ipopt-src 0.2.3+3.14.16

// 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 __IPLOWRANKUPDATESYMMATRIX_HPP__
#define __IPLOWRANKUPDATESYMMATRIX_HPP__

#include "IpUtils.hpp"
#include "IpSymMatrix.hpp"
#include "IpMultiVectorMatrix.hpp"

namespace Ipopt
{

/* forward declarations */
class LowRankUpdateSymMatrixSpace;

/** Class for symmetric matrices, represented as low-rank updates.
 *
 *  The matrix M is represented as M = P_LR(D + V V^T - U U^T)P_LR^T
 *  (if reduced_diag is true), or M = D + P_LR(V V^T - U U^T)P_LR^T
 *  (if reduced_diag is false).  D is a diagonal matrix, and V and U
 *  are MultiVectorMatrices, and P_LR is an ExpansionMatrix.  The
 *  vectors in the low-rank update (before expansion) live in the
 *  LowRankVectorSpace.  If P_LR is NULL, P_LR is assumed to be the
 *  identity matrix.  If V or U is NULL, it is assume to be a matrix
 *  of zero columns.
 */
class LowRankUpdateSymMatrix: public SymMatrix
{
public:
   /**@name Constructors / Destructors */
   ///@{
   /** Constructor, given the corresponding matrix space. */
   LowRankUpdateSymMatrix(
      const LowRankUpdateSymMatrixSpace* owner_space
   );

   /** Destructor */
   ~LowRankUpdateSymMatrix();
   ///@}

   /** Method for setting the diagonal elements (as a Vector). */
   void SetDiag(
      const Vector& D
   )
   {
      D_ = &D;
      ObjectChanged();
   }

   /** Method for getting the diagonal elements. */
   SmartPtr<const Vector> GetDiag() const
   {
      return D_;
   }

   /** Method for setting the positive low-rank update part. */
   void SetV(
      const MultiVectorMatrix& V
   )
   {
      V_ = &V;
      ObjectChanged();
   }

   /** Method for getting the positive low-rank update part. */
   SmartPtr<const MultiVectorMatrix> GetV() const
   {
      return V_;
   }

   /** Method for setting the negative low-rank update part. */
   void SetU(
      const MultiVectorMatrix& U
   )
   {
      U_ = &U;
      ObjectChanged();
   }

   /** Method for getting the negative low-rank update part. */
   SmartPtr<const MultiVectorMatrix> GetU() const
   {
      return U_;
   }

   /** Return the expansion matrix to lift the low-rank update to the
    *  higher-dimensional space.
    */
   SmartPtr<const Matrix> P_LowRank() const;

   /** Return the vector space in with the low-rank update vectors live. */
   SmartPtr<const VectorSpace> LowRankVectorSpace() const;

   /** Flag indicating whether the diagonal term lives in the smaller
    *  space (from P_LowRank) or in the full space.
    */
   bool ReducedDiag() const;

protected:
   /**@name Methods overloaded from matrix */
   ///@{
   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 ComputeColAMaxImpl(
      Vector& cols_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 */
   LowRankUpdateSymMatrix();

   /** Copy Constructor */
   LowRankUpdateSymMatrix(
      const LowRankUpdateSymMatrix&
   );

   /** Default Assignment Operator */
   void operator=(
      const LowRankUpdateSymMatrix&
   );
   ///@}

   /** corresponding matrix space */
   SmartPtr<const LowRankUpdateSymMatrixSpace> owner_space_;

   /** Vector storing the diagonal matrix D. */
   SmartPtr<const Vector> D_;

   /** Vector storing the positive low-rank update. */
   SmartPtr<const MultiVectorMatrix> V_;

   /** Vector storing the negative low-rank update. */
   SmartPtr<const MultiVectorMatrix> U_;
};

/** This is the matrix space for LowRankUpdateSymMatrix. */
class LowRankUpdateSymMatrixSpace: public SymMatrixSpace
{
public:
   /** @name Constructors / Destructors */
   ///@{
   /** Constructor, given the dimension of the matrix. */
   LowRankUpdateSymMatrixSpace(
      Index                       dim,
      SmartPtr<const Matrix>      P_LowRank,
      SmartPtr<const VectorSpace> LowRankVectorSpace,
      bool                        reduced_diag
   )
      : SymMatrixSpace(dim),
        P_LowRank_(P_LowRank),
        lowrank_vector_space_(LowRankVectorSpace),
        reduced_diag_(reduced_diag)
   {
      DBG_ASSERT(IsValid(lowrank_vector_space_));
   }

   /** Destructor */
   virtual ~LowRankUpdateSymMatrixSpace()
   { }
   ///@}

   virtual SymMatrix* MakeNewSymMatrix() const
   {
      return MakeNewLowRankUpdateSymMatrix();
   }

   /** Method for creating a new matrix of this specific type. */
   LowRankUpdateSymMatrix* MakeNewLowRankUpdateSymMatrix() const
   {
      return new LowRankUpdateSymMatrix(this);
   }

   SmartPtr<const Matrix> P_LowRank() const
   {
      return P_LowRank_;
   }

   SmartPtr<const VectorSpace> LowRankVectorSpace() const
   {
      return lowrank_vector_space_;
   }

   bool ReducedDiag() const
   {
      return reduced_diag_;
   }

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 */
   LowRankUpdateSymMatrixSpace();

   /** Copy Constructor */
   LowRankUpdateSymMatrixSpace(
      const LowRankUpdateSymMatrixSpace&
   );

   /** Default Assignment Operator */
   void operator=(
      const LowRankUpdateSymMatrixSpace&
   );
   ///@}

   /** Expansion matrix to lift the low-rank approximation into a
    *  possibly higher-dimensional space.
    *
    *  If it is NULL, it is assume that no lift is performed.
    */
   SmartPtr<const Matrix> P_LowRank_;

   /** Vector space for the space in which the low-rank approximation lives. */
   SmartPtr<const VectorSpace> lowrank_vector_space_;

   /** Flag indicating whether the diagonal matrix is nonzero only in
    *  the space of V or in the full space.
    */
   bool reduced_diag_;
};

inline SmartPtr<const Matrix> LowRankUpdateSymMatrix::P_LowRank() const
{
   return owner_space_->P_LowRank();
}

inline SmartPtr<const VectorSpace> LowRankUpdateSymMatrix::LowRankVectorSpace() const
{
   return owner_space_->LowRankVectorSpace();
}

inline bool LowRankUpdateSymMatrix::ReducedDiag() const
{
   return owner_space_->ReducedDiag();
}

} // namespace Ipopt
#endif