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ConstrainedOptPack_MatrixSymIdentitySerial.cpp
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00041 
00042 #include <assert.h>
00043 
00044 #include <limits>
00045 
00046 #include "ConstrainedOptPack_MatrixSymIdentitySerial.hpp"
00047 #include "DenseLinAlgPack_DMatrixAsTriSym.hpp"
00048 #include "DenseLinAlgPack_DMatrixOp.hpp"
00049 #include "DenseLinAlgPack_DMatrixOut.hpp"
00050 #include "DenseLinAlgPack_LinAlgOpPack.hpp"
00051 #include "DenseLinAlgPack_AssertOp.hpp"
00052 
00053 namespace ConstrainedOptPack {
00054 
00055 // Constructors
00056 
00057 MatrixSymIdentitySerial::MatrixSymIdentitySerial(size_type size, value_type scale)
00058 {
00059   this->initialize(size,scale);
00060 }
00061 
00062 void MatrixSymIdentitySerial::initialize(size_type size, value_type scale)
00063 {
00064   size_  = size;
00065   scale_ = scale;
00066 }
00067 
00068 // Overridden from MatrixBase
00069 
00070 size_type MatrixSymIdentitySerial::rows() const
00071 {
00072   return size_;
00073 }
00074 
00075 size_type MatrixSymIdentitySerial::nz() const
00076 {
00077   return size_;
00078 }
00079 
00080 // Overridden from MatrixOp
00081 
00082 std::ostream& MatrixSymIdentitySerial::output(std::ostream& out) const
00083 {
00084   out << "Identity matrix of size " << size_ << " x " << size_ << std::endl;
00085   return out;
00086 }
00087 
00088 // Overridden from MatrixOpSerial
00089 
00090 void MatrixSymIdentitySerial::Vp_StMtV(
00091   DVectorSlice* y, value_type a, BLAS_Cpp::Transp M_trans
00092   ,const DVectorSlice& x, value_type b
00093   ) const
00094 {
00095   DenseLinAlgPack::Vp_MtV_assert_sizes( y->dim(), rows(), cols(), BLAS_Cpp::no_trans, x.dim() );
00096   DenseLinAlgPack::Vt_S(y,b);
00097   DenseLinAlgPack::Vp_StV(y,a*scale_,x);
00098 }
00099 
00100 // Overridden from MatrixNonsinguarSerial
00101 
00102 void MatrixSymIdentitySerial::V_InvMtV(
00103   DVectorSlice* y, BLAS_Cpp::Transp M_trans, const DVectorSlice& x
00104   ) const
00105 {
00106   DenseLinAlgPack::Vp_MtV_assert_sizes( y->dim(), rows(), cols(), BLAS_Cpp::no_trans, x.dim() );
00107   LinAlgOpPack::V_StV(y,scale_,x);
00108 }
00109 
00110 // Overridden from MatrixSymNonsing
00111 
00112 void MatrixSymIdentitySerial::M_StMtInvMtM(
00113     DMatrixSliceSym* S, value_type a
00114     ,const MatrixOpSerial& B, BLAS_Cpp::Transp B_trans
00115     ,EMatrixDummyArg dummy_arg
00116   ) const
00117 {
00118   this->MatrixSymNonsingSerial::M_StMtInvMtM(S,a,B,B_trans,dummy_arg);
00119   // ToDo: Implement by calling S = b*S + scale*a*op(B')*op(B)
00120 }
00121 
00122 // Overridden from MatrixExtractInvCholFactor
00123 
00124 void MatrixSymIdentitySerial::extract_inv_chol( DMatrixSliceTriEle* InvChol ) const
00125 {
00126   if( scale_ < 0.0 )
00127     throw std::logic_error(
00128       "MatrixSymIdentitySerial::extract_inv_chol(...) : "
00129       "Error, we can not compute the inverse cholesky factor "
00130       "of a negative definite matrix." );
00131   DenseLinAlgPack::assign( &InvChol->gms(), 0.0 );
00132   InvChol->gms().diag() = 1.0 / std::sqrt(scale_);
00133 }
00134 
00135 } // end namespace ConstrainedOptPack
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