matrix_ecL_as Class Reference

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

#include <matrix_ecL_as.h>

List of all members.

Public Member Functions
	matrix_ecL_as (const int)
	~matrix_ecL_as ()
void	form (const problem_parameters &)
	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
double **	ecL_diag
double **	ecL_ndiag
Private Member Functions
void	chol_dec (double *)
	Performs Cholesky decomposition of 3x3 matrix.
void	form_iQBiPB (const double *, const double *, const double, double *)
	Forms matrix iQBiPB = 0.5 * inv(Q) + 0.5 * B * inv(P) * B.
void	form_iQAT (const double, const double, const double *)
	Forms matrix iQAT = 0.5 * inv (Q) * A'.
void	form_AiQATiQBiPB (const problem_parameters &, const state_parameters &, double *)
	Forms matrix AiQATiQBiPB = A * inv(Q) * A' + 0.5 * inv(Q) + 0.5 * B * inv(P) * B.
void	form_L_non_diag (const double *, double *)
	Forms a 3x3 matrix L(k+1, k), which lies below the diagonal of L.
void	form_L_diag (const double *, double *)
	Forms a 3x3 matrix L(k+1, k+1), which lies on the main diagonal of L.
Private Attributes
double *	iQAT

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Detailed Description

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

Definition at line 41 of file matrix_ecL_as.h.

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Constructor & Destructor Documentation

matrix_ecL_as::matrix_ecL_as

(

const int

N

)

Definition at line 24 of file matrix_ecL_as.cpp.

matrix_ecL_as::~matrix_ecL_as

(

)

Definition at line 42 of file matrix_ecL_as.cpp.

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Member Function Documentation

void matrix_ecL_as::chol_dec

(

double *

mx9

)

[private]

Performs Cholesky decomposition of 3x3 matrix.

Parameters:

[in,out]

mx9

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

Attention:

Only the elements below the main diagonal are initialized.

Definition at line 68 of file matrix_ecL_as.cpp.

void matrix_ecL_as::form

(

const problem_parameters &

ppar

)

Builds matrix L.

Parameters:

[in]

ppar

parameters.

Definition at line 232 of file matrix_ecL_as.cpp.

void matrix_ecL_as::form_AiQATiQBiPB	(	const problem_parameters &	ppar,
		const state_parameters &	stp,
		double *	result
	)		[private]

Forms matrix AiQATiQBiPB = A * inv(Q) * A' + 0.5 * inv(Q) + 0.5 * B * inv(P) * B.

Parameters:

[in]	ppar	problem parameters.
[in]	stp	state parameters.
[out]	result	result

Attention:

Only the elements below the main diagonal are initialized.

Definition at line 143 of file matrix_ecL_as.cpp.

void matrix_ecL_as::form_iQAT	(	const double	A3,
		const double	A6,
		const double *	i2Q
	)		[private]

Forms matrix iQAT = 0.5 * inv (Q) * A'.

Parameters:

[in]	A3	4th and 7th elements of A.
[in]	A6	6th element of A.
[in]	i2Q	a vector of 3 elements, which contains diagonal elements of 0.5*inv(Q).

Definition at line 122 of file matrix_ecL_as.cpp.

void matrix_ecL_as::form_iQBiPB	(	const double *	B,
		const double *	i2Q,
		const double	i2P,
		double *	result
	)		[private]

Forms matrix iQBiPB = 0.5 * inv(Q) + 0.5 * B * inv(P) * B.

Parameters:

[in]	B	a vector of 3 elements.
[in]	i2Q	a vector of 3 elements, which contains diagonal elements of 0.5 * inv(Q).
[in]	i2P	0.5 * inv(P) (only one number)
[out]	result	the result

Attention:

Only the elements below the main diagonal are initialized.

Definition at line 99 of file matrix_ecL_as.cpp.

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

Forms a 3x3 matrix L(k+1, k+1), which lies on the main diagonal of L.

Parameters:

[in]	ecLp	upper triangular matrix matrix lying to the left from ecLc on the same level of L
[in]	ecLc	the result is stored here

Attention:

Only the elements below the main diagonal are initialized.

Definition at line 209 of file matrix_ecL_as.cpp.

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

Forms a 3x3 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 173 of file matrix_ecL_as.cpp.

void matrix_ecL_as::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 329 of file matrix_ecL_as.cpp.

void matrix_ecL_as::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 268 of file matrix_ecL_as.cpp.

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Member Data Documentation

double* matrix_ecL_as::ecL

Definition at line 53 of file matrix_ecL_as.h.

double** matrix_ecL_as::ecL_diag

Definition at line 54 of file matrix_ecL_as.h.

double** matrix_ecL_as::ecL_ndiag

Definition at line 55 of file matrix_ecL_as.h.

double* matrix_ecL_as::iQAT [private]

Definition at line 69 of file matrix_ecL_as.h.

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

• solver/matrix_ecL_as.h
• solver/matrix_ecL_as.cpp