libtrilinos-dev 10.4.0.dfsg-1ubuntu2 / usr / include / trilinos / ConstrainedOptPack_MatrixVarReductImplicit.hpp

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// Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
//                  Copyright (2003) Sandia Corporation
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#ifndef MATRIX_VAR_REDUCT_IMPLICIT_H
#define MATRIX_VAR_REDUCT_IMPLICIT_H

#include <vector>
#include <list>

#include "ConstrainedOptPack_Types.hpp"
#include "AbstractLinAlgPack_MatrixOp.hpp"
#include "AbstractLinAlgPack_VectorSpace.hpp"

namespace ConstrainedOptPack {

/** \brief Implements <tt>D = - inv(C) * N</tt> for a variable reduction projection.
 *
 * This class is used to implement an implicit matrix defined as
 \verbatim
 
 D = - inv(C) * N
 \endverbatim
 * The operations <tt>y = op(D)*x</tt> are implemented as:
 \verbatim

  y = D * x
    = -inv(C) * (N * x)

  y = D' * x
    = - N' * (inv(C') * x)
 \endverbatim
 * This class also allows the client to set a precomputed matrix \c D_direct
 * that represents <tt>D = -inv(C)*N</tt> that will be used to extract rows or columns
 * or to implement operations involving <tt>GenPermMatrixSlice</tt>
 * when convenient.  One might ask why this subclass would even be used if
 * \c D_direct was even available.  The reason is that it may be cheaper to perform
 * the sparse solve and matrix-vector multiplication with \c C and \c N than it is
 * to use a dense precomputed matrix \c D_direct.  Determining if this class is
 * even useful when \c D_direct is availible must be determined at runtime
 * using timing data (which can be very hard to do well in general).
 *
 * This implementation is designed to deal efficiently with the case where matrix-
 * vector multiplications will only be performed with subsets of rows of 
 * <tt>inv(C)*N</tt> or columns of <tt>N'*inv(C')</tt>.  This primarily affects
 * two types of operations:<ul>
 * <li> <tt>y = b*y + a*[-N'*inv(C')]*x</tt> (\c x is a <tt>SpVectorSlice</tt> object)
 * <li> <tt>y = b*y + a*op(P)*[-inv(C)*N]*x</tt> (\c P has few nonzeros, x is any vector)
 * </ul>
 * when \c D_direct is not set then needed rows of <tt>inv(C)*N</tt> are generated on the fly
 * (as abstract vectors) and stored away for later use.  When <tt>this->initialize()</tt> is
 * called then all of these computed rows are discarded and they must be generated again.
 */
class MatrixVarReductImplicit
  : public AbstractLinAlgPack::MatrixOp
{
public:

  /** @name Public types */
  //@{
  
  /** \brief . */
  typedef Teuchos::RCP<const MatrixOpNonsing>   mat_nonsing_ptr_t;
  /** \brief . */
  typedef Teuchos::RCP<const MatrixOp>              mat_ptr_t;

  //@}

  /** @name Constructors / initializers */
  //@{

  /** \brief Initialize \c this matrix object.
   *
   * @param  C  [in] Nonsingular basis matrix object.  This matrix object must
   *            not be altered while \c this is in use or until
   *            <tt>this->initialize()</tt> is called again.
   * @param  N  [in] Genaral nonbasis matrix object.  This matrix object must
   *            not be altered while \c this is in use or until
   *            <tt>this->initialize()</tt> is called again.
   * @param  D_direct
   *            [in] Matrix object for <tt>D = -inv(C)*N</tt> already
   *            computed.  The matrix object \c D_direct will not be modifed
   *            by \c this and must not be altered while c\ this matrix object
   *            is in use or until <tt>this->initialize()</tt> is called again.
   *            <tt>D_direct == NULL</tt> is allowed and \c this matrix object
   *            will just have to do without.  For most applications (except
   *            those using direct linear solvers for \c C and when \c N has
   *            many columns) <tt>D_direct</tt> should be set to <tt>NULL</tt>
   *            and should not be computed by the client (that is the whole
   *            purpose for this matrix class).
   *
   * Preconditions:<ul>
   * <li> <tt>C.get() != NULL</tt> (throw <tt>std::invalid_argument</tt>)
   * <li> <tt>N.get() != NULL</tt> (throw <tt>std::invalid_argument</tt>)
   * <li> [<tt>D_direct != NULL</tt>]
   *      <tt>D_direct->space_cols().is_compatible(C->space_cols()) == true
   *      && D_direct->space_rows().is_compatible(N->space_rows()) == true</tt>
   *      (throw <tt>VectorSpace::IncompatibleVectorSpaces</tt>)
   * </ul>
   *
   * Postconditions:<ul>
   * <li> <tt>this->C_ptr().get() == C.get()</tt>
   * <li> <tt>this->N_ptr().get() == N.get()</tt>
   * <li> <tt>this->D_direct_ptr().get() == N.get()</tt>
   * </ul>
   */
  virtual void initialize(
    const mat_nonsing_ptr_t          &C
    ,const mat_ptr_t                 &N
    ,const mat_ptr_t                 &D_direct
    );
  /** \brief Set the matrix to uninitialized.
   *
   * Postconditions:<ul>
   * <li> <tt>this->C_ptr().get() == NULL</tt>
   * <li> <tt>this->N_ptr().get() == NULL</tt>
   * <li> <tt>this->D_direct_ptr().get() == NULL</tt>
   * </ul>
   */
  virtual void set_uninitialized();

  //@}

  /** @name Access */
  //@{

  /** \brief Return the smart pointer to the aggregate basis matrix object \c C.
   *
   * If <tt>this</tt> is the only reference to this matrix object, then
   * <tt>return.count() == 1</tt> will be true.
   */
  const mat_nonsing_ptr_t& C_ptr() const;
  
  /** \brief Return the smart pointer to the aggregate nonbasis matrix object \c N.
   *
   * If <tt>this</tt> is the only reference to this matrix object, then
   * <tt>return.count() == 1</tt> will be true.
   */
  const mat_ptr_t& N_ptr() const;
  
  /** \brief Return the smart pointer to the aggregate precomputed matrix object \c D_direct (if set).
   *
   * If <tt>this</tt> is the only reference to this matrix object, then
   * <tt>return.count() == 1</tt> will be true.
   */
  const mat_ptr_t& D_direct_ptr() const;
  
  //@}

  /** @name Overridden from MatrixBase. */
  //@{
  /** \brief . */
  size_type rows() const;
  /** \brief . */
  size_type cols() const;
  //@}

  /** @name Overridden from MatrixOp. */
  //@{

  /** \brief . */
  const VectorSpace& space_cols() const;
  /** \brief . */
  const VectorSpace& space_rows() const;
  /** \brief . */
  MatrixOp& operator=(const MatrixOp& M);
  /** \brief . */
  std::ostream& output(std::ostream&) const;
  /** \brief . */
  void Vp_StMtV(
    VectorMutable* v_lhs, value_type alpha
    ,BLAS_Cpp::Transp trans_rhs1
    ,const Vector& v_rhs2, value_type beta
    ) const;
  /** \brief . */
  void Vp_StMtV(
    VectorMutable* v_lhs, value_type alpha
    ,BLAS_Cpp::Transp trans_rhs1
    ,const SpVectorSlice& sv_rhs2, value_type beta
    ) const;
  /** \brief . */
  void Vp_StPtMtV(
    VectorMutable* v_lhs, value_type alpha
    ,const GenPermMatrixSlice& P_rhs1, BLAS_Cpp::Transp P_rhs1_trans
    ,BLAS_Cpp::Transp M_rhs2_trans
    ,const Vector& v_rhs3, value_type beta
    ) const;
  /** \brief . */
  void Vp_StPtMtV(
    VectorMutable* v_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;
  
  //@}
  
private:
  
  // //////////////////////////
  // Private types
  
  typedef std::vector<VectorSpace::vec_mut_ptr_t>    InvCtN_rows_t;
  typedef std::list<index_type>                      InvCtN_rows_set_list_t;

  // //////////////////////////
  // Private data members

#ifdef DOXYGEN_COMPILE
  AbstractLinAlgPack::MatrixOpNonsing  *C;
  AbstractLinAlgPack::MatrixOp             *N;
  AbstractLinAlgPack::MatrixOp             *D_direct;
#else
  mat_nonsing_ptr_t                   C_;
  mat_ptr_t                           N_;
  mat_ptr_t                           D_direct_;

  mutable InvCtN_rows_t               InvCtN_rows_;
  // InvCtN_rows_ keeps track of a set pointers of computed rows of inv(C)*N.
  // If D_direct_ is setup then InvCtN_rows_ is not necessary.  However, if
  // not, then InvCtN_rows_[j-1] will be !=NULL if it points to the precomputed
  // jth row of inv(C)*N and will be ==NULL if this row has not been computed
  // yet.  Each time initialize(...) is called, these rows are deallocated and
  // InvCtN_rows_[j-1], j=1...this->rows() is set to NULL.

  mutable InvCtN_rows_set_list_t      InvCtN_rows_set_list_;
  // InvCtN_rows_set_list_ keeps a unorderd=ed list of the row indexes that are
  // currently updated.  Keeping this list allows the vectors allocated in 
  // InvCtN_rows_[] to be deallocated much faster than if the whole array
  // had to be searched everytime that this->initialize() was called again.

#endif

  // //////////////////////////////////
  // Private member functions

  /** \brief . */
  void assert_initialized() const;

};	// end class MatrixVarReductImplicit

// ////////////////////////////////
// Inline members

inline
const MatrixVarReductImplicit::mat_nonsing_ptr_t&
MatrixVarReductImplicit::C_ptr() const
{
  return C_;
}

inline
const MatrixVarReductImplicit::mat_ptr_t&
MatrixVarReductImplicit::N_ptr() const
{
  return N_;
}

inline
const MatrixVarReductImplicit::mat_ptr_t&
MatrixVarReductImplicit::D_direct_ptr() const
{
  return D_direct_;
}

}	// end namespace ConstrainedOptPack 

#endif	// MATRIX_VAR_REDUCT_IMPLICIT_H