ipopt-src 0.2.3+3.14.16

Redistribution of Coin-OR Ipopt as a crate
// Copyright (C) 2009 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Andreas Waechter             IBM    2009-11-05

#include "IpExpandedMultiVectorMatrix.hpp"
#include "IpDenseVector.hpp"

#include <cstdio>

namespace Ipopt
{

#if IPOPT_VERBOSITY > 0
static const Index dbg_verbosity = 0;
#endif

ExpandedMultiVectorMatrix::ExpandedMultiVectorMatrix(
   const ExpandedMultiVectorMatrixSpace* owner_space
)
   : Matrix(owner_space),
     owner_space_(owner_space),
     vecs_(owner_space->NRows())
{
}

void ExpandedMultiVectorMatrix::SetVector(
   Index                  i,
   SmartPtr<const Vector> vec
)
{
   DBG_ASSERT(i < NRows());
   vecs_[i] = vec;
   ObjectChanged();
}

void ExpandedMultiVectorMatrix::TransMultVectorImpl(
   Number        alpha,
   const Vector& x,
   Number        beta,
   Vector&       y
) const
{
   //  A few sanity checks
   DBG_ASSERT(NRows() == x.Dim());
   DBG_ASSERT(NCols() == y.Dim());

   SmartPtr<const ExpansionMatrix> P = GetExpansionMatrix();
   SmartPtr<Vector> y_tmp;

   if( IsValid(P) )
   {
      y_tmp = RowVectorSpace()->MakeNew();
      y_tmp->Set(0.);
   }
   else
   {
      // Take care of the y part of the addition
      if( beta != 0.0 )
      {
         y.Scal(beta);
      }
      else
      {
         y.Set(0.0);  // In case y hasn't been initialized yet
      }
      y_tmp = &y;
   }

   // See if we can understand the data
   const DenseVector* dense_x = static_cast<const DenseVector*>(&x);
   DBG_ASSERT(dynamic_cast<const DenseVector*>(&x));

   // We simply add all the Vectors one after the other
   if( dense_x->IsHomogeneous() )
   {
      Number val = dense_x->Scalar();
      for( Index i = 0; i < NRows(); i++ )
      {
         if( IsValid(vecs_[i]) )
         {
            y_tmp->AddOneVector(alpha * val, *vecs_[i], 1.);
         }
      }
   }
   else
   {
      const Number* values = dense_x->Values();
      for( Index i = 0; i < NRows(); i++ )
      {
         if( IsValid(vecs_[i]) )
         {
            y_tmp->AddOneVector(alpha * values[i], *vecs_[i], 1.);
         }
      }
   }

   if( IsValid(P) )
   {
      P->MultVector(1., *y_tmp, beta, y);
   }
}

void ExpandedMultiVectorMatrix::MultVectorImpl(
   Number        alpha,
   const Vector& x,
   Number        beta,
   Vector&       y
) const
{
   //  A few sanity checks
   DBG_ASSERT(NRows() == y.Dim());
   DBG_ASSERT(NCols() == x.Dim());

   // check if there is an expansion matrix
   SmartPtr<const ExpansionMatrix> P = GetExpansionMatrix();
   SmartPtr<const Vector> x_tmp;
   if( IsValid(P) )
   {
      SmartPtr<Vector> exp_x = RowVectorSpace()->MakeNew();
      P->TransMultVector(1., x, 0., *exp_x);
      x_tmp = ConstPtr(exp_x);
   }
   else
   {
      x_tmp = &x;
   }

   // See if we can understand the data
   DenseVector* dense_y = static_cast<DenseVector*>(&y);
   DBG_ASSERT(dynamic_cast<DenseVector*>(&y));

   // Use the individual dot products to get the matrix (transpose)
   // vector product
   Number* yvals = dense_y->Values();
   if( beta != 0.0 )
   {
      for( Index i = 0; i < NRows(); i++ )
      {
         if( IsValid(vecs_[i]) )
         {
            yvals[i] = alpha * vecs_[i]->Dot(*x_tmp) + beta * yvals[i];
         }
         else
         {
            yvals[i] *= beta;
         }
      }
   }
   else
   {
      for( Index i = 0; i < NRows(); i++ )
      {
         if( IsValid(vecs_[i]) )
         {
            yvals[i] = alpha * vecs_[i]->Dot(*x_tmp);
         }
         else
         {
            yvals[i] = 0.;
         }
      }
   }
}

bool ExpandedMultiVectorMatrix::HasValidNumbersImpl() const
{
   for( Index i = 0; i < NRows(); i++ )
   {
      if( IsValid(vecs_[i]) && vecs_[i]->HasValidNumbers() )
      {
         return false;
      }
   }
   return true;
}

void ExpandedMultiVectorMatrix::ComputeRowAMaxImpl(
   Vector& /*rows_norms*/,
   bool    /*init*/
) const
{
   THROW_EXCEPTION(UNIMPLEMENTED_LINALG_METHOD_CALLED, "ExpandedMultiVectorMatrix::ComputeRowAMaxImpl not implemented");
}

void ExpandedMultiVectorMatrix::ComputeColAMaxImpl(
   Vector& /*cols_norms*/,
   bool    /*init*/
) const
{
   THROW_EXCEPTION(UNIMPLEMENTED_LINALG_METHOD_CALLED, "ExpandedMultiVectorMatrix::ComputeColAMaxImpl not implemented");
}

void ExpandedMultiVectorMatrix::PrintImpl(
   const Journalist&  jnlst,
   EJournalLevel      level,
   EJournalCategory   category,
   const std::string& name,
   Index              indent,
   const std::string& prefix
) const
{
   jnlst.Printf(level, category,
                "\n");
   jnlst.PrintfIndented(level, category, indent,
                        "%sExpandedMultiVectorMatrix \"%s\" with %" IPOPT_INDEX_FORMAT " columns:\n", prefix.c_str(), name.c_str(), NRows());

   for( Index i = 0; i < NRows(); i++ )
   {
      if( IsValid(vecs_[i]) )
      {
         DBG_ASSERT(name.size() < 200);
         char buffer[256];
         Snprintf(buffer, 255, "%s[%2" IPOPT_INDEX_FORMAT "]", name.c_str(), i);
         std::string term_name = buffer;
         vecs_[i]->Print(&jnlst, level, category, term_name, indent + 1, prefix);
      }
      else
      {
         jnlst.PrintfIndented(level, category, indent,
                              "%sVector in column %" IPOPT_INDEX_FORMAT " is not yet set!\n", prefix.c_str(), i);
      }
   }
   SmartPtr<const ExpansionMatrix> P = GetExpansionMatrix();
   if( IsValid(P) )
   {
      char buffer[256];
      Snprintf(buffer, 255, "%s[ExpMat]", name.c_str());
      std::string term_name = buffer;
      P->Print(&jnlst, level, category, term_name, indent + 1, prefix);
   }
   else
   {
      jnlst.PrintfIndented(level, category, indent,
                           "%sExpandedMultiVectorMatrix \"%s\" has no ExpansionMatrix\n", prefix.c_str(), name.c_str());
   }
}

ExpandedMultiVectorMatrixSpace::ExpandedMultiVectorMatrixSpace(
   Index                           nrows,
   const VectorSpace&              vec_space,
   SmartPtr<const ExpansionMatrix> exp_matrix
)
   : MatrixSpace(nrows, IsValid(exp_matrix) ? exp_matrix->NRows() : vec_space.Dim()),
     vec_space_(&vec_space),
     exp_matrix_(exp_matrix)
{ }

} // namespace Ipopt