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Implement VectorArrayOperator.apply_inverse #885

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merged 3 commits into from Mar 2, 2020

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sdrave
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@sdrave sdrave commented Feb 26, 2020

This PR implements VectorArrayOperator.apply_inverse via a QR decomposition of the corresponding VectorArray (using gram_schmidt).

In particular this is relevant for nonlinear least-squares ROMs without hyperreduction, in which case the projected Jacobians are VectorArrayOperators and apply_inverse is called with least_squares=True.

@sdrave sdrave added pr:new-feature algorithms labels Feb 26, 2020
@sdrave sdrave added this to the 2020.1 milestone Feb 26, 2020
@sdrave sdrave requested a review from pmli Feb 26, 2020
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@sdrave sdrave commented Feb 27, 2020

@renefritze, seems like a (new?) CI issue ...

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@renefritze renefritze commented Feb 27, 2020

@renefritze, seems like a (new?) CI issue ...

You need to rebase on master

@sdrave sdrave force-pushed the vectorarrayoperator_apply_inverse branch from 32fa583 to dd27957 Compare Feb 27, 2020
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@codecov codecov bot commented Feb 27, 2020

Codecov Report

Merging #885 into master will increase coverage by 0.02%.
The diff coverage is n/a.

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@pmli pmli left a comment

Looks good to me. Are there tests for least-squares solvers?

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@sdrave sdrave commented Mar 2, 2020

@pmli, good point. I thought we had a test, but it is only for least_squares=False. Any idea, what a good test would be?

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@pmli pmli commented Mar 2, 2020

Maybe just a couple of small, well-conditioned, randomly generated examples, one overdetermined and one underdetermined? Just to see that it works when it should.

@sdrave sdrave requested a review from pmli Mar 2, 2020
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pmli approved these changes Mar 2, 2020
@sdrave sdrave merged commit 7b48269 into master Mar 2, 2020
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@pmli pmli deleted the vectorarrayoperator_apply_inverse branch Apr 2, 2020
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3 participants