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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