#include <sLinsysRoot.h>

Inheritance diagram for sLinsysRoot:

Public Member Functions
	sLinsysRoot (sFactory factory_, sData prob_, bool createChild=true)

	sLinsysRoot (sFactory factory, sData prob_, OoqpVector dd_, OoqpVector dq_, OoqpVector nomegaInv_, OoqpVector rhs_, OoqpVector *additiveDiag_, bool createChild=true)

virtual int	factor2 (sData prob, Variables vars)

virtual void	initializeKKT (sData prob, Variables vars)

virtual void	reduceKKT ()

virtual int	factorizeKKT ()

virtual void	finalizeKKT (sData prob, Variables vars)=0

virtual void	Lsolve (sData *prob, OoqpVector &x)

virtual void	Dsolve (sData *prob, OoqpVector &x)

virtual void	Ltsolve (sData *prob, OoqpVector &x)

virtual void	Ltsolve2 (sData *prob, StochVector &x, SimpleVector &xp)

virtual void	solveReduced (sData *prob, SimpleVector &b)=0

virtual void	putXDiagonal (OoqpVector &xdiag_)

virtual void	putSDiagonal (OoqpVector &sdiag_)

virtual void	putYDualDiagonal (OoqpVector &ydiag)

virtual void	putZDiagonal (OoqpVector &zdiag)

virtual void	setAdditiveDiagonal ()

virtual void	AddChild (sLinsys *child)

void	sync ()

virtual	~sLinsysRoot ()

void	myAtPutZeros (DenseSymMatrix *mat)

void	myAtPutZeros (DenseSymMatrix *mat, int row, int col, int rowExtent, int colExtent)

void	submatrixAllReduce (DenseSymMatrix *A, int row, int col, int drow, int dcol, MPI_Comm comm)

virtual void	UpdateMatrices (Data *prob_in, int const updateLevel=2)

virtual void	setXDiagonal (OoqpVector &xdiag)

virtual void	setSDiagonal (OoqpVector &sdiag)

virtual void	setYDiagonal (OoqpVector &ydiag)

virtual void	setZDiagonal (OoqpVector &zdiag)

Public Member Functions inherited from sLinsys
	sLinsys (sFactory factory, sData prob)

	sLinsys (sFactory factory, sData prob, OoqpVector dd, OoqpVector dq, OoqpVector nomegaInv, OoqpVector rhs, OoqpVector *additiveDiag_=NULL)

virtual	~sLinsys ()

virtual void	factor (Data prob, Variables vars, RegularizationAlg *RegInfo)

virtual void	factor (Data prob, Variables vars)

virtual void	solveCompressed (OoqpVector &rhs)

void	joinRHS (OoqpVector &rhs_in, OoqpVector &rhs1_in, OoqpVector &rhs2_in, OoqpVector &rhs3_in)

void	separateVars (OoqpVector &x_in, OoqpVector &y_in, OoqpVector &z_in, OoqpVector &vars_in)

void	joinRHSXSYZ (OoqpVector &rhs_in, OoqpVector &rhs1_in, OoqpVector &rhs2_in, OoqpVector &rhs3_in, OoqpVector &rhs4_in)

void	separateVarsXSYZ (OoqpVector &x_in, OoqpVector &s_in, OoqpVector &y_in, OoqpVector &z_in, OoqpVector &vars_in)

virtual void	addLnizi (sData *prob, OoqpVector &z0, OoqpVector &zi)

void	LniTransMult (sData *prob, OoqpVector &y, double alpha, OoqpVector &x)

virtual void	allocU (DenseGenMatrix **Ut, int np)

virtual void	allocV (DenseGenMatrix **V, int np)

virtual void	computeU_V (sData prob, DenseGenMatrix U, DenseGenMatrix *V)

virtual void	addTermToDenseSchurCompl (sData *prob, DenseSymMatrix &SC)

virtual void	addColsToDenseSchurCompl (sData *prob, DenseGenMatrix &out, int startcol, int endcol)

virtual void	symAddColsToDenseSchurCompl (sData prob, double out, int startcol, int endcol)

virtual void	addTermToSchurResidual (sData *prob, SimpleVector &res, SimpleVector &x)

virtual int	GetNegEigVal ()

