Taucs class for Clp Cholesky factorization. More...

#include <ClpCholeskyTaucs.hpp>

Inheritance diagram for ClpCholeskyTaucs:

Collaboration diagram for ClpCholeskyTaucs:

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 ()
	Dummy. More...

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

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

Constructors, destructor
	ClpCholeskyTaucs ()
	Default constructor. More...

virtual	~ClpCholeskyTaucs ()
	Destructor. More...

	ClpCholeskyTaucs (const ClpCholeskyTaucs &)

ClpCholeskyTaucs &	operator= (const ClpCholeskyTaucs &)

virtual ClpCholeskyBase *	clone () 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...

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...

	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...

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

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

Private Attributes
Data members
taucs_ccs_matrix *	matrix_
	Taucs matrix (== sparseFactor etc) More...

void *	factorization_
	Taucs factor. More...

double *	sparseFactorT_
	sparseFactor. More...

CoinBigIndex *	choleskyStartT_
	choleskyStart More...

int *	choleskyRowT_
	choleskyRow More...

CoinBigIndex	sizeFactorT_
	sizeFactor. More...

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

Additional Inherited Members
Protected Member Functions inherited from ClpCholeskyBase
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...

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...

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...

Detailed Description

Taucs class for Clp Cholesky factorization.

If you wish to use Sivan Toledo's TAUCS code see

http://www.tau.ac.il/~stoledo/taucs/

for terms of use

The taucs.h file was modified to put

#ifdef __cplusplus extern "C"{ #endif after line 440 (#endif) and #ifdef __cplusplus } #endif at end

I also modified LAPACK dpotf2.f (two places) to change the GO TO 30 on AJJ.Lt.0.0

to

        IF( AJJ.LE.1.0e-20 ) THEN
           AJJ = 1.0e100;
        ELSE
           AJJ = SQRT( AJJ )
        END IF

Definition at line 42 of file ClpCholeskyTaucs.hpp.

Constructor & Destructor Documentation

ClpCholeskyTaucs::ClpCholeskyTaucs ( )

Default constructor.

virtual ClpCholeskyTaucs::~ClpCholeskyTaucs ( )

virtual

Destructor.

ClpCholeskyTaucs::ClpCholeskyTaucs ( const ClpCholeskyTaucs & )

Member Function Documentation

virtual int ClpCholeskyTaucs::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 ClpCholeskyTaucs::symbolic ( )

virtual

Dummy.

Reimplemented from ClpCholeskyBase.

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

virtual

Factorize - filling in rowsDropped and returning number dropped.

If return code negative then out of memory

Reimplemented from ClpCholeskyBase.

virtual void ClpCholeskyTaucs::solve ( double * region )

virtual

Uses factorization to solve.

Reimplemented from ClpCholeskyBase.

ClpCholeskyTaucs& ClpCholeskyTaucs::operator= ( const ClpCholeskyTaucs & )

virtual ClpCholeskyBase* ClpCholeskyTaucs::clone ( ) const

virtual

Clone.

Reimplemented from ClpCholeskyBase.

Member Data Documentation

taucs_ccs_matrix* ClpCholeskyTaucs::matrix_

private

Taucs matrix (== sparseFactor etc)

Definition at line 77 of file ClpCholeskyTaucs.hpp.

void* ClpCholeskyTaucs::factorization_

private

Taucs factor.

Definition at line 79 of file ClpCholeskyTaucs.hpp.

double* ClpCholeskyTaucs::sparseFactorT_

private

sparseFactor.

Definition at line 81 of file ClpCholeskyTaucs.hpp.

CoinBigIndex* ClpCholeskyTaucs::choleskyStartT_

private

choleskyStart

Definition at line 83 of file ClpCholeskyTaucs.hpp.

int* ClpCholeskyTaucs::choleskyRowT_

private

choleskyRow

Definition at line 85 of file ClpCholeskyTaucs.hpp.

CoinBigIndex ClpCholeskyTaucs::sizeFactorT_

private

sizeFactor.

Definition at line 87 of file ClpCholeskyTaucs.hpp.

ClpMatrixBase* ClpCholeskyTaucs::rowCopyT_

private

Row copy of matrix.

Definition at line 89 of file ClpCholeskyTaucs.hpp.

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

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

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation