MatCreateLMVMBFGS — PETSc 3.25.1 documentation

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# MatCreateLMVMBFGS

Creates a limited-memory Broyden-Fletcher-Goldfarb-Shano (BFGS) matrix used for approximating Jacobians. L-BFGS is symmetric positive-definite by construction, and is commonly used to approximate Hessians in optimization problems.

## Synopsis

    #include "petscksp.h"
    PetscErrorCode MatCreateLMVMBFGS(MPI_Comm comm, PetscInt n, PetscInt N, Mat *B)

To use the L-BFGS matrix with other vector types, the matrix must be created using `MatCreate()` and `MatSetType()`, followed by `MatLMVMAllocate()`. This ensures that the internal storage and work vectors are duplicated from the correct type of vector.

Collective

## Input Parameters

- comm - MPI communicator

- n - number of local rows for storage vectors

- N - global size of the storage vectors

## Output Parameter

- B - the matrix

## Options Database Keys

- -mat_lmvm_scale_type - (developer) type of scaling applied to J0 (none, scalar, diagonal)

- -mat_lmvm_theta - (developer) convex ratio between BFGS and DFP components of the diagonal J0 scaling

- -mat_lmvm_rho - (developer) update limiter for the J0 scaling

- -mat_lmvm_alpha - (developer) coefficient factor for the quadratic subproblem in J0 scaling

- -mat_lmvm_beta - (developer) exponential factor for the diagonal J0 scaling

- -mat_lmvm_sigma_hist - (developer) number of past updates to use in J0 scaling

## Note

It is recommended that one use the `MatCreate()`, `MatSetType()` and/or `MatSetFromOptions()` paradigm instead of this routine directly.

## See Also

KSP: Linear System Solvers, `MatCreate()`, `MATLMVM`, `MATLMVMBFGS`, `MatCreateLMVMDFP()`, `MatCreateLMVMSR1()`, `MatCreateLMVMBroyden()`, `MatCreateLMVMBadBroyden()`, `MatCreateLMVMSymBroyden()`

## Level

intermediate

## Location

src/ksp/ksp/utils/lmvm/bfgs/bfgs.c

Index of all KSP routines
Table of Contents for all manual pages
Index of all manual pages