matrix_ecL_ip Class Reference

Initializes lower diagonal matrix L and performs backward and forward substitutions using this matrix. More...

#include <matrix_ecL_ip.h>

List of all members.

Public Member Functions
	matrix_ecL_ip (const int)
	~matrix_ecL_ip ()
void	form (const problem_parameters &, const double *)
	Builds matrix L.
void	solve_backward (const int, double *)
	Solve system ecL' * x = b using backward substitution.
void	solve_forward (const int, double *)
	Solve system ecL * x = b using forward substitution.
Public Attributes
double *	ecL
Private Member Functions
void	chol_dec (double *)
	Performs Cholesky decomposition of a matrix.
void	form_M (const double, const double, const double *, const double *)
	Forms M = R*inv(hess_phi)*R'.
void	form_MBiPB (const double *, const double, double *)
	Forms matrix MBiPB = M + B * inv(2*P) * B.
void	form_MAT (const double, const double)
	Forms matrix MAT = M * A'.
void	form_AMATMBiPB (const double, const double, double *)
	Forms matrix AMATMBiPB = A * M * A' + 0.5 * M + 0.5 * B * inv(P) * B.
void	form_L_non_diag (const double *, double *)
	Forms a 6x6 matrix L(k+1, k), which lies below the diagonal of L.
void	form_L_diag (double *)
	Forms a 6x6 matrix L(k+1, k+1), which lies below the diagonal of L.
void	form_L_diag (const double *, double *)
	Forms a 6x6 matrix L(k+1, k+1), which lies on the main diagonal of L.
Private Attributes
double *	M
double *	MAT
	R * inv(Q) * R'.

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Detailed Description

Initializes lower diagonal matrix L and performs backward and forward substitutions using this matrix.

Definition at line 42 of file matrix_ecL_ip.h.

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Constructor & Destructor Documentation

matrix_ecL_ip::matrix_ecL_ip

(

const int

N

)

Definition at line 25 of file matrix_ecL_ip.cpp.

matrix_ecL_ip::~matrix_ecL_ip

(

)

Definition at line 34 of file matrix_ecL_ip.cpp.

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Member Function Documentation

void matrix_ecL_ip::chol_dec

(

double *

mx

)

[private]

Performs Cholesky decomposition of a matrix.

Parameters:

[in,out]

mx

a pointer to a 6x6 matrix, the result is stored in the same place.

Attention:

Only the elements below the main diagonal are used in conmputations.

Definition at line 97 of file matrix_ecL_ip.cpp.

void matrix_ecL_ip::form	(	const problem_parameters &	ppar,
		const double *	i2hess
	)

Builds matrix L.

Parameters:

[in]	ppar	parameters.
[in]	i2hess	2*N diagonal elements of inverted hessian.

Definition at line 365 of file matrix_ecL_ip.cpp.

void matrix_ecL_ip::form_AMATMBiPB	(	const double	A3,
		const double	A6,
		double *	result
	)		[private]

Forms matrix AMATMBiPB = A * M * A' + 0.5 * M + 0.5 * B * inv(P) * B.

Parameters:

[in]	A3	4th and 7th elements of A (A is represented by two identical 3x3 matrices).
[in]	A6	6th element of A (A is represented by two identical 3x3 matrices).
[in,out]	result	MBiPB as input / result

Attention:

Only the elements below the main diagonal are initialized.

Definition at line 284 of file matrix_ecL_ip.cpp.

void matrix_ecL_ip::form_L_diag

(

double *

ecLc

)

[private]

Forms a 6x6 matrix L(k+1, k+1), which lies below the diagonal of L.

Parameters:

[in,out]

ecLc

MBiPB as input / result

Attention:

Only the elements below the main diagonal are initialized.

Definition at line 254 of file matrix_ecL_ip.cpp.

void matrix_ecL_ip::form_L_diag	(	const double *	ecLp,
		double *	ecLc
	)		[private]

Forms a 6x6 matrix L(k+1, k+1), which lies on the main diagonal of L.

Parameters:

[in]	ecLp	a 6x6 matrix lying to the left from ecLc on the same level of L
[in,out]	ecLc	AMATMBiPB as input / the result is stored here

Attention:

Only the elements below the main diagonal are initialized.

Definition at line 330 of file matrix_ecL_ip.cpp.

void matrix_ecL_ip::form_L_non_diag	(	const double *	ecLp,
		double *	ecLc
	)		[private]

Forms a 6x6 matrix L(k+1, k), which lies below the diagonal of L.

Parameters:

[in]	ecLp	previous matrix lying on the diagonal of L
[in]	ecLc	the result is stored here

Definition at line 197 of file matrix_ecL_ip.cpp.

void matrix_ecL_ip::form_M	(	const double	sinA,
		const double	cosA,
		const double *	i2Q,
		const double *	i2hess
	)		[private]

Forms M = R*inv(hess_phi)*R'.

Parameters:

[in]	sinA	sin of rotation angle.
[in]	cosA	cos of rotation angle.
[in]	i2Q	a vector of three repeating diagonal elements of inv(Q)
[in]	i2hess	a 2*N vector of diagonal elements of hess_phi (indicies of these elements are 1:3:N*SMPC_NUM_STATE_VAR)

Attention:

Only elements lying below the main diagonal of 4x4 matrix are initialized (other elements are not unique).

Definition at line 61 of file matrix_ecL_ip.cpp.

void matrix_ecL_ip::form_MAT	(	const double	A3,
		const double	A6
	)		[private]

Forms matrix MAT = M * A'.

Parameters:

[in]	A3	4th and 7th elements of A.
[in]	A6	6th element of A.

Definition at line 160 of file matrix_ecL_ip.cpp.

void matrix_ecL_ip::form_MBiPB	(	const double *	B,
		const double	i2P,
		double *	result
	)		[private]

Forms matrix MBiPB = M + B * inv(2*P) * B.

Parameters:

[in]	B	a vector of 3 elements.
[in]	i2P	0.5 * inv(P) (only one number)
[out]	result	result.

Attention:

Only elements lying below the main diagonal of 4x4 matrix are initialized (other elements are not unique).

Definition at line 137 of file matrix_ecL_ip.cpp.

void matrix_ecL_ip::solve_backward	(	const int	N,
		double *	x
	)

Solve system ecL' * x = b using backward substitution.

Parameters:

[in]	N	number of states in the preview window
[in,out]	x	vector "b" as input, vector "x" as output.

Definition at line 474 of file matrix_ecL_ip.cpp.

void matrix_ecL_ip::solve_forward	(	const int	N,
		double *	x
	)

Solve system ecL * x = b using forward substitution.

Parameters:

[in]	N	number of states in the preview window
[in,out]	x	vector "b" as input, vector "x" as output (N * SMPC_NUM_STATE_VAR)

Definition at line 414 of file matrix_ecL_ip.cpp.

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Member Data Documentation

double* matrix_ecL_ip::ecL

Definition at line 54 of file matrix_ecL_ip.h.

double* matrix_ecL_ip::M [private]

Definition at line 71 of file matrix_ecL_ip.h.

double* matrix_ecL_ip::MAT [private]

R * inv(Q) * R'.

Definition at line 72 of file matrix_ecL_ip.h.

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The documentation for this class was generated from the following files:

• solver/matrix_ecL_ip.h
• solver/matrix_ecL_ip.cpp