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Diffstat (limited to 'thirdparty/windows/include/coin/ClpCholeskyDense.hpp')
| -rw-r--r-- | thirdparty/windows/include/coin/ClpCholeskyDense.hpp | 162 |
1 files changed, 162 insertions, 0 deletions
diff --git a/thirdparty/windows/include/coin/ClpCholeskyDense.hpp b/thirdparty/windows/include/coin/ClpCholeskyDense.hpp new file mode 100644 index 0000000..d8428b6 --- /dev/null +++ b/thirdparty/windows/include/coin/ClpCholeskyDense.hpp @@ -0,0 +1,162 @@ +/* $Id: ClpCholeskyDense.hpp 1910 2013-01-27 02:00:13Z 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 ClpCholeskyDense_H +#define ClpCholeskyDense_H + +#include "ClpCholeskyBase.hpp" +class ClpMatrixBase; + +class ClpCholeskyDense : public ClpCholeskyBase { + +public: + /**@name Virtual methods that the derived classes provides */ + /**@{*/ + /** Orders rows and saves pointer to matrix.and model. + Returns non-zero if not enough memory */ + 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) ; + /**@}*/ + + /**@name Non virtual methods for ClpCholeskyDense */ + /**@{*/ + /** Reserves space. + If factor not NULL then just uses passed space + Returns non-zero if not enough memory */ + int reserveSpace(const ClpCholeskyBase * factor, int numberRows) ; + /** Returns space needed */ + CoinBigIndex space( int numberRows) const; + /** part 2 of Factorize - filling in rowsDropped */ + void factorizePart2(int * rowsDropped) ; + /** part 2 of Factorize - filling in rowsDropped - blocked */ + void factorizePart3(int * rowsDropped) ; + /** Forward part of solve */ + void solveF1(longDouble * a, int n, CoinWorkDouble * region); + void solveF2(longDouble * a, int n, CoinWorkDouble * region, CoinWorkDouble * region2); + /** Backward part of solve */ + void solveB1(longDouble * a, int n, CoinWorkDouble * region); + void solveB2(longDouble * a, int n, CoinWorkDouble * region, CoinWorkDouble * region2); + int bNumber(const longDouble * array, int &, int&); + /** A */ + inline longDouble * aMatrix() const { + return sparseFactor_; + } + /** Diagonal */ + inline longDouble * diagonal() const { + return diagonal_; + } + /**@}*/ + + + /**@name Constructors, destructor */ + /**@{*/ + /** Default constructor. */ + ClpCholeskyDense(); + /** Destructor */ + virtual ~ClpCholeskyDense(); + /** Copy */ + ClpCholeskyDense(const ClpCholeskyDense&); + /** Assignment */ + ClpCholeskyDense& operator=(const ClpCholeskyDense&); + /** Clone */ + virtual ClpCholeskyBase * clone() const ; + /**@}*/ + + +private: + /**@name Data members */ + /**@{*/ + /** Just borrowing space */ + bool borrowSpace_; + /**@}*/ +}; + +/* structure for C */ +typedef struct { + longDouble * diagonal_; + longDouble * a; + longDouble * work; + int * rowsDropped; + double doubleParameters_[1]; /* corresponds to 10 */ + int integerParameters_[2]; /* corresponds to 34, nThreads */ + int n; + int numberBlocks; +} ClpCholeskyDenseC; + +extern "C" { + void ClpCholeskySpawn(void *); +} +/**Non leaf recursive factor */ +void +ClpCholeskyCfactor(ClpCholeskyDenseC * thisStruct, + longDouble * a, int n, int numberBlocks, + longDouble * diagonal, longDouble * work, int * rowsDropped); + +/**Non leaf recursive triangle rectangle update */ +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 rectangle triangle update */ +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 rectangle update, + nUnder is number of rows in iBlock, + nUnderK is number of rows in kBlock +*/ +void +ClpCholeskyCrecRec(ClpCholeskyDenseC * thisStruct, + longDouble * above, int nUnder, int nUnderK, + int nDo, longDouble * aUnder, longDouble *aOther, + longDouble * work, + int iBlock, int jBlock, + int numberBlocks); +/**Leaf recursive factor */ +void +ClpCholeskyCfactorLeaf(ClpCholeskyDenseC * thisStruct, + longDouble * a, int n, + longDouble * diagonal, longDouble * work, + int * rowsDropped); +/**Leaf recursive triangle rectangle update */ +void +ClpCholeskyCtriRecLeaf(/*ClpCholeskyDenseC * thisStruct,*/ + longDouble * aTri, longDouble * aUnder, + longDouble * diagonal, longDouble * work, + int nUnder); +/**Leaf recursive rectangle triangle update */ +void +ClpCholeskyCrecTriLeaf(/*ClpCholeskyDenseC * thisStruct, */ + longDouble * aUnder, longDouble * aTri, + /*longDouble * diagonal,*/ longDouble * work, int nUnder); +/** Leaf recursive rectangle rectangle update, + nUnder is number of rows in iBlock, + nUnderK is number of rows in kBlock +*/ +void +ClpCholeskyCrecRecLeaf(/*ClpCholeskyDenseC * thisStruct, */ + const longDouble * COIN_RESTRICT above, + const longDouble * COIN_RESTRICT aUnder, + longDouble * COIN_RESTRICT aOther, + const longDouble * COIN_RESTRICT work, + int nUnder); +#endif |