DBMatOffline specialization that uses a cholesky factorization on a dense matrix. More...

#include <DBMatOfflineChol.hpp>

Inheritance diagram for sgpp::datadriven::DBMatOfflineChol:

Public Member Functions
virtual void	choleskyModification (Grid &grid, datadriven::DensityEstimationConfiguration &densityEstimationConfig, size_t newPoints, std::vector< size_t > &deletedPoints, double lambda)
	Updates offline cholesky factorization based on coarsed (deletedPoints) and refined (newPoints) gridPoints.

DBMatOffline *	clone () const override
	Interface for the clone idiom.

void	compute_inverse () override

void	compute_inverse_parallel (std::shared_ptr< BlacsProcessGrid > processGrid, const ParallelConfiguration &parallelConfig) override
	parallel/distributed version of compute_inverse()

	DBMatOfflineChol ()

	DBMatOfflineChol (const std::string &fileName)

void	decomposeMatrix (const RegularizationConfiguration &regularizationConfig, const DensityEstimationConfiguration &densityEstimationConfig) override
	Decomposes the matrix according to the chosen decomposition type.

void	decomposeMatrixParallel (RegularizationConfiguration &regularizationConfig, DensityEstimationConfiguration &densityEstimationConfig, std::shared_ptr< BlacsProcessGrid > processGrid, const ParallelConfiguration &parallelConfig) override
	The parallel/distributed version of decomposeMatrix(...)

sgpp::datadriven::MatrixDecompositionType	getDecompositionType () override
	Returns the decomposition type of the DBMatOffline object.

const DataMatrix &	getUnmodifiedR () override
	Get the unmodified (without added lambda) system matrix R.

const DataMatrixDistributed &	getUnmodifiedRDistributed (std::shared_ptr< BlacsProcessGrid > processGrid, const ParallelConfiguration &parallelConfig) override
	Get the unmodified (without added lambda) system matrix R.

bool	isRefineable () override
	Only Offline objects based on Cholesky decomposition, or orthogonal adaptivity can be refined.

void	updateRegularization (double lambda) override
	Modifies the decomposition to update the regularization parameter lambda.

void	updateRegularizationParallel (double lambda, std::shared_ptr< BlacsProcessGrid > processGrid, const ParallelConfiguration &parallelConfig) override
	Modifies the parallel decomposition to update the regularization parameter lambda.

Public Member Functions inherited from sgpp::datadriven::DBMatOfflineGE
void	buildMatrix (Grid *grid, const RegularizationConfiguration &regularizationConfig) override
	Builds the right hand side matrix with identity regularization term.

	DBMatOfflineGE (const std::string &fileName)

Public Member Functions inherited from sgpp::datadriven::DBMatOffline
void	compute_L2_refine_vectors (DataMatrix mat_refine, Grid grid, size_t newPoints)
	computes vectors of L2 products of grid points for refinement

	DBMatOffline (const DBMatOffline &rhs)
	Copy Constructor.

	DBMatOffline (const std::string &fileName)
	Constructor Create offline object from serialized offline object.

	DBMatOffline (DBMatOffline &&rhs)=default
	Default move constructor.

DataMatrixDistributed &	getDecomposedInverseDistributed ()
	Get a reference to the distributed decomposed matrix, analogously to getDecomposedMatrixDistributed()

DataMatrix &	getDecomposedMatrix ()
	Get a reference to the decomposed matrix.

DataMatrixDistributed &	getDecomposedMatrixDistributed ()
	Get a reference to the distributed decomposed matrix.

virtual size_t	getGridSize ()
	Returns the dimensionality of the quadratic lhs matrix (i.e.

DataMatrix &	getInverseMatrix ()
	Get a reference to the inverse matrix.

DataMatrix &	getLhsMatrix_ONLY_FOR_TESTING ()
	Allows access to lhs matrix, which is meant ONLY FOR TESTING.

DBMatOffline &	operator= (const DBMatOffline &rhs)
	Default copy assign operator.

