This deals with Factorization and Updates This is a simple dense version so other people can write a better one. More...

#include <CoinDenseFactorization.hpp>

Inheritance diagram for CoinDenseFactorization:

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Collaboration diagram for CoinDenseFactorization:

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Public Member Functions
void	gutsOfDestructor ()
	The real work of desstructor. More...

void	gutsOfInitialize ()
	The real work of constructor. More...

void	gutsOfCopy (const CoinDenseFactorization &other)
	The real work of copy. More...

Constructors and destructor and copy
	CoinDenseFactorization ()
	Default constructor. More...

	CoinDenseFactorization (const CoinDenseFactorization &other)
	Copy constructor. More...

virtual	~CoinDenseFactorization ()
	Destructor. More...

CoinDenseFactorization &	operator= (const CoinDenseFactorization &other)
	= copy More...

virtual CoinOtherFactorization *	clone () const
	Clone. More...

Do factorization - public
virtual void	getAreas (int numberRows, int numberColumns, CoinBigIndex maximumL, CoinBigIndex maximumU)
	Gets space for a factorization. More...

virtual void	preProcess ()
	PreProcesses column ordered copy of basis. More...

virtual int	factor ()
	Does most of factorization returning status 0 - OK -99 - needs more memory -1 - singular - use numberGoodColumns and redo. More...

virtual void	postProcess (const int sequence, int pivotVariable)
	Does post processing on valid factorization - putting variables on correct rows. More...

virtual void	makeNonSingular (int *sequence, int numberColumns)
	Makes a non-singular basis by replacing variables. More...

general stuff such as number of elements
virtual int	numberElements () const
	Total number of elements in factorization. More...

double	maximumCoefficient () const
	Returns maximum absolute value in factorization. More...

rank one updates which do exist
virtual int	replaceColumn (CoinIndexedVector *regionSparse, int pivotRow, double pivotCheck, bool checkBeforeModifying=false, double acceptablePivot=1.0e-8)
	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. More...

various uses of factorization (return code number elements)
which user may want to know about
virtual int	updateColumnFT (CoinIndexedVector regionSparse, CoinIndexedVector regionSparse2, bool=false)
	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. More...

virtual int	updateColumn (CoinIndexedVector regionSparse, CoinIndexedVector regionSparse2, bool noPermute=false) const
	This version has same effect as above with FTUpdate==false so number returned is always >=0. More...

virtual int	updateTwoColumnsFT (CoinIndexedVector regionSparse1, CoinIndexedVector regionSparse2, CoinIndexedVector *regionSparse3, bool noPermute=false)
	does FTRAN on two columns More...

virtual int	updateColumnTranspose (CoinIndexedVector regionSparse, CoinIndexedVector regionSparse2) const
	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. More...

various uses of factorization
*** Below this user may not want to know about which user may not want to know about (left over from my LP code)
void	clearArrays ()
	Get rid of all memory. More...

virtual int *	indices () const
	Returns array to put basis indices in. More...

virtual int *	permute () const
	Returns permute in. More...

Public Member Functions inherited from CoinOtherFactorization
	CoinOtherFactorization ()
	Default constructor. More...

	CoinOtherFactorization (const CoinOtherFactorization &other)
	Copy constructor. More...

virtual	~CoinOtherFactorization ()
	Destructor. More...

CoinOtherFactorization &	operator= (const CoinOtherFactorization &other)
	= copy More...

int	status () const
	Returns status. More...

void	setStatus (int value)
	Sets status. More...

int	pivots () const
	Returns number of pivots since factorization. More...

void	setPivots (int value)
	Sets number of pivots since factorization. More...

void	setNumberRows (int value)
	Set number of Rows after factorization. More...

int	numberRows () const
	Number of Rows after factorization. More...

int	numberColumns () const
	Total number of columns in factorization. More...

int	numberGoodColumns () const
	Number of good columns in factorization. More...

void	relaxAccuracyCheck (double value)
	Allows change of pivot accuracy check 1.0 == none >1.0 relaxed. More...

double	getAccuracyCheck () const
	Returns status. More...

int	maximumPivots () const
	Maximum number of pivots between factorizations. More...

virtual void	maximumPivots (int value)
	Set maximum pivots. More...

double	pivotTolerance () const
	Pivot tolerance. More...

void	pivotTolerance (double value)
	Returns status. More...

double	zeroTolerance () const
	Zero tolerance. More...

void	zeroTolerance (double value)
	Returns status. More...

double	slackValue () const
	Whether slack value is +1 or -1. More...

void	slackValue (double value)
	Returns status. More...

virtual CoinFactorizationDouble *	elements () const
	Returns array to put basis elements in. More...

virtual int *	pivotRow () const
	Returns pivot row. More...

virtual CoinFactorizationDouble *	workArea () const
	Returns work area. More...

virtual int *	intWorkArea () const
	Returns int work area. More...

virtual int *	numberInRow () const
	Number of entries in each row. More...

virtual int *	numberInColumn () const
	Number of entries in each column. More...

virtual CoinBigIndex *	starts () const
	Returns array to put basis starts in. More...

virtual int *	permuteBack () const
	Returns permute back. More...

int	solveMode () const
	Get solve mode e.g. More...

void	setSolveMode (int value)
	Set solve mode e.g. More...

virtual bool	wantsTableauColumn () const
	Returns true if wants tableauColumn in replaceColumn. More...

virtual void	setUsefulInformation (const int *info, int whereFrom)
	Useful information for factorization 0 - iteration number whereFrom is 0 for factorize and 1 for replaceColumn. More...

