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ClpCholeskyUfl Class Reference

Ufl class for Clp Cholesky factorization. More...

#include <ClpCholeskyUfl.hpp>

+ Inheritance diagram for ClpCholeskyUfl:
+ Collaboration diagram for ClpCholeskyUfl:

Public Member Functions

Virtual methods that the derived classes provides
virtual int order (ClpInterior *model)
 Orders rows and saves pointer to matrix.and model. More...
 
virtual int symbolic ()
 Does Symbolic factorization given permutation using CHOLMOD (if available). More...
 
virtual int factorize (const double *diagonal, int *rowsDropped)
 Factorize - filling in rowsDropped and returning number dropped using CHOLMOD (if available). More...
 
virtual void solve (double *region)
 Uses factorization to solve. More...
 
Constructors, destructor
 ClpCholeskyUfl (int denseThreshold=-1)
 Constructor which has dense columns activated. More...
 
virtual ~ClpCholeskyUfl ()
 Destructor. More...
 
virtual ClpCholeskyBaseclone () const
 Clone. More...
 
- Public Member Functions inherited from ClpCholeskyBase
int status () const
 status. Returns status More...
 
int numberRowsDropped () const
 numberRowsDropped. Number of rows gone More...
 
void resetRowsDropped ()
 reset numberRowsDropped and rowsDropped. More...
 
char * rowsDropped () const
 rowsDropped - which rows are gone More...
 
double choleskyCondition () const
 choleskyCondition. More...
 
double goDense () const
 goDense i.e. use dense factoriaztion if > this (default 0.7). More...
 
void setGoDense (double value)
 goDense i.e. use dense factoriaztion if > this (default 0.7). More...
 
int rank () const
 rank. Returns rank More...
 
int numberRows () const
 Return number of rows. More...
 
CoinBigIndex size () const
 Return size. More...
 
longDoublesparseFactor () const
 Return sparseFactor. More...
 
longDoublediagonal () const
 Return diagonal. More...
 
longDoubleworkDouble () const
 Return workDouble. More...
 
bool kkt () const
 If KKT on. More...
 
void setKKT (bool yesNo)
 Set KKT. More...
 
void setIntegerParameter (int i, int value)
 Set integer parameter. More...
 
int getIntegerParameter (int i)
 get integer parameter More...
 
void setDoubleParameter (int i, double value)
 Set double parameter. More...
 
double getDoubleParameter (int i)
 get double parameter More...
 
 ClpCholeskyBase (int denseThreshold=-1)
 Constructor which has dense columns activated. More...
 
virtual ~ClpCholeskyBase ()
 Destructor (has to be public) More...
 
 ClpCholeskyBase (const ClpCholeskyBase &)
 Copy. More...
 
ClpCholeskyBaseoperator= (const ClpCholeskyBase &)
 Assignment. More...
 
virtual void solveKKT (CoinWorkDouble *region1, CoinWorkDouble *region2, const CoinWorkDouble *diagonal, CoinWorkDouble diagonalScaleFactor)
 Uses factorization to solve. More...
 
int type () const
 Returns type. More...
 

Private Member Functions

 ClpCholeskyUfl (const ClpCholeskyUfl &)
 
ClpCholeskyUfloperator= (const ClpCholeskyUfl &)
 

Private Attributes

cholmod_factorL_
 
cholmod_commonc_
 

Additional Inherited Members

- Protected Member Functions inherited from ClpCholeskyBase
int symbolic1 (const CoinBigIndex *Astart, const int *Arow)
 Symbolic1 - works out size without clever stuff. More...
 
void symbolic2 (const CoinBigIndex *Astart, const int *Arow)
 Symbolic2 - Fills in indices Uses lower triangular so can do cliques etc. More...
 
void factorizePart2 (int *rowsDropped)
 Factorize - filling in rowsDropped and returning number dropped in integerParam. More...
 
void solve (CoinWorkDouble *region, int type)
 solve - 1 just first half, 2 just second half - 3 both. More...
 
int preOrder (bool lowerTriangular, bool includeDiagonal, bool doKKT)
 Forms ADAT - returns nonzero if not enough memory. More...
 
void updateDense (longDouble *d, int *first)
 Updates dense part (broken out for profiling) More...
 
void setType (int type)
 Sets type. More...
 
void setModel (ClpInterior *model)
 model. More...
 
