Clp 1.16.9
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ClpCholeskyDense.hpp
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1/* $Id: ClpCholeskyDense.hpp 1910 2013-01-27 02:00:13Z stefan $ */
2/*
3 Copyright (C) 2003, International Business Machines Corporation
4 and others. All Rights Reserved.
5
6 This code is licensed under the terms of the Eclipse Public License (EPL).
7*/
8#ifndef ClpCholeskyDense_H
9#define ClpCholeskyDense_H
10
11#include "ClpCholeskyBase.hpp"
12class ClpMatrixBase;
13
15
16public:
21 virtual int order(ClpInterior * model) ;
26 virtual int symbolic();
29 virtual int factorize(const CoinWorkDouble * diagonal, int * rowsDropped) ;
31 virtual void solve (CoinWorkDouble * region) ;
39 int reserveSpace(const ClpCholeskyBase * factor, int numberRows) ;
41 CoinBigIndex space( int numberRows) const;
47 void solveF1(longDouble * a, int n, CoinWorkDouble * region);
48 void solveF2(longDouble * a, int n, CoinWorkDouble * region, CoinWorkDouble * region2);
50 void solveB1(longDouble * a, int n, CoinWorkDouble * region);
51 void solveB2(longDouble * a, int n, CoinWorkDouble * region, CoinWorkDouble * region2);
52 int bNumber(const longDouble * array, int &, int&);
54 inline longDouble * aMatrix() const {
55 return sparseFactor_;
56 }
58 inline longDouble * diagonal() const {
59 return diagonal_;
60 }
75 virtual ClpCholeskyBase * clone() const ;
79private:
83 bool borrowSpace_;
85};
86
87/* structure for C */
88typedef struct {
93 double doubleParameters_[1]; /* corresponds to 10 */
94 int integerParameters_[2]; /* corresponds to 34, nThreads */
95 int n;
98
99extern "C" {
100 void ClpCholeskySpawn(void *);
101}
103void
105 longDouble * a, int n, int numberBlocks,
106 longDouble * diagonal, longDouble * work, int * rowsDropped);
107
109void
111 longDouble * aTri, int nThis,
112 longDouble * aUnder, longDouble * diagonal,
113 longDouble * work,
114 int nLeft, int iBlock, int jBlock,
115 int numberBlocks);
117void
119 longDouble * aUnder, int nTri, int nDo,
120 int iBlock, int jBlock, longDouble * aTri,
121 longDouble * diagonal, longDouble * work,
122 int numberBlocks);
127void
129 longDouble * above, int nUnder, int nUnderK,
130 int nDo, longDouble * aUnder, longDouble *aOther,
131 longDouble * work,
132 int iBlock, int jBlock,
133 int numberBlocks);
135void
137 longDouble * a, int n,
138 longDouble * diagonal, longDouble * work,
139 int * rowsDropped);
141void
142ClpCholeskyCtriRecLeaf(/*ClpCholeskyDenseC * thisStruct,*/
143 longDouble * aTri, longDouble * aUnder,
144 longDouble * diagonal, longDouble * work,
145 int nUnder);
147void
148ClpCholeskyCrecTriLeaf(/*ClpCholeskyDenseC * thisStruct, */
149 longDouble * aUnder, longDouble * aTri,
150 /*longDouble * diagonal,*/ longDouble * work, int nUnder);
155void
156ClpCholeskyCrecRecLeaf(/*ClpCholeskyDenseC * thisStruct, */
157 const longDouble * COIN_RESTRICT above,
158 const longDouble * COIN_RESTRICT aUnder,
159 longDouble * COIN_RESTRICT aOther,
160 const longDouble * COIN_RESTRICT work,
161 int nUnder);
162#endif
double longDouble
void ClpCholeskyCrecRec(ClpCholeskyDenseC *thisStruct, longDouble *above, int nUnder, int nUnderK, int nDo, longDouble *aUnder, longDouble *aOther, longDouble *work, int iBlock, int jBlock, int numberBlocks)
Non leaf recursive rectangle rectangle update, nUnder is number of rows in iBlock,...
