conjugate_gradient_method.hpp

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/*
 *    This file is part of ACADO Toolkit.
 *
 *    ACADO Toolkit -- A Toolkit for Automatic Control and Dynamic Optimization.
 *    Copyright (C) 2008-2014 by Boris Houska, Hans Joachim Ferreau,
 *    Milan Vukov, Rien Quirynen, KU Leuven.
 *    Developed within the Optimization in Engineering Center (OPTEC)
 *    under supervision of Moritz Diehl. All rights reserved.
 *
 *    ACADO Toolkit is free software; you can redistribute it and/or
 *    modify it under the terms of the GNU Lesser General Public
 *    License as published by the Free Software Foundation; either
 *    version 3 of the License, or (at your option) any later version.
 *
 *    ACADO Toolkit is distributed in the hope that it will be useful,
 *    but WITHOUT ANY WARRANTY; without even the implied warranty of
 *    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 *    Lesser General Public License for more details.
 *
 *    You should have received a copy of the GNU Lesser General Public
 *    License along with ACADO Toolkit; if not, write to the Free Software
 *    Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
 *
 */


#ifndef ACADO_TOOLKIT_CONJUGATE_GRADIENT_MEHTOD_HPP
#define ACADO_TOOLKIT_CONJUGATE_GRADIENT_MEHTOD_HPP


#include <acado/utils/acado_utils.hpp>


BEGIN_NAMESPACE_ACADO


class ConjugateGradientMethod : public SparseSolver{


    //
    // PUBLIC MEMBER FUNCTIONS:
    //
    public:

        ConjugateGradientMethod( );

        ConjugateGradientMethod( const ConjugateGradientMethod &arg );

        virtual ~ConjugateGradientMethod( );

        virtual SparseSolver* clone() const = 0;


        virtual returnValue setDimension( const int &n );


        virtual returnValue setNumberOfEntries( const int &nDense_ );



        virtual returnValue setIndices( const int *rowIdx_,
                                        const int *colIdx_  ) = 0;



        virtual returnValue setMatrix( double *A_ );



        virtual returnValue solve( double *b );



        virtual returnValue getX( double *x_ );



        virtual returnValue setTolerance( double TOL_ );


        virtual returnValue setPrintLevel( PrintLevel printLevel_ );



    //
    // PROTECTED MEMBER FUNCTIONS:
    //
    protected:


    double scalarProduct( double *aa, double *bb );

    virtual void multiply( double *xx , double *result ) = 0;

    virtual returnValue applyPreconditioner( double *b ) = 0;

    virtual returnValue applyInversePreconditioner( double *x_ ) = 0;

    virtual returnValue computePreconditioner( double* A_ ) = 0;


    //
    // DATA MEMBERS:
    //
    protected:


    // DIMENSIONS:
    // --------------------
    int                dim;          // dimension of the matrix A
    int             nDense;          // number of non-zero entries in A

    // DATA:
    // --------------------
    double              *A;          // The (sparse) matrix  A
    double              *x;          // The result vector    x


    // AUXILIARY VARIABLES:
    // --------------------
    double          *norm2;          // Auxiliary variables
    double             **p;          // conjugate basis vectors
    double              *r;          // the actual residuum
    int           pCounter;          // a counter for the iterates
    double      *condScale;          // scaling factors to improve
                                     // the conditioning of the system

    double             TOL;          // The required tolerance. (default 10^(-10))
    PrintLevel  printLevel;          // The PrintLevel.
};


CLOSE_NAMESPACE_ACADO



#include <acado/sparse_solver/conjugate_gradient_method.ipp>


#endif  // ACADO_TOOLKIT_CONJUGATE_GRADIENT_METHOD_HPP

/*
 *   end of file
 */