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updated member methods names
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@cnpetra
cnpetra committed Oct 5, 2024
1 parent 51ba330 commit ba9bfb2
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Showing 3 changed files with 50 additions and 50 deletions.
2 changes: 1 addition & 1 deletion src/Optimization/KktLinSysLowRank.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -163,7 +163,7 @@ bool KktLinSysLowRank::solveCompressed(hiopVector& rx,

//N = J*(Hess\J')
//Hess->symmetricTimesMat(0.0, *N, 1.0, J);
HessLowRank->symMatTimesInverseTimesMatTrans(0.0, *N, 1.0, J);
HessLowRank->sym_mat_times_inverse_times_mattrans(0.0, *N, 1.0, J);

//subdiag of N += 1., Dd_inv
N->addSubDiagonal(1., nlp_->m_eq(), *Dd_inv_);
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68 changes: 34 additions & 34 deletions src/Optimization/hiopHessianLowRank.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -435,7 +435,7 @@ void hiopHessianLowRank::updateInternalBFGSRepresentation()

//-- block (2,2)
hiopMatrixDense& DpYtDhInvY = new_lxl_mat1(l);
symmMatTimesDiagTimesMatTrans_local(0.0, DpYtDhInvY, 1.0,*Yt_,*DhInv_);
sym_mat_times_diag_times_mattrans_local(0.0, DpYtDhInvY, 1.0,*Yt_,*DhInv_);
#ifdef HIOP_USE_MPI
const size_t buffsize=l*l*sizeof(double);
memcpy(buff1_lxlx3_, DpYtDhInvY.local_data(), buffsize);
Expand All @@ -449,7 +449,7 @@ void hiopHessianLowRank::updateInternalBFGSRepresentation()
hiopVector& B0DhInv = new_n_vec1(n);
B0DhInv.copyFrom(*DhInv_);
B0DhInv.scale(sigma_);
matTimesDiagTimesMatTrans_local(StB0DhInvYmL, *St_, B0DhInv, *Yt_);
mat_times_diag_times_mattrans_local(StB0DhInvYmL, *St_, B0DhInv, *Yt_);
#ifdef HIOP_USE_MPI
memcpy(buff1_lxlx3_+l*l, StB0DhInvYmL.local_data(), buffsize);
#else
Expand All @@ -464,7 +464,7 @@ void hiopHessianLowRank::updateInternalBFGSRepresentation()
theDiag.addConstant(-1.0); //at this point theDiag=DhInv*B0-I
theDiag.scale(sigma_);
hiopMatrixDense& StDS = DpYtDhInvY; //a rename
symmMatTimesDiagTimesMatTrans_local(0.0, StDS, 1.0, *St_, theDiag);
sym_mat_times_diag_times_mattrans_local(0.0, StDS, 1.0, *St_, theDiag);
#ifdef HIOP_USE_MPI
memcpy(buff1_lxlx3_+2*l*l, DpYtDhInvY.local_data(), buffsize);
#else
Expand Down Expand Up @@ -569,11 +569,10 @@ void hiopHessianLowRank::solve(const hiopVector& rhsx, hiopVector& x)
* W is kxk, S,Y are nxl, DhInv,B0 are n, V is 2lx2l
* X is kxn
*/
void hiopHessianLowRank::
symMatTimesInverseTimesMatTrans(double beta,
hiopMatrixDense& W,
double alpha,
const hiopMatrixDense& X)
void hiopHessianLowRank::sym_mat_times_inverse_times_mattrans(double beta,
hiopMatrixDense& W,
double alpha,
const hiopMatrixDense& X)
{
if(matrix_changed_) {
updateInternalBFGSRepresentation();
Expand All @@ -585,28 +584,28 @@ symMatTimesInverseTimesMatTrans(double beta,
assert(X.n()==n);

#ifdef HIOP_DEEPCHECKS
nlp_->log->write("symMatTimesInverseTimesMatTrans: X is: ", X, hovMatrices);
nlp_->log->write("sym_mat_times_inverse_times_mattrans: X is: ", X, hovMatrices);
#endif

//1. compute W=beta*W + alpha*X*DhInv*X'
#ifdef HIOP_USE_MPI
if(0==nlp_->get_rank()) {
symmMatTimesDiagTimesMatTrans_local(beta,W,alpha,X,*DhInv_);
sym_mat_times_diag_times_mattrans_local(beta,W,alpha,X,*DhInv_);
} else {
symmMatTimesDiagTimesMatTrans_local(0.0, W,alpha,X,*DhInv_);
sym_mat_times_diag_times_mattrans_local(0.0, W,alpha,X,*DhInv_);
}
//W will be MPI_All_reduced later
#else
symmMatTimesDiagTimesMatTrans_local(beta,W,alpha,X,*DhInv_);
sym_mat_times_diag_times_mattrans_local(beta,W,alpha,X,*DhInv_);
#endif
//2. compute S1=X*DhInv*B0*S and Y1=X*DhInv*Y
auto& S1 = new_S1(X, *St_);
auto& Y1 = new_Y1(X, *Yt_); //both are kxl
hiopVector& B0DhInv = new_n_vec1(n);
B0DhInv.copyFrom(*DhInv_);
B0DhInv.scale(sigma_);
matTimesDiagTimesMatTrans_local(S1, X, B0DhInv, *St_);
matTimesDiagTimesMatTrans_local(Y1, X, *DhInv_, *Yt_);
mat_times_diag_times_mattrans_local(S1, X, B0DhInv, *St_);
mat_times_diag_times_mattrans_local(Y1, X, *DhInv_, *Yt_);

