DoubleIterativeLinearSolver Class Reference

#include <DoubleLinearSolver.h>

Inheritance diagram for DoubleIterativeLinearSolver:

Public Member Functions
	DoubleIterativeLinearSolver (MatTimesVec *A, MatTimesVec *M1, MatTimesVec *M2=NULL)
virtual void	diagonalChanged (int idiag, int extent)
virtual int	matrixChanged ()
virtual void	solve (OoqpVector &rhs)=0
virtual	~DoubleIterativeLinearSolver ()
Public Member Functions inherited from DoubleLinearSolver
	DoubleLinearSolver ()
virtual void	solveTrans (OoqpVector &x)
virtual void	solve (GenMatrix &rhs)
virtual void	Lsolve (OoqpVector &x)
virtual void	Dsolve (OoqpVector &x)
virtual void	Ltsolve (OoqpVector &x)
virtual	~DoubleLinearSolver ()

Protected Member Functions
	DoubleIterativeLinearSolver ()
void	applyA (double beta, OoqpVector &res, double alpha, OoqpVector &x)
void	applyM1 (double beta, OoqpVector &res, double alpha, OoqpVector &x)
void	applyM2 (double beta, OoqpVector &res, double alpha, OoqpVector &x)

Protected Attributes
MatTimesVec *	A
MatTimesVec *	ML
MatTimesVec *	MR

Additional Inherited Members
Public Attributes inherited from DoubleLinearSolver
int	negEigVal
int	KryIter

Detailed Description

The abstract interface for a linear iterative solver for linear systems that arise in primal-dual interior-point methods for QP.

Constructor & Destructor Documentation

DoubleIterativeLinearSolver::DoubleIterativeLinearSolver	(	MatTimesVec *	A,
		MatTimesVec *	M1,
		MatTimesVec *	M2 = NULL
	)

DoubleIterativeLinearSolver::~DoubleIterativeLinearSolver ( )

virtual

DoubleIterativeLinearSolver::DoubleIterativeLinearSolver ( )

protected

Member Function Documentation

void DoubleIterativeLinearSolver::applyA ( double  beta, OoqpVector &  res, double  alpha, OoqpVector &  x  )

protected

Actual mat-vec operations

void DoubleIterativeLinearSolver::applyM1 ( double  beta, OoqpVector &  res, double  alpha, OoqpVector &  x  )

protected

void DoubleIterativeLinearSolver::applyM2 ( double  beta, OoqpVector &  res, double  alpha, OoqpVector &  x  )

protected

void DoubleIterativeLinearSolver::diagonalChanged ( int  idiag, int  extent  )

virtual

called if the diagonal elements of the matrix have changed. Triggers a refactorization of the matrix, if necessary.

Parameters

idiag	index of the first diagonal element that changed
extent	the number of diagonal element that changed.

Implements DoubleLinearSolver.

Reimplemented in PetscIterativeSolver_Sparse.

int DoubleIterativeLinearSolver::matrixChanged ( )

virtual

called if some elements of the matrix have changed. Triggers a refactorization of the matrix, if necessary.

Implements DoubleLinearSolver.

Reimplemented in PetscIterativeSolver_Sparse.

virtual void DoubleIterativeLinearSolver::solve ( OoqpVector &  x )

pure virtual

solves a linear system.

Parameters

x	on entry the right hand side of the system to be solved. On exit, the solution.

Implements DoubleLinearSolver.

Implemented in PetscIterativeSolver_Sparse.

Member Data Documentation

MatTimesVec* DoubleIterativeLinearSolver::A

protected

MatVec operation involving system matrix

MatTimesVec* DoubleIterativeLinearSolver::ML

protected

MatVec ops for left and right preconditioner

MatTimesVec * DoubleIterativeLinearSolver::MR

protected

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The documentation for this class was generated from the following files:

• /home/michel/git/PIPS/PIPS-NLP/Core/Abstract/DoubleLinearSolver.h
• /home/michel/git/PIPS/PIPS-NLP/Core/Abstract/DoubleLinearSolver.C