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SHOGUN
4.1.0
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abstract template base for CG based solvers to the solution of shifted linear systems of the form \((A+\sigma)x=b\) for several values of \(\sigma\) simultaneously, using only as many matrix-vector operations as the solution of a single system requires. This class adds another interface to the basic iterative linear solver that takes the shifts, \(\sigma\), and also weights, \(\alpha\), and returns the summation \(\sum_{i} \alpha_{i}x_{i}\), where \(x_{i}\) is the solution of the system \((A+\sigma_{i})x_{i}=b\).
Reference: Beat Jegerlehner, Krylov space solvers for shifted linear systems, 1996.
在文件 IterativeShiftedLinearFamilySolver.h 第 34 行定义.
Public 成员函数 | |
| CIterativeShiftedLinearFamilySolver () | |
| CIterativeShiftedLinearFamilySolver (bool store_residuals) | |
| virtual | ~CIterativeShiftedLinearFamilySolver () |
| virtual SGVector< T > | solve (CLinearOperator< T > *A, SGVector< T > b)=0 |
| virtual SGVector< ST > | solve_shifted_weighted (CLinearOperator< T > *A, SGVector< T > b, SGVector< ST > shifts, SGVector< ST > weights)=0 |
| virtual const char * | get_name () const |
| void | set_iteration_limit (index_t iteration_limit) |
| const index_t | get_iteration_limit () const |
| void | set_relative_tolerence (float64_t relative_tolerence) |
| const float64_t | get_relative_tolerence () const |
| void | set_absolute_tolerence (float64_t absolute_tolerence) |
| const float64_t | get_absolute_tolerence () const |
| SGVector< float64_t > | get_residuals () const |
| virtual CSGObject * | shallow_copy () const |
| virtual CSGObject * | deep_copy () const |
| virtual bool | is_generic (EPrimitiveType *generic) const |
| template<class T > | |
| void | set_generic () |
| template<> | |
| void | set_generic () |
| template<> | |
| void | set_generic () |
| template<> | |
| void | set_generic () |
| template<> | |
| void | set_generic () |
| template<> | |
| void | set_generic () |
| template<> | |
| void | set_generic () |
| template<> | |
| void | set_generic () |
| template<> | |
| void | set_generic () |
| template<> | |
| void | set_generic () |
| template<> | |
| void | set_generic () |
| template<> | |
| void | set_generic () |
| template<> | |
| void | set_generic () |
| template<> | |
| void | set_generic () |
| template<> | |
| void | set_generic () |
| template<> | |
| void | set_generic () |
| void | unset_generic () |
| virtual void | print_serializable (const char *prefix="") |
| virtual bool | save_serializable (CSerializableFile *file, const char *prefix="") |
| virtual bool | load_serializable (CSerializableFile *file, const char *prefix="") |
| void | set_global_io (SGIO *io) |
| SGIO * | get_global_io () |
| void | set_global_parallel (Parallel *parallel) |
| Parallel * | get_global_parallel () |
| void | set_global_version (Version *version) |
| Version * | get_global_version () |
| SGStringList< char > | get_modelsel_names () |
| void | print_modsel_params () |
| char * | get_modsel_param_descr (const char *param_name) |
| index_t | get_modsel_param_index (const char *param_name) |
| void | build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject * > *dict) |
| virtual void | update_parameter_hash () |
| virtual bool | parameter_hash_changed () |
| virtual bool | equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false) |
| virtual CSGObject * | clone () |
Public 属性 | |
| SGIO * | io |
| Parallel * | parallel |
| Version * | version |
| Parameter * | m_parameters |
| Parameter * | m_model_selection_parameters |
| Parameter * | m_gradient_parameters |
| uint32_t | m_hash |
Protected 成员函数 | |
| void | compute_zeta_sh_new (const SGVector< ST > &zeta_sh_old, const SGVector< ST > &zeta_sh_cur, const SGVector< ST > &shifts, const T &beta_old, const T &beta_cur, const T &alpha, SGVector< ST > &zeta_sh_new) |
| void | compute_beta_sh (const SGVector< ST > &zeta_sh_new, const SGVector< ST > &zeta_sh_cur, const T &beta_cur, SGVector< ST > &beta_sh) |
| void | compute_alpha_sh (const SGVector< ST > &zeta_sh_cur, const SGVector< ST > &zeta_sh_old, const SGVector< ST > &beta_sh_old, const T &beta_old, const T &alpha, SGVector< ST > &alpha_sh) |
| virtual void | load_serializable_pre () throw (ShogunException) |
| virtual void | load_serializable_post () throw (ShogunException) |
| virtual void | save_serializable_pre () throw (ShogunException) |
| virtual void | save_serializable_post () throw (ShogunException) |
Protected 属性 | |
| index_t | m_max_iteration_limit |
| float64_t | m_relative_tolerence |
| float64_t | m_absolute_tolerence |
| SGVector< float64_t > | m_residuals |
| bool | m_store_residuals |
default constructor
在文件 IterativeShiftedLinearFamilySolver.cpp 第 19 行定义.
| CIterativeShiftedLinearFamilySolver | ( | bool | store_residuals | ) |
one arg constructor
在文件 IterativeShiftedLinearFamilySolver.cpp 第 26 行定义.
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virtual |
destructor
在文件 IterativeShiftedLinearFamilySolver.cpp 第 32 行定义.
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inherited |
Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.
| dict | dictionary of parameters to be built. |
在文件 SGObject.cpp 第 597 行定义.
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virtualinherited |
Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.
在文件 SGObject.cpp 第 714 行定义.
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protected |
compute \(\alpha^{\sigma}_{n}\) as \(\alpha_{n}\frac{\zeta^{\sigma} _{n}\beta^{\sigma}_{n-1}}{\zeta^{\sigma}_{n-1}\beta_{n-1}}\)
| zeta_sh_cur | \(\zeta^{\sigma}_{n}\) shifted params |
| zeta_sh_old | \(\zeta^{\sigma}_{n-1}\) shifted params |
| beta_sh_old | \(\beta^{\sigma}_{n-1}\), shifted params |
| beta_old | \(\beta_{n-1}\), non-shifted |
| alpha | \(\alpha_{n}\), non-shifted |
| alpha_sh | \(\alpha^{\sigma}_{n}\), to be computed |
在文件 IterativeShiftedLinearFamilySolver.cpp 第 79 行定义.
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protected |
compute \(\beta^{\sigma}_{n}\) as \(\beta_{n}\frac{\zeta^{\sigma}_{n+1}} {\zeta^{\sigma}_{n}}\)
| zeta_sh_new | \(\zeta^{\sigma}_{n+1}\) shifted params |
| zeta_sh_cur | \(\zeta^{\sigma}_{n}\) shifted params |
| beta_cur | \(\beta_{n}\), non-shifted |
| beta_sh | \(\beta^{\sigma}_{n}\), to be computed |
在文件 IterativeShiftedLinearFamilySolver.cpp 第 59 行定义.
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protected |
compute \(\zeta^{\sigma}_{n+1}\) as \(\frac{\zeta^{\sigma}_{n} \zeta^{\sigma}_{n-1}\beta_{n-1}}{\beta_{n}\alpha_{n}(\zeta^{\sigma}_{n-1} -\zeta^{\sigma}_{n})+\zeta^{\sigma}_{n-1}\beta_{n-1}(1-\sigma\beta_{n}})\) [see Jergerlehner, eq 2.44]
| zeta_sh_old | \(\zeta^{\sigma}_{n-1}\) shifted params |
| zeta_sh_cur | \(\zeta^{\sigma}_{n}\) shifted params |
| shifts | \(\sigma\) shifts |
| beta_old | \(\beta_{n-1}\), non-shifted |
| beta_cur | \(\beta_{n}\), non-shifted |
| alpha | \(\alpha\) non-shifted |
| zeta_sh_new | \(\zeta^{\sigma}_{n+1}\) to be computed |
在文件 IterativeShiftedLinearFamilySolver.cpp 第 37 行定义.
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virtualinherited |
A deep copy. All the instance variables will also be copied.
在文件 SGObject.cpp 第 198 行定义.
Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!
May be overwritten but please do with care! Should not be necessary in most cases.
| other | object to compare with |
| accuracy | accuracy to use for comparison (optional) |
| tolerant | allows linient check on float equality (within accuracy) |
在文件 SGObject.cpp 第 618 行定义.
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inherited |
在文件 IterativeLinearSolver.h 第 83 行定义.
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inherited |
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inherited |
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inherited |
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inherited |
在文件 IterativeLinearSolver.h 第 59 行定义.
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inherited |
在文件 SGObject.cpp 第 498 行定义.
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inherited |
Returns description of a given parameter string, if it exists. SG_ERROR otherwise
| param_name | name of the parameter |
在文件 SGObject.cpp 第 522 行定义.
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inherited |
Returns index of model selection parameter with provided index
| param_name | name of model selection parameter |
在文件 SGObject.cpp 第 535 行定义.
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virtual |
重载 CIterativeLinearSolver< T, T > .
被 CCGMShiftedFamilySolver 重载.
在文件 IterativeShiftedLinearFamilySolver.h 第 72 行定义.
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inherited |
在文件 IterativeLinearSolver.h 第 71 行定义.
在文件 IterativeLinearSolver.h 第 89 行定义.
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virtualinherited |
If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.
| generic | set to the type of the generic if returning TRUE |
在文件 SGObject.cpp 第 296 行定义.
