ConstrainedOptPack_MatrixSymPosDefInvCholFactor.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_INV_CHOL_FACTOR_H
00030 #define MATRIX_SYM_POS_DEF_INV_CHOL_FACTOR_H
00031 
00032 #include "SymInvCholMatrixClass.hpp"
00033 #include "AbstractLinAlgPack_MatrixSymSecant.hpp"
00034 #include "AbstractLinAlgPack_MatrixExtractInvCholFactor.hpp"
00035 #include "AbstractLinAlgPack_MatrixWithOpConcreteEncap.hpp"
00036 #include "AbstractLinAlgPack/src/MatrixSymWithOpFactorized.hpp"
00037 #include "SerializationPack_Serializable.hpp"
00038 
00039 namespace ConstrainedOptPack {
00040 
00043 class MatrixSymPosDefInvCholFactor
00044   : public virtual MatrixWithOpConcreteEncap<SymInvCholMatrix>
00045   , public virtual MatrixSymWithOpFactorized
00046   , public MatrixSymSecant
00047   , public MatrixExtractInvCholFactor
00048   , public virtual SerializationPack::Serializable
00049 {
00050 public:
00051 
00053   MatrixSymPosDefInvCholFactor()
00054   {}
00055 
00057   MatrixSymPosDefInvCholFactor(const SymInvCholMatrix& m)
00058     : MatrixWithOpConcreteEncap<SymInvCholMatrix>(m)
00059   {}
00060 
00063 
00065   size_type cols() const;
00066 
00068 
00071 
00073   MatrixOp& operator=(const MatrixOp& m);
00075   std::ostream& output(std::ostream& out) const;
00077   void Vp_StMtV(DVectorSlice* vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1
00078     , const DVectorSlice& vs_rhs2, value_type beta) const;
00080   void Vp_StMtV(DVectorSlice* vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1
00081     , const SpVectorSlice& sv_rhs2, value_type beta) const;
00083   value_type transVtMtV(const DVectorSlice& vs_rhs1, BLAS_Cpp::Transp trans_rhs2
00084     , const DVectorSlice& vs_rhs3) const;
00086   value_type transVtMtV(const SpVectorSlice& sv_rhs1, BLAS_Cpp::Transp trans_rhs2
00087     , const SpVectorSlice& sv_rhs3) const;
00088 
00090 
00093 
00095   void V_InvMtV(DVector* v_lhs, BLAS_Cpp::Transp trans_rhs1
00096     , const DVectorSlice& vs_rhs2) const;
00098   void V_InvMtV(DVectorSlice* vs_lhs, BLAS_Cpp::Transp trans_rhs1
00099     , const DVectorSlice& vs_rhs2) const;
00101   void V_InvMtV(DVector* v_lhs, BLAS_Cpp::Transp trans_rhs1
00102     , const SpVectorSlice& sv_rhs2) const;
00104   void V_InvMtV(DVectorSlice* vs_lhs, BLAS_Cpp::Transp trans_rhs1
00105     , const SpVectorSlice& sv_rhs2) const;
00107   value_type transVtInvMtV(const DVectorSlice& vs_rhs1
00108     , BLAS_Cpp::Transp trans_rhs2, const DVectorSlice& vs_rhs3) const;
00110   value_type transVtInvMtV(const SpVectorSlice& sv_rhs1
00111     , BLAS_Cpp::Transp trans_rhs2, const SpVectorSlice& sv_rhs3) const;
00112 
00114 
00117 
00119   void M_StMtInvMtM( DMatrixSliceSym* sym_gms_lhs, value_type alpha
00120     , const MatrixOp& mwo, BLAS_Cpp::Transp mwo_trans, EMatrixDummyArg
00121     ) const;
00122 
00124 
00127 
00129   void init_identity( size_type n, value_type alpha );
00131   void init_diagonal( const DVectorSlice& diag );
00133   void secant_update(DVectorSlice* s, DVectorSlice* y, DVectorSlice* Bs);
00134 
00136 
00139 
00141   void extract_inv_chol( DMatrixSliceTriEle* InvChol ) const;
00142 
00144 
00147 
00149   void serialize( std::ostream &out ) const;
00151   void unserialize( std::istream &in );
00152 
00154 
00155 };  // end class MatrixSymPosDefInvCholFactor
00156 
00157 } // end namespace ConstrainedOptPack 
00158 
00159 #endif  // MATRIX_SYM_POS_DEF_INV_CHOL_FACTOR_H

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