symmetric_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 
00034 #ifndef ACADO_TOOLKIT_SYMMETRIC_CONJUGATE_GRADIENT_METHOD_HPP
00035 #define ACADO_TOOLKIT_SYMMETRIC_CONJUGATE_GRADIENT_METHOD_HPP
00036 
00037 
00038 #include <acado/utils/acado_utils.hpp>
00039 
00040 
00041 BEGIN_NAMESPACE_ACADO
00042 
00043 
00061 class SymmetricConjugateGradientMethod : public ConjugateGradientMethod{
00062 
00063 
00064     //
00065     // PUBLIC MEMBER FUNCTIONS:
00066     //
00067     public:
00068 
00069 
00071         SymmetricConjugateGradientMethod( );
00072 
00074         SymmetricConjugateGradientMethod( const SymmetricConjugateGradientMethod &arg );
00075 
00077         virtual ~SymmetricConjugateGradientMethod( );
00078 
00080         virtual SparseSolver* clone() const;
00081 
00082 
00086         virtual returnValue setIndices( const int *rowIdx_,
00087                                         const int *colIdx_  );
00088 
00089 
00090 
00094         virtual returnValue setIndices( const int *indices_ );
00095 
00096 
00097     //
00098     // PROTECTED MEMBER FUNCTIONS:
00099     //
00100     protected:
00101 
00102 
00103 
00105     virtual void multiply( double *xx , double *result );
00106 
00107 
00109     virtual returnValue computePreconditioner( double* A_ );
00110 
00111 
00113     virtual returnValue applyPreconditioner( double *b );
00114 
00116     virtual returnValue applyInversePreconditioner( double *x_ );
00117 
00118 
00119 
00120     //
00121     // DATA MEMBERS:
00122     //
00123     protected:
00124 
00125 
00126         int     **index;
00127         int     *nIndex;
00128         int       *diag;
00129 
00130 };
00131 
00132 
00133 CLOSE_NAMESPACE_ACADO
00134 
00135 
00136 
00137 #include <acado/sparse_solver/symmetric_conjugate_gradient_method.ipp>
00138 
00139 
00140 #endif  // ACADO_TOOLKIT_SYMMETRIC_CONJUGATE_GRADIENT_METHOD_HPP
00141 
00142 /*
00143  *   end of file
00144  */
00145 


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Sat Jun 8 2019 19:39:55