ConstrainedOptPack::MatrixDecompRangeOrthog Class Reference

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

#include <ConstrainedOptPack_MatrixDecompRangeOrthog.hpp>

Inheritance diagram for ConstrainedOptPack::MatrixDecompRangeOrthog:

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

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.

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.

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

• ConstrainedOptPack_MatrixDecompRangeOrthog.hpp
• ConstrainedOptPack_MatrixDecompRangeOrthog.cpp