Vector Class Reference

#include <IpVector.hpp>

Inheritance diagram for Vector:

TaggedObject ReferencedObject Subject CompoundVector DenseVector IteratesVector

List of all members.


Detailed Description

Vector Base Class.

This is the base class for all derived vector types. Those vectors are meant to store entities like iterates, Lagrangian multipliers, constraint values etc. The implementation of a vector type depends on the computational environment (e.g. just a double array on a shared memory machine, or distributed double arrays for a distributed memory machine.)

Deriving from Vector: This class inherits from tagged object to implement an advanced caching scheme. Because of this, the TaggedObject method ObjectChanged() must be called each time the Vector changes. If you overload the XXXX_Impl protected methods, this taken care of (along with caching if possible) for you. If you have additional methods in your derived class that change the underlying data (vector values), you MUST remember to call ObjectChanged() AFTER making the change!

Public Member Functions

VectorMakeNew () const
 Create new Vector of the same type with uninitialized data.
VectorMakeNewCopy () const
 Create new Vector of the same type and copy the data over.
bool HasValidNumbers () const
 Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
Constructor/Destructor
 Vector (const VectorSpace *owner_space)
 Constructor.
virtual ~Vector ()
 Destructor.
Standard BLAS-1 Operations
(derived classes do NOT overload these methods, instead, overload the protected versions of these methods).

void Copy (const Vector &x)
 Copy the data of the vector x into this vector (DCOPY).
void Scal (Number alpha)
 Scales the vector by scalar alpha (DSCAL).
void Axpy (Number alpha, const Vector &x)
 Add the multiple alpha of vector x to this vector (DAXPY).
Number Dot (const Vector &x) const
 Computes inner product of vector x with this (DDOT).
Number Nrm2 () const
 Computes the 2-norm of this vector (DNRM2).
Number Asum () const
 Computes the 1-norm of this vector (DASUM).
Number Amax () const
 Computes the max-norm of this vector (based on IDAMAX).
Additional (Non-BLAS) Vector Methods
(derived classes do NOT overload these methods, instead, overload the protected versions of these methods).

void Set (Number alpha)
 Set each element in the vector to the scalar alpha.
void ElementWiseDivide (const Vector &x)
 Element-wise division $y_i \gets y_i/x_i$.
void ElementWiseMultiply (const Vector &x)
 Element-wise multiplication $y_i \gets y_i*x_i$.
void ElementWiseMax (const Vector &x)
 Element-wise max against entries in x.
void ElementWiseMin (const Vector &x)
 Element-wise min against entries in x.
void ElementWiseReciprocal ()
 Reciprocates the entries in the vector.
void ElementWiseAbs ()
 Absolute values of the entries in the vector.
void ElementWiseSqrt ()
 Element-wise square root of the entries in the vector.
void ElementWiseSgn ()
 Replaces the vector values with their sgn values ( -1 if x_i < 0, 0 if x_i == 0, and 1 if x_i > 0).
void AddScalar (Number scalar)
 Add scalar to every vector component.
Number Max () const
 Returns the maximum value in the vector.
Number Min () const
 Returns the minimum value in the vector.
Number Sum () const
 Returns the sum of the vector entries.
Number SumLogs () const
 Returns the sum of the logs of each vector entry.
Methods for specialized operations. A prototype
implementation is provided, but for efficient implementation those should be specially implemented.

void AddOneVector (Number a, const Vector &v1, Number c)
 Add one vector, y = a * v1 + c * y.
void AddTwoVectors (Number a, const Vector &v1, Number b, const Vector &v2, Number c)
 Add two vectors, y = a * v1 + b * v2 + c * y.
Number FracToBound (const Vector &delta, Number tau) const
 Fraction to the boundary parameter.
void AddVectorQuotient (Number a, const Vector &z, const Vector &s, Number c)
 Add the quotient of two vectors, y = a * z/s + c * y.
Accessor methods
Index Dim () const
 Dimension of the Vector.
SmartPtr< const VectorSpaceOwnerSpace () const
 Return the owner VectorSpace.
Output methods
(derived classes do NOT overload these methods, instead, overload the protected versions of these methods).

void Print (SmartPtr< const Journalist > jnlst, EJournalLevel level, EJournalCategory category, const std::string &name, Index indent=0, const std::string &prefix="") const
 Print the entire vector.
void Print (const Journalist &jnlst, EJournalLevel level, EJournalCategory category, const std::string &name, Index indent=0, const std::string &prefix="") const
 Print the entire vector.

