IpScaledMatrix.hpp

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// Copyright (C) 2004, 2008 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Carl Laird, Andreas Waechter     IBM    2004-08-13
 
#ifndef __IPSCALEDMATRIX_HPP__
#define __IPSCALEDMATRIX_HPP__
 
#include "IpUtils.hpp"
#include "IpMatrix.hpp"
 
namespace Ipopt
{
 
/* forward declarations */
class ScaledMatrixSpace;
 
class IPOPTLIB_EXPORT ScaledMatrix: public Matrix
{
public:
 
   ScaledMatrix(
      const ScaledMatrixSpace* owner_space
   );
 
   ~ScaledMatrix();
 
   void SetUnscaledMatrix(
      const SmartPtr<const Matrix> unscaled_matrix
   );
 
   void SetUnscaledMatrixNonConst(
      const SmartPtr<Matrix>& unscaled_matrix
   );
 
   SmartPtr<const Matrix> GetUnscaledMatrix() const;
 
   SmartPtr<Matrix> GetUnscaledMatrixNonConst();
 
   SmartPtr<const Vector> RowScaling() const;
 
   SmartPtr<const Vector> ColumnScaling() const;
 
protected:
   virtual void MultVectorImpl(
      Number        alpha,
      const Vector& x,
      Number        beta,
      Vector&       y
   ) const;
 
   virtual void TransMultVectorImpl(
      Number        alpha,
      const Vector& x,
      Number        beta,
      Vector&       y
   ) const;
 
   virtual bool HasValidNumbersImpl() const;
 
   virtual void ComputeRowAMaxImpl(
      Vector& rows_norms,
      bool    init
   ) const;
 
   virtual void ComputeColAMaxImpl(
      Vector& cols_norms,
      bool    init
   ) const;
 
   virtual void PrintImpl(
      const Journalist&  jnlst,
      EJournalLevel      level,
      EJournalCategory   category,
      const std::string& name,
      Index              indent,
      const std::string& prefix
   ) const;
 
   virtual void AddMSinvZImpl(
      Number        alpha,
      const Vector& S,
      const Vector& Z,
      Vector&       X
   ) const;
 
   virtual void SinvBlrmZMTdBrImpl(
      Number        alpha,
      const Vector& S,
      const Vector& R,
      const Vector& Z,
      const Vector& D,
      Vector&       X
   ) const;
 
private:
 
   ScaledMatrix();
 
   ScaledMatrix(
      const ScaledMatrix&
   );
 
   void operator=(
      const ScaledMatrix&
   );
 
   SmartPtr<const Matrix> matrix_;
 
   SmartPtr<Matrix> nonconst_matrix_;
 
   SmartPtr<const ScaledMatrixSpace> owner_space_;
};
 
class IPOPTLIB_EXPORT ScaledMatrixSpace: public MatrixSpace
{
public:
 
   ScaledMatrixSpace(
      const SmartPtr<const Vector>&      row_scaling,
      bool                               row_scaling_reciprocal,
      const SmartPtr<const MatrixSpace>& unscaled_matrix_space,
      const SmartPtr<const Vector>&      column_scaling,
      bool                               column_scaling_reciprocal
   );
 
   ~ScaledMatrixSpace()
   { }
 
   ScaledMatrix* MakeNewScaledMatrix(
      bool allocate_unscaled_matrix = false
   ) const
   {
      ScaledMatrix* ret = new ScaledMatrix(this);
      if( allocate_unscaled_matrix )
      {
         SmartPtr<Matrix> unscaled_matrix = unscaled_matrix_space_->MakeNew();
         ret->SetUnscaledMatrixNonConst(unscaled_matrix);
      }
      return ret;
   }
 
   virtual Matrix* MakeNew() const
   {
      return MakeNewScaledMatrix();
   }
 
   SmartPtr<const Vector> RowScaling() const
   {
      return ConstPtr(row_scaling_);
   }
 
   SmartPtr<const MatrixSpace> UnscaledMatrixSpace() const
   {
      return unscaled_matrix_space_;
   }
 
   SmartPtr<const Vector> ColumnScaling() const
   {
      return ConstPtr(column_scaling_);
   }
 
private:
 
   ScaledMatrixSpace();
 
   ScaledMatrixSpace(
      const ScaledMatrixSpace&
   );
 
   ScaledMatrixSpace& operator=(
      const ScaledMatrixSpace&
   );
 
   SmartPtr<Vector> row_scaling_;
 
   SmartPtr<const MatrixSpace> unscaled_matrix_space_;
 
   SmartPtr<Vector> column_scaling_;
};
 
inline void ScaledMatrix::SetUnscaledMatrix(
   const SmartPtr<const Matrix> unscaled_matrix
)
{
   matrix_ = unscaled_matrix;
   nonconst_matrix_ = NULL;
   ObjectChanged();
}
 
inline void ScaledMatrix::SetUnscaledMatrixNonConst(
   const SmartPtr<Matrix>& unscaled_matrix
)
{
   nonconst_matrix_ = unscaled_matrix;
   matrix_ = GetRawPtr(unscaled_matrix);
   ObjectChanged();
}
 
inline SmartPtr<const Matrix> ScaledMatrix::GetUnscaledMatrix() const
{
   return matrix_;
}
 
inline SmartPtr<Matrix> ScaledMatrix::GetUnscaledMatrixNonConst()
{
   DBG_ASSERT(IsValid(nonconst_matrix_));
   ObjectChanged();
   return nonconst_matrix_;
}
 
inline SmartPtr<const Vector> ScaledMatrix::RowScaling() const
{
   return ConstPtr(owner_space_->RowScaling());
}
 
inline SmartPtr<const Vector> ScaledMatrix::ColumnScaling() const
{
   return ConstPtr(owner_space_->ColumnScaling());
}
 
} // namespace Ipopt
 
#endif