7 #ifndef __IP_LOWRANKAUGSYSTEMSOLVER_HPP__ 8 #define __IP_LOWRANKAUGSYSTEMSOLVER_HPP__ 39 const std::string& prefix
65 Index numberOfNegEVals
231 const Vector& proto_rhs_x,
232 const Vector& proto_rhs_s,
233 const Vector& proto_rhs_c,
234 const Vector& proto_rhs_d,
236 Index numberOfNegEVals
257 const Vector& proto_rhs_x,
258 const Vector& proto_rhs_s,
259 const Vector& proto_rhs_c,
260 const Vector& proto_rhs_d,
267 Index numberOfNegEVals
virtual bool ProvidesInertia() const
Query whether inertia is computed by linear solver.
TaggedObject::Tag j_c_tag_
Tag for J_c matrix.
ESymSolverStatus
Enum to report outcome of a linear solve.
Number delta_d_
Most recent value of delta_d from Set method.
SmartPtr< DenseGenMatrix > J2_
TaggedObject::Tag d_x_tag_
Tag for D_x vector, representing the diagonal matrix D_x.
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
SmartPtr< DenseGenMatrix > J1_
TaggedObject::Tag d_s_tag_
Tag for D_s vector, representing the diagonal matrix D_s.
SmartPtr< AugSystemSolver > aug_system_solver_
The augmented system solver object that should be used for the factorization of the augmented system ...
ESymSolverStatus UpdateFactorization(const SymMatrix *W, Number W_factor, const Vector *D_x, Number delta_x, const Vector *D_s, Number delta_s, const Matrix &J_c, const Vector *D_c, Number delta_c, const Matrix &J_d, const Vector *D_d, Number delta_d, const Vector &proto_rhs_x, const Vector &proto_rhs_s, const Vector &proto_rhs_c, const Vector &proto_rhs_d, bool check_NegEVals, Index numberOfNegEVals)
Method for updating the factorization, including J1_, J2_, Vtilde1_, Utilde2, Wdiag_, compound_sol_vecspace_.
LowRankAugSystemSolver()
Default constructor.
ipindex Index
Type of all indices of vectors, matrices etc.
TaggedObject::Tag w_tag_
Tag for W matrix.
This file contains a base class for all exceptions and a set of macros to help with exceptions...
This is the base class for all derived symmetric matrix types.
TaggedObject::Tag d_d_tag_
Tag for D_d vector, representing the diagonal matrix D_d.
Template class for Smart Pointers.
This class stores a list of user set options.
virtual Index NumberOfNegEVals() const
Number of negative eigenvalues detected during last solve.
Number delta_s_
Most recent value of delta_s from Set method.
Base class for Solver for the augmented system.
virtual bool IncreaseQuality()
Request to increase quality of solution for next solve.
Solver for the augmented system with LowRankUpdateSymMatrix Hessian matrices.
TaggedObject::Tag d_c_tag_
Tag for D_c vector, representing the diagonal matrix D_c.
virtual ESymSolverStatus Solve(const SymMatrix *W, Number W_factor, const Vector *D_x, Number delta_x, const Vector *D_s, Number delta_s, const Matrix *J_c, const Vector *D_c, Number delta_c, const Matrix *J_d, const Vector *D_d, Number delta_d, const Vector &rhs_x, const Vector &rhs_s, const Vector &rhs_c, const Vector &rhs_d, Vector &sol_x, Vector &sol_s, Vector &sol_c, Vector &sol_d, bool check_NegEVals, Index numberOfNegEVals)
Set up the augmented system and solve it for a given right hand side.
Index num_neg_evals_
Stores the number of negative eigenvalues detected during most recent factorization.
virtual ~LowRankAugSystemSolver()
Destructor.
TaggedObject::Tag j_d_tag_
Tag for J_d matrix.
Class for Matrices with few columns that consists of Vectors.
ipnumber Number
Type of all numbers.
SmartPtr< MultiVectorMatrix > Vtilde1_
Number delta_c_
Most recent value of delta_c from Set method.
bool AugmentedSystemRequiresChange(const SymMatrix *W, Number W_factor, const Vector *D_x, Number delta_x, const Vector *D_s, Number delta_s, const Matrix &J_c, const Vector *D_c, Number delta_c, const Matrix &J_d, const Vector *D_d, Number delta_d)
Method that compares the tags of the data for the matrix with those from the previous call...
unsigned int Tag
Type for the Tag values.
Number w_factor_
Most recent value of W_factor.
SmartPtr< const CompoundVectorSpace > compound_sol_vecspace_
Vector space for Compound vectors that capture the entire right hand side and solution vectors ...
void operator=(const LowRankAugSystemSolver &)
ESymSolverStatus SolveMultiVector(const Vector *D_x, Number delta_x, const Vector *D_s, Number delta_s, const Matrix &J_c, const Vector *D_c, Number delta_c, const Matrix &J_d, const Vector *D_d, Number delta_d, const Vector &proto_rhs_x, const Vector &proto_rhs_s, const Vector &proto_rhs_c, const Vector &proto_rhs_d, const MultiVectorMatrix &V, const SmartPtr< const Matrix > &P_LM, SmartPtr< MultiVectorMatrix > &V_x, SmartPtr< MultiVectorMatrix > &Vtilde1, SmartPtr< MultiVectorMatrix > &Vtilde1_x, bool check_NegEVals, Index numberOfNegEVals)
Method for solving the augmented system without low-rank update for multiple right hand sides that ar...
SmartPtr< MultiVectorMatrix > Utilde2_
SmartPtr< DiagMatrix > Wdiag_
Hessian Matrix passed to the augmented system solver solving the matrix without the low-rank update...
Number delta_x_
Most recent value of delta_x from Set method.