qpOASES  3.2.1
An Implementation of the Online Active Set Strategy
Public Member Functions | Protected Attributes
SymDenseMat Class Reference

Interfaces matrix-vector operations tailored to symmetric dense matrices. More...

#include <Matrices.hpp>

Inheritance diagram for SymDenseMat:
DenseMatrix SymmetricMatrix Matrix Matrix

List of all members.

Public Member Functions

 SymDenseMat ()
 SymDenseMat (int_t m, int_t n, int_t lD, real_t *v)
virtual ~SymDenseMat ()
virtual Matrixduplicate () const
virtual SymmetricMatrixduplicateSym () const
virtual returnValue bilinear (const Indexlist *const icols, int_t xN, const real_t *x, int_t xLD, real_t *y, int_t yLD) const
virtual void free ()
virtual real_t diag (int_t i) const
virtual BooleanType isDiag () const
virtual real_t getNorm (int_t type=2) const
virtual real_t getRowNorm (int_t rNum, int_t type=2) const
virtual returnValue getRowNorm (real_t *norm, int_t type=2) const
virtual returnValue getRow (int_t rNum, const Indexlist *const icols, real_t alpha, real_t *row) const
virtual returnValue getCol (int_t cNum, const Indexlist *const irows, real_t alpha, real_t *col) const
virtual returnValue getSparseSubmatrix (int_t irowsLength, const int_t *const irowsNumber, int_t icolsLength, const int_t *const icolsNumber, int_t rowoffset, int_t coloffset, int_t &numNonzeros, int_t *irn, int_t *jcn, real_t *avals, BooleanType only_lower_triangular=BT_FALSE) const
virtual returnValue getSparseSubmatrix (const Indexlist *const irows, const Indexlist *const icols, int_t rowoffset, int_t coloffset, int_t &numNonzeros, int_t *irn, int_t *jcn, real_t *avals, BooleanType only_lower_triangular=BT_FALSE) const
virtual returnValue getSparseSubmatrix (const Indexlist *const irows, int_t idx_icol, int_t rowoffset, int_t coloffset, int_t &numNonzeros, int_t *irn, int_t *jcn, real_t *avals, BooleanType only_lower_triangular=BT_FALSE) const
virtual returnValue getSparseSubmatrix (int_t idx_row, const Indexlist *const icols, int_t rowoffset, int_t coloffset, int_t &numNonzeros, int_t *irn, int_t *jcn, real_t *avals, BooleanType only_lower_triangular=BT_FALSE) const
virtual returnValue times (int_t xN, real_t alpha, const real_t *x, int_t xLD, real_t beta, real_t *y, int_t yLD) const
virtual returnValue times (const Indexlist *const irows, const Indexlist *const icols, int_t xN, real_t alpha, const real_t *x, int_t xLD, real_t beta, real_t *y, int_t yLD, BooleanType yCompr=BT_TRUE) const
virtual returnValue transTimes (int_t xN, real_t alpha, const real_t *x, int_t xLD, real_t beta, real_t *y, int_t yLD) const
virtual returnValue transTimes (const Indexlist *const irows, const Indexlist *const icols, int_t xN, real_t alpha, const real_t *x, int_t xLD, real_t beta, real_t *y, int_t yLD) const
virtual returnValue addToDiag (real_t alpha)
virtual real_tfull () const
virtual returnValue print (const char *name=0) const
virtual returnValue writeToFile (FILE *output_file, const char *prefix) const
BooleanType needToFreeMemory () const
void doFreeMemory ()
void doNotFreeMemory ()

Protected Attributes

int_t nRows
int_t nCols
int_t leaDim
real_tval
BooleanType freeMemory

Detailed Description

Symmetric dense matrix class.

Author:
Andreas Potschka, Christian Kirches, Hans Joachim Ferreau
Version:
3.2
Date:
2011-2017

Constructor & Destructor Documentation

Default constructor.

Referenced by duplicateSym().

SymDenseMat::SymDenseMat ( int_t  m,
int_t  n,
int_t  lD,
real_t v 
) [inline]

Constructor from vector of values.

