Dip
0.92.4
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This deals with Factorization and Updates. More...
#include <CoinFactorization.hpp>
Public Member Functions | |
Constructors and destructor and copy | |
CoinFactorization () | |
Default constructor. More... | |
CoinFactorization (const CoinFactorization &other) | |
Copy constructor. More... | |
~CoinFactorization () | |
Destructor. More... | |
void | almostDestructor () |
Delete all stuff (leaves as after CoinFactorization()) More... | |
void | show_self () const |
Debug show object (shows one representation) More... | |
int | saveFactorization (const char *file) const |
Debug - save on file - 0 if no error. More... | |
int | restoreFactorization (const char *file, bool factor=false) |
Debug - restore from file - 0 if no error on file. More... | |
void | sort () const |
Debug - sort so can compare. More... | |
CoinFactorization & | operator= (const CoinFactorization &other) |
= copy More... | |
Do factorization | |
int | factorize (const CoinPackedMatrix &matrix, int rowIsBasic[], int columnIsBasic[], double areaFactor=0.0) |
When part of LP - given by basic variables. More... | |
int | factorize (int numberRows, int numberColumns, int numberElements, int maximumL, int maximumU, const int indicesRow[], const int indicesColumn[], const double elements[], int permutation[], double areaFactor=0.0) |
When given as triplets. More... | |
int | factorizePart1 (int numberRows, int numberColumns, int estimateNumberElements, int *indicesRow[], int *indicesColumn[], CoinFactorizationDouble *elements[], double areaFactor=0.0) |
Two part version for maximum flexibility This part creates arrays for user to fill. More... | |
int | factorizePart2 (int permutation[], int exactNumberElements) |
This is part two of factorization Arrays belong to factorization and were returned by part 1 If status okay, permutation has pivot rows - this is only needed If status is singular, then basic variables have pivot row and ones thrown out have -1 returns 0 -okay, -1 singular, -99 memory. More... | |
double | conditionNumber () const |
Condition number - product of pivots after factorization. More... | |
general stuff such as permutation or status | |
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... | |
int * | permute () const |
Returns address of permute region. More... | |
int * | pivotColumn () const |
Returns address of pivotColumn region (also used for permuting) More... | |
CoinFactorizationDouble * | pivotRegion () const |
Returns address of pivot region. More... | |
int * | permuteBack () const |
Returns address of permuteBack region. More... | |
int * | lastRow () const |
Returns address of lastRow region. More... | |
int * | pivotColumnBack () const |
Returns address of pivotColumnBack region (also used for permuting) Now uses firstCount to save memory allocation. More... | |
int * | startRowL () const |
Start of each row in L. More... | |
int * | startColumnL () const |
Start of each column in L. More... | |
int * | indexColumnL () const |
Index of column in row for L. More... | |
int * | indexRowL () const |
Row indices of L. More... | |
CoinFactorizationDouble * | elementByRowL () const |
Elements in L (row copy) More... | |
int | numberRowsExtra () const |
Number of Rows after iterating. More... | |
void | setNumberRows (int value) |
Set number of Rows after factorization. More... | |
int | numberRows () const |
Number of Rows after factorization. More... | |
int | numberL () const |
Number in L. More... | |
int | baseL () const |
Base of L. More... | |
int | maximumRowsExtra () const |
Maximum of Rows after iterating. More... | |
int | numberColumns () const |
Total number of columns in factorization. More... | |
int | numberElements () const |
Total number of elements in factorization. More... | |
int | numberForrestTomlin () const |
Length of FT vector. More... | |
int | numberGoodColumns () const |
Number of good columns in factorization. More... | |
double | areaFactor () const |
Whether larger areas needed. More... | |
