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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. 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Bartlett (rabartl@sandia.gov) 00038 // 00039 // *********************************************************************** 00040 // @HEADER 00041 00042 #include "ConstrainedOptPack_MatrixIdentConcat.hpp" 00043 #include "AbstractLinAlgPack_LinAlgOpPack.hpp" 00044 #include "AbstractLinAlgPack_MatrixOpOut.hpp" 00045 #include "AbstractLinAlgPack_VectorSpace.hpp" 00046 #include "AbstractLinAlgPack_VectorMutable.hpp" 00047 #include "AbstractLinAlgPack_VectorStdOps.hpp" 00048 #include "AbstractLinAlgPack_SpVectorClass.hpp" 00049 #include "AbstractLinAlgPack_AssertOp.hpp" 00050 #include "AbstractLinAlgPack_SpVectorOp.hpp" // RAB: 12/20/2002: Must be after DenseLinAlgPack_LinAlgOpPack.hpp 00051 // for Intel C++ 5.0 (Windows 2000). Namespaces 00052 // and lookup rules don't work properly with this compiler. 00053 #include "Teuchos_FancyOStream.hpp" 00054 00055 namespace { 00056 00057 // Get a view of a vector (two versions) 00058 00059 inline 00060 Teuchos::RCP<const AbstractLinAlgPack::Vector> 00061 get_view( 00062 const AbstractLinAlgPack::Vector &v 00063 ,const RangePack::Range1D &rng 00064 ) 00065 { 00066 return v.sub_view(rng); 00067 } 00068 00069 inline 00070 Teuchos::RCP<const AbstractLinAlgPack::SpVectorSlice> 00071 get_view( 00072 const AbstractLinAlgPack::SpVectorSlice &v 00073 ,const RangePack::Range1D &rng 00074 ) 00075 { 00076 return Teuchos::rcp( new AbstractLinAlgPack::SpVectorSlice( v(rng) ) ); 00077 } 00078 00079 // Matrix-vector multiplication 00080 00081 template<class V> 00082 void mat_vec( 00083 AbstractLinAlgPack::VectorMutable *y 00084 ,AbstractLinAlgPack::value_type a 00085 ,AbstractLinAlgPack::value_type alpha 00086 ,const AbstractLinAlgPack::MatrixOp &D 00087 ,BLAS_Cpp::Transp D_trans 00088 ,const DenseLinAlgPack::Range1D &D_rng 00089 ,const DenseLinAlgPack::Range1D &I_rng 00090 ,BLAS_Cpp::Transp M_trans 00091 ,const V &x 00092 ,AbstractLinAlgPack::value_type b 00093 ) 00094 { 00095 using BLAS_Cpp::no_trans; 00096 using BLAS_Cpp::trans; 00097 using BLAS_Cpp::trans_not; 00098 00099 // 00100 // M = [ alpha*op(D) ] or [ I ] 00101 // [ I ] [ alpha*op(D) ] 00102 // 00103 if( M_trans == no_trans ) { 00104 // 00105 // y = b*y + a*M*x 00106 // => 00107 // y(D_rng) = b*y(D_rng) + a*alpha*op(D)*x 00108 // y(I_rng) = b*y(I_rng) + a*x 00109 // 00110 AbstractLinAlgPack::VectorSpace::vec_mut_ptr_t 00111 y_D = y->sub_view(D_rng), 00112 y_I = y->sub_view(I_rng); 00113 // y(D_rng) = b*y(D_rng) + a*alpha*op(D)*x 00114 AbstractLinAlgPack::Vp_StMtV( y_D.get(), a*alpha, D, D_trans, x, b ); 00115 // y(I_rng) = b*y(I_rng) + a*x 00116 LinAlgOpPack::Vt_S( y_I.get(), b ); 00117 LinAlgOpPack::Vp_StV( y_I.get(), a, x ); 00118 } 00119 else { 00120 // 00121 // y = b*y + a*M'*x 00122 // => 00123 // y = b*y + a*alpha*op(D')*x(D_rng) + a*x(I_rng) 00124 // 00125 LinAlgOpPack::Vp_StMtV( y, a*alpha, D, trans_not(D_trans), *get_view(x,D_rng), b ); 00126 LinAlgOpPack::Vp_StV( y, a, *get_view(x,I_rng) ); 00127 } 00128 } 00129 00130 } // end namespace 00131 00132 namespace ConstrainedOptPack { 00133 00134 // Overridden from MatrixBase 00135 00136 size_type MatrixIdentConcat::rows() const 00137 { 00138 return this->D_rng().size() + this->I_rng().size(); 00139 } 00140 00141 size_type MatrixIdentConcat::cols() const 00142 { 00143 return this->I_rng().size(); 00144 } 00145 00146 size_type MatrixIdentConcat::nz() const 00147 { 00148 const MatrixOp& D = this->D(); 00149 return D.nz() + BLAS_Cpp::cols(D.rows(),D.cols(),D_trans()); // D and I 00150 } 00151 00152 // Overridden from MatrixOp 00153 00154 std::ostream& MatrixIdentConcat::output(std::ostream& out_arg) const 00155 { 00156 Teuchos::RCP<Teuchos::FancyOStream> out = Teuchos::getFancyOStream(Teuchos::rcp(&out_arg,false)); 00157 Teuchos::OSTab tab(out); 00158 const Range1D D_rng = this->D_rng(); 00159 const BLAS_Cpp::Transp D_trans = this->D_trans(); 00160 *out << "Converted to dense =\n"; 00161 MatrixOp::output(*out); 00162 *out << "This is a " << this->rows() << " x " << this->cols() 00163 << " general matrix / identity matrix concatenated matrix object "; 00164 if( D_rng.lbound() == 1 ) { 00165 if( D_trans == BLAS_Cpp::no_trans ) 00166 *out << "[ alpha*D; I ]"; 00167 else 00168 *out << "[ alpha*D'; I ]"; 00169 } 00170 else { 00171 if( D_trans == BLAS_Cpp::no_trans ) 00172 *out << "[ I; alpha*D ]"; 00173 else 00174 *out << "[ I; alpha*D' ]"; 00175 } 00176 *out << " where alpha and D are:"; 00177 tab.incrTab(); 00178 *out << "\nalpha = " << this->alpha(); 00179 *out << "\nD =\n" << D(); 00180 return out_arg; 00181 } 00182 00183 void MatrixIdentConcat::Vp_StMtV( 00184 VectorMutable* y, value_type a, BLAS_Cpp::Transp M_trans 00185 , const Vector& x, value_type b 00186 ) const 00187 { 00188 AbstractLinAlgPack::Vp_MtV_assert_compatibility(y,*this,M_trans,x); 00189 mat_vec( y, a, alpha(), D(), D_trans(), D_rng(), I_rng(), M_trans, x, b ); 00190 } 00191 00192 void MatrixIdentConcat::Vp_StMtV( 00193 VectorMutable* y, value_type a, BLAS_Cpp::Transp M_trans 00194 , const SpVectorSlice& x, value_type b 00195 ) const 00196 { 00197 00198 AbstractLinAlgPack::Vp_MtV_assert_compatibility(y,*this,M_trans,x); 00199 mat_vec( y, a, alpha(), D(), D_trans(), D_rng(), I_rng(), M_trans, x, b ); 00200 } 00201 00202 } // end namespace ConstrainedOptPack
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