Ipopt 3.11.9
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IpScaledMatrix.hpp
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1// Copyright (C) 2004, 2008 International Business Machines and others.
2// All Rights Reserved.
3// This code is published under the Eclipse Public License.
4//
5// $Id: IpScaledMatrix.hpp 1861 2010-12-21 21:34:47Z andreasw $
6//
7// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8
9#ifndef __IPSCALEDMATRIX_HPP__
10#define __IPSCALEDMATRIX_HPP__
11
12#include "IpUtils.hpp"
13#include "IpMatrix.hpp"
14
15namespace Ipopt
16{
17
18 /* forward declarations */
19 class ScaledMatrixSpace;
20
26 class ScaledMatrix : public Matrix
27 {
28 public:
29
32
35 ScaledMatrix(const ScaledMatrixSpace* owner_space);
36
40
42 void SetUnscaledMatrix(const SmartPtr<const Matrix> unscaled_matrix);
43
45 void SetUnscaledMatrixNonConst(const SmartPtr<Matrix>& unscaled_matrix);
46
49
52
55
58
59 protected:
62 virtual void MultVectorImpl(Number alpha, const Vector& x,
63 Number beta, Vector& y) const;
64
65 virtual void TransMultVectorImpl(Number alpha, const Vector& x,
66 Number beta, Vector& y) const;
67
71 virtual bool HasValidNumbersImpl() const;
72
73 virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const;
74
75 virtual void ComputeColAMaxImpl(Vector& cols_norms, bool init) const;
76
77 virtual void PrintImpl(const Journalist& jnlst,
78 EJournalLevel level,
79 EJournalCategory category,
80 const std::string& name,
81 Index indent,
82 const std::string& prefix) const;
83
87 virtual void AddMSinvZImpl(Number alpha, const Vector& S, const Vector& Z,
88 Vector& X) const;
89
93 virtual void SinvBlrmZMTdBrImpl(Number alpha, const Vector& S,
94 const Vector& R, const Vector& Z,
95 const Vector& D, Vector& X) const;
97
98 private:
109
112
116
121
124 };
125
129 {
130 public:
137 bool row_scaling_reciprocal,
138 const SmartPtr<const MatrixSpace>& unscaled_matrix_space,
139 const SmartPtr<const Vector>& column_scaling,
140 bool column_scaling_reciprocal);
141
146
148 ScaledMatrix* MakeNewScaledMatrix(bool allocate_unscaled_matrix = false) const
149 {
150 ScaledMatrix* ret = new ScaledMatrix(this);
151 if (allocate_unscaled_matrix) {
152 SmartPtr<Matrix> unscaled_matrix = unscaled_matrix_space_->MakeNew();
153 ret->SetUnscaledMatrixNonConst(unscaled_matrix);
154 }
155 return ret;
156 }
157
160 virtual Matrix* MakeNew() const
161 {
162 return MakeNewScaledMatrix();
163 }
164
167 {
168 return ConstPtr(row_scaling_);
169 }
170
176
182
183 private:
194
197
201
208 };
209
210 inline
212 {
213 matrix_ = unscaled_matrix;
214 nonconst_matrix_ = NULL;
216 }
217
218 inline
220 {
221 nonconst_matrix_ = unscaled_matrix;
222 matrix_ = GetRawPtr(unscaled_matrix);
224 }
225
226 inline
231
232 inline
239
240 inline
242 {
243 return ConstPtr(owner_space_->RowScaling());
244 }
245
246 inline
248 {
249 return ConstPtr(owner_space_->ColumnScaling());
250 }
251
252} // namespace Ipopt
253
254#endif
#define DBG_ASSERT(test)
Definition IpDebug.hpp:38
Number * x
Input: Starting point Output: Optimal solution.
Class responsible for all message output.
MatrixSpace base class, corresponding to the Matrix base class.
Definition IpMatrix.hpp:240
Matrix Base Class.
Definition IpMatrix.hpp:28
This is the matrix space for ScaledMatrix.
SmartPtr< const Vector > RowScaling() const
return the vector for the row scaling
ScaledMatrixSpace()
Default constructor.
SmartPtr< Vector > column_scaling_
column scaling vector
SmartPtr< const Vector > ColumnScaling() const
return the vector for the column scaling
SmartPtr< const MatrixSpace > UnscaledMatrixSpace() const
return the matrix space for the unscaled matrix
SmartPtr< Vector > row_scaling_
Row scaling vector.
ScaledMatrix * MakeNewScaledMatrix(bool allocate_unscaled_matrix=false) const
Method for creating a new matrix of this specific type.
ScaledMatrixSpace(const ScaledMatrixSpace &)
Copy Constructor.
SmartPtr< const MatrixSpace > unscaled_matrix_space_
unscaled matrix space
virtual Matrix * MakeNew() const
Overloaded MakeNew method for the MatrixSpace base class.
ScaledMatrixSpace & operator=(const ScaledMatrixSpace &)
Overloaded Equals Operator.
ScaledMatrixSpace(const SmartPtr< const Vector > &row_scaling, bool row_scaling_reciprocal, const SmartPtr< const MatrixSpace > &unscaled_matrix_space, const SmartPtr< const Vector > &column_scaling, bool column_scaling_reciprocal)
Constructor, given the number of row and columns blocks, as well as the totel number of rows and colu...
Class for a Matrix in conjunction with its scaling factors for row and column scaling.
SmartPtr< const Vector > ColumnScaling() const
return the vector for the column scaling
void SetUnscaledMatrixNonConst(const SmartPtr< Matrix > &unscaled_matrix)
Set the unscaled matrix in a non-const version.
virtual void ComputeRowAMaxImpl(Vector &rows_norms, bool init) const
Compute the max-norm of the rows in the matrix.
ScaledMatrix(const ScaledMatrixSpace *owner_space)
Constructor, taking the owner_space.
SmartPtr< Matrix > GetUnscaledMatrixNonConst()
Return the unscaled matrix in non-const form.
virtual void ComputeColAMaxImpl(Vector &cols_norms, bool init) const
Compute the max-norm of the columns in the matrix.
void operator=(const ScaledMatrix &)
Overloaded Equals Operator.
SmartPtr< const Matrix > GetUnscaledMatrix() const
Return the unscaled matrix in const form.
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).
ScaledMatrix(const ScaledMatrix &)
Copy Constructor.
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.
SmartPtr< const Vector > RowScaling() const
return the vector for the row scaling
~ScaledMatrix()
Destructor.
virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta, Vector &y) const
Matrix-vector multiply.
SmartPtr< Matrix > nonconst_matrix_
non-const version of the unscaled matrix
virtual bool HasValidNumbersImpl() const
Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
ScaledMatrix()
Default Constructor.
virtual void TransMultVectorImpl(Number alpha, const Vector &x, Number beta, Vector &y) const
Matrix(transpose) vector multiply.
virtual void AddMSinvZImpl(Number alpha, const Vector &S, const Vector &Z, Vector &X) const
X = beta*X + alpha*(Matrix S^{-1} Z).
void SetUnscaledMatrix(const SmartPtr< const Matrix > unscaled_matrix)
Set the unscaled matrix.
SmartPtr< const Matrix > matrix_
const version of the unscaled matrix
SmartPtr< const ScaledMatrixSpace > owner_space_
Matrix space stored as a ScaledMatrixSpace.
Template class for Smart Pointers.
void ObjectChanged()
Objects derived from TaggedObject MUST call this method every time their internal state changes to up...
Vector Base Class.
Definition IpVector.hpp:48
SmartPtr< const U > ConstPtr(const SmartPtr< U > &smart_ptr)
bool IsValid(const SmartPtr< U > &smart_ptr)
U * GetRawPtr(const SmartPtr< U > &smart_ptr)
EJournalCategory
Category Selection Enum.
int Index
Type of all indices of vectors, matrices etc.
Definition IpTypes.hpp:19
EJournalLevel
Print Level Enum.
double Number
Type of all numbers.
Definition IpTypes.hpp:17