void ClpCholeskyCtriRec(ClpCholeskyDenseC *thisStruct, longDouble *aTri, int nThis, longDouble *aUnder, longDouble *diagonal, longDouble *work, int nLeft, int iBlock, int jBlock, int numberBlocks)
Non leaf recursive triangle rectangle update.
void ClpCholeskyCtriRecLeaf(longDouble *aTri, longDouble *aUnder, longDouble *diagonal, longDouble *work, int nUnder)
Leaf recursive triangle rectangle update.
void ClpCholeskyCrecRecLeaf(const longDouble *COIN_RESTRICT above, const longDouble *COIN_RESTRICT aUnder, longDouble *COIN_RESTRICT aOther, const longDouble *COIN_RESTRICT work, int nUnder)
Leaf recursive rectangle rectangle update, nUnder is number of rows in iBlock, nUnderK is number of r...
void ClpCholeskyCrecTriLeaf(longDouble *aUnder, longDouble *aTri, longDouble *work, int nUnder)
Leaf recursive rectangle triangle update.
void ClpCholeskyCfactor(ClpCholeskyDenseC *thisStruct, longDouble *a, int n, int numberBlocks, longDouble *diagonal, longDouble *work, int *rowsDropped)
Non leaf recursive factor.
void ClpCholeskyCrecTri(ClpCholeskyDenseC *thisStruct, longDouble *aUnder, int nTri, int nDo, int iBlock, int jBlock, longDouble *aTri, longDouble *diagonal, longDouble *work, int numberBlocks)
Non leaf recursive rectangle triangle update.
void ClpCholeskyCfactorLeaf(ClpCholeskyDenseC *thisStruct, longDouble *a, int n, longDouble *diagonal, longDouble *work, int *rowsDropped)
Leaf recursive factor.
void ClpCholeskySpawn(void *)
#define COIN_RESTRICT
Base class for Clp Cholesky factorization Will do better factorization.
longDouble * diagonal_
Diagonal.
longDouble * sparseFactor_
sparseFactor.
int numberRows() const
Return number of rows.
char * rowsDropped() const
rowsDropped - which rows are gone
void factorizePart3(int *rowsDropped)
part 2 of Factorize - filling in rowsDropped - blocked
ClpCholeskyDense()
Default constructor.
int reserveSpace(const ClpCholeskyBase *factor, int numberRows)
Reserves space.
virtual ClpCholeskyBase * clone() const
Clone.
longDouble * aMatrix() const
A.
void solveB1(longDouble *a, int n, CoinWorkDouble *region)
Backward part of solve.
ClpCholeskyDense(const ClpCholeskyDense &)
Copy.
int bNumber(const longDouble *array, int &, int &)
virtual int factorize(const CoinWorkDouble *diagonal, int *rowsDropped)
Factorize - filling in rowsDropped and returning number dropped.
void factorizePart2(int *rowsDropped)
part 2 of Factorize - filling in rowsDropped
void solveF2(longDouble *a, int n, CoinWorkDouble *region, CoinWorkDouble *region2)
ClpCholeskyDense & operator=(const ClpCholeskyDense &)
Assignment.
virtual int order(ClpInterior *model)
Orders rows and saves pointer to matrix.and model.
void solveF1(longDouble *a, int n, CoinWorkDouble *region)
Forward part of solve.
virtual int symbolic()
Does Symbolic factorization given permutation.
CoinBigIndex space(int numberRows) const
Returns space needed.
virtual ~ClpCholeskyDense()
Destructor
void solveB2(longDouble *a, int n, CoinWorkDouble *region, CoinWorkDouble *region2)
longDouble * diagonal() const
Diagonal.
virtual void solve(CoinWorkDouble *region)
Uses factorization to solve.
This solves LPs using interior point methods.
Definition: ClpInterior.hpp:72
Abstract base class for Clp Matrices.
longDouble * diagonal_