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ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization
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00001 // @HEADER 00002 // *********************************************************************** 00003 // 00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization 00005 // Copyright (2003) Sandia Corporation 00006 // 00007 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive 00008 // license for use of this work by or on behalf of the U.S. Government. 00009 // 00010 // Redistribution and use in source and binary forms, with or without 00011 // modification, are permitted provided that the following conditions are 00012 // met: 00013 // 00014 // 1. Redistributions of source code must retain the above copyright 00015 // notice, this list of conditions and the following disclaimer. 00016 // 00017 // 2. Redistributions in binary form must reproduce the above copyright 00018 // notice, this list of conditions and the following disclaimer in the 00019 // documentation and/or other materials provided with the distribution. 00020 // 00021 // 3. Neither the name of the Corporation nor the names of the 00022 // contributors may be used to endorse or promote products derived from 00023 // this software without specific prior written permission. 00024 // 00025 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY 00026 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 00027 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR 00028 // PURPOSE ARE DISCLAIMED. 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Bartlett (rabartl@sandia.gov) 00038 // 00039 // *********************************************************************** 00040 // @HEADER 00041 00042 #ifndef MATRIX_HESSIAN_SUPER_BASIC_H 00043 #define MATRIX_HESSIAN_SUPER_BASIC_H 00044 00045 #include <vector> 00046 00047 #include "ConstrainedOptPack/src/ConstrainedOptPack_Types.hpp" 00048 #include "AbstractLinAlgPack/src/MatrixSymWithOpFactorized.hpp" 00049 #include "AbstractLinAlgPack/src/AbstractLinAlgPack_GenPermMatrixSlice.hpp" 00050 #include "Miref_count_ptr.h" 00051 00052 namespace ConstrainedOptPack { 00053 00087 class MatrixHessianSuperBasic 00088 : public virtual MatrixSymOp 00089 { 00090 public: 00091 00093 typedef Teuchos::RCP<const MatrixSymWithOpFactorized> 00094 B_RR_ptr_t; 00096 typedef Teuchos::RCP<const MatrixOp> 00097 B_RX_ptr_t; 00099 typedef Teuchos::RCP<const MatrixSymOp> 00100 B_XX_ptr_t; 00102 typedef std::vector<EBounds> 00103 bnd_fixed_t; 00104 00107 MatrixHessianSuperBasic(); 00108 00172 virtual void initialize( 00173 size_type n 00174 ,size_type n_R 00175 ,const size_type i_x_free[] 00176 ,const size_type i_x_fixed[] 00177 ,const EBounds bnd_fixed[] 00178 ,const B_RR_ptr_t& B_RR_ptr 00179 ,const B_RX_ptr_t& B_RX_ptr 00180 ,BLAS_Cpp::Transp B_RX_trans 00181 ,const B_XX_ptr_t& B_XX_ptr 00182 ); 00183 00186 00188 const GenPermMatrixSlice& Q_R() const; 00190 const GenPermMatrixSlice& Q_X() const; 00192 const bnd_fixed_t& bnd_fixed() const; 00194 const B_RR_ptr_t& B_RR_ptr() const; 00196 const B_RX_ptr_t& B_RX_ptr() const; 00198 BLAS_Cpp::Transp B_RX_trans() const; 00200 const B_XX_ptr_t& B_XX_ptr() const; 00201 00203 00206 00208 size_type rows() const; 00209 00211 00214 00216 void Vp_StMtV(DVectorSlice* vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1 00217 , const DVectorSlice& vs_rhs2, value_type beta) const; 00219 void Vp_StMtV(DVectorSlice* vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1 00220 , const SpVectorSlice& sv_rhs2, value_type beta) const; 00222 void Vp_StPtMtV(DVectorSlice* vs_lhs, value_type alpha 00223 , const GenPermMatrixSlice& P_rhs1, BLAS_Cpp::Transp P_rhs1_trans 00224 , BLAS_Cpp::Transp M_rhs2_trans 00225 , const DVectorSlice& sv_rhs3, value_type beta) const; 00227 value_type transVtMtV(const SpVectorSlice& sv_rhs1, BLAS_Cpp::Transp trans_rhs2 00228 , const SpVectorSlice& sv_rhs3) const ; 00229 00231 00232 protected: 00233 00235 void assert_initialized() const; 00236 00237 private: 00238 00239 // /////////////////////////////////// 00240 // Private types 00241 00242 typedef std::vector<size_type> row_i_t; 00243 typedef std::vector<size_type> col_j_t; 00244 00245 // /////////////////////////////////// 00246 // Private data members 00247 00248 size_type n_; 00249 size_type n_R_; 00250 GenPermMatrixSlice Q_R_; // Sorted by row 00251 row_i_t Q_R_row_i_; 00252 col_j_t Q_R_col_j_; 00253 GenPermMatrixSlice Q_X_; // Sorted by row 00254 row_i_t Q_X_row_i_; 00255 col_j_t Q_X_col_j_; 00256 bnd_fixed_t bnd_fixed_; 00257 B_RR_ptr_t B_RR_ptr_; 00258 B_RX_ptr_t B_RX_ptr_; 00259 BLAS_Cpp::Transp B_RX_trans_; 00260 B_XX_ptr_t B_XX_ptr_; 00261 00262 }; // end class MatrixHessianSuperBasic 00263 00264 // //////////////////////////////////////////// 00265 // Inline members for MatrixHessianSuperBasic 00266 00267 inline 00268 const GenPermMatrixSlice& MatrixHessianSuperBasic::Q_R() const 00269 { 00270 assert_initialized(); 00271 return Q_R_; 00272 } 00273 00274 inline 00275 const GenPermMatrixSlice& MatrixHessianSuperBasic::Q_X() const 00276 { 00277 assert_initialized(); 00278 return Q_X_; 00279 } 00280 00281 inline 00282 const MatrixHessianSuperBasic::bnd_fixed_t& 00283 MatrixHessianSuperBasic::bnd_fixed() const 00284 { 00285 return bnd_fixed_; 00286 } 00287 00288 inline 00289 const MatrixHessianSuperBasic::B_RR_ptr_t& 00290 MatrixHessianSuperBasic::B_RR_ptr() const 00291 { 00292 assert_initialized(); 00293 return B_RR_ptr_; 00294 } 00295 00296 inline 00297 const MatrixHessianSuperBasic::B_RX_ptr_t& 00298 MatrixHessianSuperBasic::B_RX_ptr() const{ 00299 assert_initialized(); 00300 return B_RX_ptr_; 00301 } 00302 00303 inline 00304 BLAS_Cpp::Transp MatrixHessianSuperBasic::B_RX_trans() const 00305 { 00306 assert_initialized(); 00307 return B_RX_trans_; 00308 } 00309 00310 inline 00311 const MatrixHessianSuperBasic::B_XX_ptr_t& 00312 MatrixHessianSuperBasic::B_XX_ptr() const 00313 { 00314 assert_initialized(); 00315 return B_XX_ptr_; 00316 } 00317 00318 } // end namespace ConstrainedOptPack 00319 00320 #endif // MATRIX_HESSIAN_SUPER_BASIC_H
1.7.6.1