Matrix subclass for banded symmetric positive definite matrices and their Cholesky factors. More...

#include <ConstrainedOptPack_MatrixSymPosDefBandedChol.hpp>

Inherits MatrixSymWithOpFactorized.

Public Types
typedef Teuchos::RCP < MemMngPack::ReleaseResource >	release_resource_ptr_t

Public Member Functions
	MatrixSymPosDefBandedChol (size_type n=0, size_type kd=0, DMatrixSlice MB=NULL, const release_resource_ptr_t &MB_release_resource_ptr=NULL, BLAS_Cpp::Uplo MB_uplo=BLAS_Cpp::lower, DMatrixSlice UB=NULL, const release_resource_ptr_t &UB_release_resource_ptr=NULL, BLAS_Cpp::Uplo UB_uplo=BLAS_Cpp::lower, bool update_factor=false, value_type scale=1.0)
	Construct and Initialize. More...

void	initialize (size_type n=0, size_type kd=0, DMatrixSlice MB=NULL, const release_resource_ptr_t &MB_release_resource_ptr=NULL, BLAS_Cpp::Uplo MB_uplo=BLAS_Cpp::lower, DMatrixSlice UB=NULL, const release_resource_ptr_t &UB_release_resource_ptr=NULL, BLAS_Cpp::Uplo UB_uplo=BLAS_Cpp::lower, bool update_factor=false, value_type scale=1.0)
	Initialize. More...

size_type	kd () const

DMatrixSlice &	MB ()
	Get view of MB. More...

const DMatrixSlice &	MB () const

BLAS_Cpp::Uplo	MB_uplo () const

DMatrixSlice &	UB ()
	Get view of UB. More...

const DMatrixSlice &	UB () const

BLAS_Cpp::Uplo	UB_uplo () const

size_type	rows () const

size_type	nz () 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	Vp_StMtV (DVectorSlice *vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1, const SpVectorSlice &sv_rhs2, value_type beta) const

void	Vp_StPtMtV (DVectorSlice *vs_lhs, value_type alpha, const GenPermMatrixSlice &P_rhs1, BLAS_Cpp::Transp P_rhs1_trans, BLAS_Cpp::Transp M_rhs2_trans, const DVectorSlice &vs_rhs3, value_type beta) const

void	Vp_StPtMtV (DVectorSlice *vs_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	V_InvMtV (DVectorSlice *vs_lhs, BLAS_Cpp::Transp trans_rhs1, const DVectorSlice &vs_rhs2) const
	With throw exception if factorization is not allowed. More...

Private Member Functions
void	assert_initialized () const

void	update_factorization () const

Private Attributes
size_type	n_

size_type	kd_

DMatrixSlice	MB_

release_resource_ptr_t	MB_release_resource_ptr_

BLAS_Cpp::Uplo	MB_uplo_

DMatrixSlice	UB_

release_resource_ptr_t	UB_release_resource_ptr_

BLAS_Cpp::Uplo	UB_uplo_

bool	factor_updated_

value_type	scale_

Detailed Description

Matrix subclass for banded symmetric positive definite matrices and their Cholesky factors.

This class is designed to support the LAPACK routines for banded symmetric positive definite matrices. The banded matrix and/or its cholesky factor are stored in simple flat rectangular matrices compatible with the LAPACK routines.

For example, for n = 8, kd = 3# the original matrix M# (if set) is stored in the following format MB#: {verbatim}

    M                                   MB

[ x x x x ] [ x x x x x x x x ] [ x x x x x ] lower triangle [ x x x x x x x o ] [ x x x x x x ] => [ x x x x x x o o ] [ x x x x x x x ] [ x x x x x o o o ] [ x x x x x x x ] [ x x x x x x ] [ o o o x x x x x ] [ x x x x x ] upper triangle [ o o x x x x x x ] [ x x x x ] => [ o x x x x x x x ] [ x x x x x x x x ] {verbatim} The Cholesky factor #U# is sorted in a similar format UB#. Technically, the matrix is M = scale * U'*U# so that M# may be negative definite as well.

Definition at line 78 of file ConstrainedOptPack_MatrixSymPosDefBandedChol.hpp.

Member Typedef Documentation

typedef Teuchos::RCP< MemMngPack::ReleaseResource> ConstrainedOptPack::MatrixSymPosDefBandedChol::release_resource_ptr_t

Definition at line 84 of file ConstrainedOptPack_MatrixSymPosDefBandedChol.hpp.

Constructor & Destructor Documentation

ConstrainedOptPack::MatrixSymPosDefBandedChol::MatrixSymPosDefBandedChol	(	size_type	n = `0`,
		size_type	kd = `0`,
		DMatrixSlice *	MB = `NULL`,
		const release_resource_ptr_t &	MB_release_resource_ptr = `NULL`,
		BLAS_Cpp::Uplo	MB_uplo = `BLAS_Cpp::lower`,
		DMatrixSlice *	UB = `NULL`,
		const release_resource_ptr_t &	UB_release_resource_ptr = `NULL`,
		BLAS_Cpp::Uplo	UB_uplo = `BLAS_Cpp::lower`,
		bool	update_factor = `false`,
		value_type	scale = `1.0`
	)

Construct and Initialize.

