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author | Harpreet | 2016-09-03 00:36:51 +0530 |
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committer | Harpreet | 2016-09-03 00:36:51 +0530 |
commit | a0d9443af147e949c1e6a01ac24749d12593ec5b (patch) | |
tree | 1a1955c5482ae608fd7f618b06f4ecc6a0d39a23 /thirdparty/linux/include/coin/ClpCholeskyBase.hpp | |
parent | 4b64cf486f5c999fd8167758cae27839f3b50848 (diff) | |
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cbcintlinprog added
Diffstat (limited to 'thirdparty/linux/include/coin/ClpCholeskyBase.hpp')
-rw-r--r-- | thirdparty/linux/include/coin/ClpCholeskyBase.hpp | 294 |
1 files changed, 294 insertions, 0 deletions
diff --git a/thirdparty/linux/include/coin/ClpCholeskyBase.hpp b/thirdparty/linux/include/coin/ClpCholeskyBase.hpp new file mode 100644 index 0000000..815af01 --- /dev/null +++ b/thirdparty/linux/include/coin/ClpCholeskyBase.hpp @@ -0,0 +1,294 @@ +/* $Id: ClpCholeskyBase.hpp 1722 2011-04-17 09:58:37Z stefan $ */ +// Copyright (C) 2003, International Business Machines +// Corporation and others. All Rights Reserved. +// This code is licensed under the terms of the Eclipse Public License (EPL). + +#ifndef ClpCholeskyBase_H +#define ClpCholeskyBase_H + +#include "CoinPragma.hpp" +#include "CoinTypes.hpp" +//#define CLP_LONG_CHOLESKY 0 +#ifndef CLP_LONG_CHOLESKY +#define CLP_LONG_CHOLESKY 0 +#endif +/* valid combinations are + CLP_LONG_CHOLESKY 0 and COIN_LONG_WORK 0 + CLP_LONG_CHOLESKY 1 and COIN_LONG_WORK 1 + CLP_LONG_CHOLESKY 2 and COIN_LONG_WORK 1 +*/ +#if COIN_LONG_WORK==0 +#if CLP_LONG_CHOLESKY>0 +#define CHOLESKY_BAD_COMBINATION +#endif +#else +#if CLP_LONG_CHOLESKY==0 +#define CHOLESKY_BAD_COMBINATION +#endif +#endif +#ifdef CHOLESKY_BAD_COMBINATION +# warning("Bad combination of CLP_LONG_CHOLESKY and COIN_BIG_DOUBLE/COIN_LONG_WORK"); +"Bad combination of CLP_LONG_CHOLESKY and COIN_LONG_WORK" +#endif +#if CLP_LONG_CHOLESKY>1 +typedef long double longDouble; +#define CHOL_SMALL_VALUE 1.0e-15 +#elif CLP_LONG_CHOLESKY==1 +typedef double longDouble; +#define CHOL_SMALL_VALUE 1.0e-11 +#else +typedef double longDouble; +#define CHOL_SMALL_VALUE 1.0e-11 +#endif +class ClpInterior; +class ClpCholeskyDense; +class ClpMatrixBase; + +/** Base class for Clp Cholesky factorization + Will do better factorization. very crude ordering + + Derived classes may be using more sophisticated methods +*/ + +class ClpCholeskyBase { + +public: + /**@name Virtual methods that the derived classes may provide */ + //@{ + /** Orders rows and saves pointer to matrix.and model. + returns non-zero if not enough memory. + You can use preOrder to set up ADAT + If using default symbolic etc then must set sizeFactor_ to + size of input matrix to order (and to symbolic). + Also just permute_ and permuteInverse_ should be created */ + virtual int order(ClpInterior * model); + /** Does Symbolic factorization given permutation. + This is called immediately after order. If user provides this then + user must provide factorize and solve. Otherwise the default factorization is used + returns non-zero if not enough memory */ + virtual int symbolic(); + /** Factorize - filling in rowsDropped and returning number dropped. + If return code negative then out of memory */ + virtual int factorize(const CoinWorkDouble * diagonal, int * rowsDropped) ; + /** Uses factorization to solve. */ + virtual void solve (CoinWorkDouble * region) ; + /** Uses factorization to solve. - given as if KKT. + region1 is rows+columns, region2 is rows */ + virtual void solveKKT (CoinWorkDouble * region1, CoinWorkDouble * region2, const CoinWorkDouble * diagonal, + CoinWorkDouble diagonalScaleFactor); +private: + /// AMD ordering + int orderAMD(); +public: + //@} + + /**@name Gets */ + //@{ + /// status. Returns status + inline int status() const { + return status_; + } + /// numberRowsDropped. Number of rows gone + inline int numberRowsDropped() const { + return numberRowsDropped_; + } + /// reset numberRowsDropped and rowsDropped. + void resetRowsDropped(); + /// rowsDropped - which rows are gone + inline char * rowsDropped() const { + return rowsDropped_; + } + /// choleskyCondition. + inline double choleskyCondition() const { + return choleskyCondition_; + } + /// goDense i.e. use dense factoriaztion if > this (default 0.7). + inline double goDense() const { + return goDense_; + } + /// goDense i.e. use dense factoriaztion if > this (default 0.7). + inline void setGoDense(double value) { + goDense_ = value; + } + /// rank. Returns rank + inline int rank() const { + return