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// ***********************************************************************
//
// Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
// Copyright (2003) Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
// license for use of this work by or on behalf of the U.S. Government.
//
// This library is free software; you can redistribute it and/or modify
// it under the terms of the GNU Lesser General Public License as
// published by the Free Software Foundation; either version 2.1 of the
// License, or (at your option) any later version.
//
// This library is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
// USA
// Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov)
//
// ***********************************************************************
// @HEADER
#ifndef MATRIX_HESSIAN_RELAXED_H
#define MATRIX_HESSIAN_RELAXED_H
#include "ConstrainedOptPack_Types.hpp"
#include "AbstractLinAlgPack/src/AbstractLinAlgPack_MatrixSymOp.hpp"
namespace ConstrainedOptPack {
/** \brief Represents a symmetric Hessian matrix with a relaxation variable
* added.
*
* This class is used to represent the matrix:
\begin{verbatim}
[ H ]
G = [ bigM ]
\end{verbatim}
*
*/
class MatrixHessianRelaxed : public MatrixSymOp {
public:
/// Construct to uninitialized
MatrixHessianRelaxed();
/** \brief Initialize.
*
* ToDo: Finish documentation!
*
*/
void initialize(
const MatrixSymOp &H
, value_type bigM
);
// ///////////////////////////////
// Overridden from Matrix
/** \brief . */
size_type rows() const;
// //////////////////////////////
// Overridden from MatrixOp
/** \brief . */
void Vp_StMtV(DVectorSlice* vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1
, const DVectorSlice& vs_rhs2, value_type beta) const;
/** \brief . */
void Vp_StMtV(DVectorSlice* vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1
, const SpVectorSlice& sv_rhs2, value_type beta) const;
/** \brief . */
void Vp_StPtMtV(DVectorSlice* vs_lhs, value_type alpha
, const GenPermMatrixSlice& P_rhs1, BLAS_Cpp::Transp P_rhs1_trans
, BLAS_Cpp::Transp M_rhs2_trans
, const DVectorSlice& vs_rhs3, value_type beta) const;
/** \brief . */
void Vp_StPtMtV(DVectorSlice* vs_lhs, value_type alpha
, const GenPermMatrixSlice& P_rhs1, BLAS_Cpp::Transp P_rhs1_trans
, BLAS_Cpp::Transp M_rhs2_trans
, const SpVectorSlice& sv_rhs3, value_type beta) const;
/** \brief . */
value_type transVtMtV(const SpVectorSlice& sv_rhs1, BLAS_Cpp::Transp trans_rhs2
, const SpVectorSlice& sv_rhs3) const ;
private:
size_type n_; // size of H
const MatrixSymOp *H_;
value_type bigM_;
}; // end class MatrixHessianRelaxed
} // end namespace ConstrainedOptPack
#endif // MATRIX_HESSIAN_RELAXED_H
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