Ipopt 3.11.9
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IpLowRankUpdateSymMatrix.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: IpLowRankUpdateSymMatrix.hpp 1861 2010-12-21 21:34:47Z andreasw $
6//
7// Authors: Andreas Waechter IBM 2005-12-25
8
9#ifndef __IPLOWRANKUPDATESYMMATRIX_HPP__
10#define __IPLOWRANKUPDATESYMMATRIX_HPP__
11
12#include "IpUtils.hpp"
13#include "IpSymMatrix.hpp"
15
16namespace Ipopt
17{
18
19 /* forward declarations */
20 class LowRankUpdateSymMatrixSpace;
21
32 {
33 public:
34
37
40
44
46 void SetDiag(const Vector& D)
47 {
48 D_ = &D;
50 }
51
54 {
55 return D_;
56 }
57
59 void SetV(const MultiVectorMatrix& V)
60 {
61 V_ = &V;
63 }
64
67 {
68 return V_;
69 }
70
72 void SetU(const MultiVectorMatrix& U)
73 {
74 U_ = &U;
76 }
77
80 {
81 return U_;
82 }
83
87
91
94 bool ReducedDiag() const;
95
96 protected:
99 virtual void MultVectorImpl(Number alpha, const Vector& x,
100 Number beta, Vector& y) const;
101
104 virtual bool HasValidNumbersImpl() const;
105
106 virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const;
107
108 virtual void ComputeColAMaxImpl(Vector& cols_norms, bool init) const;
109
110 virtual void PrintImpl(const Journalist& jnlst,
111 EJournalLevel level,
112 EJournalCategory category,
113 const std::string& name,
114 Index indent,
115 const std::string& prefix) const;
117
118 private:
129
132
136
139
142
145
148 };
149
235
236 inline
238 {
239 return owner_space_->P_LowRank();
240 }
241
242 inline
244 {
245 return owner_space_->LowRankVectorSpace();
246 }
247
248 inline
250 {
251 return owner_space_->ReducedDiag();
252 }
253
254} // namespace Ipopt
255#endif
#define DBG_ASSERT(test)
Definition IpDebug.hpp:38
Number * x
Input: Starting point Output: Optimal solution.
Class responsible for all message output.
This is the matrix space for LowRankUpdateSymMatrix.
SmartPtr< const Matrix > P_LowRank_
Expansion matrix to lift the low-rank approximation into a possibly higher-dimensional space.
SmartPtr< const Matrix > P_LowRank() const
LowRankUpdateSymMatrix * MakeNewLowRankUpdateSymMatrix() const
Method for creating a new matrix of this specific type.
LowRankUpdateSymMatrixSpace(Index dim, SmartPtr< const Matrix > P_LowRank, SmartPtr< const VectorSpace > LowRankVectorSpace, bool reduced_diag)
Constructor, given the dimension of the matrix.
LowRankUpdateSymMatrixSpace()
Default Constructor.
void operator=(const LowRankUpdateSymMatrixSpace &)
Overloaded Equals Operator.
SmartPtr< const VectorSpace > LowRankVectorSpace() const
bool reduced_diag_
Flag indicating whether the diagonal matrix is nonzero only in the space of V or in the full space.
virtual SymMatrix * MakeNewSymMatrix() const
Overloaded MakeNew method for the SymMatrixSpace base class.
SmartPtr< const VectorSpace > lowrank_vector_space_
Vector space for the space in which the low-rank approximation lives.
LowRankUpdateSymMatrixSpace(const LowRankUpdateSymMatrixSpace &)
Copy Constructor.
Class for symmetric matrices, represented as low-rank updates.
SmartPtr< const Matrix > P_LowRank() const
Return the expansion matrix to lift the low-rank update to the higher-dimensional space.
SmartPtr< const Vector > D_
Vector storing the diagonal matrix D.
SmartPtr< const Vector > GetDiag() const
Method for getting the diagonal elements.
SmartPtr< const MultiVectorMatrix > U_
Vector storing the negative low-rank update.
void SetDiag(const Vector &D)
Method for setting the diagonal elements (as a Vector).
SmartPtr< const VectorSpace > LowRankVectorSpace() const
Return the vector space in with the low-rank update vectors live.
virtual void ComputeColAMaxImpl(Vector &cols_norms, bool init) const
Since the matrix is symmetric, the row and column max norms are identical.
SmartPtr< const MultiVectorMatrix > GetU() const
Method for getting the negative low-rank update part.
SmartPtr< const LowRankUpdateSymMatrixSpace > owner_space_
corresponding matrix space
SmartPtr< const MultiVectorMatrix > GetV() const
Method for getting the positive low-rank update part.
virtual bool HasValidNumbersImpl() const
Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta, Vector &y) const
Matrix-vector multiply.
LowRankUpdateSymMatrix()
Default Constructor.
bool ReducedDiag() const
Flag indicating whether the diagonal term lives in the smaller space (from P_LowRank) or in the full ...
LowRankUpdateSymMatrix(const LowRankUpdateSymMatrixSpace *owner_space)
Constructor, given the corresponding matrix space.
void SetU(const MultiVectorMatrix &U)
Method for setting the negative low-rank update part.
virtual void ComputeRowAMaxImpl(Vector &rows_norms, bool init) const
Compute the max-norm of the rows in the matrix.
void SetV(const MultiVectorMatrix &V)
Method for setting the positive low-rank update part.
SmartPtr< const MultiVectorMatrix > V_
Vector storing the positive low-rank update.
~LowRankUpdateSymMatrix()
Destructor.
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 operator=(const LowRankUpdateSymMatrix &)
Overloaded Equals Operator.
LowRankUpdateSymMatrix(const LowRankUpdateSymMatrix &)
Copy Constructor.
Class for Matrices with few columns that consists of Vectors.
Template class for Smart Pointers.
SymMatrixSpace base class, corresponding to the SymMatrix base class.
This is the base class for all derived symmetric matrix types.
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
bool IsValid(const SmartPtr< U > &smart_ptr)
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