Matrix subclass for variable reduction orthogonal matrix R = Gc(:,con_decomp)'*Y. More...

#include <ConstrainedOptPack_MatrixDecompRangeOrthog.hpp>

Inheritance diagram for ConstrainedOptPack::MatrixDecompRangeOrthog:

Private Member Functions
void	assert_initialized (const char func_name[]) const

	MatrixDecompRangeOrthog (const MatrixDecompRangeOrthog &)

MatrixDecompRangeOrthog &	operator= (const MatrixDecompRangeOrthog &)

Private Attributes
AbstractLinAlgPack::MatrixOpNonsing *	C

AbstractLinAlgPack::MatrixOp *	D

AbstractLinAlgPack::MatrixSymOpNonsing *	S

Constructors/initializers
	MatrixDecompRangeOrthog ()
	Constructs uninitialized. More...

	MatrixDecompRangeOrthog (const C_ptr_t &C_ptr, const D_ptr_t &D_ptr, const S_ptr_t &S_ptr)
	Calls `this->initialize()`. More...

void	initialize (const C_ptr_t &C_ptr, const D_ptr_t &D_ptr, const S_ptr_t &S_ptr)
	Initialize the matrix object. More...

void	set_uninitialized ()
	Make uninitialized. More...

Access
const C_ptr_t &	C_ptr () const

const D_ptr_t &	D_ptr () const

const S_ptr_t &	S_ptr () const

Overridden from MatrixOp
size_type	rows () const

size_type	cols () const

const VectorSpace &	space_cols () const

const VectorSpace &	space_rows () const

std::ostream &	output (std::ostream &out) const

void	Vp_StMtV (VectorMutable *v_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1, const Vector &v_rhs2, value_type beta) const

Overridden from MatrixOpNonsing
void	V_InvMtV (VectorMutable *v_lhs, BLAS_Cpp::Transp trans_rhs1, const Vector &v_rhs2) const

Additional Inherited Members
Public Types inherited from AbstractLinAlgPack::MatrixOp
enum	EMatNormType { MAT_NORM_INF, MAT_NORM_2, MAT_NORM_1, MAT_NORM_FORB }
	Type of matrix norm. More...

Public Member Functions inherited from AbstractLinAlgPack::MatrixOpNonsing
MatrixOpNonsing &	operator= (const MatrixOpNonsing &M)
	Calls operator=(MatrixOp&) More...

virtual mat_mwons_mut_ptr_t	clone_mwons ()
	Clone the non-const matrix object (if supported). More...

virtual mat_mwons_ptr_t	clone_mwons () const
	Clone the const matrix object (if supported). More...

const MatNorm	calc_cond_num (EMatNormType requested_norm_type=MAT_NORM_1, bool allow_replacement=false) const
	Compute an estimate of the condition number of this matrix. More...

mat_mut_ptr_t	clone ()
	Returns `this->clone_mwons()`. More...

mat_ptr_t	clone () const
	Returns `this->clone_mwons()`. More...

mat_mns_mut_ptr_t	clone_mns ()
	Returns `this->clone_mwons()`. More...

mat_mns_ptr_t	clone_mns () const
	Returns `this->clone_mwons()`. More...

Public Member Functions inherited from AbstractLinAlgPack::MatrixOp
virtual void	zero_out ()
	M_lhs = 0 : Zero out the matrix. More...

virtual void	Mt_S (value_type alpha)
	M_lhs *= alpha : Multiply a matrix by a scalar. More...

virtual MatrixOp &	operator= (const MatrixOp &mwo_rhs)
	M_lhs = mwo_rhs : Virtual assignment operator. More...

const MatNorm	calc_norm (EMatNormType requested_norm_type=MAT_NORM_1, bool allow_replacement=false) const
	Compute a norm of this matrix. More...

virtual mat_ptr_t	sub_view (const Range1D &row_rng, const Range1D &col_rng) const
	Create a transient constant sub-matrix view of this matrix (if supported). More...

