ConstrainedOptPack_MatrixSymPosDefBandedChol.hpp

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

#include "ConstrainedOptPack_Types.hpp"
#include "AbstractLinAlgPack/src/MatrixSymWithOpFactorized.hpp"
#include "DenseLinAlgPack_DMatrixClass.hpp"
#include "Miref_count_ptr.h"
#include "MiReleaseResource.h"

namespace ConstrainedOptPack {
class MatrixSymPosDefBandedChol : public MatrixSymWithOpFactorized
{
public:
  
  typedef Teuchos::RCP<
    MemMngPack::ReleaseResource>  release_resource_ptr_t;

  // //////////////
    // Constructors

  MatrixSymPosDefBandedChol(
    size_type                         n                       = 0
    ,size_type                        kd                      = 0
    ,DMatrixSlice                   *MB                     = NULL
    ,const release_resource_ptr_t&    MB_release_resource_ptr = NULL
    ,BLAS_Cpp::Uplo                   MB_uplo                 = BLAS_Cpp::lower
    ,DMatrixSlice                   *UB                     = NULL
    ,const release_resource_ptr_t&    UB_release_resource_ptr = NULL
    ,BLAS_Cpp::Uplo                   UB_uplo                 = BLAS_Cpp::lower
    ,bool                             update_factor           = false
    ,value_type                       scale                   = 1.0
    );

  // ///////////////////////////
    // Access representation

  void initialize(
    size_type                         n                       = 0
    ,size_type                        kd                      = 0
    ,DMatrixSlice                   *MB                     = NULL
    ,const release_resource_ptr_t&    MB_release_resource_ptr = NULL
    ,BLAS_Cpp::Uplo                   MB_uplo                 = BLAS_Cpp::lower
    ,DMatrixSlice                   *UB                     = NULL
    ,const release_resource_ptr_t&    UB_release_resource_ptr = NULL
    ,BLAS_Cpp::Uplo                   UB_uplo                 = BLAS_Cpp::lower
    ,bool                             update_factor           = false
    ,value_type                       scale                   = 1.0
    );

  size_type kd() const;
  DMatrixSlice& MB();
  const DMatrixSlice& MB() const;
  BLAS_Cpp::Uplo MB_uplo() const;
  DMatrixSlice& UB();
  const DMatrixSlice& UB() const;
  BLAS_Cpp::Uplo UB_uplo() const;

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

  size_type rows() const;
  size_type nz() const;
  std::ostream& output(std::ostream& out) const;
  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;

  // //////////////////////////////////
  // Overridden from MatrixFactorized

  void V_InvMtV(DVectorSlice* vs_lhs, BLAS_Cpp::Transp trans_rhs1
    , const DVectorSlice& vs_rhs2) const;

private:
  
  // /////////////////////////////
  // Private data members

  size_type                       n_;
  size_type                       kd_;
  DMatrixSlice                  MB_;
  release_resource_ptr_t          MB_release_resource_ptr_;
  BLAS_Cpp::Uplo                  MB_uplo_;
  mutable DMatrixSlice          UB_;
  mutable release_resource_ptr_t  UB_release_resource_ptr_;
  mutable BLAS_Cpp::Uplo          UB_uplo_;
  mutable bool                    factor_updated_;
  value_type                      scale_;

  // /////////////////////////////
  // Private member functions

  void assert_initialized() const;
  void update_factorization() const;

}; // end class MatrixSymPosDefBandedChol

// ///////////////////////////////////////////////////////
// Inline members for MatrixSymPosDefBandedChol

inline
size_type MatrixSymPosDefBandedChol::kd() const
{
  return kd_;
}

inline
DMatrixSlice& MatrixSymPosDefBandedChol::MB()
{
  return MB_;
}

inline
const DMatrixSlice& MatrixSymPosDefBandedChol::MB() const
{
  return MB_;
}

inline
BLAS_Cpp::Uplo MatrixSymPosDefBandedChol::MB_uplo() const
{
  return MB_uplo_;
}

inline
DMatrixSlice& MatrixSymPosDefBandedChol::UB()
{
  return UB_;
}

inline
const DMatrixSlice& MatrixSymPosDefBandedChol::UB() const
{
  return UB_;
}

inline
BLAS_Cpp::Uplo MatrixSymPosDefBandedChol::UB_uplo() const
{
  return UB_uplo_;
}

} // end namespace ConstrainedOptPack

#endif // MATRIX_SYM_POS_DEF_BANDED_CHOL_H