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virtualinherited |
Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!
| file | where to load from |
| prefix | prefix for members |
在文件 SGObject.cpp 第 369 行定义.
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protectedvirtualinherited | |||||||||||||
Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.
| ShogunException | will be thrown if an error occurs. |
被 CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel , 以及 CExponentialKernel 重载.
在文件 SGObject.cpp 第 426 行定义.
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protectedvirtualinherited | |||||||||||||
Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.
| ShogunException | will be thrown if an error occurs. |
被 CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.
在文件 SGObject.cpp 第 421 行定义.
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virtualinherited |
在文件 SGObject.cpp 第 262 行定义.
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inherited |
prints all parameter registered for model selection and their type
在文件 SGObject.cpp 第 474 行定义.
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virtualinherited |
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virtualinherited |
Save this object to file.
| file | where to save the object; will be closed during returning if PREFIX is an empty string. |
| prefix | prefix for members |
在文件 SGObject.cpp 第 314 行定义.
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protectedvirtualinherited | |||||||||||||
Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.
| ShogunException | will be thrown if an error occurs. |
被 CKernel 重载.
在文件 SGObject.cpp 第 436 行定义.
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protectedvirtualinherited | |||||||||||||
Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.
| ShogunException | will be thrown if an error occurs. |
被 CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.
在文件 SGObject.cpp 第 431 行定义.
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inherited |
set absolute tolerence
在文件 IterativeLinearSolver.h 第 77 行定义.
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inherited |
在文件 SGObject.cpp 第 41 行定义.
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inherited |
在文件 SGObject.cpp 第 46 行定义.
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inherited |
在文件 SGObject.cpp 第 51 行定义.
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inherited |
在文件 SGObject.cpp 第 56 行定义.
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inherited |
在文件 SGObject.cpp 第 61 行定义.
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inherited |
在文件 SGObject.cpp 第 66 行定义.
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inherited |
在文件 SGObject.cpp 第 71 行定义.
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inherited |
在文件 SGObject.cpp 第 76 行定义.
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inherited |
在文件 SGObject.cpp 第 81 行定义.
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inherited |
在文件 SGObject.cpp 第 86 行定义.
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inherited |
在文件 SGObject.cpp 第 91 行定义.
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inherited |
在文件 SGObject.cpp 第 96 行定义.
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inherited |
在文件 SGObject.cpp 第 101 行定义.
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inherited |
在文件 SGObject.cpp 第 106 行定义.
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inherited |
在文件 SGObject.cpp 第 111 行定义.
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inherited |
set generic type to T
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inherited |
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inherited |
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inherited |
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inherited |
set maximum iteration limit
在文件 IterativeLinearSolver.h 第 48 行定义.
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inherited |
set relative tolerence
在文件 IterativeLinearSolver.h 第 65 行定义.
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virtualinherited |
A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.
被 CGaussianKernel 重载.
在文件 SGObject.cpp 第 192 行定义.
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pure virtual |
abstract solve method for solving real linear systems which computes the solution for non-shifted linear system in CG iteration
| A | the linear operator of the system |
| b | the vector of the system |
实现了 CIterativeLinearSolver< T, T >.
在 CCGMShiftedFamilySolver 内被实现.
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pure virtual |
abstract method that solves the shifted family of linear systems, multiples each solution vector with a weight, computes a summation over all the shifts and returns the final solution vector
| A | the linear operator of the system |
| b | the vector of the system |
| shifts | the shifts of the shifted system |
| weights | the weights to be multiplied with each solution for each shift |
在 CCGMShiftedFamilySolver 内被实现.
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inherited |
unset generic type
this has to be called in classes specializing a template class
在文件 SGObject.cpp 第 303 行定义.
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virtualinherited |
Updates the hash of current parameter combination
在文件 SGObject.cpp 第 248 行定义.
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inherited |
io
在文件 SGObject.h 第 369 行定义.
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protectedinherited |
absolute tolerence
在文件 IterativeLinearSolver.h 第 109 行定义.
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inherited |
parameters wrt which we can compute gradients
在文件 SGObject.h 第 384 行定义.
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inherited |
Hash of parameter values
在文件 SGObject.h 第 387 行定义.
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protectedinherited |
iteration limit for conjugate gradient
在文件 IterativeLinearSolver.h 第 103 行定义.
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inherited |
model selection parameters
在文件 SGObject.h 第 381 行定义.
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inherited |
parameters
在文件 SGObject.h 第 378 行定义.
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protectedinherited |
relative tolerence
在文件 IterativeLinearSolver.h 第 106 行定义.
the residuals
在文件 IterativeLinearSolver.h 第 112 行定义.
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protectedinherited |
whether to store the residuals
在文件 IterativeLinearSolver.h 第 115 行定义.
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inherited |
parallel
在文件 SGObject.h 第 372 行定义.
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inherited |
version
在文件 SGObject.h 第 375 行定义.