mat_ptr_t	sub_view (const index_type &rl, const index_type &ru, const index_type &cl, const index_type &cu) const
	Inlined implementation calls `this->sub_view(Range1D(rl,ru),Range1D(cl,cu))`. More...

virtual mat_ptr_t	perm_view (const Permutation P_row, const index_type row_part[], int num_row_part, const Permutation P_col, const index_type col_part[], int num_col_part) const
	Create a permuted view: `M_perm = P_row' * M * P_col`. More...

virtual mat_ptr_t	perm_view_update (const Permutation P_row, const index_type row_part[], int num_row_part, const Permutation P_col, const index_type col_part[], int num_col_part, const mat_ptr_t &perm_view) const
	Reinitialize a permuted view: `M_perm = P_row' * M * P_col`. More...

Public Member Functions inherited from AbstractLinAlgPack::MatrixBase
virtual	~MatrixBase ()
	Virtual destructor. More...

virtual size_type	nz () const
	Return the number of nonzero elements in the matrix. More...

Public Member Functions inherited from AbstractLinAlgPack::MatrixNonsing
virtual void	V_InvMtV (VectorMutable *v_lhs, BLAS_Cpp::Transp trans_rhs1, const Vector &v_rhs2) const =0
	v_lhs = inv(op(M_rhs1)) * vs_rhs2 More...

virtual void	V_InvMtV (VectorMutable *v_lhs, BLAS_Cpp::Transp trans_rhs1, const SpVectorSlice &sv_rhs2) const
	v_lhs = inv(op(M_rhs1)) * sv_rhs2 More...

virtual value_type	transVtInvMtV (const Vector &v_rhs1, BLAS_Cpp::Transp trans_rhs2, const Vector &v_rhs3) const
	result = vs_rhs1' * inv(op(M_rhs2)) * vs_rhs3 More...

virtual value_type	transVtInvMtV (const SpVectorSlice &sv_rhs1, BLAS_Cpp::Transp trans_rhs2, const SpVectorSlice &sv_rhs3) const
	result = sv_rhs1' * inv(op(M_rhs2)) * sv_rhs3 More...

virtual void	M_StInvMtM (MatrixOp *m_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1, const MatrixOp &mwo_rhs2, BLAS_Cpp::Transp trans_rhs2) const
	m_lhs = alpha * inv(op(M_rhs1)) * op(mwo_rhs2) (right). More...

virtual void	M_StMtInvM (MatrixOp *m_lhs, value_type alpha, const MatrixOp &mwo_rhs1, BLAS_Cpp::Transp trans_rhs1, BLAS_Cpp::Transp trans_rhs2) const
	m_lhs = alpha * op(mwo_rhs1) * inv(op(M_rhs2)) (left). More...

Protected Member Functions inherited from AbstractLinAlgPack::MatrixOp
virtual bool	Mp_StM (MatrixOp *mwo_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs) const
	mwo_lhs += alpha * op(M_rhs) (BLAS xAXPY). More...

virtual bool	Mp_StM (value_type alpha, const MatrixOp &M_rhs, BLAS_Cpp::Transp trans_rhs)
	M_lhs += alpha * op(mwo_rhs) (BLAS xAXPY). More...

virtual bool	Mp_StMtP (MatrixOp *mwo_lhs, value_type alpha, BLAS_Cpp::Transp M_trans, const GenPermMatrixSlice &P_rhs, BLAS_Cpp::Transp P_rhs_trans) const
	mwo_lhs += alpha * op(M_rhs) * op(P_rhs). More...

virtual bool	Mp_StMtP (value_type alpha, const MatrixOp &mwo_rhs, BLAS_Cpp::Transp M_trans, const GenPermMatrixSlice &P_rhs, BLAS_Cpp::Transp P_rhs_trans)
	M_lhs += alpha * op(mwo_rhs) * op(P_rhs). More...

virtual bool	Mp_StPtM (MatrixOp *mwo_lhs, value_type alpha, const GenPermMatrixSlice &P_rhs, BLAS_Cpp::Transp P_rhs_trans, BLAS_Cpp::Transp M_trans) const
	mwo_lhs += alpha * op(P_rhs) * op(M_rhs). More...

virtual bool	Mp_StPtM (value_type alpha, const GenPermMatrixSlice &P_rhs, BLAS_Cpp::Transp P_rhs_trans, const MatrixOp &mwo_rhs, BLAS_Cpp::Transp M_trans)
	M_lhs += alpha * op(P_rhs) * op(mwo_rhs). More...

virtual bool	Mp_StPtMtP (MatrixOp *mwo_lhs, value_type alpha, const GenPermMatrixSlice &P_rhs1, BLAS_Cpp::Transp P_rhs1_trans, BLAS_Cpp::Transp M_trans, const GenPermMatrixSlice &P_rhs2, BLAS_Cpp::Transp P_rhs2_trans) const
	mwo_lhs += alpha * op(P_rhs1) * op(M_rhs) * op(P_rhs2). More...

virtual bool	Mp_StPtMtP (value_type alpha, const GenPermMatrixSlice &P_rhs1, BLAS_Cpp::Transp P_rhs1_trans, const MatrixOp &mwo_rhs, BLAS_Cpp::Transp M_trans, const GenPermMatrixSlice &P_rhs2, BLAS_Cpp::Transp P_rhs2_trans)
	M_lhs += alpha * op(P_rhs1) * op(mwo_rhs) * op(P_rhs2). More...

virtual void	Vp_StMtV (VectorMutable *v_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1, const Vector &v_rhs2, value_type beta) const =0
	v_lhs = alpha * op(M_rhs1) * v_rhs2 + beta * v_lhs (BLAS xGEMV) More...

virtual void	Vp_StMtV (VectorMutable *v_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1, const SpVectorSlice &sv_rhs2, value_type beta) const
	v_lhs = alpha * op(M_rhs1) * sv_rhs2 + beta * v_lhs (BLAS xGEMV) More...

virtual void	Vp_StPtMtV (VectorMutable *v_lhs, value_type alpha, const GenPermMatrixSlice &P_rhs1, BLAS_Cpp::Transp P_rhs1_trans, BLAS_Cpp::Transp M_rhs2_trans, const Vector &v_rhs3, value_type beta) const
	v_lhs = alpha * op(P_rhs1) * op(M_rhs2) * v_rhs3 + beta * v_rhs More...

virtual void	Vp_StPtMtV (VectorMutable *v_lhs, value_type alpha, const GenPermMatrixSlice &P_rhs1, BLAS_Cpp::Transp P_rhs1_trans, BLAS_Cpp::Transp M_rhs2_trans, const SpVectorSlice &sv_rhs3, value_type beta) const
	v_lhs = alpha * op(P_rhs1) * op(M_rhs2) * sv_rhs3 + beta * v_rhs More...

virtual value_type	transVtMtV (const Vector &v_rhs1, BLAS_Cpp::Transp trans_rhs2, const Vector &v_rhs3) const
	result = v_rhs1' * op(M_rhs2) * v_rhs3 More...

virtual value_type	transVtMtV (const SpVectorSlice &sv_rhs1, BLAS_Cpp::Transp trans_rhs2, const SpVectorSlice &sv_rhs3) const
	result = sv_rhs1' * op(M_rhs2) * sv_rhs3 More...

virtual void	syr2k (BLAS_Cpp::Transp M_trans, value_type alpha, const GenPermMatrixSlice &P1, BLAS_Cpp::Transp P1_trans, const GenPermMatrixSlice &P2, BLAS_Cpp::Transp P2_trans, value_type beta, MatrixSymOp *symwo_lhs) const
	Perform a specialized rank-2k update of a dense symmetric matrix of the form: More...

