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# src/LinAlg/IpDenseGenMatrix.hpp

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    00001 // Copyright (C) 2005, 2009 International Business Machines and others.
    00002 // All Rights Reserved.
    00003 // This code is published under the Eclipse Public License.
    00004 //
    00005 // $Id: IpDenseGenMatrix.hpp 2516 2015-01-09 10:11:51Z stefan $
    00006 //
    00007 // Authors:  Andreas Waechter             IBM    2005-12-24
    00008
    00009 #ifndef __IPDENSEGENMATRIX_HPP__
    00010 #define __IPDENSEGENMATRIX_HPP__
    00011
    00012 #include "IpUtils.hpp"
    00013 #include "IpMatrix.hpp"
    00014 #include "IpDenseVector.hpp"
    00015 #include "IpDenseSymMatrix.hpp"
    00016
    00017 namespace Ipopt
    00018 {
    00019
    00021   class DenseGenMatrixSpace;
    00022
    00026   class DenseGenMatrix : public Matrix
    00027   {
    00028   public:
    00029
    00032
    00035     DenseGenMatrix(const DenseGenMatrixSpace* owner_space);
    00036
    00038     ~DenseGenMatrix();
    00040
    00042     SmartPtr<DenseGenMatrix> MakeNewDenseGenMatrix() const;
    00043
    00048     Number* Values()
    00049     {
    00050       initialized_ = true;
    00051       ObjectChanged();
    00052       return values_;
    00053     }
    00054
    00058     const Number* Values() const
    00059     {
    00060       DBG_ASSERT(initialized_);
    00061       return values_;
    00062     }
    00063
    00066     void Copy(const DenseGenMatrix& M);
    00067
    00070     void FillIdentity(Number factor=1.);
    00071
    00074     void ScaleColumns(const DenseVector& scal_vec);
    00075
    00077     void AddMatrixProduct(Number alpha, const DenseGenMatrix& A,
    00078                           bool transA, const DenseGenMatrix& B,
    00079                           bool transB, Number beta);
    00080
    00084     void HighRankUpdateTranspose(Number alpha,
    00085                                  const MultiVectorMatrix& V1,
    00086                                  const MultiVectorMatrix& V2,
    00087                                  Number beta);
    00088
    00094     bool ComputeCholeskyFactor(const DenseSymMatrix& M);
    00095
    00101     bool ComputeEigenVectors(const DenseSymMatrix& M,
    00102                              DenseVector& Evalues);
    00103
    00109     void CholeskyBackSolveMatrix(bool trans, Number alpha,
    00110                                  DenseGenMatrix& B) const;
    00111
    00116     void CholeskySolveVector(DenseVector& b) const;
    00117
    00123     void CholeskySolveMatrix(DenseGenMatrix& B) const;
    00124
    00127     bool ComputeLUFactorInPlace();
    00128
    00131     void LUSolveMatrix(DenseGenMatrix& B) const;
    00132
    00135     void LUSolveVector(DenseVector& b) const;
    00136
    00137   protected:
    00140     virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta,
    00141                                 Vector &y) const;
    00142
    00143     virtual void TransMultVectorImpl(Number alpha, const Vector& x,
    00144                                      Number beta, Vector& y) const;
    00145
    00148     virtual bool HasValidNumbersImpl() const;
    00149
    00150     virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const;
    00151
    00152     virtual void ComputeColAMaxImpl(Vector& cols_norms, bool init) const;
    00153
    00154     virtual void PrintImpl(const Journalist& jnlst,
    00155                            EJournalLevel level,
    00156                            EJournalCategory category,
    00157                            const std::string& name,
    00158                            Index indent,
    00159                            const std::string& prefix) const;
    00161
    00162
    00163   private:
    00173     DenseGenMatrix();
    00174
    00176     DenseGenMatrix(const DenseGenMatrix&);
    00177
    00179     void operator=(const DenseGenMatrix&);
    00181
    00182     const DenseGenMatrixSpace* owner_space_;
    00183
    00186     Number* values_;
    00187
    00189     bool initialized_;
    00190
    00192     enum Factorization
    00193     {
    00194       NONE,
    00195       LU,
    00196       CHOL
    00197     };
    00198
    00200     Factorization factorization_;
    00201
    00203     Index* pivot_;
    00204   };
    00205
    00208   class DenseGenMatrixSpace : public MatrixSpace
    00209   {
    00210   public:
    00216     DenseGenMatrixSpace(Index nRows, Index nCols);
    00217
    00219     ~DenseGenMatrixSpace()
    00220     {}
    00222
    00224     DenseGenMatrix* MakeNewDenseGenMatrix() const
    00225     {
    00226       return new DenseGenMatrix(this);
    00227     }
    00228
    00231     virtual Matrix* MakeNew() const
    00232     {
    00233       return MakeNewDenseGenMatrix();
    00234     }
    00235
    00236   };
    00237
    00238   inline
    00239   SmartPtr<DenseGenMatrix> DenseGenMatrix::MakeNewDenseGenMatrix() const
    00240   {
    00241     return owner_space_->MakeNewDenseGenMatrix();
    00242   }
    00243
    00244 } // namespace Ipopt
    00245 #endif

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