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IpDenseGenMatrix.hpp
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1 // Copyright (C) 2005, 2009 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpDenseGenMatrix.hpp 2509 2014-11-21 10:07:35Z stefan $
6 //
7 // Authors: Andreas Waechter IBM 2005-12-24
8 
9 #ifndef __IPDENSEGENMATRIX_HPP__
10 #define __IPDENSEGENMATRIX_HPP__
11 
12 #include "IpUtils.hpp"
13 #include "IpMatrix.hpp"
14 #include "IpDenseVector.hpp"
15 #include "IpDenseSymMatrix.hpp"
16 
17 namespace Ipopt
18 {
19 
21  class DenseGenMatrixSpace;
22 
26  class DenseGenMatrix : public Matrix
27  {
28  public:
29 
32 
35  DenseGenMatrix(const DenseGenMatrixSpace* owner_space);
36 
40 
43 
49  {
50  initialized_ = true;
51  ObjectChanged();
52  return values_;
53  }
54 
58  const Number* Values() const
59  {
61  return values_;
62  }
63 
66  void Copy(const DenseGenMatrix& M);
67 
70  void FillIdentity(Number factor=1.);
71 
74  void ScaleColumns(const DenseVector& scal_vec);
75 
77  void AddMatrixProduct(Number alpha, const DenseGenMatrix& A,
78  bool transA, const DenseGenMatrix& B,
79  bool transB, Number beta);
80 
85  const MultiVectorMatrix& V1,
86  const MultiVectorMatrix& V2,
87  Number beta);
88 
95 
101  bool ComputeEigenVectors(const DenseSymMatrix& M,
102  DenseVector& Evalues);
103 
109  void CholeskyBackSolveMatrix(bool trans, Number alpha,
110  DenseGenMatrix& B) const;
111 
116  void CholeskySolveVector(DenseVector& b) const;
117 
123  void CholeskySolveMatrix(DenseGenMatrix& B) const;
124 
127  bool ComputeLUFactorInPlace();
128 
131  void LUSolveMatrix(DenseGenMatrix& B) const;
132 
135  void LUSolveVector(DenseVector& b) const;
136 
137  protected:
140  virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta,
141  Vector &y) const;
142 
143  virtual void TransMultVectorImpl(Number alpha, const Vector& x,
144  Number beta, Vector& y) const;
145 
148  virtual bool HasValidNumbersImpl() const;
149 
150  virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const;
151 
152  virtual void ComputeColAMaxImpl(Vector& cols_norms, bool init) const;
153 
154  virtual void PrintImpl(const Journalist& jnlst,
155  EJournalLevel level,
156  EJournalCategory category,
157  const std::string& name,
158  Index indent,
159  const std::string& prefix) const;
161 
162 
163  private:
173  DenseGenMatrix();
174 
177 
179  void operator=(const DenseGenMatrix&);
181 
183 
187 
190 
193  {
195  LU,
197  };
198 
201 
204  };
205 
209  {
210  public:
216  DenseGenMatrixSpace(Index nRows, Index nCols);
217 
220  {}
222 
225  {
226  return new DenseGenMatrix(this);
227  }
228 
231  virtual Matrix* MakeNew() const
232  {
233  return MakeNewDenseGenMatrix();
234  }
235 
236  };
237 
238  inline
240  {
242  }
243 
244 } // namespace Ipopt
245 #endif
SmartPtr< DenseGenMatrix > MakeNewDenseGenMatrix() const
Create a new DenseGenMatrix from same MatrixSpace.
Number * x
Input: Starting point Output: Optimal solution.
void LUSolveMatrix(DenseGenMatrix &B) const
Method for using a previously computed LU factorization for a backsolve with a matrix on the rhs...
virtual void ComputeRowAMaxImpl(Vector &rows_norms, bool init) const
Compute the max-norm of the rows in the 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.
virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta, Vector &y) const
Matrix-vector multiply.
DenseGenMatrix()
Default Constructor.
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
const DenseGenMatrixSpace * owner_space_
void ObjectChanged()
Objects derived from TaggedObject MUST call this method every time their internal state changes to up...
Vector Base Class.
Definition: IpVector.hpp:47
Class for dense symetrix matrices.
~DenseGenMatrix()
Destructor.
Dense Vector Implementation.
void CholeskySolveMatrix(DenseGenMatrix &B) const
Method for performing a solve of a linear system for one right-hand-side matrix, assuming that this m...
EJournalLevel
Print Level Enum.
const Number * Values() const
Retrieve the array that stores the matrix elements.
DenseGenMatrixSpace(Index nRows, Index nCols)
Constructor for matrix space for DenseGenMatrices.
bool ComputeLUFactorInPlace()
Method for computing the LU factorization of an unsymmetric matrix.
Factorization factorization_
Flag indicating if and which factorization has been applied.
void Copy(const DenseGenMatrix &M)
Method for copying the content of another matrix into this matrix.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Number * values_
Array for storing the matrix elements (one columns after each other)
bool initialized_
Flag indicating whether the values_ array has been initialized.
Matrix Base Class.
Definition: IpMatrix.hpp:27
virtual Matrix * MakeNew() const
Overloaded MakeNew method for the MatrixSpace base class.
Factorization
Enum for factorization type.
void operator=(const DenseGenMatrix &)
Overloaded Equals Operator.
Class for Matrices with few columns that consists of Vectors.
MatrixSpace base class, corresponding to the Matrix base class.
Definition: IpMatrix.hpp:239
This is the matrix space for DenseGenMatrix.
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.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
void FillIdentity(Number factor=1.)
Set this matrix to be a multiple of the identity matrix .
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:38
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 t...
virtual void TransMultVectorImpl(Number alpha, const Vector &x, Number beta, Vector &y) const
Matrix(transpose) vector multiply.
bool ComputeCholeskyFactor(const DenseSymMatrix &M)
Method for computing the Cholesky factorization of a positive definite matrix.
virtual void ComputeColAMaxImpl(Vector &cols_norms, bool init) const
Compute the max-norm of the columns in the matrix.
virtual bool HasValidNumbersImpl() const
Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
Class for dense general matrices.
Class responsible for all message output.
DenseGenMatrix * MakeNewDenseGenMatrix() const
Method for creating a new matrix of this specific type.
void LUSolveVector(DenseVector &b) const
Method for using a previously computed LU fatorization for a backsolve with a single vector...
void CholeskySolveVector(DenseVector &b) const
Method for performing a solve of a linear system for one vector, assuming that this matrix contains t...
Index * pivot_
Array for storing the pivot sequences if the matrix has been LU-factorized.
bool ComputeEigenVectors(const DenseSymMatrix &M, DenseVector &Evalues)
Method for computing an eigenvalue decomposition of the given symmetrix matrix M. ...
void HighRankUpdateTranspose(Number alpha, const MultiVectorMatrix &V1, const MultiVectorMatrix &V2, Number beta)
Method for adding a high-rank update to this matrix.
EJournalCategory
Category Selection Enum.
Number * Values()
Retrieve the array for storing the matrix elements.