Ipopt::LowRankUpdateSymMatrix Class Reference

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

#include <IpLowRankUpdateSymMatrix.hpp>

Inheritance diagram for Ipopt::LowRankUpdateSymMatrix:

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Collaboration diagram for Ipopt::LowRankUpdateSymMatrix:

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List of all members.

Public Member Functions
void	SetDiag (const Vector &D)
	Method for setting the diagonal elements (as a Vector).
SmartPtr< const Vector >	GetDiag () const
	Method for getting the diagonal elements.
void	SetV (const MultiVectorMatrix &V)
	Method for setting the positive low-rank update part.
SmartPtr< const MultiVectorMatrix >	GetV () const
	Method for getting the positive low-rank update part.
void	SetU (const MultiVectorMatrix &U)
	Method for setting the negative low-rank update part.
SmartPtr< const MultiVectorMatrix >	GetU () const
	Method for getting the negative low-rank update part.
SmartPtr< const Matrix >	P_LowRank () const
	Return the expansion matrix to lift the low-rank update to the higher-dimensional space.
SmartPtr< const VectorSpace >	LowRankVectorSpace () const
	Return the vector space in with the low-rank update vectors live.
bool	ReducedDiag () const
	Flag indicating whether the diagonal term lives in the smaller space (from P_LowRank) or in the full space.
Constructors / Destructors

	LowRankUpdateSymMatrix (const LowRankUpdateSymMatrixSpace *owner_space)
	Constructor, given the corresponding matrix space.
	~LowRankUpdateSymMatrix ()
	Destructor.
Protected Member Functions
Methods overloaded from matrix

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
(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.
	LowRankUpdateSymMatrix (const LowRankUpdateSymMatrix &)
	Copy Constructor.
void	operator= (const LowRankUpdateSymMatrix &)
	Overloaded Equals Operator.
Private Attributes
SmartPtr< const LowRankUpdateSymMatrixSpace >	owner_space_
	corresponding matrix space
SmartPtr< const Vector >	D_
	Vector storing the diagonal matrix D.
SmartPtr< const MultiVectorMatrix >	V_
	Vector storing the positive low-rank update.
SmartPtr< const MultiVectorMatrix >	U_
	Vector storing the negative low-rank update.

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 233 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 239 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 245 of file IpLowRankUpdateSymMatrix.hpp.

virtual void Ipopt::LowRankUpdateSymMatrix::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::LowRankUpdateSymMatrix::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::LowRankUpdateSymMatrix::PrintImpl	(	const Journalist &	jnlst,
		EJournalLevel	level,
		EJournalCategory	category,
		const std::string &	name,
		Index	indent,
		const std::string &	prefix
	)			const `[protected, virtual]`