Protected Member Functions
int	checkPivot (double saveFromU, double oldPivot) const
	Returns accuracy status of replaceColumn returns 0=OK, 1=Probably OK, 2=singular. More...

Friends
void	CoinDenseFactorizationUnitTest (const std::string &mpsDir)

Additional Inherited Members
Protected Attributes inherited from CoinOtherFactorization
double	pivotTolerance_
	Pivot tolerance. More...

double	zeroTolerance_
	Zero tolerance. More...

double	slackValue_
	Whether slack value is +1 or -1. More...

double	relaxCheck_
	Relax check on accuracy in replaceColumn. More...

CoinBigIndex	factorElements_
	Number of elements after factorization. More...

int	numberRows_
	Number of Rows in factorization. More...

int	numberColumns_
	Number of Columns in factorization. More...

int	numberGoodU_
	Number factorized in U (not row singletons) More...

int	maximumPivots_
	Maximum number of pivots before factorization. More...

int	numberPivots_
	Number pivots since last factorization. More...

int	status_
	Status of factorization. More...

int	maximumRows_
	Maximum rows ever (i.e. use to copy arrays etc) More...

CoinBigIndex	maximumSpace_
	Maximum length of iterating area. More...

int *	pivotRow_
	Pivot row. More...

CoinFactorizationDouble *	elements_
	Elements of factorization and updates length is maxRmaxR+maxSpace will always be long enough so can have nRnR ints in maxSpace. More...

CoinFactorizationDouble *	workArea_
	Work area of numberRows_. More...

int	solveMode_
	Solve mode e.g. More...

Detailed Description

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.

Definition at line 285 of file CoinDenseFactorization.hpp.

Constructor & Destructor Documentation

CoinDenseFactorization::CoinDenseFactorization ( )

Default constructor.

CoinDenseFactorization::CoinDenseFactorization ( const CoinDenseFactorization & other )

Copy constructor.

virtual CoinDenseFactorization::~CoinDenseFactorization ( )

virtual

Destructor.

Member Function Documentation

CoinDenseFactorization& CoinDenseFactorization::operator= ( const CoinDenseFactorization & other )

= copy

virtual CoinOtherFactorization* CoinDenseFactorization::clone ( ) const

virtual

Clone.

Implements CoinOtherFactorization.

virtual void CoinDenseFactorization::getAreas	(	int	numberRows,
		int	numberColumns,
		CoinBigIndex	maximumL,
		CoinBigIndex	maximumU
	)

virtual

Gets space for a factorization.

Implements CoinOtherFactorization.

virtual void CoinDenseFactorization::preProcess ( )

virtual

PreProcesses column ordered copy of basis.

Implements CoinOtherFactorization.

virtual int CoinDenseFactorization::factor ( )

virtual

Does most of factorization returning status 0 - OK -99 - needs more memory -1 - singular - use numberGoodColumns and redo.

Implements CoinOtherFactorization.

virtual void CoinDenseFactorization::postProcess	(	const int *	sequence,
		int *	pivotVariable
	)

virtual

Does post processing on valid factorization - putting variables on correct rows.

Implements CoinOtherFactorization.

virtual void CoinDenseFactorization::makeNonSingular	(	int *	sequence,
		int	numberColumns
	)

virtual

Makes a non-singular basis by replacing variables.

Implements CoinOtherFactorization.

virtual int CoinDenseFactorization::numberElements ( ) const

inlinevirtual

Total number of elements in factorization.

Implements CoinOtherFactorization.

Definition at line 330 of file CoinDenseFactorization.hpp.

double CoinDenseFactorization::maximumCoefficient ( ) const

Returns maximum absolute value in factorization.

virtual int CoinDenseFactorization::replaceColumn	(	CoinIndexedVector *	regionSparse,
		int	pivotRow,
		double	pivotCheck,
		bool	checkBeforeModifying = `false`,
		double	acceptablePivot = `1.0e-8`
	)

virtual

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

Implements CoinOtherFactorization.

virtual int CoinDenseFactorization::updateColumnFT	(	CoinIndexedVector *	regionSparse,
		CoinIndexedVector *	regionSparse2,
		bool	= `false`
	)

inlinevirtual

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

Implements CoinOtherFactorization.

Definition at line 363 of file CoinDenseFactorization.hpp.

virtual int CoinDenseFactorization::updateColumn	(	CoinIndexedVector *	regionSparse,
		CoinIndexedVector *	regionSparse2,
		bool	noPermute = `false`
	)		const

virtual

This version has same effect as above with FTUpdate==false so number returned is always >=0.

Implements CoinOtherFactorization.

virtual int CoinDenseFactorization::updateTwoColumnsFT	(	CoinIndexedVector *	regionSparse1,
		CoinIndexedVector *	regionSparse2,
		CoinIndexedVector *	regionSparse3,
		bool	noPermute = `false`
	)

virtual

does FTRAN on two columns

Implements CoinOtherFactorization.

virtual int CoinDenseFactorization::updateColumnTranspose	(	CoinIndexedVector *	regionSparse,
		CoinIndexedVector *	regionSparse2
	)		const

virtual

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.

Implements CoinOtherFactorization.

void CoinDenseFactorization::clearArrays ( )

inlinevirtual

Get rid of all memory.

Reimplemented from CoinOtherFactorization.

Definition at line 390 of file CoinDenseFactorization.hpp.

virtual int* CoinDenseFactorization::indices ( ) const

inlinevirtual

Returns array to put basis indices in.

Implements CoinOtherFactorization.

Definition at line 393 of file CoinDenseFactorization.hpp.

virtual int* CoinDenseFactorization::permute ( ) const