DBMatOffline &	operator= (DBMatOffline &&rhs)=default
	Default move assign operator.

void	printMatrix ()
	Prints the matrix onto standard output.

virtual void	store (const std::string &fileName)
	Serialize the DBMatOffline Object.

virtual void	syncDistributedDecomposition (std::shared_ptr< BlacsProcessGrid > processGrid, const ParallelConfiguration &parallelConfig)
	Synchronizes the decomposed matrix.

virtual void	syncDistributedInverse (std::shared_ptr< BlacsProcessGrid > processGrid, const ParallelConfiguration &parallelConfig)
	Synchronizes the inverse matrix.

virtual	~DBMatOffline ()=default
	Default virtual destructor.

Protected Member Functions
void	choleskyAddPoint (DataVector &newCol, size_t size)
	Updates the cholesky factor when a new grid point is added (e.g.

void	choleskyPermutation (size_t k, size_t l, size_t job)
	Permutes the rows of the cholesky factor based on permutations of the system matrix (e.g.

Protected Member Functions inherited from sgpp::datadriven::DBMatOfflineGE
	DBMatOfflineGE ()

Protected Member Functions inherited from sgpp::datadriven::DBMatOffline
	DBMatOffline ()

void	parseInter (const std::string &fileName, std::set< std::set< size_t > > &interactions) const
	Read the Interactionsterms from a serialized DBMatOfflibe object.

Additional Inherited Members
Public Attributes inherited from sgpp::datadriven::DBMatOffline
std::set< std::set< size_t > >	interactions

Protected Attributes inherited from sgpp::datadriven::DBMatOffline
bool	isConstructed

bool	isDecomposed

DataMatrixDistributed	lhsDistributed

DataMatrixDistributed	lhsDistributedInverse

DataMatrix	lhsInverse

DataMatrix	lhsMatrix

Detailed Description

DBMatOffline specialization that uses a cholesky factorization on a dense matrix.

The resulting factorization can be updated when the grid changes.

Constructor & Destructor Documentation

◆ DBMatOfflineChol() [1/2]

sgpp::datadriven::DBMatOfflineChol::DBMatOfflineChol ( )

◆ DBMatOfflineChol() [2/2]

sgpp::datadriven::DBMatOfflineChol::DBMatOfflineChol ( const std::string & fileName )

explicit

Member Function Documentation

◆ choleskyAddPoint()

void sgpp::datadriven::DBMatOfflineChol::choleskyAddPoint	(	DataVector &	newCol,
		size_t	size
	)

protected

Updates the cholesky factor when a new grid point is added (e.g.

refine)

Parameters

newCol	DataVector with column to add to the system matrix
size	columns/rows of current Cholesky factor, necessary since the allocated memory is increased before the Cholesky factor is modified

References sgpp::base::DataMatrix::getNrows(), sgpp::base::DataMatrix::getPointer(), sgpp::base::DataVector::getPointer(), sgpp::base::DataVector::getSize(), sgpp::datadriven::DBMatOffline::isDecomposed, sgpp::datadriven::DBMatOffline::lhsMatrix, m, sgpp::base::DataVector::resizeZero(), sgpp::base::DataVector::set(), sgpp::base::DataMatrix::setColumn(), and sgpp::base::DataMatrix::setRow().

Referenced by choleskyModification().

◆ choleskyModification()

void sgpp::datadriven::DBMatOfflineChol::choleskyModification	(	Grid &	grid,
		datadriven::DensityEstimationConfiguration &	densityEstimationConfig,
		size_t	newPoints,
		std::vector< size_t > &	deletedPoints,
		double	lambda
	)

virtual

Updates offline cholesky factorization based on coarsed (deletedPoints) and refined (newPoints) gridPoints.

Parameters

grid	the underlying grid
densityEstimationConfig	configuration for the density estimation
newPoints	amount of refined points
deletedPoints	list of indices of last coarsed points
lambda	the regularization parameter

Reimplemented in sgpp::datadriven::DBMatOfflineDenseIChol.

