DenseSymMatrix Class Reference

#include <IpDenseSymMatrix.hpp>

Inheritance diagram for DenseSymMatrix:

List of all members.

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Detailed Description

Class for dense symetrix matrices.

Matrix elements are stored in one array in "Fortran" format, using BLAS "lower triangular" storage (not packed).

Public Member Functions
SmartPtr< DenseSymMatrix >	MakeNewDenseSymMatrix () const
	Create a new DenseSymMatrix from same MatrixSpace.
Number *	Values ()
	Retrieve the array for storing the matrix elements.
const Number *	Values () const
	Retrieve the array that stores the matrix elements.
void	FillIdentity (Number factor=1.)
	Set this matrix to be a multiple of the identity matrix.
void	AddMatrix (Number alpha, const DenseSymMatrix &A, Number beta)
	Method for adding another matrix to this one.
void	HighRankUpdate (bool trans, Number alpha, const DenseGenMatrix &V, Number beta)
	Method for adding a high-rank update to this matrix.
void	HighRankUpdateTranspose (Number alpha, const MultiVectorMatrix &V1, const MultiVectorMatrix &V2, Number beta)
	Method for adding a high-rank update to this matrix.
void	SpecialAddForLMSR1 (const DenseVector &D, const DenseGenMatrix &L)
	Method for doing a specialized Add operation, required in the limited memory SR1 update.
Constructors / Destructors
	DenseSymMatrix (const DenseSymMatrixSpace *owner_space)
	Constructor, taking the owner_space.
	~DenseSymMatrix ()
	Destructor.
Protected Member Functions
Overloaded methods from Matrix base class
virtual void	MultVectorImpl (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).
virtual bool	HasValidNumbersImpl () const
	Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
virtual void	PrintImpl (const Journalist &jnlst, EJournalLevel level, EJournalCategory category, const std::string &name, Index indent, const std::string &prefix) const
	Method for determining if all stored numbers are valid (i.e., no Inf or Nan).

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Constructor & Destructor Documentation

DenseSymMatrix

(

const DenseSymMatrixSpace *

owner_space

)

Constructor, taking the owner_space.

~DenseSymMatrix

(

)

Destructor.

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Member Function Documentation

SmartPtr< DenseSymMatrix > MakeNewDenseSymMatrix

(

)

const [inline]

Create a new DenseSymMatrix from same MatrixSpace.

References DenseSymMatrixSpace::MakeNewDenseSymMatrix().

Number* Values

(

)

[inline]

Retrieve the array for storing the matrix elements.

This is the non-const version, and it is assume that afterwards the calling method will set all matrix elements. The matrix elements are stored one column after each other.

References TaggedObject::ObjectChanged().

Referenced by DenseSymMatrix::AddMatrix(), DenseGenMatrix::ComputeCholeskyFactor(), and DenseGenMatrix::ComputeEigenVectors().

const Number* Values

(

)

const [inline]

Retrieve the array that stores the matrix elements.

This is the const version, i.e., read-only. The matrix elements are stored one column after each other.

References DBG_ASSERT.

void FillIdentity

(

Number

factor = 1.

)

Set this matrix to be a multiple of the identity matrix.

References SymMatrix::Dim(), fkinkryx::i, and TaggedObject::ObjectChanged().

void AddMatrix	(	Number	alpha,
		const DenseSymMatrix &	A,
		Number	beta
	)

Method for adding another matrix to this one.

If B is this matrix, it becomes B = alpha * A + beta * B after this call.

References DBG_ASSERT, SymMatrix::Dim(), fkinkryx::i, TaggedObject::ObjectChanged(), and DenseSymMatrix::Values().

void HighRankUpdate	(	bool	trans,
		Number	alpha,
		const DenseGenMatrix &	V,
		Number	beta
	)

Method for adding a high-rank update to this matrix.

It computes M = alpha*op(V) op(V)^T + beta*M, where V is a DenseGenMatrix, where op(V) is V^T trans is true.

References DBG_ASSERT, SymMatrix::Dim(), Ipopt::IpBlasDsyrk(), Matrix::NCols(), Matrix::NRows(), TaggedObject::ObjectChanged(), and DenseGenMatrix::Values().

void HighRankUpdateTranspose	(	Number	alpha,
		const MultiVectorMatrix &	V1,
		const MultiVectorMatrix &	V2,
		Number	beta
	)

Method for adding a high-rank update to this matrix.

It computes M = alpha*V1^T V2 + beta*M, where V1 and V2 are MultiVectorMatrices, so that V1^T V2 is symmetric.

References DBG_ASSERT, SymMatrix::Dim(), MultiVectorMatrix::GetVector(), fkinkryx::i, Matrix::NCols(), and TaggedObject::ObjectChanged().

void SpecialAddForLMSR1	(	const DenseVector &	D,
		const DenseGenMatrix &	L
	)

Method for doing a specialized Add operation, required in the limited memory SR1 update.

if M is this matrix, it computes M = M + D + L + L^T, where D is a diagonal matrix (given as a DenseVector), and L is a matrix that is assumed to be strictly lower triangular.

References DBG_ASSERT, Vector::Dim(), SymMatrix::Dim(), fkinkryx::i, Matrix::NCols(), Matrix::NRows(), TaggedObject::ObjectChanged(), DenseGenMatrix::Values(), and DenseVector::Values().

void MultVectorImpl	(	Number	alpha,
		const Vector &	x,
		Number	beta,
		Vector &	y
	)			const [protected, virtual]

Method for determining if all stored numbers are valid (i.e., no Inf or Nan).

Implements Matrix.

References DBG_ASSERT, SymMatrix::Dim(), Vector::Dim(), Ipopt::IpBlasDsymv(), Matrix::NCols(), Matrix::NRows(), and DenseVector::Values().

bool HasValidNumbersImpl

(

)

const [protected, virtual]

Method for determining if all stored numbers are valid (i.e., no Inf or Nan).

Reimplemented from Matrix.

References DBG_ASSERT, SymMatrix::Dim(), fkinkryx::i, Ipopt::IsFiniteNumber(), and SimTK::sum().

void PrintImpl	(	const Journalist &	jnlst,
		EJournalLevel	level,
		EJournalCategory	category,
		const std::string &	name,
		Index	indent,
		const std::string &	prefix
	)			const [protected, virtual]

Method for determining if all stored numbers are valid (i.e., no Inf or Nan).

Implements Matrix.

References SymMatrix::Dim(), fkinkryx::i, Matrix::NCols(), Matrix::NRows(), Journalist::Printf(), and Journalist::PrintfIndented().

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The documentation for this class was generated from the following files:

• IpDenseSymMatrix.hpp
• IpDenseSymMatrix.cpp