Class for expansion/projection matrices. More...

#include <IpExpansionMatrix.hpp>

Inheritance diagram for Ipopt::ExpansionMatrix:

Public Member Functions
const Index *	ExpandedPosIndices () const
	Return the vector of indices marking the expanded position.

const Index *	CompressedPosIndices () const
	Return the vector of indices marking the compressed position.

Constructors / Destructors
	ExpansionMatrix (const ExpansionMatrixSpace *owner_space)
	Constructor, taking the owner_space.

	~ExpansionMatrix ()
	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
void	PrintImplOffset (const Journalist &jnlst, EJournalLevel level, EJournalCategory category, const std::string &name, Index indent, const std::string &prefix, Index row_offset, Index col_offset) const

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 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).

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

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.
	ExpansionMatrix ()
	Default Constructor.

	ExpansionMatrix (const ExpansionMatrix &)
	Copy Constructor.

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

Private Attributes
const ExpansionMatrixSpace *	owner_space_

Friends
class	ParExpansionMatrix

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

Detailed Description

Class for expansion/projection matrices.

These matrices allow to lift a vector to a vector with larger dimension, keeping some elements of the larger vector zero. This operation is achieved by the MultVector operation. The transpose operation then filters some elements from a large vector into a smaller vector.

Definition at line 27 of file IpExpansionMatrix.hpp.

Constructor & Destructor Documentation

◆ ExpansionMatrix() [1/3]

Ipopt::ExpansionMatrix::ExpansionMatrix ( const ExpansionMatrixSpace * owner_space )

Constructor, taking the owner_space.

◆ ~ExpansionMatrix()

Ipopt::ExpansionMatrix::~ExpansionMatrix ( )

Destructor.

◆ ExpansionMatrix() [2/3]

Ipopt::ExpansionMatrix::ExpansionMatrix ( )

private

Default Constructor.

◆ ExpansionMatrix() [3/3]

Ipopt::ExpansionMatrix::ExpansionMatrix ( const ExpansionMatrix & )

private

Copy Constructor.

Member Function Documentation

◆ ExpandedPosIndices()

const Index * Ipopt::ExpansionMatrix::ExpandedPosIndices ( ) const

inline

Return the vector of indices marking the expanded position.

The result is the Index array (of length NSmallVec=NCols()) that stores the mapping from the small vector to the large vector. For each element i=0,..,NSmallVec in the small vector, ExpandedPosIndices()[i] give the corresponding index in the large vector.

Definition at line 234 of file IpExpansionMatrix.hpp.

◆ CompressedPosIndices()

const Index * Ipopt::ExpansionMatrix::CompressedPosIndices ( ) const

inline

Return the vector of indices marking the compressed position.

The result is the Index array (of length NLargeVec=NRows()) that stores the mapping from the large vector to the small vector. For each element i=0,..,NLargeVec in the large vector, CompressedPosIndices()[i] gives the corresponding index in the small vector, unless CompressedPosIndices()[i] is negative.

Definition at line 239 of file IpExpansionMatrix.hpp.

◆ MultVectorImpl()

virtual void Ipopt::ExpansionMatrix::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::ExpansionMatrix::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.

◆ AddMSinvZImpl()

virtual void Ipopt::ExpansionMatrix::AddMSinvZImpl	(	Number	alpha,
		const Vector &	S,
		const Vector &	Z,
		Vector &	X
	)		const

protectedvirtual

X = X + alpha*(Matrix S^{-1} Z).

Prototype for this specialize method is provided, but for efficient implementation it should be overloaded for the expansion matrix.

Reimplemented from Ipopt::Matrix.

◆ SinvBlrmZMTdBrImpl()

virtual void Ipopt::ExpansionMatrix::SinvBlrmZMTdBrImpl	(	Number	alpha,
		const Vector &	S,
		const Vector &	R,
		const Vector &	Z,
		const Vector &	D,
		Vector &	X
	)		const

protectedvirtual

X = S^{-1} (r + alpha*Z*M^Td).

Should be implemented efficiently for the ExpansionMatrix.

Reimplemented from Ipopt::Matrix.

◆ ComputeRowAMaxImpl()

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

inlineprotectedvirtual

Print detailed information about the matrix.

Implements Ipopt::Matrix.

Definition at line 106 of file IpExpansionMatrix.hpp.

◆ PrintImplOffset()

void Ipopt::ExpansionMatrix::PrintImplOffset	(	const Journalist &	jnlst,
		EJournalLevel	level,
		EJournalCategory	category,
		const std::string &	name,
		Index	indent,
		const std::string &	prefix,
		Index	row_offset,
		Index	col_offset
	)		const

protected

◆ operator=()

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

private

Default Assignment Operator.

Friends And Related Symbol Documentation

◆ ParExpansionMatrix

friend class ParExpansionMatrix

friend

Definition at line 130 of file IpExpansionMatrix.hpp.

Member Data Documentation

◆ owner_space_

const ExpansionMatrixSpace* Ipopt::ExpansionMatrix::owner_space_

private

Definition at line 156 of file IpExpansionMatrix.hpp.

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

src/LinAlg/IpExpansionMatrix.hpp

Public Member Functions

Protected Member Functions

Private Member Functions

Private Attributes

Friends

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ ExpansionMatrix() [1/3]

◆ ~ExpansionMatrix()

◆ ExpansionMatrix() [2/3]

◆ ExpansionMatrix() [3/3]

Member Function Documentation

◆ ExpandedPosIndices()

◆ CompressedPosIndices()

◆ MultVectorImpl()

◆ TransMultVectorImpl()

◆ AddMSinvZImpl()

◆ SinvBlrmZMTdBrImpl()

◆ ComputeRowAMaxImpl()

◆ ComputeColAMaxImpl()

◆ PrintImpl()

◆ PrintImplOffset()

◆ operator=()

Friends And Related Symbol Documentation

◆ ParExpansionMatrix

Member Data Documentation

◆ owner_space_