ConstrainedOptPack_MatrixHessianRelaxed.hpp

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// Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
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#ifndef MATRIX_HESSIAN_RELAXED_H
#define MATRIX_HESSIAN_RELAXED_H

#include "ConstrainedOptPack_Types.hpp"
#include "AbstractLinAlgPack/src/AbstractLinAlgPack_MatrixSymOp.hpp"

namespace ConstrainedOptPack {

class MatrixHessianRelaxed : public MatrixSymOp {
public:

  MatrixHessianRelaxed();

  void initialize(
      const MatrixSymOp &H
    , value_type      bigM
    );

  // ///////////////////////////////
  // Overridden from Matrix

  size_type rows() const;

  // //////////////////////////////
  // Overridden from MatrixOp

  void Vp_StMtV(DVectorSlice* vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1
    , const DVectorSlice& vs_rhs2, value_type beta) const;
  void Vp_StMtV(DVectorSlice* vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1
    , const SpVectorSlice& sv_rhs2, value_type beta) const;
  void Vp_StPtMtV(DVectorSlice* vs_lhs, value_type alpha
    , const GenPermMatrixSlice& P_rhs1, BLAS_Cpp::Transp P_rhs1_trans
    , BLAS_Cpp::Transp M_rhs2_trans
    , const DVectorSlice& vs_rhs3, value_type beta) const;
  void Vp_StPtMtV(DVectorSlice* vs_lhs, value_type alpha
    , const GenPermMatrixSlice& P_rhs1, BLAS_Cpp::Transp P_rhs1_trans
    , BLAS_Cpp::Transp M_rhs2_trans
    , const SpVectorSlice& sv_rhs3, value_type beta) const;
  value_type transVtMtV(const SpVectorSlice& sv_rhs1, BLAS_Cpp::Transp trans_rhs2
    , const SpVectorSlice& sv_rhs3) const ;

private:
  size_type       n_; // size of H
  const MatrixSymOp *H_;
  value_type        bigM_;

};  // end class MatrixHessianRelaxed

} // end namespace ConstrainedOptPack

#endif  // MATRIX_HESSIAN_RELAXED_H