virtual bool	Mp_StMtM (MatrixOp *mwo_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1, const MatrixOp &mwo_rhs2, BLAS_Cpp::Transp trans_rhs2, value_type beta) const
	mwo_lhs = alpha * op(M_rhs1) * op(mwo_rhs2) + beta * mwo_lhs (left) (xGEMM). More...

virtual bool	Mp_StMtM (MatrixOp *mwo_lhs, value_type alpha, const MatrixOp &mwo_rhs1, BLAS_Cpp::Transp trans_rhs1, BLAS_Cpp::Transp trans_rhs2, value_type beta) const
	mwo_lhs = alpha * op(mwo_rhs1) * op(M_rhs2) + beta * mwo_lhs (right) (xGEMM) More...

virtual bool	Mp_StMtM (value_type alpha, const MatrixOp &mwo_rhs1, BLAS_Cpp::Transp trans_rhs1, const MatrixOp &mwo_rhs2, BLAS_Cpp::Transp trans_rhs2, value_type beta)
	M_lhs = alpha * op(mwo_rhs1) * op(mwo_rhs2) + beta * mwo_lhs (left) (xGEMM) More...

virtual bool	syrk (BLAS_Cpp::Transp M_trans, value_type alpha, value_type beta, MatrixSymOp *sym_lhs) const
	Perform a rank-k update of a symmetric matrix of the form: More...

virtual bool	syrk (const MatrixOp &mwo_rhs, BLAS_Cpp::Transp M_trans, value_type alpha, value_type beta)
	Perform a rank-k update of a symmetric matrix of the form: More...

Detailed Description

Matrix subclass for variable reduction orthogonal matrix R = Gc(:,con_decomp)'*Y.

This matrix class is used to represent the matrix:

R = C*(I + D*D')

inv(R) =  inv(I + D*D') * inv(C)

       = (I - D * inv(I + D'*D) * D') * inv(C)
                      \______/
                         S

Above, the expresion for inv(R) is derived using the Sherman-Morrison-Woodbury formula. The nonsingular matrix S = I + D'*D is setup by the client, along with the basis matrix C and the direct sensitivity matrix D.

Definition at line 67 of file ConstrainedOptPack_MatrixDecompRangeOrthog.hpp.

Constructor & Destructor Documentation

ConstrainedOptPack::MatrixDecompRangeOrthog::MatrixDecompRangeOrthog ( )

Constructs uninitialized.

Postconditions:

Same as for this->set_uninitialized().

Definition at line 56 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

ConstrainedOptPack::MatrixDecompRangeOrthog::MatrixDecompRangeOrthog	(	const C_ptr_t &	C_ptr,
		const D_ptr_t &	D_ptr,
		const S_ptr_t &	S_ptr
	)

Calls this->initialize().

Definition at line 59 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

ConstrainedOptPack::MatrixDecompRangeOrthog::MatrixDecompRangeOrthog ( const MatrixDecompRangeOrthog & )

private

Member Function Documentation

void ConstrainedOptPack::MatrixDecompRangeOrthog::initialize	(	const C_ptr_t &	C_ptr,
		const D_ptr_t &	D_ptr,
		const S_ptr_t &	S_ptr
	)

Initialize the matrix object.

Parameters

C_ptr	[in]
D_ptr	[in]
S_ptr	[in]

Preconditions:

C_ptr.get() != NULL (throw std::invalid_argument)
D_ptr.get() != NULL (throw std::invalid_argument)
S_ptr.get() != NULL (throw std::invalid_argument)
C_ptr->space_rows().is_compatible(D_ptr->space_cols()) == true (throw VectorSpace::IncompatibleVectorSpaces)
S_ptr->space_cols().is_compatible(D_ptr->space_rows()) == true (throw VectorSpace::IncompatibleVectorSpaces)

Postconditions:

this->C_ptr().get() == C_ptr.get()
this->D_ptr().get() == D_ptr.get()
this->S_ptr().get() == S_ptr.get()
this->space_cols().is_compatible(C_ptr->space_cols())
this->space_rows().is_compatible(C_ptr->space_rows())

Definition at line 68 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

void ConstrainedOptPack::MatrixDecompRangeOrthog::set_uninitialized ( )

Make uninitialized.

