Class for dense symmetric matrices. More...

#include <IpDenseSymMatrix.hpp>

Inheritance diagram for Ipopt::DenseSymMatrix:

Public Member Functions
SmartPtr< DenseSymMatrix >	MakeNewDenseSymMatrix () const
	Create a new DenseSymMatrix 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	FillIdentity (Number factor=1.)
	Set this matrix to be a multiple of the identity matrix.

void	AddMatrix (Number alpha, const DenseSymMatrix &A, Number beta)
	Method for adding another matrix to this one.

void	HighRankUpdate (bool trans, Number alpha, const DenseGenMatrix &V, Number beta)
	Method for adding a high-rank update 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.

void	SpecialAddForLMSR1 (const DenseVector &D, const DenseGenMatrix &L)
	Method for doing a specialized Add operation, required in the limited memory SR1 update.

Constructors / Destructors
	DenseSymMatrix (const DenseSymMatrixSpace *owner_space)
	Constructor, taking the owner_space.

	~DenseSymMatrix ()
	Destructor.

Public Member Functions inherited from Ipopt::SymMatrix
SmartPtr< const SymMatrixSpace >	OwnerSymMatrixSpace () const

	SymMatrix (const SymMatrixSpace *owner_space)
	Constructor, taking the owner_space.

virtual	~SymMatrix ()
	Destructor.

Index	Dim () const
	Dimension of the matrix (number of rows and columns)

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 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	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::SymMatrix
virtual void	TransMultVectorImpl (Number alpha, const Vector &x, Number beta, Vector &y) const
	Implementation of TransMultVectorImpl, which calls MultVectorImpl.

virtual void	ComputeColAMaxImpl (Vector &cols_norms, bool init) const
	Implementation of ComputeColAMaxImpl, which calls ComputeRowAMaxImpl.

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 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.
	DenseSymMatrix ()
	Default Constructor.

	DenseSymMatrix (const DenseSymMatrix &)
	Copy Constructor.

void	operator= (const DenseSymMatrix &)
	Default Assignment Operator.

Private Attributes
const DenseSymMatrixSpace *	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.

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

Detailed Description

Class for dense symmetric matrices.

Matrix elements are stored in one array in "Fortran" format, using BLAS "lower triangular" storage (not packed).

Definition at line 27 of file IpDenseSymMatrix.hpp.

Constructor & Destructor Documentation

◆ DenseSymMatrix() [1/3]

Ipopt::DenseSymMatrix::DenseSymMatrix ( const DenseSymMatrixSpace * owner_space )

Constructor, taking the owner_space.

◆ ~DenseSymMatrix()

Ipopt::DenseSymMatrix::~DenseSymMatrix ( )

Destructor.

◆ DenseSymMatrix() [2/3]

Ipopt::DenseSymMatrix::DenseSymMatrix ( )

private

Default Constructor.

◆ DenseSymMatrix() [3/3]

Ipopt::DenseSymMatrix::DenseSymMatrix ( const DenseSymMatrix & )

private

Copy Constructor.

Member Function Documentation

◆ MakeNewDenseSymMatrix()

SmartPtr< DenseSymMatrix > Ipopt::DenseSymMatrix::MakeNewDenseSymMatrix ( ) const

inline

Create a new DenseSymMatrix from same MatrixSpace.

Definition at line 210 of file IpDenseSymMatrix.hpp.

◆ Values() [1/2]

Number * Ipopt::DenseSymMatrix::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 50 of file IpDenseSymMatrix.hpp.

◆ Values() [2/2]

const Number * Ipopt::DenseSymMatrix::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 62 of file IpDenseSymMatrix.hpp.

◆ FillIdentity()

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

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

◆ AddMatrix()

void Ipopt::DenseSymMatrix::AddMatrix	(	Number	alpha,
		const DenseSymMatrix &	A,
		Number	beta
	)

Method for adding another matrix to this one.

If B is this matrix, it becomes B = alpha * A + beta * B after this call.

◆ HighRankUpdate()

void Ipopt::DenseSymMatrix::HighRankUpdate	(	bool	trans,
		Number	alpha,
		const DenseGenMatrix &	V,
		Number	beta
	)

Method for adding a high-rank update to this matrix.

It computes M = alpha*op(V) op(V)^T + beta*M, where V is a DenseGenMatrix, where op(V) is V^T trans is true.

◆ HighRankUpdateTranspose()

void Ipopt::DenseSymMatrix::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, so that V1^T V2 is symmetric.

◆ SpecialAddForLMSR1()

void Ipopt::DenseSymMatrix::SpecialAddForLMSR1	(	const DenseVector &	D,
		const DenseGenMatrix &	L
	)

Method for doing a specialized Add operation, required in the limited memory SR1 update.

If M is this matrix, it computes M = M + D + L + L^T, where D is a diagonal matrix (given as a DenseVector), and L is a matrix that is assumed to be strictly lower triangular.

◆ MultVectorImpl()

virtual void Ipopt::DenseSymMatrix::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.

◆ HasValidNumbersImpl()

virtual bool Ipopt::DenseSymMatrix::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::DenseSymMatrix::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.

◆ PrintImpl()

virtual void Ipopt::DenseSymMatrix::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::DenseSymMatrix::operator= ( const DenseSymMatrix & )

private

Default Assignment Operator.

Member Data Documentation

◆ owner_space_

const DenseSymMatrixSpace* Ipopt::DenseSymMatrix::owner_space_

private

Definition at line 169 of file IpDenseSymMatrix.hpp.

◆ values_

Number* Ipopt::DenseSymMatrix::values_

private

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

Definition at line 172 of file IpDenseSymMatrix.hpp.

◆ initialized_

bool Ipopt::DenseSymMatrix::initialized_

private

Flag indicating whether the values_ array has been initialized.

Definition at line 175 of file IpDenseSymMatrix.hpp.

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

src/LinAlg/IpDenseSymMatrix.hpp

Public Member Functions

Protected Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ DenseSymMatrix() [1/3]

◆ ~DenseSymMatrix()

◆ DenseSymMatrix() [2/3]

◆ DenseSymMatrix() [3/3]

Member Function Documentation

◆ MakeNewDenseSymMatrix()

◆ Values() [1/2]

◆ Values() [2/2]

◆ FillIdentity()

◆ AddMatrix()

◆ HighRankUpdate()

◆ HighRankUpdateTranspose()

◆ SpecialAddForLMSR1()

◆ MultVectorImpl()

◆ HasValidNumbersImpl()

◆ ComputeRowAMaxImpl()

◆ PrintImpl()

◆ operator=()

Member Data Documentation

◆ owner_space_

◆ values_

◆ initialized_