void | areaFactor (double value) |
Returns status. More... | |
double | adjustedAreaFactor () const |
Returns areaFactor but adjusted for dense. 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 | messageLevel () const |
Level of detail of messages. More... | |
void | messageLevel (int value) |
Returns status. More... | |
int | maximumPivots () const |
Maximum number of pivots between factorizations. More... | |
void | maximumPivots (int value) |
Returns status. More... | |
int | denseThreshold () const |
Gets dense threshold. More... | |
void | setDenseThreshold (int value) |
Sets dense threshold. 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... | |
double | maximumCoefficient () const |
Returns maximum absolute value in factorization. More... | |
bool | forrestTomlin () const |
true if Forrest Tomlin update, false if PFI More... | |
void | setForrestTomlin (bool value) |
Returns status. More... | |
bool | spaceForForrestTomlin () const |
True if FT update and space. More... | |
some simple stuff | |
int | numberDense () const |
Returns number of dense rows. More... | |
int | numberElementsU () const |
Returns number in U area. More... | |
void | setNumberElementsU (int value) |
Setss number in U area. More... | |
int | lengthAreaU () const |
Returns length of U area. More... | |
int | numberElementsL () const |
Returns number in L area. More... | |
int | lengthAreaL () const |
Returns length of L area. More... | |
int | numberElementsR () const |
Returns number in R area. More... | |
int | numberCompressions () const |
Number of compressions done. More... | |
int * | numberInRow () const |
Number of entries in each row. More... | |
int * | numberInColumn () const |
Number of entries in each column. More... | |
CoinFactorizationDouble * | elementU () const |
Elements of U. More... | |
int * | indexRowU () const |
Row indices of U. More... | |
int * | startColumnU () const |
Start of each column in U. More... | |
int | maximumColumnsExtra () |
Maximum number of Columns after iterating. More... | |
int | biasLU () const |
L to U bias 0 - U bias, 1 - some U bias, 2 some L bias, 3 L bias. More... | |
void | setBiasLU (int value) |
Returns number of dense rows. More... | |
int | persistenceFlag () const |
Array persistence flag If 0 then as now (delete/new) 1 then only do arrays if bigger needed 2 as 1 but give a bit extra if bigger needed. More... | |
void | setPersistenceFlag (int value) |
Returns number of dense rows. More... | |
rank one updates which do exist | |
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... | |
void | replaceColumnU (CoinIndexedVector *regionSparse, int *deleted, int internalPivotRow) |
Combines BtranU and delete elements If deleted is NULL then delete elements otherwise store where elements are. More... | |
various uses of factorization (return code number elements) | |
*** Below this user may not want to know about which user may not want to know about (left over from my LP code) | |
int | updateColumnFT (CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2) |
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... | |
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... | |
int | updateTwoColumnsFT (CoinIndexedVector *regionSparse1, CoinIndexedVector *regionSparse2, CoinIndexedVector *regionSparse3, bool noPermuteRegion3=false) |
Updates one column (FTRAN) from region2 Tries to do FT update number returned is negative if no room. More... | |
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... | |
void | updateOneColumnTranspose (CoinIndexedVector *regionWork, int &statistics) const |
Part of twocolumnsTranspose. More... | |
void | updateTwoColumnsTranspose (CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2, CoinIndexedVector *regionSparse3, int type) const |
Updates two columns (BTRAN) from regionSparse2 and 3 regionSparse starts as zero and is zero at end Note - if regionSparse2 packed on input - will be packed on output - same for 3. More... | |
void | goSparse () |
