Class for symmetric matrices, represented as low-rank updates. More...

#include <IpLowRankUpdateSymMatrix.hpp>

Inheritance diagram for Ipopt::LowRankUpdateSymMatrix:

Public Member Functions
void	SetDiag (const Vector &D)
	Method for setting the diagonal elements (as a Vector).

SmartPtr< const Vector >	GetDiag () const
	Method for getting the diagonal elements.

void	SetV (const MultiVectorMatrix &V)
	Method for setting the positive low-rank update part.

SmartPtr< const MultiVectorMatrix >	GetV () const
	Method for getting the positive low-rank update part.

void	SetU (const MultiVectorMatrix &U)
	Method for setting the negative low-rank update part.

SmartPtr< const MultiVectorMatrix >	GetU () const
	Method for getting the negative low-rank update part.

SmartPtr< const Matrix >	P_LowRank () const
	Return the expansion matrix to lift the low-rank update to the higher-dimensional space.

SmartPtr< const VectorSpace >	LowRankVectorSpace () const
	Return the vector space in with the low-rank update vectors live.

bool	ReducedDiag () const
	Flag indicating whether the diagonal term lives in the smaller space (from P_LowRank) or in the full space.

Constructors / Destructors
	LowRankUpdateSymMatrix (const LowRankUpdateSymMatrixSpace *owner_space)
	Constructor, given the corresponding matrix space.

	~LowRankUpdateSymMatrix ()
	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
Methods overloaded from matrix
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	ComputeColAMaxImpl (Vector &cols_norms, bool init) const
	Implementation of ComputeColAMaxImpl, which calls ComputeRowAMaxImpl.

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.

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.
	LowRankUpdateSymMatrix ()
	Default Constructor.

	LowRankUpdateSymMatrix (const LowRankUpdateSymMatrix &)
	Copy Constructor.

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

Private Attributes
SmartPtr< const LowRankUpdateSymMatrixSpace >	owner_space_
	corresponding matrix space

SmartPtr< const Vector >	D_
	Vector storing the diagonal matrix D.

SmartPtr< const MultiVectorMatrix >	V_
	Vector storing the positive low-rank update.

SmartPtr< const MultiVectorMatrix >	U_
	Vector storing the negative low-rank update.

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

Detailed Description

Class for symmetric matrices, represented as low-rank updates.

The matrix M is represented as M = P_LR(D + V V^T - U U^T)P_LR^T (if reduced_diag is true), or M = D + P_LR(V V^T - U U^T)P_LR^T (if reduced_diag is false). D is a diagonal matrix, and V and U are MultiVectorMatrices, and P_LR is an ExpansionMatrix. The vectors in the low-rank update (before expansion) live in the LowRankVectorSpace. If P_LR is NULL, P_LR is assumed to be the identity matrix. If V or U is NULL, it is assume to be a matrix of zero columns.

Definition at line 31 of file IpLowRankUpdateSymMatrix.hpp.

Constructor & Destructor Documentation

◆ LowRankUpdateSymMatrix() [1/3]

Ipopt::LowRankUpdateSymMatrix::LowRankUpdateSymMatrix ( const LowRankUpdateSymMatrixSpace * owner_space )

Constructor, given the corresponding matrix space.

◆ ~LowRankUpdateSymMatrix()

Ipopt::LowRankUpdateSymMatrix::~LowRankUpdateSymMatrix ( )

Destructor.

◆ LowRankUpdateSymMatrix() [2/3]

Ipopt::LowRankUpdateSymMatrix::LowRankUpdateSymMatrix ( )

private

Default Constructor.

◆ LowRankUpdateSymMatrix() [3/3]

Ipopt::LowRankUpdateSymMatrix::LowRankUpdateSymMatrix ( const LowRankUpdateSymMatrix & )

private

Copy Constructor.

Member Function Documentation

◆ SetDiag()

void Ipopt::LowRankUpdateSymMatrix::SetDiag ( const Vector & D )

inline

Method for setting the diagonal elements (as a Vector).

Definition at line 46 of file IpLowRankUpdateSymMatrix.hpp.

◆ GetDiag()

SmartPtr< const Vector > Ipopt::LowRankUpdateSymMatrix::GetDiag ( ) const

inline

Method for getting the diagonal elements.

