Clp 1.17.5
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ClpCholeskyBase.hpp
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1/* $Id: ClpCholeskyBase.hpp 2385 2019-01-06 19:43:06Z unxusr $ */
2// Copyright (C) 2003, International Business Machines
3// Corporation and others. All Rights Reserved.
4// This code is licensed under the terms of the Eclipse Public License (EPL).
5
6#ifndef ClpCholeskyBase_H
7#define ClpCholeskyBase_H
8
9#include "CoinPragma.hpp"
10#include "CoinTypes.hpp"
11//#define CLP_LONG_CHOLESKY 0
12#ifndef CLP_LONG_CHOLESKY
13#define CLP_LONG_CHOLESKY 0
14#endif
15/* valid combinations are
16 CLP_LONG_CHOLESKY 0 and COIN_LONG_WORK 0
17 CLP_LONG_CHOLESKY 1 and COIN_LONG_WORK 1
18 CLP_LONG_CHOLESKY 2 and COIN_LONG_WORK 1
19*/
20#if COIN_LONG_WORK == 0
21#if CLP_LONG_CHOLESKY > 0
22#define CHOLESKY_BAD_COMBINATION
23#endif
24#else
25#if CLP_LONG_CHOLESKY == 0
26#define CHOLESKY_BAD_COMBINATION
27#endif
28#endif
29#ifdef CHOLESKY_BAD_COMBINATION
30#warning("Bad combination of CLP_LONG_CHOLESKY and COIN_BIG_DOUBLE/COIN_LONG_WORK");
31"Bad combination of CLP_LONG_CHOLESKY and COIN_LONG_WORK"
32#endif
33#if CLP_LONG_CHOLESKY > 1
34 typedef long double longDouble;
35#define CHOL_SMALL_VALUE 1.0e-15
36#elif CLP_LONG_CHOLESKY == 1
37typedef double longDouble;
38#define CHOL_SMALL_VALUE 1.0e-11
39#else
40typedef double longDouble;
41#define CHOL_SMALL_VALUE 1.0e-11
42#endif
43class ClpInterior;
45class ClpMatrixBase;
46
54
55public:
64 virtual int order(ClpInterior *model);
69 virtual int symbolic();
72 virtual int factorize(const CoinWorkDouble *diagonal, int *rowsDropped);
74 virtual void solve(CoinWorkDouble *region);
77 virtual void solveKKT(CoinWorkDouble *region1, CoinWorkDouble *region2, const CoinWorkDouble *diagonal,
78 CoinWorkDouble diagonalScaleFactor);
79
80private:
82 int orderAMD();
83
84public:
86
90 inline int status() const
91 {
92 return status_;
93 }
95 inline int numberRowsDropped() const
96 {
97 return numberRowsDropped_;
98 }
102 inline char *rowsDropped() const
103 {
104 return rowsDropped_;
105 }
107 inline double choleskyCondition() const
108 {
109 return choleskyCondition_;
110 }
112 inline double goDense() const
113 {
114 return goDense_;
115 }
117 inline void setGoDense(double value)
118 {
119 goDense_ = value;
120 }
122 inline int rank() const
123 {
125 }
127 inline int numberRows() const
128 {
129 return numberRows_;
130 }
132 inline int size() const
133 {
134 return sizeFactor_;
135 }
137 inline longDouble *sparseFactor() const
138 {
139 return sparseFactor_;
140 }
142 inline longDouble *diagonal() const
143 {
144 return diagonal_;
145 }
147 inline longDouble *workDouble() const
148 {
149 return workDouble_;
150 }
152 inline bool kkt() const
153 {
154 return doKKT_;
155 }
157 inline void setKKT(bool yesNo)
158 {
159 doKKT_ = yesNo;
160 }
162 inline void setIntegerParameter(int i, int value)
163 {
164 integerParameters_[i] = value;
165 }
167 inline int getIntegerParameter(int i)
168 {
169 return integerParameters_[i];
170 }
172 inline void setDoubleParameter(int i, double value)
173 {
174 doubleParameters_[i] = value;
175 }
177 inline double getDoubleParameter(int i)
178 {
179 return doubleParameters_[i];
180 }
182
183public:
189 ClpCholeskyBase(int denseThreshold = -1);
197
198
200 virtual ClpCholeskyBase *clone() const;
201
203 inline int type() const
204 {
205 if (doKKT_)
206 return 100;
207 else
208 return type_;
209 }
210
211protected:
213 inline void setType(int type)
214 {
215 type_ = type;
216 }
218 inline void setModel(ClpInterior *model)
219 {
220 model_ = model;
221 }
223
230 int symbolic1(const int *Astart, const int *Arow);
234 void symbolic2(const int *Astart, const int *Arow);
242 void solve(CoinWorkDouble *region, int type);
244 int preOrder(bool lowerTriangular, bool includeDiagonal, bool doKKT);
246 void updateDense(longDouble *d, /*longDouble * work,*/ int *first);
248
249protected:
254 int type_;
256 bool doKKT_;
258 double goDense_;
290 int *link_;
291 // Integer work array
293 // Clique information
316};
317
318#endif
319
320/* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
321*/
double longDouble
Base class for Clp Cholesky factorization Will do better factorization.
