// Copyright (C) 2005, 2006 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Andreas Waechter                IBM    2005-12-27

#ifndef __IP_LOWRANKAUGSYSTEMSOLVER_HPP__
#define __IP_LOWRANKAUGSYSTEMSOLVER_HPP__

#include "IpAugSystemSolver.hpp"
#include "IpDenseGenMatrix.hpp"
#include "IpMultiVectorMatrix.hpp"
#include "IpDiagMatrix.hpp"

namespace Ipopt
{

/** Solver for the augmented system with LowRankUpdateSymMatrix
 *  Hessian matrices.  This version works with the Sherman-Morrison
 *  formula and multiple backsolves.
 */
class LowRankAugSystemSolver: public AugSystemSolver
{
public:
   /**@name Constructors / Destructors */
   ///@{
   /** Constructor using only a linear solver object */
   LowRankAugSystemSolver(
      AugSystemSolver& aug_system_solver
   );

   /** Destructor */
   virtual ~LowRankAugSystemSolver();
   ///@}

   /** overloaded from AlgorithmStrategyObject */
   bool InitializeImpl(
      const OptionsList& options,
      const std::string& prefix
   );

   /** Set up the augmented system and solve it for a given right hand side. */
   virtual ESymSolverStatus Solve(
      const SymMatrix* W,
      Number           W_factor,
      const Vector*    D_x,
      Number           delta_x,
      const Vector*    D_s,
      Number           delta_s,
      const Matrix*    J_c,
      const Vector*    D_c,
      Number           delta_c,
      const Matrix*    J_d,
      const Vector*    D_d,
      Number           delta_d,
      const Vector&    rhs_x,
      const Vector&    rhs_s,
      const Vector&    rhs_c,
      const Vector&    rhs_d,
      Vector&          sol_x,
      Vector&          sol_s,
      Vector&          sol_c,
      Vector&          sol_d,
      bool             check_NegEVals,
      Index            numberOfNegEVals
   );

   /** Number of negative eigenvalues detected during last solve.
    *
    * This must not be called if the linear solver does not compute
    * this quantity (see ProvidesInertia).
    *
    * @return number of negative eigenvalues of the most recent factorized matrix
    */
   virtual Index NumberOfNegEVals() const;

   /** Query whether inertia is computed by linear solver.
    *
    * @return true, if linear solver provides inertia
    */
   virtual bool ProvidesInertia() const;

   /** Request to increase quality of solution for next solve.
    *
    *  Ask underlying linear solver to increase quality of solution for
    *  the next solve (e.g. increase pivot tolerance).
    *
    *  @return false, if this is not possible (e.g. maximal pivot tolerance already used)
    */
   virtual bool IncreaseQuality();

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. */
   LowRankAugSystemSolver();

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

   void operator=(
      const LowRankAugSystemSolver&
   );
   ///@}

   /** The augmented system solver object that should be used for the
    *  factorization of the augmented system without the low-rank
    *  update.
    */
   SmartPtr<AugSystemSolver> aug_system_solver_;

   /**@name Tags and values to track in order to decide whether the
    matrix has to be updated compared to the most recent call of
    the Set method.
    */
   ///@{
   /** Tag for W matrix.
    *
    * If W has been given to Set as NULL, then this tag is set to 0.
    */
   TaggedObject::Tag w_tag_;

   /** Most recent value of W_factor */
   Number w_factor_;

   /** Tag for D_x vector, representing the diagonal matrix D_x.
    *
    *  If D_x has been given to Set as NULL, then this tag is set to 0.
    */
   TaggedObject::Tag d_x_tag_;

   /** Most recent value of delta_x from Set method */
   Number delta_x_;

   /** Tag for D_s vector, representing the diagonal matrix D_s.
    *  If D_s has been given to Set as NULL, then this tag is set to 0.
    */
   TaggedObject::Tag d_s_tag_;

   /** Most recent value of delta_s from Set method */
   Number delta_s_;

   /** Tag for J_c matrix.
    *
    *  If J_c has been given to Set as NULL, then this tag is set to 0.
    */
   TaggedObject::Tag j_c_tag_;

   /** Tag for D_c vector, representing the diagonal matrix D_c.
    *
    *  If D_c has been given to Set as NULL, then this tag is set to 0.
    */
   TaggedObject::Tag d_c_tag_;

