Ipopt
trunk
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Class for symmetric matrices, represented as low-rank updates. More...
#include <IpLowRankUpdateSymMatrix.hpp>
Public Member Functions | |
void | SetDiag (const Vector &D) |
Method for setting the diagonal elements (as a Vector). | |
SmartPtr< const Vector > | GetDiag () const |
Method for getting the diagonal elements. | |
void | SetV (const MultiVectorMatrix &V) |
Method for setting the positive low-rank update part. | |
SmartPtr< const MultiVectorMatrix > | GetV () 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 MultiVectorMatrix > | GetU () const |
Method for getting the negative low-rank update part. | |
SmartPtr< const Matrix > | P_LowRank () const |
Return the expansion matrix to lift the low-rank update to the higher-dimensional space. | |
SmartPtr< const VectorSpace > | LowRankVectorSpace () 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 Vector > | D_ |
Vector storing the diagonal matrix D. | |
SmartPtr< const MultiVectorMatrix > | V_ |
Vector storing the positive low-rank update. | |
SmartPtr< const MultiVectorMatrix > | U_ |
Vector storing the negative low-rank update. |
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.
Ipopt::LowRankUpdateSymMatrix::LowRankUpdateSymMatrix | ( | const LowRankUpdateSymMatrixSpace * | owner_space | ) |
Constructor, given the corresponding matrix space.
Destructor.
Ipopt::LowRankUpdateSymMatrix::LowRankUpdateSymMatrix | ( | ) | [private] |
Default Constructor.
Ipopt::LowRankUpdateSymMatrix::LowRankUpdateSymMatrix | ( | const LowRankUpdateSymMatrix & | ) | [private] |
Copy Constructor.
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.
SmartPtr<const Vector> Ipopt::LowRankUpdateSymMatrix::GetDiag | ( | ) | const [inline] |
Method for getting the diagonal elements.
Definition at line 53 of file IpLowRankUpdateSymMatrix.hpp.
void Ipopt::LowRankUpdateSymMatrix::SetV | ( | const MultiVectorMatrix & | V | ) | [inline] |
Method for setting the positive low-rank update part.
Definition at line 59 of file IpLowRankUpdateSymMatrix.hpp.
SmartPtr<const MultiVectorMatrix> Ipopt::LowRankUpdateSymMatrix::GetV | ( | ) | const [inline] |
Method for getting the positive low-rank update part.
Definition at line 66 of file IpLowRankUpdateSymMatrix.hpp.
void Ipopt::LowRankUpdateSymMatrix::SetU | ( | const MultiVectorMatrix & | U | ) | [inline] |
Method for setting the negative low-rank update part.
Definition at line 72 of file IpLowRankUpdateSymMatrix.hpp.
SmartPtr<const MultiVectorMatrix> Ipopt::LowRankUpdateSymMatrix::GetU | ( | ) | const [inline] |
Method for getting the negative low-rank update part.
Definition at line 79 of file IpLowRankUpdateSymMatrix.hpp.
SmartPtr< const Matrix > Ipopt::LowRankUpdateSymMatrix::P_LowRank | ( | ) | const [inline] |
Return the expansion matrix to lift the low-rank update to the higher-dimensional space.
Definition at line 237 of file IpLowRankUpdateSymMatrix.hpp.
SmartPtr< const VectorSpace > Ipopt::LowRankUpdateSymMatrix::LowRankVectorSpace | ( | ) | const [inline] |
Return the vector space in with the low-rank update vectors live.
Definition at line 243 of file IpLowRankUpdateSymMatrix.hpp.
bool Ipopt::LowRankUpdateSymMatrix::ReducedDiag | ( | ) | const [inline] |
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] |
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.
corresponding matrix space
Reimplemented from Ipopt::SymMatrix.
Definition at line 138 of file IpLowRankUpdateSymMatrix.hpp.
SmartPtr<const Vector> Ipopt::LowRankUpdateSymMatrix::D_ [private] |
Vector storing the diagonal matrix D.
Definition at line 141 of file IpLowRankUpdateSymMatrix.hpp.
SmartPtr<const MultiVectorMatrix> Ipopt::LowRankUpdateSymMatrix::V_ [private] |
Vector storing the positive low-rank update.
Definition at line 144 of file IpLowRankUpdateSymMatrix.hpp.
SmartPtr<const MultiVectorMatrix> Ipopt::LowRankUpdateSymMatrix::U_ [private] |
Vector storing the negative low-rank update.
Definition at line 147 of file IpLowRankUpdateSymMatrix.hpp.