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Ipopt::MultiVectorMatrix Class Reference

Class for Matrices with few columns that consists of Vectors. More...

#include <IpMultiVectorMatrix.hpp>

+ Inheritance diagram for Ipopt::MultiVectorMatrix:

Public Member Functions

SmartPtr< MultiVectorMatrixMakeNewMultiVectorMatrix () const
 Create a new MultiVectorMatrix from same MatrixSpace.
 
SmartPtr< const VectorGetVector (Index i) const
 Get a Vector in a particular column as a const Vector.
 
SmartPtr< VectorGetVectorNonConst (Index i)
 Get a Vector in a particular column as a non-const Vector.
 
void ScaleRows (const Vector &scal_vec)
 Method for scaling the rows of the matrix, using the ElementWiseMultiply method for each column vector.
 
void ScaleColumns (const Vector &scal_vec)
 Method for scaling the columns of the matrix, using the Scale method for each column vector.
 
void AddOneMultiVectorMatrix (Number a, const MultiVectorMatrix &mv1, Number c)
 Adding another MultiVectorMatrix, using the AddOneVector methods for the individual column vectors.
 
void AddRightMultMatrix (Number a, const MultiVectorMatrix &U, const Matrix &C, Number b)
 Multiplying a Matrix C (for now assumed to be a DenseGenMatrix) from the right to a MultiVectorMatrix U and adding the result to this MultiVectorMatrix V.
 
void FillWithNewVectors ()
 Method for initializing all Vectors with new (uninitialized) Vectors.
 
void LRMultVector (Number alpha, const Vector &x, Number beta, Vector &y) const
 Method for adding the low-rank update matrix corresponding to this matrix to a vector.
 
SmartPtr< const VectorSpaceColVectorSpace () const
 Vector space for the columns.
 
SmartPtr< const MultiVectorMatrixSpaceMultiVectorMatrixOwnerSpace () const
 Return the MultiVectorMatrixSpace.
 
Constructors / Destructors
 MultiVectorMatrix (const MultiVectorMatrixSpace *owner_space)
 Constructor, taking the owner_space.
 
 ~MultiVectorMatrix ()
 Destructor.
 
void SetVector (Index i, const Vector &vec)
 Set a particular Vector at a given column position, replacing another vector if there has been one.
 
void SetVectorNonConst (Index i, Vector &vec)
 
- 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 MatrixSpaceOwnerSpace () 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 + alpha*Z*M^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 + alpha*Z*M^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.

 MultiVectorMatrix ()
 Default Constructor.
 
 MultiVectorMatrix (const MultiVectorMatrix &)
 Copy Constructor.
 
void operator= (const MultiVectorMatrix &)
 Default Assignment Operator.
 
const VectorConstVec (Index i) const
 Method for accessing the internal Vectors internally.
 
VectorVec (Index i)
 

Private Attributes

const MultiVectorMatrixSpaceowner_space_
 
std::vector< SmartPtr< const Vector > > const_vecs_
 space for storing the const Vector's
 
std::vector< SmartPtr< Vector > > non_const_vecs_
 space for storing the non-const Vector's
 

Additional Inherited Members

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

Detailed Description

Class for Matrices with few columns that consists of Vectors.

Those matrices are for example useful in the implementation of limited memory quasi-Newton methods.

Definition at line 24 of file IpMultiVectorMatrix.hpp.

Constructor & Destructor Documentation

◆ MultiVectorMatrix() [1/3]

Ipopt::MultiVectorMatrix::MultiVectorMatrix ( const MultiVectorMatrixSpace owner_space)

Constructor, taking the owner_space.

◆ ~MultiVectorMatrix()

Ipopt::MultiVectorMatrix::~MultiVectorMatrix ( )
inline

Destructor.

Definition at line 280 of file IpMultiVectorMatrix.hpp.

◆ MultiVectorMatrix() [2/3]

Ipopt::MultiVectorMatrix::MultiVectorMatrix ( )
private

Default Constructor.

◆ MultiVectorMatrix() [3/3]

Ipopt::MultiVectorMatrix::MultiVectorMatrix ( const MultiVectorMatrix )
private

Copy Constructor.

Member Function Documentation

◆ MakeNewMultiVectorMatrix()

SmartPtr< MultiVectorMatrix > Ipopt::MultiVectorMatrix::MakeNewMultiVectorMatrix ( ) const
inline

Create a new MultiVectorMatrix from same MatrixSpace.

Definition at line 283 of file IpMultiVectorMatrix.hpp.

◆ SetVector()

void Ipopt::MultiVectorMatrix::SetVector ( Index  i,
const Vector vec 
)

Set a particular Vector at a given column position, replacing another vector if there has been one.

