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
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

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.

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.

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.

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

Public Member Functions

Overridden from MatrixSymAddDelUpdateableWithOpNonsingular

Overridden from MatrixSymAddDelUpdateable

Overridden from MatrixSymOpNonsingSerial

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation