BzzMatrixSparseSymmetricLocked class

Objects in the BzzMatrixSparseSymmetricLocked class collect the data for a sparse symmetric matrix as follows. 

An object A from the BzzMatrixSparseSymmetricLocked class can use the function GetLowerEnvelope to find the envelop of the matrix coefficients. It provides the memory allocation for factorization. 

In the BzzMath library, the BzzMatrixSparseSymmetricLocked class can also be used to efficiently perform the product of a sparse symmetric matrix and a vector. 

In the BzzMath library, the Solve function that uses an object from the BzzMatrixSparseSymmetricLocked class as its first argument solves a linear system or the equivalent minimization of a quadratic function via the CG method. 

Additional examples of the use of functions in evaluating the gradient and/or Hessian in the BzzMatrixSparseSymmetricLocked class can be found in... 

As above, a BzzMatrixSparseSymmetricLocked class object can use the function BuildGradientAndHessian to evaluate the function Hessian preserving its sparsity. 

The BzzMatrixSparseSymmetricLocked class automatically exploits parallelization in the Bui IdGradientAndHessian function to calculate the gradient and the nonzero elements of the Hessian, and in the Product function to calculate v = Gp. 

Large sparse problems with bound, equality, and inequality linear constraints. G is a BzzMatrixSparseSymmetricLocked class object where the structure of the Hessian of the function (13.1) is provided. The matrices E and D are sparse (BzzMatrixSparseLocked) ... 

Large sparse problems with bound, equality and inequality linear constraints, and nonlinear equality constraints. G is a BzzMatrixSparseSymmetricLocked class object where the structure of the Hessian of the function (13.1) is provided. nH is the number of nonlinear equality constraints, HName is the name of the function where the nonlinear equality constraints are calculated, H is the name of the BzzMatrixSparseLocked matrix with the structure of the nonlinear equality constraints and nlH is a BzzVectorInt whose elements indicate which variables are really nonlinear in the system of nonlinear equality constraints. The matrices E and D are sparse (BzzMatrixSparseLocked) ... 

A BzzMatrixSparseSymmetricLocked class object can build both the gradient and the Hessian of a function, F, using the function BuildGradien-tAndHessian (see Chapter 4). Such an object collects the point where the function is called and the gradient and Hessian calculated in that point as well. 

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