ConstrainedOptPack_MatrixHessianRelaxed.hpp

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00003 // 
00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
00005 //                  Copyright (2003) Sandia Corporation
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00028 
00029 #ifndef MATRIX_HESSIAN_RELAXED_H
00030 #define MATRIX_HESSIAN_RELAXED_H
00031 
00032 #include "ConstrainedOptPack_Types.hpp"
00033 #include "AbstractLinAlgPack/src/AbstractLinAlgPack_MatrixSymOp.hpp"
00034 
00035 namespace ConstrainedOptPack {
00036 
00047 class MatrixHessianRelaxed : public MatrixSymOp {
00048 public:
00049 
00051   MatrixHessianRelaxed();
00052 
00058   void initialize(
00059       const MatrixSymOp &H
00060     , value_type      bigM
00061     );
00062 
00063   // ///////////////////////////////
00064   // Overridden from Matrix
00065 
00067   size_type rows() const;
00068 
00069   // //////////////////////////////
00070   // Overridden from MatrixOp
00071 
00073   void Vp_StMtV(DVectorSlice* vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1
00074     , const DVectorSlice& vs_rhs2, value_type beta) const;
00076   void Vp_StMtV(DVectorSlice* vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1
00077     , const SpVectorSlice& sv_rhs2, value_type beta) const;
00079   void Vp_StPtMtV(DVectorSlice* vs_lhs, value_type alpha
00080     , const GenPermMatrixSlice& P_rhs1, BLAS_Cpp::Transp P_rhs1_trans
00081     , BLAS_Cpp::Transp M_rhs2_trans
00082     , const DVectorSlice& vs_rhs3, value_type beta) const;
00084   void Vp_StPtMtV(DVectorSlice* vs_lhs, value_type alpha
00085     , const GenPermMatrixSlice& P_rhs1, BLAS_Cpp::Transp P_rhs1_trans
00086     , BLAS_Cpp::Transp M_rhs2_trans
00087     , const SpVectorSlice& sv_rhs3, value_type beta) const;
00089   value_type transVtMtV(const SpVectorSlice& sv_rhs1, BLAS_Cpp::Transp trans_rhs2
00090     , const SpVectorSlice& sv_rhs3) const ;
00091 
00092 private:
00093   size_type       n_; // size of H
00094   const MatrixSymOp *H_;
00095   value_type        bigM_;
00096 
00097 };  // end class MatrixHessianRelaxed
00098 
00099 } // end namespace ConstrainedOptPack
00100 
00101 #endif  // MATRIX_HESSIAN_RELAXED_H

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