#include <ClpCholeskyBase.hpp>
Inheritance diagram for ClpCholeskyBase:
Other | |
| Clone | |
| virtual ClpCholeskyBase * | clone () const |
| int | type () const |
| Returns type. | |
| void | setType (int type) |
| Sets type. | |
Public Member Functions | |
Virtual methods that the derived classes may provide | |
| virtual int | order (ClpInterior *model) |
| Orders rows and saves pointer to matrix.and model. | |
| virtual int | symbolic () |
| Does Symbolic factorization given permutation. | |
| virtual int | factorize (const double *diagonal, int *rowsDropped) |
| Factorize - filling in rowsDropped and returning number dropped. | |
| virtual void | solve (double *region) |
| Uses factorization to solve. | |
| virtual void | solveKKT (double *region1, double *region2, const double *diagonal, double diagonalScaleFactor) |
| Uses factorization to solve. | |
Gets | |
| int | status () const |
| status. Returns status | |
| int | numberRowsDropped () const |
| numberRowsDropped. Number of rows gone | |
| void | resetRowsDropped () |
| reset numberRowsDropped and rowsDropped. | |
| char * | rowsDropped () const |
| rowsDropped - which rows are gone | |
| double | choleskyCondition () const |
| choleskyCondition. | |
| double | goDense () const |
| goDense i.e. use dense factoriaztion if > this (default 0.7). | |
| void | setGoDense (double value) |
| goDense i.e. use dense factoriaztion if > this (default 0.7). | |
| int | rank () const |
| rank. Returns rank | |
| int | numberRows () const |
| Return number of rows. | |
| CoinBigIndex | size () const |
| Return size. | |
| longDouble * | sparseFactor () const |
| Return sparseFactor. | |
| longDouble * | diagonal () const |
| Return diagonal. | |
| longDouble * | workDouble () const |
| Return workDouble. | |
| bool | kkt () const |
| If KKT on. | |
| void | setKKT (bool yesNo) |
| Set KKT. | |
| void | setIntegerParameter (int i, int value) |
| Set integer parameter. | |
| int | getIntegerParameter (int i) |
| get integer parameter | |
| void | setDoubleParameter (int i, double value) |
| Set double parameter. | |
| double | getDoubleParameter (int i) |
| get double parameter | |
Constructors, destructor | |
| ClpCholeskyBase (int denseThreshold=-1) | |
| Constructor which has dense columns activated. | |
| virtual | ~ClpCholeskyBase () |
| Destructor (has to be public). | |
| ClpCholeskyBase (const ClpCholeskyBase &) | |
| Copy. | |
| ClpCholeskyBase & | operator= (const ClpCholeskyBase &) |
| Assignment. | |
Protected Member Functions | |
Symbolic, factor and solve | |
| int | symbolic1 (const CoinBigIndex *Astart, const int *Arow) |
| Symbolic1 - works out size without clever stuff. | |
| void | symbolic2 (const CoinBigIndex *Astart, const int *Arow) |
| Symbolic2 - Fills in indices Uses lower triangular so can do cliques etc. | |
| void | factorizePart2 (int *rowsDropped) |
| Factorize - filling in rowsDropped and returning number dropped in integerParam. | |
| void | solve (double *region, int type) |
| solve - 1 just first half, 2 just second half - 3 both. | |
| void | solveLong (longDouble *region, int type) |
| Symbolic1 - works out size without clever stuff. | |
| int | preOrder (bool lowerTriangular, bool includeDiagonal, bool doKKT) |
| Forms ADAT - returns nonzero if not enough memory. | |
| void | updateDense (longDouble *d, longDouble *work, int *first) |
| Updates dense part (broken out for profiling). | |
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 | |
| bool | doKKT_ |
| Doing full KKT (only used if default symbolic and factorization). | |
| double | goDense_ |
| Go dense at this fraction. | |
| double | choleskyCondition_ |
| choleskyCondition. | |
| ClpInterior * | model_ |
| model. | |
| int | numberTrials_ |
| numberTrials. Number of trials before rejection | |
| int | numberRows_ |
| numberRows. Number of Rows in factorization | |
| int | status_ |
| status. Status of factorization | |
| char * | rowsDropped_ |
| rowsDropped | |
| int * | permuteInverse_ |
| permute inverse. | |
| int * | permute_ |
| main permute. | |
| int | numberRowsDropped_ |
| numberRowsDropped. Number of rows gone | |
| longDouble * | sparseFactor_ |
| sparseFactor. | |
| CoinBigIndex * | choleskyStart_ |
| choleskyStart - element starts | |
| int * | choleskyRow_ |
| choleskyRow (can be shorter than sparsefactor) | |
| CoinBigIndex * | indexStart_ |
| Index starts. | |
| longDouble * | diagonal_ |
| Diagonal. | |
| longDouble * | workDouble_ |
| double work array | |
| int * | link_ |
| link array | |
| CoinBigIndex * | workInteger_ |
| type (may be useful) if > 20 do KKT | |
| int * | clique_ |
| type (may be useful) if > 20 do KKT | |
| CoinBigIndex | sizeFactor_ |
| sizeFactor. | |
| CoinBigIndex | sizeIndex_ |
| Size of index array. | |
| int | firstDense_ |
| First dense row. | |
| int | integerParameters_ [64] |
| integerParameters | |
| double | doubleParameters_ [64] |
| doubleParameters; | |
| ClpMatrixBase * | rowCopy_ |
| Row copy of matrix. | |
| char * | whichDense_ |
| Dense indicators. | |
| longDouble * | denseColumn_ |
| Dense columns (updated). | |
| ClpCholeskyDense * | dense_ |
| Dense cholesky. | |
| int | denseThreshold_ |
| Dense threshold (for taking out of Cholesky). | |
very crude ordering
Derived classes may be using more sophisticated methods
Definition at line 29 of file ClpCholeskyBase.hpp.
| 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.
| 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 ClpCholeskyDense, ClpCholeskyTaucs, ClpCholeskyUfl, ClpCholeskyWssmp, and ClpCholeskyWssmpKKT.
| 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 ClpCholeskyDense, ClpCholeskyTaucs, ClpCholeskyWssmp, and ClpCholeskyWssmpKKT.
| virtual int ClpCholeskyBase::factorize | ( | const double * | diagonal, | |
| int * | rowsDropped | |||
| ) | [virtual] |
Factorize - filling in rowsDropped and returning number dropped.
If return code negative then out of memory
Reimplemented in ClpCholeskyDense, ClpCholeskyTaucs, ClpCholeskyWssmp, and ClpCholeskyWssmpKKT.
| virtual void ClpCholeskyBase::solve | ( | double * | region | ) | [virtual] |
Uses factorization to solve.
Reimplemented in ClpCholeskyDense, ClpCholeskyTaucs, ClpCholeskyWssmp, and ClpCholeskyWssmpKKT.
| virtual void ClpCholeskyBase::solveKKT | ( | double * | region1, | |
| double * | region2, | |||
| const double * | diagonal, | |||
| double | diagonalScaleFactor | |||
| ) | [virtual] |
Uses factorization to solve.
Reimplemented in ClpCholeskyWssmpKKT.
| int ClpCholeskyBase::status | ( | ) | const [inline] |
| int ClpCholeskyBase::numberRowsDropped | ( | ) | const [inline] |
numberRowsDropped. Number of rows gone
Definition at line 63 of file ClpCholeskyBase.hpp.
References numberRowsDropped_.
| void ClpCholeskyBase::resetRowsDropped | ( | ) |
reset numberRowsDropped and rowsDropped.
| char* ClpCholeskyBase::rowsDropped | ( | ) | const [inline] |
rowsDropped - which rows are gone
Definition at line 68 of file ClpCholeskyBase.hpp.
References rowsDropped_.
| double ClpCholeskyBase::choleskyCondition | ( | ) | const [inline] |
choleskyCondition.
Definition at line 71 of file ClpCholeskyBase.hpp.
References choleskyCondition_.
| double ClpCholeskyBase::goDense | ( | ) | const [inline] |
goDense i.e. use dense factoriaztion if > this (default 0.7).
Definition at line 74 of file ClpCholeskyBase.hpp.
References goDense_.
| void ClpCholeskyBase::setGoDense | ( | double | value | ) | [inline] |
goDense i.e. use dense factoriaztion if > this (default 0.7).
Definition at line 77 of file ClpCholeskyBase.hpp.
References goDense_.
| int ClpCholeskyBase::rank | ( | ) | const [inline] |
rank. Returns rank
Definition at line 80 of file ClpCholeskyBase.hpp.
References numberRows_, and numberRowsDropped_.
| int ClpCholeskyBase::numberRows | ( | ) | const [inline] |
| CoinBigIndex ClpCholeskyBase::size | ( | ) | const [inline] |
| longDouble* ClpCholeskyBase::sparseFactor | ( | ) | const [inline] |
| longDouble* ClpCholeskyBase::diagonal | ( | ) | const [inline] |
Return diagonal.
Reimplemented in ClpCholeskyDense.
Definition at line 92 of file ClpCholeskyBase.hpp.
References diagonal_.
| longDouble* ClpCholeskyBase::workDouble | ( | ) | const [inline] |
| bool ClpCholeskyBase::kkt | ( | ) | const [inline] |
| void ClpCholeskyBase::setKKT | ( | bool | yesNo | ) | [inline] |
| void ClpCholeskyBase::setIntegerParameter | ( | int | i, | |
| int | value | |||
| ) | [inline] |
Set integer parameter.
Definition at line 104 of file ClpCholeskyBase.hpp.
References integerParameters_.
| int ClpCholeskyBase::getIntegerParameter | ( | int | i | ) | [inline] |
get integer parameter
Definition at line 107 of file ClpCholeskyBase.hpp.
References integerParameters_.
| void ClpCholeskyBase::setDoubleParameter | ( | int | i, | |
| double | value | |||
| ) | [inline] |
Set double parameter.
Definition at line 110 of file ClpCholeskyBase.hpp.
References doubleParameters_.
| double ClpCholeskyBase::getDoubleParameter | ( | int | i | ) | [inline] |
get double parameter
Definition at line 113 of file ClpCholeskyBase.hpp.
References doubleParameters_.
| ClpCholeskyBase& ClpCholeskyBase::operator= | ( | const ClpCholeskyBase & | ) |
Assignment.
| virtual ClpCholeskyBase* ClpCholeskyBase::clone | ( | ) | const [virtual] |
Reimplemented in ClpCholeskyDense, ClpCholeskyTaucs, ClpCholeskyUfl, ClpCholeskyWssmp, and ClpCholeskyWssmpKKT.
| int ClpCholeskyBase::type | ( | ) | const [inline] |
| void ClpCholeskyBase::setType | ( | int | type | ) | [inline, protected] |
| int ClpCholeskyBase::symbolic1 | ( | const CoinBigIndex * | Astart, | |
| const int * | Arow | |||
| ) | [protected] |
Symbolic1 - works out size without clever stuff.
Uses upper triangular as much easier. Returns size
| void ClpCholeskyBase::symbolic2 | ( | const CoinBigIndex * | 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.
Reimplemented in ClpCholeskyDense.
| void ClpCholeskyBase::solve | ( | double * | 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
| void ClpCholeskyBase::solveLong | ( | longDouble * | region, | |
| int | type | |||
| ) | [protected] |
Symbolic1 - works out size without clever stuff.