//3. reduce W, S1, and Y1 (dimensions: kxk, kxl, kxl)
hiopMatrixDense& S2Y2 = new_kx2l_mat1(k,l); //Initialy S2Y2 = [Y1 S1]
Expand All @@ -625,7 +624,7 @@ symMatTimesInverseTimesMatTrans(double beta,
Y1.copyFromMatrixBlock(S2Y2, 0,l);
#endif
#ifdef HIOP_DEEPCHECKS
nlp_->log->write("symMatTimesInverseTimesMatTrans: W first term is: ", W, hovMatrices);
nlp_->log->write("sym_mat_times_inverse_times_mattrans: W first term is: ", W, hovMatrices);
#endif
//4. [S2] = V \ [S1^T]
// [Y2] [Y1^T]
Expand All @@ -646,16 +645,14 @@ symMatTimesInverseTimesMatTrans(double beta,
Y2.copyFromMatrixBlock(S2Y2, 0, l);
Y1.timesMatTrans_local(1.0, W, alpha, Y2);

//nlp_->log->write("symMatTimesInverseTimesMatTrans: Y1 is : ", Y1, hovMatrices);
//nlp_->log->write("symMatTimesInverseTimesMatTrans: Y2 is : ", Y2, hovMatrices);
//nlp_->log->write("symMatTimesInverseTimesMatTrans: W is : ", W, hovMatrices);
//nlp_->log->write("sym_mat_times_inverse_times_mattrans: Y1 is : ", Y1, hovMatrices);
//nlp_->log->write("sym_mat_times_inverse_times_mattrans: Y2 is : ", Y2, hovMatrices);
//nlp_->log->write("sym_mat_times_inverse_times_mattrans: W is : ", W, hovMatrices);
#ifdef HIOP_DEEPCHECKS
nlp_->log->write("symMatTimesInverseTimesMatTrans: final matrix is : ", W, hovMatrices);
nlp_->log->write("sym_mat_times_inverse_times_mattrans: final matrix is : ", W, hovMatrices);
#endif

}


void hiopHessianLowRank::factorizeV()
{
int N = V_->n();
Expand Down Expand Up @@ -1032,16 +1029,16 @@ hiopMatrixDense& hiopHessianLowRank::new_Y1(const hiopMatrixDense& X, const hiop
}
#ifdef HIOP_DEEPCHECKS

void hiopHessianLowRank::timesVec_noLogBarrierTerm(double beta, hiopVector& y, double alpha, const hiopVector&x)
void hiopHessianLowRank::times_vec_no_logbar_term(double beta, hiopVector& y, double alpha, const hiopVector&x)
{
this->timesVecCmn(beta, y, alpha, x, false);
this->times_vec_common(beta, y, alpha, x, false);
}

#endif //HIOP_DEEPCHECKS


void hiopHessianLowRank::
timesVecCmn(double beta, hiopVector& y, double alpha, const hiopVector& x, bool addLogTerm) const
times_vec_common(double beta, hiopVector& y, double alpha, const hiopVector& x, bool addLogTerm) const
{
size_type n=St_->n();
assert(l_curr_==St_->m());
Expand All @@ -1053,7 +1050,7 @@ timesVecCmn(double beta, hiopVector& y, double alpha, const hiopVector& x, bool

bool print=false;
if(print) {
nlp_->log->printf(hovMatrices, "---hiopHessianLowRank::timesVec \n");
nlp_->log->printf(hovMatrices, "---hiopHessianLowRank::times_vec \n");
nlp_->log->write("S=", *St_, hovMatrices);
nlp_->log->write("Y=", *Yt_, hovMatrices);
nlp_->log->write("DhInv=", *DhInv_, hovMatrices);
Expand Down Expand Up @@ -1130,14 +1127,14 @@ timesVecCmn(double beta, hiopVector& y, double alpha, const hiopVector& x, bool

}

void hiopHessianLowRank::timesVec(double beta, hiopVector& y, double alpha, const hiopVector&x)
void hiopHessianLowRank::times_vec(double beta, hiopVector& y, double alpha, const hiopVector&x)
{
this->timesVecCmn(beta, y, alpha, x);
this->times_vec_common(beta, y, alpha, x);
}

void hiopHessianLowRank::timesVec(double beta, hiopVector& y, double alpha, const hiopVector&x) const
{
this->timesVecCmn(beta, y, alpha, x);
this->times_vec_common(beta, y, alpha, x);
}

/**************************************************************************
Expand All @@ -1148,10 +1145,11 @@ void hiopHessianLowRank::timesVec(double beta, hiopVector& y, double alpha, cons
* W is kxk local, X is kxn distributed and Diag is n, distributed
* The ops are perform locally. The reduce is done separately/externally to decrease comm
*/
void hiopHessianLowRank::
symmMatTimesDiagTimesMatTrans_local(double beta, hiopMatrixDense& W,
double alpha, const hiopMatrixDense& X,
const hiopVector& d)
void hiopHessianLowRank::sym_mat_times_diag_times_mattrans_local(double beta,
hiopMatrixDense& W,
double alpha,
const hiopMatrixDense& X,
const hiopVector& d)
{
size_type k=W.m();
size_type n_local=X.get_local_size_n();
Expand Down Expand Up @@ -1188,8 +1186,10 @@ symmMatTimesDiagTimesMatTrans_local(double beta, hiopMatrixDense& W,
}

/* W=S*D*X^T, where S is lxn, D is diag nxn, and X is kxn */
void hiopHessianLowRank::
matTimesDiagTimesMatTrans_local(hiopMatrixDense& W, const hiopMatrixDense& S, const hiopVector& d, const hiopMatrixDense& X)
void hiopHessianLowRank::mat_times_diag_times_mattrans_local(hiopMatrixDense& W,
const hiopMatrixDense& S,
const hiopVector& d,
const hiopMatrixDense& X)
{
#ifdef HIOP_DEEPCHECKS
assert(S.n()==d.get_size());
Expand Down
30 changes: 15 additions & 15 deletions src/Optimization/hiopHessianLowRank.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -109,21 +109,21 @@ class hiopHessianLowRank : public hiopMatrix
/* W = beta*W + alpha*X*inverse(this)*X^T (a more efficient version of solve)
* This is performed as W = beta*W + alpha*X*(this\X^T)
*/
virtual void symMatTimesInverseTimesMatTrans(double beta, hiopMatrixDense& W, double alpha, const hiopMatrixDense& X);
virtual void sym_mat_times_inverse_times_mattrans(double beta, hiopMatrixDense& W, double alpha, const hiopMatrixDense& X);
#ifdef HIOP_DEEPCHECKS
/* same as above but without the Dx term in H */
virtual void timesVec_noLogBarrierTerm(double beta, hiopVector& y, double alpha, const hiopVector&x);
virtual void times_vec_no_logbar_term(double beta, hiopVector& y, double alpha, const hiopVector&x);
virtual void print(FILE* f, hiopOutVerbosity v, const char* msg) const;
#endif

/* computes the product of the Hessian with a vector: y=beta*y+alpha*H*x.
/* Computes the product of the Hessian with a vector: y=beta*y+alpha*H*x.
* The function is supposed to use the underlying ***recursive*** definition of the
* quasi-Newton Hessian and is used for checking/testing/error calculation.
*/
virtual void timesVec(double beta, hiopVector& y, double alpha, const hiopVector&x);
virtual void times_vec(double beta, hiopVector& y, double alpha, const hiopVector&x);

/* code shared by the above two methods*/
virtual void timesVecCmn(double beta, hiopVector& y, double alpha, const hiopVector&x, bool addLogBarTerm = false) const;
virtual void times_vec_common(double beta, hiopVector& y, double alpha, const hiopVector&x, bool add_logbar = false) const;

protected:
friend class hiopAlgFilterIPMQuasiNewton;
Expand All @@ -148,7 +148,7 @@ class hiopHessianLowRank : public hiopMatrix
private:
// Vector for (B0+Dk)^{-1}
hiopVector* DhInv_;
// Dx_ is needed in timesVec (for residual checking in solveCompressed). Can be recomputed from DhInv, but I decided to
// Dx_ is needed in times_vec (for residual checking in solveCompressed). Can be recomputed from DhInv, but I decided to
//store it instead to avoid round-off errors
hiopVector* Dx_;

Expand Down Expand Up @@ -263,16 +263,16 @@ class hiopHessianLowRank : public hiopMatrix
void alloc_for_limited_mem(const size_type& mem_length);

/* symmetric multiplication W = beta*W + alpha*X*Diag*X^T */
static void symmMatTimesDiagTimesMatTrans_local(double beta,
hiopMatrixDense& W_,
double alpha,
const hiopMatrixDense& X_,
const hiopVector& d);
static void sym_mat_times_diag_times_mattrans_local(double beta,
hiopMatrixDense& W_,
double alpha,
const hiopMatrixDense& X_,
const hiopVector& d);
/* W=S*Diag*X^T */
static void matTimesDiagTimesMatTrans_local(hiopMatrixDense& W,
const hiopMatrixDense& S,
const hiopVector& d,
const hiopMatrixDense& X);
static void mat_times_diag_times_mattrans_local(hiopMatrixDense& W,
const hiopMatrixDense& S,
const hiopVector& d,
const hiopMatrixDense& X);
/* members and utilities related to V matrix: factorization and solve */
hiopVector* V_work_vec_;
int V_ipiv_size_;
Expand Down

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