IpDenseGenMatrix.hpp

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// Copyright (C) 2005, 2009 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpDenseGenMatrix.hpp 2509 2014-11-21 10:07:35Z stefan $
//
// Authors:  Andreas Waechter             IBM    2005-12-24

#ifndef __IPDENSEGENMATRIX_HPP__
#define __IPDENSEGENMATRIX_HPP__

#include "IpUtils.hpp"
#include "IpMatrix.hpp"
#include "IpDenseVector.hpp"
#include "IpDenseSymMatrix.hpp"

namespace Ipopt
{

  class DenseGenMatrixSpace;

  class DenseGenMatrix : public Matrix
  {
  public:


    DenseGenMatrix(const DenseGenMatrixSpace* owner_space);

    ~DenseGenMatrix();

    SmartPtr<DenseGenMatrix> MakeNewDenseGenMatrix() const;

    Number* Values()
    {
      initialized_ = true;
      ObjectChanged();
      return values_;
    }

    const Number* Values() const
    {
      DBG_ASSERT(initialized_);
      return values_;
    }

    void Copy(const DenseGenMatrix& M);

    void FillIdentity(Number factor=1.);

    void ScaleColumns(const DenseVector& scal_vec);

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

    void HighRankUpdateTranspose(Number alpha,
                                 const MultiVectorMatrix& V1,
                                 const MultiVectorMatrix& V2,
                                 Number beta);

    bool ComputeCholeskyFactor(const DenseSymMatrix& M);

    bool ComputeEigenVectors(const DenseSymMatrix& M,
                             DenseVector& Evalues);

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

    void CholeskySolveVector(DenseVector& b) const;

    void CholeskySolveMatrix(DenseGenMatrix& B) const;

    bool ComputeLUFactorInPlace();

    void LUSolveMatrix(DenseGenMatrix& B) const;

    void LUSolveVector(DenseVector& b) const;

  protected:
    virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta,
                                Vector &y) const;

    virtual void TransMultVectorImpl(Number alpha, const Vector& x,
                                     Number beta, Vector& y) const;

    virtual bool HasValidNumbersImpl() const;

    virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const;

    virtual void ComputeColAMaxImpl(Vector& cols_norms, bool init) const;

    virtual void PrintImpl(const Journalist& jnlst,
                           EJournalLevel level,
                           EJournalCategory category,
                           const std::string& name,
                           Index indent,
                           const std::string& prefix) const;


  private:
    DenseGenMatrix();

    DenseGenMatrix(const DenseGenMatrix&);

    void operator=(const DenseGenMatrix&);

    const DenseGenMatrixSpace* owner_space_;

    Number* values_;

    bool initialized_;

    enum Factorization
    {
      NONE,
      LU,
      CHOL
    };

    Factorization factorization_;

    Index* pivot_;
  };

  class DenseGenMatrixSpace : public MatrixSpace
  {
  public:
    DenseGenMatrixSpace(Index nRows, Index nCols);

    ~DenseGenMatrixSpace()
    {}

    DenseGenMatrix* MakeNewDenseGenMatrix() const
    {
      return new DenseGenMatrix(this);
    }

    virtual Matrix* MakeNew() const
    {
      return MakeNewDenseGenMatrix();
    }

  };

  inline
  SmartPtr<DenseGenMatrix> DenseGenMatrix::MakeNewDenseGenMatrix() const
  {
    return owner_space_->MakeNewDenseGenMatrix();
  }

} // namespace Ipopt
#endif