ConstrainedOptPack::MatrixDecompRangeOrthog Class Reference

Matrix subclass for variable reduction orthogonal matrix R = Gc(:,con_decomp)'*Y. More...

#include <ConstrainedOptPack_MatrixDecompRangeOrthog.hpp>

Inheritance diagram for ConstrainedOptPack::MatrixDecompRangeOrthog:

[legend]List of all members.

Constructors/initializers
	MatrixDecompRangeOrthog ()
	Constructs uninitialized.
	MatrixDecompRangeOrthog (const C_ptr_t &C_ptr, const D_ptr_t &D_ptr, const S_ptr_t &S_ptr)
	Calls this->initialize().
void	initialize (const C_ptr_t &C_ptr, const D_ptr_t &D_ptr, const S_ptr_t &S_ptr)
	Initialize the matrix object.
void	set_uninitialized ()
	Make uninitialized.
Access
const C_ptr_t &	C_ptr () const
const D_ptr_t &	D_ptr () const
const S_ptr_t &	S_ptr () const
Overridden from MatrixOp
size_type	rows () const
size_type	cols () const
const VectorSpace &	space_cols () const
const VectorSpace &	space_rows () const
std::ostream &	output (std::ostream &out) const
void	Vp_StMtV (VectorMutable *v_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1, const Vector &v_rhs2, value_type beta) const
Overridden from MatrixOpNonsing
void	V_InvMtV (VectorMutable *v_lhs, BLAS_Cpp::Transp trans_rhs1, const Vector &v_rhs2) const

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Detailed Description

Matrix subclass for variable reduction orthogonal matrix R = Gc(:,con_decomp)'*Y.

This matrix class is used to represent the matrix:

 R = C*(I + D*D')

 inv(R) =  inv(I + D*D') * inv(C)

        = (I - D * inv(I + D'*D) * D') * inv(C)
                       \______/
                          S
 

Above, the expresion for inv(R) is derived using the Sherman-Morrison-Woodbury formula. The nonsingular matrix S = I + D'*D is setup by the client, along with the basis matrix C and the direct sensitivity matrix D.

Definition at line 54 of file ConstrainedOptPack_MatrixDecompRangeOrthog.hpp.

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Constructor & Destructor Documentation

ConstrainedOptPack::MatrixDecompRangeOrthog::MatrixDecompRangeOrthog (   )

Constructs uninitialized. Postconditions: Same as for this->set_uninitialized(). Definition at line 43 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

ConstrainedOptPack::MatrixDecompRangeOrthog::MatrixDecompRangeOrthog (  const C_ptr_t &  C_ptr, const D_ptr_t &  D_ptr, const S_ptr_t &  S_ptr )

Calls this->initialize(). Definition at line 46 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

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Member Function Documentation

void ConstrainedOptPack::MatrixDecompRangeOrthog::initialize (  const C_ptr_t &  C_ptr, const D_ptr_t &  D_ptr, const S_ptr_t &  S_ptr )

Initialize the matrix object. Parameters: C_ptr  [in] D_ptr  [in] S_ptr  [in] Preconditions: C_ptr.get() != NULL (throw std::invalid_argument) D_ptr.get() != NULL (throw std::invalid_argument) S_ptr.get() != NULL (throw std::invalid_argument) C_ptr->space_rows().is_compatible(D_ptr->space_cols()) == true (throw VectorSpace::IncompatibleVectorSpaces) S_ptr->space_cols().is_compatible(D_ptr->space_rows()) == true (throw VectorSpace::IncompatibleVectorSpaces) Postconditions: this->C_ptr().get() == C_ptr.get() this->D_ptr().get() == D_ptr.get() this->S_ptr().get() == S_ptr.get() this->space_cols().is_compatible(C_ptr->space_cols()) this->space_rows().is_compatible(C_ptr->space_rows()) Definition at line 55 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

void ConstrainedOptPack::MatrixDecompRangeOrthog::set_uninitialized (   )

Make uninitialized. Postconditions: this->C_ptr().get() == NULL this->D_ptr().get() == NULL this->S_ptr().get() == NULL this->rows() == 0 this->cols() == 0 Definition at line 86 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

const MatrixDecompRangeOrthog::C_ptr_t & ConstrainedOptPack::MatrixDecompRangeOrthog::C_ptr (   )  const [inline]

Definition at line 201 of file ConstrainedOptPack_MatrixDecompRangeOrthog.hpp.

const MatrixDecompRangeOrthog::D_ptr_t & ConstrainedOptPack::MatrixDecompRangeOrthog::D_ptr (   )  const [inline]

Definition at line 208 of file ConstrainedOptPack_MatrixDecompRangeOrthog.hpp.

const MatrixDecompRangeOrthog::S_ptr_t & ConstrainedOptPack::MatrixDecompRangeOrthog::S_ptr (   )  const [inline]

Definition at line 215 of file ConstrainedOptPack_MatrixDecompRangeOrthog.hpp.

size_type ConstrainedOptPack::MatrixDecompRangeOrthog::rows (   )  const [virtual]

Reimplemented from AbstractLinAlgPack::MatrixBase. Definition at line 96 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

size_type ConstrainedOptPack::MatrixDecompRangeOrthog::cols (   )  const [virtual]

Reimplemented from AbstractLinAlgPack::MatrixBase. Definition at line 101 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

const VectorSpace & ConstrainedOptPack::MatrixDecompRangeOrthog::space_cols (   )  const [virtual]

Implements AbstractLinAlgPack::MatrixBase. Definition at line 106 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

const VectorSpace & ConstrainedOptPack::MatrixDecompRangeOrthog::space_rows (   )  const [virtual]

Implements AbstractLinAlgPack::MatrixBase. Definition at line 111 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

std::ostream & ConstrainedOptPack::MatrixDecompRangeOrthog::output (  std::ostream &  out  )  const [virtual]

Reimplemented from AbstractLinAlgPack::MatrixOp. Definition at line 116 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

void ConstrainedOptPack::MatrixDecompRangeOrthog::Vp_StMtV (  VectorMutable *  v_lhs, value_type  alpha, BLAS_Cpp::Transp  trans_rhs1, const Vector &  v_rhs2, value_type  beta )  const [virtual]

Implements AbstractLinAlgPack::MatrixOp. Definition at line 130 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

void ConstrainedOptPack::MatrixDecompRangeOrthog::V_InvMtV (  VectorMutable *  v_lhs, BLAS_Cpp::Transp  trans_rhs1, const Vector &  v_rhs2 )  const [virtual]

Implements AbstractLinAlgPack::MatrixNonsing. Definition at line 192 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

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The documentation for this class was generated from the following files:

• ConstrainedOptPack_MatrixDecompRangeOrthog.hpp
• ConstrainedOptPack_MatrixDecompRangeOrthog.cpp

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