IpDenseSymMatrix.hpp

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// Copyright (C) 2005, 2008 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpDenseSymMatrix.hpp 2269 2013-05-05 11:32:40Z stefan $
//
// Authors:  Andreas Waechter             IBM    2005-12-25

#ifndef __IPDENSESYMMATRIX_HPP__
#define __IPDENSESYMMATRIX_HPP__

#include "IpUtils.hpp"
#include "IpSymMatrix.hpp"
#include "IpMultiVectorMatrix.hpp"
#include "IpDenseVector.hpp"

namespace Ipopt
{

  class DenseSymMatrixSpace;

  class DenseGenMatrix;

  class DenseSymMatrix : public SymMatrix
  {
  public:


    DenseSymMatrix(const DenseSymMatrixSpace* owner_space);

    ~DenseSymMatrix();

    SmartPtr<DenseSymMatrix> MakeNewDenseSymMatrix() const;

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

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

    void FillIdentity(Number factor=1.);

    void AddMatrix(Number alpha, const DenseSymMatrix& A, Number beta);

    void HighRankUpdate(bool trans, Number alpha, const DenseGenMatrix& V,
                        Number beta);

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

    void SpecialAddForLMSR1(const DenseVector& D, const DenseGenMatrix& L);

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


  private:
    DenseSymMatrix();

    DenseSymMatrix(const DenseSymMatrix&);

    void operator=(const DenseSymMatrix&);

    const DenseSymMatrixSpace* owner_space_;

    Number* values_;

    bool initialized_;
  };

  class DenseSymMatrixSpace : public SymMatrixSpace
  {
  public:
    DenseSymMatrixSpace(Index nDim);

    ~DenseSymMatrixSpace()
    {}

    DenseSymMatrix* MakeNewDenseSymMatrix() const
    {
      return new DenseSymMatrix(this);
    }

    virtual SymMatrix* MakeNewSymMatrix() const
    {
      return MakeNewDenseSymMatrix();
    }

  };

  inline
  SmartPtr<DenseSymMatrix> DenseSymMatrix::MakeNewDenseSymMatrix() const
  {
    return owner_space_->MakeNewDenseSymMatrix();
  }

} // namespace Ipopt
#endif