Class for dense general matrices. More...

#include <IpDenseGenMatrix.hpp>

Inheritance diagram for Ipopt::DenseGenMatrix:

Public Member Functions
SmartPtr< DenseGenMatrix >	MakeNewDenseGenMatrix () const
	Create a new DenseGenMatrix from same MatrixSpace.

Number *	Values ()
	Retrieve the array for storing the matrix elements.

const Number *	Values () 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.

Public Member Functions inherited from Ipopt::Matrix
bool	HasValidNumbers () const
	Method for determining if all stored numbers are valid (i.e., no Inf or Nan).

SmartPtr< const MatrixSpace >	OwnerSpace () const
	Return the owner MatrixSpace.

	Matrix (const MatrixSpace *owner_space)
	Constructor.

virtual	~Matrix ()
	Destructor.

void	MultVector (Number alpha, const Vector &x, Number beta, Vector &y) const
	Matrix-vector multiply.

void	TransMultVector (Number alpha, const Vector &x, Number beta, Vector &y) const
	Matrix(transpose) vector multiply.

void	AddMSinvZ (Number alpha, const Vector &S, const Vector &Z, Vector &X) const
	X = X + alpha*(Matrix S^{-1} Z).

void	SinvBlrmZMTdBr (Number alpha, const Vector &S, const Vector &R, const Vector &Z, const Vector &D, Vector &X) const
	X = S^{-1} (r + alphaZM^Td).

Index	NRows () const
	Number of rows.

Index	NCols () const
	Number of columns.

void	ComputeRowAMax (Vector &rows_norms, bool init=true) const
	Compute the max-norm of the rows in the matrix.

void	ComputeColAMax (Vector &cols_norms, bool init=true) const
	Compute the max-norm of the columns in the matrix.

virtual void	Print (SmartPtr< const Journalist > jnlst, EJournalLevel level, EJournalCategory category, const std::string &name, Index indent=0, const std::string &prefix="") const
	Print detailed information about the matrix.

virtual void	Print (const Journalist &jnlst, EJournalLevel level, EJournalCategory category, const std::string &name, Index indent=0, const std::string &prefix="") const

Public Member Functions inherited from Ipopt::TaggedObject
	TaggedObject ()
	Constructor.

virtual	~TaggedObject ()
	Destructor.

Tag	GetTag () const
	Users of TaggedObjects call this to update their own internal tags every time they perform the expensive operation.

bool	HasChanged (const Tag comparison_tag) const
	Users of TaggedObjects call this to check if the object HasChanged since they last updated their own internal tag.

Public Member Functions inherited from Ipopt::ReferencedObject
	ReferencedObject ()

virtual	~ReferencedObject ()

Index	ReferenceCount () const

void	AddRef (const Referencer *referencer) const

void	ReleaseRef (const Referencer *referencer) const

Public Member Functions inherited from Ipopt::Subject
	Subject ()
	Default Constructor.

virtual	~Subject ()
	Destructor.

void	AttachObserver (Observer::NotifyType notify_type, Observer *observer) const
	Attach the specified observer (i.e., begin receiving notifications).

void	DetachObserver (Observer::NotifyType notify_type, Observer *observer) const
	Detach the specified observer (i.e., no longer receive notifications).

Protected Member Functions
Overloaded methods from Matrix base class
virtual void	MultVectorImpl (Number alpha, const Vector &x, Number beta, Vector &y) const
	Matrix-vector multiply.

virtual void	TransMultVectorImpl (Number alpha, const Vector &x, Number beta, Vector &y) const
	Matrix(transpose) 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
	Compute the max-norm of the columns 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.

Protected Member Functions inherited from Ipopt::Matrix
virtual void	AddMSinvZImpl (Number alpha, const Vector &S, const Vector &Z, Vector &X) const
	X = X + alpha*(Matrix S^{-1} Z).

virtual void	SinvBlrmZMTdBrImpl (Number alpha, const Vector &S, const Vector &R, const Vector &Z, const Vector &D, Vector &X) const
	X = S^{-1} (r + alphaZM^Td).

Protected Member Functions inherited from Ipopt::TaggedObject
void	ObjectChanged ()
	Objects derived from TaggedObject MUST call this method every time their internal state changes to update the internal tag for comparison.

Protected Member Functions inherited from Ipopt::Subject
void	Notify (Observer::NotifyType notify_type) const

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 &)
	Default Assignment Operator.

Private Attributes
const DenseGenMatrixSpace *	owner_space_

Number *	values_
	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.

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

Additional Inherited Members
Public Types inherited from Ipopt::TaggedObject
typedef unsigned int	Tag
	Type for the Tag values.

Detailed Description

Class for dense general matrices.

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

Definition at line 25 of file IpDenseGenMatrix.hpp.

Member Enumeration Documentation

◆ Factorization

enum Ipopt::DenseGenMatrix::Factorization

private

Enum for factorization type.

Enumerator
NONE
LU
CHOL

Definition at line 262 of file IpDenseGenMatrix.hpp.

Constructor & Destructor Documentation

◆ DenseGenMatrix() [1/3]

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

Constructor, taking the owner_space.

◆ ~DenseGenMatrix()

Ipopt::DenseGenMatrix::~DenseGenMatrix ( )

Destructor.

◆ DenseGenMatrix() [2/3]

Ipopt::DenseGenMatrix::DenseGenMatrix ( )

private

Default Constructor.

