Ipopt Documentation  
IpDenseGenMatrix.hpp
Go to the documentation of this file.
1 // Copyright (C) 2005, 2009 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // Authors: Andreas Waechter IBM 2005-12-24
6 
7 #ifndef __IPDENSEGENMATRIX_HPP__
8 #define __IPDENSEGENMATRIX_HPP__
9 
10 #include "IpUtils.hpp"
11 #include "IpMatrix.hpp"
12 #include "IpDenseVector.hpp"
13 #include "IpDenseSymMatrix.hpp"
14 
15 namespace Ipopt
16 {
17 
19 class DenseGenMatrixSpace;
20 
26 {
27 public:
28 
31 
33  const DenseGenMatrixSpace* owner_space
34  );
35 
39 
41  SmartPtr<DenseGenMatrix> MakeNewDenseGenMatrix() const;
42 
50  {
51  initialized_ = true;
52  ObjectChanged();
53  return values_;
54  }
55 
61  const Number* Values() const
62  {
63  DBG_ASSERT(initialized_);
64  return values_;
65  }
66 
68  void Copy(
69  const DenseGenMatrix& M
70  );
71 
77  Number factor = 1.
78  );
79 
85  const DenseVector& scal_vec
86  );
87 
90  Number alpha,
91  const DenseGenMatrix& A,
92  bool transA,
93  const DenseGenMatrix& B,
94  bool transB,
95  Number beta
96  );
97 
104  Number alpha,
105  const MultiVectorMatrix& V1,
106  const MultiVectorMatrix& V2,
107  Number beta
108  );
109 
120  const DenseSymMatrix& M
121  );
122 
133  const DenseSymMatrix& M,
134  DenseVector& Evalues
135  );
136 
145  bool trans,
146  Number alpha,
147  DenseGenMatrix& B
148  ) const;
149 
158  DenseVector& b
159  ) const;
160 
169  DenseGenMatrix& B
170  ) const;
171 
176 
181  DenseGenMatrix& B
182  ) const;
183 
188  DenseVector& b
189  ) const;
190 
191 protected:
194  virtual void MultVectorImpl(
195  Number alpha,
196  const Vector& x,
197  Number beta,
198  Vector& y
199  ) const;
200 
201  virtual void TransMultVectorImpl(
202  Number alpha,
203  const Vector& x,
204  Number beta,
205  Vector& y
206  ) const;
207 
208  virtual bool HasValidNumbersImpl() const;
209 
210  virtual void ComputeRowAMaxImpl(
211  Vector& rows_norms,
212  bool init
213  ) const;
214 
215  virtual void ComputeColAMaxImpl(
216  Vector& cols_norms,
217  bool init
218  ) const;
219 
220  virtual void PrintImpl(
221  const Journalist& jnlst,
222  EJournalLevel level,
223  EJournalCategory category,
224  const std::string& name,
225  Index indent,
226  const std::string& prefix
227  ) const;
229 
230 private:
239 
241 
244  const DenseGenMatrix&
245  );
246 
248  void operator=(
249  const DenseGenMatrix&
250  );
252 
254 
257 
260 
263  {
265  LU,
266  CHOL
267  };
268 
271 
274 };
275 
279 {
280 public:
283 
288  Index nRows,
289  Index nCols
290  );
291 
294  { }
296 
299  {
300  return new DenseGenMatrix(this);
301  }
302 
303  virtual Matrix* MakeNew() const
304  {
305  return MakeNewDenseGenMatrix();
306  }
307 
308 };
309 
311 {
313 }
314 
315 } // namespace Ipopt
316 #endif
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:27
This is the matrix space for DenseGenMatrix.
DenseGenMatrix * MakeNewDenseGenMatrix() const
Method for creating a new matrix of this specific type.
DenseGenMatrixSpace(Index nRows, Index nCols)
Constructor for matrix space for DenseGenMatrices.
virtual Matrix * MakeNew() const
Pure virtual method for creating a new Matrix of the corresponding type.
Class for dense general matrices.
DenseGenMatrix()
Default Constructor.
DenseGenMatrix(const DenseGenMatrixSpace *owner_space)
Constructor, taking the owner_space.
void AddMatrixProduct(Number alpha, const DenseGenMatrix &A, bool transA, const DenseGenMatrix &B, bool transB, Number beta)
Method for adding the product of two matrices to this matrix.
void FillIdentity(Number factor=1.)
Set this matrix to be a multiple of the identity matrix.
DenseGenMatrix(const DenseGenMatrix &)
Copy Constructor.
void CholeskySolveMatrix(DenseGenMatrix &B) const
Method for performing a solve of a linear system for one right-hand-side matrix, assuming that this m...
bool ComputeCholeskyFactor(const DenseSymMatrix &M)
Method for computing the Cholesky factorization of a positive definite matrix.
bool ComputeEigenVectors(const DenseSymMatrix &M, DenseVector &Evalues)
Method for computing an eigenvalue decomposition of the given symmetrix matrix M.
void CholeskySolveVector(DenseVector &b) const
Method for performing a solve of a linear system for one vector, assuming that this matrix contains t...
SmartPtr< DenseGenMatrix > MakeNewDenseGenMatrix() const
Create a new DenseGenMatrix from same MatrixSpace.
virtual void ComputeColAMaxImpl(Vector &cols_norms, bool init) const
Compute the max-norm of the columns in the matrix.
Factorization factorization_
Flag indicating if and which factorization has been applied.
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.
Factorization
Enum for factorization type.
void LUSolveVector(DenseVector &b) const
Method for using a previously computed LU fatorization for a backsolve with a single vector.
const Number * Values() const
Retrieve the array that stores the matrix elements.
const DenseGenMatrixSpace * owner_space_
Number * values_
Array for storing the matrix elements (one columns after each other)
virtual void ComputeRowAMaxImpl(Vector &rows_norms, bool init) const
Compute the max-norm of the rows in the matrix.
void operator=(const DenseGenMatrix &)
Default Assignment Operator.
void Copy(const DenseGenMatrix &M)
Method for copying the content of another matrix into this matrix.
~DenseGenMatrix()
Destructor.
virtual void TransMultVectorImpl(Number alpha, const Vector &x, Number beta, Vector &y) const
Matrix(transpose) vector multiply.
void HighRankUpdateTranspose(Number alpha, const MultiVectorMatrix &V1, const MultiVectorMatrix &V2, Number beta)
Method for adding a high-rank update to this matrix.
void CholeskyBackSolveMatrix(bool trans, Number alpha, DenseGenMatrix &B) const
Method for performing one backsolve with an entire matrix on the right hand side, assuming that the t...
Number * Values()
Retrieve the array for storing the matrix elements.
bool ComputeLUFactorInPlace()
Method for computing the LU factorization of an unsymmetric matrix.
void LUSolveMatrix(DenseGenMatrix &B) const
Method for using a previously computed LU factorization for a backsolve with a matrix on the rhs.
Index * pivot_
Array for storing the pivot sequences if the matrix has been LU-factorized.
virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta, Vector &y) const
Matrix-vector multiply.
bool initialized_
Flag indicating whether the values_ array has been initialized.
virtual bool HasValidNumbersImpl() const
Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
void ScaleColumns(const DenseVector &scal_vec)
Method for scaling the columns of the matrix.
Class for dense symmetric matrices.
Dense Vector Implementation.
Class responsible for all message output.
MatrixSpace base class, corresponding to the Matrix base class.
Definition: IpMatrix.hpp:327
Matrix Base Class.
Definition: IpMatrix.hpp:28
Class for Matrices with few columns that consists of Vectors.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:165
Vector Base Class.
Definition: IpVector.hpp:48
#define IPOPTLIB_EXPORT
Definition: config.h:94
This file contains a base class for all exceptions and a set of macros to help with exceptions.
ipindex Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:20
EJournalCategory
Category Selection Enum.
EJournalLevel
Print Level Enum.
ipnumber Number
Type of all numbers.
Definition: IpTypes.hpp:17