Parameters:
mNumber of rows.
nNumber of columns.
lDLeading dimension.
vValues.
virtual SymDenseMat::~SymDenseMat ( ) [inline, virtual]

Destructor.


Member Function Documentation

returnValue DenseMatrix::addToDiag ( real_t  alpha) [virtual, inherited]

Adds given offset to diagonal of matrix.

Returns:
SUCCESSFUL_RETURN
RET_NO_DIAGONAL_AVAILABLE
Parameters:
alphaDiagonal offset.

Implements Matrix.

References DenseMatrix::leaDim, DenseMatrix::nCols, DenseMatrix::nRows, SUCCESSFUL_RETURN, and DenseMatrix::val.

returnValue SymDenseMat::bilinear ( const Indexlist *const  icols,
int_t  xN,
const real_t x,
int_t  xLD,
real_t y,
int_t  yLD 
) const [virtual]

Compute bilinear form y = x'*H*x using submatrix given by index list.

Returns:
SUCCESSFUL_RETURN
Parameters:
icolsIndex list specifying columns of x.
xNNumber of vectors to multiply.
xInput vector to be multiplied (uncompressed).
xLDLeading dimension of input x.
yOutput vector of results (compressed).
yLDLeading dimension of output y.

Implements SymmetricMatrix.

References DenseMatrix::leaDim, Indexlist::length, Indexlist::number, real_t, SUCCESSFUL_RETURN, and DenseMatrix::val.

real_t DenseMatrix::diag ( int_t  i) const [virtual, inherited]

Returns i-th diagonal entry.

Returns:
i-th diagonal entry
Parameters:
iIndex.

Implements Matrix.

References DenseMatrix::leaDim, and DenseMatrix::val.

void Matrix::doFreeMemory ( ) [inline, inherited]
void Matrix::doNotFreeMemory ( ) [inline, inherited]
Matrix * SymDenseMat::duplicate ( ) const [virtual]

Returns a deep-copy of the Matrix object.

Returns:
Deep-copy of Matrix object

Reimplemented from DenseMatrix.

References duplicateSym().

Returns a deep-copy of the SymmetricMatrix object.

Returns:
Deep-copy of SymmetricMatrix object

Implements SymmetricMatrix.

References BT_TRUE, Matrix::doFreeMemory(), DenseMatrix::nCols, Matrix::needToFreeMemory(), DenseMatrix::nRows, real_t, SymDenseMat(), and DenseMatrix::val.

Referenced by duplicate().

void DenseMatrix::free ( ) [virtual, inherited]

Frees all internal memory.

Implements Matrix.

References DenseMatrix::val.

Referenced by DenseMatrix::~DenseMatrix().

real_t * DenseMatrix::full ( ) const [virtual, inherited]

Allocates and creates dense matrix array in row major format.

Note: Calling function has to free allocated memory!

Returns:
Pointer to matrix array.

Implements Matrix.

References DenseMatrix::nCols, DenseMatrix::nRows, real_t, and DenseMatrix::val.

returnValue DenseMatrix::getCol ( int_t  cNum,
const Indexlist *const  irows,
real_t  alpha,
real_t col 
) const [virtual, inherited]

Retrieve indexed entries of matrix column multiplied by alpha.

Returns:
SUCCESSFUL_RETURN
Parameters:
cNumColumn number.
irowsIndex list specifying rows.
alphaScalar factor.
colOutput column vector.

Implements Matrix.

References BT_TRUE, isEqual(), DenseMatrix::leaDim, Indexlist::length, Indexlist::number, SUCCESSFUL_RETURN, and DenseMatrix::val.

real_t DenseMatrix::getNorm ( int_t  type = 2) const [virtual, inherited]

Get the N-norm of the matrix

Returns:
N-norm of the matrix
Parameters:
typeNorm type, 1: one-norm, 2: Euclidean norm.

Implements Matrix.

References DenseMatrix::nCols, DenseMatrix::nRows, REFER_NAMESPACE_QPOASES, and DenseMatrix::val.

Referenced by DenseMatrix::getRowNorm().

returnValue DenseMatrix::getRow ( int_t  rNum,
const Indexlist *const  icols,
real_t  alpha,
real_t row 
) const [virtual, inherited]

Retrieve indexed entries of matrix row multiplied by alpha.

Returns:
SUCCESSFUL_RETURN
Parameters:
rNumRow number.
icolsIndex list specifying columns.
alphaScalar factor.
rowOutput row vector.

Implements Matrix.

References BT_TRUE, isEqual(), DenseMatrix::leaDim, Indexlist::length, DenseMatrix::nCols, Indexlist::number, SUCCESSFUL_RETURN, and DenseMatrix::val.

real_t DenseMatrix::getRowNorm ( int_t  rNum,
int_t  type = 2 
) const [virtual, inherited]

Get the N-norm of a row

Returns:
N-norm of row rNum
Parameters:
rNumRow number.
typeNorm type, 1: one-norm, 2: Euclidean norm.

Implements Matrix.

References DenseMatrix::getNorm(), DenseMatrix::leaDim, DenseMatrix::nCols, REFER_NAMESPACE_QPOASES, and DenseMatrix::val.

returnValue DenseMatrix::getRowNorm ( real_t norm,
int_t  type = 2 
) const [virtual, inherited]

Get the N-norm of all rows

Returns:
SUCCESSFUL_RETURN
Parameters:
normNorm of each row.
typeNorm type, 1: one-norm, 2: Euclidean norm.

Implements Matrix.

References DenseMatrix::getNorm(), DenseMatrix::leaDim, DenseMatrix::nCols, DenseMatrix::nRows, REFER_NAMESPACE_QPOASES, SUCCESSFUL_RETURN, and DenseMatrix::val.

BEGIN_NAMESPACE_QPOASES returnValue Matrix::getSparseSubmatrix ( const Indexlist *const  irows,
const Indexlist *const  icols,
int_t  rowoffset,
int_t  coloffset,
int_t numNonzeros,
int_t irn,
int_t jcn,
real_t avals,
BooleanType  only_lower_triangular = BT_FALSE 
) const [virtual, inherited]

Retrieve entries of submatrix in Harwell-Boeing sparse format. If irn, jcn, and avals are null, this only counts the number of nonzeros. Otherwise, numNonzeros containts the size of irn, jcn, and avals on entry, and the written number of entries on return.

Returns:
SUCCESSFUL_RETURN
Parameters:
irowsIndex list specifying rows.
icolsIndex list specifying columns.
rowoffsetOffset for row entries.
coloffsetOffset for row entries.
numNonzerosNumber of nonzeros in submatrix.
irnRow position of entries (as position in irows) plus rowoffset.
jcnColumn position of entries (as position in irows) plus coloffset.
avalsNumerical values of the entries.
only_lower_triangularif true, only the lower triangular portion is returned. This can only be true for symmetric matrices and if irows==jcols.

References Indexlist::getLength(), and Indexlist::getNumberArray().

Referenced by SQProblemSchur::addConstraint(), Matrix::getSparseSubmatrix(), SQProblemSchur::removeBound(), and SQProblemSchur::resetSchurComplement().

returnValue Matrix::getSparseSubmatrix ( const Indexlist *const  irows,
int_t  idx_icol,
int_t  rowoffset,
int_t  coloffset,
int_t numNonzeros,
int_t irn,
int_t jcn,
real_t avals,
BooleanType  only_lower_triangular = BT_FALSE 
) const [virtual, inherited]

Retrieve entries of submatrix in Harwell-Boeing sparse format. If irn, jcn, and avals are null, this only counts the number of nonzeros. Otherwise, numNonzeros containts the size of irn, jcn, and avals on entry, and the written number of entries on return. This version retrieves one column.

Returns:
SUCCESSFUL_RETURN
Parameters:
irowsIndex list specifying rows.
idx_icolIndex list specifying columns.
rowoffsetOffset for row entries.
coloffsetOffset for row entries.
numNonzerosNumber of nonzeros in submatrix.
irnRow position of entries (as position in irows) plus rowoffset.
jcnColumn position of entries (as position in irows) plus coloffset.
avalsNumerical values of the entries.
only_lower_triangularif true, only the lower triangular portion is returned. This can only be true for symmetric matrices and if irows==jcols.

