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Reference Guide
TQpLinSolverDens.cxx
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1 // @(#)root/quadp:$Id$
2 // Author: Eddy Offermann May 2004
3 
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42 
43 //////////////////////////////////////////////////////////////////////////
44 // //
45 // TQpLinSolverDens //
46 // //
47 // Implements the aspects of the solvers for dense general QP //
48 // formulation that are specific to the dense case. //
49 // //
50 //////////////////////////////////////////////////////////////////////////
51 
52 #include "Riostream.h"
53 #include "TQpLinSolverDens.h"
54 
56 
57 ////////////////////////////////////////////////////////////////////////////////
58 /// Constructor
59 
61  TQpLinSolverBase(factory,data)
62 {
63  const Int_t n = factory->fNx+factory->fMy+factory->fMz;
64  fKkt.ResizeTo(n,n);
65 
66  data->PutQIntoAt(fKkt,0, 0);
67  if (fMy > 0) data->PutAIntoAt(fKkt,fNx, 0);
68  if (fMz > 0) data->PutCIntoAt(fKkt,fNx+fMy,0);
69  for (Int_t ix = fNx; ix < fNx+fMy+fMz; ix++) {
70  for (Int_t iy = fNx; iy < fNx+fMy+fMz; iy++)
71  fKkt(ix,iy) = 0.0;
72  }
73 
74  fSolveLU = TDecompLU(n);
75 }
76 
77 
78 ////////////////////////////////////////////////////////////////////////////////
79 /// Copy constructor
80 
82 {
83  *this = another;
84 }
85 
86 
87 ////////////////////////////////////////////////////////////////////////////////
88 /// Sets up the matrix for the main linear system in "augmented system" form.
89 
91 {
92  TQpLinSolverBase::Factor(prob,vars);
94 }
95 
96 
97 ////////////////////////////////////////////////////////////////////////////////
98 /// Places the diagonal resulting from the bounds on x into the augmented system matrix
99 
101 {
102  TMatrixDDiag diag(fKkt);
103  for (Int_t i = 0; i < xdiag.GetNrows(); i++)
104  diag[i] = xdiag[i];
105 }
106 
107 
108 ////////////////////////////////////////////////////////////////////////////////
109 /// Places the diagonal resulting from the bounds on Cx into the augmented system matrix
110 
112 {
113  TMatrixDDiag diag(fKkt);
114  for (Int_t i = 0; i < zdiag.GetNrows(); i++)
115  diag[i+fNx+fMy] = zdiag[i];
116 }
117 
118 
119 ////////////////////////////////////////////////////////////////////////////////
120 /// Perform the actual solve using the factors produced in factor.
121 /// rhs on input contains the aggregated right-hand side of the augmented system;
122 /// on output contains the solution in aggregated form .
123 
125 {
126  fSolveLU.Solve(compressedRhs);
127 }
128 
129 
130 ////////////////////////////////////////////////////////////////////////////////
131 /// Assignment operator
132 
134 {
135  if (this != &source) {
137  fKkt.ResizeTo(source.fKkt); fKkt = source.fKkt;
138  fSolveLU = source.fSolveLU;
139  }
140  return *this;
141 }
virtual void SolveCompressed(TVectorD &rhs)
Perform the actual solve using the factors produced in factor.
virtual TMatrixTBase< Element > & ResizeTo(Int_t nrows, Int_t ncols, Int_t=-1)
Set size of the matrix to nrows x ncols New dynamic elements are created, the overlapping part of the...
virtual void Factor(TQpDataBase *prob, TQpVar *vars)
Sets up the matrix for the main linear system in "augmented system" form.
Int_t GetNrows() const
Definition: TVectorT.h:81
int Int_t
Definition: RtypesCore.h:41
TQpLinSolverDens & operator=(const TQpLinSolverDens &source)
Assignment operator.
ClassImp(TQpLinSolverDens) TQpLinSolverDens
Constructor.
virtual void Factor(TQpDataBase *prob, TQpVar *vars)
Sets up the matrix for the main linear system in "augmented system" form.
virtual void PutZDiagonal(TVectorD &zdiag)
Places the diagonal resulting from the bounds on Cx into the augmented system matrix.
Definition: TQpVar.h:65
virtual void PutXDiagonal(TVectorD &xdiag)
Places the diagonal resulting from the bounds on x into the augmented system matrix.
virtual void SetMatrix(const TMatrixD &a)
Set matrix to be decomposed.
Definition: TDecompLU.cxx:202
virtual Bool_t Solve(TVectorD &b)
Solve Ax=b assuming the LU form of A is stored in fLU, but assume b has not been transformed.
Definition: TDecompLU.cxx:233
TQpLinSolverBase & operator=(const TQpLinSolverBase &source)
Assignment opeartor.
const Int_t n
Definition: legend1.C:16