- Protected Attributes inherited from ClpCholeskyBase
int type_
 type (may be useful) if > 20 do KKT More...
 
bool doKKT_
 Doing full KKT (only used if default symbolic and factorization) More...
 
double goDense_
 Go dense at this fraction. More...
 
double choleskyCondition_
 choleskyCondition. More...
 
ClpInteriormodel_
 model. More...
 
int numberTrials_
 numberTrials. Number of trials before rejection More...
 
int numberRows_
 numberRows. Number of Rows in factorization More...
 
int status_
 status. Status of factorization More...
 
char * rowsDropped_
 rowsDropped More...
 
int * permuteInverse_
 permute inverse. More...
 
int * permute_
 main permute. More...
 
int numberRowsDropped_
 numberRowsDropped. Number of rows gone More...
 
longDoublesparseFactor_
 sparseFactor. More...
 
CoinBigIndexcholeskyStart_
 choleskyStart - element starts More...
 
int * choleskyRow_
 choleskyRow (can be shorter than sparsefactor) More...
 
CoinBigIndexindexStart_
 Index starts. More...
 
longDoublediagonal_
 Diagonal. More...
 
longDoubleworkDouble_
 double work array More...
 
int * link_
 link array More...
 
CoinBigIndexworkInteger_
 
int * clique_
 
CoinBigIndex sizeFactor_
 sizeFactor. More...
 
CoinBigIndex sizeIndex_
 Size of index array. More...
 
int firstDense_
 First dense row. More...
 
int integerParameters_ [64]
 integerParameters More...
 
double doubleParameters_ [64]
 doubleParameters; More...
 
ClpMatrixBaserowCopy_
 Row copy of matrix. More...
 
char * whichDense_
 Dense indicators. More...
 
longDoubledenseColumn_
 Dense columns (updated) More...
 
ClpCholeskyDensedense_
 Dense cholesky. More...
 
int denseThreshold_
 Dense threshold (for taking out of Cholesky) More...
 

Detailed Description

Ufl class for Clp Cholesky factorization.

If you wish to use AMD code from University of Florida see

http://www.cise.ufl.edu/research/sparse/amd

for terms of use

If you wish to use CHOLMOD code from University of Florida see

http://www.cise.ufl.edu/research/sparse/cholmod

for terms of use

Definition at line 32 of file ClpCholeskyUfl.hpp.

Constructor & Destructor Documentation

ClpCholeskyUfl::ClpCholeskyUfl ( int  denseThreshold = -1)

Constructor which has dense columns activated.

Default is off.

virtual ClpCholeskyUfl::~ClpCholeskyUfl ( )
virtual

Destructor.

ClpCholeskyUfl::ClpCholeskyUfl ( const ClpCholeskyUfl )
private

Member Function Documentation

virtual int ClpCholeskyUfl::order ( ClpInterior model)
virtual

Orders rows and saves pointer to matrix.and model.

Returns non-zero if not enough memory

Reimplemented from ClpCholeskyBase.

virtual int ClpCholeskyUfl::symbolic ( )
virtual

Does Symbolic factorization given permutation using CHOLMOD (if available).

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.

Reimplemented from ClpCholeskyBase.

virtual int ClpCholeskyUfl::factorize ( const double *  diagonal,
int *  rowsDropped 
)
virtual

Factorize - filling in rowsDropped and returning number dropped using CHOLMOD (if available).

If return code negative then out of memory

Reimplemented from ClpCholeskyBase.

virtual void ClpCholeskyUfl::solve ( double *  region)
virtual

Uses factorization to solve.

Uses CHOLMOD (if available).

Reimplemented from ClpCholeskyBase.

virtual ClpCholeskyBase* ClpCholeskyUfl::clone ( ) const
virtual

Clone.

Reimplemented from ClpCholeskyBase.

ClpCholeskyUfl& ClpCholeskyUfl::operator= ( const ClpCholeskyUfl )
private

Member Data Documentation

cholmod_factor* ClpCholeskyUfl::L_
private

Definition at line 66 of file ClpCholeskyUfl.hpp.

cholmod_common* ClpCholeskyUfl::c_
private

Definition at line 67 of file ClpCholeskyUfl.hpp.


The documentation for this class was generated from the following file: