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authorHarpreet2016-09-03 00:36:51 +0530
committerHarpreet2016-09-03 00:36:51 +0530
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tree1a1955c5482ae608fd7f618b06f4ecc6a0d39a23 /thirdparty/linux/include/coin/CoinDenseFactorization.hpp
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+/* $Id: CoinDenseFactorization.hpp 1759 2014-11-18 11:07:23Z forrest $ */
+// Copyright (C) 2008, International Business Machines
+// Corporation and others. All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+
+/*
+ Authors
+
+ John Forrest
+
+ */
+#ifndef CoinDenseFactorization_H
+#define CoinDenseFactorization_H
+
+#include <iostream>
+#include <string>
+#include <cassert>
+#include "CoinTypes.hpp"
+#include "CoinIndexedVector.hpp"
+#include "CoinFactorization.hpp"
+#if COIN_FACTORIZATION_DENSE_CODE == 2
+#undef COIN_FACTORIZATION_DENSE_CODE
+#endif
+class CoinPackedMatrix;
+/// Abstract base class which also has some scalars so can be used from Dense or Simp
+class CoinOtherFactorization {
+
+public:
+
+ /**@name Constructors and destructor and copy */
+ //@{
+ /// Default constructor
+ CoinOtherFactorization ( );
+ /// Copy constructor
+ CoinOtherFactorization ( const CoinOtherFactorization &other);
+
+ /// Destructor
+ virtual ~CoinOtherFactorization ( );
+ /// = copy
+ CoinOtherFactorization & operator = ( const CoinOtherFactorization & other );
+
+ /// Clone
+ virtual CoinOtherFactorization * clone() const = 0;
+ //@}
+
+ /**@name general stuff such as status */
+ //@{
+ /// Returns status
+ inline int status ( ) const {
+ return status_;
+ }
+ /// Sets status
+ inline void setStatus ( int value)
+ { status_=value; }
+ /// Returns number of pivots since factorization
+ inline int pivots ( ) const {
+ return numberPivots_;
+ }
+ /// Sets number of pivots since factorization
+ inline void setPivots ( int value )
+ { numberPivots_=value; }
+ /// Set number of Rows after factorization
+ inline void setNumberRows(int value)
+ { numberRows_ = value; }
+ /// Number of Rows after factorization
+ inline int numberRows ( ) const {
+ return numberRows_;
+ }
+ /// Total number of columns in factorization
+ inline int numberColumns ( ) const {
+ return numberColumns_;
+ }
+ /// Number of good columns in factorization
+ inline int numberGoodColumns ( ) const {
+ return numberGoodU_;
+ }
+ /// Allows change of pivot accuracy check 1.0 == none >1.0 relaxed
+ inline void relaxAccuracyCheck(double value)
+ { relaxCheck_ = value;}
+ inline double getAccuracyCheck() const
+ { return relaxCheck_;}
+ /// Maximum number of pivots between factorizations
+ inline int maximumPivots ( ) const {
+ return maximumPivots_ ;
+ }
+ /// Set maximum pivots
+ virtual void maximumPivots ( int value );
+
+ /// Pivot tolerance
+ inline double pivotTolerance ( ) const {
+ return pivotTolerance_ ;
+ }
+ void pivotTolerance ( double value );
+ /// Zero tolerance
+ inline double zeroTolerance ( ) const {
+ return zeroTolerance_ ;
+ }
+ void zeroTolerance ( double value );
+#ifndef COIN_FAST_CODE
+ /// Whether slack value is +1 or -1
+ inline double slackValue ( ) const {
+ return slackValue_ ;
+ }
+ void slackValue ( double value );
+#endif
+ /// Returns array to put basis elements in
+ virtual CoinFactorizationDouble * elements() const;
+ /// Returns pivot row
+ virtual int * pivotRow() const;
+ /// Returns work area
+ virtual CoinFactorizationDouble * workArea() const;
+ /// Returns int work area
+ virtual int * intWorkArea() const;
+ /// Number of entries in each row
+ virtual int * numberInRow() const;
+ /// Number of entries in each column
+ virtual int * numberInColumn() const;
+ /// Returns array to put basis starts in
+ virtual CoinBigIndex * starts() const;
+ /// Returns permute back
+ virtual int * permuteBack() const;
+ /** Get solve mode e.g. 0 C++ code, 1 Lapack, 2 choose
+ If 4 set then values pass
+ if 8 set then has iterated
+ */
+ inline int solveMode() const
+ { return solveMode_ ;}
+ /** Set solve mode e.g. 0 C++ code, 1 Lapack, 2 choose
+ If 4 set then values pass
+ if 8 set then has iterated
+ */
+ inline void setSolveMode(int value)
+ { solveMode_ = value;}
+ /// Returns true if wants tableauColumn in replaceColumn
+ virtual bool wantsTableauColumn() const;
+ /** Useful information for factorization
+ 0 - iteration number
+ whereFrom is 0 for factorize and 1 for replaceColumn
+ */
+ virtual void setUsefulInformation(const int * info,int whereFrom);
+ /// Get rid of all memory
+ virtual void clearArrays() {}
+ //@}
+ /**@name virtual general stuff such as permutation */
+ //@{
+ /// Returns array to put basis indices in
+ virtual int * indices() const = 0;
+ /// Returns permute in
+ virtual int * permute() const = 0;
+ /// Total number of elements in factorization
+ virtual int numberElements ( ) const = 0;
+ //@}
+ /**@name Do factorization - public */
+ //@{
+ /// Gets space for a factorization
+ virtual void getAreas ( int numberRows,
+ int numberColumns,
+ CoinBigIndex maximumL,
+ CoinBigIndex maximumU ) = 0;
+
+ /// PreProcesses column ordered copy of basis
+ virtual void preProcess ( ) = 0;
+ /** Does most of factorization returning status
+ 0 - OK
+ -99 - needs more memory
+ -1 - singular - use numberGoodColumns and redo
+ */
+ virtual int factor ( ) = 0;
+ /// Does post processing on valid factorization - putting variables on correct rows
+ virtual void postProcess(const int * sequence, int * pivotVariable) = 0;
+ /// Makes a non-singular basis by replacing variables
+ virtual void makeNonSingular(int * sequence, int numberColumns) = 0;
+ //@}
+
+ /**@name rank one updates which do exist */
+ //@{
+
+ /** Replaces one Column to basis,
+ returns 0=OK, 1=Probably OK, 2=singular, 3=no room
+ If checkBeforeModifying is true will do all accuracy checks
+ before modifying factorization. Whether to set this depends on
+ speed considerations. You could just do this on first iteration
+ after factorization and thereafter re-factorize
+ partial update already in U */
+ virtual int replaceColumn ( CoinIndexedVector * regionSparse,
+ int pivotRow,
+ double pivotCheck ,
+ bool checkBeforeModifying=false,
+ double acceptablePivot=1.0e-8)=0;
+ //@}
+
+ /**@name various uses of factorization (return code number elements)
+ which user may want to know about */
+ //@{
+ /** Updates one column (FTRAN) from regionSparse2
+ Tries to do FT update
+ number returned is negative if no room
+ regionSparse starts as zero and is zero at end.
+ Note - if regionSparse2 packed on input - will be packed on output
+ */
+ virtual int updateColumnFT ( CoinIndexedVector * regionSparse,
+ CoinIndexedVector * regionSparse2,
+ bool noPermute=false) = 0;
+ /** This version has same effect as above with FTUpdate==false
+ so number returned is always >=0 */
+ virtual int updateColumn ( CoinIndexedVector * regionSparse,
+ CoinIndexedVector * regionSparse2,
+ bool noPermute=false) const = 0;
+ /// does FTRAN on two columns
+ virtual int updateTwoColumnsFT(CoinIndexedVector * regionSparse1,
+ CoinIndexedVector * regionSparse2,
+ CoinIndexedVector * regionSparse3,
+ bool noPermute=false) = 0;
+ /** Updates one column (BTRAN) from regionSparse2
+ regionSparse starts as zero and is zero at end
+ Note - if regionSparse2 packed on input - will be packed on output
+ */
+ virtual int updateColumnTranspose ( CoinIndexedVector * regionSparse,
+ CoinIndexedVector * regionSparse2) const = 0;
+ //@}
+
+////////////////// data //////////////////
+protected:
+
+ /**@name data */
+ //@{
+ /// Pivot tolerance
+ double pivotTolerance_;
+ /// Zero tolerance
+ double zeroTolerance_;
+#ifndef COIN_FAST_CODE
+ /// Whether slack value is +1 or -1
+ double slackValue_;
+#else
+#ifndef slackValue_
+#define slackValue_ -1.0
+#endif
+#endif
+ /// Relax check on accuracy in replaceColumn
+ double relaxCheck_;
+ /// Number of elements after factorization
+ CoinBigIndex factorElements_;
+ /// Number of Rows in factorization
+ int numberRows_;
+ /// Number of Columns in factorization
+ int numberColumns_;
+ /// Number factorized in U (not row singletons)
+ int numberGoodU_;
+ /// Maximum number of pivots before factorization
+ int maximumPivots_;
+ /// Number pivots since last factorization
+ int numberPivots_;
+ /// Status of factorization
+ int status_;
+ /// Maximum rows ever (i.e. use to copy arrays etc)
+ int maximumRows_;
+ /// Maximum length of iterating area
+ CoinBigIndex maximumSpace_;
+ /// Pivot row
+ int * pivotRow_;
+ /** Elements of factorization and updates
+ length is maxR*maxR+maxSpace
+ will always be long enough so can have nR*nR ints in maxSpace
+ */
+ CoinFactorizationDouble * elements_;
+ /// Work area of numberRows_
+ CoinFactorizationDouble * workArea_;
+ /** Solve mode e.g. 0 C++ code, 1 Lapack, 2 choose
+ If 4 set then values pass
+ if 8 set then has iterated
+ */
+ int solveMode_;
+ //@}
+};
+/** This deals with Factorization and Updates
+ This is a simple dense version so other people can write a better one
+
+ I am assuming that 32 bits is enough for number of rows or columns, but CoinBigIndex
+ may be redefined to get 64 bits.
