Ipopt  3.11.9
IpDenseSymMatrix.hpp
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1 // Copyright (C) 2005, 2008 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpDenseSymMatrix.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Andreas Waechter IBM 2005-12-25
8 
9 #ifndef __IPDENSESYMMATRIX_HPP__
10 #define __IPDENSESYMMATRIX_HPP__
11 
12 #include "IpUtils.hpp"
13 #include "IpSymMatrix.hpp"
14 #include "IpMultiVectorMatrix.hpp"
15 #include "IpDenseVector.hpp"
16 
17 namespace Ipopt
18 {
19 
21  class DenseSymMatrixSpace;
22 
25  class DenseGenMatrix;
26 
31  class DenseSymMatrix : public SymMatrix
32  {
33  public:
34 
37 
40  DenseSymMatrix(const DenseSymMatrixSpace* owner_space);
41 
45 
48 
54  {
55  ObjectChanged();
56  initialized_ = true;
57  return values_;
58  }
59 
63  const Number* Values() const
64  {
66  return values_;
67  }
68 
70  void FillIdentity(Number factor=1.);
71 
74  void AddMatrix(Number alpha, const DenseSymMatrix& A, Number beta);
75 
79  void HighRankUpdate(bool trans, Number alpha, const DenseGenMatrix& V,
80  Number beta);
81 
86  const MultiVectorMatrix& V1,
87  const MultiVectorMatrix& V2,
88  Number beta);
89 
95  void SpecialAddForLMSR1(const DenseVector& D, const DenseGenMatrix& L);
96 
97  protected:
100  virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta,
101  Vector &y) const;
102 
105  virtual bool HasValidNumbersImpl() const;
106 
107  virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const;
108 
109  virtual void PrintImpl(const Journalist& jnlst,
110  EJournalLevel level,
111  EJournalCategory category,
112  const std::string& name,
113  Index indent,
114  const std::string& prefix) const;
116 
117 
118  private:
129 
132 
134  void operator=(const DenseSymMatrix&);
136 
138 
142 
145  };
146 
150  {
151  public:
158 
161  {}
163 
166  {
167  return new DenseSymMatrix(this);
168  }
169 
172  virtual SymMatrix* MakeNewSymMatrix() const
173  {
174  return MakeNewDenseSymMatrix();
175  }
176 
177  };
178 
179  inline
181  {
183  }
184 
185 } // namespace Ipopt
186 #endif
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:38
Number * x
Input: Starting point Output: Optimal solution.
Class for dense general matrices.
This is the matrix space for DenseSymMatrix.
DenseSymMatrix * MakeNewDenseSymMatrix() const
Method for creating a new matrix of this specific type.
DenseSymMatrixSpace(Index nDim)
Constructor for matrix space for DenseSymMatrices.
virtual SymMatrix * MakeNewSymMatrix() const
Overloaded MakeNew method for the MatrixSpace base class.
Class for dense symetrix matrices.
virtual bool HasValidNumbersImpl() const
Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
SmartPtr< DenseSymMatrix > MakeNewDenseSymMatrix() const
Create a new DenseSymMatrix from same MatrixSpace.
DenseSymMatrix()
Default Constructor.
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.
virtual void ComputeRowAMaxImpl(Vector &rows_norms, bool init) const
Compute the max-norm of the rows in the matrix.
const Number * Values() const
Retrieve the array that stores the matrix elements.
void operator=(const DenseSymMatrix &)
Overloaded Equals Operator.
bool initialized_
Flag indicating whether the values_ array has been initialized.
virtual void PrintImpl(const Journalist &jnlst, EJournalLevel level, EJournalCategory category, const std::string &name, Index indent, const std::string &prefix) const
Print detailed information about the matrix.
void FillIdentity(Number factor=1.)
Set this matrix to be a multiple of the identity matrix.
Number * values_
Array for storing the matrix elements (one columns after each other)
const DenseSymMatrixSpace * owner_space_
void HighRankUpdate(bool trans, Number alpha, const DenseGenMatrix &V, Number beta)
Method for adding a high-rank update to this matrix.
void AddMatrix(Number alpha, const DenseSymMatrix &A, Number beta)
Method for adding another matrix to this one.
Number * Values()
Retrieve the array for storing the matrix elements.
virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta, Vector &y) const
Matrix-vector multiply.
DenseSymMatrix(const DenseSymMatrix &)
Copy Constructor.
DenseSymMatrix(const DenseSymMatrixSpace *owner_space)
Constructor, taking the owner_space.
~DenseSymMatrix()
Destructor.
Dense Vector Implementation.
Class responsible for all message output.
Class for Matrices with few columns that consists of Vectors.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:183
SymMatrixSpace base class, corresponding to the SymMatrix base class.
Definition: IpSymMatrix.hpp:82
This is the base class for all derived symmetric matrix types.
Definition: IpSymMatrix.hpp:24
void ObjectChanged()
Objects derived from TaggedObject MUST call this method every time their internal state changes to up...
Vector Base Class.
Definition: IpVector.hpp:48
EJournalCategory
Category Selection Enum.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
EJournalLevel
Print Level Enum.
double Number
Type of all numbers.
Definition: IpTypes.hpp:17