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

#include <IpMultiVectorMatrix.hpp>

Inheritance diagram for Ipopt::MultiVectorMatrix:

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

SmartPtr< const Vector >	GetVector (Index i) const
	Get a Vector in a particular column as a const Vector.

SmartPtr< Vector >	GetVectorNonConst (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 VectorSpace >	ColVectorSpace () const
	Vector space for the columns.

SmartPtr< const MultiVectorMatrixSpace >	MultiVectorMatrixOwnerSpace () 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 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 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 Vector *	ConstVec (Index i) const
	Method for accessing the internal Vectors internally.

Vector *	Vec (Index i)

Private Attributes
const MultiVectorMatrixSpace *	owner_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:

src/LinAlg/IpMultiVectorMatrix.hpp

Public Member Functions

Protected Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ MultiVectorMatrix() [1/3]

◆ ~MultiVectorMatrix()

◆ MultiVectorMatrix() [2/3]

◆ MultiVectorMatrix() [3/3]

Member Function Documentation

◆ MakeNewMultiVectorMatrix()

◆ SetVector()

◆ SetVectorNonConst()

◆ GetVector()

◆ GetVectorNonConst()

◆ ScaleRows()

◆ ScaleColumns()

◆ AddOneMultiVectorMatrix()

◆ AddRightMultMatrix()

◆ FillWithNewVectors()

◆ LRMultVector()

◆ ColVectorSpace()

◆ MultiVectorMatrixOwnerSpace()

◆ MultVectorImpl()

◆ TransMultVectorImpl()

◆ HasValidNumbersImpl()

◆ ComputeRowAMaxImpl()

◆ ComputeColAMaxImpl()

◆ PrintImpl()

◆ operator=()

◆ ConstVec()

◆ Vec()

Member Data Documentation

◆ owner_space_

◆ const_vecs_

◆ non_const_vecs_