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authorHarpreet2016-08-04 15:25:44 +0530
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+// Copyright (C) 2004, 2008 International Business Machines and others.
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// $Id: IpMatrix.hpp 2472 2014-04-05 17:47:20Z stefan $
+//
+// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
+
+#ifndef __IPMATRIX_HPP__
+#define __IPMATRIX_HPP__
+
+#include "IpVector.hpp"
+
+namespace Ipopt
+{
+
+ /* forward declarations */
+ class MatrixSpace;
+
+ /** Matrix Base Class. This is the base class for all derived matrix
+ * types. All Matrices, such as Jacobian and Hessian matrices, as
+ * well as possibly the iteration matrices needed for the step
+ * computation, are of this type.
+ *
+ * Deriving from Matrix: Overload the protected XXX_Impl method.
+ */
+ class Matrix : public TaggedObject
+ {
+ public:
+ /** @name Constructor/Destructor */
+ //@{
+ /** Constructor. It has to be given a pointer to the
+ * corresponding MatrixSpace.
+ */
+ Matrix(const MatrixSpace* owner_space)
+ :
+ TaggedObject(),
+ owner_space_(owner_space),
+ valid_cache_tag_(0)
+ {}
+
+ /** Destructor */
+ virtual ~Matrix()
+ {}
+ //@}
+
+ /**@name Operations of the Matrix on a Vector */
+ //@{
+ /** Matrix-vector multiply. Computes y = alpha * Matrix * x +
+ * beta * y. Do not overload. Overload MultVectorImpl instead.
+ */
+ void MultVector(Number alpha, const Vector& x, Number beta,
+ Vector& y) const
+ {
+ MultVectorImpl(alpha, x, beta, y);
+ }
+
+ /** Matrix(transpose) vector multiply. Computes y = alpha *
+ * Matrix^T * x + beta * y. Do not overload. Overload
+ * TransMultVectorImpl instead.
+ */
+ void TransMultVector(Number alpha, const Vector& x, Number beta,
+ Vector& y) const
+ {
+ TransMultVectorImpl(alpha, x, beta, y);
+ }
+ //@}
+
+ /** @name Methods for specialized operations. A prototype
+ * implementation is provided, but for efficient implementation
+ * those should be specially implemented.
+ */
+ //@{
+ /** X = X + alpha*(Matrix S^{-1} Z). Should be implemented
+ * efficiently for the ExansionMatrix
+ */
+ void AddMSinvZ(Number alpha, const Vector& S, const Vector& Z,
+ Vector& X) const;
+
+ /** X = S^{-1} (r + alpha*Z*M^Td). Should be implemented
+ * efficiently for the ExansionMatrix
+ */
+ void SinvBlrmZMTdBr(Number alpha, const Vector& S,
+ const Vector& R, const Vector& Z,
+ const Vector& D, Vector& X) const;
+ //@}
+
+ /** Method for determining if all stored numbers are valid (i.e.,
+ * no Inf or Nan). */
+ bool HasValidNumbers() const;
+
+ /** @name Information about the size of the matrix */
+ //@{
+ /** Number of rows */
+ inline
+ Index NRows() const;
+
+ /** Number of columns */
+ inline
+ Index NCols() const;
+ //@}
+
+ /** @name Norms of the individual rows and columns */
+ //@{
+ /** Compute the max-norm of the rows in the matrix. The result is
+ * stored in rows_norms. The vector is assumed to be initialized
+ * of init is false. */
+ void ComputeRowAMax(Vector& rows_norms, bool init=true) const
+ {
+ DBG_ASSERT(NRows() == rows_norms.Dim());
+ if (init) rows_norms.Set(0.);
+ ComputeRowAMaxImpl(rows_norms, init);
+ }
+ /** Compute the max-norm of the columns in the matrix. The result
+ * is stored in cols_norms The vector is assumed to be initialized
+ * of init is false. */
+ void ComputeColAMax(Vector& cols_norms, bool init=true) const
+ {
+ DBG_ASSERT(NCols() == cols_norms.Dim());
+ if (init) cols_norms.Set(0.);
+ ComputeColAMaxImpl(cols_norms, init);
+ }
+ //@}
+
+ /** Print detailed information about the matrix. Do not overload.
+ * Overload PrintImpl instead.
+ */
+ //@{
+ virtual void Print(SmartPtr<const Journalist> jnlst,
+ EJournalLevel level,
+ EJournalCategory category,
+ const std::string& name,
+ Index indent=0,
+ const std::string& prefix="") const;
+ virtual void Print(const Journalist& jnlst,
+ EJournalLevel level,
+ EJournalCategory category,
+ const std::string& name,
+ Index indent=0,
+ const std::string& prefix="") const;
+ //@}
+
+ /** Return the owner MatrixSpace*/
+ inline
+ SmartPtr<const MatrixSpace> OwnerSpace() const;
+
+ protected:
+ /** @name implementation methods (derived classes MUST
+ * overload these pure virtual protected methods.
+ */
+ //@{
+ /** Matrix-vector multiply. Computes y = alpha * Matrix * x +
+ * beta * y
+ */
+ virtual void MultVectorImpl(Number alpha, const Vector& x, Number beta, Vector& y) const =0;
+
+ /** Matrix(transpose) vector multiply.