makes a row copy of L for speed and to allow very sparse problems More... | |
int | sparseThreshold () const |
get sparse threshold More... | |
void | sparseThreshold (int value) |
set sparse threshold More... | |
void | clearArrays () |
Get rid of all memory. More... | |
various updates - none of which have been written! | |
int | add (int numberElements, int indicesRow[], int indicesColumn[], double elements[]) |
Adds given elements to Basis and updates factorization, can increase size of basis. More... | |
int | addColumn (int numberElements, int indicesRow[], double elements[]) |
Adds one Column to basis, can increase size of basis. More... | |
int | addRow (int numberElements, int indicesColumn[], double elements[]) |
Adds one Row to basis, can increase size of basis. More... | |
int | deleteColumn (int Row) |
Deletes one Column from basis, returns rank. More... | |
int | deleteRow (int Row) |
Deletes one Row from basis, returns rank. More... | |
int | replaceRow (int whichRow, int numberElements, const int indicesColumn[], const double elements[]) |
Replaces one Row in basis, At present assumes just a singleton on row is in basis returns 0=OK, 1=Probably OK, 2=singular, 3 no space. More... | |
void | emptyRows (int numberToEmpty, const int which[]) |
Takes out all entries for given rows. More... | |
used by ClpFactorization | |
void | checkSparse () |
See if worth going sparse. More... | |
bool | collectStatistics () const |
For statistics. More... | |
void | setCollectStatistics (bool onOff) const |
For statistics. More... | |
void | gutsOfDestructor (int type=1) |
The real work of constructors etc 0 just scalars, 1 bit normal. More... | |
void | gutsOfInitialize (int type) |
1 bit - tolerances etc, 2 more, 4 dummy arrays More... | |
void | gutsOfCopy (const CoinFactorization &other) |
See if worth going sparse. More... | |
void | resetStatistics () |
Reset all sparsity etc statistics. More... | |
Friends | |
void | CoinFactorizationUnitTest (const std::string &mpsDir) |
used by factorization | |
void | getAreas (int numberRows, int numberColumns, int maximumL, int maximumU) |
Gets space for a factorization, called by constructors. More... | |
void | preProcess (int state, int possibleDuplicates=-1) |
PreProcesses raw triplet data. More... | |
int | factor () |
Does most of factorization. More... | |
int | replaceColumnPFI (CoinIndexedVector *regionSparse, int pivotRow, double alpha) |
Replaces one Column to basis for PFI returns 0=OK, 1=Probably OK, 2=singular, 3=no room. More... | |
int | factorSparse () |
Does sparse phase of factorization return code is <0 error, 0= finished. More... | |
int | factorSparseSmall () |
Does sparse phase of factorization (for smaller problems) return code is <0 error, 0= finished. More... | |
int | factorSparseLarge () |
Does sparse phase of factorization (for larger problems) return code is <0 error, 0= finished. More... | |
int | factorDense () |
Does dense phase of factorization return code is <0 error, 0= finished. More... | |
bool | pivotOneOtherRow (int pivotRow, int pivotColumn) |
Pivots when just one other row so faster? More... | |
bool | pivotRowSingleton (int pivotRow, int pivotColumn) |
Does one pivot on Row Singleton in factorization. More... | |
bool | pivotColumnSingleton (int pivotRow, int pivotColumn) |
Does one pivot on Column Singleton in factorization. More... | |
bool | getColumnSpace (int iColumn, int extraNeeded) |
Gets space for one Column with given length, may have to do compression (returns True if successful), also moves existing vector, extraNeeded is over and above present. More... | |
bool | reorderU () |
Reorders U so contiguous and in order (if there is space) Returns true if it could. More... | |
bool | getColumnSpaceIterateR (int iColumn, double value, int iRow) |
getColumnSpaceIterateR. More... | |
int | getColumnSpaceIterate (int iColumn, double value, int iRow) |
getColumnSpaceIterate. More... | |
bool | getRowSpace (int iRow, int extraNeeded) |
Gets space for one Row with given length, may have to do compression (returns True if successful), also moves existing vector More... | |
