ConstrainedOptPack_MatrixSymPosDefBandedChol.hpp

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00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
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00028 
00029 #ifndef MATRIX_SYM_POS_DEF_BANDED_CHOL_H
00030 #define MATRIX_SYM_POS_DEF_BANDED_CHOL_H
00031 
00032 #include "ConstrainedOptPack_Types.hpp"
00033 #include "AbstractLinAlgPack/src/MatrixSymWithOpFactorized.hpp"
00034 #include "DenseLinAlgPack_DMatrixClass.hpp"
00035 #include "Miref_count_ptr.h"
00036 #include "MiReleaseResource.h"
00037 
00038 namespace ConstrainedOptPack {
00065 class MatrixSymPosDefBandedChol : public MatrixSymWithOpFactorized
00066 {
00067 public:
00068   
00070   typedef Teuchos::RCP<
00071     MemMngPack::ReleaseResource>  release_resource_ptr_t;
00072 
00073   // //////////////
00074     // Constructors
00075 
00080   MatrixSymPosDefBandedChol(
00081     size_type                         n                       = 0
00082     ,size_type                        kd                      = 0
00083     ,DMatrixSlice                   *MB                     = NULL
00084     ,const release_resource_ptr_t&    MB_release_resource_ptr = NULL
00085     ,BLAS_Cpp::Uplo                   MB_uplo                 = BLAS_Cpp::lower
00086     ,DMatrixSlice                   *UB                     = NULL
00087     ,const release_resource_ptr_t&    UB_release_resource_ptr = NULL
00088     ,BLAS_Cpp::Uplo                   UB_uplo                 = BLAS_Cpp::lower
00089     ,bool                             update_factor           = false
00090     ,value_type                       scale                   = 1.0
00091     );
00092 
00093   // ///////////////////////////
00094     // Access representation
00095 
00128   void initialize(
00129     size_type                         n                       = 0
00130     ,size_type                        kd                      = 0
00131     ,DMatrixSlice                   *MB                     = NULL
00132     ,const release_resource_ptr_t&    MB_release_resource_ptr = NULL
00133     ,BLAS_Cpp::Uplo                   MB_uplo                 = BLAS_Cpp::lower
00134     ,DMatrixSlice                   *UB                     = NULL
00135     ,const release_resource_ptr_t&    UB_release_resource_ptr = NULL
00136     ,BLAS_Cpp::Uplo                   UB_uplo                 = BLAS_Cpp::lower
00137     ,bool                             update_factor           = false
00138     ,value_type                       scale                   = 1.0
00139     );
00140 
00142   size_type kd() const;
00145   DMatrixSlice& MB();
00147   const DMatrixSlice& MB() const;
00149   BLAS_Cpp::Uplo MB_uplo() const;
00152   DMatrixSlice& UB();
00154   const DMatrixSlice& UB() const;
00156   BLAS_Cpp::Uplo UB_uplo() const;
00157 
00158   // /////////////////////////////
00159   // Overridden from MatrixOp
00160 
00162   size_type rows() const;
00164   size_type nz() const;
00166   std::ostream& output(std::ostream& out) const;
00168   void Vp_StMtV(DVectorSlice* vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1
00169     , const DVectorSlice& vs_rhs2, value_type beta) const;
00171   void Vp_StMtV(DVectorSlice* vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1
00172     , const SpVectorSlice& sv_rhs2, value_type beta) const;
00174   void Vp_StPtMtV(DVectorSlice* vs_lhs, value_type alpha
00175     , const GenPermMatrixSlice& P_rhs1, BLAS_Cpp::Transp P_rhs1_trans
00176     , BLAS_Cpp::Transp M_rhs2_trans
00177     , const DVectorSlice& vs_rhs3, value_type beta) const;
00179   void Vp_StPtMtV(DVectorSlice* vs_lhs, value_type alpha
00180     , const GenPermMatrixSlice& P_rhs1, BLAS_Cpp::Transp P_rhs1_trans
00181     , BLAS_Cpp::Transp M_rhs2_trans
00182     , const SpVectorSlice& sv_rhs3, value_type beta) const;
00183 
00184   // //////////////////////////////////
00185   // Overridden from MatrixFactorized
00186 
00188   void V_InvMtV(DVectorSlice* vs_lhs, BLAS_Cpp::Transp trans_rhs1
00189     , const DVectorSlice& vs_rhs2) const;
00190 
00191 private:
00192   
00193   // /////////////////////////////
00194   // Private data members
00195 
00196   size_type                       n_;
00197   size_type                       kd_;
00198   DMatrixSlice                  MB_;
00199   release_resource_ptr_t          MB_release_resource_ptr_;
00200   BLAS_Cpp::Uplo                  MB_uplo_;
00201   mutable DMatrixSlice          UB_;
00202   mutable release_resource_ptr_t  UB_release_resource_ptr_;
00203   mutable BLAS_Cpp::Uplo          UB_uplo_;
00204   mutable bool                    factor_updated_;
00205   value_type                      scale_;
00206 
00207   // /////////////////////////////
00208   // Private member functions
00209 
00210   void assert_initialized() const;
00211   void update_factorization() const;
00212 
00213 }; // end class MatrixSymPosDefBandedChol
00214 
00215 // ///////////////////////////////////////////////////////
00216 // Inline members for MatrixSymPosDefBandedChol
00217 
00218 inline
00219 size_type MatrixSymPosDefBandedChol::kd() const
00220 {
00221   return kd_;
00222 }
00223 
00224 inline
00225 DMatrixSlice& MatrixSymPosDefBandedChol::MB()
00226 {
00227   return MB_;
00228 }
00229 
00230 inline
00231 const DMatrixSlice& MatrixSymPosDefBandedChol::MB() const
00232 {
00233   return MB_;
00234 }
00235 
00236 inline
00237 BLAS_Cpp::Uplo MatrixSymPosDefBandedChol::MB_uplo() const
00238 {
00239   return MB_uplo_;
00240 }
00241 
00242 inline
00243 DMatrixSlice& MatrixSymPosDefBandedChol::UB()
00244 {
00245   return UB_;
00246 }
00247 
00248 inline
00249 const DMatrixSlice& MatrixSymPosDefBandedChol::UB() const
00250 {
00251   return UB_;
00252 }
00253 
00254 inline
00255 BLAS_Cpp::Uplo MatrixSymPosDefBandedChol::UB_uplo() const
00256 {
00257   return UB_uplo_;
00258 }
00259 
00260 } // end namespace ConstrainedOptPack
00261 
00262 #endif // MATRIX_SYM_POS_DEF_BANDED_CHOL_H

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