+ * Computes y = alpha * Matrix^T * x + beta * y
+ */
+ virtual void TransMultVectorImpl(Number alpha, const Vector& x, Number beta, Vector& y) const =0;
+
+ /** X = X + alpha*(Matrix S^{-1} Z). Prototype for this
+ * specialize method is provided, but for efficient
+ * implementation it should be overloaded for the expansion matrix.
+ */
+ virtual void AddMSinvZImpl(Number alpha, const Vector& S, const Vector& Z,
+ Vector& X) const;
+
+ /** X = S^{-1} (r + alpha*Z*M^Td). Should be implemented
+ * efficiently for the ExpansionMatrix.
+ */
+ virtual void SinvBlrmZMTdBrImpl(Number alpha, const Vector& S,
+ const Vector& R, const Vector& Z,
+ const Vector& D, Vector& X) const;
+
+ /** 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. */
+ virtual bool HasValidNumbersImpl() const
+ {
+ return true;
+ }
+
+ /** Compute the max-norm of the rows in the matrix. The result is
+ * stored in rows_norms. The vector is assumed to be
+ * initialized. */
+ virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const = 0;
+ /** Compute the max-norm of the columns in the matrix. The result
+ * is stored in cols_norms. The vector is assumed to be
+ * initialized. */
+ virtual void ComputeColAMaxImpl(Vector& cols_norms, bool init) const = 0;
+
+ /** Print detailed information about the matrix. */
+ virtual void PrintImpl(const Journalist& jnlst,
+ EJournalLevel level,
+ EJournalCategory category,
+ const std::string& name,
+ Index indent,
+ const std::string& prefix) const =0;
+ //@}
+
+ private:
+ /**@name 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. */
+ //@{
+ /** default constructor */
+ Matrix();
+
+ /** Copy constructor */
+ Matrix(const Matrix&);
+
+ /** Overloaded Equals Operator */
+ Matrix& operator=(const Matrix&);
+ //@}
+
+ const SmartPtr<const MatrixSpace> owner_space_;
+
+ /**@name CachedResults data members */
+ //@{
+ mutable TaggedObject::Tag valid_cache_tag_;
+ mutable bool cached_valid_;
+ //@}
+ };
+
+
+ /** MatrixSpace base class, corresponding to the Matrix base class.
+ * For each Matrix implementation, a corresponding MatrixSpace has
+ * to be implemented. A MatrixSpace is able to create new Matrices
+ * of a specific type. The MatrixSpace should also store
+ * information that is common to all Matrices of that type. For
+ * example, the dimensions of a Matrix is stored in the MatrixSpace
+ * base class.
+ */
+ class MatrixSpace : public ReferencedObject
+ {
+ public:
+ /** @name Constructors/Destructors */
+ //@{
+ /** Constructor, given the number rows and columns of all matrices
+ * generated by this MatrixSpace.
+ */
+ MatrixSpace(Index nRows, Index nCols)
+ :
+ nRows_(nRows),
+ nCols_(nCols)
+ {}
+
+ /** Destructor */
+ virtual ~MatrixSpace()
+ {}
+ //@}
+
+ /** Pure virtual method for creating a new Matrix of the
+ * corresponding type.
+ */
+ virtual Matrix* MakeNew() const=0;
+
+ /** Accessor function for the number of rows. */
+ Index NRows() const
+ {
+ return nRows_;
+ }
+ /** Accessor function for the number of columns. */
+ Index NCols() const
+ {
+ return nCols_;
+ }
+
+ /** Method to test if a given matrix belongs to a particular
+ * matrix space.
+ */
+ bool IsMatrixFromSpace(const Matrix& matrix) const
+ {
+ return (matrix.OwnerSpace() == this);
+ }
+
+ private:
+ /**@name 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. */
+ //@{
+ /** default constructor */
+ MatrixSpace();
+
+ /** Copy constructor */
+ MatrixSpace(const MatrixSpace&);
+
+ /** Overloaded Equals Operator */
+ MatrixSpace& operator=(const MatrixSpace&);
+ //@}
+
+ /** Number of rows for all matrices of this type. */
+ const Index nRows_;
+ /** Number of columns for all matrices of this type. */
+ const Index nCols_;
+ };
+
+
+ /* Inline Methods */
+ inline
+ Index Matrix::NRows() const
+ {
+ return owner_space_->NRows();
+ }
+
+ inline
+ Index Matrix::NCols() const
+ {
+ return owner_space_->NCols();
+ }
+
+ inline
+ SmartPtr<const MatrixSpace> Matrix::OwnerSpace() const
+ {
+ return owner_space_;
+ }
+
+} // namespace Ipopt
+
+// Macro definitions for debugging matrices
+#if COIN_IPOPT_VERBOSITY == 0
+# define DBG_PRINT_MATRIX(__verbose_level, __mat_name, __mat)
+#else
+# define DBG_PRINT_MATRIX(__verbose_level, __mat_name, __mat) \
+ if (dbg_jrnl.Verbosity() >= (__verbose_level)) { \
+ if (dbg_jrnl.Jnlst()!=NULL) { \
+ (__mat).Print(dbg_jrnl.Jnlst(), \
+ J_ERROR, J_DBG, \
+ __mat_name, \
+ dbg_jrnl.IndentationLevel()*2, \
+ "# "); \
+ } \
+ }
+#endif // #if COIN_IPOPT_VERBOSITY == 0
+
+#endif