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IpScaledMatrix.hpp
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1// Copyright (C) 2004, 2008 International Business Machines and others.
2// All Rights Reserved.
3// This code is published under the Eclipse Public License.
4//
5// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
6
7#ifndef __IPSCALEDMATRIX_HPP__
8#define __IPSCALEDMATRIX_HPP__
9
10#include "IpUtils.hpp"
11#include "IpMatrix.hpp"
12
13namespace Ipopt
14{
15
16/* forward declarations */
18
27{
28public:
31
34 const ScaledMatrixSpace* owner_space
35 );
36
40
43 const SmartPtr<const Matrix> unscaled_matrix
44 );
45
48 const SmartPtr<Matrix>& unscaled_matrix
49 );
50
53
56
59
62
63protected:
66 virtual void MultVectorImpl(
67 Number alpha,
68 const Vector& x,
69 Number beta,
70 Vector& y
71 ) const;
72
73 virtual void TransMultVectorImpl(
74 Number alpha,
75 const Vector& x,
76 Number beta,
77 Vector& y
78 ) const;
79
80 virtual bool HasValidNumbersImpl() const;
81
82 virtual void ComputeRowAMaxImpl(
83 Vector& rows_norms,
84 bool init
85 ) const;
86
87 virtual void ComputeColAMaxImpl(
88 Vector& cols_norms,
89 bool init
90 ) const;
91
92 virtual void PrintImpl(
93 const Journalist& jnlst,
94 EJournalLevel level,
95 EJournalCategory category,
96 const std::string& name,
97 Index indent,
98 const std::string& prefix
99 ) const;
100
102 // ToDo Specialized implementation missing so far!
103 virtual void AddMSinvZImpl(
104 Number alpha,
105 const Vector& S,
106 const Vector& Z,
107 Vector& X
108 ) const;
109
111 // ToDo Specialized implementation missing so far!
112 virtual void SinvBlrmZMTdBrImpl(
113 Number alpha,
114 const Vector& S,
115 const Vector& R,
116 const Vector& Z,
117 const Vector& D,
118 Vector& X
119 ) const;
121
122private:
132
134
137 const ScaledMatrix&
138 );
139
142 const ScaledMatrix&
143 );
145
148
151
154};
155
158{
159public:
162
166 const SmartPtr<const Vector>& row_scaling,
167 bool row_scaling_reciprocal,
168 const SmartPtr<const MatrixSpace>& unscaled_matrix_space,
169 const SmartPtr<const Vector>& column_scaling,
170 bool column_scaling_reciprocal
171 );
172
176
177
180 bool allocate_unscaled_matrix = false
181 ) const
182 {
183 ScaledMatrix* ret = new ScaledMatrix(this);
184 if( allocate_unscaled_matrix )
185 {
186 SmartPtr<Matrix> unscaled_matrix = unscaled_matrix_space_->MakeNew();
187 ret->SetUnscaledMatrixNonConst(unscaled_matrix);
188 }
189 return ret;
190 }
191
192 virtual Matrix* MakeNew() const
193 {
194 return MakeNewScaledMatrix();
195 }
196
199 {
200 return ConstPtr(row_scaling_);
201 }
202
208
214
215private:
225
227
230 const ScaledMatrixSpace&
231 );
232
235 const ScaledMatrixSpace&
236 );
238
241
244
247};
248
250 const SmartPtr<const Matrix> unscaled_matrix
251)
252{
253 matrix_ = unscaled_matrix;
254 nonconst_matrix_ = NULL;
256}
257
259 const SmartPtr<Matrix>& unscaled_matrix
260)
261{
262 nonconst_matrix_ = unscaled_matrix;
263 matrix_ = GetRawPtr(unscaled_matrix);
265}
266
271
278
280{
281 return ConstPtr(owner_space_->RowScaling());
282}
283
285{
286 return ConstPtr(owner_space_->ColumnScaling());
287}
288
289} // namespace Ipopt
290
291#endif
#define DBG_ASSERT(test)
Definition IpDebug.hpp:27
Class responsible for all message output.
MatrixSpace(Index nRows, Index nCols)
Constructor, given the number rows and columns of all matrices generated by this MatrixSpace.
Definition IpMatrix.hpp:334
Matrix Base Class.
Definition IpMatrix.hpp:28
Matrix(const MatrixSpace *owner_space)
Constructor.
Definition IpMatrix.hpp:36
This is the matrix space for ScaledMatrix.
SmartPtr< const Vector > RowScaling() const
return the vector for the row scaling
ScaledMatrixSpace()
Default constructor.
SmartPtr< Vector > column_scaling_
column scaling vector
SmartPtr< const Vector > ColumnScaling() const
return the vector for the column scaling
SmartPtr< const MatrixSpace > UnscaledMatrixSpace() const
return the matrix space for the unscaled matrix
SmartPtr< Vector > row_scaling_
Row scaling vector.
ScaledMatrix * MakeNewScaledMatrix(bool allocate_unscaled_matrix=false) const
Method for creating a new matrix of this specific type.
ScaledMatrixSpace(const ScaledMatrixSpace &)
Copy Constructor.
SmartPtr< const MatrixSpace > unscaled_matrix_space_
unscaled matrix space
virtual Matrix * MakeNew() const
Pure virtual method for creating a new Matrix of the corresponding type.
ScaledMatrixSpace & operator=(const ScaledMatrixSpace &)
Default Assignment Operator.
ScaledMatrixSpace(const SmartPtr< const Vector > &row_scaling, bool row_scaling_reciprocal, const SmartPtr< const MatrixSpace > &unscaled_matrix_space, const SmartPtr< const Vector > &column_scaling, bool column_scaling_reciprocal)
Constructor, given the number of row and columns blocks, as well as the totel number of rows and colu...
Class for a Matrix in conjunction with its scaling factors for row and column scaling.
SmartPtr< const Vector > ColumnScaling() const
return the vector for the column scaling
void SetUnscaledMatrixNonConst(const SmartPtr< Matrix > &unscaled_matrix)
Set the unscaled matrix in a non-const version.
virtual void ComputeRowAMaxImpl(Vector &rows_norms, bool init) const
Compute the max-norm of the rows in the matrix.
ScaledMatrix(const ScaledMatrixSpace *owner_space)
Constructor, taking the owner_space.
SmartPtr< Matrix > GetUnscaledMatrixNonConst()
Return the unscaled matrix in non-const form.
virtual void ComputeColAMaxImpl(Vector &cols_norms, bool init) const
Compute the max-norm of the columns in the matrix.
void operator=(const ScaledMatrix &)
Default Assignment Operator.
SmartPtr< const Matrix > GetUnscaledMatrix() const
Return the unscaled matrix in const form.
virtual void SinvBlrmZMTdBrImpl(Number alpha, const Vector &S, const Vector &R, const Vector &Z, const Vector &D, Vector &X) const
X = S^{-1} (r + alpha*Z*M^Td).
ScaledMatrix(const ScaledMatrix &)
Copy Constructor.
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.
SmartPtr< const Vector > RowScaling() const
return the vector for the row scaling
~ScaledMatrix()
Destructor.
virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta, Vector &y) const
Matrix-vector multiply.
SmartPtr< Matrix > nonconst_matrix_
non-const version of the unscaled matrix
virtual bool HasValidNumbersImpl() const
Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
ScaledMatrix()
Default Constructor.
virtual void TransMultVectorImpl(Number alpha, const Vector &x, Number beta, Vector &y) const
Matrix(transpose) vector multiply.
virtual void AddMSinvZImpl(Number alpha, const Vector &S, const Vector &Z, Vector &X) const
X = beta*X + alpha*(Matrix S^{-1} Z).
void SetUnscaledMatrix(const SmartPtr< const Matrix > unscaled_matrix)
Set the unscaled matrix.
SmartPtr< const Matrix > matrix_
const version of the unscaled matrix
SmartPtr< const ScaledMatrixSpace > owner_space_
Matrix space stored as a ScaledMatrixSpace.
Template class for Smart Pointers.
void ObjectChanged()
Objects derived from TaggedObject MUST call this method every time their internal state changes to up...
Vector Base Class.
Definition IpVector.hpp:48
#define IPOPTLIB_EXPORT
Definition config.h:94
This file contains a base class for all exceptions and a set of macros to help with exceptions.
SmartPtr< const U > ConstPtr(const SmartPtr< U > &smart_ptr)
bool IsValid(const SmartPtr< U > &smart_ptr)
U * GetRawPtr(const SmartPtr< U > &smart_ptr)
ipindex Index
Type of all indices of vectors, matrices etc.
Definition IpTypes.hpp:20
EJournalCategory
Category Selection Enum.
EJournalLevel
Print Level Enum.
ipnumber Number
Type of all numbers.
Definition IpTypes.hpp:17