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added new linear solver based on singular value decomposition in Nox #19

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added new linear solver based on singular value decomposition in Nox #19

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266d9f8
added new linear solver based on singular value decomposition in Nox
Apr 19, 2017
a2358fc
fixed minor bugs in NOX_LAPACK_LINEARSOLVER_H
Apr 26, 2017
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27 changes: 24 additions & 3 deletions trilinos-nox/packages/nox/src-lapack/NOX_LAPACK_LinearSolver.H
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Original file line number Diff line number Diff line change
Expand Up @@ -136,6 +136,12 @@ namespace NOX {

//! LAPACK wrappers
Teuchos::LAPACK<int,T> lapack;


int lwork;
int rank;
double* sv;//singular values
double* work;

};

Expand All @@ -150,7 +156,10 @@ NOX::LAPACK::LinearSolver<T>::LinearSolver(int n) :
pivots(n),
isValidLU(false),
blas(),
lapack()
lapack(),
lwork(10*mat.numRows()+1),
sv(new double [mat.numRows()]),//this array is only used as output and is not necessary
work(new double [lwork])//this array is only used as output and is not necessary
{
}

Expand All @@ -161,13 +170,18 @@ NOX::LAPACK::LinearSolver<T>::LinearSolver(const NOX::LAPACK::LinearSolver<T>& s
pivots(s.pivots),
isValidLU(s.isValidLU),
blas(),
lapack()
lapack(),
lwork(10*mat.numRows()+1),
sv(new double [mat.numRows()]),//this array is only used as output and is not necessary
work(new double [lwork])//this array is only used as output and is not necessary
{
}

template <typename T>
NOX::LAPACK::LinearSolver<T>::~LinearSolver()
{
if(sv) delete [] sv;
if(work) delete [] work;
}

template <typename T>
Expand All @@ -179,6 +193,9 @@ NOX::LAPACK::LinearSolver<T>::operator=(const NOX::LAPACK::LinearSolver<T>& s)
lu = s.lu;
pivots = s.pivots;
isValidLU = s.isValidLU;
lwork = s.lwork;
sv = new double [mat.numRows()];//this array is only used as output and is not necessary
work = new double [lwork];//this array is only used as output and is not necessary
}

return *this;
Expand Down Expand Up @@ -229,13 +246,17 @@ NOX::LAPACK::LinearSolver<T>::solve(bool trans, int ncols, T* output)
{
int info;
int n = mat.numRows();
int rcond = -1.0;

// Compute LU factorization if necessary
if (!isValidLU) {
lu = mat;
lapack.GETRF(n, n, &lu(0,0), n, &pivots[0], &info);
if (info != 0)
if (info != 0){//try solving a least squares problem instead (in case the linear system has infinitely many solutions)
lu=mat;
lapack.GELSS(n,n,ncols,&lu(0,0), n, output, n, sv, rcond, &rank, work, lwork, &info);
return false;
}
isValidLU = true;
}

Expand Down