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Ipopt::ScaledMatrix Class Reference

Class for a Matrix in conjunction with its scaling factors for row and column scaling. More...

#include <IpScaledMatrix.hpp>

+ Inheritance diagram for Ipopt::ScaledMatrix:

Public Member Functions

void SetUnscaledMatrix (const SmartPtr< const Matrix > unscaled_matrix)
 Set the unscaled matrix.
 
void SetUnscaledMatrixNonConst (const SmartPtr< Matrix > &unscaled_matrix)
 Set the unscaled matrix in a non-const version.
 
SmartPtr< const MatrixGetUnscaledMatrix () const
 Return the unscaled matrix in const form.
 
SmartPtr< MatrixGetUnscaledMatrixNonConst ()
 Return the unscaled matrix in non-const form.
 
SmartPtr< const VectorRowScaling () const
 return the vector for the row scaling
 
SmartPtr< const VectorColumnScaling () const
 return the vector for the column scaling
 
Constructors / Destructors
 ScaledMatrix (const ScaledMatrixSpace *owner_space)
 Constructor, taking the owner_space.
 
 ~ScaledMatrix ()
 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 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

Methods overloaded from Matrix
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.
 
virtual void AddMSinvZImpl (Number alpha, const Vector &S, const Vector &Z, Vector &X) const
 X = beta*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).
 
implementation methods (derived classes MUST

overload these pure virtual protected methods).

- 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.

 ScaledMatrix ()
 Default Constructor.
 
 ScaledMatrix (const ScaledMatrix &)
 Copy Constructor.
 
void operator= (const ScaledMatrix &)
 Default Assignment Operator.
 

Private Attributes

SmartPtr< const Matrixmatrix_
 const version of the unscaled matrix
 
SmartPtr< Matrixnonconst_matrix_
 non-const version of the unscaled matrix
 
SmartPtr< const ScaledMatrixSpaceowner_space_
 Matrix space stored as a ScaledMatrixSpace.
 

Additional Inherited Members

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

Detailed Description

Class for a Matrix in conjunction with its scaling factors for row and column scaling.

Operations on the matrix are performed using the scaled matrix. You can pull out the pointer to the unscaled matrix for unscaled calculations.

Definition at line 26 of file IpScaledMatrix.hpp.

Constructor & Destructor Documentation

◆ ScaledMatrix() [1/3]

Ipopt::ScaledMatrix::ScaledMatrix ( const ScaledMatrixSpace owner_space)

Constructor, taking the owner_space.

◆ ~ScaledMatrix()

Ipopt::ScaledMatrix::~ScaledMatrix ( )

Destructor.

◆ ScaledMatrix() [2/3]

Ipopt::ScaledMatrix::ScaledMatrix ( )
private

Default Constructor.

◆ ScaledMatrix() [3/3]

Ipopt::ScaledMatrix::ScaledMatrix ( const ScaledMatrix )
private

Copy Constructor.

Member Function Documentation

◆ SetUnscaledMatrix()

void Ipopt::ScaledMatrix::SetUnscaledMatrix ( const SmartPtr< const Matrix unscaled_matrix)
inline

Set the unscaled matrix.

Definition at line 249 of file IpScaledMatrix.hpp.

◆ SetUnscaledMatrixNonConst()

void Ipopt::ScaledMatrix::SetUnscaledMatrixNonConst ( const SmartPtr< Matrix > &  unscaled_matrix)
inline

Set the unscaled matrix in a non-const version.

Definition at line 258 of file IpScaledMatrix.hpp.

◆ GetUnscaledMatrix()

SmartPtr< const Matrix > Ipopt::ScaledMatrix::GetUnscaledMatrix ( ) const
inline

Return the unscaled matrix in const form.

Definition at line 267 of file IpScaledMatrix.hpp.

◆ GetUnscaledMatrixNonConst()

SmartPtr< Matrix > Ipopt::ScaledMatrix::GetUnscaledMatrixNonConst ( )
inline

Return the unscaled matrix in non-const form.

Definition at line 272 of file IpScaledMatrix.hpp.

◆ RowScaling()

SmartPtr< const Vector > Ipopt::ScaledMatrix::RowScaling ( ) const
inline

return the vector for the row scaling

Definition at line 279 of file IpScaledMatrix.hpp.

◆ ColumnScaling()

SmartPtr< const Vector > Ipopt::ScaledMatrix::ColumnScaling ( ) const
inline

return the vector for the column scaling

Definition at line 284 of file IpScaledMatrix.hpp.

◆ MultVectorImpl()

virtual void Ipopt::ScaledMatrix::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::ScaledMatrix::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::ScaledMatrix::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::ScaledMatrix::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::ScaledMatrix::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::ScaledMatrix::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.

◆ AddMSinvZImpl()

virtual void Ipopt::ScaledMatrix::AddMSinvZImpl ( Number  alpha,
const Vector S,
const Vector Z,
Vector X 
) const
protectedvirtual

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

Reimplemented from Ipopt::Matrix.

◆ SinvBlrmZMTdBrImpl()

virtual void Ipopt::ScaledMatrix::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).

Reimplemented from Ipopt::Matrix.

◆ operator=()

void Ipopt::ScaledMatrix::operator= ( const ScaledMatrix )
private

Default Assignment Operator.

Member Data Documentation

◆ matrix_

SmartPtr<const Matrix> Ipopt::ScaledMatrix::matrix_
private

const version of the unscaled matrix

Definition at line 147 of file IpScaledMatrix.hpp.

◆ nonconst_matrix_

SmartPtr<Matrix> Ipopt::ScaledMatrix::nonconst_matrix_
private

non-const version of the unscaled matrix

Definition at line 150 of file IpScaledMatrix.hpp.

◆ owner_space_

SmartPtr<const ScaledMatrixSpace> Ipopt::ScaledMatrix::owner_space_
private

Matrix space stored as a ScaledMatrixSpace.

Definition at line 153 of file IpScaledMatrix.hpp.


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