Ipopt Documentation  
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 
13 namespace Ipopt
14 {
15 
16 /* forward declarations */
17 class ScaledMatrixSpace;
18 
27 {
28 public:
34  const ScaledMatrixSpace* owner_space
35  );
36 
40 
42  void SetUnscaledMatrix(
43  const SmartPtr<const Matrix> unscaled_matrix
44  );
45 
47  void SetUnscaledMatrixNonConst(
48  const SmartPtr<Matrix>& unscaled_matrix
49  );
50 
52  SmartPtr<const Matrix> GetUnscaledMatrix() const;
53 
55  SmartPtr<Matrix> GetUnscaledMatrixNonConst();
56 
58  SmartPtr<const Vector> RowScaling() const;
59 
61  SmartPtr<const Vector> ColumnScaling() const;
62 
63 protected:
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 
105  virtual void AddMSinvZImpl(
106  Number alpha,
107  const Vector& S,
108  const Vector& Z,
109  Vector& X
110  ) const;
111 
116  virtual void SinvBlrmZMTdBrImpl(
117  Number alpha,
118  const Vector& S,
119  const Vector& R,
120  const Vector& Z,
121  const Vector& D,
122  Vector& X
123  ) const;
125 
126 private:
138 
141  const ScaledMatrix&
142  );
143 
145  void operator=(
146  const ScaledMatrix&
147  );
149 
152 
155 
158 };
159 
162 {
163 public:
170  const SmartPtr<const Vector>& row_scaling,
171  bool row_scaling_reciprocal,
172  const SmartPtr<const MatrixSpace>& unscaled_matrix_space,
173  const SmartPtr<const Vector>& column_scaling,
174  bool column_scaling_reciprocal
175  );
176 
179  { }
181 
184  bool allocate_unscaled_matrix = false
185  ) const
186  {
187  ScaledMatrix* ret = new ScaledMatrix(this);
188  if( allocate_unscaled_matrix )
189  {
190  SmartPtr<Matrix> unscaled_matrix = unscaled_matrix_space_->MakeNew();
191  ret->SetUnscaledMatrixNonConst(unscaled_matrix);
192  }
193  return ret;
194  }
195 
196  virtual Matrix* MakeNew() const
197  {
198  return MakeNewScaledMatrix();
199  }
200 
203  {
204  return ConstPtr(row_scaling_);
205  }
206 
209  {
210  return unscaled_matrix_space_;
211  }
212 
215  {
216  return ConstPtr(column_scaling_);
217  }
218 
219 private:
231 
234  const ScaledMatrixSpace&
235  );
236 
239  const ScaledMatrixSpace&
240  );
242 
245 
248 
251 };
252 
254  const SmartPtr<const Matrix> unscaled_matrix
255 )
256 {
257  matrix_ = unscaled_matrix;
258  nonconst_matrix_ = NULL;
259  ObjectChanged();
260 }
261 
263  const SmartPtr<Matrix>& unscaled_matrix
264 )
265 {
266  nonconst_matrix_ = unscaled_matrix;
267  matrix_ = GetRawPtr(unscaled_matrix);
268  ObjectChanged();
269 }
270 
272 {
273  return matrix_;
274 }
275 
277 {
279  ObjectChanged();
280  return nonconst_matrix_;
281 }
282 
284 {
285  return ConstPtr(owner_space_->RowScaling());
286 }
287 
289 {
290  return ConstPtr(owner_space_->ColumnScaling());
291 }
292 
293 } // namespace Ipopt
294 
295 #endif
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:28
Class responsible for all message output.
MatrixSpace base class, corresponding to the Matrix base class.
Definition: IpMatrix.hpp:327
Matrix Base Class.
Definition: IpMatrix.hpp:28
This is the matrix space for ScaledMatrix.
ScaledMatrixSpace & operator=(const ScaledMatrixSpace &)
Default Assignment Operator.
ScaledMatrixSpace()
Default constructor.
SmartPtr< Vector > column_scaling_
column scaling vector
ScaledMatrix * MakeNewScaledMatrix(bool allocate_unscaled_matrix=false) const
Method for creating a new matrix of this specific type.
SmartPtr< const Vector > RowScaling() const
return the vector for the row scaling
virtual Matrix * MakeNew() const
Pure virtual method for creating a new Matrix of the corresponding type.
SmartPtr< Vector > row_scaling_
Row scaling vector.
ScaledMatrixSpace(const ScaledMatrixSpace &)
Copy Constructor.
SmartPtr< const MatrixSpace > unscaled_matrix_space_
unscaled matrix space
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
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.
Definition: IpSmartPtr.hpp:172
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
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)
Definition: IpSmartPtr.hpp:665
bool IsValid(const SmartPtr< U > &smart_ptr)
Definition: IpSmartPtr.hpp:674
U * GetRawPtr(const SmartPtr< U > &smart_ptr)
Definition: IpSmartPtr.hpp:651
EJournalCategory
Category Selection Enum.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
EJournalLevel
Print Level Enum.
double Number
Type of all numbers.
Definition: IpTypes.hpp:15