3 #ifndef CONICBUNDLE_CMGRAMSPARSE_HXX 4 #define CONICBUNDLE_CMGRAMSPARSE_HXX 104 assert(Lam->dim()==P.
coldim());
110 return (positive?trval:-trval);
197 return CH_Matrix_Classes::genmult(A,
CH_Matrix_Classes::genmult(A,B,D,1.,0.,1,btrans),C,(positive? 1.:-1.)*alpha,beta);
205 return CH_Matrix_Classes::genmult(
CH_Matrix_Classes::genmult(B,A,D,1.,0.,btrans),A,C,(positive? 1.:-1.)*alpha,beta,0,1);
218 virtual std::ostream&
display(std::ostream& o)
const 219 {o<<
"CMgramsparse\n"; A.
display(o);
return o;}
222 virtual std::ostream&
out(std::ostream& o)
const 223 {
return o<<
"GRAM_SPARSE\n"<<positive<<
"\n"<<
A;}
226 virtual std::istream&
in(std::istream& i)
227 {
return i>>positive>>
A;}
int Integer
all integer numbers in calculations and indexing are of this type
Definition: matop.hxx:40
virtual std::istream & in(std::istream &i)
counterpart to out(), does not read the class type, though. This is assumed to have been read in orde...
Definition: CMgramsparse.hxx:226
CMgramsparse(const CH_Matrix_Classes::Sparsemat &Ain, bool pos=true, CoeffmatInfo *cip=0)
copy Ain, the flag for positive/negative and store the user information
Definition: CMgramsparse.hxx:37
Header declaring the classes ConicBundle::Coeffmat, ConicBundle::CoeffmatPointer, ConicBundle::Coeffm...
virtual CH_Matrix_Classes::Real ip(const CH_Matrix_Classes::Sparsesym &S) const
returns the inner product of the constraint matrix with S
Definition: CMgramsparse.hxx:162
virtual void project(CH_Matrix_Classes::Symmatrix &S, const CH_Matrix_Classes::Matrix &P) const
computes S=P^T*(*this)*P
Definition: CMgramsparse.hxx:166
Integer rowdim() const
returns the row dimension
Definition: matrix.hxx:215
double Real
all real numbers in calculations are of this type
Definition: matop.hxx:50
virtual void left_right_prod(const CH_Matrix_Classes::Matrix &P, const CH_Matrix_Classes::Matrix &Q, CH_Matrix_Classes::Matrix &R) const
computes R=P^T*(*this)*Q
Definition: CMgramsparse.hxx:130
allows to memorize the scalings applied to a Coeffmat and offers the basis for storing further user d...
Definition: Coeffmat.hxx:52
virtual std::ostream & out(std::ostream &o) const
put entire contents onto ostream with the class type in the beginning so that the derived class can b...
Definition: CMgramsparse.hxx:222
virtual void addprodto(CH_Matrix_Classes::Matrix &B, const CH_Matrix_Classes::Sparsemat &C, CH_Matrix_Classes::Real d=1.) const
computes B+=d*(*this)*C
Definition: CMgramsparse.hxx:124
const Indexmatrix & get_colinfo() const
returns information on nonzero columns, k by 3, listing: index, %nonzeros, first index in colindex/co...
Definition: sparsmat.hxx:265
defines a base class for coefficient matrices in semidefinite programming, in particular for use with...
Definition: Coeffmat.hxx:125
void display(std::ostream &out, int precision=0, int width=0, int screenwidth=0) const
displays a matrix in a pretty way for bounded screen widths; for variables of value zero default valu...
Matrix class for integral values of type Integer
Definition: indexmat.hxx:195
virtual const CH_Matrix_Classes::Matrix & postgenmult(const CH_Matrix_Classes::Matrix &B, CH_Matrix_Classes::Matrix &C, CH_Matrix_Classes::Real alpha=1., CH_Matrix_Classes::Real beta=0., int btrans=0) const
computes C= alpha*(*this)*B^(T if btrans) + beta*C, C is also returned
Definition: CMgramsparse.hxx:193
Real norm2(const Matrix &A)
returns the Frobenius norm of A, i.e., the square root of the sum of A(i,j)*A(i,j) over all i...
Definition: matrix.hxx:1235
bool get_positive() const
returns the flag on whether the Gram matrix is used in positive or negative form
Definition: CMgramsparse.hxx:237
virtual std::ostream & display(std::ostream &o) const
display constraint information
Definition: CMgramsparse.hxx:218
const Matrix & get_colval() const
returns the value vector of the column representation holding the value for each element ...
Definition: sparsmat.hxx:269
virtual CH_Matrix_Classes::Integer dim() const
returns the order of the represented symmetric matrix
Definition: CMgramsparse.hxx:47
Real * get_store()
returns the current address of the internal value array; use cautiously, do not use delete! ...
Definition: matrix.hxx:326
Matrix class of symmetric matrices with real values of type Real
Definition: symmat.hxx:43
bool positive
if true use A*A^T, if false use -A*A^T
Definition: CMgramsparse.hxx:34
implements a Gram matrix as Coeffmat for a sparse rectangular CH_Matrix_Classes::Sparsemat (for use...
Definition: CMgramsparse.hxx:30
virtual int sparse(CH_Matrix_Classes::Indexmatrix &, CH_Matrix_Classes::Indexmatrix &, CH_Matrix_Classes::Matrix &, CH_Matrix_Classes::Real) const
returns 0 if not sparse. If it is sparse it returns 1 and the nonzero structure in I...
Definition: CMgramsparse.hxx:151
conic bundle method solver for sum of convex functions. See the ConicBundle_Manual for a quick introd...
Definition: CBSolver.hxx:22
virtual void addprodto(CH_Matrix_Classes::Matrix &B, const CH_Matrix_Classes::Matrix &C, CH_Matrix_Classes::Real d=1.) const
computes B+=d*(*this)*C
Definition: CMgramsparse.hxx:118
Coeffmattype CM_type
in order to enable type identification
Definition: Coeffmat.hxx:134
CoeffmatInfo * infop
allows the user to specify and output additional information
Definition: Coeffmat.hxx:135
virtual CH_Matrix_Classes::Real ip(const CH_Matrix_Classes::Symmatrix &S) const
returns ip(*this,S)=trace(*this*S), the trace inner product
Definition: CMgramsparse.hxx:72
CMgramsparse(std::istream &is, CoeffmatInfo *cip=0)
constructor with istream and possibly additional user information
Definition: CMgramsparse.hxx:230
Symmatrix & rankadd(const Matrix &A, Symmatrix &C, Real alpha=1., Real beta=0., int trans=0)
returns C=beta*C+alpha* A*A^T, where A may be transposed. If beta==0. then C is initiliazed to the co...
virtual int equal(const Coeffmat *p, double tol=1e-6) const
returns 1, if p is the same derived class and entries differ by less than tol, otherwise zero ...
Definition: CMgramsparse.hxx:209
virtual CH_Matrix_Classes::Real gramip(const CH_Matrix_Classes::Matrix &P, CH_Matrix_Classes::Integer start_row, const CH_Matrix_Classes::Matrix *Lam=0) const
returns ip(*this,QQ^T)=trace Q^T(*this)Q for Q=P.rows(start_row,start_row+dim-1)
Definition: CMgramsparse.hxx:82
Matrix class of symmetric matrices with real values of type Real
Definition: sparssym.hxx:89
void multiply(CH_Matrix_Classes::Real sf)
scales the scale factor
Definition: Coeffmat.hxx:70
CH_Matrix_Classes::Sparsemat A
the Coeffmat acts like A*A^T or its negative
Definition: CMgramsparse.hxx:33
virtual void multiply(CH_Matrix_Classes::Real d)
multiply constraint permanentely by d; this is to allow scaling or sign changes in the constraints ...
Definition: CMgramsparse.hxx:67
Integer coldim() const
returns the column dimension
Definition: matrix.hxx:218
virtual CH_Matrix_Classes::Real gramip(const CH_Matrix_Classes::Matrix &P) const
returns ip(*this,PP^T)=trace P^T(*this)P
Definition: CMgramsparse.hxx:77
for CMgramsparse
Definition: Coeffmat.hxx:37
Matrix class for real values of type Real
Definition: matrix.hxx:74
virtual Coeffmat * clone() const
makes an explicit copy of itself and returns a pointer to it
Definition: CMgramsparse.hxx:43
Val mat_ip(Integer len, const Val *x, const Val *y, const Val *d=0)
return sum(x[i]*y[i]) summing over len elements of the arrays x and y.
Definition: matop.hxx:1096
Matrix class of sparse matrices with real values of type Real
Definition: sparsmat.hxx:74
void mat_xpeya(Integer len, Val *x, const Val *y, const Val a)
Set x[i]+=a*y[i] for len elements of the arrays x and y.
Definition: matop.hxx:543
virtual int support_in(const CH_Matrix_Classes::Sparsesym &) const
returns 0 if the support of the costraint matrix is not contained in the support of the sparse symmet...
Definition: CMgramsparse.hxx:158
implements a Gram matrix as Coeffmat for a dense rectangular CH_Matrix_Classes::Matrix (for use wit...
Definition: CMgramdense.hxx:28
const Indexmatrix & get_colindex() const
returns the index vector of the column representation holding the row index for each element ...
Definition: sparsmat.hxx:267
Integer rowdim() const
returns the row dimension
Definition: indexmat.hxx:321
const CH_Matrix_Classes::Sparsemat & get_A() const
returns the const reference to the internal matrix A forming the Gram matrix
Definition: CMgramsparse.hxx:235
virtual CH_Matrix_Classes::Integer prodvec_flops() const
returns an estimate of number of flops to compute addprodto for a vector
Definition: CMgramsparse.hxx:139
virtual int sparse() const
returns 0 if not sparse, otherwise 1
Definition: CMgramsparse.hxx:147
virtual CH_Matrix_Classes::Real operator()(CH_Matrix_Classes::Integer i, CH_Matrix_Classes::Integer j) const
returns the value of the matrix element (i,j)
Definition: CMgramsparse.hxx:50
virtual Coeffmat * subspace(const CH_Matrix_Classes::Matrix &P) const
delivers a new object on the heap corresponding to the matrix P^T(*this)P, the caller is responsible ...
Definition: CMgramsparse.hxx:63
Indexmatrix & genmult(const Indexmatrix &A, const Indexmatrix &B, Indexmatrix &C, Integer alpha=1, Integer beta=0, int atrans=0, int btrans=0)
returns C=beta*C+alpha*A*B, where A and B may be transposed; C must not be equal to A and B; if beta=...
Sparsemat row(Integer i) const
returns row i copied to a new sparse matrix
virtual CH_Matrix_Classes::Real norm(void) const
returns the Frobenius norm of the matrix
Definition: CMgramsparse.hxx:59
bool equal(const Matrix &A, const Matrix &B)
returns true if both matrices have the same size and the same elements
Definition: matrix.hxx:1433
Integer coldim() const
returns the column dimension
Definition: sparsmat.hxx:202
virtual const CH_Matrix_Classes::Matrix & pregenmult(const CH_Matrix_Classes::Matrix &B, CH_Matrix_Classes::Matrix &C, CH_Matrix_Classes::Real alpha=1., CH_Matrix_Classes::Real beta=0., int btrans=0) const
computes C= alpha*B^(T if btrans)*(*this) + beta*C, C is also returned
Definition: CMgramsparse.hxx:201
virtual void add_projection(CH_Matrix_Classes::Symmatrix &S, const CH_Matrix_Classes::Matrix &P, CH_Matrix_Classes::Real alpha=1., CH_Matrix_Classes::Integer start_row=0) const
computes S+=Q^T(*this)Q for Q=P.rows(start_row,start_row+dim-1)
Definition: CMgramsparse.hxx:172
virtual void make_symmatrix(CH_Matrix_Classes::Symmatrix &S) const
returns a dense symmetric constraint matrix
Definition: CMgramsparse.hxx:54
Integer rowdim() const
returns the row dimension
Definition: sparsmat.hxx:199
virtual int dense() const
returns 1 if its structure is as bad as its dense symmetric representation, otherwise 0 ...
Definition: CMgramsparse.hxx:143
virtual void addmeto(CH_Matrix_Classes::Symmatrix &S, CH_Matrix_Classes::Real d=1.) const
computes S+=d*(*this);
Definition: CMgramsparse.hxx:114
double sqrt(int a)
return sqrt for int a
Definition: mymath.hxx:121
CoeffmatInfo * clone(const CoeffmatInfo *cip)
if cip is not zero, it calls and returns cip->clone() and 0 otherwise
Definition: Coeffmat.hxx:106
Real ip(const Matrix &A, const Matrix &B)
returns the usual inner product of A and B, i.e., the sum of A(i,j)*B(i,j) over all i...
Definition: matrix.hxx:1165
Header declaring the class ConicBundle::CMgramdense (needed for ConicBundle::AffineMatrixFunction) ...
Integer nonzeros() const
returns the number of nonzeros
Definition: sparsmat.hxx:205