This class maintains the factorization of symmetric indefinite matrix using a Bunch & Kaufman factorization. More...

#include <ConstrainedOptPack_MatrixSymAddDelBunchKaufman.hpp>

Inheritance diagram for ConstrainedOptPack::MatrixSymAddDelBunchKaufman:

Public Member Functions
	MatrixSymAddDelBunchKaufman ()
	Initializes with 0x0 and pivot_tols == (0.0,0.0,0.0). More...

void	pivot_tols (PivotTolerances pivot_tols)
	Pivot tolerance used durring the cholesky factorization (it may be zero). More...

PivotTolerances	pivot_tols () const

Public Member Functions inherited from ConstrainedOptPack::MatrixSymAddDelUpdateableWithOpNonsingular
virtual	~MatrixSymAddDelUpdateableWithOpNonsingular ()

Overridden from MatrixSymAddDelUpdateableWithOpNonsingular
const MatrixSymOpNonsing &	op_interface () const

MatrixSymAddDelUpdateable &	update_interface ()

const MatrixSymAddDelUpdateable &	update_interface () const

Overridden from MatrixSymAddDelUpdateable
void	initialize (value_type alpha, size_type max_size)

void	initialize (const DMatrixSliceSym &A, size_type max_size, bool force_factorization, Inertia inertia, PivotTolerances pivot_tols)

size_type	max_size () const

Inertia	inertia () const

void	set_uninitialized ()

void	augment_update (const DVectorSlice *t, value_type alpha, bool force_refactorization, EEigenValType add_eigen_val, PivotTolerances pivot_tols)

void	delete_update (size_type jd, bool force_refactorization, EEigenValType drop_eigen_val, PivotTolerances pivot_tols)

Overridden from MatrixSymOpNonsingSerial
typedef std::vector < FortranTypes::f_int >	IPIV_t

size_type	S_size_

bool	S_indef_

bool	fact_updated_

bool	fact_in1_

MatrixSymAddDelUpdateable::Inertia	inertia_

DMatrix	S_store1_

DMatrix	S_store2_

IPIV_t	IPIV_

DVector	WORK_

MatrixSymPosDefCholFactor	S_chol_

size_type	rows () const

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	V_InvMtV (DVectorSlice *vs_lhs, BLAS_Cpp::Transp trans_rhs1, const DVectorSlice &vs_rhs2) const

DMatrixSliceTriEle	DU (size_type S_size, bool fact_in1)
	Get view of DU. More...

const DMatrixSliceTriEle	DU (size_type S_size, bool fact_in1) const

DMatrixSliceSym	S (size_type S_size)
	Get view of lower part of S. More...

const DMatrixSliceSym	S (size_type S_size) const

void	assert_initialized () const

void	resize_DU_store (bool in_store1)

void	copy_and_factor_matrix (size_type S_size, bool fact_in1)
	Copy the original matrix into the new storage location and factorize it. More...

void	factor_matrix (size_type S_size, bool fact_in1)
	Factor the current set matrix in-place (do not copy the original). More...

bool	compute_assert_inertia (size_type S_size, bool fact_in1, const Inertia &expected_inertia, const char func_name[], PivotTolerances pivot_tols, Inertia comp_inertia, std::ostringstream err_msg, value_type *gamma)
	Compute the new inertia and validate that it is what the client says it was. More...

	MatrixSymAddDelBunchKaufman (const MatrixSymAddDelBunchKaufman &)
	Not defined and not to be called. More...

MatrixSymAddDelBunchKaufman &	operator= (const MatrixSymAddDelBunchKaufman &)

Detailed Description

This class maintains the factorization of symmetric indefinite matrix using a Bunch & Kaufman factorization.

When the matix in question is positive definite or negative definite then a cholesky factorization will be used for greater efficiency. As much as possible the class trys to keep runtime costs down to a minimum while still maintaining a stable factorization.

ToDo: This matrix class could also handle the case of a single negative or positive eigen value in an efficient manner as well.

Definition at line 66 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.hpp.

Member Typedef Documentation

typedef std::vector<FortranTypes::f_int> ConstrainedOptPack::MatrixSymAddDelBunchKaufman::IPIV_t

private

Definition at line 156 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.hpp.

Constructor & Destructor Documentation

ConstrainedOptPack::MatrixSymAddDelBunchKaufman::MatrixSymAddDelBunchKaufman ( )

Initializes with 0x0 and pivot_tols == (0.0,0.0,0.0).

Definition at line 56 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

ConstrainedOptPack::MatrixSymAddDelBunchKaufman::MatrixSymAddDelBunchKaufman ( const MatrixSymAddDelBunchKaufman & )

private

Not defined and not to be called.

Member Function Documentation

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::pivot_tols ( PivotTolerances pivot_tols )

Pivot tolerance used durring the cholesky factorization (it may be zero).

