void TripletHelper::PutValuesInVector(Index dim, const Number* values, Vector& vector)
{
DBG_ASSERT(dim == vector.Dim());
DenseVector* dv = dynamic_cast<DenseVector*>(&vector);
if (dv) {
Number* dv_vals = dv->Values();
IpBlasDcopy(dim, values, 1, dv_vals, 1);
return;
}
CompoundVector* cv = dynamic_cast<CompoundVector*>(&vector);
if (cv) {
Index ncomps = cv->NComps();
Index total_dim = 0;
for (Index i=0; i<ncomps; i++) {
SmartPtr<Vector> comp = cv->GetCompNonConst(i);
Index comp_dim = comp->Dim();
PutValuesInVector(comp_dim, values, *comp);
values += comp_dim;
total_dim += comp_dim;
}
DBG_ASSERT(total_dim == dim);
return;
}
THROW_EXCEPTION(UNKNOWN_VECTOR_TYPE,"Unknown vector type passed to TripletHelper::PutValuesInVector");
}
bool DenseGenMatrix::ComputeEigenVectors(const DenseSymMatrix& M,
DenseVector& Evalues)
{
Index dim = M.Dim();
DBG_ASSERT(Evalues.Dim()==dim);
DBG_ASSERT(NRows()==dim);
DBG_ASSERT(NCols()==dim);
// First we copy the content of the matrix into Q
const Number* Mvalues = M.Values();
for (Index j=0; j<dim; j++) {
for (Index i=j; i<dim; i++) {
values_[i+j*dim] = Mvalues[i+j*dim];
}
}
bool compute_eigenvectors = true;
Number* Evals = Evalues.Values();
Index info;
IpLapackDsyev(compute_eigenvectors, dim, values_,
dim, Evals, info);
initialized_ = (info==0);
ObjectChanged();
return (info==0);
}
void DenseGenMatrix::CholeskySolveVector(DenseVector& b) const
{
DBG_ASSERT(NRows()==NCols());
DBG_ASSERT(b.Dim()==NRows());
DBG_ASSERT(initialized_);
Number* bvalues = b.Values();
IpLapackDpotrs(NRows(), 1, values_, NRows(), bvalues, b.Dim());
}
void DenseGenMatrix::LUSolveVector(DenseVector& b) const
{
DBG_ASSERT(NRows()==NCols());
DBG_ASSERT(b.Dim()==NRows());
DBG_ASSERT(initialized_);
DBG_ASSERT(factorization_==LU);
Number* bvalues = b.Values();
IpLapackDgetrs(NRows(), 1, values_, NRows(), pivot_, bvalues, b.Dim());
}
void DenseGenMatrix::ScaleColumns(const DenseVector& scal_vec)
{
DBG_ASSERT(scal_vec.Dim() == NCols());
DBG_ASSERT(initialized_);
const Number* scal_values = scal_vec.Values();
for (Index j=0; j<NCols(); j++) {
IpBlasDscal(NRows(), scal_values[j], &values_[j*NRows()], 1);
}
ObjectChanged();
}
void DenseSymMatrix::SpecialAddForLMSR1(const DenseVector& D,
const DenseGenMatrix& L)
{
const Index dim = Dim();
DBG_ASSERT(initialized_);
DBG_ASSERT(dim==D.Dim());
DBG_ASSERT(dim==L.NRows());
DBG_ASSERT(dim==L.NCols());
// First add the diagonal matrix
const Number* Dvalues = D.Values();
for (Index i=0; i<dim; i++) {
values_[i+i*dim] += Dvalues[i];
}
// Now add the strictly-lower triagular matrix L and its transpose
const Number* Lvalues = L.Values();
for (Index j=0; j<dim; j++) {
for (Index i=j+1; i<dim; i++) {
values_[i+j*dim] += Lvalues[i+j*dim];
}
}
ObjectChanged();
}