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Diffstat (limited to 'thirdparty/linux/include/coin/CoinDenseFactorization.hpp')
| -rw-r--r-- | thirdparty/linux/include/coin/CoinDenseFactorization.hpp | 419 |
1 files changed, 419 insertions, 0 deletions
diff --git a/thirdparty/linux/include/coin/CoinDenseFactorization.hpp b/thirdparty/linux/include/coin/CoinDenseFactorization.hpp new file mode 100644 index 0000000..3ba7528 --- /dev/null +++ b/thirdparty/linux/include/coin/CoinDenseFactorization.hpp @@ -0,0 +1,419 @@ +/* $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 |