Class for dense symetrix matrices. More...
#include <IpDenseSymMatrix.hpp>
Public Member Functions | |
SmartPtr< DenseSymMatrix > | MakeNewDenseSymMatrix () const |
Create a new DenseSymMatrix 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 | FillIdentity (Number factor=1.) |
Set this matrix to be a multiple of the identity matrix. | |
void | AddMatrix (Number alpha, const DenseSymMatrix &A, Number beta) |
Method for adding another matrix to this one. | |
void | HighRankUpdate (bool trans, Number alpha, const DenseGenMatrix &V, Number beta) |
Method for adding a high-rank update 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. | |
void | SpecialAddForLMSR1 (const DenseVector &D, const DenseGenMatrix &L) |
Method for doing a specialized Add operation, required in the limited memory SR1 update. | |
Constructors / Destructors | |
DenseSymMatrix (const DenseSymMatrixSpace *owner_space) | |
Constructor, taking the owner_space. | |
~DenseSymMatrix () | |
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 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 | |
DenseSymMatrix () | |
Default Constructor. | |
DenseSymMatrix (const DenseSymMatrix &) | |
Copy Constructor. | |
void | operator= (const DenseSymMatrix &) |
Overloaded Equals Operator. | |
Private Attributes | |
const DenseSymMatrixSpace * | owner_space_ |
Copy of the owner space ptr as a SymMatrixSpace instead of a MatrixSpace. | |
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 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.
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.
SmartPtr< DenseSymMatrix > Ipopt::DenseSymMatrix::MakeNewDenseSymMatrix | ( | ) | const [inline] |
Create a new DenseSymMatrix from same MatrixSpace.
Definition at line 178 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 [protected, virtual] |
Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
Implements Ipopt::Matrix.
virtual bool Ipopt::DenseSymMatrix::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::DenseSymMatrix::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::DenseSymMatrix::operator= | ( | const DenseSymMatrix & | ) | [private] |
Overloaded Equals Operator.
Reimplemented from Ipopt::Matrix.
const DenseSymMatrixSpace* Ipopt::DenseSymMatrix::owner_space_ [private] |
Copy of the owner space ptr as a SymMatrixSpace instead of a MatrixSpace.
Reimplemented from Ipopt::SymMatrix.
Definition at line 135 of file IpDenseSymMatrix.hpp.
Number* Ipopt::DenseSymMatrix::values_ [private] |
Array for storing the matrix elements (one columns after each other).
Definition at line 139 of file IpDenseSymMatrix.hpp.
bool Ipopt::DenseSymMatrix::initialized_ [private] |
Flag indicating whether the values_ array has been initialized.
Definition at line 142 of file IpDenseSymMatrix.hpp.