Depending on whether the Vector is const or not, it is stored in the const or non-const internal column.

◆ SetVectorNonConst()

void Ipopt::MultiVectorMatrix::SetVectorNonConst ( Index  i,
Vector vec 
)

◆ GetVector()

SmartPtr< const Vector > Ipopt::MultiVectorMatrix::GetVector ( Index  i) const
inline

Get a Vector in a particular column as a const Vector.

Definition at line 64 of file IpMultiVectorMatrix.hpp.

◆ GetVectorNonConst()

SmartPtr< Vector > Ipopt::MultiVectorMatrix::GetVectorNonConst ( Index  i)
inline

Get a Vector in a particular column as a non-const Vector.

This is fail if the column has currently only a non-const Vector stored.

Definition at line 76 of file IpMultiVectorMatrix.hpp.

◆ ScaleRows()

void Ipopt::MultiVectorMatrix::ScaleRows ( const Vector scal_vec)

Method for scaling the rows of the matrix, using the ElementWiseMultiply method for each column vector.

◆ ScaleColumns()

void Ipopt::MultiVectorMatrix::ScaleColumns ( const Vector scal_vec)

Method for scaling the columns of the matrix, using the Scale method for each column vector.

◆ AddOneMultiVectorMatrix()

void Ipopt::MultiVectorMatrix::AddOneMultiVectorMatrix ( Number  a,
const MultiVectorMatrix mv1,
Number  c 
)

Adding another MultiVectorMatrix, using the AddOneVector methods for the individual column vectors.

◆ AddRightMultMatrix()

void Ipopt::MultiVectorMatrix::AddRightMultMatrix ( Number  a,
const MultiVectorMatrix U,
const Matrix C,
Number  b 
)

Multiplying a Matrix C (for now assumed to be a DenseGenMatrix) from the right to a MultiVectorMatrix U and adding the result to this MultiVectorMatrix V.

V = a * U * C + b * V.

◆ FillWithNewVectors()

void Ipopt::MultiVectorMatrix::FillWithNewVectors ( )

Method for initializing all Vectors with new (uninitialized) Vectors.

◆ LRMultVector()

void Ipopt::MultiVectorMatrix::LRMultVector ( Number  alpha,
const Vector x,
Number  beta,
Vector y 
) const

Method for adding the low-rank update matrix corresponding to this matrix to a vector.

If V is this MultiVectorMatrix, the operation is y = beta*y + alpha*V*V^T*x.

◆ ColVectorSpace()

SmartPtr< const VectorSpace > Ipopt::MultiVectorMatrix::ColVectorSpace ( ) const
inline

Vector space for the columns.

Definition at line 288 of file IpMultiVectorMatrix.hpp.

◆ MultiVectorMatrixOwnerSpace()

SmartPtr< const MultiVectorMatrixSpace > Ipopt::MultiVectorMatrix::MultiVectorMatrixOwnerSpace ( ) const
inline

Return the MultiVectorMatrixSpace.

Definition at line 293 of file IpMultiVectorMatrix.hpp.

◆ MultVectorImpl()

virtual void Ipopt::MultiVectorMatrix::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::MultiVectorMatrix::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::MultiVectorMatrix::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::MultiVectorMatrix::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::MultiVectorMatrix::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::MultiVectorMatrix::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::MultiVectorMatrix::operator= ( const MultiVectorMatrix )
private

Default Assignment Operator.

◆ ConstVec()

const Vector * Ipopt::MultiVectorMatrix::ConstVec ( Index  i) const
inlineprivate

Method for accessing the internal Vectors internally.

Definition at line 212 of file IpMultiVectorMatrix.hpp.

◆ Vec()

Vector * Ipopt::MultiVectorMatrix::Vec ( Index  i)
inlineprivate

Definition at line 228 of file IpMultiVectorMatrix.hpp.

Member Data Documentation

◆ owner_space_

const MultiVectorMatrixSpace* Ipopt::MultiVectorMatrix::owner_space_
private

Definition at line 202 of file IpMultiVectorMatrix.hpp.

◆ const_vecs_

std::vector<SmartPtr<const Vector> > Ipopt::MultiVectorMatrix::const_vecs_
private

space for storing the const Vector's

Definition at line 205 of file IpMultiVectorMatrix.hpp.

◆ non_const_vecs_

std::vector<SmartPtr<Vector> > Ipopt::MultiVectorMatrix::non_const_vecs_
private

space for storing the non-const Vector's

Definition at line 208 of file IpMultiVectorMatrix.hpp.


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