Definition at line 55 of file IpLowRankUpdateSymMatrix.hpp.

◆ SetV()

void Ipopt::LowRankUpdateSymMatrix::SetV ( const MultiVectorMatrix & V )

inline

Method for setting the positive low-rank update part.

Definition at line 61 of file IpLowRankUpdateSymMatrix.hpp.

◆ GetV()

SmartPtr< const MultiVectorMatrix > Ipopt::LowRankUpdateSymMatrix::GetV ( ) const

inline

Method for getting the positive low-rank update part.

Definition at line 70 of file IpLowRankUpdateSymMatrix.hpp.

◆ SetU()

void Ipopt::LowRankUpdateSymMatrix::SetU ( const MultiVectorMatrix & U )

inline

Method for setting the negative low-rank update part.

Definition at line 76 of file IpLowRankUpdateSymMatrix.hpp.

◆ GetU()

SmartPtr< const MultiVectorMatrix > Ipopt::LowRankUpdateSymMatrix::GetU ( ) const

inline

Method for getting the negative low-rank update part.

Definition at line 85 of file IpLowRankUpdateSymMatrix.hpp.

◆ P_LowRank()

SmartPtr< const Matrix > Ipopt::LowRankUpdateSymMatrix::P_LowRank ( ) const

inline

Return the expansion matrix to lift the low-rank update to the higher-dimensional space.

Definition at line 264 of file IpLowRankUpdateSymMatrix.hpp.

◆ LowRankVectorSpace()

SmartPtr< const VectorSpace > Ipopt::LowRankUpdateSymMatrix::LowRankVectorSpace ( ) const

inline

Return the vector space in with the low-rank update vectors live.

Definition at line 269 of file IpLowRankUpdateSymMatrix.hpp.

◆ ReducedDiag()

bool Ipopt::LowRankUpdateSymMatrix::ReducedDiag ( ) const

inline

Flag indicating whether the diagonal term lives in the smaller space (from P_LowRank) or in the full space.

Definition at line 274 of file IpLowRankUpdateSymMatrix.hpp.

◆ MultVectorImpl()

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

protectedvirtual

Implementation of ComputeColAMaxImpl, which calls ComputeRowAMaxImpl.

Since the matrix is symmetric, the row and column max norms are identical.

Reimplemented from Ipopt::SymMatrix.

◆ PrintImpl()

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

private

Default Assignment Operator.

Member Data Documentation

◆ owner_space_

SmartPtr<const LowRankUpdateSymMatrixSpace> Ipopt::LowRankUpdateSymMatrix::owner_space_

private

corresponding matrix space

Definition at line 160 of file IpLowRankUpdateSymMatrix.hpp.

◆ D_

SmartPtr<const Vector> Ipopt::LowRankUpdateSymMatrix::D_

private

Vector storing the diagonal matrix D.

Definition at line 163 of file IpLowRankUpdateSymMatrix.hpp.

◆ V_

SmartPtr<const MultiVectorMatrix> Ipopt::LowRankUpdateSymMatrix::V_

private

Vector storing the positive low-rank update.

Definition at line 166 of file IpLowRankUpdateSymMatrix.hpp.

◆ U_

SmartPtr<const MultiVectorMatrix> Ipopt::LowRankUpdateSymMatrix::U_

private

Vector storing the negative low-rank update.

Definition at line 169 of file IpLowRankUpdateSymMatrix.hpp.

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

src/LinAlg/IpLowRankUpdateSymMatrix.hpp

Public Member Functions

Protected Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ LowRankUpdateSymMatrix() [1/3]

◆ ~LowRankUpdateSymMatrix()

◆ LowRankUpdateSymMatrix() [2/3]

◆ LowRankUpdateSymMatrix() [3/3]

Member Function Documentation

◆ SetDiag()

◆ GetDiag()

◆ SetV()

◆ GetV()

◆ SetU()

◆ GetU()

◆ P_LowRank()

◆ LowRankVectorSpace()

◆ ReducedDiag()

◆ MultVectorImpl()

◆ HasValidNumbersImpl()

◆ ComputeRowAMaxImpl()

◆ ComputeColAMaxImpl()

◆ PrintImpl()

◆ operator=()

Member Data Documentation

◆ owner_space_

◆ D_

◆ V_

◆ U_