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ConstrainedOptPack_MatrixSymPosDefInvCholFactor.hpp
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00041 
00042 #ifndef MATRIX_SYM_POS_DEF_INV_CHOL_FACTOR_H
00043 #define MATRIX_SYM_POS_DEF_INV_CHOL_FACTOR_H
00044 
00045 #include "SymInvCholMatrixClass.hpp"
00046 #include "AbstractLinAlgPack_MatrixSymSecant.hpp"
00047 #include "AbstractLinAlgPack_MatrixExtractInvCholFactor.hpp"
00048 #include "AbstractLinAlgPack_MatrixWithOpConcreteEncap.hpp"
00049 #include "AbstractLinAlgPack/src/MatrixSymWithOpFactorized.hpp"
00050 #include "SerializationPack_Serializable.hpp"
00051 
00052 namespace ConstrainedOptPack {
00053 
00056 class MatrixSymPosDefInvCholFactor
00057   : public virtual MatrixWithOpConcreteEncap<SymInvCholMatrix>
00058   , public virtual MatrixSymWithOpFactorized
00059   , public MatrixSymSecant
00060   , public MatrixExtractInvCholFactor
00061   , public virtual SerializationPack::Serializable
00062 {
00063 public:
00064 
00066   MatrixSymPosDefInvCholFactor()
00067   {}
00068 
00070   MatrixSymPosDefInvCholFactor(const SymInvCholMatrix& m)
00071     : MatrixWithOpConcreteEncap<SymInvCholMatrix>(m)
00072   {}
00073 
00076 
00078   size_type cols() const;
00079 
00081 
00084 
00086   MatrixOp& operator=(const MatrixOp& m);
00088   std::ostream& output(std::ostream& out) const;
00090   void Vp_StMtV(DVectorSlice* vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1
00091     , const DVectorSlice& vs_rhs2, value_type beta) const;
00093   void Vp_StMtV(DVectorSlice* vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1
00094     , const SpVectorSlice& sv_rhs2, value_type beta) const;
00096   value_type transVtMtV(const DVectorSlice& vs_rhs1, BLAS_Cpp::Transp trans_rhs2
00097     , const DVectorSlice& vs_rhs3) const;
00099   value_type transVtMtV(const SpVectorSlice& sv_rhs1, BLAS_Cpp::Transp trans_rhs2
00100     , const SpVectorSlice& sv_rhs3) const;
00101 
00103 
00106 
00108   void V_InvMtV(DVector* v_lhs, BLAS_Cpp::Transp trans_rhs1
00109     , const DVectorSlice& vs_rhs2) const;
00111   void V_InvMtV(DVectorSlice* vs_lhs, BLAS_Cpp::Transp trans_rhs1
00112     , const DVectorSlice& vs_rhs2) const;
00114   void V_InvMtV(DVector* v_lhs, BLAS_Cpp::Transp trans_rhs1
00115     , const SpVectorSlice& sv_rhs2) const;
00117   void V_InvMtV(DVectorSlice* vs_lhs, BLAS_Cpp::Transp trans_rhs1
00118     , const SpVectorSlice& sv_rhs2) const;
00120   value_type transVtInvMtV(const DVectorSlice& vs_rhs1
00121     , BLAS_Cpp::Transp trans_rhs2, const DVectorSlice& vs_rhs3) const;
00123   value_type transVtInvMtV(const SpVectorSlice& sv_rhs1
00124     , BLAS_Cpp::Transp trans_rhs2, const SpVectorSlice& sv_rhs3) const;
00125 
00127 
00130 
00132   void M_StMtInvMtM( DMatrixSliceSym* sym_gms_lhs, value_type alpha
00133     , const MatrixOp& mwo, BLAS_Cpp::Transp mwo_trans, EMatrixDummyArg
00134     ) const;
00135 
00137 
00140 
00142   void init_identity( size_type n, value_type alpha );
00144   void init_diagonal( const DVectorSlice& diag );
00146   void secant_update(DVectorSlice* s, DVectorSlice* y, DVectorSlice* Bs);
00147 
00149 
00152 
00154   void extract_inv_chol( DMatrixSliceTriEle* InvChol ) const;
00155 
00157 
00160 
00162   void serialize( std::ostream &out ) const;
00164   void unserialize( std::istream &in );
00165 
00167 
00168 };  // end class MatrixSymPosDefInvCholFactor
00169 
00170 } // end namespace ConstrainedOptPack 
00171 
00172 #endif  // MATRIX_SYM_POS_DEF_INV_CHOL_FACTOR_H
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