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Rank-adaptive Projector-Splitting Integrator for Dynamic Low-Rank Approximation of Lyapunov and Riccati equations #8

Merged
merged 101 commits into from
Jun 24, 2024
Merged

Rank-adaptive Projector-Splitting Integrator for Dynamic Low-Rank Approximation of Lyapunov and Riccati equations #8

merged 101 commits into from
Jun 24, 2024

Commits on Apr 5, 2024

  1. Updated to fit new LTI type definition

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Commits on Apr 22, 2024

  1. Created GL testcase for Lyapunov equations

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Commits on Apr 23, 2024

  1. Minor change in API, pass A, B, C explicitly, A is in/out

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  2. DLRA working. Adapted to API change in exptA

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  3. Added tests for controlability and observability Gramians.

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Commits on Apr 24, 2024

  1. small fixes

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Commits on Apr 25, 2024

  1. Small change in API and naming.

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  2. added local folder for tests

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  3. Updated to include balanced transformation test

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  4. fixed typo

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Commits on Apr 29, 2024

  1. Moved sqrt and SVD out of the BT function. Bug fixes

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  2. updated example for BT

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Commits on Apr 30, 2024

  1. Wrapped tests into functions and updated structure

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  2. Added Riccati test and kexpm test

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Commits on May 2, 2024

  1. added fortime dep

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  2. made weights equal. n = 128

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  3. fixed bug in Obs. Added timing for kexpm test

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  4. updated main and added verb flag to R solver

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Commits on May 3, 2024

  1. small fix

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Commits on May 17, 2024

  1. Updated initialisation with QR factorisation. Added convergence test.

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  2. Added inhomogeneities to initialisation for Runge-Kutta integration

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  3. Added convergence test

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  4. Routines needed for Runge-Kutta integration of the Lyapunov equation … 

    …for GL
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  5. Cosmetics and exported direct_GL and adjoint_GL needed for RK integra… 

    …tion
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Commits on May 22, 2024

  1. Added residual calculation. Updated RK test

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  2. Corrected actuator/sensor definition. Added integration weights

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  3. added integration weights to inner product

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  4. updated parameters

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Commits on May 23, 2024

  1. fixed typo

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  2. Added CARE residual evaluation

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  3. Added Q and Rinv matrices for Riccati problem

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  4. updated riccati test with residual computation

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  5. updates

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  6. merge Riccati into DLRA

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Commits on May 24, 2024

  1. Switch from local LightKrylov to github:LightKrylov/dev

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  2. Begin upgrade to the new LightKrylov API

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Commits on Jun 4, 2024

  1. Point to local LightKylov install until PRs for utility functions are… 

    … approved
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  2. visual aid for block construct

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  3. add svals function to extract (only) singular values of a matrix

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  4. fixed issue with DLRA integrators in tests

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Commits on Jun 5, 2024

  1. Removed sqrtm and zero_basis that have been migrated to LightKrylov

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  2. small fixed and update examples to new LightKrylov API

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  3. refactoring examples

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Commits on Jun 6, 2024

  1. pruned use list

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Commits on Jun 11, 2024

  1. update test

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  2. added stop to shorten test

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  3. upgraded LyapunovUtils.f90

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  4. upgraded AbstractLTISystems.f90, for now without effective rank

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  5. upgraded RiccatiUtils.f90

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  6. upgraded src/Utils.f90

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  7. upgraded example/DLRA_laplacian2D_lti_lyapunov/laplacian2D_lti_lyapun… 

    …ov_base.f90
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  8. upgraded src/LyapunovSolvers.f90

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  9. upgraded src/RiccatiSolvers.f90

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  10. upgraded src/RiccatiSolvers.f90

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  11. updated GL example

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  12. updated LTI Lyap example

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  13. updated LTI Riccati example

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  14. added effective rank to LR_state and updated LyapSolvers accordingly

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  15. cleanup scratch arrays

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  16. added svdvals

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  17. moved integrator choice into main integrator interface. create rank-a… 

    …daptive stepper
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  18. added first version of rank-adaptive DLRA integrator

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  19. reverted changes in src/Utils.f90, updated examples to new LTI abstra… 

    …ct type
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Commits on Jun 13, 2024

  1. updated to the new version of LightKrylov

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  2. Extensions and refactoring

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  3. Extensions and refactoring

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  4. Extensions and refactoring

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  5. Extensions and refactoring

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  6. added solution reconstruction

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  7. cosmetic changes

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  8. add old changes again

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  9. upgraded RKlib operators to rdp

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  10. fixed bug

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  11. typo

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  12. cosmetic changes

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  13. Merge branch 'DLRA_LightKrylov_dev' of github.com:nekStab/LightROM in… 

    …to DLRA_LightKrylov_dev
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Commits on Jun 17, 2024

  1. fixed typo

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  2. Cleanup

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  3. Major update: added set_initial_rank, compute_splitting_error. Update… 

    …d logging. Fixed and cleaned up rank-adaptive DLRA logic.
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  4. fixed type in initalization of LR state

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  5. fixed typo

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  6. Added test for rank-adaptive DLRA

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  7. Added test for rank-adaptive DLRA

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Commits on Jun 18, 2024

  1. Conformed to new stdlib with svd+svdvals, added options struct for DL… 

    …RA, added init flag to LR state
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  2. add run_tests.sh

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  3. small simplification

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  4. upgraded riccati. But adding dlra_opts leads to weird compilation iss… 

    …ues so Riccati is still using the regular optional argument list
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Commits on Jun 20, 2024

  1. Added routine allowing the efficient direct summation or subtraction … 

    …of different low-rank bases
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  2. Updated testing environment, added unit test for project_onto_common_… 

    …basis
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  3. updated rk_init=2 to avoid stdlib svd bug; moved project_onto_common_… 

    …basis to Utils and updated local error estimator
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  4. updated dlra_opts and exported definitions; added functions for the n… 

    …orm of a low-rank state and convergence check.
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  5. updated to the dlra_opts workflow

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  6. added test for convergence of the rank-adaptive DLRA

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  7. added subroutine to compute increment norm; reset rk_init after stdli… 

    …b update. added convergence check to DLRA integrator
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  8. Updated documentation, renamed functions for clarity.

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Commits on Jun 24, 2024

  1. poit to LightKrylov.git

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  2. update to the new LightKrylov/dev API with get_size

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  3. updated dlaa_opts

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  4. updated chkstep logic and dlra_opts

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  5. typo

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  6. Propagated updates in the TestTypes from LightKrylov to LightROM

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