// Copyright (C) 2005, 2009 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpDenseGenMatrix.hpp 2509 2014-11-21 10:07:35Z stefan $
//
// Authors:  Andreas Waechter             IBM    2005-12-24

#ifndef __IPDENSEGENMATRIX_HPP__
#define __IPDENSEGENMATRIX_HPP__

#include "IpUtils.hpp"
#include "IpMatrix.hpp"
#include "IpDenseVector.hpp"
#include "IpDenseSymMatrix.hpp"

namespace Ipopt
{

  /** forward declarations */
  class DenseGenMatrixSpace;

  /** Class for dense general matrices.  Matrix elements are stored in
   *  one array in "Fortran" format.
   */
  class DenseGenMatrix : public Matrix
  {
  public:

    /**@name Constructors / Destructors */
    //@{

    /** Constructor, taking the owner_space.
     */
    DenseGenMatrix(const DenseGenMatrixSpace* owner_space);

    /** Destructor */
    ~DenseGenMatrix();
    //@}

    /** Create a new DenseGenMatrix from same MatrixSpace */
    SmartPtr<DenseGenMatrix> MakeNewDenseGenMatrix() const;

    /** Retrieve the array for storing the matrix elements.  This is
     *  the non-const version, and it is assume that afterwards the
     *  calling method will set all matrix elements.  The matrix
     *  elements are stored one column after each other. */
    Number* Values()
    {
      initialized_ = true;
      ObjectChanged();
      return values_;
    }

    /** Retrieve the array that stores the matrix elements.  This is
     *  the const version, i.e., read-only.  The matrix elements are
     *  stored one column after each other. */
    const Number* Values() const
    {
      DBG_ASSERT(initialized_);
      return values_;
    }

    /** Method for copying the content of another matrix into this
     *  matrix */
    void Copy(const DenseGenMatrix& M);

    /** Set this matrix to be a multiple of the identity matrix .
     *  This assumes that this matrix is square. */
    void FillIdentity(Number factor=1.);

    /** Method for scaling the columns of the matrix.  The scaling
     *  factors are given in form of a DenseVector */
    void ScaleColumns(const DenseVector& scal_vec);

    /** Method for adding the product of two matrices to this matrix. */
    void AddMatrixProduct(Number alpha, const DenseGenMatrix& A,
                          bool transA, const DenseGenMatrix& B,
                          bool transB, Number beta);

    /** Method for adding a high-rank update to this matrix.  It
     *  computes M = alpha*V1^T V2 + beta*M, where V1 and V2 are
     *  MultiVectorMatrices.  */
    void HighRankUpdateTranspose(Number alpha,
                                 const MultiVectorMatrix& V1,
                                 const MultiVectorMatrix& V2,
                                 Number beta);

    /** Method for computing the Cholesky factorization of a positive
     *  definite matrix.  The factor is stored in this matrix, as
     *  lower-triangular matrix, i.e., M = J * J^T.  The return values
     *  is false if the factorization could not be done, e.g., when
     *  the matrix is not positive definite. */
    bool ComputeCholeskyFactor(const DenseSymMatrix& M);

    /** Method for computing an eigenvalue decomposition of the given
     *  symmetrix matrix M.  On return, this matrix contains the
     *  eigenvalues in its columns, and Evalues contains the
     *  eigenvalues. The return value is false, if there problems
     *  during the computation. */
    bool ComputeEigenVectors(const DenseSymMatrix& M,
                             DenseVector& Evalues);

    /** Method for performing one backsolve with an entire matrix on
     *  the right hand side, assuming that the this matrix is square
     *  and contains a lower triangular matrix.  The incoming right
     *  hand side B is overwritten with the solution X of op(A)*X =
     *  alpha*B. op(A) = A or op(A) = A^T. */
    void CholeskyBackSolveMatrix(bool trans, Number alpha,
                                 DenseGenMatrix& B) const;

    /** Method for performing a solve of a linear system for one
     *  vector, assuming that this matrix contains the Cholesky factor
     *  for the linear system.  The vector b contains the right hand
     *  side on input, and contains the solution on output. */
    void CholeskySolveVector(DenseVector& b) const;

    /** Method for performing a solve of a linear system for one
     *  right-hand-side matrix, assuming that this matrix contains the
     *  Cholesky factor for the linear system.  The matrix B contains
     *  the right hand sides on input, and contains the solution on
     *  output. */
    void CholeskySolveMatrix(DenseGenMatrix& B) const;

    /** Method for computing the LU factorization of an unsymmetric matrix.
     *  The factorization is done in place. */
    bool ComputeLUFactorInPlace();

    /** Method for using a previously computed LU factorization for a
     *  backsolve with a matrix on the rhs. */
    void LUSolveMatrix(DenseGenMatrix& B) const;

    /** Method for using a previously computed LU fatorization for a
     *  backsolve with a single vector. */
    void LUSolveVector(DenseVector& b) const;

  protected:
    /**@name Overloaded methods from Matrix base class*/
    //@{
    virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta,
                                Vector &y) const;

    virtual void TransMultVectorImpl(Number alpha, const Vector& x,
                                     Number beta, Vector& y) const;

    /** Method for determining if all stored numbers are valid (i.e.,
     *  no Inf or Nan). */
    virtual bool HasValidNumbersImpl() const;

    virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const;

    virtual void ComputeColAMaxImpl(Vector& cols_norms, bool init) const;

    virtual void PrintImpl(const Journalist& jnlst,
                           EJournalLevel level,
                           EJournalCategory category,
                           const std::string& name,
                           Index indent,
                           const std::string& prefix) const;
    //@}


  private:
    /**@name Default Compiler Generated Methods
     * (Hidden to avoid implicit creation/calling).
     * These methods are not implemented and 
     * we do not want the compiler to implement
     * them for us, so we declare them private
     * and do not define them. This ensures that
     * they will not be implicitly created/called. */
    //@{
    /** Default Constructor */
    DenseGenMatrix();

    /** Copy Constructor */
    DenseGenMatrix(const DenseGenMatrix&);

    /** Overloaded Equals Operator */
    void operator=(const DenseGenMatrix&);
    //@}

    const DenseGenMatrixSpace* owner_space_;

    /** Array for storing the matrix elements (one columns after each
     *  other) */
    Number* values_;

    /** Flag indicating whether the values_ array has been initialized */
    bool initialized_;

    /** Enum for factorization type */
    enum Factorization
    {
      NONE,
      LU,
      CHOL
    };

    /** Flag indicating if and which factorization has been applied */
    Factorization factorization_;

    /** Array for storing the pivot sequences if the matrix has been LU-factorized */
    Index* pivot_;
  };

  /** This is the matrix space for DenseGenMatrix.
   */
  class DenseGenMatrixSpace : public MatrixSpace
  {
  public:
    /** @name Constructors / Destructors */
    //@{
    /** Constructor for matrix space for DenseGenMatrices.  Takes in
     *  dimension of the matrices.
     */
    DenseGenMatrixSpace(Index nRows, Index nCols);

    /** Destructor */
    ~DenseGenMatrixSpace()
    {}
    //@}

    /** Method for creating a new matrix of this specific type. */
    DenseGenMatrix* MakeNewDenseGenMatrix() const
    {
      return new DenseGenMatrix(this);
    }

    /** Overloaded MakeNew method for the MatrixSpace base class.
     */
    virtual Matrix* MakeNew() const
    {
      return MakeNewDenseGenMatrix();
    }

  };

  inline
  SmartPtr<DenseGenMatrix> DenseGenMatrix::MakeNewDenseGenMatrix() const
  {
    return owner_space_->MakeNewDenseGenMatrix();
  }

} // namespace Ipopt
#endif