   /** Most recent value of delta_c from Set method */
   Number delta_c_;

   /** Tag for J_d matrix.
    *
    * If J_d has been given to Set as NULL, then this tag is set to 0.
    */
   TaggedObject::Tag j_d_tag_;

   /** Tag for D_d vector, representing the diagonal matrix D_d.
    *
    *  If D_d has been given to Set as NULL, then this tag is set to 0.
    */
   TaggedObject::Tag d_d_tag_;

   /** Most recent value of delta_d from Set method */
   Number delta_d_;
   ///@}

   /** @name Information to be stored in order to resolve for the
    *  same matrix with a different right hand side. */
   ///@{
   bool first_call_;
   SmartPtr<DenseGenMatrix> J1_;
   SmartPtr<DenseGenMatrix> J2_;
   SmartPtr<MultiVectorMatrix> Vtilde1_;
   SmartPtr<MultiVectorMatrix> Utilde2_;

   /** Hessian Matrix passed to the augmented system solver solving
    *  the matrix without the low-rank update. */
   SmartPtr<DiagMatrix> Wdiag_;

   /** Vector space for Compound vectors that capture the entire
    *  right hand side and solution vectors .*/
   SmartPtr<const CompoundVectorSpace> compound_sol_vecspace_;
   ///@}

   /** Stores the number of negative eigenvalues detected during most
    *  recent factorization.
    *
    *  This is what is returned by
    *  NumberOfNegEVals() of this class.  It usually is the number of
    *  negative eigenvalues returned from the aug_system_solver solve,
    *  but if a Cholesky factorization could not be performed, the
    *  returned value is one more than this what the
    *  aug_system_solver returned. */
   Index num_neg_evals_;

   /** @name Internal functions */
   ///@{
   /** Method for updating the factorization, including J1_, J2_,
    *  Vtilde1_, Utilde2, Wdiag_, compound_sol_vecspace_
    */
   ESymSolverStatus UpdateFactorization(
      const SymMatrix* W,
      Number           W_factor,
      const Vector*    D_x,
      Number           delta_x,
      const Vector*    D_s,
      Number           delta_s,
      const Matrix&    J_c,
      const Vector*    D_c,
      Number           delta_c,
      const Matrix&    J_d,
      const Vector*    D_d,
      Number           delta_d,
      const Vector&    proto_rhs_x,
      const Vector&    proto_rhs_s,
      const Vector&    proto_rhs_c,
      const Vector&    proto_rhs_d,
      bool             check_NegEVals,
      Index            numberOfNegEVals
   );

   /** Method for solving the augmented system without low-rank
    *  update for multiple right hand sides that are provided as
    *  MultiVectorMatrix.
    *
    *  The result is returned as a MultiVectorMatrix in Vtilde1.
    *  V_x and Vtilde1_x are V and Vtilde1 in the x-space.
    */
   ESymSolverStatus SolveMultiVector(
      const Vector*                 D_x,
      Number                        delta_x,
      const Vector*                 D_s,
      Number                        delta_s,
      const Matrix&                 J_c,
      const Vector*                 D_c,
      Number                        delta_c,
      const Matrix&                 J_d,
      const Vector*                 D_d,
      Number                        delta_d,
      const Vector&                 proto_rhs_x,
      const Vector&                 proto_rhs_s,
      const Vector&                 proto_rhs_c,
      const Vector&                 proto_rhs_d,
      const MultiVectorMatrix&      V,
      const SmartPtr<const Matrix>& P_LM,
      SmartPtr<MultiVectorMatrix>&  V_x,
      SmartPtr<MultiVectorMatrix>&  Vtilde1,
      SmartPtr<MultiVectorMatrix>&  Vtilde1_x,
      bool                          check_NegEVals,
      Index                         numberOfNegEVals
   );

   /** Method that compares the tags of the data for the matrix with
    *  those from the previous call.
    *
    *  @return true, if there was a change and the factorization has to be updated
    */
   bool AugmentedSystemRequiresChange(
      const SymMatrix* W,
      Number           W_factor,
      const Vector*    D_x,
      Number           delta_x,
      const Vector*    D_s,
      Number           delta_s,
      const Matrix&    J_c,
      const Vector*    D_c,
      Number           delta_c,
      const Matrix&    J_d,
      const Vector*    D_d,
      Number           delta_d
   );
   ///@}
};

} // namespace Ipopt

#endif
