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authorGeorgey2017-07-05 11:40:43 +0530
committerGeorgey2017-07-05 11:40:43 +0530
commit938fef4a37a7b7c61b4b6ff74cb4cfd2f100c427 (patch)
treeb343c0ee5609433c80e0de1db8b6886c9126dc2d /thirdparty/linux/include/coin1/IpScaledMatrix.hpp
parent5b72577efe080c5294b32d804e4d26351fef30bc (diff)
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Added linux shared libraries and header files for int and ecos functions
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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: IpScaledMatrix.hpp 2269 2013-05-05 11:32:40Z stefan $
+//
+// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
+
+#ifndef __IPSCALEDMATRIX_HPP__
+#define __IPSCALEDMATRIX_HPP__
+
+#include "IpUtils.hpp"
+#include "IpMatrix.hpp"
+
+namespace Ipopt
+{
+
+ /* forward declarations */
+ class ScaledMatrixSpace;
+
+ /** 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.
+ */
+ class ScaledMatrix : public Matrix
+ {
+ public:
+
+ /**@name Constructors / Destructors */
+ //@{
+
+ /** Constructor, taking the owner_space.
+ */
+ ScaledMatrix(const ScaledMatrixSpace* owner_space);
+
+ /** Destructor */
+ ~ScaledMatrix();
+ //@}
+
+ /** Set the unscaled matrix */
+ void SetUnscaledMatrix(const SmartPtr<const Matrix> unscaled_matrix);
+
+ /** Set the unscaled matrix in a non-const version */
+ void SetUnscaledMatrixNonConst(const SmartPtr<Matrix>& unscaled_matrix);
+
+ /** Return the unscaled matrix in const form */
+ SmartPtr<const Matrix> GetUnscaledMatrix() const;
+
+ /** Return the unscaled matrix in non-const form */
+ SmartPtr<Matrix> GetUnscaledMatrixNonConst();
+
+ /** return the vector for the row scaling */
+ SmartPtr<const Vector> RowScaling() const;
+
+ /** return the vector for the column scaling */
+ SmartPtr<const Vector> ColumnScaling() const;
+
+ protected:
+ /**@name Methods overloaded from Matrix */
+ //@{
+ virtual void MultVectorImpl(Number alpha, const Vector& x,
+ Number beta, Vector& y) const;
+
+ virtual void TransMultVectorImpl(Number alpha, const Vector& x,
+ Number beta, Vector& y) const;
+
+ /** Method for determining if all stored numbers are valid (i.e.,
+ * no Inf or Nan). It is assumed that the scaling factors are
+ * valid. */
+ virtual bool HasValidNumbersImpl() const;
+
+ virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const;
+
+ virtual void ComputeColAMaxImpl(Vector& cols_norms, bool init) const;
+
+ virtual void PrintImpl(const Journalist& jnlst,
+ EJournalLevel level,
+ EJournalCategory category,
+ const std::string& name,
+ Index indent,
+ const std::string& prefix) const;
+
+ /** X = beta*X + alpha*(Matrix S^{-1} Z). Specialized
+ * implementation missing so far!
+ */
+ virtual void AddMSinvZImpl(Number alpha, const Vector& S, const Vector& Z,
+ Vector& X) const;
+
+ /** X = S^{-1} (r + alpha*Z*M^Td). Specialized implementation
+ * missing so far!
+ */
+ virtual void SinvBlrmZMTdBrImpl(Number alpha, const Vector& S,
+ const Vector& R, const Vector& Z,
+ const Vector& D, Vector& X) const;
+ //@}
+
+ 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 */
+ ScaledMatrix();
+
+ /** Copy Constructor */
+ ScaledMatrix(const ScaledMatrix&);
+
+ /** Overloaded Equals Operator */
+ void operator=(const ScaledMatrix&);
+ //@}
+
+ /** const version of the unscaled matrix */
+ SmartPtr<const Matrix> matrix_;
+ /** non-const version of the unscaled matrix */
+ SmartPtr<Matrix> nonconst_matrix_;
+
+ /** Matrix space stored as a ScaledMatrixSpace */
+ SmartPtr<const ScaledMatrixSpace> owner_space_;
+ };
+
+ /** This is the matrix space for ScaledMatrix.
+ */
+ class ScaledMatrixSpace : public MatrixSpace
+ {
+ public:
+ /** @name Constructors / Destructors */
+ //@{
+ /** Constructor, given the number of row and columns blocks, as
+ * well as the totel number of rows and columns.
+ */
+ 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);
+
+ /** Destructor */
+ ~ScaledMatrixSpace()
+ {}
+ //@}
+
+ /** Method for creating a new matrix of this specific type. */
+ ScaledMatrix* MakeNewScaledMatrix(bool allocate_unscaled_matrix = false) const
+ {
+ ScaledMatrix* ret = new ScaledMatrix(this);
+ if (allocate_unscaled_matrix) {
+ SmartPtr<Matrix> unscaled_matrix = unscaled_matrix_space_->MakeNew();
+ ret->SetUnscaledMatrixNonConst(unscaled_matrix);
+ }
+ return ret;
+ }
+
+ /** Overloaded MakeNew method for the MatrixSpace base class.
+ */
+ virtual Matrix* MakeNew() const
+ {
+ return MakeNewScaledMatrix();
+ }
+
+ /** return the vector for the row scaling */
+ SmartPtr<const Vector> RowScaling() const
+ {
+ return ConstPtr(row_scaling_);
+ }
+
+ /** return the matrix space for the unscaled matrix */
+ SmartPtr<const MatrixSpace> UnscaledMatrixSpace() const
+ {
+ return unscaled_matrix_space_;
+ }
+
+ /** return the vector for the column scaling */
+ SmartPtr<const Vector> ColumnScaling() const
+ {
+ return ConstPtr(column_scaling_);
+ }
+
+ 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 */
+ ScaledMatrixSpace();
+
+ /** Copy Constructor */
+ ScaledMatrixSpace(const ScaledMatrixSpace&);
+
+ /** Overloaded Equals Operator */
+ ScaledMatrixSpace& operator=(const ScaledMatrixSpace&);
+ //@}
+
+ /** Row scaling vector */
+ SmartPtr<Vector> row_scaling_;
+ /** unscaled matrix space */
+ SmartPtr<const MatrixSpace> unscaled_matrix_space_;
+ /** column scaling vector */
+ SmartPtr<Vector> column_scaling_;
+ };
+
+ inline
+ void ScaledMatrix::SetUnscaledMatrix(const SmartPtr<const Matrix> unscaled_matrix)
+ {
+ matrix_ = unscaled_matrix;
+ nonconst_matrix_ = NULL;
+ ObjectChanged();
+ }
+
+ inline
+ void ScaledMatrix::SetUnscaledMatrixNonConst(const SmartPtr<Matrix>& unscaled_matrix)
+ {
+ nonconst_matrix_ = unscaled_matrix;
+ matrix_ = GetRawPtr(unscaled_matrix);
+ ObjectChanged();
+ }
+
+ inline
+ SmartPtr<const Matrix> ScaledMatrix::GetUnscaledMatrix() const
+ {
+ return matrix_;
+ }
+
+ inline
+ SmartPtr<Matrix> ScaledMatrix::GetUnscaledMatrixNonConst()
+ {
+ DBG_ASSERT(IsValid(nonconst_matrix_));
+ ObjectChanged();
+ return nonconst_matrix_;
+ }
+
+ inline
+ SmartPtr<const Vector> ScaledMatrix::RowScaling() const
+ {
+ return ConstPtr(owner_space_->RowScaling());
+ }
+
+ inline
+ SmartPtr<const Vector> ScaledMatrix::ColumnScaling() const
+ {
+ return ConstPtr(owner_space_->ColumnScaling());
+ }
+
+} // namespace Ipopt
+
+#endif