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IpSymScaledMatrix.hpp
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1 // Copyright (C) 2004, 2008 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpSymScaledMatrix.hpp 2269 2013-05-05 11:32:40Z stefan $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8 
9 #ifndef __IPSYMSCALEDMATRIX_HPP__
10 #define __IPSYMSCALEDMATRIX_HPP__
11 
12 #include "IpUtils.hpp"
13 #include "IpSymMatrix.hpp"
14 
15 namespace Ipopt
16 {
17 
18  /* forward declarations */
19  class SymScaledMatrixSpace;
20 
26  class SymScaledMatrix : public SymMatrix
27  {
28  public:
29 
32 
35  SymScaledMatrix(const SymScaledMatrixSpace* owner_space);
36 
40 
42  void SetUnscaledMatrix(const SmartPtr<const SymMatrix> unscaled_matrix);
43 
45  void SetUnscaledMatrixNonConst(const SmartPtr<SymMatrix>& unscaled_matrix);
46 
49 
52 
55 
56  protected:
59  virtual void MultVectorImpl(Number alpha, const Vector& x,
60  Number beta, Vector& y) const;
61 
65  virtual bool HasValidNumbersImpl() const;
66 
67  virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const;
68 
69  virtual void PrintImpl(const Journalist& jnlst,
70  EJournalLevel level,
71  EJournalCategory category,
72  const std::string& name,
73  Index indent,
74  const std::string& prefix) const;
76 
77  private:
88 
91 
93  void operator=(const SymScaledMatrix&);
95 
100 
103  };
104 
108  {
109  public:
116  bool row_col_scaling_reciprocal,
117  const SmartPtr<const SymMatrixSpace>& unscaled_matrix_space)
118  :
119  SymMatrixSpace(unscaled_matrix_space->Dim()),
120  unscaled_matrix_space_(unscaled_matrix_space)
121  {
122  scaling_ = row_col_scaling->MakeNewCopy();
123  if (row_col_scaling_reciprocal) {
124  scaling_->ElementWiseReciprocal();
125  }
126  }
127 
130  {}
132 
134  SymScaledMatrix* MakeNewSymScaledMatrix(bool allocate_unscaled_matrix = false) const
135  {
136  SymScaledMatrix* ret = new SymScaledMatrix(this);
137  if (allocate_unscaled_matrix) {
138  SmartPtr<SymMatrix> unscaled_matrix = unscaled_matrix_space_->MakeNewSymMatrix();
139  ret->SetUnscaledMatrixNonConst(unscaled_matrix);
140  }
141  return ret;
142  }
143 
145  virtual SymMatrix* MakeNewSymMatrix() const
146  {
147  return MakeNewSymScaledMatrix();
148  }
151  virtual Matrix* MakeNew() const
152  {
153  return MakeNewSymScaledMatrix();
154  }
155 
158  {
159  return ConstPtr(scaling_);
160  }
161 
164  {
165  return unscaled_matrix_space_;
166  }
167 
168  private:
179 
182 
186 
191  };
192 
193  inline
195  {
196  matrix_ = unscaled_matrix;
197  nonconst_matrix_ = NULL;
198  ObjectChanged();
199  }
200 
201  inline
203  {
204  nonconst_matrix_ = unscaled_matrix;
205  matrix_ = GetRawPtr(unscaled_matrix);
206  ObjectChanged();
207  }
208 
209  inline
211  {
212  return matrix_;
213  }
214 
215  inline
217  {
219  ObjectChanged();
220  return nonconst_matrix_;
221  }
222 
224  {
225  return ConstPtr(owner_space_->RowColScaling());
226  }
227 
228 } // namespace Ipopt
229 
230 #endif
SmartPtr< const Vector > RowColScaling() const
return the vector for the row and column scaling
bool IsValid(const SmartPtr< U > &smart_ptr)
Definition: IpSmartPtr.hpp:579
Number * x
Input: Starting point Output: Optimal solution.
virtual void ComputeRowAMaxImpl(Vector &rows_norms, bool init) const
Compute the max-norm of the rows in the matrix.
SymScaledMatrixSpace()
Default constructor.
SmartPtr< SymMatrix > nonconst_matrix_
non-const version of the unscaled matrix
SymScaledMatrixSpace & operator=(const SymScaledMatrixSpace &)
Overloaded Equals Operator.
SmartPtr< const SymMatrix > GetUnscaledMatrix() const
Return the unscaled matrix in const form.
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...
virtual bool HasValidNumbersImpl() const
Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
Vector Base Class.
Definition: IpVector.hpp:47
Class for a Matrix in conjunction with its scaling factors for row and column scaling.
EJournalLevel
Print Level Enum.
void SetUnscaledMatrix(const SmartPtr< const SymMatrix > unscaled_matrix)
Set the unscaled matrix.
This is the base class for all derived symmetric matrix types.
Definition: IpSymMatrix.hpp:23
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
SmartPtr< Vector > scaling_
Row scaling vector.
virtual Matrix * MakeNew() const
Overloaded MakeNew method for the MatrixSpace base class.
U * GetRawPtr(const SmartPtr< U > &smart_ptr)
Definition: IpSmartPtr.hpp:560
virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta, Vector &y) const
Matrix-vector multiply.
virtual SymMatrix * MakeNewSymMatrix() const
Overloaded method from SymMatrixSpace.
Matrix Base Class.
Definition: IpMatrix.hpp:27
SymScaledMatrixSpace(const SmartPtr< const Vector > &row_col_scaling, bool row_col_scaling_reciprocal, const SmartPtr< const SymMatrixSpace > &unscaled_matrix_space)
Constructor, given the number of row and columns blocks, as well as the totel number of rows and colu...
Index Dim() const
Accessor method for the dimension of the matrices in this matrix space.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
SmartPtr< const SymMatrix > matrix_
const version of the unscaled matrix
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:38
This is the matrix space for SymScaledMatrix.
SmartPtr< const Vector > RowColScaling() const
return the vector for the row and column scaling
SmartPtr< const U > ConstPtr(const SmartPtr< U > &smart_ptr)
Definition: IpSmartPtr.hpp:572
SymScaledMatrix()
Default Constructor.
SymMatrixSpace base class, corresponding to the SymMatrix base class.
Definition: IpSymMatrix.hpp:81
SymScaledMatrix * MakeNewSymScaledMatrix(bool allocate_unscaled_matrix=false) const
Method for creating a new matrix of this specific type.
Class responsible for all message output.
SmartPtr< SymMatrix > GetUnscaledMatrixNonConst()
Return the unscaled matrix in non-const form.
SmartPtr< const SymMatrixSpace > unscaled_matrix_space_
unscaled matrix space
~SymScaledMatrix()
Destructor.
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.
void operator=(const SymScaledMatrix &)
Overloaded Equals Operator.
SmartPtr< const SymMatrixSpace > UnscaledMatrixSpace() const
return the matrix space for the unscaled matrix
EJournalCategory
Category Selection Enum.
SmartPtr< const SymScaledMatrixSpace > owner_space_
Matrix space stored as a SymScaledMatrixSpace.
void SetUnscaledMatrixNonConst(const SmartPtr< SymMatrix > &unscaled_matrix)
Set the unscaled matrix in a non-const version.