◆ choleskyPermutation()

void sgpp::datadriven::DBMatOfflineChol::choleskyPermutation	(	size_t	k,
		size_t	l,
		size_t	job
	)

protected

Permutes the rows of the cholesky factor based on permutations of the system matrix (e.g.

coarsening)

Parameters

k	"left" column to permutate
l	"right" column to permutate
job	= 2 => left circular shift 1,...,k-1,k,k+1, ..., l-1,l,l+1, ..,size => 1,...,k-1,k+1, ..., l-1,l,k,l+1,..., size job = 1 => right circular shift 1,...,k-1,k,k+1, ..., l-1,l,l+1,...size => 1,...,k-1,l,k,k+1, ..., l-1,l+1,...size

References sgpp::base::DataMatrix::getNrows(), sgpp::base::DataMatrix::getPointer(), sgpp::datadriven::DBMatOffline::isDecomposed, sgpp::datadriven::DBMatOffline::lhsMatrix, and m.

Referenced by choleskyModification().

◆ clone()

DBMatOffline * sgpp::datadriven::DBMatOfflineChol::clone ( ) const

overridevirtual

Interface for the clone idiom.

Returns: a copy of this very object as a pointer to a new DBMatOffline object which is owned by the caller.

Implements sgpp::datadriven::DBMatOffline.

Reimplemented in sgpp::datadriven::DBMatOfflineDenseIChol.

◆ compute_inverse()

void sgpp::datadriven::DBMatOfflineChol::compute_inverse ( )

overridevirtual

Reimplemented from sgpp::datadriven::DBMatOffline.

References sgpp::base::DataMatrix::copyFrom(), sgpp::base::DataMatrix::getNcols(), sgpp::base::DataMatrix::getNrows(), sgpp::base::DataMatrix::getPointer(), sgpp::datadriven::DBMatOffline::isDecomposed, sgpp::datadriven::DBMatOffline::lhsInverse, sgpp::datadriven::DBMatOffline::lhsMatrix, and m.

◆ compute_inverse_parallel()

void sgpp::datadriven::DBMatOfflineChol::compute_inverse_parallel	(	std::shared_ptr< BlacsProcessGrid >	processGrid,
		const ParallelConfiguration &	parallelConfig
	)

overridevirtual

parallel/distributed version of compute_inverse()

Parameters

processGrid	process grid to distribute the matrix on
parallelConfig

Reimplemented from sgpp::datadriven::DBMatOffline.

◆ decomposeMatrix()

void sgpp::datadriven::DBMatOfflineChol::decomposeMatrix	(	const RegularizationConfiguration &	regularizationConfig,
		const DensityEstimationConfiguration &	densityEstimationConfig
	)

overridevirtual

Decomposes the matrix according to the chosen decomposition type.

The number of rows of the stored result depends on the decomposition type.

Parameters

regularizationConfig	the regularization configuration
densityEstimationConfig	the density estimation configuration

Implements sgpp::datadriven::DBMatOffline.

Reimplemented in sgpp::datadriven::DBMatOfflineDenseIChol.

References sgpp::base::DataMatrix::getNrows(), sgpp::base::DataMatrix::getPointer(), sgpp::datadriven::DBMatOffline::isConstructed, sgpp::datadriven::DBMatOffline::isDecomposed, sgpp::datadriven::DBMatOffline::lhsMatrix, m, and sgpp::base::DataMatrix::set().

◆ decomposeMatrixParallel()

void sgpp::datadriven::DBMatOfflineChol::decomposeMatrixParallel	(	RegularizationConfiguration &	regularizationConfig,
		DensityEstimationConfiguration &	densityEstimationConfig,
		std::shared_ptr< BlacsProcessGrid >	processGrid,
		const ParallelConfiguration &	parallelConfig
	)

overridevirtual

The parallel/distributed version of decomposeMatrix(...)

Parameters

regularizationConfig	the regularization configuration
densityEstimationConfig	the density estimation configuration
processGrid	process grid to distribute the matrix on
parallelConfig

Reimplemented from sgpp::datadriven::DBMatOffline.

