Ipopt  3.12.9
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros
Public Member Functions | Private Attributes | List of all members
Ipopt::LowRankUpdateSymMatrix Class Reference

Class for symmetric matrices, represented as low-rank updates. More...

#include <IpLowRankUpdateSymMatrix.hpp>

+ Inheritance diagram for Ipopt::LowRankUpdateSymMatrix:

Public Member Functions

void SetDiag (const Vector &D)
 Method for setting the diagonal elements (as a Vector). More...
 
SmartPtr< const VectorGetDiag () const
 Method for getting the diagonal elements. More...
 
void SetV (const MultiVectorMatrix &V)
 Method for setting the positive low-rank update part. More...
 
SmartPtr< const MultiVectorMatrixGetV () const
 Method for getting the positive low-rank update part. More...
 
void SetU (const MultiVectorMatrix &U)
 Method for setting the negative low-rank update part. More...
 
SmartPtr< const MultiVectorMatrixGetU () const
 Method for getting the negative low-rank update part. More...
 
SmartPtr< const MatrixP_LowRank () const
 Return the expansion matrix to lift the low-rank update to the higher-dimensional space. More...
 
SmartPtr< const VectorSpaceLowRankVectorSpace () const
 Return the vector space in with the low-rank update vectors live. More...
 
bool ReducedDiag () const
 Flag indicating whether the diagonal term lives in the smaller space (from P_LowRank) or in the full space. More...
 
Constructors / Destructors
 LowRankUpdateSymMatrix (const LowRankUpdateSymMatrixSpace *owner_space)
 Constructor, given the corresponding matrix space. More...
 
 ~LowRankUpdateSymMatrix ()
 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

Methods overloaded from matrix
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 ComputeColAMaxImpl (Vector &cols_norms, bool init) const
 Since the matrix is symmetric, the row and column max norms are identical. 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...
 
- 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.

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

Private Attributes

SmartPtr< const
LowRankUpdateSymMatrixSpace
owner_space_
 corresponding matrix space More...
 
SmartPtr< const VectorD_
 Vector storing the diagonal matrix D. More...
 
SmartPtr< const MultiVectorMatrixV_
 Vector storing the positive low-rank update. More...
 
SmartPtr< const MultiVectorMatrixU_
 Vector storing the negative low-rank update. More...
 

Additional Inherited Members

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

Detailed Description

Class for symmetric matrices, represented as low-rank updates.

The matrix M is represented as M = P_LR(D + V V^T - U U^T)P_LR^T (if reduced_diag is true), or M = D + P_LR(V V^T - U U^T)P_LR^T (if reduced_diag is false). D is a diagonal matrix, and V and U are MultiVectorMatrices, and P_LR is an ExpansionMatrix. The vectors in the low-rank update (before expansion) live in the LowRankVectorSpace. If P_LR is NULL, P_LR is assumed to be the identity matrix. If V or U is NULL, it is assume to be a matrix of zero columns.

Definition at line 31 of file IpLowRankUpdateSymMatrix.hpp.

Constructor & Destructor Documentation

Ipopt::LowRankUpdateSymMatrix::LowRankUpdateSymMatrix ( const LowRankUpdateSymMatrixSpace owner_space)

Constructor, given the corresponding matrix space.

Ipopt::LowRankUpdateSymMatrix::~LowRankUpdateSymMatrix ( )

Destructor.

Ipopt::LowRankUpdateSymMatrix::LowRankUpdateSymMatrix ( )
private

Default Constructor.

Ipopt::LowRankUpdateSymMatrix::LowRankUpdateSymMatrix ( const LowRankUpdateSymMatrix )
private

Copy Constructor.

Member Function Documentation

void Ipopt::LowRankUpdateSymMatrix::SetDiag ( const Vector D)
inline

Method for setting the diagonal elements (as a Vector).

Definition at line 46 of file IpLowRankUpdateSymMatrix.hpp.

SmartPtr<const Vector> Ipopt::LowRankUpdateSymMatrix::GetDiag ( ) const
inline

Method for getting the diagonal elements.

Definition at line 53 of file IpLowRankUpdateSymMatrix.hpp.

void Ipopt::LowRankUpdateSymMatrix::SetV ( const MultiVectorMatrix V)
inline

Method for setting the positive low-rank update part.

Definition at line 59 of file IpLowRankUpdateSymMatrix.hpp.

SmartPtr<const MultiVectorMatrix> Ipopt::LowRankUpdateSymMatrix::GetV ( ) const
inline

Method for getting the positive low-rank update part.

Definition at line 66 of file IpLowRankUpdateSymMatrix.hpp.

void Ipopt::LowRankUpdateSymMatrix::SetU ( const MultiVectorMatrix U)
inline

Method for setting the negative low-rank update part.

Definition at line 72 of file IpLowRankUpdateSymMatrix.hpp.

SmartPtr<const MultiVectorMatrix> Ipopt::LowRankUpdateSymMatrix::GetU ( ) const
inline

Method for getting the negative low-rank update part.

Definition at line 79 of file IpLowRankUpdateSymMatrix.hpp.

SmartPtr< const Matrix > Ipopt::LowRankUpdateSymMatrix::P_LowRank ( ) const
inline

Return the expansion matrix to lift the low-rank update to the higher-dimensional space.

Definition at line 237 of file IpLowRankUpdateSymMatrix.hpp.

SmartPtr< const VectorSpace > Ipopt::LowRankUpdateSymMatrix::LowRankVectorSpace ( ) const
inline

Return the vector space in with the low-rank update vectors live.

Definition at line 243 of file IpLowRankUpdateSymMatrix.hpp.

bool Ipopt::LowRankUpdateSymMatrix::ReducedDiag ( ) const
inline

Flag indicating whether the diagonal term lives in the smaller space (from P_LowRank) or in the full space.

Definition at line 249 of file IpLowRankUpdateSymMatrix.hpp.

virtual void Ipopt::LowRankUpdateSymMatrix::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::LowRankUpdateSymMatrix::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::LowRankUpdateSymMatrix::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::LowRankUpdateSymMatrix::ComputeColAMaxImpl ( Vector cols_norms,
bool  init 
) const
protectedvirtual

Since the matrix is symmetric, the row and column max norms are identical.

Reimplemented from Ipopt::SymMatrix.

virtual void Ipopt::LowRankUpdateSymMatrix::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::LowRankUpdateSymMatrix::operator= ( const LowRankUpdateSymMatrix )
private

Overloaded Equals Operator.

Member Data Documentation

SmartPtr<const LowRankUpdateSymMatrixSpace> Ipopt::LowRankUpdateSymMatrix::owner_space_
private

corresponding matrix space

Definition at line 138 of file IpLowRankUpdateSymMatrix.hpp.

SmartPtr<const Vector> Ipopt::LowRankUpdateSymMatrix::D_
private

Vector storing the diagonal matrix D.

Definition at line 141 of file IpLowRankUpdateSymMatrix.hpp.

SmartPtr<const MultiVectorMatrix> Ipopt::LowRankUpdateSymMatrix::V_
private

Vector storing the positive low-rank update.

Definition at line 144 of file IpLowRankUpdateSymMatrix.hpp.

SmartPtr<const MultiVectorMatrix> Ipopt::LowRankUpdateSymMatrix::U_
private

Vector storing the negative low-rank update.

Definition at line 147 of file IpLowRankUpdateSymMatrix.hpp.


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