bool | getRowSpaceIterate (int iRow, int extraNeeded) |
Gets space for one Row with given length while iterating, may have to do compression (returns True if successful), also moves existing vector More... | |
void | checkConsistency () |
Checks that row and column copies look OK. More... | |
void | addLink (int index, int count) |
Adds a link in chain of equal counts. More... | |
void | deleteLink (int index) |
Deletes a link in chain of equal counts. More... | |
void | separateLinks (int count, bool rowsFirst) |
Separate out links with same row/column count. More... | |
void | cleanup () |
Cleans up at end of factorization. More... | |
void | updateColumnL (CoinIndexedVector *region, int *indexIn) const |
Updates part of column (FTRANL) More... | |
void | updateColumnLDensish (CoinIndexedVector *region, int *indexIn) const |
Updates part of column (FTRANL) when densish. More... | |
void | updateColumnLSparse (CoinIndexedVector *region, int *indexIn) const |
Updates part of column (FTRANL) when sparse. More... | |
void | updateColumnLSparsish (CoinIndexedVector *region, int *indexIn) const |
Updates part of column (FTRANL) when sparsish. More... | |
void | updateColumnR (CoinIndexedVector *region) const |
Updates part of column (FTRANR) without FT update. More... | |
void | updateColumnRFT (CoinIndexedVector *region, int *indexIn) |
Updates part of column (FTRANR) with FT update. More... | |
void | updateColumnU (CoinIndexedVector *region, int *indexIn) const |
Updates part of column (FTRANU) More... | |
void | updateColumnUSparse (CoinIndexedVector *regionSparse, int *indexIn) const |
Updates part of column (FTRANU) when sparse. More... | |
void | updateColumnUSparsish (CoinIndexedVector *regionSparse, int *indexIn) const |
Updates part of column (FTRANU) when sparsish. More... | |
int | updateColumnUDensish (double *COIN_RESTRICT region, int *COIN_RESTRICT regionIndex) const |
Updates part of column (FTRANU) More... | |
void | updateTwoColumnsUDensish (int &numberNonZero1, double *COIN_RESTRICT region1, int *COIN_RESTRICT index1, int &numberNonZero2, double *COIN_RESTRICT region2, int *COIN_RESTRICT index2) const |
Updates part of 2 columns (FTRANU) real work. More... | |
void | updateColumnPFI (CoinIndexedVector *regionSparse) const |
Updates part of column PFI (FTRAN) (after rest) More... | |
void | permuteBack (CoinIndexedVector *regionSparse, CoinIndexedVector *outVector) const |
Permutes back at end of updateColumn. More... | |
void | updateColumnTransposePFI (CoinIndexedVector *region) const |
Updates part of column transpose PFI (BTRAN) (before rest) More... | |
void | updateColumnTransposeU (CoinIndexedVector *region, int smallestIndex) const |
Updates part of column transpose (BTRANU), assumes index is sorted i.e. More... | |
void | updateColumnTransposeUSparsish (CoinIndexedVector *region, int smallestIndex) const |
Updates part of column transpose (BTRANU) when sparsish, assumes index is sorted i.e. More... | |
void | updateColumnTransposeUDensish (CoinIndexedVector *region, int smallestIndex) const |
Updates part of column transpose (BTRANU) when densish, assumes index is sorted i.e. More... | |
void | updateColumnTransposeUSparse (CoinIndexedVector *region) const |
Updates part of column transpose (BTRANU) when sparse, assumes index is sorted i.e. More... | |
void | updateColumnTransposeUByColumn (CoinIndexedVector *region, int smallestIndex) const |
Updates part of column transpose (BTRANU) by column assumes index is sorted i.e. More... | |
void | updateColumnTransposeR (CoinIndexedVector *region) const |
Updates part of column transpose (BTRANR) More... | |
void | updateColumnTransposeRDensish (CoinIndexedVector *region) const |
Updates part of column transpose (BTRANR) when dense. More... | |
void | updateColumnTransposeRSparse (CoinIndexedVector *region) const |
Updates part of column transpose (BTRANR) when sparse. More... | |
void | updateColumnTransposeL (CoinIndexedVector *region) const |
