ConstrainedOptPack::MatrixSymAddDelBunchKaufman Class Reference

This class maintains the factorization of symmetric indefinite matrix using a Bunch & Kaufman factorization. More...

#include <ConstrainedOptPack_MatrixSymAddDelBunchKaufman.hpp>

Inheritance diagram for ConstrainedOptPack::MatrixSymAddDelBunchKaufman:

[legend]List of all members.

Overridden from MatrixSymAddDelUpdateableWithOpNonsingular
const MatrixSymOpNonsing &	op_interface () const
MatrixSymAddDelUpdateable &	update_interface ()
const MatrixSymAddDelUpdateable &	update_interface () const
Overridden from MatrixSymAddDelUpdateable
void	initialize (value_type alpha, size_type max_size)
void	initialize (const DMatrixSliceSym &A, size_type max_size, bool force_factorization, Inertia inertia, PivotTolerances pivot_tols)
size_type	max_size () const
Inertia	inertia () const
void	set_uninitialized ()
void	augment_update (const DVectorSlice *t, value_type alpha, bool force_refactorization, EEigenValType add_eigen_val, PivotTolerances pivot_tols)
void	delete_update (size_type jd, bool force_refactorization, EEigenValType drop_eigen_val, PivotTolerances pivot_tols)
Overridden from MatrixSymOpNonsingSerial
size_type	rows () const
std::ostream &	output (std::ostream &out) const
void	Vp_StMtV (DVectorSlice *vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1, const DVectorSlice &vs_rhs2, value_type beta) const
void	V_InvMtV (DVectorSlice *vs_lhs, BLAS_Cpp::Transp trans_rhs1, const DVectorSlice &vs_rhs2) const
Public Member Functions
	MatrixSymAddDelBunchKaufman ()
	Initializes with 0x0 and pivot_tols == (0.0,0.0,0.0).
void	pivot_tols (PivotTolerances pivot_tols)
	Pivot tolerance used durring the cholesky factorization (it may be zero).
PivotTolerances	pivot_tols () const

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Detailed Description

This class maintains the factorization of symmetric indefinite matrix using a Bunch & Kaufman factorization.

When the matix in question is positive definite or negative definite then a cholesky factorization will be used for greater efficiency. As much as possible the class trys to keep runtime costs down to a minimum while still maintaining a stable factorization.

ToDo: This matrix class could also handle the case of a single negative or positive eigen value in an efficient manner as well.

Definition at line 53 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.hpp.

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Constructor & Destructor Documentation

ConstrainedOptPack::MatrixSymAddDelBunchKaufman::MatrixSymAddDelBunchKaufman (   )

Initializes with 0x0 and pivot_tols == (0.0,0.0,0.0). Definition at line 43 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

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Member Function Documentation

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::pivot_tols (  PivotTolerances  pivot_tols  )

Pivot tolerance used durring the cholesky factorization (it may be zero). Definition at line 47 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

MatrixSymAddDelUpdateable::PivotTolerances ConstrainedOptPack::MatrixSymAddDelBunchKaufman::pivot_tols (   )  const

Definition at line 52 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

const MatrixSymOpNonsing & ConstrainedOptPack::MatrixSymAddDelBunchKaufman::op_interface (   )  const [virtual]

Implements ConstrainedOptPack::MatrixSymAddDelUpdateableWithOpNonsingular. Definition at line 59 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

MatrixSymAddDelUpdateable & ConstrainedOptPack::MatrixSymAddDelBunchKaufman::update_interface (   )  [virtual]

Implements ConstrainedOptPack::MatrixSymAddDelUpdateableWithOpNonsingular. Definition at line 64 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

const MatrixSymAddDelUpdateable & ConstrainedOptPack::MatrixSymAddDelBunchKaufman::update_interface (   )  const [virtual]

Implements ConstrainedOptPack::MatrixSymAddDelUpdateableWithOpNonsingular. Definition at line 69 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::initialize (  value_type  alpha, size_type  max_size )

Definition at line 76 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::initialize (  const DMatrixSliceSym &  A, size_type  max_size, bool  force_factorization, Inertia  inertia, PivotTolerances  pivot_tols )

Definition at line 99 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

size_type ConstrainedOptPack::MatrixSymAddDelBunchKaufman::max_size (   )  const

Definition at line 203 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

MatrixSymAddDelUpdateable::Inertia ConstrainedOptPack::MatrixSymAddDelBunchKaufman::inertia (   )  const

Definition at line 209 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::set_uninitialized (   )

Definition at line 214 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::augment_update (  const DVectorSlice *  t, value_type  alpha, bool  force_refactorization, EEigenValType  add_eigen_val, PivotTolerances  pivot_tols )

Definition at line 219 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::delete_update (  size_type  jd, bool  force_refactorization, EEigenValType  drop_eigen_val, PivotTolerances  pivot_tols )

Definition at line 465 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

size_type ConstrainedOptPack::MatrixSymAddDelBunchKaufman::rows (   )  const

Definition at line 633 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

std::ostream & ConstrainedOptPack::MatrixSymAddDelBunchKaufman::output (  std::ostream &  out  )  const

Definition at line 638 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::Vp_StMtV (  DVectorSlice *  vs_lhs, value_type  alpha, BLAS_Cpp::Transp  trans_rhs1, const DVectorSlice &  vs_rhs2, value_type  beta )  const

Definition at line 661 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

void ConstrainedOptPack::MatrixSymAddDelBunchKaufman::V_InvMtV (  DVectorSlice *  vs_lhs, BLAS_Cpp::Transp  trans_rhs1, const DVectorSlice &  vs_rhs2 )  const

Definition at line 671 of file ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp.

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

• ConstrainedOptPack_MatrixSymAddDelBunchKaufman.hpp
• ConstrainedOptPack_MatrixSymAddDelBunchKaufman.cpp

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