QPKKTSubspaceHPrecond.hxx

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#ifndef CONICBUNDLE_QPKKTSUBSPACEHPRECOND_HXX
#define CONICBUNDLE_QPKKTSUBSPACEHPRECOND_HXX

#include "QPKKTPrecondObject.hxx"

namespace ConicBundle {

class QPSolverParameters;

  

class QPKKTSubspaceHPrecond: public QPKKTPrecondObject
{
protected:

  //--- data describing the KKT system
  // QPSolverProxObject* Hp;  ///< points to the quadratic cost representation, may NOT be NULL afer init
  // QPModelBlockObject* model; ///< points to the cutting model information, may be NULL
  // const CH_Matrix_Classes::Sparsemat* A;  ///< points to a possibly present constraint matrix, may be NULL
  // const CH_Matrix_Classes::Indexmatrix* eq_indices; ///< if not NULL, these rows of A correspond to equations; needed for checking applicability of this Object

  CH_Matrix_Classes::Integer method;     
  
  CH_Matrix_Classes::Matrix diagH;       
  const CH_Matrix_Classes::Matrix* Vp;   
 
  CH_Matrix_Classes::Integer last_nmult;  
  CH_Matrix_Classes::Real  max_sigma; 
  
  CH_Matrix_Classes::Matrix Diag_inv;        
  CH_Matrix_Classes::Real diaginvval;        
  
  CH_Matrix_Classes::Matrix subspace;        
  CH_Matrix_Classes::Matrix lowrank;         
  CH_Matrix_Classes::Indexmatrix pivlowrank; 
  CH_Matrix_Classes::Matrix eigvals;         
  CH_Matrix_Classes::Matrix eigvecs;         
  
  CH_Matrix_Classes::Matrix tmpmat;          
  CH_Matrix_Classes::Matrix tmpvec;          
  CH_Matrix_Classes::Symmatrix tmpsym;       
  CH_Matrix_Classes::Matrix keepeigs;        
  CH_Matrix_Classes::Matrix keepvecs;        
  CH_Matrix_Classes::Matrix rotmat;          

  CH_Matrix_Classes::Matrix Q; 

  CH_Tools::Clock clock; 
  CH_Tools::Microseconds t_gen_subspace;  
  CH_Tools::Microseconds t_comp_lowrank;  
  CH_Tools::Microseconds t_comp_svd;   
  CH_Tools::Microseconds t_precond_mult;   
  
  
public:
  // reset data to empty
  //virtual void clear()
  //{Hp=0;model=0;A=0;eq_indices=0;}
  
  QPKKTSubspaceHPrecond(CH_Matrix_Classes::Integer inmethod=0,CBout* cb=0,int cbinc=-1);

  virtual ~QPKKTSubspaceHPrecond();
  
  virtual int init_data(QPSolverProxObject* Hp, 
                        QPModelBlockObject* model, 
                        const CH_Matrix_Classes::Sparsemat* A, 
                        const CH_Matrix_Classes::Indexmatrix* eq_indices, 
                        bool SchurComplAineq 
                        );
  
  virtual int init_system(const CH_Matrix_Classes::Matrix& KKTdiagx,
                          const CH_Matrix_Classes::Matrix& KKTdiagy,
                          CH_Matrix_Classes::Real Hfactor,
                          CH_Matrix_Classes::Real prec,
                          QPSolverParameters* params);
  
  virtual int precondM1(CH_Matrix_Classes::Matrix& vec);
  
  //returns M2^{-1}vec; default: M2=I
  //virtual int precondM2(CH_Matrix_Classes::Matrix& /* vec */) {return 0;}

  virtual int set_subspace(const CH_Matrix_Classes::Matrix& insubspace)
  { if (method/10==3) subspace=insubspace; return 0;}

  virtual CH_Matrix_Classes::Real get_lmin_invM1();
  
  virtual int precond_invG1(CH_Matrix_Classes::Matrix& vec);

  virtual int precond_invG1tran(CH_Matrix_Classes::Matrix& vec); 

  virtual CH_Matrix_Classes::Integer precond_size()
  {return diagH.rowdim();}
  
  virtual int cond_number_mult(CH_Matrix_Classes::Matrix& vec,
                               const CH_Matrix_Classes::Matrix& KKTdiagx,
                               const CH_Matrix_Classes::Matrix& KKTdiagy);
  virtual CH_Matrix_Classes::Integer get_precond_rank()
  {return eigvals.rowdim();}

  virtual CH_Tools::Microseconds get_t_precond_mult()
  {return t_precond_mult;}

  virtual void reset_t_precond_mult()
  { t_precond_mult=0;}
};




  
}

#endif