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:

Inheritance graph
[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 VectorSpacespace_cols () const
 
const VectorSpacespace_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
 

Private Member Functions

void assert_initialized (const char func_name[]) const
 MatrixDecompRangeOrthog (const MatrixDecompRangeOrthog &)
MatrixDecompRangeOrthogoperator= (const MatrixDecompRangeOrthog &)

Private Attributes

AbstractLinAlgPack::MatrixOpNonsingC
AbstractLinAlgPack::MatrixOpD
AbstractLinAlgPack::MatrixSymOpNonsingS

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.


Constructor & Destructor Documentation

ConstrainedOptPack::MatrixDecompRangeOrthog::MatrixDecompRangeOrthog (  ) 

Constructs uninitialized.

Postconditions:

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.

ConstrainedOptPack::MatrixDecompRangeOrthog::MatrixDecompRangeOrthog ( const MatrixDecompRangeOrthog  )  [private]


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:

Postconditions:

Definition at line 55 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

void ConstrainedOptPack::MatrixDecompRangeOrthog::set_uninitialized (  ) 

Make uninitialized.

Postconditions:

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

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

Definition at line 192 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

void ConstrainedOptPack::MatrixDecompRangeOrthog::assert_initialized ( const char  func_name[]  )  const [private]

Definition at line 258 of file ConstrainedOptPack_MatrixDecompRangeOrthog.cpp.

MatrixDecompRangeOrthog& ConstrainedOptPack::MatrixDecompRangeOrthog::operator= ( const MatrixDecompRangeOrthog  )  [private]


Member Data Documentation

AbstractLinAlgPack::MatrixOpNonsing* ConstrainedOptPack::MatrixDecompRangeOrthog::C [private]

Definition at line 178 of file ConstrainedOptPack_MatrixDecompRangeOrthog.hpp.

AbstractLinAlgPack::MatrixOp* ConstrainedOptPack::MatrixDecompRangeOrthog::D [private]

Definition at line 179 of file ConstrainedOptPack_MatrixDecompRangeOrthog.hpp.

AbstractLinAlgPack::MatrixSymOpNonsing* ConstrainedOptPack::MatrixDecompRangeOrthog::S [private]

Definition at line 180 of file ConstrainedOptPack_MatrixDecompRangeOrthog.hpp.


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