Protected Member Functions

implementation methods (derived classes MUST
overload these pure virtual protected methods.

)

virtual void CopyImpl (const Vector &x)=0
 Copy the data of the vector x into this vector (DCOPY).
virtual void ScalImpl (Number alpha)=0
 Scales the vector by scalar alpha (DSCAL).
virtual void AxpyImpl (Number alpha, const Vector &x)=0
 Add the multiple alpha of vector x to this vector (DAXPY).
virtual Number DotImpl (const Vector &x) const =0
 Computes inner product of vector x with this (DDOT).
virtual Number Nrm2Impl () const =0
 Computes the 2-norm of this vector (DNRM2).
virtual Number AsumImpl () const =0
 Computes the 1-norm of this vector (DASUM).
virtual Number AmaxImpl () const =0
 Computes the max-norm of this vector (based on IDAMAX).
virtual void SetImpl (Number alpha)=0
 Set each element in the vector to the scalar alpha.
virtual void ElementWiseDivideImpl (const Vector &x)=0
 Element-wise division $y_i \gets y_i/x_i$.
virtual void ElementWiseMultiplyImpl (const Vector &x)=0
 Element-wise multiplication $y_i \gets y_i*x_i$.
virtual void ElementWiseMaxImpl (const Vector &x)=0
 Element-wise max against entries in x.
virtual void ElementWiseMinImpl (const Vector &x)=0
 Element-wise min against entries in x.
virtual void ElementWiseReciprocalImpl ()=0
 Reciprocates the elements of the vector.
virtual void ElementWiseAbsImpl ()=0
 Take elementwise absolute values of the elements of the vector.
virtual void ElementWiseSqrtImpl ()=0
 Take elementwise square-root of the elements of the vector.
virtual void ElementWiseSgnImpl ()=0
 Replaces entries with sgn of the entry.
virtual void AddScalarImpl (Number scalar)=0
 Add scalar to every component of vector.
virtual Number MaxImpl () const =0
 Max value in the vector.
virtual Number MinImpl () const =0
 Min number in the vector.
virtual Number SumImpl () const =0
 Sum of entries in the vector.
virtual Number SumLogsImpl () const =0
 Sum of logs of entries in the vector.
virtual void AddTwoVectorsImpl (Number a, const Vector &v1, Number b, const Vector &v2, Number c)
 Add two vectors (a * v1 + b * v2).
virtual Number FracToBoundImpl (const Vector &delta, Number tau) const
 Fraction to boundary parameter.
virtual void AddVectorQuotientImpl (Number a, const Vector &z, const Vector &s, Number c)
 Add the quotient of two vectors.
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 =0
 Print the entire vector.


Constructor & Destructor Documentation

Vector ( const VectorSpace owner_space  )  [inline]

Constructor.

It has to be given a pointer to the corresponding VectorSpace.

References DBG_ASSERT, and Ipopt::IsValid().

~Vector (  )  [inline, virtual]

Destructor.


Member Function Documentation

Vector * MakeNew (  )  const [inline]

Vector * MakeNewCopy (  )  const [inline]

void Copy ( const Vector x  )  [inline]

void Scal ( Number  alpha  ) 

void Axpy ( Number  alpha,
const Vector x 
) [inline]

Number Dot ( const Vector x  )  const [inline]

Computes inner product of vector x with this (DDOT).

References Vector::DotImpl(), and Vector::Nrm2().

Referenced by CompoundVector::DotImpl(), OrigIpoptNLP::f(), and MultiVectorMatrix::TransMultVectorImpl().

Number Nrm2 (  )  const [inline]

Computes the 2-norm of this vector (DNRM2).

References TaggedObject::GetTag(), and Vector::Nrm2Impl().

Referenced by IpoptCalculatedQuantities::CalcNormOfType(), Vector::Dot(), and CompoundVector::Nrm2Impl().

Number Asum (  )  const [inline]

Number Amax (  )  const [inline]

Computes the max-norm of this vector (based on IDAMAX).

References Vector::AmaxImpl(), and TaggedObject::GetTag().

Referenced by CompoundVector::AmaxImpl(), and IpoptCalculatedQuantities::CalcNormOfType().

void Set ( Number  alpha  )  [inline]

void ElementWiseDivide ( const Vector x  )  [inline]

void ElementWiseMultiply ( const Vector x  )  [inline]

void ElementWiseMax ( const Vector x  )  [inline]

Element-wise max against entries in x.

References Vector::ElementWiseMaxImpl(), and TaggedObject::ObjectChanged().

Referenced by CompoundVector::ElementWiseMaxImpl().

void ElementWiseMin ( const Vector x  )  [inline]

Element-wise min against entries in x.

References Vector::ElementWiseMinImpl(), and TaggedObject::ObjectChanged().

Referenced by CompoundVector::ElementWiseMinImpl().

void ElementWiseReciprocal (  )  [inline]

Reciprocates the entries in the vector.

References Vector::ElementWiseReciprocalImpl(), and TaggedObject::ObjectChanged().

Referenced by CompoundVector::ElementWiseReciprocalImpl().

void ElementWiseAbs (  )  [inline]

Absolute values of the entries in the vector.

References Vector::ElementWiseAbsImpl(), and TaggedObject::ObjectChanged().

Referenced by CompoundVector::ElementWiseAbsImpl().

void ElementWiseSqrt (  )  [inline]

Element-wise square root of the entries in the vector.

References Vector::ElementWiseSqrtImpl(), and TaggedObject::ObjectChanged().

Referenced by CompoundVector::ElementWiseSqrtImpl().

void ElementWiseSgn (  )  [inline]

Replaces the vector values with their sgn values ( -1 if x_i < 0, 0 if x_i == 0, and 1 if x_i > 0).

References Vector::ElementWiseSgnImpl(), and TaggedObject::ObjectChanged().

Referenced by CompoundVector::ElementWiseSgnImpl().

void AddScalar ( Number  scalar  )  [inline]

Add scalar to every vector component.

References Vector::AddScalarImpl(), and TaggedObject::ObjectChanged().

Referenced by CompoundVector::AddScalarImpl().

Number Max (  )  const [inline]

Returns the maximum value in the vector.

References TaggedObject::GetTag(), and Vector::MaxImpl().

Referenced by CompoundVector::MaxImpl().

Number Min (  )  const [inline]

Returns the minimum value in the vector.

References TaggedObject::GetTag(), and Vector::MinImpl().

Referenced by IpoptCalculatedQuantities::CalcCentralityMeasure(), and CompoundVector::MinImpl().

Number Sum (  )  const [inline]

Returns the sum of the vector entries.

References TaggedObject::GetTag(), and Vector::SumImpl().

Referenced by RestoIpoptNLP::f(), and CompoundVector::SumImpl().

Number SumLogs (  )  const [inline]

Returns the sum of the logs of each vector entry.

References TaggedObject::GetTag(), and Vector::SumLogsImpl().

Referenced by CompoundVector::SumLogsImpl().

void AddOneVector ( Number  a,
const Vector v1,
Number  c 
) [inline]

void AddTwoVectors ( Number  a,
const Vector v1,
Number  b,
const Vector v2,
Number  c 
) [inline]

Add two vectors, y = a * v1 + b * v2 + c * y.

Here, this vector is y

References Vector::AddTwoVectorsImpl(), and TaggedObject::ObjectChanged().

Referenced by CompoundVector::AddTwoVectorsImpl().

Number FracToBound ( const Vector delta,
Number  tau 
) const [inline]

Fraction to the boundary parameter.

Computes $\alpha = \max\{\bar\alpha\in(0,1] : x + \bar\alpha \Delta \geq (1-\tau)x\}$

References Vector::FracToBoundImpl().

Referenced by CompoundVector::FracToBoundImpl().

void AddVectorQuotient ( Number  a,
const Vector z,
const Vector s,
Number  c 
) [inline]

Add the quotient of two vectors, y = a * z/s + c * y.

References Vector::AddVectorQuotientImpl(), and TaggedObject::ObjectChanged().

Referenced by IdentityMatrix::AddMSinvZImpl(), and CompoundVector::AddVectorQuotientImpl().

bool HasValidNumbers (  )  const [inline]

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

References TaggedObject::GetTag(), and Vector::HasValidNumbersImpl().

Referenced by MultiVectorMatrix::HasValidNumbersImpl(), and CompoundVector::HasValidNumbersImpl().

Index Dim (  )  const [inline]

Dimension of the Vector.

