Public Member Functions | Private Types | Private Attributes
Ipopt::DenseGenMatrix Class Reference

Class for dense general matrices. More...

#include <IpDenseGenMatrix.hpp>

Inheritance diagram for Ipopt::DenseGenMatrix:
Ipopt::Matrix Ipopt::TaggedObject Ipopt::ReferencedObject Ipopt::Subject

List of all members.

Public Member Functions

SmartPtr< DenseGenMatrixMakeNewDenseGenMatrix () const
 Create a new DenseGenMatrix from same MatrixSpace.
NumberValues ()
 Retrieve the array for storing the matrix elements.
const NumberValues () const
 Retrieve the array that stores the matrix elements.
void Copy (const DenseGenMatrix &M)
 Method for copying the content of another matrix into this matrix.
void FillIdentity (Number factor=1.)
 Set this matrix to be a multiple of the identity matrix .
void ScaleColumns (const DenseVector &scal_vec)
 Method for scaling the columns of the matrix.
void AddMatrixProduct (Number alpha, const DenseGenMatrix &A, bool transA, const DenseGenMatrix &B, bool transB, Number beta)
 Method for adding the product of two matrices to this matrix.
void HighRankUpdateTranspose (Number alpha, const MultiVectorMatrix &V1, const MultiVectorMatrix &V2, Number beta)
 Method for adding a high-rank update to this matrix.
bool ComputeCholeskyFactor (const DenseSymMatrix &M)
 Method for computing the Cholesky factorization of a positive definite matrix.
bool ComputeEigenVectors (const DenseSymMatrix &M, DenseVector &Evalues)
 Method for computing an eigenvalue decomposition of the given symmetrix matrix M.
void CholeskyBackSolveMatrix (bool trans, Number alpha, DenseGenMatrix &B) const
 Method for performing one backsolve with an entire matrix on the right hand side, assuming that the this matrix is square and contains a lower triangular matrix.
void CholeskySolveVector (DenseVector &b) const
 Method for performing a solve of a linear system for one vector, assuming that this matrix contains the Cholesky factor for the linear system.
void CholeskySolveMatrix (DenseGenMatrix &B) const
 Method for performing a solve of a linear system for one right-hand-side matrix, assuming that this matrix contains the Cholesky factor for the linear system.
bool ComputeLUFactorInPlace ()
 Method for computing the LU factorization of an unsymmetric matrix.
void LUSolveMatrix (DenseGenMatrix &B) const
 Method for using a previously computed LU factorization for a backsolve with a matrix on the rhs.
void LUSolveVector (DenseVector &b) const
 Method for using a previously computed LU fatorization for a backsolve with a single vector.
Constructors / Destructors
 DenseGenMatrix (const DenseGenMatrixSpace *owner_space)
 Constructor, taking the owner_space.
 ~DenseGenMatrix ()
 Destructor.

Protected Member Functions

Overloaded methods from Matrix base class
virtual void MultVectorImpl (Number alpha, const Vector &x, Number beta, Vector &y) const
 Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
virtual void TransMultVectorImpl (Number alpha, const Vector &x, Number beta, Vector &y) const
 Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
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
 Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
virtual void ComputeColAMaxImpl (Vector &cols_norms, bool init) const
 Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
virtual void PrintImpl (const Journalist &jnlst, EJournalLevel level, EJournalCategory category, const std::string &name, Index indent, const std::string &prefix) const
 Method for determining if all stored numbers are valid (i.e., no Inf or Nan).

Private Types

enum  Factorization { NONE, LU, CHOL }
 Enum for factorization type. More...

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.

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

Private Attributes

const DenseGenMatrixSpaceowner_space_
Numbervalues_
 Array for storing the matrix elements (one columns after each other)
bool initialized_
 Flag indicating whether the values_ array has been initialized.
Factorization factorization_
 Flag indicating if and which factorization has been applied.
int * pivot_
 Array for storing the pivot sequences if the matrix has been LU-factorized.

Detailed Description

Class for dense general matrices.

Matrix elements are stored in one array in "Fortran" format.

Definition at line 26 of file IpDenseGenMatrix.hpp.


Member Enumeration Documentation

Enum for factorization type.

Enumerator:
NONE 
LU 
CHOL 

Definition at line 192 of file IpDenseGenMatrix.hpp.


Constructor & Destructor Documentation

Ipopt::DenseGenMatrix::DenseGenMatrix ( const DenseGenMatrixSpace owner_space)

Constructor, taking the owner_space.

Ipopt::DenseGenMatrix::~DenseGenMatrix ( )

Destructor.

Ipopt::DenseGenMatrix::DenseGenMatrix ( ) [private]

Default Constructor.

Ipopt::DenseGenMatrix::DenseGenMatrix ( const DenseGenMatrix ) [private]

Copy Constructor.


Member Function Documentation

SmartPtr< DenseGenMatrix > Ipopt::DenseGenMatrix::MakeNewDenseGenMatrix ( ) const [inline]

Create a new DenseGenMatrix from same MatrixSpace.

Definition at line 239 of file IpDenseGenMatrix.hpp.

Number* Ipopt::DenseGenMatrix::Values ( ) [inline]

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.

Definition at line 48 of file IpDenseGenMatrix.hpp.

const Number* Ipopt::DenseGenMatrix::Values ( ) const [inline]

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.

Definition at line 58 of file IpDenseGenMatrix.hpp.

void Ipopt::DenseGenMatrix::Copy ( const DenseGenMatrix M)

Method for copying the content of another matrix into this matrix.

void Ipopt::DenseGenMatrix::FillIdentity ( Number  factor = 1.)

Set this matrix to be a multiple of the identity matrix .

This assumes that this matrix is square.

void Ipopt::DenseGenMatrix::ScaleColumns ( const DenseVector scal_vec)

Method for scaling the columns of the matrix.

The scaling factors are given in form of a DenseVector

void Ipopt::DenseGenMatrix::AddMatrixProduct ( Number  alpha,
const DenseGenMatrix A,
bool  transA,
const DenseGenMatrix B,
bool  transB,
Number  beta 
)

Method for adding the product of two matrices to this matrix.

void Ipopt::DenseGenMatrix::HighRankUpdateTranspose ( Number  alpha,
const MultiVectorMatrix V1,
const MultiVectorMatrix V2,
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.

bool Ipopt::DenseGenMatrix::ComputeCholeskyFactor ( const DenseSymMatrix M)

Method for computing the Cholesky factorization of a positive definite matrix.

The factor is stored in this matrix, as lower-triangular matrix, i.e., M = J * J^T. The return values is false if the factorization could not be done, e.g., when the matrix is not positive definite.

bool Ipopt::DenseGenMatrix::ComputeEigenVectors ( const DenseSymMatrix M,
DenseVector Evalues 
)

Method for computing an eigenvalue decomposition of the given symmetrix matrix M.

On return, this matrix contains the eigenvalues in its columns, and Evalues contains the eigenvalues. The return value is false, if there problems during the computation.

void Ipopt::DenseGenMatrix::CholeskyBackSolveMatrix ( bool  trans,
Number  alpha,
DenseGenMatrix B 
) const

Method for performing one backsolve with an entire matrix on the right hand side, assuming that the this matrix is square and contains a lower triangular matrix.

The incoming right hand side B is overwritten with the solution X of op(A)*X = alpha*B. op(A) = A or op(A) = A^T.

void Ipopt::DenseGenMatrix::CholeskySolveVector ( DenseVector b) const

Method for performing a solve of a linear system for one vector, assuming that this matrix contains the Cholesky factor for the linear system.

The vector b contains the right hand side on input, and contains the solution on output.

void Ipopt::DenseGenMatrix::CholeskySolveMatrix ( DenseGenMatrix B) const

Method for performing a solve of a linear system for one right-hand-side matrix, assuming that this matrix contains the Cholesky factor for the linear system.

The matrix B contains the right hand sides on input, and contains the solution on output.

bool Ipopt::DenseGenMatrix::ComputeLUFactorInPlace ( )

Method for computing the LU factorization of an unsymmetric matrix.

The factorization is done in place.

void Ipopt::DenseGenMatrix::LUSolveMatrix ( DenseGenMatrix B) const

Method for using a previously computed LU factorization for a backsolve with a matrix on the rhs.

void Ipopt::DenseGenMatrix::LUSolveVector ( DenseVector b) const

Method for using a previously computed LU fatorization for a backsolve with a single vector.

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

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

Implements Ipopt::Matrix.

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

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

Implements Ipopt::Matrix.

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

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

Implements Ipopt::Matrix.

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

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

Implements Ipopt::Matrix.

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

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

Implements Ipopt::Matrix.

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

Overloaded Equals Operator.


Member Data Documentation

Reimplemented from Ipopt::Matrix.

Definition at line 182 of file IpDenseGenMatrix.hpp.

Array for storing the matrix elements (one columns after each other)

Definition at line 186 of file IpDenseGenMatrix.hpp.

Flag indicating whether the values_ array has been initialized.

Definition at line 189 of file IpDenseGenMatrix.hpp.

Flag indicating if and which factorization has been applied.

Definition at line 200 of file IpDenseGenMatrix.hpp.

Array for storing the pivot sequences if the matrix has been LU-factorized.

Definition at line 203 of file IpDenseGenMatrix.hpp.


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