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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_SYM_POS_DEF_BANDED_CHOL_H
#define MATRIX_SYM_POS_DEF_BANDED_CHOL_H
#include "ConstrainedOptPack_Types.hpp"
#include "AbstractLinAlgPack/src/MatrixSymWithOpFactorized.hpp"
#include "DenseLinAlgPack_DMatrixClass.hpp"
#include "Miref_count_ptr.h"
#include "MiReleaseResource.h"
namespace ConstrainedOptPack {
/** \brief Matrix subclass for banded symmetric positive definite matrices and their
* Cholesky factors.
*
* This class is designed to support the LAPACK routines for banded symmetric positive
* definite matrices. The banded matrix and/or its cholesky factor are stored in
* simple flat rectangular matrices compatible with the LAPACK routines.
*
* For example, for #n = 8, kd = 3# the original matrix #M# (if set) is stored in the
* following format #MB#:
\begin{verbatim}
M MB
[ x x x x ] [ x x x x x x x x ]
[ x x x x x ] lower triangle [ x x x x x x x o ]
[ x x x x x x ] => [ x x x x x x o o ]
[ x x x x x x x ] [ x x x x x o o o ]
[ x x x x x x x ]
[ x x x x x x ] [ o o o x x x x x ]
[ x x x x x ] upper triangle [ o o x x x x x x ]
[ x x x x ] => [ o x x x x x x x ]
[ x x x x x x x x ]
\end{verbatim}
* The Cholesky factor #U# is sorted in a similar format #UB#. Technically, the matrix
* is #M = scale * U'*U# so that #M# may be negative definite as well.
*/
class MatrixSymPosDefBandedChol : public MatrixSymWithOpFactorized
{
public:
/** \brief . */
typedef Teuchos::RCP<
MemMngPack::ReleaseResource> release_resource_ptr_t;
// //////////////
// Constructors
/** \brief Construct and Initialize.
*
* This constructor just calls #this->initialize(...)#.
*/
MatrixSymPosDefBandedChol(
size_type n = 0
,size_type kd = 0
,DMatrixSlice *MB = NULL
,const release_resource_ptr_t& MB_release_resource_ptr = NULL
,BLAS_Cpp::Uplo MB_uplo = BLAS_Cpp::lower
,DMatrixSlice *UB = NULL
,const release_resource_ptr_t& UB_release_resource_ptr = NULL
,BLAS_Cpp::Uplo UB_uplo = BLAS_Cpp::lower
,bool update_factor = false
,value_type scale = 1.0
);
// ///////////////////////////
// Access representation
/** \brief Initialize
*
* If called with all of the default arguments then #this# will become uninitialized.
*
* ToDo: Finish pre and post conditions!
*
* @param n [in] Determines the size of the banded matrix (n x n).
* If #n == 0# then all of the following arguments should be left at
* their defaults and #this# will become uninitialized.
* @param kd [in] Determines the band width of the matrix as defined by xPBTRF(...).
* @param MB [in/state] If #MB != NULL# then this matrix (size (kd+1) x n) is used to store
* the original banded matrix #MB# in the format of xPBTRF(...). This matrix must
* be initialized on input.
* @param MB_release_resource_ptr
* [in] Only significant if #MB != NULL#. Points to a resource to
* be released when #MB# is no longer needed.
* @param MB_uplo [in] Determines if #MB# is stores the upper or lower triangular elements.
* @param UB [in/state] If #UB != NULL# then this matrix (size (kd+1) x n) is used to store
* the Cholesky factor of the banded matrix in the format of xPBTRF(...).
* This matrix may or may not be initialized on input.
* If #update_factor == false# this this matrix must already be initialized.
* If #update_factor == true# then this matrix will be computed.
2 * If #UB == NULL# then storage for the Cholesky factor will be computed
* on the fly and will be factored.
* @param UB_release_resource_ptr
* [in] Only significant if #UB != NULL#. Points to a resource to
* be released when #UB# is no longer needed.
* @param UB_uplo [in] Determines if #UB# is stores the upper or lower triangular elements.
* @param update_factor
* [in] If true then the factor will be computed within this function call.
* @param scale [in] Only significant if #MB != NULL# or #UB != NULL# (see intro).
*/
void initialize(
size_type n = 0
,size_type kd = 0
,DMatrixSlice *MB = NULL
,const release_resource_ptr_t& MB_release_resource_ptr = NULL
,BLAS_Cpp::Uplo MB_uplo = BLAS_Cpp::lower
,DMatrixSlice *UB = NULL
,const release_resource_ptr_t& UB_release_resource_ptr = NULL
,BLAS_Cpp::Uplo UB_uplo = BLAS_Cpp::lower
,bool update_factor = false
,value_type scale = 1.0
);
/** \brief . */
size_type kd() const;
/** \brief Get view of MB.
*/
DMatrixSlice& MB();
/** \brief . */
const DMatrixSlice& MB() const;
/** \brief . */
BLAS_Cpp::Uplo MB_uplo() const;
/** \brief Get view of UB.
*/
DMatrixSlice& UB();
/** \brief . */
const DMatrixSlice& UB() const;
/** \brief . */
BLAS_Cpp::Uplo UB_uplo() const;
// /////////////////////////////
// Overridden from MatrixOp
/** \brief . */
size_type rows() const;
/** \brief . */
size_type nz() const;
/** \brief . */
std::ostream& output(std::ostream& out) const;
/** \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;
// //////////////////////////////////
// Overridden from MatrixFactorized
/// With throw exception if factorization is not allowed.
void V_InvMtV(DVectorSlice* vs_lhs, BLAS_Cpp::Transp trans_rhs1
, const DVectorSlice& vs_rhs2) const;
private:
// /////////////////////////////
// Private data members
size_type n_;
size_type kd_;
DMatrixSlice MB_;
release_resource_ptr_t MB_release_resource_ptr_;
BLAS_Cpp::Uplo MB_uplo_;
mutable DMatrixSlice UB_;
mutable release_resource_ptr_t UB_release_resource_ptr_;
mutable BLAS_Cpp::Uplo UB_uplo_;
mutable bool factor_updated_;
value_type scale_;
// /////////////////////////////
// Private member functions
void assert_initialized() const;
void update_factorization() const;
}; // end class MatrixSymPosDefBandedChol
// ///////////////////////////////////////////////////////
// Inline members for MatrixSymPosDefBandedChol
inline
size_type MatrixSymPosDefBandedChol::kd() const
{
return kd_;
}
inline
DMatrixSlice& MatrixSymPosDefBandedChol::MB()
{
return MB_;
}
inline
const DMatrixSlice& MatrixSymPosDefBandedChol::MB() const
{
return MB_;
}
inline
BLAS_Cpp::Uplo MatrixSymPosDefBandedChol::MB_uplo() const
{
return MB_uplo_;
}
inline
DMatrixSlice& MatrixSymPosDefBandedChol::UB()
{
return UB_;
}
inline
const DMatrixSlice& MatrixSymPosDefBandedChol::UB() const
{
return UB_;
}
inline
BLAS_Cpp::Uplo MatrixSymPosDefBandedChol::UB_uplo() const
{
return UB_uplo_;
}
} // end namespace ConstrainedOptPack
#endif // MATRIX_SYM_POS_DEF_BANDED_CHOL_H
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