Ipopt  3.12.9
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Ipopt::DenseSymMatrix Class Reference

Class for dense symetrix matrices. More...

#include <IpDenseSymMatrix.hpp>

+ Inheritance diagram for Ipopt::DenseSymMatrix:

Public Member Functions

SmartPtr< DenseSymMatrixMakeNewDenseSymMatrix () const
 Create a new DenseSymMatrix from same MatrixSpace. More...
 
NumberValues ()
 Retrieve the array for storing the matrix elements. More...
 
const NumberValues () const
 Retrieve the array that stores the matrix elements. More...
 
void FillIdentity (Number factor=1.)
 Set this matrix to be a multiple of the identity matrix. More...
 
void AddMatrix (Number alpha, const DenseSymMatrix &A, Number beta)
 Method for adding another matrix to this one. More...
 
void HighRankUpdate (bool trans, Number alpha, const DenseGenMatrix &V, Number beta)
 Method for adding a high-rank update to this matrix. More...
 
void HighRankUpdateTranspose (Number alpha, const MultiVectorMatrix &V1, const MultiVectorMatrix &V2, Number beta)
 Method for adding a high-rank update to this matrix. More...
 
void SpecialAddForLMSR1 (const DenseVector &D, const DenseGenMatrix &L)
 Method for doing a specialized Add operation, required in the limited memory SR1 update. More...
 
Constructors / Destructors
 DenseSymMatrix (const DenseSymMatrixSpace *owner_space)
 Constructor, taking the owner_space. More...
 
 ~DenseSymMatrix ()
 Destructor. More...
 
- Public Member Functions inherited from Ipopt::SymMatrix
SmartPtr< const SymMatrixSpaceOwnerSymMatrixSpace () const
 
 SymMatrix (const SymMatrixSpace *owner_space)
 Constructor, taking the owner_space. More...
 
virtual ~SymMatrix ()
 Destructor. More...
 
Index Dim () const
 Dimension of the matrix (number of rows and columns) More...
 
- Public Member Functions inherited from Ipopt::Matrix
bool HasValidNumbers () const
 Method for determining if all stored numbers are valid (i.e., no Inf or Nan). More...
 
SmartPtr< const MatrixSpaceOwnerSpace () const
 Return the owner MatrixSpace. More...
 
 Matrix (const MatrixSpace *owner_space)
 Constructor. More...
 
virtual ~Matrix ()
 Destructor. More...
 
void MultVector (Number alpha, const Vector &x, Number beta, Vector &y) const
 Matrix-vector multiply. More...
 
void TransMultVector (Number alpha, const Vector &x, Number beta, Vector &y) const
 Matrix(transpose) vector multiply. More...
 
void AddMSinvZ (Number alpha, const Vector &S, const Vector &Z, Vector &X) const
 X = X + alpha*(Matrix S^{-1} Z). More...
 
void SinvBlrmZMTdBr (Number alpha, const Vector &S, const Vector &R, const Vector &Z, const Vector &D, Vector &X) const
 X = S^{-1} (r + alpha*Z*M^Td). More...
 
Index NRows () const
 Number of rows. More...
 
Index NCols () const
 Number of columns. More...
 
void ComputeRowAMax (Vector &rows_norms, bool init=true) const
 Compute the max-norm of the rows in the matrix. More...
 
void ComputeColAMax (Vector &cols_norms, bool init=true) const
 Compute the max-norm of the columns in the matrix. More...
 
virtual void Print (SmartPtr< const Journalist > jnlst, EJournalLevel level, EJournalCategory category, const std::string &name, Index indent=0, const std::string &prefix="") const
 Print detailed information about the matrix. More...
 
virtual void Print (const Journalist &jnlst, EJournalLevel level, EJournalCategory category, const std::string &name, Index indent=0, const std::string &prefix="") const
 
- Public Member Functions inherited from Ipopt::TaggedObject
 TaggedObject ()
 Constructor. More...
 
virtual ~TaggedObject ()
 Destructor. More...
 
Tag GetTag () const
 Users of TaggedObjects call this to update their own internal tags every time they perform the expensive operation. More...
 
bool HasChanged (const Tag comparison_tag) const
 Users of TaggedObjects call this to check if the object HasChanged since they last updated their own internal tag. More...
 
- Public Member Functions inherited from Ipopt::ReferencedObject
 ReferencedObject ()
 
virtual ~ReferencedObject ()
 
Index ReferenceCount () const
 
void AddRef (const Referencer *referencer) const
 
void ReleaseRef (const Referencer *referencer) const
 
- Public Member Functions inherited from Ipopt::Subject
 Subject ()
 Default Constructor. More...
 
virtual ~Subject ()
 Default destructor. More...
 
void AttachObserver (Observer::NotifyType notify_type, Observer *observer) const
 Attach the specified observer (i.e., begin recieving notifications). More...
 
void DetachObserver (Observer::NotifyType notify_type, Observer *observer) const
 Detach the specified observer (i.e., no longer recieve notifications). More...
 

Protected Member Functions

Overloaded methods from Matrix base class
virtual void MultVectorImpl (Number alpha, const Vector &x, Number beta, Vector &y) const
 Matrix-vector multiply. More...
 
virtual bool HasValidNumbersImpl () const
 Method for determining if all stored numbers are valid (i.e., no Inf or Nan). More...
 
virtual void ComputeRowAMaxImpl (Vector &rows_norms, bool init) const
 Compute the max-norm of the rows in the matrix. More...
 
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. More...
 
- Protected Member Functions inherited from Ipopt::SymMatrix
virtual void TransMultVectorImpl (Number alpha, const Vector &x, Number beta, Vector &y) const
 Since the matrix is symmetric, it is only necessary to implement the MultVectorImpl method in a class that inherits from this base class. More...
 
virtual void ComputeColAMaxImpl (Vector &cols_norms, bool init) const
 Since the matrix is symmetric, the row and column max norms are identical. More...
 
- Protected Member Functions inherited from Ipopt::Matrix
virtual void AddMSinvZImpl (Number alpha, const Vector &S, const Vector &Z, Vector &X) const
 X = X + alpha*(Matrix S^{-1} Z). More...
 
virtual void SinvBlrmZMTdBrImpl (Number alpha, const Vector &S, const Vector &R, const Vector &Z, const Vector &D, Vector &X) const
 X = S^{-1} (r + alpha*Z*M^Td). More...
 
- Protected Member Functions inherited from Ipopt::TaggedObject
void ObjectChanged ()
 Objects derived from TaggedObject MUST call this method every time their internal state changes to update the internal tag for comparison. More...
 
- Protected Member Functions inherited from Ipopt::Subject
void Notify (Observer::NotifyType notify_type) const
 

Private Member Functions

Default Compiler Generated Methods

(Hidden to avoid implicit creation/calling).

These methods are not implemented and we do not want the compiler to implement them for us, so we declare them private and do not define them. This ensures that they will not be implicitly created/called.

 DenseSymMatrix ()
 Default Constructor. More...
 
 DenseSymMatrix (const DenseSymMatrix &)
 Copy Constructor. More...
 
void operator= (const DenseSymMatrix &)
 Overloaded Equals Operator. More...
 

Private Attributes

const DenseSymMatrixSpaceowner_space_
 
Numbervalues_
 Array for storing the matrix elements (one columns after each other) More...
 
bool initialized_
 Flag indicating whether the values_ array has been initialized. More...
 

Additional Inherited Members

- Public Types inherited from Ipopt::TaggedObject
typedef unsigned int Tag
 Type for the Tag values. More...
 

Detailed Description

Class for dense symetrix matrices.

Matrix elements are stored in one array in "Fortran" format, using BLAS "lower triangular" storage (not packed).

Definition at line 31 of file IpDenseSymMatrix.hpp.

Constructor & Destructor Documentation

Ipopt::DenseSymMatrix::DenseSymMatrix ( const DenseSymMatrixSpace owner_space)

Constructor, taking the owner_space.

Ipopt::DenseSymMatrix::~DenseSymMatrix ( )

Destructor.

Ipopt::DenseSymMatrix::DenseSymMatrix ( )
private

Default Constructor.