Referenced by IdentityMatrix::AddMSinvZImpl(), ExpansionMatrix::AddMSinvZImpl(), DenseVector::AddScalarImpl(), DenseVector::AddTwoVectorsImpl(), Vector::AddVectorQuotientImpl(), DenseVector::AddVectorQuotientImpl(), DenseVector::AmaxImpl(), DenseVector::AsumImpl(), DenseVector::AxpyImpl(), IpoptCalculatedQuantities::CalcCentralityMeasure(), DenseGenMatrix::CholeskySolveVector(), CompoundVector::CompoundVector(), DenseGenMatrix::ComputeEigenVectors(), DenseVector::CopyFromPos(), DenseVector::CopyImpl(), DenseVector::CopyToPos(), DenseVector::DenseVector(), DenseVector::DotImpl(), DenseVector::ElementWiseAbsImpl(), DenseVector::ElementWiseDivideImpl(), DenseVector::ElementWiseMaxImpl(), DenseVector::ElementWiseMinImpl(), DenseVector::ElementWiseMultiplyImpl(), DenseVector::ElementWiseReciprocalImpl(), DenseVector::ElementWiseSgnImpl(), DenseVector::ElementWiseSqrtImpl(), TNLPAdapter::Eval_d(), TNLPAdapter::Eval_grad_f(), TripletHelper::FillValuesFromVector(), TNLPAdapter::FinalizeSolution(), Vector::FracToBoundImpl(), DenseVector::FracToBoundImpl(), TNLPAdapter::GetScalingParameters(), MultiVectorMatrix::LRMultVector(), DenseVector::MaxImpl(), CompoundVector::MaxImpl(), DenseVector::MinImpl(), CompoundVector::MinImpl(), ZeroMatrix::MultVectorImpl(), SymTMatrix::MultVectorImpl(), SumSymMatrix::MultVectorImpl(), SumMatrix::MultVectorImpl(), MultiVectorMatrix::MultVectorImpl(), LowRankUpdateSymMatrix::MultVectorImpl(), IdentityMatrix::MultVectorImpl(), GenTMatrix::MultVectorImpl(), ExpansionMatrix::MultVectorImpl(), DiagMatrix::MultVectorImpl(), DenseSymMatrix::MultVectorImpl(), DenseGenMatrix::MultVectorImpl(), DenseVector::Nrm2Impl(), DenseVector::PrintImpl(), TripletHelper::PutValuesInVector(), Vector::Scal(), MultiVectorMatrix::ScaleColumns(), DenseGenMatrix::ScaleColumns(), MultiVectorMatrix::ScaleRows(), DenseVector::ScalImpl(), DenseVector::SetValues(), ExpansionMatrix::SinvBlrmZMTdBrImpl(), LowRankAugSystemSolver::Solve(), DenseSymMatrix::SpecialAddForLMSR1(), DenseVector::SumImpl(), DenseVector::SumLogsImpl(), ZeroMatrix::TransMultVectorImpl(), SumMatrix::TransMultVectorImpl(), MultiVectorMatrix::TransMultVectorImpl(), GenTMatrix::TransMultVectorImpl(), ExpansionMatrix::TransMultVectorImpl(), DenseGenMatrix::TransMultVectorImpl(), and DenseVector::Values().

SmartPtr< const VectorSpace > OwnerSpace (  )  const [inline]

Return the owner VectorSpace.

Referenced by StdAugSystemSolver::MultiSolve().

void Print ( SmartPtr< const Journalist jnlst,
EJournalLevel  level,
EJournalCategory  category,
const std::string &  name,
Index  indent = 0,
const std::string &  prefix = "" 
) const

void Print ( const Journalist jnlst,
EJournalLevel  level,
EJournalCategory  category,
const std::string &  name,
Index  indent = 0,
const std::string &  prefix = "" 
) const

Print the entire vector.

References Vector::PrintImpl(), and Journalist::ProduceOutput().

virtual void CopyImpl ( const Vector x  )  [protected, pure virtual]

Copy the data of the vector x into this vector (DCOPY).

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::Copy().

virtual void ScalImpl ( Number  alpha  )  [protected, pure virtual]

Scales the vector by scalar alpha (DSCAL).

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::Scal().

virtual void AxpyImpl ( Number  alpha,
const Vector x 
) [protected, pure virtual]

Add the multiple alpha of vector x to this vector (DAXPY).

