IpLowRankUpdateSymMatrix.hpp

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// Copyright (C) 2005, 2008 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpLowRankUpdateSymMatrix.hpp 1861 2010-12-21 21:34:47Z andreasw $
//
// Authors:  Andreas Waechter            IBM    2005-12-25
 
#ifndef __IPLOWRANKUPDATESYMMATRIX_HPP__
#define __IPLOWRANKUPDATESYMMATRIX_HPP__
 
#include "IpUtils.hpp"
#include "IpSymMatrix.hpp"
#include "IpMultiVectorMatrix.hpp"
 
namespace Ipopt
{
 
  /* forward declarations */
  class LowRankUpdateSymMatrixSpace;
 
  class LowRankUpdateSymMatrix : public SymMatrix
  {
  public:
 
 
    LowRankUpdateSymMatrix(const LowRankUpdateSymMatrixSpace* owner_space);
 
    ~LowRankUpdateSymMatrix();
 
    void SetDiag(const Vector& D)
    {
      D_ = &D;
      ObjectChanged();
    }
 
    SmartPtr<const Vector> GetDiag() const
    {
      return D_;
    }
 
    void SetV(const MultiVectorMatrix& V)
    {
      V_ = &V;
      ObjectChanged();
    }
 
    SmartPtr<const MultiVectorMatrix> GetV() const
    {
      return V_;
    }
 
    void SetU(const MultiVectorMatrix& U)
    {
      U_ = &U;
      ObjectChanged();
    }
 
    SmartPtr<const MultiVectorMatrix> GetU() const
    {
      return U_;
    }
 
    SmartPtr<const Matrix> P_LowRank() const;
 
    SmartPtr<const VectorSpace> LowRankVectorSpace() const;
 
    bool ReducedDiag() const;
 
  protected:
    virtual void MultVectorImpl(Number alpha, const Vector& x,
                                Number beta, Vector& y) const;
 
    virtual bool HasValidNumbersImpl() const;
 
    virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const;
 
    virtual void ComputeColAMaxImpl(Vector& cols_norms, bool init) const;
 
    virtual void PrintImpl(const Journalist& jnlst,
                           EJournalLevel level,
                           EJournalCategory category,
                           const std::string& name,
                           Index indent,
                           const std::string& prefix) const;
 
  private:
    LowRankUpdateSymMatrix();
 
    LowRankUpdateSymMatrix(const LowRankUpdateSymMatrix&);
 
    void operator=(const LowRankUpdateSymMatrix&);
 
    SmartPtr<const LowRankUpdateSymMatrixSpace> owner_space_;
 
    SmartPtr<const Vector> D_;
 
    SmartPtr<const MultiVectorMatrix> V_;
 
    SmartPtr<const MultiVectorMatrix> U_;
  };
 
  class LowRankUpdateSymMatrixSpace : public SymMatrixSpace
  {
  public:
    LowRankUpdateSymMatrixSpace(Index dim,
                                SmartPtr<const Matrix> P_LowRank,
                                SmartPtr<const VectorSpace> LowRankVectorSpace,
                                bool reduced_diag)
        :
        SymMatrixSpace(dim),
        P_LowRank_(P_LowRank),
        lowrank_vector_space_(LowRankVectorSpace),
        reduced_diag_(reduced_diag)
    {
      DBG_ASSERT(IsValid(lowrank_vector_space_));
    }
 
    virtual ~LowRankUpdateSymMatrixSpace()
    {}
 
    virtual SymMatrix* MakeNewSymMatrix() const
    {
      return MakeNewLowRankUpdateSymMatrix();
    }
 
    LowRankUpdateSymMatrix* MakeNewLowRankUpdateSymMatrix() const
    {
      return new LowRankUpdateSymMatrix(this);
    }
 
    SmartPtr<const Matrix> P_LowRank() const
    {
      return P_LowRank_;
    }
 
    SmartPtr<const VectorSpace> LowRankVectorSpace() const
    {
      return lowrank_vector_space_;
    }
 
    bool ReducedDiag() const
    {
      return reduced_diag_;
    }
 
  private:
    LowRankUpdateSymMatrixSpace();
 
    LowRankUpdateSymMatrixSpace(const LowRankUpdateSymMatrixSpace&);
 
    void operator=(const LowRankUpdateSymMatrixSpace&);
 
    SmartPtr<const Matrix> P_LowRank_;
 
    SmartPtr<const VectorSpace> lowrank_vector_space_;
 
    bool reduced_diag_;
  };
 
  inline
  SmartPtr<const Matrix> LowRankUpdateSymMatrix::P_LowRank() const
  {
    return owner_space_->P_LowRank();
  }
 
  inline
  SmartPtr<const VectorSpace> LowRankUpdateSymMatrix::LowRankVectorSpace() const
  {
    return owner_space_->LowRankVectorSpace();
  }
 
  inline
  bool LowRankUpdateSymMatrix::ReducedDiag() const
  {
    return owner_space_->ReducedDiag();
  }
 
} // namespace Ipopt
#endif