virtual void	_backSolve (sData prob, OoqpVector &ParSol_, OoqpVector &Vec_, StochVector End_Par_Pos_)

virtual void	_addTargetParsLnizi (sData prob, OoqpVector &ParSol_, OoqpVector &Vec_, OoqpVector goal_Par)

virtual void	_setupColOfBordMat (sData prob, OoqpVector rhs_St, const int ColIDX, bool &allzero, const int aimlevel)

virtual void	_assembleSC (sData prob, OoqpVector rhs_St_in, const int ColIDX, const int aimlevel, DenseSymMatrix &SC)

virtual void	_setupYaddLniTx (sData *prob, OoqpVector &y_, double alpha, SimpleVector &x, const int aimlevel)

Public Member Functions inherited from NlpGenLinsys
	NlpGenLinsys (NlpGen factory, NlpGenData data, LinearAlgebraPackage *la)

	NlpGenLinsys ()

	~NlpGenLinsys ()

virtual void	solve (Data prob, Variables vars, Residuals res, Variables step)

virtual void	solve_NTsteps (Data prob, Variables vars, Residuals resids, Variables Nstep, Variables Tstep, Variables NTstep)

virtual void	solve_IterRefine (Data prob_in, Variables vars_in, Residuals res_in, Variables step_in, Residuals KKT_Resid_in, Variables KKT_sol_in)

virtual void	solveXYZS (OoqpVector &stepx, OoqpVector &stepy, OoqpVector &stepz, OoqpVector &steps, OoqpVector &ztemp, NlpGenData *data)

virtual void	solveCompressedAugXSYZ (OoqpVector &stepx, OoqpVector &steps, OoqpVector &stepy, OoqpVector &stepz, NlpGenData *prob)

virtual void	solveCompressedAugXSYZ_PETSC (OoqpVector &stepx, OoqpVector &steps, OoqpVector &stepy, OoqpVector &stepz, NlpGenData *prob)

virtual void	solveBiCGStab (OoqpVector &stepx, OoqpVector &steps, OoqpVector &stepy, OoqpVector &stepz, NlpGenData *data)

virtual void	computeDiagonals (OoqpVector &dd, OoqpVector &omega, OoqpVector &t, OoqpVector &lambda, OoqpVector &u, OoqpVector &pi, OoqpVector &v, OoqpVector &gamma, OoqpVector &w, OoqpVector &phi)

virtual void	solveCompressedBiCGStab (OoqpVector &stepx, OoqpVector &stepy, OoqpVector &stepz, NlpGenData *data)

virtual void	solveCompressedIterRefin (OoqpVector &stepx, OoqpVector &stepy, OoqpVector &stepz, NlpGenData *data)

virtual void	matXYZMult (double beta, OoqpVector &res, double alpha, OoqpVector &sol, NlpGenData *data, OoqpVector &solx, OoqpVector &soly, OoqpVector &solz)

virtual void	matXSYZMult (double beta, OoqpVector &res, double alpha, OoqpVector &sol, NlpGenData *data, OoqpVector &solx, OoqpVector &sols, OoqpVector &soly, OoqpVector &solz)

virtual void	factorNoMatChange (Data prob_in, Variables vars_in, RegularizationAlg *RegInfo)

virtual double	computeResidual (NlpGenData *data, OoqpVector &res_, OoqpVector &sol_, OoqpVector &solx_, OoqpVector &sols_, OoqpVector &soly_, OoqpVector &solz_)

virtual double	computeResidual_FullKKT (NlpGenData data, NlpGenResiduals res_, NlpGenVars sol_, NlpGenVars var_)

virtual double	eval_xWx (NlpGenData prob, NlpGenResiduals resid, NlpGenVars *steps)

virtual void	computeQuantitiesForDualReg (NlpGenData prob, NlpGenVars vars, NlpGenResiduals resid, NlpGenVars steps, double *dualRegQuantities)

virtual void	copyXSYZ_fromArray (OoqpVector &vec_xsyz, double *array_in, const int nb_col)

virtual void	copyXSYZ_toArray (OoqpVector &vec_xsyz, double *array_in, const int nb_col)

Public Member Functions inherited from LinearSystem
virtual	~LinearSystem ()

Public Attributes
std::vector< sLinsys * >	children

int	iAmDistrib

bool	firstQUpdate

bool	firstBUpdate

std::map< int, int >	LocQMap

std::map< int, int >	LocBMap

Public Attributes inherited from sLinsys
int	negEigVal

SymMatrix *	kkt

MPI_Comm	mpiComm

sTree *	stochNode

bool	isActive

Public Attributes inherited from NlpGenLinsys
OoqpVector *	nomegaInv

OoqpVector *	rhs

OoqpVector *	rhs_back

NlpGen *	factory

long long	nx

long long	my

long long	mz

double	priReg

double	dualReg

OoqpVector *	dd

OoqpVector *	dq

OoqpVector *	temp_diagX

OoqpVector *	temp_diagS

OoqpVector *	temp_diagY

OoqpVector *	temp_diagZ

OoqpVector *	additiveDiag

OoqpVector *	ixupp

OoqpVector *	icupp

OoqpVector *	ixlow

OoqpVector *	iclow

int	nxupp

int	nxlow

int	mcupp

int	mclow

int	num_slacks

int	useRefs

OoqpVector *	sol

OoqpVector *	res

OoqpVector *	resx

OoqpVector *	ress

OoqpVector *	resy

OoqpVector *	resz

OoqpVector *	sol2

OoqpVector *	res2

OoqpVector *	res3

OoqpVector *	res4

OoqpVector *	res5

OoqpVector *	sol2Bicg

OoqpVector *	res2Bicg

OoqpVector *	res3Bicg

OoqpVector *	res4Bicg

OoqpVector *	res5Bicg

int	KryIter

bool	allocateSpace

Protected Member Functions
	sLinsysRoot ()

virtual void	createChildren (sData *prob)

virtual void	deleteChildren ()

virtual SymMatrix *	createKKT (sData *prob)=0

virtual DoubleLinearSolver *	createSolver (sData prob, SymMatrix kktmat)=0

Protected Member Functions inherited from sLinsys
	sLinsys ()

Protected Attributes
OoqpVector *	zDiag

OoqpVector *	xDiag

OoqpVector *	yDiag

OoqpVector *	sDiag

Protected Attributes inherited from sLinsys
int	locnx

int	locmy

int	locmz

DoubleLinearSolver *	solver

sData *	data

Protected Attributes inherited from NlpGenLinsys
bool	fullQ

Detailed Description

ROOT (= NON-leaf) linear system

Constructor & Destructor Documentation

sLinsysRoot::sLinsysRoot ( )

inlineprotected

sLinsysRoot::sLinsysRoot	(	sFactory *	factory_,
		sData *	prob_,
		bool	createChild = `true`
	)

sLinsysRoot::sLinsysRoot	(	sFactory *	factory,
		sData *	prob_,
		OoqpVector *	dd_,
		OoqpVector *	dq_,
		OoqpVector *	nomegaInv_,
		OoqpVector *	rhs_,
		OoqpVector *	additiveDiag_,
		bool	createChild = `true`
	)

sLinsysRoot::~sLinsysRoot ( )

virtual

Member Function Documentation

void sLinsysRoot::AddChild ( sLinsys * child )

virtual

void sLinsysRoot::createChildren ( sData * prob )

protectedvirtual

virtual SymMatrix* sLinsysRoot::createKKT ( sData * prob )

protectedpure virtual

Implemented in sLinsysRootAggregation, and sLinsysRootAug.

virtual DoubleLinearSolver* sLinsysRoot::createSolver	(	sData *	prob,
		SymMatrix *	kktmat
	)

protectedpure virtual

Implemented in sLinsysRootAggregation, and sLinsysRootAug.

void sLinsysRoot::deleteChildren ( )

protectedvirtual

Implements sLinsys.

void sLinsysRoot::Dsolve	(	sData *	prob,
		OoqpVector &	x
	)

virtual

commented - already done in addLnizi - cpetra

Implements sLinsys.

Reimplemented in sLinsysRootAggregation.

int sLinsysRoot::factor2	(	sData *	prob,
		Variables *	vars
	)

virtual

Implements sLinsys.

