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ConstrainedOptPack::MatrixSymHessianRelaxNonSing Class Reference

Matrix class for non-singular Hessian matrix augmented with a terms for "Big M" relaxation variables. More...

#include <ConstrainedOptPack_MatrixSymHessianRelaxNonSing.hpp>

Inheritance diagram for ConstrainedOptPack::MatrixSymHessianRelaxNonSing:
Inheritance graph
[legend]

Public Types

typedef Teuchos::RCP< const
MatrixSymOpNonsing > 
G_ptr_t
 
typedef Teuchos::RCP
< VectorMutable > 
vec_mut_ptr_t
 
typedef Teuchos::RCP< const
VectorSpace > 
space_ptr_t
 
- Public Types inherited from AbstractLinAlgPack::MatrixSymOp
enum  EMatRhsPlaceHolder { DUMMY_ARG }
 
- 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 Types inherited from AbstractLinAlgPack::MatrixSymNonsing
enum  EMatrixDummyArg { DUMMY_ARG }
 

Private Member Functions

void assert_initialized () const
 

Private Attributes

space_ptr_t vec_space_
 
G_ptr_t G_ptr_
 
MatrixSymDiagStd M_
 

Constructors/initializers

 MatrixSymHessianRelaxNonSing ()
 Construct uninitialized. More...
 
 MatrixSymHessianRelaxNonSing (const G_ptr_t &G_ptr, const vec_mut_ptr_t &M_diag_ptr, const space_ptr_t &space=Teuchos::null)
 Constructor (calls initialize()). More...
 
void initialize (const G_ptr_t &G_ptr, const vec_mut_ptr_t &M_diag_ptr, const space_ptr_t &space=Teuchos::null)
 Initialize the Hessian and the relaxation terms. More...
 
void set_uninitialized ()
 Set uninitalized. More...
 
const G_ptr_tG_ptr () const
 
const vec_mut_ptr_tM_diag_ptr () const
 
const MatrixSymOpNonsing & G () const
 
const
AbstractLinAlgPack::MatrixSymDiagStd
M () const
 

Overridden from MatrixOp

const VectorSpace & space_cols () const
 
bool Mp_StM (MatrixOp *mwo_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs) const
 
void Vp_StMtV (VectorMutable *v_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1, const Vector &v_rhs2, value_type beta) const
 
void Vp_StMtV (VectorMutable *v_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1, const SpVectorSlice &sv_rhs2, value_type beta) const
 
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
 
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
 

Overridden form MatrixSymOp

void Mp_StPtMtP (MatrixSymOp *sym_lhs, value_type alpha, EMatRhsPlaceHolder dummy_place_holder, const GenPermMatrixSlice &gpms_rhs, BLAS_Cpp::Transp gpms_rhs_trans, value_type beta) const
 

Overridden from MatrixNonsing

void V_InvMtV (VectorMutable *v_lhs, BLAS_Cpp::Transp trans_rhs1, const Vector &v_rhs2) const
 
void V_InvMtV (VectorMutable *v_lhs, BLAS_Cpp::Transp trans_rhs1, const SpVectorSlice &sv_rhs2) const
 

Additional Inherited Members

- Public Member Functions inherited from AbstractLinAlgPack::MatrixSymOpNonsing
MatrixSymOpNonsingoperator= (const MatrixSymOpNonsing &M)
 Calls operator=(MatrixOp&) More...
 
virtual mat_mswons_mut_ptr_t clone_mswons ()
 Clone the non-const matrix object (if supported). More...
 
virtual mat_mswons_ptr_t clone_mswons () const
 Clone the const matrix object (if supported). More...
 
mat_mut_ptr_t clone ()
 Returns this->clone_mswons(). More...
 
mat_ptr_t clone () const
 Returns this->clone_mswons(). More...
 
mat_mns_mut_ptr_t clone_mns ()
 Returns this->clone_mswons(). More...
 
mat_mns_ptr_t clone_mns () const
 Returns this->clone_mswons(). More...
 
mat_mswo_mut_ptr_t clone_mswo ()
 Returns this->clone_mswons(). More...
 
mat_mswo_ptr_t clone_mswo () const
 Returns this->clone_mswons(). More...
 
mat_msns_mut_ptr_t clone_msns ()
 Returns this->clone_mswons(). More...
 
mat_msns_ptr_t clone_msns () const
 Returns this->clone_mswons(). More...
 
mat_mwons_mut_ptr_t clone_mwons ()
 Returns this->clone_mswons(). More...
 
mat_mwons_ptr_t clone_mwons () const
 Returns this->clone_mswons(). More...
 
