testQ().

◆ Omega_

template<class Real>

LA::Matrix<Real> ROL::Sketch< Real >::Omega_

private

Definition at line 68 of file ROL_Sketch.hpp.

Referenced by advance(), reset(), setRank(), and Sketch().

◆ Psi_

template<class Real>

LA::Matrix<Real> ROL::Sketch< Real >::Psi_

private

Definition at line 68 of file ROL_Sketch.hpp.

Referenced by advance(), computeC(), reset(), setRank(), and Sketch().

◆ X_

template<class Real>

LA::Matrix<Real> ROL::Sketch< Real >::X_

private

Definition at line 68 of file ROL_Sketch.hpp.

Referenced by advance(), computeC(), computeP(), reconstruct(), reset(), setRank(), Sketch(), and testP().

◆ Z_

template<class Real>

LA::Matrix<Real> ROL::Sketch< Real >::Z_

private

Definition at line 68 of file ROL_Sketch.hpp.

Referenced by advance(), computeC(), reset(), setRank(), and Sketch().

◆ C_

template<class Real>

LA::Matrix<Real> ROL::Sketch< Real >::C_

private

Definition at line 68 of file ROL_Sketch.hpp.

Referenced by computeC(), reconstruct(), reset(), setRank(), and Sketch().

◆ maxRank_

template<class Real>

int ROL::Sketch< Real >::maxRank_

private

Definition at line 70 of file ROL_Sketch.hpp.

Referenced by setRank(), and Sketch().

◆ ncol_

template<class Real>

int ROL::Sketch< Real >::ncol_

private

Definition at line 70 of file ROL_Sketch.hpp.

Referenced by advance(), computeC(), computeP(), reconstruct(), reset(), setRank(), Sketch(), test(), and testP().

◆ rank_

template<class Real>

int ROL::Sketch< Real >::rank_

private

Definition at line 70 of file ROL_Sketch.hpp.

Referenced by computeC(), setRank(), and Sketch().

◆ k_

template<class Real>

int ROL::Sketch< Real >::k_

private

Definition at line 70 of file ROL_Sketch.hpp.

Referenced by advance(), computeC(), computeP(), mgs2(), reconstruct(), reset(), setRank(), Sketch(), testP(), and testQ().

◆ s_

template<class Real>

int ROL::Sketch< Real >::s_

private

Definition at line 70 of file ROL_Sketch.hpp.

Referenced by advance(), computeC(), reset(), setRank(), and Sketch().

◆ orthTol_

template<class Real>

const Real ROL::Sketch< Real >::orthTol_

private

Definition at line 72 of file ROL_Sketch.hpp.

Referenced by mgs2(), and Sketch().

◆ orthIt_

template<class Real>

const int ROL::Sketch< Real >::orthIt_

private

Definition at line 73 of file ROL_Sketch.hpp.

Referenced by mgs2(), and Sketch().

◆ truncate_

template<class Real>

const bool ROL::Sketch< Real >::truncate_

private

Definition at line 75 of file ROL_Sketch.hpp.

Referenced by computeC(), and Sketch().

◆ lapack_

template<class Real>

LAPACK<int,Real> ROL::Sketch< Real >::lapack_

private

Definition at line 77 of file ROL_Sketch.hpp.

Referenced by computeP(), lowRankApprox(), and LSsolver().

◆ flagP_

template<class Real>

bool ROL::Sketch< Real >::flagP_

private

Definition at line 79 of file ROL_Sketch.hpp.

Referenced by advance(), computeP(), Sketch(), update(), and update().

◆ flagQ_

template<class Real>

bool ROL::Sketch< Real >::flagQ_

private

Definition at line 79 of file ROL_Sketch.hpp.

Referenced by advance(), computeQ(), Sketch(), update(), and update().

◆ flagC_

template<class Real>

bool ROL::Sketch< Real >::flagC_

private

Definition at line 79 of file ROL_Sketch.hpp.

Referenced by advance(), computeC(), Sketch(), update(), and update().

◆ out_

template<class Real>

Ptr<std::ostream> ROL::Sketch< Real >::out_

private

Definition at line 81 of file ROL_Sketch.hpp.

Referenced by advance(), reconstruct(), setRank(), setStream(), and Sketch().

◆ nrand_

template<class Real>

Ptr<Elementwise::NormalRandom<Real> > ROL::Sketch< Real >::nrand_

private

Definition at line 83 of file ROL_Sketch.hpp.

Referenced by reset(), and Sketch().

◆ gen_

template<class Real>

Ptr<std::mt19937_64> ROL::Sketch< Real >::gen_

private

Definition at line 84 of file ROL_Sketch.hpp.

Referenced by Sketch().

◆ dist_

template<class Real>

Ptr<std::normal_distribution<Real> > ROL::Sketch< Real >::dist_

private

Definition at line 85 of file ROL_Sketch.hpp.

Referenced by Sketch().

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

ROL_Sketch.hpp

Public Member Functions

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ ~Sketch()

◆ Sketch()

Member Function Documentation

◆ computeP()

◆ mgs2()

◆ computeQ()

◆ LSsolver()

◆ lowRankApprox()

◆ computeC()

◆ reset()

◆ setStream()

◆ setRank()

◆ update() [1/2]

◆ update() [2/2]

◆ advance()

◆ reconstruct()

◆ test()

◆ testQ()

◆ testP()

Member Data Documentation

◆ Upsilon_

◆ Phi_

◆ Y_

◆ Omega_

◆ Psi_

◆ X_

◆ Z_

◆ C_

◆ maxRank_

◆ ncol_

◆ rank_

◆ k_

◆ s_

◆ orthTol_

◆ orthIt_

◆ truncate_

◆ lapack_

◆ flagP_

◆ flagQ_

◆ flagC_

◆ out_

◆ nrand_

◆ gen_

◆ dist_