+ */
+
+
+
+class CoinDenseFactorization : public CoinOtherFactorization {
+ friend void CoinDenseFactorizationUnitTest( const std::string & mpsDir );
+
+public:
+
+ /**@name Constructors and destructor and copy */
+ //@{
+ /// Default constructor
+ CoinDenseFactorization ( );
+ /// Copy constructor
+ CoinDenseFactorization ( const CoinDenseFactorization &other);
+
+ /// Destructor
+ virtual ~CoinDenseFactorization ( );
+ /// = copy
+ CoinDenseFactorization & operator = ( const CoinDenseFactorization & other );
+ /// Clone
+ virtual CoinOtherFactorization * clone() const ;
+ //@}
+
+ /**@name Do factorization - public */
+ //@{
+ /// Gets space for a factorization
+ virtual void getAreas ( int numberRows,
+ int numberColumns,
+ CoinBigIndex maximumL,
+ CoinBigIndex maximumU );
+
+ /// PreProcesses column ordered copy of basis
+ virtual void preProcess ( );
+ /** Does most of factorization returning status
+ 0 - OK
+ -99 - needs more memory
+ -1 - singular - use numberGoodColumns and redo
+ */
+ virtual int factor ( );
+ /// Does post processing on valid factorization - putting variables on correct rows
+ virtual void postProcess(const int * sequence, int * pivotVariable);
+ /// Makes a non-singular basis by replacing variables
+ virtual void makeNonSingular(int * sequence, int numberColumns);
+ //@}
+
+ /**@name general stuff such as number of elements */
+ //@{
+ /// Total number of elements in factorization
+ virtual inline int numberElements ( ) const {
+ return numberRows_*(numberColumns_+numberPivots_);
+ }
+ /// Returns maximum absolute value in factorization
+ double maximumCoefficient() const;
+ //@}
+
+ /**@name rank one updates which do exist */
+ //@{
+
+ /** Replaces one Column to basis,
+ returns 0=OK, 1=Probably OK, 2=singular, 3=no room
+ If checkBeforeModifying is true will do all accuracy checks
+ before modifying factorization. Whether to set this depends on
+ speed considerations. You could just do this on first iteration
+ after factorization and thereafter re-factorize
+ partial update already in U */
+ virtual int replaceColumn ( CoinIndexedVector * regionSparse,
+ int pivotRow,
+ double pivotCheck ,
+ bool checkBeforeModifying=false,
+ double acceptablePivot=1.0e-8);
+ //@}
+
+ /**@name various uses of factorization (return code number elements)
+ which user may want to know about */
+ //@{
+ /** Updates one column (FTRAN) from regionSparse2
+ Tries to do FT update
+ number returned is negative if no room
+ regionSparse starts as zero and is zero at end.
+ Note - if regionSparse2 packed on input - will be packed on output
+ */
+ virtual inline int updateColumnFT ( CoinIndexedVector * regionSparse,
+ CoinIndexedVector * regionSparse2,
+ bool = false)
+ { return updateColumn(regionSparse,regionSparse2);}
+ /** This version has same effect as above with FTUpdate==false
+ so number returned is always >=0 */
+ virtual int updateColumn ( CoinIndexedVector * regionSparse,
+ CoinIndexedVector * regionSparse2,
+ bool noPermute=false) const;
+ /// does FTRAN on two columns
+ virtual int updateTwoColumnsFT(CoinIndexedVector * regionSparse1,
+ CoinIndexedVector * regionSparse2,
+ CoinIndexedVector * regionSparse3,
+ bool noPermute=false);
+ /** Updates one column (BTRAN) from regionSparse2
+ regionSparse starts as zero and is zero at end
+ Note - if regionSparse2 packed on input - will be packed on output
+ */
+ virtual int updateColumnTranspose ( CoinIndexedVector * regionSparse,
+ CoinIndexedVector * regionSparse2) const;
+ //@}
+ /// *** Below this user may not want to know about
+
+ /**@name various uses of factorization
+ which user may not want to know about (left over from my LP code) */
+ //@{
+ /// Get rid of all memory
+ inline void clearArrays()
+ { gutsOfDestructor();}
+ /// Returns array to put basis indices in
+ virtual inline int * indices() const
+ { return reinterpret_cast<int *> (elements_+numberRows_*numberRows_);}
+ /// Returns permute in
+ virtual inline int * permute() const
+ { return NULL;/*pivotRow_*/;}
+ //@}
+
+ /// The real work of desstructor
+ void gutsOfDestructor();
+ /// The real work of constructor
+ void gutsOfInitialize();
+ /// The real work of copy
+ void gutsOfCopy(const CoinDenseFactorization &other);
+
+ //@}
+protected:
+ /** Returns accuracy status of replaceColumn
+ returns 0=OK, 1=Probably OK, 2=singular */
+ int checkPivot(double saveFromU, double oldPivot) const;
+////////////////// data //////////////////
+protected:
+
+ /**@name data */
+ //@{
+ //@}
+};
+#endif