References Indexlist::getLength(), Indexlist::getNumberArray(), and Matrix::getSparseSubmatrix().

returnValue Matrix::getSparseSubmatrix ( int_t  idx_row,
const Indexlist *const  icols,
int_t  rowoffset,
int_t  coloffset,
int_t numNonzeros,
int_t irn,
int_t jcn,
real_t avals,
BooleanType  only_lower_triangular = BT_FALSE 
) const [virtual, inherited]

Retrieve entries of submatrix in Harwell-Boeing sparse format. If irn, jcn, and avals are null, this only counts the number of nonzeros. Otherwise, numNonzeros containts the size of irn, jcn, and avals on entry, and the written number of entries on return. This version retrieves one row.

Returns:
SUCCESSFUL_RETURN
Parameters:
idx_rowRow number.
icolsIndex list specifying columns.
rowoffsetOffset for row entries.
coloffsetOffset for row entries.
numNonzerosNumber of nonzeros in submatrix.
irnRow position of entries (as position in irows) plus rowoffset.
jcnColumn position of entries (as position in irows) plus coloffset.
avalsNumerical values of the entries.
only_lower_triangularif true, only the lower triangular portion is returned. This can only be true for symmetric matrices and if irows==jcols.

References Indexlist::getLength(), Indexlist::getNumberArray(), and Matrix::getSparseSubmatrix().

returnValue DenseMatrix::getSparseSubmatrix ( int_t  irowsLength,
const int_t *const  irowsNumber,
int_t  icolsLength,
const int_t *const  icolsNumber,
int_t  rowoffset,
int_t  coloffset,
int_t numNonzeros,
int_t irn,
int_t jcn,
real_t avals,
BooleanType  only_lower_triangular = BT_FALSE 
) const [virtual, inherited]

Retrieve entries of submatrix in Harwell-Boeing sparse format. If irn, jcn, and avals are null, this only counts the number of nonzeros. Otherwise, numNonzeros containts the size of irn, jcn, and avals on entry, and the written number of entries on return.

Returns:
SUCCESSFUL_RETURN
Parameters:
irowsLengthNumber of rows.
irowsNumberArray with row numbers.
icolsLengthNumber of columns.
icolsNumberArray with column numbers.
rowoffsetOffset for row entries.
coloffsetOffset for row entries.
numNonzerosNumber of nonzeros in submatrix.
irnRow position of entries (as position in irows) plus rowoffset.
jcnColumn position of entries (as position in irows) plus coloffset.
avalsNumerical values of the entries.
only_lower_triangularif true, only the lower triangular portion is returned. This can only be true for symmetric matrices and if irows==jcols.

Implements Matrix.

References BT_FALSE, isZero(), DenseMatrix::leaDim, real_t, RET_INVALID_ARGUMENTS, SUCCESSFUL_RETURN, THROWERROR, and DenseMatrix::val.

BooleanType DenseMatrix::isDiag ( ) const [virtual, inherited]

Checks whether matrix is square and diagonal.

Returns:
BT_TRUE iff matrix is square and diagonal;
BT_FALSE otherwise.

Implements Matrix.

References BT_FALSE, BT_TRUE, EPS, getAbs(), DenseMatrix::leaDim, DenseMatrix::nCols, DenseMatrix::nRows, and DenseMatrix::val.

BooleanType Matrix::needToFreeMemory ( ) const [inline, inherited]

Returns whether internal memory needs to be de-allocated.

Returns:
BT_TRUE iff internal memory needs to be de-allocated,
BT_FALSE otherwise

References Matrix::freeMemory.

Referenced by DenseMatrix::duplicate(), duplicateSym(), DenseMatrix::~DenseMatrix(), SparseMatrix::~SparseMatrix(), and SparseMatrixRow::~SparseMatrixRow().

returnValue DenseMatrix::print ( const char *  name = 0) const [virtual, inherited]

Prints matrix to screen.

Returns:
SUCCESSFUL_RETURN
Parameters:
nameName of matrix.

Implements Matrix.

References DenseMatrix::nCols, DenseMatrix::nRows, REFER_NAMESPACE_QPOASES, and DenseMatrix::val.

returnValue DenseMatrix::times ( int_t  xN,
real_t  alpha,
const real_t x,
int_t  xLD,
real_t  beta,
real_t y,
int_t  yLD 
) const [virtual, inherited]

Evaluate Y=alpha*A*X + beta*Y.

