void DenseSymMatrix::HighRankUpdateTranspose(Number alpha,
const MultiVectorMatrix& V1,
const MultiVectorMatrix& V2,
Number beta)
{
DBG_ASSERT(Dim()==V1.NCols());
DBG_ASSERT(Dim()==V2.NCols());
DBG_ASSERT(beta==0. || initialized_);
const Index dim = Dim();
if (beta==0.) {
for (Index j=0; j<dim; j++) {
for (Index i=j; i<dim; i++) {
values_[i+j*dim] = alpha*V1.GetVector(i)->Dot(*V2.GetVector(j));
}
}
}
else {
for (Index j=0; j<dim; j++) {
for (Index i=j; i<dim; i++) {
values_[i+j*dim] = alpha*V1.GetVector(i)->Dot(*V2.GetVector(j))
+ beta*values_[i+j*dim];
}
}
}
initialized_ = true;
ObjectChanged();
}
void
MultiVectorMatrix::AddOneMultiVectorMatrix(Number a,
const MultiVectorMatrix& mv1,
Number c)
{
DBG_ASSERT(NRows()==mv1.NRows());
DBG_ASSERT(NCols()==mv1.NCols());
if (c==0.) {
FillWithNewVectors();
}
for (Index i=0; i<NCols(); i++) {
Vec(i)->AddOneVector(a, *mv1.GetVector(i), c);
}
ObjectChanged();
}
ESymSolverStatus LowRankAugSystemSolver::SolveMultiVector(
const Vector* D_x,
double delta_x,
const Vector* D_s,
double delta_s,
const Matrix& J_c,
const Vector* D_c,
double delta_c,
const Matrix& J_d,
const Vector* D_d,
double delta_d,
const Vector& proto_rhs_x,
const Vector& proto_rhs_s,
const Vector& proto_rhs_c,
const Vector& proto_rhs_d,
const MultiVectorMatrix& V,
const SmartPtr<const Matrix>& P_LM,
SmartPtr<MultiVectorMatrix>& V_x,
SmartPtr<MultiVectorMatrix>& Vtilde,
SmartPtr<MultiVectorMatrix>& Vtilde_x,
bool check_NegEVals,
Index numberOfNegEVals
)
{
DBG_START_METH("LowRankAugSystemSolver::SolveMultiVector",
dbg_verbosity);
ESymSolverStatus retval;
Index nrhs = V.NCols();
DBG_ASSERT(nrhs > 0);
SmartPtr<MultiVectorMatrixSpace> V_xspace = new MultiVectorMatrixSpace(nrhs, *proto_rhs_x.OwnerSpace());
V_x = V_xspace->MakeNewMultiVectorMatrix();
// Create the right hand sides
std::vector<SmartPtr<const Vector> > rhs_xV(nrhs);
std::vector<SmartPtr<const Vector> > rhs_sV(nrhs);
std::vector<SmartPtr<const Vector> > rhs_cV(nrhs);
std::vector<SmartPtr<const Vector> > rhs_dV(nrhs);
for( Index i = 0; i < nrhs; i++ )
{
if( IsNull(P_LM) )
{
rhs_xV[i] = V.GetVector(i);
DBG_ASSERT(rhs_xV[i]->Dim() == proto_rhs_x.Dim());
}
else
{
SmartPtr<Vector> fullx = proto_rhs_x.MakeNew();
P_LM->MultVector(1., *V.GetVector(i), 0., *fullx);
rhs_xV[i] = ConstPtr(fullx);
}
V_x->SetVector(i, *rhs_xV[i]);
SmartPtr<Vector> tmp;
tmp = proto_rhs_s.MakeNew();
tmp->Set(0.);
rhs_sV[i] = ConstPtr(tmp);
tmp = proto_rhs_c.MakeNew();
tmp->Set(0.);
rhs_cV[i] = ConstPtr(tmp);
tmp = proto_rhs_d.MakeNew();
tmp->Set(0.);
rhs_dV[i] = ConstPtr(tmp);
}
// now get space for the solution
std::vector<SmartPtr<Vector> > sol_xV(nrhs);
std::vector<SmartPtr<Vector> > sol_sV(nrhs);
std::vector<SmartPtr<Vector> > sol_cV(nrhs);
std::vector<SmartPtr<Vector> > sol_dV(nrhs);
for( Index i = 0; i < nrhs; i++ )
{
sol_xV[i] = proto_rhs_x.MakeNew();
sol_sV[i] = proto_rhs_s.MakeNew();
sol_cV[i] = proto_rhs_c.MakeNew();
sol_dV[i] = proto_rhs_d.MakeNew();
}
// Call the actual augmented system solver to obtain Vtilde
retval = aug_system_solver_->MultiSolve(GetRawPtr(Wdiag_), 1.0, D_x, delta_x, D_s, delta_s, &J_c, D_c, delta_c, &J_d,
D_d, delta_d, rhs_xV, rhs_sV, rhs_cV, rhs_dV, sol_xV, sol_sV, sol_cV, sol_dV, check_NegEVals, numberOfNegEVals);
if( aug_system_solver_->ProvidesInertia() )
{
num_neg_evals_ = aug_system_solver_->NumberOfNegEVals();
}
if( retval != SYMSOLVER_SUCCESS )
{
return retval;
}
// Pack the results into Vtilde
if( IsNull(compound_sol_vecspace_) )
{
Index dimx = proto_rhs_x.Dim();
Index dims = proto_rhs_s.Dim();
Index dimc = proto_rhs_c.Dim();
Index dimd = proto_rhs_d.Dim();
Index dimtot = dimx + dims + dimc + dimd;
SmartPtr<CompoundVectorSpace> vecspace = new CompoundVectorSpace(4, dimtot);
vecspace->SetCompSpace(0, *proto_rhs_x.OwnerSpace());
vecspace->SetCompSpace(1, *proto_rhs_s.OwnerSpace());
vecspace->SetCompSpace(2, *proto_rhs_c.OwnerSpace());
vecspace->SetCompSpace(3, *proto_rhs_d.OwnerSpace());
compound_sol_vecspace_ = ConstPtr(vecspace);
}
SmartPtr<MultiVectorMatrixSpace> V1space = new MultiVectorMatrixSpace(nrhs, *compound_sol_vecspace_);
Vtilde = V1space->MakeNewMultiVectorMatrix();
Vtilde_x = V_xspace->MakeNewMultiVectorMatrix();
for( Index i = 0; i < nrhs; i++ )
{
Vtilde_x->SetVector(i, *sol_xV[i]);
SmartPtr<CompoundVector> cvec = compound_sol_vecspace_->MakeNewCompoundVector(false);
cvec->SetCompNonConst(0, *sol_xV[i]);
cvec->SetCompNonConst(1, *sol_sV[i]);
cvec->SetCompNonConst(2, *sol_cV[i]);
cvec->SetCompNonConst(3, *sol_dV[i]);
Vtilde->SetVectorNonConst(i, *cvec);
}
return retval;
}