Reimplemented in sLinsysRootAggregation.

int sLinsysRoot::factorizeKKT ( )

virtual

Reimplemented in sLinsysRootAggregation.

virtual void sLinsysRoot::finalizeKKT	(	sData *	prob,
		Variables *	vars
	)

pure virtual

Implemented in sLinsysRootAggregation, and sLinsysRootAug.

void sLinsysRoot::initializeKKT	(	sData *	prob,
		Variables *	vars
	)

virtual

Reimplemented in sLinsysRootAggregation.

void sLinsysRoot::Lsolve	(	sData *	prob,
		OoqpVector &	x
	)

virtual

memopt here

Implements sLinsys.

Reimplemented in sLinsysRootAggregation.

void sLinsysRoot::Ltsolve	(	sData *	prob,
		OoqpVector &	x
	)

virtual

Implements sLinsys.

Reimplemented in sLinsysRootAggregation.

void sLinsysRoot::Ltsolve2	(	sData *	prob,
		StochVector &	x,
		SimpleVector &	xp
	)

virtual

Implements sLinsys.

void sLinsysRoot::myAtPutZeros ( DenseSymMatrix * mat )

void sLinsysRoot::myAtPutZeros	(	DenseSymMatrix *	mat,
		int	row,
		int	col,
		int	rowExtent,
		int	colExtent
	)

void sLinsysRoot::putSDiagonal ( OoqpVector & xdiag )

virtual

places the diagonal resulting from the bounds on Cx into the augmented system matrix — corresponding to slack variables S

Implements sLinsys.

void sLinsysRoot::putXDiagonal ( OoqpVector & xdiag )

virtual

places the diagonal resulting from the bounds on x into the augmented system matrix — corresponding to pri variables X

Implements sLinsys.

void sLinsysRoot::putYDualDiagonal ( OoqpVector & ydiag )

virtual

places the diagonal resulting from the bounds on x into the augmented system matrix — for Regularization dual Y

Implements sLinsys.

void sLinsysRoot::putZDiagonal ( OoqpVector & sdiag )

virtual

places the diagonal resulting from the bounds on Cx into the augmented system matrix — corresponding to slack variables S, z is the dual for s

Implements sLinsys.

void sLinsysRoot::reduceKKT ( )

virtual

Reimplemented in sLinsysRootAggregation.

void sLinsysRoot::setAdditiveDiagonal ( )

virtual

Implements sLinsys.

void sLinsysRoot::setSDiagonal ( OoqpVector & sdiag )

virtual

Implements NlpGenLinsys.

void sLinsysRoot::setXDiagonal ( OoqpVector & xdiag )

virtual

Implements NlpGenLinsys.

void sLinsysRoot::setYDiagonal ( OoqpVector & ydiag )

virtual

Implements NlpGenLinsys.

void sLinsysRoot::setZDiagonal ( OoqpVector & zdiag )

virtual

Implements NlpGenLinsys.

virtual void sLinsysRoot::solveReduced	(	sData *	prob,
		SimpleVector &	b
	)

pure virtual

Implemented in sLinsysRootAggregation, and sLinsysRootAug.

void sLinsysRoot::submatrixAllReduce	(	DenseSymMatrix *	A,
		int	row,
		int	col,
		int	drow,
		int	dcol,
		MPI_Comm	comm
	)

void sLinsysRoot::sync ( )

virtual

Implements sLinsys.

void sLinsysRoot::UpdateMatrices	(	Data *	prob_in,
		int const	updateLevel = `2`
	)

virtual

Reimplemented from NlpGenLinsys.

Member Data Documentation

std::vector<sLinsys*> sLinsysRoot::children

bool sLinsysRoot::firstBUpdate

bool sLinsysRoot::firstQUpdate

int sLinsysRoot::iAmDistrib

std::map<int,int> sLinsysRoot::LocBMap

std::map<int,int> sLinsysRoot::LocQMap

OoqpVector* sLinsysRoot::sDiag

protected

OoqpVector* sLinsysRoot::xDiag

protected

OoqpVector* sLinsysRoot::yDiag

protected

OoqpVector* sLinsysRoot::zDiag

protected

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

/home/michel/git/PIPS/PIPS-NLP/Core/NlpStoch/sLinsysRoot.h
/home/michel/git/PIPS/PIPS-NLP/Core/NlpStoch/sLinsysRoot.C

Public Member Functions

Public Attributes

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation