Class for dense general matrices. More...
#include <IpDenseGenMatrix.hpp>
Public Member Functions | |
SmartPtr< DenseGenMatrix > | MakeNewDenseGenMatrix () const |
Create a new DenseGenMatrix from same MatrixSpace. | |
Number * | Values () |
Retrieve the array for storing the matrix elements. | |
const Number * | Values () const |
Retrieve the array that stores the matrix elements. | |
void | Copy (const DenseGenMatrix &M) |
Method for copying the content of another matrix into this matrix. | |
void | FillIdentity (Number factor=1.) |
Set this matrix to be a multiple of the identity matrix . | |
void | ScaleColumns (const DenseVector &scal_vec) |
Method for scaling the columns of the matrix. | |
void | AddMatrixProduct (Number alpha, const DenseGenMatrix &A, bool transA, const DenseGenMatrix &B, bool transB, Number beta) |
Method for adding the product of two matrices to this matrix. | |
void | HighRankUpdateTranspose (Number alpha, const MultiVectorMatrix &V1, const MultiVectorMatrix &V2, Number beta) |
Method for adding a high-rank update to this matrix. | |
bool | ComputeCholeskyFactor (const DenseSymMatrix &M) |
Method for computing the Cholesky factorization of a positive definite matrix. | |
bool | ComputeEigenVectors (const DenseSymMatrix &M, DenseVector &Evalues) |
Method for computing an eigenvalue decomposition of the given symmetrix matrix M. | |
void | CholeskyBackSolveMatrix (bool trans, Number alpha, DenseGenMatrix &B) const |
Method for performing one backsolve with an entire matrix on the right hand side, assuming that the this matrix is square and contains a lower triangular matrix. | |
void | CholeskySolveVector (DenseVector &b) const |
Method for performing a solve of a linear system for one vector, assuming that this matrix contains the Cholesky factor for the linear system. | |
void | CholeskySolveMatrix (DenseGenMatrix &B) const |
Method for performing a solve of a linear system for one right-hand-side matrix, assuming that this matrix contains the Cholesky factor for the linear system. | |
Constructors / Destructors | |
DenseGenMatrix (const DenseGenMatrixSpace *owner_space) | |
Constructor, taking the owner_space. | |
~DenseGenMatrix () | |
Destructor. | |
Protected Member Functions | |
Overloaded methods from Matrix base class | |
virtual void | MultVectorImpl (Number alpha, const Vector &x, Number beta, Vector &y) const |
Method for determining if all stored numbers are valid (i.e., no Inf or Nan). | |
virtual void | TransMultVectorImpl (Number alpha, const Vector &x, Number beta, Vector &y) const |
Method for determining if all stored numbers are valid (i.e., no Inf or Nan). | |
virtual bool | HasValidNumbersImpl () const |
Method for determining if all stored numbers are valid (i.e., no Inf or Nan). | |
virtual void | PrintImpl (const Journalist &jnlst, EJournalLevel level, EJournalCategory category, const std::string &name, Index indent, const std::string &prefix) const |
Method for determining if all stored numbers are valid (i.e., no Inf or Nan). | |
Private Member Functions | |
Default Compiler Generated Methods | |
DenseGenMatrix () | |
Default Constructor. | |
DenseGenMatrix (const DenseGenMatrix &) | |
Copy Constructor. | |
void | operator= (const DenseGenMatrix &) |
Overloaded Equals Operator. | |
Private Attributes | |
const DenseGenMatrixSpace * | owner_space_ |
Number * | values_ |
Array for storing the matrix elements (one columns after each other). | |
bool | initialized_ |
Flag indicating whether the values_ array has been initialized. |
Class for dense general matrices.
Matrix elements are stored in one array in "Fortran" format.
Definition at line 26 of file IpDenseGenMatrix.hpp.
Ipopt::DenseGenMatrix::DenseGenMatrix | ( | const DenseGenMatrixSpace * | owner_space | ) |
Constructor, taking the owner_space.
Ipopt::DenseGenMatrix::~DenseGenMatrix | ( | ) |
Destructor.
Ipopt::DenseGenMatrix::DenseGenMatrix | ( | ) | [private] |
Default Constructor.
Ipopt::DenseGenMatrix::DenseGenMatrix | ( | const DenseGenMatrix & | ) | [private] |
Copy Constructor.
SmartPtr< DenseGenMatrix > Ipopt::DenseGenMatrix::MakeNewDenseGenMatrix | ( | ) | const [inline] |
Create a new DenseGenMatrix from same MatrixSpace.
Definition at line 209 of file IpDenseGenMatrix.hpp.
