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// Copyright (C) 2005, 2008 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors: Andreas Waechter IBM 2005-12-25
#ifndef __IPDENSESYMMATRIX_HPP__
#define __IPDENSESYMMATRIX_HPP__
#include "IpUtils.hpp"
#include "IpSymMatrix.hpp"
#include "IpMultiVectorMatrix.hpp"
#include "IpDenseVector.hpp"
namespace Ipopt
{
/** forward declarations */
class DenseSymMatrixSpace;
class DenseGenMatrix;
/** Class for dense symmetric matrices.
*
* Matrix elements are stored in one array in "Fortran" format,
* using BLAS "lower triangular" storage (not packed).
*/
class IPOPTLIB_EXPORT DenseSymMatrix: public SymMatrix
{
public:
/**@name Constructors / Destructors */
///@{
/** Constructor, taking the owner_space. */
DenseSymMatrix(
const DenseSymMatrixSpace* owner_space
);
/** Destructor */
~DenseSymMatrix();
///@}
/** Create a new DenseSymMatrix from same MatrixSpace */
SmartPtr<DenseSymMatrix> MakeNewDenseSymMatrix() const;
/** Retrieve the array for storing the matrix elements.
*
* This is the non-const version, and it is assume that afterwards
* the calling method will set all matrix elements.
* The matrix elements are stored one column after each other.
*/
Number* Values()
{
ObjectChanged();
initialized_ = true;
return values_;
}
/** Retrieve the array that stores the matrix elements.
*
* This is the const version, i.e., read-only.
* The matrix elements are stored one column after each other.
*/
const Number* Values() const
{
DBG_ASSERT(initialized_);
return values_;
}
/** Set this matrix to be a multiple of the identity matrix. */
void FillIdentity(
Number factor = 1.
);
/** Method for adding another matrix to this one.
*
* If B is this matrix, it becomes B = alpha * A + beta * B after this call.
*/
void AddMatrix(
Number alpha,
const DenseSymMatrix& A,
Number beta
);
/** Method for adding a high-rank update to this matrix.
*
* It computes M = alpha*op(V) op(V)^T + beta*M, where V is a
* DenseGenMatrix, where op(V) is V^T trans is true.
*/
void HighRankUpdate(
bool trans,
Number alpha,
const DenseGenMatrix& V,
Number beta
);
/** Method for adding a high-rank update to this matrix.
*
* It computes M = alpha*V1^T V2 + beta*M, where V1 and V2 are
* MultiVectorMatrices, so that V1^T V2 is symmetric.
*/
void HighRankUpdateTranspose(
Number alpha,
const MultiVectorMatrix& V1,
const MultiVectorMatrix& V2,
Number beta
);
/** Method for doing a specialized Add operation, required in the
* limited memory SR1 update.
*
* If M is this matrix, it computes M = M + D + L + L^T, where
* D is a diagonal matrix (given as a DenseVector), and L is a
* matrix that is assumed to be strictly lower triangular.
*/
void SpecialAddForLMSR1(
const DenseVector& D,
const DenseGenMatrix& L
);
protected:
/**@name Overloaded methods from Matrix base class*/
///@{
virtual void MultVectorImpl(
Number alpha,
const Vector& x,
Number beta,
Vector& y
) const;
virtual bool HasValidNumbersImpl() const;
virtual void ComputeRowAMaxImpl(
Vector& rows_norms,
bool init
) const;
virtual void PrintImpl(
const Journalist& jnlst,
EJournalLevel level,
EJournalCategory category,
const std::string& name,
Index indent,
const std::string& prefix
) const;
///@}
private:
/**@name Default Compiler Generated Methods
* (Hidden to avoid implicit creation/calling).
* These methods are not implemented and
* we do not want the compiler to implement
* them for us, so we declare them private
* and do not define them. This ensures that
* they will not be implicitly created/called. */
///@{
/** Default Constructor */
DenseSymMatrix();
/** Copy Constructor */
DenseSymMatrix(
const DenseSymMatrix&
);
/** Default Assignment Operator */
void operator=(
const DenseSymMatrix&
);
///@}
const DenseSymMatrixSpace* owner_space_;
/** Array for storing the matrix elements (one columns after each other) */
Number* values_;
/** Flag indicating whether the values_ array has been initialized */
bool initialized_;
};
/** This is the matrix space for DenseSymMatrix. */
class IPOPTLIB_EXPORT DenseSymMatrixSpace: public SymMatrixSpace
{
public:
/** @name Constructors / Destructors */
///@{
/** Constructor for matrix space for DenseSymMatrices.
*
* Takes in dimension of the matrices.
*/
DenseSymMatrixSpace(
Index nDim
);
/** Destructor */
~DenseSymMatrixSpace()
{ }
///@}
/** Method for creating a new matrix of this specific type. */
DenseSymMatrix* MakeNewDenseSymMatrix() const
{
return new DenseSymMatrix(this);
}
virtual SymMatrix* MakeNewSymMatrix() const
{
return MakeNewDenseSymMatrix();
}
};
inline SmartPtr<DenseSymMatrix> DenseSymMatrix::MakeNewDenseSymMatrix() const
{
return owner_space_->MakeNewDenseSymMatrix();
}
} // namespace Ipopt
#endif