numberRows_ - numberRowsDropped_; + } + /// Return number of rows + inline int numberRows() const { + return numberRows_; + } + /// Return size + inline CoinBigIndex size() const { + return sizeFactor_; + } + /// Return sparseFactor + inline longDouble * sparseFactor() const { + return sparseFactor_; + } + /// Return diagonal + inline longDouble * diagonal() const { + return diagonal_; + } + /// Return workDouble + inline longDouble * workDouble() const { + return workDouble_; + } + /// If KKT on + inline bool kkt() const { + return doKKT_; + } + /// Set KKT + inline void setKKT(bool yesNo) { + doKKT_ = yesNo; + } + /// Set integer parameter + inline void setIntegerParameter(int i, int value) { + integerParameters_[i] = value; + } + /// get integer parameter + inline int getIntegerParameter(int i) { + return integerParameters_[i]; + } + /// Set double parameter + inline void setDoubleParameter(int i, double value) { + doubleParameters_[i] = value; + } + /// get double parameter + inline double getDoubleParameter(int i) { + return doubleParameters_[i]; + } + //@} + + +public: + + /**@name Constructors, destructor + */ + //@{ + /** Constructor which has dense columns activated. + Default is off. */ + ClpCholeskyBase(int denseThreshold = -1); + /** Destructor (has to be public) */ + virtual ~ClpCholeskyBase(); + /// Copy + ClpCholeskyBase(const ClpCholeskyBase&); + /// Assignment + ClpCholeskyBase& operator=(const ClpCholeskyBase&); + //@} + //@{ + ///@name Other + /// Clone + virtual ClpCholeskyBase * clone() const; + + /// Returns type + inline int type() const { + if (doKKT_) return 100; + else return type_; + } +protected: + /// Sets type + inline void setType(int type) { + type_ = type; + } + /// model. + inline void setModel(ClpInterior * model) { + model_ = model; + } + //@} + + /**@name Symbolic, factor and solve */ + //@{ + /** Symbolic1 - works out size without clever stuff. + Uses upper triangular as much easier. + Returns size + */ + int symbolic1(const CoinBigIndex * Astart, const int * Arow); + /** Symbolic2 - Fills in indices + Uses lower triangular so can do cliques etc + */ + void symbolic2(const CoinBigIndex * Astart, const int * Arow); + /** Factorize - filling in rowsDropped and returning number dropped + in integerParam. + */ + void factorizePart2(int * rowsDropped) ; + /** solve - 1 just first half, 2 just second half - 3 both. + If 1 and 2 then diagonal has sqrt of inverse otherwise inverse + */ + void solve(CoinWorkDouble * region, int type); + /// Forms ADAT - returns nonzero if not enough memory + int preOrder(bool lowerTriangular, bool includeDiagonal, bool doKKT); + /// Updates dense part (broken out for profiling) + void updateDense(longDouble * d, /*longDouble * work,*/ int * first); + //@} + +protected: + /**@name Data members + The data members are protected to allow access for derived classes. */ + //@{ + /// type (may be useful) if > 20 do KKT + int type_; + /// Doing full KKT (only used if default symbolic and factorization) + bool doKKT_; + /// Go dense at this fraction + double goDense_; + /// choleskyCondition. + double choleskyCondition_; + /// model. + ClpInterior * model_; + /// numberTrials. Number of trials before rejection + int numberTrials_; + /// numberRows. Number of Rows in factorization + int numberRows_; + /// status. Status of factorization + int status_; + /// rowsDropped + char * rowsDropped_; + /// permute inverse. + int * permuteInverse_; + /// main permute. + int * permute_; + /// numberRowsDropped. Number of rows gone + int numberRowsDropped_; + /// sparseFactor. + longDouble * sparseFactor_; + /// choleskyStart - element starts + CoinBigIndex * choleskyStart_; + /// choleskyRow (can be shorter than sparsefactor) + int * choleskyRow_; + /// Index starts + CoinBigIndex * indexStart_; + /// Diagonal + longDouble * diagonal_; + /// double work array + longDouble * workDouble_; + /// link array + int * link_; + // Integer work array + CoinBigIndex * workInteger_; + // Clique information + int * clique_; + /// sizeFactor. + CoinBigIndex sizeFactor_; + /// Size of index array + CoinBigIndex sizeIndex_; + /// First dense row + int firstDense_; + /// integerParameters + int integerParameters_[64]; + /// doubleParameters; + double doubleParameters_[64]; + /// Row copy of matrix + ClpMatrixBase * rowCopy_; + /// Dense indicators + char * whichDense_; + /// Dense columns (updated) + longDouble * denseColumn_; + /// Dense cholesky + ClpCholeskyDense * dense_; + /// Dense threshold (for taking out of Cholesky) + int denseThreshold_; + //@} +}; + +#endif |