Ipopt 3.11.9
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IpSymScaledMatrix.hpp
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1// Copyright (C) 2004, 2008 International Business Machines and others.
2// All Rights Reserved.
3// This code is published under the Eclipse Public License.
4//
5// $Id: IpSymScaledMatrix.hpp 1861 2010-12-21 21:34:47Z andreasw $
6//
7// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8
9#ifndef __IPSYMSCALEDMATRIX_HPP__
10#define __IPSYMSCALEDMATRIX_HPP__
11
12#include "IpUtils.hpp"
13#include "IpSymMatrix.hpp"
14
15namespace Ipopt
16{
17
18 /* forward declarations */
19 class SymScaledMatrixSpace;
20
27 {
28 public:
29
32
36
40
42 void SetUnscaledMatrix(const SmartPtr<const SymMatrix> unscaled_matrix);
43
45 void SetUnscaledMatrixNonConst(const SmartPtr<SymMatrix>& unscaled_matrix);
46
49
52
55
56 protected:
59 virtual void MultVectorImpl(Number alpha, const Vector& x,
60 Number beta, Vector& y) const;
61
65 virtual bool HasValidNumbersImpl() const;
66
67 virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const;
68
69 virtual void PrintImpl(const Journalist& jnlst,
70 EJournalLevel level,
71 EJournalCategory category,
72 const std::string& name,
73 Index indent,
74 const std::string& prefix) const;
76
77 private:
88
91
95
100
103 };
104
108 {
109 public:
116 bool row_col_scaling_reciprocal,
117 const SmartPtr<const SymMatrixSpace>& unscaled_matrix_space)
118 :
119 SymMatrixSpace(unscaled_matrix_space->Dim()),
120 unscaled_matrix_space_(unscaled_matrix_space)
121 {
122 scaling_ = row_col_scaling->MakeNewCopy();
123 if (row_col_scaling_reciprocal) {
124 scaling_->ElementWiseReciprocal();
125 }
126 }
127
132
134 SymScaledMatrix* MakeNewSymScaledMatrix(bool allocate_unscaled_matrix = false) const
135 {
136 SymScaledMatrix* ret = new SymScaledMatrix(this);
137 if (allocate_unscaled_matrix) {
138 SmartPtr<SymMatrix> unscaled_matrix = unscaled_matrix_space_->MakeNewSymMatrix();
139 ret->SetUnscaledMatrixNonConst(unscaled_matrix);
140 }
141 return ret;
142 }
143
146 {
147 return MakeNewSymScaledMatrix();
148 }
151 virtual Matrix* MakeNew() const
152 {
153 return MakeNewSymScaledMatrix();
154 }
155
158 {
159 return ConstPtr(scaling_);
160 }
161
167
168 private:
179
182
186
191 };
192
193 inline
195 {
196 matrix_ = unscaled_matrix;
197 nonconst_matrix_ = NULL;
199 }
200
201 inline
203 {
204 nonconst_matrix_ = unscaled_matrix;
205 matrix_ = GetRawPtr(unscaled_matrix);
207 }
208
209 inline
214
215 inline
222
224 {
225 return ConstPtr(owner_space_->RowColScaling());
226 }
227
228} // namespace Ipopt
229
230#endif
#define DBG_ASSERT(test)
Definition IpDebug.hpp:38
Number * x
Input: Starting point Output: Optimal solution.
Class responsible for all message output.
Matrix Base Class.
Definition IpMatrix.hpp:28
Template class for Smart Pointers.
SymMatrixSpace base class, corresponding to the SymMatrix base class.
Index Dim() const
Accessor method for the dimension of the matrices in this matrix space.
This is the base class for all derived symmetric matrix types.
This is the matrix space for SymScaledMatrix.
virtual SymMatrix * MakeNewSymMatrix() const
Overloaded method from SymMatrixSpace.
SmartPtr< const Vector > RowColScaling() const
return the vector for the row and column scaling
SmartPtr< const SymMatrixSpace > UnscaledMatrixSpace() const
return the matrix space for the unscaled matrix
virtual Matrix * MakeNew() const
Overloaded MakeNew method for the MatrixSpace base class.
SymScaledMatrix * MakeNewSymScaledMatrix(bool allocate_unscaled_matrix=false) const
Method for creating a new matrix of this specific type.
SymScaledMatrixSpace & operator=(const SymScaledMatrixSpace &)
Overloaded Equals Operator.
SymScaledMatrixSpace()
Default constructor.
SymScaledMatrixSpace(const SmartPtr< const Vector > &row_col_scaling, bool row_col_scaling_reciprocal, const SmartPtr< const SymMatrixSpace > &unscaled_matrix_space)
Constructor, given the number of row and columns blocks, as well as the totel number of rows and colu...
SmartPtr< const SymMatrixSpace > unscaled_matrix_space_
unscaled matrix space
SmartPtr< Vector > scaling_
Row scaling vector.
SymScaledMatrixSpace(const SymScaledMatrixSpace &)
Copy Constructor.
Class for a Matrix in conjunction with its scaling factors for row and column scaling.
SmartPtr< const Vector > RowColScaling() const
return the vector for the row and column scaling
SymScaledMatrix(const SymScaledMatrix &)
Copy Constructor.
SmartPtr< const SymMatrix > GetUnscaledMatrix() const
Return the unscaled matrix in const form.
void operator=(const SymScaledMatrix &)
Overloaded Equals Operator.
virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta, Vector &y) const
Matrix-vector multiply.
void SetUnscaledMatrix(const SmartPtr< const SymMatrix > unscaled_matrix)
Set the unscaled matrix.
SmartPtr< const SymScaledMatrixSpace > owner_space_
Matrix space stored as a SymScaledMatrixSpace.
SymScaledMatrix()
Default Constructor.
virtual void ComputeRowAMaxImpl(Vector &rows_norms, bool init) const
Compute the max-norm of the rows in the matrix.
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 SetUnscaledMatrixNonConst(const SmartPtr< SymMatrix > &unscaled_matrix)
Set the unscaled matrix in a non-const version.
SymScaledMatrix(const SymScaledMatrixSpace *owner_space)
Constructor, taking the owner_space.
SmartPtr< const SymMatrix > matrix_
const version of the unscaled matrix
SmartPtr< SymMatrix > GetUnscaledMatrixNonConst()
Return the unscaled matrix in non-const form.
~SymScaledMatrix()
Destructor.
virtual bool HasValidNumbersImpl() const
Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
SmartPtr< SymMatrix > nonconst_matrix_
non-const version of the unscaled matrix
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
SmartPtr< const U > ConstPtr(const SmartPtr< U > &smart_ptr)
bool IsValid(const SmartPtr< U > &smart_ptr)
U * GetRawPtr(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