forked from LLNL/libROM
-
Notifications
You must be signed in to change notification settings - Fork 0
/
IncrementalSVDSampler.C
222 lines (196 loc) · 6.34 KB
/
IncrementalSVDSampler.C
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
/******************************************************************************
*
* Copyright (c) 2013-2016, Lawrence Livermore National Security, LLC.
* Produced at the Lawrence Livermore National Laboratory
* Written by William Arrighi [email protected]
* CODE-686965
* All rights reserved.
*
* This file is part of libROM.
* For details, see https://computation.llnl.gov/librom
* Please also read README_BSD_NOTICE.
*
* Redistribution and use in source and binary forms, with or without
* modifications, are permitted provided that the following conditions are met:
*
* o Redistributions of source code must retain the above copyright notice,
* this list of conditions and the disclaimer below.
* o Redistribution in binary form must reproduce the above copyright
* notice, this list of conditions and the disclaimer (as noted below) in
* the documentation and/or other materials provided with the
* distribution.
* o Neither the name of the LLNS/LLNL nor the names of its contributors may
* be used to endorse or promote products derived from this software
* without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
* AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
* ARE DISCLAIMED. IN NO EVENT SHALL LAWRENCE LIVERMORE NATIONAL SECURITY,
* LLC, THE U.S. DEPARTMENT OF ENERGY OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT,
* INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
* LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF
* THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OR SUCH DAMAGE.
*
*****************************************************************************/
// Description: The class that determines the next time at which a sample
// should be taken for basis generation using an incremental SVD
// approach.
#include "IncrementalSVDSampler.h"
#include "IncrementalSVDStandard.h"
#include "IncrementalSVDFastUpdate.h"
#include "mpi.h"
#include <cmath>
namespace CAROM {
IncrementalSVDSampler::IncrementalSVDSampler(
int dim,
double linearity_tol,
bool skip_linearly_dependent,
bool fast_update,
double initial_dt,
int samples_per_time_interval,
double sampling_tol,
double max_time_between_samples,
double min_sampling_time_step_scale,
double sampling_time_step_scale,
double max_sampling_time_step_scale,
bool debug_algorithm) :
d_tol(sampling_tol),
d_max_time_between_samples(max_time_between_samples),
d_min_sampling_time_step_scale(min_sampling_time_step_scale),
d_sampling_time_step_scale(sampling_time_step_scale),
d_max_sampling_time_step_scale(max_sampling_time_step_scale),
d_dt(initial_dt),
d_next_sample_time(0.0)
{
CAROM_ASSERT(dim > 0);
CAROM_ASSERT(linearity_tol > 0.0);
CAROM_ASSERT(initial_dt > 0.0);
CAROM_ASSERT(samples_per_time_interval > 0);
CAROM_ASSERT(sampling_tol > 0.0);
CAROM_ASSERT(max_time_between_samples > 0.0);
CAROM_ASSERT(min_sampling_time_step_scale > 0.0);
CAROM_ASSERT(sampling_time_step_scale > 0.0);
CAROM_ASSERT(max_sampling_time_step_scale > 0.0);
CAROM_ASSERT(min_sampling_time_step_scale < max_sampling_time_step_scale);
if (fast_update) {
d_svd.reset(
new IncrementalSVDFastUpdate(dim,
linearity_tol,
skip_linearly_dependent,
samples_per_time_interval,
debug_algorithm));
}
else {
d_svd.reset(
new IncrementalSVDStandard(dim,
linearity_tol,
skip_linearly_dependent,
samples_per_time_interval,
debug_algorithm));
}
}
IncrementalSVDSampler::~IncrementalSVDSampler()
{
}
bool
IncrementalSVDSampler::isNextSample(
double time)
{
return time >= d_next_sample_time;
}
double
IncrementalSVDSampler::computeNextSampleTime(
double* u_in,
double* rhs_in,
double time)
{
CAROM_ASSERT(u_in != 0);
CAROM_ASSERT(rhs_in != 0);
CAROM_ASSERT(time >= 0.0);
// Check that u_in is not non-zero.
int dim = d_svd->getDim();
Vector u_vec(u_in, dim, true);
if (u_vec.norm() == 0.0) {
return d_next_sample_time;
}
// Get some preliminary info.
int mpi_init;
int num_procs;
MPI_Initialized(&mpi_init);
if (mpi_init) {
MPI_Comm_size(MPI_COMM_WORLD, &num_procs);
}
else {
num_procs = 1;
}
// Get the current basis vectors.
const Matrix* basis = getBasis();
// Compute l = basis' * u
Vector* l = basis->transposeMult(u_vec);
// basisl = basis * l
Vector* basisl = basis->mult(l);
// Compute u - basisl.
Vector* eta = u_vec.minus(basisl);
delete l;
delete basisl;
// Compute l = basis' * rhs
Vector rhs_vec(rhs_in, dim, true);
l = basis->transposeMult(rhs_vec);
// basisl = basis * l
basisl = basis->mult(l);
// Compute rhs - basisl.
Vector* eta_dot = rhs_vec.minus(basisl);
delete l;
delete basisl;
// Compute the l-inf norm of eta + d_dt*eta_dot.
double global_norm;
double local_norm = 0.0;
for (int i = 0; i < dim; ++i) {
double val = fabs(eta->item(i) + d_dt*eta_dot->item(i));
if (val > local_norm) {
local_norm = val;
}
}
if (num_procs == 1) {
global_norm = local_norm;
}
else {
MPI_Allreduce(&local_norm,
&global_norm,
1,
MPI_DOUBLE,
MPI_MAX,
MPI_COMM_WORLD);
}
// Compute dt from this norm.
double tmp = d_sampling_time_step_scale*sqrt(d_tol/global_norm);
if (tmp < d_min_sampling_time_step_scale) {
d_dt *= d_min_sampling_time_step_scale;
}
else if (tmp > d_max_sampling_time_step_scale) {
d_dt *= d_max_sampling_time_step_scale;
}
else {
d_dt *= tmp;
}
if (d_dt < 0) {
d_dt = 0.0;
}
else if (d_dt > d_max_time_between_samples) {
d_dt = d_max_time_between_samples;
}
// Return next sample time.
d_next_sample_time = time + d_dt;
return d_next_sample_time;
}
void
IncrementalSVDSampler::resetDt(
double new_dt)
{
d_dt = new_dt;
}
}