Ipopt::DenseGenMatrix Class Reference

Class for dense general matrices. More...

#include <IpDenseGenMatrix.hpp>

Inheritance diagram for Ipopt::DenseGenMatrix:

[legend]Collaboration diagram for Ipopt::DenseGenMatrix:


Public Member Functions
SmartPtr< DenseGenMatrix >	MakeNewDenseGenMatrix () const
	Create a new DenseGenMatrix from same MatrixSpace.
Number *	Values ()
	Retrieve the array for storing the matrix elements.
const Number *	Values () const
	Retrieve the array that stores the matrix elements.
void	Copy (const DenseGenMatrix &M)
	Method for copying the content of another matrix into this matrix.
void	FillIdentity (Number factor=1.)
	Set this matrix to be a multiple of the identity matrix .
void	ScaleColumns (const DenseVector &scal_vec)
	Method for scaling the columns of the matrix.
void	AddMatrixProduct (Number alpha, const DenseGenMatrix &A, bool transA, const DenseGenMatrix &B, bool transB, Number beta)
	Method for adding the product of two matrices to this matrix.
void	HighRankUpdateTranspose (Number alpha, const MultiVectorMatrix &V1, const MultiVectorMatrix &V2, Number beta)
	Method for adding a high-rank update to this matrix.
bool	ComputeCholeskyFactor (const DenseSymMatrix &M)
	Method for computing the Cholesky factorization of a positive definite matrix.
bool	ComputeEigenVectors (const DenseSymMatrix &M, DenseVector &Evalues)
	Method for computing an eigenvalue decomposition of the given symmetrix matrix M.
void	CholeskyBackSolveMatrix (bool trans, Number alpha, DenseGenMatrix &B) const
	Method for performing one backsolve with an entire matrix on the right hand side, assuming that the this matrix is square and contains a lower triangular matrix.
void	CholeskySolveVector (DenseVector &b) const
	Method for performing a solve of a linear system for one vector, assuming that this matrix contains the Cholesky factor for the linear system.
void	CholeskySolveMatrix (DenseGenMatrix &B) const
	Method for performing a solve of a linear system for one right-hand-side matrix, assuming that this matrix contains the Cholesky factor for the linear system.
Constructors / Destructors
	DenseGenMatrix (const DenseGenMatrixSpace *owner_space)
	Constructor, taking the owner_space.
	~DenseGenMatrix ()
	Destructor.
Protected Member Functions
Overloaded methods from Matrix base class
virtual void	MultVectorImpl (Number alpha, const Vector &x, Number beta, Vector &y) const
	Matrix-vector multiply.
virtual void	TransMultVectorImpl (Number alpha, const Vector &x, Number beta, Vector &y) const
	Matrix(transpose) vector multiply.
virtual bool	HasValidNumbersImpl () const
	Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
virtual void	PrintImpl (const Journalist &jnlst, EJournalLevel level, EJournalCategory category, const std::string &name, Index indent, const std::string &prefix) const
	Print detailed information about the matrix.
Private Member Functions
Default Compiler Generated Methods
(Hidden to avoid implicit creation/calling). These methods are not implemented and we do not want the compiler to implement them for us, so we declare them private and do not define them. This ensures that they will not be implicitly created/called.
	DenseGenMatrix ()
	Default Constructor.
	DenseGenMatrix (const DenseGenMatrix &)
	Copy Constructor.
void	operator= (const DenseGenMatrix &)
	Overloaded Equals Operator.
Private Attributes
const DenseGenMatrixSpace *	owner_space_
Number *	values_
	Array for storing the matrix elements (one columns after each other).
bool	initialized_
	Flag indicating whether the values_ array has been initialized.

Detailed Description

Class for dense general matrices.

Matrix elements are stored in one array in "Fortran" format.

Definition at line 26 of file IpDenseGenMatrix.hpp.

Constructor & Destructor Documentation

Ipopt::DenseGenMatrix::DenseGenMatrix ( const DenseGenMatrixSpace * owner_space )

Constructor, taking the owner_space.

Ipopt::DenseGenMatrix::~DenseGenMatrix ( )

Destructor.

Ipopt::DenseGenMatrix::DenseGenMatrix ( ) [private]

Default Constructor.

Ipopt::DenseGenMatrix::DenseGenMatrix ( const DenseGenMatrix & ) [private]

Copy Constructor.

Member Function Documentation

SmartPtr< DenseGenMatrix > Ipopt::DenseGenMatrix::MakeNewDenseGenMatrix ( ) const [inline]

Create a new DenseGenMatrix from same MatrixSpace.

Definition at line 209 of file IpDenseGenMatrix.hpp.

References Ipopt::DenseGenMatrixSpace::MakeNewDenseGenMatrix(), and owner_space_.

Number* Ipopt::DenseGenMatrix::Values ( ) [inline]

Retrieve the array for storing the matrix elements.

This is the non-const version, and it is assume that afterwards the calling method will set all matrix elements. The matrix elements are stored one column after each other.

Definition at line 48 of file IpDenseGenMatrix.hpp.

References initialized_, Ipopt::TaggedObject::ObjectChanged(), and values_.

const Number* Ipopt::DenseGenMatrix::Values ( ) const [inline]

Retrieve the array that stores the matrix elements.

This is the const version, i.e., read-only. The matrix elements are stored one column after each other.

Definition at line 58 of file IpDenseGenMatrix.hpp.

References DBG_ASSERT, initialized_, and values_.

void Ipopt::DenseGenMatrix::Copy ( const DenseGenMatrix & M )

Method for copying the content of another matrix into this matrix.

void Ipopt::DenseGenMatrix::FillIdentity ( Number factor = 1. )

Set this matrix to be a multiple of the identity matrix .

This assumes that this matrix is square.

void Ipopt::DenseGenMatrix::ScaleColumns ( const DenseVector & scal_vec )

Method for scaling the columns of the matrix.

The scaling factors are given in form of a DenseVector

void Ipopt::DenseGenMatrix::AddMatrixProduct	(	Number	alpha,
		const DenseGenMatrix &	A,
		bool	transA,
		const DenseGenMatrix &	B,
		bool	transB,
		Number	beta
	)

Method for adding the product of two matrices to this matrix.

void Ipopt::DenseGenMatrix::HighRankUpdateTranspose	(	Number	alpha,
		const MultiVectorMatrix &	V1,
		const MultiVectorMatrix &	V2,
		Number	beta
	)

Method for adding a high-rank update to this matrix.

It computes M = alpha*V1^T V2 + beta*M, where V1 and V2 are MultiVectorMatrices.

bool Ipopt::DenseGenMatrix::ComputeCholeskyFactor ( const DenseSymMatrix & M )

Method for computing the Cholesky factorization of a positive definite matrix.

The factor is stored in this matrix, as lower-triangular matrix, i.e., M = J * J^T. The return values is false if the factorization could not be done, e.g., when the matrix is not positive definite.

bool Ipopt::DenseGenMatrix::ComputeEigenVectors	(	const DenseSymMatrix &	M,
		DenseVector &	Evalues
	)

Method for computing an eigenvalue decomposition of the given symmetrix matrix M.

On return, this matrix contains the eigenvalues in its columns, and Evalues contains the eigenvalues. The return value is false, if there problems during the computation.

void Ipopt::DenseGenMatrix::CholeskyBackSolveMatrix	(	bool	trans,
		Number	alpha,
		DenseGenMatrix &	B
	)			const

Method for performing one backsolve with an entire matrix on the right hand side, assuming that the this matrix is square and contains a lower triangular matrix.

The incoming right hand side B is overwritten with the solution X of op(A)*X = alpha*B. op(A) = A or op(A) = A^T.

void Ipopt::DenseGenMatrix::CholeskySolveVector ( DenseVector & b ) const

Method for performing a solve of a linear system for one vector, assuming that this matrix contains the Cholesky factor for the linear system.

The vector b contains the right hand side on input, and contains the solution on output.

void Ipopt::DenseGenMatrix::CholeskySolveMatrix ( DenseGenMatrix & B ) const

Method for performing a solve of a linear system for one right-hand-side matrix, assuming that this matrix contains the Cholesky factor for the linear system.

The matrix B contains the right hand sides on input, and contains the solution on output.

virtual void Ipopt::DenseGenMatrix::MultVectorImpl	(	Number	alpha,
		const Vector &	x,
		Number	beta,
		Vector &	y
	)			const `[protected, virtual]`

Matrix-vector multiply.

Computes y = alpha * Matrix * x + beta * y

Implements Ipopt::Matrix.

virtual void Ipopt::DenseGenMatrix::TransMultVectorImpl	(	Number	alpha,
		const Vector &	x,
		Number	beta,
		Vector &	y
	)			const `[protected, virtual]`

Matrix(transpose) vector multiply.

Computes y = alpha * Matrix^T * x + beta * y

Implements Ipopt::Matrix.

virtual bool Ipopt::DenseGenMatrix::HasValidNumbersImpl ( ) const [protected, virtual]

Method for determining if all stored numbers are valid (i.e., no Inf or Nan).

Reimplemented from Ipopt::Matrix.

virtual void Ipopt::DenseGenMatrix::PrintImpl	(	const Journalist &	jnlst,
		EJournalLevel	level,
		EJournalCategory	category,
		const std::string &	name,
		Index	indent,
		const std::string &	prefix
	)			const `[protected, virtual]`