Returns:
SUCCESSFUL_RETURN.
Parameters:
xNNumber of vectors to multiply.
alphaScalar factor for matrix vector product.
xInput vector to be multiplied.
xLDLeading dimension of input x.
betaScalar factor for y.
yOutput vector of results.
yLDLeading dimension of output y.

Implements Matrix.

References GEMM, getMax(), DenseMatrix::nCols, DenseMatrix::nRows, SUCCESSFUL_RETURN, and DenseMatrix::val.

returnValue DenseMatrix::times ( const Indexlist *const  irows,
const Indexlist *const  icols,
int_t  xN,
real_t  alpha,
const real_t x,
int_t  xLD,
real_t  beta,
real_t y,
int_t  yLD,
BooleanType  yCompr = BT_TRUE 
) const [virtual, inherited]

Evaluate matrix vector product with submatrix given by Indexlist.

Returns:
SUCCESSFUL_RETURN
Parameters:
irowsIndex list specifying rows.
icolsIndex list specifying columns.
xNNumber of vectors to multiply.
alphaScalar factor for matrix vector product.
xInput vector to be multiplied.
xLDLeading dimension of input x.
betaScalar factor for y.
yOutput vector of results.
yLDLeading dimension of output y.
yComprCompressed storage for y.

Implements Matrix.

References BT_FALSE, BT_TRUE, isEqual(), Indexlist::iSort, isZero(), DenseMatrix::leaDim, Indexlist::length, DenseMatrix::nCols, Indexlist::number, SUCCESSFUL_RETURN, and DenseMatrix::val.

returnValue DenseMatrix::transTimes ( int_t  xN,
real_t  alpha,
const real_t x,
int_t  xLD,
real_t  beta,
real_t y,
int_t  yLD 
) const [virtual, inherited]

Evaluate Y=alpha*A'*X + beta*Y.

Returns:
SUCCESSFUL_RETURN.
Parameters:
xNNumber of vectors to multiply.
alphaScalar factor for matrix vector product.
xInput vector to be multiplied.
xLDLeading dimension of input x.
betaScalar factor for y.
yOutput vector of results.
yLDLeading dimension of output y.

Implements Matrix.

References GEMM, getMax(), DenseMatrix::nCols, DenseMatrix::nRows, SUCCESSFUL_RETURN, and DenseMatrix::val.

returnValue DenseMatrix::transTimes ( const Indexlist *const  irows,
const Indexlist *const  icols,
int_t  xN,
real_t  alpha,
const real_t x,
int_t  xLD,
real_t  beta,
real_t y,
int_t  yLD 
) const [virtual, inherited]

Evaluate matrix transpose vector product.

Returns:
SUCCESSFUL_RETURN
Parameters:
irowsIndex list specifying rows.
icolsIndex list specifying columns.
xNNumber of vectors to multiply.
alphaScalar factor for matrix vector product.
xInput vector to be multiplied.
xLDLeading dimension of input x.
betaScalar factor for y.
yOutput vector of results.
yLDLeading dimension of output y.

Implements Matrix.

References BT_FALSE, BT_TRUE, isEqual(), Indexlist::iSort, isZero(), DenseMatrix::leaDim, Indexlist::length, Indexlist::number, SUCCESSFUL_RETURN, and DenseMatrix::val.

returnValue DenseMatrix::writeToFile ( FILE *  output_file,
const char *  prefix 
) const [virtual, inherited]

Write matrix to file.

Returns:
SUCCESSFUL_RETURN

Implements Matrix.

References RET_NOT_YET_IMPLEMENTED, and THROWERROR.


Member Data Documentation

BooleanType Matrix::freeMemory [protected, inherited]

Indicating whether internal memory needs to be de-allocated.

Referenced by Matrix::doFreeMemory(), and Matrix::needToFreeMemory().

int_t DenseMatrix::leaDim [protected, inherited]
int_t DenseMatrix::nCols [protected, inherited]
int_t DenseMatrix::nRows [protected, inherited]
real_t* DenseMatrix::val [protected, inherited]

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