#include <sLinsysRootAug.h>

Inheritance diagram for sLinsysRootAug:

Public Member Functions
	sLinsysRootAug (sFactory factory_, sData prob_)

	sLinsysRootAug (sFactory factory, sData prob_, OoqpVector dd_, OoqpVector dq_, OoqpVector nomegaInv_, OoqpVector rhs_, OoqpVector *additiveDiag_)

virtual	~sLinsysRootAug ()

virtual void	finalizeKKT (sData prob, Variables vars)

Public Member Functions inherited from sLinsysRoot
	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	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	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 ()

Protected Member Functions
	sLinsysRootAug ()

virtual SymMatrix *	createKKT (sData *prob)

virtual DoubleLinearSolver *	createSolver (sData prob, SymMatrix kktmat)

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

void	solveWithIterRef (sData *prob, SimpleVector &b)

void	solveWithBiCGStab (sData *prob, SimpleVector &b)

void	SCmult (double beta, SimpleVector &y, double alpha, SimpleVector &x, sData *prob)

Protected Member Functions inherited from sLinsysRoot
	sLinsysRoot ()

virtual void	createChildren (sData *prob)

virtual void	deleteChildren ()

Protected Member Functions inherited from sLinsys
	sLinsys ()

Protected Attributes
SymMatrix *	CtDC

SimpleVector *	redRhs

Protected Attributes inherited from sLinsysRoot
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

Additional Inherited Members
Public Attributes inherited from sLinsysRoot
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

Detailed Description

ROOT (= NON-leaf) linear system in reduced augmented form

Constructor & Destructor Documentation

sLinsysRootAug::sLinsysRootAug ( )

inlineprotected

sLinsysRootAug::sLinsysRootAug	(	sFactory *	factory_,
		sData *	prob_
	)

sLinsysRootAug::sLinsysRootAug	(	sFactory *	factory,
		sData *	prob_,
		OoqpVector *	dd_,
		OoqpVector *	dq_,
		OoqpVector *	nomegaInv_,
		OoqpVector *	rhs_,
		OoqpVector *	additiveDiag_
	)

sLinsysRootAug::~sLinsysRootAug ( )

virtual

Member Function Documentation

SymMatrix * sLinsysRootAug::createKKT ( sData * prob )

protectedvirtual

Implements sLinsysRoot.

DoubleLinearSolver * sLinsysRootAug::createSolver	(	sData *	prob,
		SymMatrix *	kktmat
	)

protectedvirtual

Implements sLinsysRoot.

void sLinsysRootAug::finalizeKKT	(	sData *	prob,
		Variables *	vars
	)

virtual

Implements sLinsysRoot.

void sLinsysRootAug::SCmult	(	double	beta,
		SimpleVector &	rxy,
		double	alpha,
		SimpleVector &	x,
		sData *	prob
	)

protected

y = beta*y - alpha* SC * x

rxy = beta*rxy + alpha * SC * x

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

protectedvirtual

Implements sLinsysRoot.

void sLinsysRootAug::solveWithBiCGStab	(	sData *	prob,
		SimpleVector &	b
	)

protected

void sLinsysRootAug::solveWithIterRef	(	sData *	prob,
		SimpleVector &	b
	)

protected

Member Data Documentation

SymMatrix* sLinsysRootAug::CtDC

protected

SimpleVector* sLinsysRootAug::redRhs

protected

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

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

Public Member Functions

Protected Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation