Base class for Clp Cholesky factorization Will do better factorization. More...

#include <ClpCholeskyBase.hpp>

Inheritance diagram for ClpCholeskyBase:

Collaboration diagram for ClpCholeskyBase:

Public Member Functions
Gets
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...

int	size () const
	Return size. More...

longDouble *	sparseFactor () const
	Return sparseFactor. More...

longDouble *	diagonal () const
	Return diagonal. More...

longDouble *	workDouble () 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...

Constructors, destructor
	ClpCholeskyBase (int denseThreshold=-1)
	Constructor which has dense columns activated. More...

virtual	~ClpCholeskyBase ()
	Destructor (has to be public) More...

	ClpCholeskyBase (const ClpCholeskyBase &)
	Copy. More...

ClpCholeskyBase &	operator= (const ClpCholeskyBase &)
	Assignment. More...

Protected Member Functions
Symbolic, factor and solve
int	symbolic1 (const int Astart, const int Arow)
	Symbolic1 - works out size without clever stuff. More...

void	symbolic2 (const int 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...

Protected Attributes
Data members
The data members are protected to allow access for derived classes.
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...

ClpInterior *	model_
	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...

longDouble *	sparseFactor_
	sparseFactor. More...

int *	choleskyStart_
	choleskyStart - element starts More...

int *	choleskyRow_
	choleskyRow (can be shorter than sparsefactor) More...

int *	indexStart_
	Index starts. More...

longDouble *	diagonal_
	Diagonal. More...

longDouble *	workDouble_
	double work array More...

int *	link_
	link array More...

int *	workInteger_

int *	clique_

int	sizeFactor_
	sizeFactor. More...

int	sizeIndex_
	Size of index array. More...

int	firstDense_
	First dense row. More...

int	integerParameters_ [64]
	integerParameters More...

double	doubleParameters_ [64]
	doubleParameters; More...

ClpMatrixBase *	rowCopy_
	Row copy of matrix. More...

char *	whichDense_
	Dense indicators. More...

longDouble *	denseColumn_
	Dense columns (updated) More...

ClpCholeskyDense *	dense_
	Dense cholesky. More...

int	denseThreshold_
	Dense threshold (for taking out of Cholesky) More...

Virtual methods that the derived classes may provide
virtual int	order (ClpInterior *model)
	Orders rows and saves pointer to matrix.and model. More...

virtual int	symbolic ()
	Does Symbolic factorization given permutation. More...

virtual int	factorize (const CoinWorkDouble diagonal, int rowsDropped)
	Factorize - filling in rowsDropped and returning number dropped. More...

virtual void	solve (CoinWorkDouble *region)
	Uses factorization to solve. More...

virtual void	solveKKT (CoinWorkDouble region1, CoinWorkDouble region2, const CoinWorkDouble *diagonal, CoinWorkDouble diagonalScaleFactor)
	Uses factorization to solve. More...

int	orderAMD ()
	AMD ordering. More...

Other
Clone
virtual ClpCholeskyBase *	clone () const

int	type () const
	Returns type. More...

void	setType (int type)
	Sets type. More...

void	setModel (ClpInterior *model)
	model. More...

Detailed Description

Base class for Clp Cholesky factorization Will do better factorization.

very crude ordering

Derived classes may be using more sophisticated methods

Definition at line 53 of file ClpCholeskyBase.hpp.

Constructor & Destructor Documentation

ClpCholeskyBase::ClpCholeskyBase ( int denseThreshold = -1 )

Constructor which has dense columns activated.

Default is off.

virtual ClpCholeskyBase::~ClpCholeskyBase ( )

virtual

Destructor (has to be public)

ClpCholeskyBase::ClpCholeskyBase ( const ClpCholeskyBase & )

Copy.

Member Function Documentation

virtual int ClpCholeskyBase::order ( ClpInterior * model )

virtual

Orders rows and saves pointer to matrix.and model.

returns non-zero if not enough memory. You can use preOrder to set up ADAT If using default symbolic etc then must set sizeFactor_ to size of input matrix to order (and to symbolic). Also just permute_ and permuteInverse_ should be created

Reimplemented in ClpCholeskyTaucs, ClpCholeskyUfl, ClpCholeskyMumps, ClpCholeskyWssmp, ClpCholeskyWssmpKKT, and ClpCholeskyDense.

virtual int ClpCholeskyBase::symbolic ( )

virtual

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

Reimplemented in ClpCholeskyTaucs, ClpCholeskyUfl, ClpCholeskyMumps, ClpCholeskyWssmp, ClpCholeskyWssmpKKT, and ClpCholeskyDense.

virtual int ClpCholeskyBase::factorize	(	const CoinWorkDouble *	diagonal,
		int *	rowsDropped
	)

virtual

Factorize - filling in rowsDropped and returning number dropped.

If return code negative then out of memory

Reimplemented in ClpCholeskyTaucs, ClpCholeskyUfl, ClpCholeskyMumps, ClpCholeskyWssmp, ClpCholeskyWssmpKKT, and ClpCholeskyDense.

virtual void ClpCholeskyBase::solve ( CoinWorkDouble * region )

virtual

Uses factorization to solve.

Reimplemented in ClpCholeskyTaucs, ClpCholeskyUfl, ClpCholeskyMumps, ClpCholeskyWssmp, ClpCholeskyWssmpKKT, and ClpCholeskyDense.

virtual void ClpCholeskyBase::solveKKT	(	CoinWorkDouble *	region1,
		CoinWorkDouble *	region2,
		const CoinWorkDouble *	diagonal,
		CoinWorkDouble	diagonalScaleFactor
	)

virtual

Uses factorization to solve.

given as if KKT. region1 is rows+columns, region2 is rows

Reimplemented in ClpCholeskyWssmpKKT.

int ClpCholeskyBase::orderAMD ( )

private

AMD ordering.

int ClpCholeskyBase::status ( ) const

inline

status. Returns status

Definition at line 90 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::numberRowsDropped ( ) const

inline

numberRowsDropped. Number of rows gone

Definition at line 95 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::resetRowsDropped ( )

reset numberRowsDropped and rowsDropped.

char* ClpCholeskyBase::rowsDropped ( ) const

inline

rowsDropped - which rows are gone

Definition at line 102 of file ClpCholeskyBase.hpp.

double ClpCholeskyBase::choleskyCondition ( ) const

inline

choleskyCondition.

Definition at line 107 of file ClpCholeskyBase.hpp.

double ClpCholeskyBase::goDense ( ) const

inline

goDense i.e. use dense factoriaztion if > this (default 0.7).

Definition at line 112 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::setGoDense ( double value )

inline

goDense i.e. use dense factoriaztion if > this (default 0.7).

Definition at line 117 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::rank ( ) const

inline

rank. Returns rank

Definition at line 122 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::numberRows ( ) const

inline

Return number of rows.

Definition at line 127 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::size ( ) const

inline

Return size.

Definition at line 132 of file ClpCholeskyBase.hpp.

longDouble* ClpCholeskyBase::sparseFactor ( ) const

inline

Return sparseFactor.

Definition at line 137 of file ClpCholeskyBase.hpp.

longDouble* ClpCholeskyBase::diagonal ( ) const

inline

Return diagonal.

Definition at line 142 of file ClpCholeskyBase.hpp.

longDouble* ClpCholeskyBase::workDouble ( ) const

inline

Return workDouble.

Definition at line 147 of file ClpCholeskyBase.hpp.

bool ClpCholeskyBase::kkt ( ) const

inline

If KKT on.

Definition at line 152 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::setKKT ( bool yesNo )

inline

Set KKT.

Definition at line 157 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::setIntegerParameter	(	int	i,
		int	value
	)

inline

Set integer parameter.

Definition at line 162 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::getIntegerParameter ( int i )

inline

get integer parameter

Definition at line 167 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::setDoubleParameter	(	int	i,
		double	value
	)

inline

Set double parameter.

Definition at line 172 of file ClpCholeskyBase.hpp.

double ClpCholeskyBase::getDoubleParameter ( int i )

inline

get double parameter

Definition at line 177 of file ClpCholeskyBase.hpp.

ClpCholeskyBase& ClpCholeskyBase::operator= ( const ClpCholeskyBase & )

Assignment.

virtual ClpCholeskyBase* ClpCholeskyBase::clone ( ) const

virtual

Reimplemented in ClpCholeskyDense, ClpCholeskyTaucs, ClpCholeskyUfl, ClpCholeskyWssmpKKT, ClpCholeskyMumps, and ClpCholeskyWssmp.

int ClpCholeskyBase::type ( ) const

inline

Returns type.

Definition at line 203 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::setType ( int type )

inlineprotected

Sets type.

Definition at line 213 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::setModel ( ClpInterior * model )

inlineprotected

model.

Definition at line 218 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::symbolic1	(	const int *	Astart,
		const int *	Arow
	)

protected

Symbolic1 - works out size without clever stuff.

Uses upper triangular as much easier. Returns size

void ClpCholeskyBase::symbolic2	(	const int *	Astart,
		const int *	Arow
	)

protected

Symbolic2 - Fills in indices Uses lower triangular so can do cliques etc.

void ClpCholeskyBase::factorizePart2 ( int * rowsDropped )

protected

Factorize - filling in rowsDropped and returning number dropped in integerParam.

void ClpCholeskyBase::solve	(	CoinWorkDouble *	region,
		int	type
	)

protected

solve - 1 just first half, 2 just second half - 3 both.

If 1 and 2 then diagonal has sqrt of inverse otherwise inverse

int ClpCholeskyBase::preOrder	(	bool	lowerTriangular,
		bool	includeDiagonal,
		bool	doKKT
	)

protected

Forms ADAT - returns nonzero if not enough memory.

void ClpCholeskyBase::updateDense	(	longDouble *	d,
		int *	first
	)

protected

Updates dense part (broken out for profiling)

Member Data Documentation

int ClpCholeskyBase::type_

protected

type (may be useful) if > 20 do KKT

Definition at line 254 of file ClpCholeskyBase.hpp.

bool ClpCholeskyBase::doKKT_

protected

Doing full KKT (only used if default symbolic and factorization)

Definition at line 256 of file ClpCholeskyBase.hpp.

double ClpCholeskyBase::goDense_

protected

Go dense at this fraction.

Definition at line 258 of file ClpCholeskyBase.hpp.

double ClpCholeskyBase::choleskyCondition_

protected

choleskyCondition.

Definition at line 260 of file ClpCholeskyBase.hpp.

ClpInterior* ClpCholeskyBase::model_

protected

model.

Definition at line 262 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::numberTrials_

protected

numberTrials. Number of trials before rejection

Definition at line 264 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::numberRows_

protected

numberRows. Number of Rows in factorization

Definition at line 266 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::status_

protected

status. Status of factorization

Definition at line 268 of file ClpCholeskyBase.hpp.

char* ClpCholeskyBase::rowsDropped_

protected

rowsDropped

Definition at line 270 of file ClpCholeskyBase.hpp.

int* ClpCholeskyBase::permuteInverse_

protected

permute inverse.

Definition at line 272 of file ClpCholeskyBase.hpp.

int* ClpCholeskyBase::permute_

protected

main permute.

Definition at line 274 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::numberRowsDropped_

protected

numberRowsDropped. Number of rows gone

Definition at line 276 of file ClpCholeskyBase.hpp.

longDouble* ClpCholeskyBase::sparseFactor_

protected

sparseFactor.

Definition at line 278 of file ClpCholeskyBase.hpp.

int* ClpCholeskyBase::choleskyStart_

protected

choleskyStart - element starts

Definition at line 280 of file ClpCholeskyBase.hpp.

int* ClpCholeskyBase::choleskyRow_

protected

choleskyRow (can be shorter than sparsefactor)

Definition at line 282 of file ClpCholeskyBase.hpp.

int* ClpCholeskyBase::indexStart_

protected

Index starts.

Definition at line 284 of file ClpCholeskyBase.hpp.

longDouble* ClpCholeskyBase::diagonal_

protected

Diagonal.

Definition at line 286 of file ClpCholeskyBase.hpp.

longDouble* ClpCholeskyBase::workDouble_

protected

double work array

Definition at line 288 of file ClpCholeskyBase.hpp.

int* ClpCholeskyBase::link_

protected

link array

Definition at line 290 of file ClpCholeskyBase.hpp.

int* ClpCholeskyBase::workInteger_

protected

Definition at line 292 of file ClpCholeskyBase.hpp.

int* ClpCholeskyBase::clique_

protected

Definition at line 294 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::sizeFactor_

protected

sizeFactor.

Definition at line 296 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::sizeIndex_

protected

Size of index array.

Definition at line 298 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::firstDense_

protected

First dense row.

Definition at line 300 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::integerParameters_[64]

protected

integerParameters

Definition at line 302 of file ClpCholeskyBase.hpp.

double ClpCholeskyBase::doubleParameters_[64]

protected

doubleParameters;

Definition at line 304 of file ClpCholeskyBase.hpp.

ClpMatrixBase* ClpCholeskyBase::rowCopy_

protected

Row copy of matrix.

Definition at line 306 of file ClpCholeskyBase.hpp.

char* ClpCholeskyBase::whichDense_

protected

Dense indicators.

Definition at line 308 of file ClpCholeskyBase.hpp.

longDouble* ClpCholeskyBase::denseColumn_

protected

Dense columns (updated)

Definition at line 310 of file ClpCholeskyBase.hpp.

ClpCholeskyDense* ClpCholeskyBase::dense_

protected

Dense cholesky.

Definition at line 312 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::denseThreshold_

protected

Dense threshold (for taking out of Cholesky)

Definition at line 314 of file ClpCholeskyBase.hpp.

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

/tmp/Cgl-0.60.3/Clp/src/ClpCholeskyBase.hpp

Public Member Functions

Protected Member Functions

Protected Attributes

Virtual methods that the derived classes may provide

Other

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation