ConicBundle
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implements a low rank matrix as Coeffmat with each a dense rectangular CH_Matrix_Classes::Matrix (for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction)). More...
#include <CMlowrankdd.hxx>
Public Member Functions | |
CMlowrankdd (const CH_Matrix_Classes::Matrix &Ain, const CH_Matrix_Classes::Matrix &Bin, CoeffmatInfo *cip=0) | |
copy Ain, Bin and store the user information | |
virtual Coeffmat * | clone () const |
makes an explicit copy of itself and returns a pointer to it | |
virtual CH_Matrix_Classes::Integer | dim () const |
returns the order of the represented symmetric matrix | |
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) | |
virtual void | make_symmatrix (CH_Matrix_Classes::Symmatrix &S) const |
returns a dense symmetric constraint matrix | |
virtual CH_Matrix_Classes::Real | norm (void) const |
returns the Frobenius norm of the matrix | |
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 for deleting the object | |
virtual void | multiply (CH_Matrix_Classes::Real d) |
multiply constraint permanentely by d; this is to allow scaling or sign changes in the constraints | |
virtual CH_Matrix_Classes::Real | ip (const CH_Matrix_Classes::Symmatrix &S) const |
returns ip(*this,S)=trace(*this*S), the trace inner product | |
virtual CH_Matrix_Classes::Real | gramip (const CH_Matrix_Classes::Matrix &P) const |
returns ip(*this,PP^T)=trace P^T(*this)P | |
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) | |
virtual void | addmeto (CH_Matrix_Classes::Symmatrix &S, CH_Matrix_Classes::Real d=1.) const |
computes S+=d*(*this); | |
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 | |
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 | |
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 | |
virtual CH_Matrix_Classes::Integer | prodvec_flops () const |
returns an estimate of number of flops to compute addprodto for a vector | |
virtual int | dense () const |
returns 1 if its structure is as bad as its dense symmetric representation, otherwise 0 | |
virtual int | sparse () const |
returns 0 if not sparse, otherwise 1 | |
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,J and val, where val is multiplied by d. Only the upper triangle (including diagonal) is delivered | |
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 symmetric matrix S, 1 if it is contained. | |
virtual CH_Matrix_Classes::Real | ip (const CH_Matrix_Classes::Sparsesym &S) const |
returns the inner product of the constraint matrix with S | |
virtual void | project (CH_Matrix_Classes::Symmatrix &S, const CH_Matrix_Classes::Matrix &P) const |
computes S=P^T*(*this)*P | |
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) | |
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 | |
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 | |
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 | |
virtual std::ostream & | display (std::ostream &o) const |
display constraint information | |
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 be recognized by in(). | |
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 order to generate the correct class | |
CMlowrankdd (std::istream &is, CoeffmatInfo *cip=0) | |
constructor with istream and possibly additional user information | |
Public Member Functions inherited from ConicBundle::Coeffmat | |
Coeffmat (bool del_by_CoeffmatPointer=true) | |
default constructor; set del_by_CoeffmatPointer==true if a CoeffmatPointer reducing the use_cnt to zero should delete this | |
void | set_deletion_by_CoeffmatPointer (bool dbMP) |
if set to true any CoeffmatPointer that reduces use_cnt to zero will delete this object | |
virtual Coeffmattype | get_type () const |
returns its Coeffmattype | |
virtual CoeffmatInfo * | get_info () |
returns the user information | |
virtual const CoeffmatInfo * | get_info () const |
returns the user information in const form | |
virtual void | set_info (CoeffmatInfo *cip) |
deletes the old and sets new user information | |
Private Attributes | |
CH_Matrix_Classes::Matrix | A |
this is A in A*B^T+B*A^T | |
CH_Matrix_Classes::Matrix | B |
this is B in A*B^T+B*A^T | |
Additional Inherited Members | |
Protected Member Functions inherited from CH_Matrix_Classes::Memarrayuser | |
Memarrayuser () | |
if memarray is NULL, then a new Memarray is generated. In any case the number of users of the Memarray is incremented | |
virtual | ~Memarrayuser () |
the number of users is decremented and the Memarray memory manager is destructed, if the number is zero. | |
Protected Attributes inherited from ConicBundle::Coeffmat | |
Coeffmattype | CM_type |
in order to enable type identification | |
CoeffmatInfo * | infop |
allows the user to specify and output additional information | |
Static Protected Attributes inherited from CH_Matrix_Classes::Memarrayuser | |
static Memarray * | memarray |
pointer to common memory manager for all Memarrayusers, instantiated in memarray.cxx | |
implements a low rank matrix as Coeffmat with each a dense rectangular CH_Matrix_Classes::Matrix (for use with MatrixSDPfunction, see implemention of a PSCOracle (PSCAffineFunction)).