Updates part of column transpose (BTRANL) More... | |
void | updateColumnTransposeLDensish (CoinIndexedVector *region) const |
Updates part of column transpose (BTRANL) when densish by column. More... | |
void | updateColumnTransposeLByRow (CoinIndexedVector *region) const |
Updates part of column transpose (BTRANL) when densish by row. More... | |
void | updateColumnTransposeLSparsish (CoinIndexedVector *region) const |
Updates part of column transpose (BTRANL) when sparsish by row. More... | |
void | updateColumnTransposeLSparse (CoinIndexedVector *region) const |
Updates part of column transpose (BTRANL) when sparse (by Row) More... | |
int | checkPivot (double saveFromU, double oldPivot) const |
Returns accuracy status of replaceColumn returns 0=OK, 1=Probably OK, 2=singular. More... | |
template<class T > | |
bool | pivot (int pivotRow, int pivotColumn, int pivotRowPosition, int pivotColumnPosition, CoinFactorizationDouble work[], unsigned int workArea2[], int increment2, T markRow[], int largeInteger) |
Gets space for a factorization, called by constructors. More... | |
data | |
double | pivotTolerance_ |
Pivot tolerance. More... | |
double | zeroTolerance_ |
Zero tolerance. More... | |
double | slackValue_ |
Whether slack value is +1 or -1. More... | |
double | areaFactor_ |
How much to multiply areas by. More... | |
double | relaxCheck_ |
Relax check on accuracy in replaceColumn. More... | |
int | numberRows_ |
Number of Rows in factorization. More... | |
int | numberRowsExtra_ |
Number of Rows after iterating. More... | |
int | maximumRowsExtra_ |
Maximum number of Rows after iterating. More... | |
int | numberColumns_ |
Number of Columns in factorization. More... | |
int | numberColumnsExtra_ |
Number of Columns after iterating. More... | |
int | maximumColumnsExtra_ |
Maximum number of Columns after iterating. More... | |
int | numberGoodU_ |
Number factorized in U (not row singletons) More... | |
int | numberGoodL_ |
Number factorized in L. More... | |
int | maximumPivots_ |
Maximum number of pivots before factorization. More... | |
int | numberPivots_ |
Number pivots since last factorization. More... | |
int | totalElements_ |
Number of elements in U (to go) or while iterating total overall. More... | |
int | factorElements_ |
Number of elements after factorization. More... | |
CoinIntArrayWithLength | pivotColumn_ |
Pivot order for each Column. More... | |
CoinIntArrayWithLength | permute_ |
Permutation vector for pivot row order. More... | |
CoinIntArrayWithLength | permuteBack_ |
DePermutation vector for pivot row order. More... | |
CoinIntArrayWithLength | pivotColumnBack_ |
Inverse Pivot order for each Column. More... | |
int | status_ |
Status of factorization. More... | |
int | numberTrials_ |
0 - no increasing rows - no permutations, 1 - no increasing rows but permutations 2 - increasing rows More... | |
CoinIntArrayWithLength | startRowU_ |
Start of each Row as pointer. More... | |
CoinIntArrayWithLength | numberInRow_ |
Number in each Row. More... | |
CoinIntArrayWithLength | numberInColumn_ |
Number in each Column. More... | |
CoinIntArrayWithLength | numberInColumnPlus_ |
Number in each Column including pivoted. More... | |
CoinIntArrayWithLength | firstCount_ |
First Row/Column with count of k, can tell which by offset - Rows then Columns. More... | |
CoinIntArrayWithLength | nextCount_ |
Next Row/Column with count. More... | |
CoinIntArrayWithLength | lastCount_ |
Previous Row/Column with count. More... | |
CoinIntArrayWithLength | nextColumn_ |
Next Column in memory order. More... | |
CoinIntArrayWithLength | lastColumn_ |
Previous Column in memory order. More... | |
CoinIntArrayWithLength | nextRow_ |
Next Row in memory order. More... | |
CoinIntArrayWithLength | lastRow_ |
Previous Row in memory order. More... | |
CoinIntArrayWithLength | saveColumn_ |
Columns left to do in a single pivot. More... | |
CoinIntArrayWithLength | markRow_ |
Marks rows to be updated. More... | |
int | messageLevel_ |
Detail in messages. More... | |
int | biggerDimension_ |
Larger of row and column size. More... | |
CoinIntArrayWithLength | indexColumnU_ |
Base address for U (may change) More... | |
CoinIntArrayWithLength | pivotRowL_ |
Pivots for L. More... | |
CoinFactorizationDoubleArrayWithLength | pivotRegion_ |
Inverses of pivot values. More... | |
int | numberSlacks_ |
Number of slacks at beginning of U. More... | |
int | numberU_ |
Number in U. More... | |
int | maximumU_ |
Maximum space used in U. More... | |
int | lengthU_ |
Base of U is always 0. More... | |
int | lengthAreaU_ |
Length of area reserved for U. More... | |
CoinFactorizationDoubleArrayWithLength | elementU_ |
Elements of U. More... | |
CoinIntArrayWithLength | indexRowU_ |
Row indices of U. More... | |
CoinIntArrayWithLength | startColumnU_ |
Start of each column in U. More... | |
CoinIntArrayWithLength | convertRowToColumnU_ |
Converts rows to columns in U. More... | |
int | numberL_ |
Number in L. More... | |
int | baseL_ |
Base of L. More... | |
int | lengthL_ |
Length of L. More... | |
int | lengthAreaL_ |
Length of area reserved for L. More... | |
CoinFactorizationDoubleArrayWithLength | elementL_ |
Elements of L. More... | |
CoinIntArrayWithLength | indexRowL_ |
Row indices of L. More... | |
CoinIntArrayWithLength | startColumnL_ |
Start of each column in L. More... | |
bool | doForrestTomlin_ |
true if Forrest Tomlin update, false if PFI More... | |
int | numberR_ |
Number in R. More... | |
int | lengthR_ |
Length of R stuff. More... | |
int | lengthAreaR_ |
length of area reserved for R More... | |
CoinFactorizationDouble * | elementR_ |
Elements of R. More... | |
int * | indexRowR_ |
Row indices for R. More... | |
CoinIntArrayWithLength | startColumnR_ |
Start of columns for R. More... | |
double * | denseArea_ |
Dense area. More... | |
double * | denseAreaAddress_ |
Dense area - actually used (for alignment etc) More... | |
int * | densePermute_ |
Dense permutation. More... | |
int | numberDense_ |
Number of dense rows. More... | |
int | denseThreshold_ |
Dense threshold. More... | |
CoinFactorizationDoubleArrayWithLength | workArea_ |
First work area. More... | |
CoinUnsignedIntArrayWithLength | workArea2_ |
Second work area. More... | |
int | numberCompressions_ |
Number of compressions done. More... | |
int | sparseThreshold_ |
Below this use sparse technology - if 0 then no L row copy. More... | |
int | sparseThreshold2_ |
And one for "sparsish". More... | |
CoinIntArrayWithLength | startRowL_ |
Start of each row in L. More... | |
CoinIntArrayWithLength | indexColumnL_ |
Index of column in row for L. More... | |
CoinFactorizationDoubleArrayWithLength | elementByRowL_ |
Elements in L (row copy) More... | |
CoinIntArrayWithLength | sparse_ |
Sparse regions. More... | |
int | biasLU_ |
L to U bias 0 - U bias, 1 - some U bias, 2 some L bias, 3 L bias. More... | |
int | persistenceFlag_ |
Array persistence flag If 0 then as now (delete/new) 1 then only do arrays if bigger needed 2 as 1 but give a bit extra if bigger needed. More... | |
double | ftranCountInput_ |
Below are all to collect. More... | |
double | ftranCountAfterL_ |
Pivot tolerance. More... | |
double | ftranCountAfterR_ |
Pivot tolerance. More... | |
double | ftranCountAfterU_ |
Pivot tolerance. More... | |
double | btranCountInput_ |
Pivot tolerance. More... | |
double | btranCountAfterU_ |
Pivot tolerance. More... | |
double | btranCountAfterR_ |
Pivot tolerance. More... | |
double | btranCountAfterL_ |
Pivot tolerance. More... | |
int | numberFtranCounts_ |
We can roll over factorizations. More... | |
int | numberBtranCounts_ |
Pivot tolerance. More... | |
double | ftranAverageAfterL_ |
While these are average ratios collected over last period. More... | |
double | ftranAverageAfterR_ |
Pivot tolerance. More... | |
double | ftranAverageAfterU_ |
Pivot tolerance. More... | |
double | btranAverageAfterU_ |
Pivot tolerance. More... | |
double | btranAverageAfterR_ |
Pivot tolerance. More... | |
double | btranAverageAfterL_ |
Pivot tolerance. More... | |
This deals with Factorization and Updates.
