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Ipopt::LowRankUpdateSymMatrix Class Reference

Class for symmetric matrices, represented as low-rank updates. More...

#include <IpLowRankUpdateSymMatrix.hpp>

+ Inheritance diagram for Ipopt::LowRankUpdateSymMatrix:

List of all members.

Public Member Functions

void SetDiag (const Vector &D)
 Method for setting the diagonal elements (as a Vector).
SmartPtr< const VectorGetDiag () const
 Method for getting the diagonal elements.
void SetV (const MultiVectorMatrix &V)
 Method for setting the positive low-rank update part.
SmartPtr< const MultiVectorMatrixGetV () const
 Method for getting the positive low-rank update part.
void SetU (const MultiVectorMatrix &U)
 Method for setting the negative low-rank update part.
SmartPtr< const MultiVectorMatrixGetU () const
 Method for getting the negative low-rank update part.
SmartPtr< const MatrixP_LowRank () const
 Return the expansion matrix to lift the low-rank update to the higher-dimensional space.
SmartPtr< const VectorSpaceLowRankVectorSpace () const
 Return the vector space in with the low-rank update vectors live.
bool ReducedDiag () const
 Flag indicating whether the diagonal term lives in the smaller space (from P_LowRank) or in the full space.
Constructors / Destructors
 LowRankUpdateSymMatrix (const LowRankUpdateSymMatrixSpace *owner_space)
 Constructor, given the corresponding matrix space.
 ~LowRankUpdateSymMatrix ()
 Destructor.

Protected Member Functions

Methods overloaded from matrix
virtual void MultVectorImpl (Number alpha, const Vector &x, Number beta, Vector &y) const
 Matrix-vector multiply.
virtual bool HasValidNumbersImpl () const
 Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
virtual void ComputeRowAMaxImpl (Vector &rows_norms, bool init) const
 Compute the max-norm of the rows in the matrix.
virtual void ComputeColAMaxImpl (Vector &cols_norms, bool init) const
 Since the matrix is symmetric, the row and column max norms are identical.
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.

Private Member Functions

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.

 LowRankUpdateSymMatrix ()
 Default Constructor.
 LowRankUpdateSymMatrix (const LowRankUpdateSymMatrix &)
 Copy Constructor.
void operator= (const LowRankUpdateSymMatrix &)
 Overloaded Equals Operator.

Private Attributes

SmartPtr< const
LowRankUpdateSymMatrixSpace
owner_space_
 corresponding matrix space
SmartPtr< const VectorD_
 Vector storing the diagonal matrix D.
SmartPtr< const MultiVectorMatrixV_
 Vector storing the positive low-rank update.
SmartPtr< const MultiVectorMatrixU_
 Vector storing the negative low-rank update.

Detailed Description

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.

Definition at line 31 of file IpLowRankUpdateSymMatrix.hpp.


Constructor & Destructor Documentation

Constructor, given the corresponding matrix space.

Destructor.

Default Constructor.

Copy Constructor.


Member Function Documentation

void Ipopt::LowRankUpdateSymMatrix::SetDiag ( const Vector D) [inline]

Method for setting the diagonal elements (as a Vector).

Definition at line 46 of file IpLowRankUpdateSymMatrix.hpp.

Method for getting the diagonal elements.

Definition at line 53 of file IpLowRankUpdateSymMatrix.hpp.

Method for setting the positive low-rank update part.

Definition at line 59 of file IpLowRankUpdateSymMatrix.hpp.

Method for getting the positive low-rank update part.

Definition at line 66 of file IpLowRankUpdateSymMatrix.hpp.

Method for setting the negative low-rank update part.

Definition at line 72 of file IpLowRankUpdateSymMatrix.hpp.

Method for getting the negative low-rank update part.

Definition at line 79 of file IpLowRankUpdateSymMatrix.hpp.

Return the expansion matrix to lift the low-rank update to the higher-dimensional space.

Definition at line 237 of file IpLowRankUpdateSymMatrix.hpp.

Return the vector space in with the low-rank update vectors live.

Definition at line 243 of file IpLowRankUpdateSymMatrix.hpp.

Flag indicating whether the diagonal term lives in the smaller space (from P_LowRank) or in the full space.

Definition at line 249 of file IpLowRankUpdateSymMatrix.hpp.

virtual void Ipopt::LowRankUpdateSymMatrix::MultVectorImpl ( Number  alpha,
const Vector x,
Number  beta,
Vector y 
) const [protected, virtual]

Matrix-vector multiply.

Computes y = alpha * Matrix * x + beta * y

Implements Ipopt::Matrix.

virtual bool Ipopt::LowRankUpdateSymMatrix::HasValidNumbersImpl ( ) const [protected, virtual]

Method for determining if all stored numbers are valid (i.e., no Inf or Nan).

Reimplemented from Ipopt::Matrix.

virtual void Ipopt::LowRankUpdateSymMatrix::ComputeRowAMaxImpl ( Vector rows_norms,
bool  init 
) const [protected, virtual]

Compute the max-norm of the rows in the matrix.

The result is stored in rows_norms. The vector is assumed to be initialized.

Implements Ipopt::Matrix.

virtual void Ipopt::LowRankUpdateSymMatrix::ComputeColAMaxImpl ( Vector cols_norms,
bool  init 
) const [protected, virtual]

Since the matrix is symmetric, the row and column max norms are identical.

Reimplemented from Ipopt::SymMatrix.

virtual void Ipopt::LowRankUpdateSymMatrix::PrintImpl ( const Journalist jnlst,
EJournalLevel  level,
EJournalCategory  category,
const std::string &  name,
Index  indent,
const std::string &  prefix 
) const [protected, virtual]

Print detailed information about the matrix.

Implements Ipopt::Matrix.

void Ipopt::LowRankUpdateSymMatrix::operator= ( const LowRankUpdateSymMatrix ) [private]

Overloaded Equals Operator.


Member Data Documentation

corresponding matrix space

Reimplemented from Ipopt::SymMatrix.

Definition at line 138 of file IpLowRankUpdateSymMatrix.hpp.

Vector storing the diagonal matrix D.

Definition at line 141 of file IpLowRankUpdateSymMatrix.hpp.

Vector storing the positive low-rank update.

Definition at line 144 of file IpLowRankUpdateSymMatrix.hpp.

Vector storing the negative low-rank update.

Definition at line 147 of file IpLowRankUpdateSymMatrix.hpp.


The documentation for this class was generated from the following file:
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