2 #ifndef CONICBUNDLE_BIGMATRIX_HXX 3 #define CONICBUNDLE_BIGMATRIX_HXX 37 typedef std::map<CH_Matrix_Classes::Integer,CH_Matrix_Classes::Real>
Indexhash;
45 std::vector<CH_Matrix_Classes::Indexmatrix>
rowind;
46 std::vector<CH_Matrix_Classes::Matrix>
rowval;
51 std::vector<CoeffmatPointer>
mcp;
int Integer
all integer numbers in calculations and indexing are of this type
Definition: matop.hxx:40
void clear()
clear all data
CH_Matrix_Classes::Matrix mcv
multiplier values for the dense matrices
Definition: Bigmatrix.hxx:53
double Real
all real numbers in calculations are of this type
Definition: matop.hxx:50
int make_symmatrix(CH_Matrix_Classes::Symmatrix &S) const
write a dense version of the current matrix to S
void reset_nmult()
reset the counter of matrix vector products to zero
Definition: Bigmatrix.hxx:79
Matrix class for integral values of type Integer
Definition: indexmat.hxx:195
std::map< CH_Matrix_Classes::Integer, CH_Matrix_Classes::Real > Indexhash
for collecting the indices of sparse data this seems useful
Definition: Bigmatrix.hxx:37
std::vector< CH_Matrix_Classes::Indexmatrix > rowind
nonzero row indices in each column
Definition: Bigmatrix.hxx:45
bool symrep_init
flag whether symrep is computed already
Definition: Bigmatrix.hxx:60
std::vector< Indexhash > rowhash
for finding nonzero indices
Definition: Bigmatrix.hxx:49
CH_Matrix_Classes::Indexmatrix collectj
for collecting the sparse part
Definition: Bigmatrix.hxx:66
virtual int lanczosmult(const CH_Matrix_Classes::Matrix &A, CH_Matrix_Classes::Matrix &B) const
computes B = bigMatrix * A (A and B must not refer to the same memory) as required by CH_Matrix_Class...
AffineMatrixFunction needs to compute the maximum eigenvalue of an affine matrix function ...
Definition: Bigmatrix.hxx:31
int init(const CH_Matrix_Classes::Matrix &yi, CH_Matrix_Classes::Integer indim, const CoeffmatPointer C, const SparseCoeffmatVector *Ai, const bool dense=false)
compute a good representation of (if dense==true directly a dense one)
bool use_dense
usually false, set to true if matrix is sufficiently dense
Definition: Bigmatrix.hxx:58
std::vector< CH_Matrix_Classes::Matrix > rowval
corresponding nonzero row values
Definition: Bigmatrix.hxx:46
Abstract base class for supplying the input matrix for Lanzcosmethods.
Definition: lanczos.hxx:33
CH_Matrix_Classes::Matrix Bt
auxilliary variable used in matrix vector products
Definition: Bigmatrix.hxx:64
Matrix class of symmetric matrices with real values of type Real
Definition: symmat.hxx:43
CH_Matrix_Classes::Symmatrix symrep
if use_dense is true, the matrix is stored here
Definition: Bigmatrix.hxx:59
std::vector< CoeffmatPointer > mcp
pointers to dense matrices
Definition: Bigmatrix.hxx:51
conic bundle method solver for sum of convex functions. See the ConicBundle_Manual for a quick introd...
Definition: CBSolver.hxx:22
virtual CH_Matrix_Classes::Integer lanczosdim() const
the order of the matrix as required by CH_Matrix_Classes::Lanczosmatrix
CH_Matrix_Classes::Matrix di
diagonal elements
Definition: Bigmatrix.hxx:48
void set_tol(CH_Matrix_Classes::Real t)
sets the tolerance for considering computed values as zeros
Definition: Bigmatrix.hxx:85
std::map< CH_Matrix_Classes::Integer, CoeffmatPointer > SparseCoeffmatVector
this is used to extract a row/block or a column from a SparseCoeffmatMatrix
Definition: SparseCoeffmatMatrix.hxx:26
const CH_Matrix_Classes::Symmatrix & get_symrep() const
compute the dense version locally and return a reference to it
Definition: Bigmatrix.hxx:103
CH_Matrix_Classes::Indexmatrix colnz
nonzeros of each column
Definition: Bigmatrix.hxx:44
CH_Matrix_Classes::Matrix collectval
for collecting the sparse part
Definition: Bigmatrix.hxx:67
Header declaring the abstract classes CH_Matrix_Classes::Lanczosmatrix and CH_Matrix_Classes::Lanczos...
Matrix class for real values of type Real
Definition: matrix.hxx:74
int get_dense() const
return true if a dense representation was computed
Definition: Bigmatrix.hxx:88
CH_Matrix_Classes::Integer nmult
counts the number of Mat*vec operations
Definition: Bigmatrix.hxx:55
All derived classes share a common Memarray memory manager, which is generated with the first user an...
Definition: memarray.hxx:117
pointer class for Coeffmat for deleting objects on the heap if Coefmat::use_cnt is reduced to zero an...
Definition: Coeffmat.hxx:264
CH_Matrix_Classes::Real tol
tolerance for considering an element to be zero
Definition: Bigmatrix.hxx:39
CH_Matrix_Classes::Indexmatrix collecti
for collecting the sparse part
Definition: Bigmatrix.hxx:65
CH_Matrix_Classes::Integer dim
size of the matrix
Definition: Bigmatrix.hxx:41
Header declaring the classes ConicBundle::SparseCoeffmatMatrix (needed for ConicBundle::PSCAffineFunc...
CH_Matrix_Classes::Integer get_nmult() const
return number of matrix vector products
Definition: Bigmatrix.hxx:77
virtual CH_Matrix_Classes::Integer lanczosflops() const
the estimated flop count of a matrix vector multiplication as required by CH_Matrix_Classes::Lanczosm...
friend std::ostream & operator<<(std::ostream &out, const Bigmatrix &)
output information
CH_Matrix_Classes::Matrix At
auxilliary variable used in matrix vector products
Definition: Bigmatrix.hxx:63
CH_Matrix_Classes::Integer nz
total number of nonzeros (except diagonal)
Definition: Bigmatrix.hxx:43