char * rowsDropped_
rowsDropped
int sizeIndex_
Size of index array.
double doubleParameters_[64]
doubleParameters;
virtual void solveKKT(CoinWorkDouble *region1, CoinWorkDouble *region2, const CoinWorkDouble *diagonal, CoinWorkDouble diagonalScaleFactor)
Uses factorization to solve.
int * permuteInverse_
permute inverse.
int * permute_
main permute.
ClpCholeskyDense * dense_
Dense cholesky.
int * choleskyRow_
choleskyRow (can be shorter than sparsefactor)
int symbolic1(const int *Astart, const int *Arow)
Symbolic1 - works out size without clever stuff.
ClpInterior * model_
model.
longDouble * workDouble() const
Return workDouble.
double goDense_
Go dense at this fraction.
virtual ClpCholeskyBase * clone() const
ClpMatrixBase * rowCopy_
Row copy of matrix.
int numberTrials_
numberTrials. Number of trials before rejection
int * choleskyStart_
choleskyStart - element starts
longDouble * workDouble_
double work array
int type() const
Returns type.
int * indexStart_
Index starts.
int preOrder(bool lowerTriangular, bool includeDiagonal, bool doKKT)
Forms ADAT - returns nonzero if not enough memory.
longDouble * diagonal() const
Return diagonal.
longDouble * denseColumn_
Dense columns (updated)
bool kkt() const
If KKT on.
longDouble * diagonal_
Diagonal.
int numberRowsDropped_
numberRowsDropped. Number of rows gone
bool doKKT_
Doing full KKT (only used if default symbolic and factorization)
virtual int order(ClpInterior *model)
Orders rows and saves pointer to matrix.and model.
void setDoubleParameter(int i, double value)
Set double parameter.
void setType(int type)
Sets type.
char * whichDense_
Dense indicators.
int type_
type (may be useful) if > 20 do KKT
longDouble * sparseFactor() const
Return sparseFactor.
int status() const
status. Returns status
void setIntegerParameter(int i, int value)
Set integer parameter.
void symbolic2(const int *Astart, const int *Arow)
Symbolic2 - Fills in indices Uses lower triangular so can do cliques etc.
void resetRowsDropped()
reset numberRowsDropped and rowsDropped.
int orderAMD()
AMD ordering.
ClpCholeskyBase & operator=(const ClpCholeskyBase &)
Assignment.
virtual ~ClpCholeskyBase()
Destructor (has to be public)
double choleskyCondition_
choleskyCondition.
virtual void solve(CoinWorkDouble *region)
Uses factorization to solve.
void setModel(ClpInterior *model)
model.
void setGoDense(double value)
goDense i.e. use dense factoriaztion if > this (default 0.7).
void solve(CoinWorkDouble *region, int type)
solve - 1 just first half, 2 just second half - 3 both.
int integerParameters_[64]
integerParameters
void factorizePart2(int *rowsDropped)
Factorize - filling in rowsDropped and returning number dropped in integerParam.
int size() const
Return size.
ClpCholeskyBase(const ClpCholeskyBase &)
Copy.
virtual int symbolic()
Does Symbolic factorization given permutation.
longDouble * sparseFactor_
sparseFactor.
void updateDense(longDouble *d, int *first)
Updates dense part (broken out for profiling)
int numberRows_
numberRows. Number of Rows in factorization
int sizeFactor_
sizeFactor.
int numberRows() const
Return number of rows.
char * rowsDropped() const
rowsDropped - which rows are gone
int getIntegerParameter(int i)
get integer parameter
int status_
status. Status of factorization
virtual int factorize(const CoinWorkDouble *diagonal, int *rowsDropped)
Factorize - filling in rowsDropped and returning number dropped.
int denseThreshold_
Dense threshold (for taking out of Cholesky)
int firstDense_
First dense row.
void setKKT(bool yesNo)
Set KKT.
double choleskyCondition() const
choleskyCondition.
int * link_
link array
int numberRowsDropped() const
numberRowsDropped. Number of rows gone
double goDense() const
goDense i.e. use dense factoriaztion if > this (default 0.7).
int rank() const
rank. Returns rank
ClpCholeskyBase(int denseThreshold=-1)
Constructor which has dense columns activated.
double getDoubleParameter(int i)
get double parameter
This solves LPs using interior point methods.
Abstract base class for Clp Matrices.