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 Matrix >	GetUnscaledMatrix () const
	Return the unscaled matrix in const form.

SmartPtr< Matrix >	GetUnscaledMatrixNonConst ()
	Return the unscaled matrix in non-const form.

SmartPtr< const Vector >	RowScaling () const
	return the vector for the row scaling

SmartPtr< const Vector >	ColumnScaling () 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 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 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 = betaX + 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).

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 Matrix >	matrix_
	const version of the unscaled matrix

SmartPtr< Matrix >	nonconst_matrix_
	non-const version of the unscaled matrix

SmartPtr< const ScaledMatrixSpace >	owner_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:

src/LinAlg/IpScaledMatrix.hpp

Public Member Functions

Protected Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ ScaledMatrix() [1/3]

◆ ~ScaledMatrix()

◆ ScaledMatrix() [2/3]

◆ ScaledMatrix() [3/3]

Member Function Documentation

◆ SetUnscaledMatrix()

◆ SetUnscaledMatrixNonConst()

◆ GetUnscaledMatrix()

◆ GetUnscaledMatrixNonConst()

◆ RowScaling()

◆ ColumnScaling()

◆ MultVectorImpl()

◆ TransMultVectorImpl()

◆ HasValidNumbersImpl()

◆ ComputeRowAMaxImpl()

◆ ComputeColAMaxImpl()

◆ PrintImpl()

◆ AddMSinvZImpl()

◆ SinvBlrmZMTdBrImpl()

◆ operator=()

Member Data Documentation

◆ matrix_

◆ nonconst_matrix_

◆ owner_space_