9 #ifndef __IP_LOWRANKAUGSYSTEMSOLVER_HPP__
10 #define __IP_LOWRANKAUGSYSTEMSOLVER_HPP__
38 const std::string& prefix);
65 Index numberOfNegEVals);
199 const Vector& proto_rhs_x,
200 const Vector& proto_rhs_s,
201 const Vector& proto_rhs_c,
202 const Vector& proto_rhs_d,
204 Index numberOfNegEVals);
222 const Vector& proto_rhs_x,
223 const Vector& proto_rhs_s,
224 const Vector& proto_rhs_c,
225 const Vector& proto_rhs_d,
232 Index numberOfNegEVals);
Base class for Solver for the augmented system.
Solver for the augmented system with LowRankUpdateSymMatrix Hessian matrices.
double delta_d_
Most recent value of delta_d from Set method.
virtual ESymSolverStatus Solve(const SymMatrix *W, double W_factor, const Vector *D_x, double delta_x, const Vector *D_s, double delta_s, const Matrix *J_c, const Vector *D_c, double delta_c, const Matrix *J_d, const Vector *D_d, double delta_d, const Vector &rhs_x, const Vector &rhs_s, const Vector &rhs_c, const Vector &rhs_d, Vector &sol_x, Vector &sol_s, Vector &sol_c, Vector &sol_d, bool check_NegEVals, Index numberOfNegEVals)
Set up the augmented system and solve it for a given right hand side.
virtual bool ProvidesInertia() const
Query whether inertia is computed by linear solver.
virtual ~LowRankAugSystemSolver()
Default destructor.
double delta_c_
Most recent value of delta_c from Set method.
double delta_x_
Most recent value of delta_x from Set method.
Index num_neg_evals_
Stores the number of negative eigenvalues detected during most recent factorization.
virtual bool IncreaseQuality()
Request to increase quality of solution for next solve.
LowRankAugSystemSolver(const LowRankAugSystemSolver &)
Copy Constructor.
double delta_s_
Most recent value of delta_s from Set method.
TaggedObject::Tag d_d_tag_
Tag for D_d vector, representing the diagonal matrix D_d.
void operator=(const LowRankAugSystemSolver &)
Overloaded Equals Operator.
TaggedObject::Tag j_c_tag_
Tag for J_c matrix.
virtual Index NumberOfNegEVals() const
Number of negative eigenvalues detected during last solve.
SmartPtr< MultiVectorMatrix > Vtilde1_
bool AugmentedSystemRequiresChange(const SymMatrix *W, double W_factor, const Vector *D_x, double delta_x, const Vector *D_s, double delta_s, const Matrix &J_c, const Vector *D_c, double delta_c, const Matrix &J_d, const Vector *D_d, double delta_d)
Method that compares the tags of the data for the matrix with those from the previous call.
SmartPtr< MultiVectorMatrix > Utilde2_
TaggedObject::Tag d_c_tag_
Tag for D_c vector, representing the diagonal matrix D_c.
SmartPtr< const CompoundVectorSpace > compound_sol_vecspace_
Vector space for Compound vectors that capture the entire right hand side and solution vectors .
ESymSolverStatus UpdateFactorization(const SymMatrix *W, double W_factor, const Vector *D_x, double delta_x, const Vector *D_s, double delta_s, const Matrix &J_c, const Vector *D_c, double delta_c, const Matrix &J_d, const Vector *D_d, double delta_d, const Vector &proto_rhs_x, const Vector &proto_rhs_s, const Vector &proto_rhs_c, const Vector &proto_rhs_d, bool check_NegEVals, Index numberOfNegEVals)
Method for updating the factorization, including J1_, J2_, Vtilde1_, Utilde2, Wdiag_,...
TaggedObject::Tag d_x_tag_
Tag for D_x vector, representing the diagonal matrix D_x.
SmartPtr< DenseGenMatrix > J2_
LowRankAugSystemSolver()
Default constructor.
TaggedObject::Tag w_tag_
Tag for W matrix.
SmartPtr< DiagMatrix > Wdiag_
Hessian Matrix passed to the augmented system solver solving the matrix without the low-rank update.
TaggedObject::Tag j_d_tag_
Tag for J_d matrix.
SmartPtr< AugSystemSolver > aug_system_solver_
The augmented system solver object that should be used for the factorization of the augmented system ...
TaggedObject::Tag d_s_tag_
Tag for D_s vector, representing the diagonal matrix D_s.
double w_factor_
Most recent value of W_factor.
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
LowRankAugSystemSolver(AugSystemSolver &aug_system_solver)
Constructor using only a linear solver object.
SmartPtr< DenseGenMatrix > J1_
ESymSolverStatus SolveMultiVector(const Vector *D_x, double delta_x, const Vector *D_s, double delta_s, const Matrix &J_c, const Vector *D_c, double delta_c, const Matrix &J_d, const Vector *D_d, double delta_d, const Vector &proto_rhs_x, const Vector &proto_rhs_s, const Vector &proto_rhs_c, const Vector &proto_rhs_d, const MultiVectorMatrix &V, const SmartPtr< const Matrix > &P_LM, SmartPtr< MultiVectorMatrix > &V_x, SmartPtr< MultiVectorMatrix > &Vtilde1, SmartPtr< MultiVectorMatrix > &Vtilde1_x, bool check_NegEVals, Index numberOfNegEVals)
Method for solving the augmented system without low-rank update for multiple right hand sides that ar...
Class for Matrices with few columns that consists of Vectors.
This class stores a list of user set options.
Template class for Smart Pointers.
This is the base class for all derived symmetric matrix types.
unsigned int Tag
Type for the Tag values.
ESymSolverStatus
Enum to report outcome of a linear solve.
int Index
Type of all indices of vectors, matrices etc.