Number* Ipopt::DenseGenMatrix::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 48 of file IpDenseGenMatrix.hpp.
const Number* Ipopt::DenseGenMatrix::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 58 of file IpDenseGenMatrix.hpp.
void Ipopt::DenseGenMatrix::Copy | ( | const DenseGenMatrix & | M | ) |
Method for copying the content of another matrix into this matrix.
void Ipopt::DenseGenMatrix::FillIdentity | ( | Number | factor = 1. |
) |
Set this matrix to be a multiple of the identity matrix .
This assumes that this matrix is square.
void Ipopt::DenseGenMatrix::ScaleColumns | ( | const DenseVector & | scal_vec | ) |
Method for scaling the columns of the matrix.
The scaling factors are given in form of a DenseVector
void Ipopt::DenseGenMatrix::AddMatrixProduct | ( | Number | alpha, | |
const DenseGenMatrix & | A, | |||
bool | transA, | |||
const DenseGenMatrix & | B, | |||
bool | transB, | |||
Number | beta | |||
) |
Method for adding the product of two matrices to this matrix.
void Ipopt::DenseGenMatrix::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.
bool Ipopt::DenseGenMatrix::ComputeCholeskyFactor | ( | const DenseSymMatrix & | M | ) |
Method for computing the Cholesky factorization of a positive definite matrix.
The factor is stored in this matrix, as lower-triangular matrix, i.e., M = J * J^T. The return values is false if the factorization could not be done, e.g., when the matrix is not positive definite.
bool Ipopt::DenseGenMatrix::ComputeEigenVectors | ( | const DenseSymMatrix & | M, | |
DenseVector & | Evalues | |||
) |
Method for computing an eigenvalue decomposition of the given symmetrix matrix M.
On return, this matrix contains the eigenvalues in its columns, and Evalues contains the eigenvalues. The return value is false, if there problems during the computation.
void Ipopt::DenseGenMatrix::CholeskyBackSolveMatrix | ( | bool | trans, | |
Number | alpha, | |||
DenseGenMatrix & | B | |||
) | const |
Method for performing one backsolve with an entire matrix on the right hand side, assuming that the this matrix is square and contains a lower triangular matrix.
The incoming right hand side B is overwritten with the solution X of op(A)*X = alpha*B. op(A) = A or op(A) = A^T.
void Ipopt::DenseGenMatrix::CholeskySolveVector | ( | DenseVector & | b | ) | const |
Method for performing a solve of a linear system for one vector, assuming that this matrix contains the Cholesky factor for the linear system.
The vector b contains the right hand side on input, and contains the solution on output.
void Ipopt::DenseGenMatrix::CholeskySolveMatrix | ( | DenseGenMatrix & | B | ) | const |
Method for performing a solve of a linear system for one right-hand-side matrix, assuming that this matrix contains the Cholesky factor for the linear system.
The matrix B contains the right hand sides on input, and contains the solution on output.
virtual void Ipopt::DenseGenMatrix::MultVectorImpl | ( | Number | alpha, | |
const Vector & | x, | |||
Number | beta, | |||
Vector & | y | |||
) | const [protected, virtual] |
Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
Implements Ipopt::Matrix.
virtual void Ipopt::DenseGenMatrix::TransMultVectorImpl | ( | Number | alpha, | |
const Vector & | x, | |||
Number | beta, | |||
Vector & | y | |||
) | const [protected, virtual] |
Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
Implements Ipopt::Matrix.
virtual bool Ipopt::DenseGenMatrix::HasValidNumbersImpl | ( | ) | const [protected, virtual] |
Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
Reimplemented from Ipopt::Matrix.
virtual void Ipopt::DenseGenMatrix::PrintImpl | ( | const Journalist & | jnlst, | |
EJournalLevel | level, | |||
EJournalCategory | category, | |||
const std::string & | name, | |||
Index | indent, | |||
const std::string & | prefix | |||
) | const [protected, virtual] |
Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
Implements Ipopt::Matrix.
void Ipopt::DenseGenMatrix::operator= | ( | const DenseGenMatrix & | ) | [private] |
Overloaded Equals Operator.
Reimplemented from Ipopt::Matrix.
const DenseGenMatrixSpace* Ipopt::DenseGenMatrix::owner_space_ [private] |
Reimplemented from Ipopt::Matrix.
Definition at line 166 of file IpDenseGenMatrix.hpp.
Number* Ipopt::DenseGenMatrix::values_ [private] |
Array for storing the matrix elements (one columns after each other).
Definition at line 170 of file IpDenseGenMatrix.hpp.
bool Ipopt::DenseGenMatrix::initialized_ [private] |
Flag indicating whether the values_ array has been initialized.
Definition at line 173 of file IpDenseGenMatrix.hpp.