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::Axpy().

virtual Number DotImpl ( const Vector x  )  const [protected, pure virtual]

Computes inner product of vector x with this (DDOT).

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::Dot().

virtual Number Nrm2Impl (  )  const [protected, pure virtual]

Computes the 2-norm of this vector (DNRM2).

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::Nrm2().

virtual Number AsumImpl (  )  const [protected, pure virtual]

Computes the 1-norm of this vector (DASUM).

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::Asum().

virtual Number AmaxImpl (  )  const [protected, pure virtual]

Computes the max-norm of this vector (based on IDAMAX).

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::Amax().

virtual void SetImpl ( Number  alpha  )  [protected, pure virtual]

Set each element in the vector to the scalar alpha.

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::Set().

virtual void ElementWiseDivideImpl ( const Vector x  )  [protected, pure virtual]

Element-wise division $y_i \gets y_i/x_i$.

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::ElementWiseDivide().

virtual void ElementWiseMultiplyImpl ( const Vector x  )  [protected, pure virtual]

Element-wise multiplication $y_i \gets y_i*x_i$.

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::ElementWiseMultiply().

virtual void ElementWiseMaxImpl ( const Vector x  )  [protected, pure virtual]

Element-wise max against entries in x.

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::ElementWiseMax().

virtual void ElementWiseMinImpl ( const Vector x  )  [protected, pure virtual]

Element-wise min against entries in x.

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::ElementWiseMin().

virtual void ElementWiseReciprocalImpl (  )  [protected, pure virtual]

Reciprocates the elements of the vector.

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::ElementWiseReciprocal().

virtual void ElementWiseAbsImpl (  )  [protected, pure virtual]

Take elementwise absolute values of the elements of the vector.

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::ElementWiseAbs().

virtual void ElementWiseSqrtImpl (  )  [protected, pure virtual]

Take elementwise square-root of the elements of the vector.

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::ElementWiseSqrt().

virtual void ElementWiseSgnImpl (  )  [protected, pure virtual]

Replaces entries with sgn of the entry.

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::ElementWiseSgn().

virtual void AddScalarImpl ( Number  scalar  )  [protected, pure virtual]

Add scalar to every component of vector.

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::AddScalar().

virtual Number MaxImpl (  )  const [protected, pure virtual]

Max value in the vector.

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::Max().

virtual Number MinImpl (  )  const [protected, pure virtual]

Min number in the vector.

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::Min().

virtual Number SumImpl (  )  const [protected, pure virtual]

Sum of entries in the vector.

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::Sum().

virtual Number SumLogsImpl (  )  const [protected, pure virtual]

Sum of logs of entries in the vector.

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::SumLogs().

void AddTwoVectorsImpl ( Number  a,
const Vector v1,
Number  b,
const Vector v2,
Number  c 
) [protected, virtual]

Add two vectors (a * v1 + b * v2).

Result is stored in this vector.

Reimplemented in CompoundVector, and DenseVector.

References Vector::Axpy(), Vector::Copy(), Vector::Scal(), and Vector::Set().

Referenced by Vector::AddOneVector(), Vector::AddTwoVectors(), and DenseVector::AddTwoVectorsImpl().

Number FracToBoundImpl ( const Vector delta,
Number  tau 
) const [protected, virtual]

Fraction to boundary parameter.

Reimplemented in CompoundVector, and DenseVector.

References alpha, DBG_ASSERT, Vector::Dim(), Vector::MakeNew(), and Ipopt::Min().

Referenced by Vector::FracToBound().

void AddVectorQuotientImpl ( Number  a,
const Vector z,
const Vector s,
Number  c 
) [protected, virtual]

Add the quotient of two vectors.

Reimplemented in CompoundVector, and DenseVector.

References Vector::AddOneVector(), DBG_ASSERT, Vector::Dim(), Vector::ElementWiseDivide(), and Vector::MakeNew().

Referenced by Vector::AddVectorQuotient().

bool HasValidNumbersImpl (  )  const [protected, virtual]

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

A default implementation using Asum is provided.

Reimplemented in CompoundVector.

References Vector::Asum(), Ipopt::IsFiniteNumber(), and SimTK::sum().

Referenced by Vector::HasValidNumbers().

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

Print the entire vector.

Implemented in CompoundVector, and DenseVector.

Referenced by Vector::Print().


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

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