Definition at line 60 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

MatrixSymAddDelUpdateable::PivotTolerances ConstrainedOptPack::MatrixSymAddDelBunchKaufman::pivot_tols ( ) const

Definition at line 65 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

const MatrixSymOpNonsing & ConstrainedOptPack::MatrixSymAddDelBunchKaufman::op_interface ( ) const

virtual

Implements ConstrainedOptPack::MatrixSymAddDelUpdateableWithOpNonsingular.

Definition at line 72 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

MatrixSymAddDelUpdateable & ConstrainedOptPack::MatrixSymAddDelBunchKaufman::update_interface ( )

virtual

Implements ConstrainedOptPack::MatrixSymAddDelUpdateableWithOpNonsingular.

Definition at line 77 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

const MatrixSymAddDelUpdateable & ConstrainedOptPack::MatrixSymAddDelBunchKaufman::update_interface ( ) const

virtual

Implements ConstrainedOptPack::MatrixSymAddDelUpdateableWithOpNonsingular.

Definition at line 82 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::initialize	(	value_type	alpha,
		size_type	max_size
	)

Definition at line 89 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::initialize	(	const DMatrixSliceSym &	A,
		size_type	max_size,
		bool	force_factorization,
		Inertia	inertia,
		PivotTolerances	pivot_tols
	)

Definition at line 112 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

size_type ConstrainedOptPack::MatrixSymAddDelBunchKaufman::max_size ( ) const

Definition at line 216 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

MatrixSymAddDelUpdateable::Inertia ConstrainedOptPack::MatrixSymAddDelBunchKaufman::inertia ( ) const

Definition at line 222 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::set_uninitialized ( )

Definition at line 227 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::augment_update	(	const DVectorSlice *	t,
		value_type	alpha,
		bool	force_refactorization,
		EEigenValType	add_eigen_val,
		PivotTolerances	pivot_tols
	)

Definition at line 232 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::delete_update	(	size_type	jd,
		bool	force_refactorization,
		EEigenValType	drop_eigen_val,
		PivotTolerances	pivot_tols
	)

Definition at line 484 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

size_type ConstrainedOptPack::MatrixSymAddDelBunchKaufman::rows ( ) const

Definition at line 652 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

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

Definition at line 657 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::Vp_StMtV	(	DVectorSlice *	vs_lhs,
		value_type	alpha,
		BLAS_Cpp::Transp	trans_rhs1,
		const DVectorSlice &	vs_rhs2,
		value_type	beta
	)		const

Definition at line 680 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::V_InvMtV	(	DVectorSlice *	vs_lhs,
		BLAS_Cpp::Transp	trans_rhs1,
		const DVectorSlice &	vs_rhs2
	)		const

Definition at line 690 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

DMatrixSliceTriEle ConstrainedOptPack::MatrixSymAddDelBunchKaufman::DU	(	size_type	S_size,
		bool	fact_in1
	)

inlineprivate

Get view of DU.

Definition at line 234 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.hpp.

const DMatrixSliceTriEle ConstrainedOptPack::MatrixSymAddDelBunchKaufman::DU	(	size_type	S_size,
		bool	fact_in1
	)		const

inlineprivate

Definition at line 243 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.hpp.

DMatrixSliceSym ConstrainedOptPack::MatrixSymAddDelBunchKaufman::S ( size_type S_size )

inlineprivate

Get view of lower part of S.

Definition at line 251 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.hpp.

const DMatrixSliceSym ConstrainedOptPack::MatrixSymAddDelBunchKaufman::S ( size_type S_size ) const

inlineprivate

Definition at line 259 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.hpp.

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::assert_initialized ( ) const

private

Definition at line 719 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::resize_DU_store ( bool in_store1 )

private

Definition at line 727 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::copy_and_factor_matrix	(	size_type	S_size,
		bool	fact_in1
	)

private

Copy the original matrix into the new storage location and factorize it.

Will throw DenseLinAlgLAPack::FactorizationException if singular.

Definition at line 733 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::factor_matrix	(	size_type	S_size,
		bool	fact_in1
	)

private

Factor the current set matrix in-place (do not copy the original).

Will throw DenseLinAlgLAPack::FactorizationException if singular.

Definition at line 742 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

bool ConstrainedOptPack::MatrixSymAddDelBunchKaufman::compute_assert_inertia	(	size_type	S_size,
		bool	fact_in1,
		const Inertia &	expected_inertia,
		const char	func_name[],
		PivotTolerances	pivot_tols,
		Inertia *	comp_inertia,
		std::ostringstream *	err_msg,
		value_type *	gamma
	)

private

Compute the new inertia and validate that it is what the client says it was.

Will throw exceptions if the matrix is singular or has the wrong inertia. If the matrix is near singular then true will be returned, the update should succeed but a warning exception should be thrown

Definition at line 754 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

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

private