- Public Member Functions inherited from AbstractLinAlgPack::MatrixSymOp
virtual MatrixSymOpoperator= (const MatrixSymOp &M)
 Calls operator=(MatrixOp&) More...
 
size_type cols () const
 Returns this->rows() More...
 
const VectorSpacespace_rows () const
 Vector space for vectors that are compatible with the rows of the matrix. 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 MatrixOpoperator= (const MatrixOp &mwo_rhs)
 M_lhs = mwo_rhs : Virtual assignment operator. More...
 
virtual std::ostream & output (std::ostream &out) const
 Virtual output function. 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 rows () const
 Return the number of rows in the matrix. More...
 
virtual size_type nz () const
 Return the number of nonzero elements in the matrix. More...
 
- Public Member Functions inherited from AbstractLinAlgPack::MatrixSymNonsing
- 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...
 
- Public Member Functions inherited from AbstractLinAlgPack::MatrixOpNonsing
MatrixOpNonsingoperator= (const MatrixOpNonsing &M)
 Calls operator=(MatrixOp&) 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...
 
- Protected Member Functions inherited from AbstractLinAlgPack::MatrixSymOp
virtual void Mp_StPtMtP (MatrixSymOp *sym_lhs, value_type alpha, EMatRhsPlaceHolder dummy_place_holder, const GenPermMatrixSlice &gpms_rhs, BLAS_Cpp::Transp gpms_rhs_trans, value_type beta) const
 sym_lhs = alpha * op(gpms_rhs') * M * op(gpms_rhs) + beta * sym_lhs. More...
 
virtual void Mp_StMtMtM (MatrixSymOp *sym_lhs, value_type alpha, EMatRhsPlaceHolder dummy_place_holder, const MatrixOp &mwo_rhs, BLAS_Cpp::Transp mwo_rhs_trans, value_type beta) const
 sym_lhs = alpha * op(mwo_rhs') * M * op(mwo_rhs) + beta * sym_lhs. 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...
 
- Protected Member Functions inherited from AbstractLinAlgPack::MatrixSymNonsing
virtual void M_StMtInvMtM (MatrixSymOp *symwo_lhs, value_type alpha, const MatrixOp &mwo, BLAS_Cpp::Transp mwo_trans, EMatrixDummyArg) const
 symwo_lhs = alpha * op(mwo) * inv(M) * op(mwo)'. More...
 

Detailed Description

Matrix class for non-singular Hessian matrix augmented with a terms for "Big M" relaxation variables.

The matrix that is formed is: {verbatim}

H = [ G ] [ M ] {verbatim} where M is a diagonal matrix made up of entries M_diag.

Definition at line 62 of file ConstrainedOptPack_MatrixSymHessianRelaxNonSing.hpp.

Member Typedef Documentation

Constructor & Destructor Documentation

ConstrainedOptPack::MatrixSymHessianRelaxNonSing::MatrixSymHessianRelaxNonSing ( )

Construct uninitialized.

Postconditions:

Definition at line 149 of file ConstrainedOptPack_MatrixSymHessianRelaxNonSing.cpp.

ConstrainedOptPack::MatrixSymHessianRelaxNonSing::MatrixSymHessianRelaxNonSing ( const G_ptr_t G_ptr,
const vec_mut_ptr_t M_diag_ptr,
const space_ptr_t space = Teuchos::null 
)

Constructor (calls initialize()).

Definition at line 153 of file ConstrainedOptPack_MatrixSymHessianRelaxNonSing.cpp.

Member Function Documentation

void ConstrainedOptPack::MatrixSymHessianRelaxNonSing::initialize ( const G_ptr_t G_ptr,
const vec_mut_ptr_t M_diag_ptr,
const space_ptr_t space = Teuchos::null 
)

Initialize the Hessian and the relaxation terms.

Preconditions:

  • G_ptr.get() != NULL (throw std::invalid_argument)
  • G_ptr->rows() > 0 (throw std::invalid_argument)
  • M_diag_ptr.get() != NULL (throw std::invalid_argument)
  • M_diag_ptr->dim() > 0 (throw std::invalid_argument)

Postconditions:

  • this->rows() == G_ptr->rows() + M_diag->dim()
  • &this->G() == G_ptr.get()
  • &this->M().diag() == M_diag_ptr.get()
Parameters
G_ptr[in] Smart pointer to matrix that this object will represent. The underlying matrix object *G_ptr.get() should not be modified without calling this->initialize() again.
M_diag_ptr[in] Smart pointer to the diagonal for M. All of the elements in this vector must be nonzero! This vector is used to initalize the diagonal matrix M and this vector should not be modified externally without calling this->initialize() again.
space[in] Smart pointer to the space used for this->space_cols() and this->space_rows(). If space.get() == NULL then VectorSpaceCompoisteStd will be used which is constructed from the spaces G_ptr->space_cols() and M_diag_ptr->space().

Definition at line 163 of file ConstrainedOptPack_MatrixSymHessianRelaxNonSing.cpp.

void ConstrainedOptPack::MatrixSymHessianRelaxNonSing::set_uninitialized ( )

Set uninitalized.

const MatrixSymHessianRelaxNonSing::G_ptr_t & ConstrainedOptPack::MatrixSymHessianRelaxNonSing::G_ptr ( ) const
inline
const MatrixSymHessianRelaxNonSing::vec_mut_ptr_t & ConstrainedOptPack::MatrixSymHessianRelaxNonSing::M_diag_ptr ( ) const
inline
const MatrixSymOpNonsing & ConstrainedOptPack::MatrixSymHessianRelaxNonSing::G ( ) const
inline
const MatrixSymDiagStd & ConstrainedOptPack::MatrixSymHessianRelaxNonSing::M ( ) const
inline
const VectorSpace & ConstrainedOptPack::MatrixSymHessianRelaxNonSing::space_cols ( ) const
virtual
bool ConstrainedOptPack::MatrixSymHessianRelaxNonSing::Mp_StM ( MatrixOp *  mwo_lhs,
value_type  alpha,
BLAS_Cpp::Transp  trans_rhs 
) const
void ConstrainedOptPack::MatrixSymHessianRelaxNonSing::Vp_StMtV ( VectorMutable *  v_lhs,
value_type  alpha,
BLAS_Cpp::Transp  trans_rhs1,
const Vector &  v_rhs2,
value_type  beta 
) const
void ConstrainedOptPack::MatrixSymHessianRelaxNonSing::Vp_StMtV ( VectorMutable *  v_lhs,
value_type  alpha,
BLAS_Cpp::Transp  trans_rhs1,
const SpVectorSlice &  sv_rhs2,
value_type  beta 
) const
void ConstrainedOptPack::MatrixSymHessianRelaxNonSing::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
void ConstrainedOptPack::MatrixSymHessianRelaxNonSing::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
void ConstrainedOptPack::MatrixSymHessianRelaxNonSing::Mp_StPtMtP ( MatrixSymOp *  sym_lhs,
value_type  alpha,
EMatRhsPlaceHolder  dummy_place_holder,
const GenPermMatrixSlice &  gpms_rhs,
BLAS_Cpp::Transp  gpms_rhs_trans,
value_type  beta 
) const
void ConstrainedOptPack::MatrixSymHessianRelaxNonSing::V_InvMtV ( VectorMutable *  v_lhs,
BLAS_Cpp::Transp  trans_rhs1,
const Vector &  v_rhs2 
) const
void ConstrainedOptPack::MatrixSymHessianRelaxNonSing::V_InvMtV ( VectorMutable *  v_lhs,
BLAS_Cpp::Transp  trans_rhs1,
const SpVectorSlice &  sv_rhs2 
) const
void ConstrainedOptPack::MatrixSymHessianRelaxNonSing::assert_initialized ( ) const
private

Member Data Documentation

space_ptr_t ConstrainedOptPack::MatrixSymHessianRelaxNonSing::vec_space_
private
G_ptr_t ConstrainedOptPack::MatrixSymHessianRelaxNonSing::G_ptr_
private
MatrixSymDiagStd ConstrainedOptPack::MatrixSymHessianRelaxNonSing::M_
private

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