Uses upper triangular as much easier. Returns size
| int ClpCholeskyBase::preOrder | ( | bool | lowerTriangular, | |
| bool | includeDiagonal, | |||
| bool | doKKT | |||
| ) | [protected] |
Forms ADAT - returns nonzero if not enough memory.
| void ClpCholeskyBase::updateDense | ( | longDouble * | d, | |
| longDouble * | work, | |||
| int * | first | |||
| ) | [protected] |
Updates dense part (broken out for profiling).
int ClpCholeskyBase::type_ [protected] |
bool ClpCholeskyBase::doKKT_ [protected] |
Doing full KKT (only used if default symbolic and factorization).
Definition at line 179 of file ClpCholeskyBase.hpp.
double ClpCholeskyBase::goDense_ [protected] |
Go dense at this fraction.
Definition at line 181 of file ClpCholeskyBase.hpp.
Referenced by goDense(), and setGoDense().
double ClpCholeskyBase::choleskyCondition_ [protected] |
choleskyCondition.
Definition at line 183 of file ClpCholeskyBase.hpp.
Referenced by choleskyCondition().
ClpInterior* ClpCholeskyBase::model_ [protected] |
int ClpCholeskyBase::numberTrials_ [protected] |
int ClpCholeskyBase::numberRows_ [protected] |
numberRows. Number of Rows in factorization
Definition at line 189 of file ClpCholeskyBase.hpp.
Referenced by numberRows(), and rank().
int ClpCholeskyBase::status_ [protected] |
status. Status of factorization
Definition at line 191 of file ClpCholeskyBase.hpp.
Referenced by status().
char* ClpCholeskyBase::rowsDropped_ [protected] |
int* ClpCholeskyBase::permuteInverse_ [protected] |
int* ClpCholeskyBase::permute_ [protected] |
int ClpCholeskyBase::numberRowsDropped_ [protected] |
numberRowsDropped. Number of rows gone
Definition at line 199 of file ClpCholeskyBase.hpp.
Referenced by numberRowsDropped(), and rank().
longDouble* ClpCholeskyBase::sparseFactor_ [protected] |
sparseFactor.
Definition at line 201 of file ClpCholeskyBase.hpp.
Referenced by ClpCholeskyDense::aMatrix(), and sparseFactor().
CoinBigIndex* ClpCholeskyBase::choleskyStart_ [protected] |
int* ClpCholeskyBase::choleskyRow_ [protected] |
CoinBigIndex* ClpCholeskyBase::indexStart_ [protected] |
longDouble* ClpCholeskyBase::diagonal_ [protected] |
Diagonal.
Definition at line 209 of file ClpCholeskyBase.hpp.
Referenced by ClpCholeskyDense::diagonal(), and diagonal().
longDouble* ClpCholeskyBase::workDouble_ [protected] |
int* ClpCholeskyBase::link_ [protected] |
CoinBigIndex* ClpCholeskyBase::workInteger_ [protected] |
int* ClpCholeskyBase::clique_ [protected] |
CoinBigIndex ClpCholeskyBase::sizeFactor_ [protected] |
CoinBigIndex ClpCholeskyBase::sizeIndex_ [protected] |
int ClpCholeskyBase::firstDense_ [protected] |
int ClpCholeskyBase::integerParameters_[64] [protected] |
integerParameters
Definition at line 225 of file ClpCholeskyBase.hpp.
Referenced by getIntegerParameter(), and setIntegerParameter().
double ClpCholeskyBase::doubleParameters_[64] [protected] |
doubleParameters;
Definition at line 227 of file ClpCholeskyBase.hpp.
Referenced by getDoubleParameter(), and setDoubleParameter().
ClpMatrixBase* ClpCholeskyBase::rowCopy_ [protected] |
char* ClpCholeskyBase::whichDense_ [protected] |
longDouble* ClpCholeskyBase::denseColumn_ [protected] |
ClpCholeskyDense* ClpCholeskyBase::dense_ [protected] |
int ClpCholeskyBase::denseThreshold_ [protected] |
1.4.7