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IpDenseSymMatrix.hpp
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1 // Copyright (C) 2005, 2008 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpDenseSymMatrix.hpp 2269 2013-05-05 11:32:40Z stefan $
6 //
7 // Authors: Andreas Waechter IBM 2005-12-25
8 
9 #ifndef __IPDENSESYMMATRIX_HPP__
10 #define __IPDENSESYMMATRIX_HPP__
11 
12 #include "IpUtils.hpp"
13 #include "IpSymMatrix.hpp"
14 #include "IpMultiVectorMatrix.hpp"
15 #include "IpDenseVector.hpp"
16 
17 namespace Ipopt
18 {
19 
21  class DenseSymMatrixSpace;
22 
25  class DenseGenMatrix;
26 
31  class DenseSymMatrix : public SymMatrix
32  {
33  public:
34 
37 
40  DenseSymMatrix(const DenseSymMatrixSpace* owner_space);
41 
45 
48 
54  {
55  ObjectChanged();
56  initialized_ = true;
57  return values_;
58  }
59 
63  const Number* Values() const
64  {
66  return values_;
67  }
68 
70  void FillIdentity(Number factor=1.);
71 
74  void AddMatrix(Number alpha, const DenseSymMatrix& A, Number beta);
75 
79  void HighRankUpdate(bool trans, Number alpha, const DenseGenMatrix& V,
80  Number beta);
81 
86  const MultiVectorMatrix& V1,
87  const MultiVectorMatrix& V2,
88  Number beta);
89 
95  void SpecialAddForLMSR1(const DenseVector& D, const DenseGenMatrix& L);
96 
97  protected:
100  virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta,
101  Vector &y) const;
102 
105  virtual bool HasValidNumbersImpl() const;
106 
107  virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const;
108 
109  virtual void PrintImpl(const Journalist& jnlst,
110  EJournalLevel level,
111  EJournalCategory category,
112  const std::string& name,
113  Index indent,
114  const std::string& prefix) const;
116 
117 
118  private:
128  DenseSymMatrix();
129 
132 
134  void operator=(const DenseSymMatrix&);
136 
138 
142 
145  };
146 
150  {
151  public:
158 
161  {}
163 
166  {
167  return new DenseSymMatrix(this);
168  }
169 
172  virtual SymMatrix* MakeNewSymMatrix() const
173  {
174  return MakeNewDenseSymMatrix();
175  }
176 
177  };
178 
179  inline
181  {
183  }
184 
185 } // namespace Ipopt
186 #endif
Number * x
Input: Starting point Output: Optimal solution.
void FillIdentity(Number factor=1.)
Set this matrix to be a multiple of the identity matrix.
const Number * Values() const
Retrieve the array that stores the matrix elements.
DenseSymMatrixSpace(Index nDim)
Constructor for matrix space for DenseSymMatrices.
virtual SymMatrix * MakeNewSymMatrix() const
Overloaded MakeNew method for the MatrixSpace base class.
const DenseSymMatrixSpace * owner_space_
Number * Values()
Retrieve the array for storing the matrix elements.
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
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.
Dense Vector Implementation.
~DenseSymMatrix()
Destructor.
Number * values_
Array for storing the matrix elements (one columns after each other)
EJournalLevel
Print Level Enum.
virtual void ComputeRowAMaxImpl(Vector &rows_norms, bool init) const
Compute the max-norm of the rows in the matrix.
This is the base class for all derived symmetric matrix types.
Definition: IpSymMatrix.hpp:23
SmartPtr< DenseSymMatrix > MakeNewDenseSymMatrix() const
Create a new DenseSymMatrix from same MatrixSpace.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
This is the matrix space for DenseSymMatrix.
bool initialized_
Flag indicating whether the values_ array has been initialized.
void AddMatrix(Number alpha, const DenseSymMatrix &A, Number beta)
Method for adding another matrix to this one.
virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta, Vector &y) const
Matrix-vector multiply.
void operator=(const DenseSymMatrix &)
Overloaded Equals Operator.
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.
Class for Matrices with few columns that consists of Vectors.
DenseSymMatrix()
Default Constructor.
DenseSymMatrix * MakeNewDenseSymMatrix() const
Method for creating a new matrix of this specific type.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:38
virtual bool HasValidNumbersImpl() const
Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
SymMatrixSpace base class, corresponding to the SymMatrix base class.
Definition: IpSymMatrix.hpp:81
Class for dense general matrices.
Class responsible for all message output.
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.
void HighRankUpdate(bool trans, Number alpha, const DenseGenMatrix &V, Number beta)
Method for adding a high-rank update to this matrix.
void SpecialAddForLMSR1(const DenseVector &D, const DenseGenMatrix &L)
Method for doing a specialized Add operation, required in the limited memory SR1 update.