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authorHarpreet2016-09-03 00:36:51 +0530
committerHarpreet2016-09-03 00:36:51 +0530
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+/* $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