conjugate_gradient_method.hpp
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00001 /*
00002  *    This file is part of ACADO Toolkit.
00003  *
00004  *    ACADO Toolkit -- A Toolkit for Automatic Control and Dynamic Optimization.
00005  *    Copyright (C) 2008-2014 by Boris Houska, Hans Joachim Ferreau,
00006  *    Milan Vukov, Rien Quirynen, KU Leuven.
00007  *    Developed within the Optimization in Engineering Center (OPTEC)
00008  *    under supervision of Moritz Diehl. All rights reserved.
00009  *
00010  *    ACADO Toolkit is free software; you can redistribute it and/or
00011  *    modify it under the terms of the GNU Lesser General Public
00012  *    License as published by the Free Software Foundation; either
00013  *    version 3 of the License, or (at your option) any later version.
00014  *
00015  *    ACADO Toolkit is distributed in the hope that it will be useful,
00016  *    but WITHOUT ANY WARRANTY; without even the implied warranty of
00017  *    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
00018  *    Lesser General Public License for more details.
00019  *
00020  *    You should have received a copy of the GNU Lesser General Public
00021  *    License along with ACADO Toolkit; if not, write to the Free Software
00022  *    Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
00023  *
00024  */
00025 
00026 
00033 #ifndef ACADO_TOOLKIT_CONJUGATE_GRADIENT_MEHTOD_HPP
00034 #define ACADO_TOOLKIT_CONJUGATE_GRADIENT_MEHTOD_HPP
00035 
00036 
00037 #include <acado/utils/acado_utils.hpp>
00038 
00039 
00040 BEGIN_NAMESPACE_ACADO
00041 
00042 
00057 class ConjugateGradientMethod : public SparseSolver{
00058 
00059 
00060     //
00061     // PUBLIC MEMBER FUNCTIONS:
00062     //
00063     public:
00064 
00066         ConjugateGradientMethod( );
00067 
00069         ConjugateGradientMethod( const ConjugateGradientMethod &arg );
00070 
00072         virtual ~ConjugateGradientMethod( );
00073 
00075         virtual SparseSolver* clone() const = 0;
00076 
00077 
00082         virtual returnValue setDimension( const int &n );
00083 
00084 
00090         virtual returnValue setNumberOfEntries( const int &nDense_ );
00091 
00092 
00093 
00097         virtual returnValue setIndices( const int *rowIdx_,
00098                                         const int *colIdx_  ) = 0;
00099 
00100 
00101 
00106         virtual returnValue setMatrix( double *A_ );
00107 
00108 
00109 
00115         virtual returnValue solve( double *b );
00116 
00117 
00118 
00123         virtual returnValue getX( double *x_ );
00124 
00125 
00126 
00137         virtual returnValue setTolerance( double TOL_ );
00138 
00139 
00144         virtual returnValue setPrintLevel( PrintLevel printLevel_ );
00145 
00146 
00147 
00148     //
00149     // PROTECTED MEMBER FUNCTIONS:
00150     //
00151     protected:
00152 
00153 
00155     double scalarProduct( double *aa, double *bb );
00156 
00158     virtual void multiply( double *xx , double *result ) = 0;
00159 
00161     virtual returnValue applyPreconditioner( double *b ) = 0;
00162 
00164     virtual returnValue applyInversePreconditioner( double *x_ ) = 0;
00165 
00167     virtual returnValue computePreconditioner( double* A_ ) = 0;
00168 
00169 
00170     //
00171     // DATA MEMBERS:
00172     //
00173     protected:
00174 
00175 
00176     // DIMENSIONS:
00177     // --------------------
00178     int                dim;          // dimension of the matrix A
00179     int             nDense;          // number of non-zero entries in A
00180 
00181     // DATA:
00182     // --------------------
00183     double              *A;          // The (sparse) matrix  A
00184     double              *x;          // The result vector    x
00185 
00186 
00187     // AUXILIARY VARIABLES:
00188     // --------------------
00189     double          *norm2;          // Auxiliary variables
00190     double             **p;          // conjugate basis vectors
00191     double              *r;          // the actual residuum
00192     int           pCounter;          // a counter for the iterates
00193     double      *condScale;          // scaling factors to improve
00194                                      // the conditioning of the system
00195 
00196     double             TOL;          // The required tolerance. (default 10^(-10))
00197     PrintLevel  printLevel;          // The PrintLevel.
00198 };
00199 
00200 
00201 CLOSE_NAMESPACE_ACADO
00202 
00203 
00204 
00205 #include <acado/sparse_solver/conjugate_gradient_method.ipp>
00206 
00207 
00208 #endif  // ACADO_TOOLKIT_CONJUGATE_GRADIENT_METHOD_HPP
00209 
00210 /*
00211  *   end of file
00212  */
00213 


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Sat Jun 8 2019 19:36:54