References sgpp::datadriven::ParallelConfiguration::columnBlockSize_, sgpp::datadriven::DataMatrixDistributed::fromSharedData(), sgpp::datadriven::DataMatrixDistributed::getLocalPointer(), sgpp::base::DataMatrix::getNrows(), sgpp::base::DataMatrix::getPointer(), sgpp::datadriven::DBMatOffline::isConstructed, sgpp::datadriven::DBMatOffline::isDecomposed, sgpp::datadriven::DBMatOffline::lhsDistributed, sgpp::datadriven::DBMatOffline::lhsMatrix, sgpp::datadriven::ParallelConfiguration::rowBlockSize_, sgpp::datadriven::DataMatrixDistributed::toLocalDataMatrixBroadcast(), and sgpp::datadriven::DataMatrixDistributed::transpose().

◆ getDecompositionType()

sgpp::datadriven::MatrixDecompositionType sgpp::datadriven::DBMatOfflineChol::getDecompositionType ( )

overridevirtual

Returns the decomposition type of the DBMatOffline object.

Returns: the type of matrix decomposition

Implements sgpp::datadriven::DBMatOffline.

Reimplemented in sgpp::datadriven::DBMatOfflineDenseIChol.

References sgpp::datadriven::Chol.

◆ getUnmodifiedR()

const DataMatrix & sgpp::datadriven::DBMatOfflineChol::getUnmodifiedR ( )

inlineoverridevirtual

Get the unmodified (without added lambda) system matrix R.

Returns: Matrix R

Implements sgpp::datadriven::DBMatOffline.

◆ getUnmodifiedRDistributed()

const DataMatrixDistributed & sgpp::datadriven::DBMatOfflineChol::getUnmodifiedRDistributed	(	std::shared_ptr< BlacsProcessGrid >	processGrid,
		const ParallelConfiguration &	parallelConfig
	)

inlineoverridevirtual

Get the unmodified (without added lambda) system matrix R.

Returns: Matrix R

Implements sgpp::datadriven::DBMatOffline.

◆ isRefineable()

bool sgpp::datadriven::DBMatOfflineChol::isRefineable ( )

overridevirtual

Only Offline objects based on Cholesky decomposition, or orthogonal adaptivity can be refined.

Returns: true if object can be refined, else false;

Implements sgpp::datadriven::DBMatOffline.

◆ updateRegularization()

void sgpp::datadriven::DBMatOfflineChol::updateRegularization ( double lambda )

inlineoverridevirtual

Modifies the decomposition to update the regularization parameter lambda.

Parameters

lambda New lambda value

Implements sgpp::datadriven::DBMatOffline.

◆ updateRegularizationParallel()

void sgpp::datadriven::DBMatOfflineChol::updateRegularizationParallel	(	double	lambda,
		std::shared_ptr< BlacsProcessGrid >	processGrid,
		const ParallelConfiguration &	parallelConfig
	)

inlineoverridevirtual

Modifies the parallel decomposition to update the regularization parameter lambda.

Parameters

lambda	New lambda value
processGrid	ScaLAPACK process grid
parallelConfig	Configuration for ScaLAPACK

Implements sgpp::datadriven::DBMatOffline.

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

datadriven/src/sgpp/datadriven/algorithm/DBMatOfflineChol.hpp
datadriven/src/sgpp/datadriven/algorithm/DBMatOfflineChol.cpp

Public Member Functions

Protected Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ DBMatOfflineChol() [1/2]

◆ DBMatOfflineChol() [2/2]

Member Function Documentation

◆ choleskyAddPoint()

◆ choleskyModification()

◆ choleskyPermutation()

◆ clone()

◆ compute_inverse()

◆ compute_inverse_parallel()

◆ decomposeMatrix()

◆ decomposeMatrixParallel()

◆ getDecompositionType()

◆ getUnmodifiedR()

◆ getUnmodifiedRDistributed()

◆ isRefineable()

◆ updateRegularization()

◆ updateRegularizationParallel()