◆ DenseGenMatrix() [3/3]

Ipopt::DenseGenMatrix::DenseGenMatrix ( const DenseGenMatrix & )

private

Copy Constructor.

Member Function Documentation

◆ MakeNewDenseGenMatrix()

SmartPtr< DenseGenMatrix > Ipopt::DenseGenMatrix::MakeNewDenseGenMatrix ( ) const

inline

Create a new DenseGenMatrix from same MatrixSpace.

Definition at line 310 of file IpDenseGenMatrix.hpp.

◆ Values() [1/2]

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 49 of file IpDenseGenMatrix.hpp.

◆ Values() [2/2]

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 61 of file IpDenseGenMatrix.hpp.

◆ Copy()

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

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

◆ FillIdentity()

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.

◆ ScaleColumns()

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.

◆ AddMatrixProduct()

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.

◆ HighRankUpdateTranspose()

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.

◆ ComputeCholeskyFactor()

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.

Returns: false if the factorization could not be done, e.g., when the matrix is not positive definite.

◆ ComputeEigenVectors()

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.

Returns: false, if there were problems during the computation

◆ CholeskyBackSolveMatrix()

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.

◆ CholeskySolveVector()

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.

◆ CholeskySolveMatrix()

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.

◆ ComputeLUFactorInPlace()

bool Ipopt::DenseGenMatrix::ComputeLUFactorInPlace ( )

Method for computing the LU factorization of an unsymmetric matrix.

The factorization is done in place.

◆ LUSolveMatrix()

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

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

◆ LUSolveVector()

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

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

◆ MultVectorImpl()

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

protectedvirtual

Matrix-vector multiply.

Computes y = alpha * Matrix * x + beta * y.

Implements Ipopt::Matrix.

◆ TransMultVectorImpl()

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

protectedvirtual

Matrix(transpose) vector multiply.

Computes y = alpha * Matrix^T * x + beta * y.

Implements Ipopt::Matrix.

◆ HasValidNumbersImpl()

virtual bool Ipopt::DenseGenMatrix::HasValidNumbersImpl ( ) const

protectedvirtual

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

A default implementation always returning true is provided, but if possible it should be implemented.

Reimplemented from Ipopt::Matrix.

◆ ComputeRowAMaxImpl()

virtual void Ipopt::DenseGenMatrix::ComputeRowAMaxImpl	(	Vector &	rows_norms,
		bool	init
	)		const

protectedvirtual

Compute the max-norm of the rows in the matrix.

The result is stored in rows_norms. The vector is assumed to be initialized if init is false.

Implements Ipopt::Matrix.

◆ ComputeColAMaxImpl()

virtual void Ipopt::DenseGenMatrix::ComputeColAMaxImpl	(	Vector &	cols_norms,
		bool	init
	)		const

protectedvirtual

Compute the max-norm of the columns in the matrix.

The result is stored in cols_norms. The vector is assumed to be initialized if init is false.

Implements Ipopt::Matrix.

◆ PrintImpl()

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

protectedvirtual

Print detailed information about the matrix.

Implements Ipopt::Matrix.

◆ operator=()

void Ipopt::DenseGenMatrix::operator= ( const DenseGenMatrix & )

private

Default Assignment Operator.

Member Data Documentation

◆ owner_space_

const DenseGenMatrixSpace* Ipopt::DenseGenMatrix::owner_space_

private

Definition at line 253 of file IpDenseGenMatrix.hpp.

◆ values_

Number* Ipopt::DenseGenMatrix::values_

private

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

Definition at line 256 of file IpDenseGenMatrix.hpp.

◆ initialized_

bool Ipopt::DenseGenMatrix::initialized_

private

Flag indicating whether the values_ array has been initialized.

Definition at line 259 of file IpDenseGenMatrix.hpp.

◆ factorization_

Factorization Ipopt::DenseGenMatrix::factorization_

private

Flag indicating if and which factorization has been applied.

Definition at line 270 of file IpDenseGenMatrix.hpp.

◆ pivot_

Index* Ipopt::DenseGenMatrix::pivot_

private

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

Definition at line 273 of file IpDenseGenMatrix.hpp.

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

src/LinAlg/IpDenseGenMatrix.hpp

Public Member Functions

Protected Member Functions

Private Types

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Member Enumeration Documentation

◆ Factorization

Constructor & Destructor Documentation

◆ DenseGenMatrix() [1/3]

◆ ~DenseGenMatrix()

◆ DenseGenMatrix() [2/3]

◆ DenseGenMatrix() [3/3]

Member Function Documentation

◆ MakeNewDenseGenMatrix()

◆ Values() [1/2]

◆ Values() [2/2]

◆ Copy()

◆ FillIdentity()

◆ ScaleColumns()

◆ AddMatrixProduct()

◆ HighRankUpdateTranspose()

◆ ComputeCholeskyFactor()

◆ ComputeEigenVectors()

◆ CholeskyBackSolveMatrix()

◆ CholeskySolveVector()

◆ CholeskySolveMatrix()

◆ ComputeLUFactorInPlace()

◆ LUSolveMatrix()

◆ LUSolveVector()

◆ MultVectorImpl()

◆ TransMultVectorImpl()

◆ HasValidNumbersImpl()

◆ ComputeRowAMaxImpl()

◆ ComputeColAMaxImpl()

◆ PrintImpl()

◆ operator=()

Member Data Documentation

◆ owner_space_

◆ values_

◆ initialized_

◆ factorization_

◆ pivot_