Ipopt::DenseSymMatrix::DenseSymMatrix ( const DenseSymMatrix )
private

Copy Constructor.

Member Function Documentation

SmartPtr< DenseSymMatrix > Ipopt::DenseSymMatrix::MakeNewDenseSymMatrix ( ) const
inline

Create a new DenseSymMatrix from same MatrixSpace.

Definition at line 180 of file IpDenseSymMatrix.hpp.

Number* Ipopt::DenseSymMatrix::Values ( )
inline

Retrieve the array for storing the matrix elements.

This is the non-const version, and it is assume that afterwards the calling method will set all matrix elements. The matrix elements are stored one column after each other.

Definition at line 53 of file IpDenseSymMatrix.hpp.

const Number* Ipopt::DenseSymMatrix::Values ( ) const
inline

Retrieve the array that stores the matrix elements.

This is the const version, i.e., read-only. The matrix elements are stored one column after each other.

Definition at line 63 of file IpDenseSymMatrix.hpp.

void Ipopt::DenseSymMatrix::FillIdentity ( Number  factor = 1.)

Set this matrix to be a multiple of the identity matrix.

void Ipopt::DenseSymMatrix::AddMatrix ( Number  alpha,
const DenseSymMatrix A,
Number  beta 
)

Method for adding another matrix to this one.

If B is this matrix, it becomes B = alpha * A + beta * B after this call.

void Ipopt::DenseSymMatrix::HighRankUpdate ( bool  trans,
Number  alpha,
const DenseGenMatrix V,
Number  beta 
)

Method for adding a high-rank update to this matrix.

It computes M = alpha*op(V) op(V)^T + beta*M, where V is a DenseGenMatrix, where op(V) is V^T trans is true.

void Ipopt::DenseSymMatrix::HighRankUpdateTranspose ( Number  alpha,
const MultiVectorMatrix V1,
const MultiVectorMatrix V2,
Number  beta 
)

Method for adding a high-rank update to this matrix.

It computes M = alpha*V1^T V2 + beta*M, where V1 and V2 are MultiVectorMatrices, so that V1^T V2 is symmetric.

void Ipopt::DenseSymMatrix::SpecialAddForLMSR1 ( const DenseVector D,
const DenseGenMatrix L 
)

Method for doing a specialized Add operation, required in the limited memory SR1 update.

if M is this matrix, it computes M = M + D + L + L^T, where D is a diagonal matrix (given as a DenseVector), and L is a matrix that is assumed to be strictly lower triangular.

virtual void Ipopt::DenseSymMatrix::MultVectorImpl ( Number  alpha,
const Vector x,
Number  beta,
Vector y 
) const
protectedvirtual

Matrix-vector multiply.

Computes y = alpha * Matrix * x + beta * y

Implements Ipopt::Matrix.

virtual bool Ipopt::DenseSymMatrix::HasValidNumbersImpl ( ) const
protectedvirtual

Method for determining if all stored numbers are valid (i.e., no Inf or Nan).

Reimplemented from Ipopt::Matrix.

virtual void Ipopt::DenseSymMatrix::ComputeRowAMaxImpl ( Vector rows_norms,
bool  init 
) const
protectedvirtual

Compute the max-norm of the rows in the matrix.

The result is stored in rows_norms. The vector is assumed to be initialized.

Implements Ipopt::Matrix.

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

Print detailed information about the matrix.

Implements Ipopt::Matrix.

void Ipopt::DenseSymMatrix::operator= ( const DenseSymMatrix )
private

Overloaded Equals Operator.

Member Data Documentation

const DenseSymMatrixSpace* Ipopt::DenseSymMatrix::owner_space_
private

Definition at line 137 of file IpDenseSymMatrix.hpp.

Number* Ipopt::DenseSymMatrix::values_
private

Array for storing the matrix elements (one columns after each other)

Definition at line 141 of file IpDenseSymMatrix.hpp.

bool Ipopt::DenseSymMatrix::initialized_
private

Flag indicating whether the values_ array has been initialized.

Definition at line 144 of file IpDenseSymMatrix.hpp.


The documentation for this class was generated from the following file: