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ConstrainedOptPack_MatrixSymIdentitySerial.hpp
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41 
42 #ifndef COP_MATRIX_SYM_IDENTITY_SERIAL_H
43 #define COP_MATRIX_SYM_IDENTITY_SERIAL_H
44 
48 
49 namespace ConstrainedOptPack {
50 
56  : virtual public AbstractLinAlgPack::MatrixSymOpNonsingSerial // doxygen needs full name
58 {
59 public:
60 
63 
66 
68  void initialize( size_type size, value_type scale );
69 
71 
74 
76  value_type scale() const;
77 
79 
82 
84  size_type rows() const;
86  size_type nz() const;
87 
89 
92 
94  std::ostream& output(std::ostream& out) const;
95 
97 
100 
102  void Vp_StMtV(
103  DVectorSlice* vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1
104  ,const DVectorSlice& vs_rhs2, value_type beta) const;
105 
107 
110 
112  void V_InvMtV(
113  DVectorSlice* vs_lhs, BLAS_Cpp::Transp trans_rhs1,const DVectorSlice& vs_rhs2 ) const;
114 
116 
119 
121  void M_StMtInvMtM(
122  DMatrixSliceSym* sym_gms_lhs, value_type alpha
123  ,const MatrixOpSerial& mwo, BLAS_Cpp::Transp mwo_trans
125  ) const;
126 
128 
131 
133  void extract_inv_chol( DMatrixSliceTriEle* InvChol ) const;
134 
136 
137 private:
138 
141 
142 
143 }; // end class MatrixSymIdentitySerial
144 
145 // //////////////////////////////////////
146 // Inline members
147 
148 inline
150 {
151  return scale_;
152 }
153 
154 } // end namespace ConstrainedOptPack
155 
156 #endif // COP_MATRIX_SYM_IDENTITY_SERIAL_H
AbstractLinAlgPack::size_type size_type
void Vp_StMtV(DVectorSlice *vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1, const DVectorSlice &vs_rhs2, value_type beta) const
Matrix class for a serial scaled identity matrix.
void M_StMtInvMtM(DMatrixSliceSym *sym_gms_lhs, value_type alpha, const MatrixOpSerial &mwo, BLAS_Cpp::Transp mwo_trans, EMatrixDummyArg) const
Abstract base class for all serial polymorphic symmetric nonsingular matrices that can be used to com...
void V_InvMtV(DVectorSlice *vs_lhs, BLAS_Cpp::Transp trans_rhs1, const DVectorSlice &vs_rhs2) const
Mix-in Interface for extracting the inverse cholesky factor of a dense symmetric positive definite ma...
std::ostream * out
DenseLinAlgPack::DMatrixSliceTriEle DMatrixSliceTriEle
MatrixSymIdentitySerial(size_type size=1, value_type scale=1.0)
Calls this->initalize()
DenseLinAlgPack::VectorSliceTmpl< value_type > DVectorSlice
AbstractLinAlgPack::value_type value_type
DenseLinAlgPack::DMatrixSliceSym DMatrixSliceSym
Transp
TRANS.