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10 #ifndef __IP_LOWRANKSSAUGSYSTEMSOLVER_HPP__
11 #define __IP_LOWRANKSSAUGSYSTEMSOLVER_HPP__
43 const std::string& prefix);
70 Index numberOfNegEVals);
213 const Vector& proto_rhs_x,
214 const Vector& proto_rhs_s,
215 const Vector& proto_rhs_c,
216 const Vector& proto_rhs_d);
ESymSolverStatus
Enum to report outcome of a linear solve.
double delta_x_
Most recent value of delta_x from Set method.
TaggedObject::Tag w_tag_
Tag for W matrix.
SmartPtr< CompoundMatrix > J_c_ext_
Extended Jac_c to include expanded_vu_.
TaggedObject::Tag d_d_tag_
Tag for D_d vector, representing the diagonal matrix D_d.
virtual ~LowRankSSAugSystemSolver()
Default destructor.
virtual Index NumberOfNegEVals() const
Number of negative eigenvalues detected during last solve.
bool AugmentedSystemRequiresChange(const SymMatrix *W, double W_factor, const Vector *D_x, double delta_x, const Vector *D_s, double delta_s, const Matrix &J_c, const Vector *D_c, double delta_c, const Matrix &J_d, const Vector *D_d, double delta_d)
Method that compares the tags of the data for the matrix with those from the previous call.
SmartPtr< AugSystemSolver > aug_system_solver_
The augmented system solver object that should be used for the factorization of the augmented system ...
TaggedObject::Tag d_x_tag_
Tag for D_x vector, representing the diagonal matrix D_x.
double delta_d_
Most recent value of delta_d from Set method.
Index max_rank_
Maximal rank of low rank Hessian update.
int Index
Type of all indices of vectors, matrices etc.
TaggedObject::Tag d_c_tag_
Tag for D_c vector, representing the diagonal matrix D_c.
LowRankSSAugSystemSolver()
Default constructor.
Solver for the augmented system with LowRankUpdateSymMatrix Hessian matrices.
Template class for Smart Pointers.
ESymSolverStatus UpdateExtendedData(const SymMatrix *W, double W_factor, const Vector *D_x, double delta_x, const Vector *D_s, double delta_s, const Matrix &J_c, const Vector *D_c, double delta_c, const Matrix &J_d, const Vector *D_d, double delta_d, const Vector &proto_rhs_x, const Vector &proto_rhs_s, const Vector &proto_rhs_c, const Vector &proto_rhs_d)
Method for updating the factorization, including J1_, J2_, Vtilde1_, Utilde2, Wdiag_,...
virtual ESymSolverStatus Solve(const SymMatrix *W, double W_factor, const Vector *D_x, double delta_x, const Vector *D_s, double delta_s, const Matrix *J_c, const Vector *D_c, double delta_c, const Matrix *J_d, const Vector *D_d, double delta_d, const Vector &rhs_x, const Vector &rhs_s, const Vector &rhs_c, const Vector &rhs_d, Vector &sol_x, Vector &sol_s, Vector &sol_c, Vector &sol_d, bool check_NegEVals, Index numberOfNegEVals)
Set up the augmented system and solve it for a given right hand side.
SmartPtr< DiagMatrix > Wdiag_
Hessian Matrix passed to the augmented system solver solving the matrix without the low-rank update.
TaggedObject::Tag d_s_tag_
Tag for D_s vector, representing the diagonal matrix D_s.
virtual bool ProvidesInertia() const
Query whether inertia is computed by linear solver.
Base class for Solver for the augmented system.
void operator=(const LowRankSSAugSystemSolver &)
Overloaded Equals Operator.
This is the base class for all derived symmetric matrix types.
TaggedObject::Tag j_c_tag_
Tag for J_c matrix.
virtual bool IncreaseQuality()
Request to increase quality of solution for next solve.
Index num_neg_evals_
Stores the number of negative eigenvalues detected during most recent factorization.
SmartPtr< ExpandedMultiVectorMatrix > expanded_vu_
Artifical rows for Jac_c part for low rank data.
unsigned int Tag
Type for the Tag values.
SmartPtr< CompoundVectorSpace > y_c_ext_space_
Extended vector space for y_c.
This class stores a list of user set options.
double delta_c_
Most recent value of delta_c from Set method.
SmartPtr< CompoundVector > D_c_ext_
Extended D_c diagonal.
bool first_call_
Flag indicating if this is the first call.
double w_factor_
Most recent value of W_factor.
Index negEvalsCorrection_
Number of components in V, so that it can be used to correct the inertia.
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
double delta_s_
Most recent value of delta_s from Set method.
TaggedObject::Tag j_d_tag_
Tag for J_d matrix.