ConstrainedOptPack_MatrixSymPosDefInvCholFactor.hpp

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#ifndef MATRIX_SYM_POS_DEF_INV_CHOL_FACTOR_H
#define MATRIX_SYM_POS_DEF_INV_CHOL_FACTOR_H

#include "SymInvCholMatrixClass.hpp"
#include "AbstractLinAlgPack_MatrixSymSecant.hpp"
#include "AbstractLinAlgPack_MatrixExtractInvCholFactor.hpp"
#include "AbstractLinAlgPack_MatrixWithOpConcreteEncap.hpp"
#include "AbstractLinAlgPack/src/MatrixSymWithOpFactorized.hpp"
#include "SerializationPack_Serializable.hpp"

namespace ConstrainedOptPack {

class MatrixSymPosDefInvCholFactor
  : public virtual MatrixWithOpConcreteEncap<SymInvCholMatrix>
  , public virtual MatrixSymWithOpFactorized
  , public MatrixSymSecant
  , public MatrixExtractInvCholFactor
  , public virtual SerializationPack::Serializable
{
public:

  MatrixSymPosDefInvCholFactor()
  {}

  MatrixSymPosDefInvCholFactor(const SymInvCholMatrix& m)
    : MatrixWithOpConcreteEncap<SymInvCholMatrix>(m)
  {}


  size_type cols() const;



  MatrixOp& operator=(const MatrixOp& m);
  std::ostream& output(std::ostream& out) const;
  void Vp_StMtV(DVectorSlice* vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1
    , const DVectorSlice& vs_rhs2, value_type beta) const;
  void Vp_StMtV(DVectorSlice* vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1
    , const SpVectorSlice& sv_rhs2, value_type beta) const;
  value_type transVtMtV(const DVectorSlice& vs_rhs1, BLAS_Cpp::Transp trans_rhs2
    , const DVectorSlice& vs_rhs3) const;
  value_type transVtMtV(const SpVectorSlice& sv_rhs1, BLAS_Cpp::Transp trans_rhs2
    , const SpVectorSlice& sv_rhs3) const;



  void V_InvMtV(DVector* v_lhs, BLAS_Cpp::Transp trans_rhs1
    , const DVectorSlice& vs_rhs2) const;
  void V_InvMtV(DVectorSlice* vs_lhs, BLAS_Cpp::Transp trans_rhs1
    , const DVectorSlice& vs_rhs2) const;
  void V_InvMtV(DVector* v_lhs, BLAS_Cpp::Transp trans_rhs1
    , const SpVectorSlice& sv_rhs2) const;
  void V_InvMtV(DVectorSlice* vs_lhs, BLAS_Cpp::Transp trans_rhs1
    , const SpVectorSlice& sv_rhs2) const;
  value_type transVtInvMtV(const DVectorSlice& vs_rhs1
    , BLAS_Cpp::Transp trans_rhs2, const DVectorSlice& vs_rhs3) const;
  value_type transVtInvMtV(const SpVectorSlice& sv_rhs1
    , BLAS_Cpp::Transp trans_rhs2, const SpVectorSlice& sv_rhs3) const;



  void M_StMtInvMtM( DMatrixSliceSym* sym_gms_lhs, value_type alpha
    , const MatrixOp& mwo, BLAS_Cpp::Transp mwo_trans, EMatrixDummyArg
    ) const;



  void init_identity( size_type n, value_type alpha );
  void init_diagonal( const DVectorSlice& diag );
  void secant_update(DVectorSlice* s, DVectorSlice* y, DVectorSlice* Bs);



  void extract_inv_chol( DMatrixSliceTriEle* InvChol ) const;



  void serialize( std::ostream &out ) const;
  void unserialize( std::istream &in );


};  // end class MatrixSymPosDefInvCholFactor

} // end namespace ConstrainedOptPack 

#endif  // MATRIX_SYM_POS_DEF_INV_CHOL_FACTOR_H