This constructor just calls #this->initialize(...)#.

Member Function Documentation

void ConstrainedOptPack::MatrixSymPosDefBandedChol::initialize	(	size_type	n = `0`,
		size_type	kd = `0`,
		DMatrixSlice *	MB = `NULL`,
		const release_resource_ptr_t &	MB_release_resource_ptr = `NULL`,
		BLAS_Cpp::Uplo	MB_uplo = `BLAS_Cpp::lower`,
		DMatrixSlice *	UB = `NULL`,
		const release_resource_ptr_t &	UB_release_resource_ptr = `NULL`,
		BLAS_Cpp::Uplo	UB_uplo = `BLAS_Cpp::lower`,
		bool	update_factor = `false`,
		value_type	scale = `1.0`
	)

Initialize.

If called with all of the default arguments then #this# will become uninitialized.

ToDo: Finish pre and post conditions!

Parameters

n	[in] Determines the size of the banded matrix (n x n). If n == 0# then all of the following arguments should be left at their defaults and #this# will become uninitialized.
kd	[in] Determines the band width of the matrix as defined by xPBTRF(...).
MB	[in/state] If MB != NULL# then this matrix (size (kd+1) x n) is used to store the original banded matrix MB# in the format of xPBTRF(...). This matrix must be initialized on input.
MB_release_resource_ptr	[in] Only significant if MB != NULL#. Points to a resource to be released when MB# is no longer needed.
MB_uplo	[in] Determines if MB# is stores the upper or lower triangular elements.
UB	[in/state] If UB != NULL# then this matrix (size (kd+1) x n) is used to store the Cholesky factor of the banded matrix in the format of xPBTRF(...). This matrix may or may not be initialized on input. If #update_factor == false# this this matrix must already be initialized. If #update_factor == true# then this matrix will be computed. 2 * If UB == NULL# then storage for the Cholesky factor will be computed on the fly and will be factored.
UB_release_resource_ptr	[in] Only significant if UB != NULL#. Points to a resource to be released when UB# is no longer needed.
UB_uplo	[in] Determines if UB# is stores the upper or lower triangular elements.
update_factor	[in] If true then the factor will be computed within this function call.
scale	[in] Only significant if MB != NULL# or UB != NULL# (see intro).

size_type ConstrainedOptPack::MatrixSymPosDefBandedChol::kd ( ) const

inline

Definition at line 232 of file ConstrainedOptPack_MatrixSymPosDefBandedChol.hpp.

DMatrixSlice & ConstrainedOptPack::MatrixSymPosDefBandedChol::MB ( )

inline

Get view of MB.

Definition at line 238 of file ConstrainedOptPack_MatrixSymPosDefBandedChol.hpp.

const DMatrixSlice & ConstrainedOptPack::MatrixSymPosDefBandedChol::MB ( ) const

inline

Definition at line 244 of file ConstrainedOptPack_MatrixSymPosDefBandedChol.hpp.

BLAS_Cpp::Uplo ConstrainedOptPack::MatrixSymPosDefBandedChol::MB_uplo ( ) const

inline

Definition at line 250 of file ConstrainedOptPack_MatrixSymPosDefBandedChol.hpp.

DMatrixSlice & ConstrainedOptPack::MatrixSymPosDefBandedChol::UB ( )

inline

Get view of UB.

Definition at line 256 of file ConstrainedOptPack_MatrixSymPosDefBandedChol.hpp.

const DMatrixSlice & ConstrainedOptPack::MatrixSymPosDefBandedChol::UB ( ) const

inline

Definition at line 262 of file ConstrainedOptPack_MatrixSymPosDefBandedChol.hpp.

BLAS_Cpp::Uplo ConstrainedOptPack::MatrixSymPosDefBandedChol::UB_uplo ( ) const

inline

Definition at line 268 of file ConstrainedOptPack_MatrixSymPosDefBandedChol.hpp.

size_type ConstrainedOptPack::MatrixSymPosDefBandedChol::rows ( ) const

size_type ConstrainedOptPack::MatrixSymPosDefBandedChol::nz ( ) const

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

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

void ConstrainedOptPack::MatrixSymPosDefBandedChol::Vp_StMtV	(	DVectorSlice *	vs_lhs,
		value_type	alpha,
		BLAS_Cpp::Transp	trans_rhs1,
		const SpVectorSlice &	sv_rhs2,
		value_type	beta
	)		const

void ConstrainedOptPack::MatrixSymPosDefBandedChol::Vp_StPtMtV	(	DVectorSlice *	vs_lhs,
		value_type	alpha,
		const GenPermMatrixSlice &	P_rhs1,
		BLAS_Cpp::Transp	P_rhs1_trans,
		BLAS_Cpp::Transp	M_rhs2_trans,
		const DVectorSlice &	vs_rhs3,
		value_type	beta
	)		const

void ConstrainedOptPack::MatrixSymPosDefBandedChol::Vp_StPtMtV	(	DVectorSlice *	vs_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