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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
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