Postconditions:

this->C_ptr().get() == NULL
this->D_ptr().get() == NULL
this->S_ptr().get() == NULL
this->rows() == 0
this->cols() == 0

Definition at line 99 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

const MatrixDecompRangeOrthog::C_ptr_t & ConstrainedOptPack::MatrixDecompRangeOrthog::C_ptr ( ) const

inline

Definition at line 214 of file ConstrainedOptPack_MatrixDecompRangeOrthog.hpp.

const MatrixDecompRangeOrthog::D_ptr_t & ConstrainedOptPack::MatrixDecompRangeOrthog::D_ptr ( ) const

inline

Definition at line 221 of file ConstrainedOptPack_MatrixDecompRangeOrthog.hpp.

const MatrixDecompRangeOrthog::S_ptr_t & ConstrainedOptPack::MatrixDecompRangeOrthog::S_ptr ( ) const

inline

Definition at line 228 of file ConstrainedOptPack_MatrixDecompRangeOrthog.hpp.

size_type ConstrainedOptPack::MatrixDecompRangeOrthog::rows ( ) const

virtual

Reimplemented from AbstractLinAlgPack::MatrixBase.

Definition at line 109 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

size_type ConstrainedOptPack::MatrixDecompRangeOrthog::cols ( ) const

virtual

Reimplemented from AbstractLinAlgPack::MatrixBase.

Definition at line 114 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

const VectorSpace & ConstrainedOptPack::MatrixDecompRangeOrthog::space_cols ( ) const

virtual

Implements AbstractLinAlgPack::MatrixBase.

Definition at line 119 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

const VectorSpace & ConstrainedOptPack::MatrixDecompRangeOrthog::space_rows ( ) const

virtual

Implements AbstractLinAlgPack::MatrixBase.

Definition at line 124 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

std::ostream & ConstrainedOptPack::MatrixDecompRangeOrthog::output ( std::ostream & out ) const

virtual

Reimplemented from AbstractLinAlgPack::MatrixOp.

Definition at line 129 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

void ConstrainedOptPack::MatrixDecompRangeOrthog::Vp_StMtV	(	VectorMutable *	v_lhs,
		value_type	alpha,
		BLAS_Cpp::Transp	trans_rhs1,
		const Vector &	v_rhs2,
		value_type	beta
	)		const

Definition at line 143 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

void ConstrainedOptPack::MatrixDecompRangeOrthog::V_InvMtV	(	VectorMutable *	v_lhs,
		BLAS_Cpp::Transp	trans_rhs1,
		const Vector &	v_rhs2
	)		const

Definition at line 205 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

void ConstrainedOptPack::MatrixDecompRangeOrthog::assert_initialized ( const char func_name[] ) const

private

Definition at line 271 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

MatrixDecompRangeOrthog& ConstrainedOptPack::MatrixDecompRangeOrthog::operator= ( const MatrixDecompRangeOrthog & )

private

Member Data Documentation

AbstractLinAlgPack::MatrixOpNonsing* ConstrainedOptPack::MatrixDecompRangeOrthog::C

private

Definition at line 191 of file ConstrainedOptPack_MatrixDecompRangeOrthog.hpp.

AbstractLinAlgPack::MatrixOp* ConstrainedOptPack::MatrixDecompRangeOrthog::D

private

Definition at line 192 of file ConstrainedOptPack_MatrixDecompRangeOrthog.hpp.

AbstractLinAlgPack::MatrixSymOpNonsing* ConstrainedOptPack::MatrixDecompRangeOrthog::S

private

Definition at line 193 of file ConstrainedOptPack_MatrixDecompRangeOrthog.hpp.

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

Private Member Functions

Private Attributes

Constructors/initializers

Access

Overridden from MatrixOp

Overridden from MatrixOpNonsing

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation