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IpSymScaledMatrix.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 __IPSYMSCALEDMATRIX_HPP__
8#define __IPSYMSCALEDMATRIX_HPP__
9
10#include "IpUtils.hpp"
11#include "IpSymMatrix.hpp"
12
13namespace Ipopt
14{
15
16/* forward declarations */
18
27{
28public:
31
34 const SymScaledMatrixSpace* owner_space
35 );
36
40
43 const SmartPtr<const SymMatrix> unscaled_matrix
44 );
45
48 const SmartPtr<SymMatrix>& unscaled_matrix
49 );
50
53
56
59
60protected:
63 virtual void MultVectorImpl(
64 Number alpha,
65 const Vector& x,
66 Number beta,
67 Vector& y
68 ) const;
69
70 virtual bool HasValidNumbersImpl() const;
71
72 virtual void ComputeRowAMaxImpl(
73 Vector& rows_norms,
74 bool init
75 ) const;
76
77 virtual void PrintImpl(
78 const Journalist& jnlst,
79 EJournalLevel level,
80 EJournalCategory category,
81 const std::string& name,
82 Index indent,
83 const std::string& prefix
84 ) const;
86
87private:
97
99
102 const SymScaledMatrix&
103 );
104
107 const SymScaledMatrix&
108 );
110
113
116
119};
120
124{
125public:
128
132 const SmartPtr<const Vector>& row_col_scaling,
133 bool row_col_scaling_reciprocal,
134 const SmartPtr<const SymMatrixSpace>& unscaled_matrix_space
135 )
136 : SymMatrixSpace(unscaled_matrix_space->Dim()),
137 scaling_(row_col_scaling->MakeNewCopy()),
138 unscaled_matrix_space_(unscaled_matrix_space)
139 {
140 if( row_col_scaling_reciprocal )
141 {
142 scaling_->ElementWiseReciprocal();
143 }
144 }
145
149
150
153 bool allocate_unscaled_matrix = false
154 ) const
155 {
156 SymScaledMatrix* ret = new SymScaledMatrix(this);
157 if( allocate_unscaled_matrix )
158 {
159 SmartPtr<SymMatrix> unscaled_matrix = unscaled_matrix_space_->MakeNewSymMatrix();
160 ret->SetUnscaledMatrixNonConst(unscaled_matrix);
161 }
162 return ret;
163 }
164
166 {
167 return MakeNewSymScaledMatrix();
168 }
169
170 virtual Matrix* MakeNew() const
171 {
172 return MakeNewSymScaledMatrix();
173 }
174
177 {
178 return ConstPtr(scaling_);
179 }
180
186
187private:
197
199
203 );
204
208 );
210
213
216};
217
219 const SmartPtr<const SymMatrix> unscaled_matrix
220)
221{
222 matrix_ = unscaled_matrix;
223 nonconst_matrix_ = NULL;
225}
226
228 const SmartPtr<SymMatrix>& unscaled_matrix
229)
230{
231 nonconst_matrix_ = unscaled_matrix;
232 matrix_ = GetRawPtr(unscaled_matrix);
234}
235
240
247
249{
250 return ConstPtr(owner_space_->RowColScaling());
251}
252
253} // namespace Ipopt
254
255#endif
#define DBG_ASSERT(test)
Definition IpDebug.hpp:27
Class responsible for all message output.
Matrix Base Class.
Definition IpMatrix.hpp:28
Template class for Smart Pointers.
Index Dim() const
Accessor method for the dimension of the matrices in this matrix space.
SymMatrixSpace(Index dim)
Constructor, given the dimension (identical to the number of rows and columns).
This is the base class for all derived symmetric matrix types.
SymMatrix(const SymMatrixSpace *owner_space)
Constructor, taking the owner_space.
This is the matrix space for SymScaledMatrix.
virtual SymMatrix * MakeNewSymMatrix() const
Pure virtual method for creating a new matrix of this specific type.
SmartPtr< const Vector > RowColScaling() const
return the vector for the row and column scaling
SmartPtr< const SymMatrixSpace > UnscaledMatrixSpace() const
return the matrix space for the unscaled matrix
virtual Matrix * MakeNew() const
Pure virtual method for creating a new Matrix of the corresponding type.
SymScaledMatrix * MakeNewSymScaledMatrix(bool allocate_unscaled_matrix=false) const
Method for creating a new matrix of this specific type.
SymScaledMatrixSpace & operator=(const SymScaledMatrixSpace &)
Default Assignment Operator.
SymScaledMatrixSpace()
Default constructor.
SymScaledMatrixSpace(const SmartPtr< const Vector > &row_col_scaling, bool row_col_scaling_reciprocal, const SmartPtr< const SymMatrixSpace > &unscaled_matrix_space)
Constructor, given the number of row and columns blocks, as well as the total number of rows and colu...
SmartPtr< const SymMatrixSpace > unscaled_matrix_space_
unscaled matrix space
SmartPtr< Vector > scaling_
Row scaling vector.
SymScaledMatrixSpace(const SymScaledMatrixSpace &)
Copy Constructor.
Class for a Matrix in conjunction with its scaling factors for row and column scaling.
SmartPtr< const Vector > RowColScaling() const
return the vector for the row and column scaling
SymScaledMatrix(const SymScaledMatrix &)
Copy Constructor.
SmartPtr< const SymMatrix > GetUnscaledMatrix() const
Return the unscaled matrix in const form.
void operator=(const SymScaledMatrix &)
Default Assignment Operator.
virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta, Vector &y) const
Matrix-vector multiply.
void SetUnscaledMatrix(const SmartPtr< const SymMatrix > unscaled_matrix)
Set the unscaled matrix.
SmartPtr< const SymScaledMatrixSpace > owner_space_
Matrix space stored as a SymScaledMatrixSpace.
SymScaledMatrix()
Default Constructor.
virtual void ComputeRowAMaxImpl(Vector &rows_norms, bool init) const
Compute the max-norm of the rows in the matrix.
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.
void SetUnscaledMatrixNonConst(const SmartPtr< SymMatrix > &unscaled_matrix)
Set the unscaled matrix in a non-const version.
SymScaledMatrix(const SymScaledMatrixSpace *owner_space)
Constructor, taking the owner_space.
SmartPtr< const SymMatrix > matrix_
const version of the unscaled matrix
SmartPtr< SymMatrix > GetUnscaledMatrixNonConst()
Return the unscaled matrix in non-const form.
~SymScaledMatrix()
Destructor.
virtual bool HasValidNumbersImpl() const
Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
SmartPtr< SymMatrix > nonconst_matrix_
non-const version of the unscaled matrix
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