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Reference Guide
TQpDataDens.h
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1 // @(#)root/quadp:$Id$
2 // Author: Eddy Offermann May 2004
3 
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25  * Argonne National Laboratory *
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42 
43 #ifndef ROOT_TQpDataDens
44 #define ROOT_TQpDataDens
45 
46 #include "TError.h"
47 #include "TQpDataBase.h"
48 
49 #include "TQpVar.h"
50 
51 #include "TMatrixD.h"
52 #include "TMatrixDSym.h"
53 
54 //////////////////////////////////////////////////////////////////////////
55 // //
56 // TQpDataDens //
57 // //
58 // Data for the dense QP formulation //
59 // //
60 //////////////////////////////////////////////////////////////////////////
61 
62 class TQpDataDens : public TQpDataBase
63 {
64 
65 protected:
66 
67  // these variables will be "Used" not copied
68  TMatrixDSym fQ; // Quadratic part of Objective function
69  TMatrixD fA; // Equality constraints
70  TMatrixD fC; // Inequality constraints
71 
72 public:
73 
75  // data objects of the specified dimensions
76  TQpDataDens(Int_t nx,Int_t my,Int_t mz);
77 
78  // sets up pointers to the data objects that are passed as arguments
80  TVectorD &ixupp,TMatrixD &A,TVectorD &bA,TMatrixD &C,TVectorD &clow,
81  TVectorD &iclow,TVectorD &cupp,TVectorD &icupp);
82  TQpDataDens(const TQpDataDens &another);
83 
84  virtual ~TQpDataDens() {}
85 
86  virtual void PutQIntoAt(TMatrixDBase &M,Int_t row,Int_t col);
87  // insert the Hessian Q into the matrix M for the fundamental
88  // linear system, where M is stored as a TMatrixD
89  virtual void PutAIntoAt(TMatrixDBase &M,Int_t row,Int_t col);
90  // insert the constraint matrix A into the matrix M for the
91  // fundamental linear system, where M is stored as a TMatrixD
92  virtual void PutCIntoAt(TMatrixDBase &M,Int_t row,Int_t col);
93  // insert the constraint matrix C into the matrix M for the
94  // fundamental linear system, where M is stored as a TMatrixD
95 
96  virtual void Qmult (Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x);
97  // y = beta * y + alpha * Q * x
98  virtual void Amult (Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x);
99  // y = beta * y + alpha * A * x
100  virtual void Cmult (Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x);
101  // y = beta * y + alpha * C * x
102  virtual void ATransmult(Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x);
103  // y = beta * y + alpha * A^T * x
104  virtual void CTransmult(Double_t beta,TVectorD& y,Double_t alpha,const TVectorD& x);
105  // y = beta * y + alpha * C^T * x
106 
107  virtual void GetDiagonalOfQ(TVectorD &dQ); // extract the diagonal of Q and put it in the vector dQ
108 
109  virtual Double_t DataNorm();
110  virtual void DataRandom(TVectorD &x,TVectorD &y,TVectorD &z,TVectorD &s);
111  // Create a random problem (x,y,z,s)
112  // the solution to the random problem
113  virtual void Print(Option_t *opt="") const;
114 
115  virtual Double_t ObjectiveValue(TQpVar *vars);
116 
117  TQpDataDens &operator= (const TQpDataDens &source);
118 
119  ClassDef(TQpDataDens,1) // Qp Data class for Dens formulation
120 };
121 #endif
virtual void Qmult(Double_t beta, TVectorD &y, Double_t alpha, const TVectorD &x)
calculate y = beta*y + alpha*(fQ*x)
virtual void PutQIntoAt(TMatrixDBase &M, Int_t row, Int_t col)
Insert the Hessian Q into the matrix M at index (row,col) for the fundamental linear system...
const char Option_t
Definition: RtypesCore.h:62
virtual void Print(Option_t *opt="") const
Print all class members.
int Int_t
Definition: RtypesCore.h:41
TMatrixD fC
Definition: TQpDataDens.h:70
static double A[]
double beta(double x, double y)
Calculates the beta function.
virtual void Cmult(Double_t beta, TVectorD &y, Double_t alpha, const TVectorD &x)
calculate y = beta*y + alpha*(fC*x)
virtual void PutCIntoAt(TMatrixDBase &M, Int_t row, Int_t col)
Insert the constraint matrix C into the matrix M at index (row,col) for the fundamental linear system...
TMatrixDSym fQ
Definition: TQpDataDens.h:68
Double_t x[n]
Definition: legend1.C:17
#define ClassDef(name, id)
Definition: Rtypes.h:320
virtual void Amult(Double_t beta, TVectorD &y, Double_t alpha, const TVectorD &x)
calculate y = beta*y + alpha*(fA*x)
virtual Double_t ObjectiveValue(TQpVar *vars)
Return value of the objective function.
TMatrixD fA
Definition: TQpDataDens.h:69
virtual void CTransmult(Double_t beta, TVectorD &y, Double_t alpha, const TVectorD &x)
calculate y = beta*y + alpha*(fC^T*x)
virtual ~TQpDataDens()
Definition: TQpDataDens.h:84
virtual void PutAIntoAt(TMatrixDBase &M, Int_t row, Int_t col)
Insert the constraint matrix A into the matrix M at index (row,col) for the fundamental linear system...
virtual void DataRandom(TVectorD &x, TVectorD &y, TVectorD &z, TVectorD &s)
Choose randomly a QP problem.
TQpDataDens & operator=(const TQpDataDens &source)
Assignment operator.
static double C[]
virtual void GetDiagonalOfQ(TVectorD &dQ)
Return in vector dq the diagonal of matrix fQ (Quadratic part of Objective function) ...
virtual void ATransmult(Double_t beta, TVectorD &y, Double_t alpha, const TVectorD &x)
calculate y = beta*y + alpha*(fA^T*x)
Linear Algebra Package.
double Double_t
Definition: RtypesCore.h:55
virtual Double_t DataNorm()
Return the largest component of several vectors in the data class.
Double_t y[n]
Definition: legend1.C:17
static constexpr double s
you should not use this method at all Int_t Int_t z
Definition: TRolke.cxx:630
Definition: TQpVar.h:59
static double Q[]