2 #ifndef CONICBUNDLE_CMLOWRANKSS_HXX 3 #define CONICBUNDLE_CMLOWRANKSS_HXX 54 CH_Matrix_Classes::Real d=2.*
CH_Matrix_Classes::trace(D);
CH_Matrix_Classes::genmult(A,A,C,1.,0.,1);
CH_Matrix_Classes::genmult(B,B,D,1.,0.,1);
59 {
CH_Matrix_Classes::Matrix C,D;
CH_Matrix_Classes::genmult(P,A,C,1.,0.,1);
CH_Matrix_Classes::genmult(P,B,D,1.,0.,1);
72 {
CH_Matrix_Classes::Matrix C,D;
CH_Matrix_Classes::genmult(P,A,C,1.,0.,1);
CH_Matrix_Classes::genmult(P,B,D,1.,0.,1);
109 assert(Lam->dim()==P.
coldim());
173 {
CH_Matrix_Classes::Matrix C,D;
CH_Matrix_Classes::genmult(P,A,C,1.,0.,1);
CH_Matrix_Classes::genmult(P,B,D,1.,0.,1);
214 CH_Matrix_Classes::genmult(A,
CH_Matrix_Classes::genmult(B,D,E,1.,0.,1,dtrans),C,alpha,beta);
215 return CH_Matrix_Classes::genmult(B,
CH_Matrix_Classes::genmult(A,D,E,1.,0.,1,dtrans),C,alpha,1.);
223 CH_Matrix_Classes::genmult(
CH_Matrix_Classes::genmult(D,A,E,1.,0.,dtrans),B,C,alpha,beta,0,1);
224 return CH_Matrix_Classes::genmult(
CH_Matrix_Classes::genmult(D,B,E,1.,0.,dtrans),A,C,alpha,1.,0,1);
241 virtual std::ostream&
display(std::ostream& o)
const 245 virtual std::ostream&
out(std::ostream& o)
const 246 {
return o<<
"LOWRANK_SPARSE_SPARSE\n"<<A<<
B;}
249 virtual std::istream&
in(std::istream& i)
252 i.clear(std::ios::failbit);
253 if (
CH_Matrix_Classes::materrout) (*CH_Matrix_Classes::materrout)<<
"*** ERROR: CMlowrankss::in(): dimensions of A and B do not match"<<std::endl;
int Integer
all integer numbers in calculations and indexing are of this type
Definition: matop.hxx:40
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: CMlowrankss.hxx:63
CH_Matrix_Classes::Sparsemat A
this is A in A*B^T+B*A^T
Definition: CMlowrankss.hxx:27
Header declaring the classes ConicBundle::Coeffmat, ConicBundle::CoeffmatPointer, ConicBundle::Coeffm...
virtual void make_symmatrix(CH_Matrix_Classes::Symmatrix &S) const
returns a dense symmetric constraint matrix
Definition: CMlowrankss.hxx:48
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: CMlowrankss.hxx:157
virtual CH_Matrix_Classes::Real norm(void) const
returns the Frobenius norm of the matrix
Definition: CMlowrankss.hxx:52
Integer rowdim() const
returns the row dimension
Definition: matrix.hxx:215
std::ostream * materrout
if not zero, this is the output stream for runtime error messages, by default it is set to &std::cout...
double Real
all real numbers in calculations are of this type
Definition: matop.hxx:50
allows to memorize the scalings applied to a Coeffmat and offers the basis for storing further user d...
Definition: Coeffmat.hxx:52
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: CMlowrankss.hxx:67
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: CMlowrankss.hxx:58
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
CMlowrankss(std::istream &is, CoeffmatInfo *cip=0)
constructor with istream and possibly additional user information
Definition: CMlowrankss.hxx:259
virtual int sparse() const
returns 0 if not sparse, otherwise 1
Definition: CMlowrankss.hxx:153
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: CMlowrankss.hxx:178
virtual int dense() const
returns 1 if its structure is as bad as its dense symmetric representation, otherwise 0 ...
Definition: CMlowrankss.hxx:149
virtual CH_Matrix_Classes::Integer prodvec_flops() const
returns an estimate of number of flops to compute addprodto for a vector
Definition: CMlowrankss.hxx:145
const Matrix & get_colval() const
returns the value vector of the column representation holding the value for each element ...
Definition: sparsmat.hxx:269
CMlowrankss(const CH_Matrix_Classes::Sparsemat &Ain, const CH_Matrix_Classes::Sparsemat &Bin, CoeffmatInfo *cip=0)
copy Ain, Bin and store the user information
Definition: CMlowrankss.hxx:31
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
virtual CH_Matrix_Classes::Real gramip(const CH_Matrix_Classes::Matrix &P) const
returns ip(*this,PP^T)=trace P^T(*this)P
Definition: CMlowrankss.hxx:71
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: CMlowrankss.hxx:76
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: CMlowrankss.hxx:134
virtual void addprodto(CH_Matrix_Classes::Matrix &D, const CH_Matrix_Classes::Matrix &C, CH_Matrix_Classes::Real d=1.) const
computes D+=d*(*this)*C
Definition: CMlowrankss.hxx:124
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::Real ip(const CH_Matrix_Classes::Sparsesym &S) const
returns the inner product of the constraint matrix with S
Definition: CMlowrankss.hxx:168
Coeffmattype CM_type
in order to enable type identification
Definition: Coeffmat.hxx:134
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: CMlowrankss.hxx:228
CoeffmatInfo * infop
allows the user to specify and output additional information
Definition: Coeffmat.hxx:135
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: CMlowrankss.hxx:245
virtual CH_Matrix_Classes::Integer dim() const
returns the order of the represented symmetric matrix
Definition: CMlowrankss.hxx:41
virtual void addprodto(CH_Matrix_Classes::Matrix &D, const CH_Matrix_Classes::Sparsemat &C, CH_Matrix_Classes::Real d=1.) const
computes D+=d*(*this)*C
Definition: CMlowrankss.hxx:129
Integer trace(const Indexmatrix &A)
returns the sum of the diagonal elements A(i,i) over all i
Matrix class of symmetric matrices with real values of type Real
Definition: sparssym.hxx:89
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: CMlowrankss.hxx:44
void multiply(CH_Matrix_Classes::Real sf)
scales the scale factor
Definition: Coeffmat.hxx:70
CH_Matrix_Classes::Sparsemat B
this is B in A*B^T+B*A^T
Definition: CMlowrankss.hxx:28
implements a low rank matrix as Coeffmat with each a dense rectangular CH_Matrix_Classes::Matrix (f...
Definition: CMlowrankdd.hxx:24
Integer coldim() const
returns the column dimension
Definition: matrix.hxx:218
Matrix class for real values of type Real
Definition: matrix.hxx:74
virtual const CH_Matrix_Classes::Matrix & postgenmult(const CH_Matrix_Classes::Matrix &D, CH_Matrix_Classes::Matrix &C, CH_Matrix_Classes::Real alpha=1., CH_Matrix_Classes::Real beta=0., int dtrans=0) const
computes C= alpha*(*this)*D^(T if dtrans) + beta*C, C is also returned
Definition: CMlowrankss.hxx:210
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: CMlowrankss.hxx:164
virtual void project(CH_Matrix_Classes::Symmatrix &S, const CH_Matrix_Classes::Matrix &P) const
computes S=P^T*(*this)*P
Definition: CMlowrankss.hxx:172
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
for CMlowrankss
Definition: Coeffmat.hxx:35
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
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
virtual void addmeto(CH_Matrix_Classes::Symmatrix &S, CH_Matrix_Classes::Real d=1.) const
computes S+=d*(*this);
Definition: CMlowrankss.hxx:120
implements a low rank matrix as Coeffmat with each a sparse rectangular CH_Matrix_Classes::Sparsema...
Definition: CMlowrankss.hxx:24
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 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: CMlowrankss.hxx:249
Symmatrix & rank2add(const Matrix &A, const Matrix &B, Symmatrix &C, Real alpha=1., Real beta=0., int trans=0)
returns C=beta*C+alpha*(A*B^T+B*A^T)/2 [or for transposed (A^T*B+B^T*A)/2]. If beta==0. then C is initiliazed to the correct size.
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 Coeffmat * clone() const
makes an explicit copy of itself and returns a pointer to it
Definition: CMlowrankss.hxx:37
Integer rowdim() const
returns the row dimension
Definition: sparsmat.hxx:199
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
virtual const CH_Matrix_Classes::Matrix & pregenmult(const CH_Matrix_Classes::Matrix &D, CH_Matrix_Classes::Matrix &C, CH_Matrix_Classes::Real alpha=1., CH_Matrix_Classes::Real beta=0., int dtrans=0) const
computes C= alpha*D^(T if dtrans)*(*this) + beta*C, C is also returned
Definition: CMlowrankss.hxx:219
virtual std::ostream & display(std::ostream &o) const
display constraint information
Definition: CMlowrankss.hxx:241
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::CMlowrankdd (needed for ConicBundle::AffineMatrixFunction) ...
Integer nonzeros() const
returns the number of nonzeros
Definition: sparsmat.hxx:205