This class started with a parallel simplex code I was writing in the mid 90's. The need for parallelism led to many complications and I have simplified as much as I could to get back to this.
I was aiming at problems where I might get speed-up so I was looking at dense problems or ones with structure. This led to permuting input and output vectors and to increasing the number of rows each rank-one update. This is still in as a minor overhead.
I have also put in handling for hyper-sparsity. I have taken out all outer loop unrolling, dense matrix handling and most of the book-keeping for slacks. Also I always use FTRAN approach to updating even if factorization fairly dense. All these could improve performance.
I blame some of the coding peculiarities on the history of the code but mostly it is just because I can't do elegant code (or useful comments).
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 50 of file CoinFactorization.hpp.
CoinFactorization::CoinFactorization | ( | ) |
Default constructor.
CoinFactorization::CoinFactorization | ( | const CoinFactorization & | other | ) |
Copy constructor.
CoinFactorization::~CoinFactorization | ( | ) |
Destructor.
void CoinFactorization::almostDestructor | ( | ) |
Delete all stuff (leaves as after CoinFactorization())
Referenced by ClpFactorization::almostDestructor().
void CoinFactorization::show_self | ( | ) | const |
Debug show object (shows one representation)
int CoinFactorization::saveFactorization | ( | const char * | file | ) | const |
Debug - save on file - 0 if no error.
int CoinFactorization::restoreFactorization | ( | const char * | file, |
bool | factor = false |
||
) |
Debug - restore from file - 0 if no error on file.
If factor true then factorizes as if called from ClpFactorization
void CoinFactorization::sort | ( | ) | const |
Debug - sort so can compare.
CoinFactorization& CoinFactorization::operator= | ( | const CoinFactorization & | other | ) |
= copy
int CoinFactorization::factorize | ( | const CoinPackedMatrix & | matrix, |
int | rowIsBasic[], | ||
int | columnIsBasic[], | ||
double | areaFactor = 0.0 |
||
) |
When part of LP - given by basic variables.
Actually does factorization. Arrays passed in have non negative value to say basic. If status is okay, basic variables have pivot row - this is only needed If status is singular, then basic variables have pivot row and ones thrown out have -1 returns 0 -okay, -1 singular, -2 too many in basis, -99 memory
int CoinFactorization::factorize | ( | int | numberRows, |
int | numberColumns, | ||
int | numberElements, | ||
int | maximumL, | ||
int | maximumU, | ||
const int | indicesRow[], | ||
const int | indicesColumn[], | ||
const double | elements[], | ||
int | permutation[], | ||
double | areaFactor = 0.0 |
||
) |
When given as triplets.
Actually does factorization. maximumL is guessed maximum size of L part of final factorization, maximumU of U part. These are multiplied by areaFactor which can be computed by user or internally. Arrays are copied in. I could add flag to delete arrays to save a bit of memory. If status okay, permutation has pivot rows - this is only needed If status is singular, then basic variables have pivot row and ones thrown out have -1 returns 0 -okay, -1 singular, -99 memory
int CoinFactorization::factorizePart1 | ( | int | numberRows, |
int | numberColumns, | ||
int | estimateNumberElements, | ||
int * | indicesRow[], | ||
int * | indicesColumn[], | ||
CoinFactorizationDouble * | elements[], | ||
double | areaFactor = 0.0 |
||
) |
Two part version for maximum flexibility This part creates arrays for user to fill.
estimateNumberElements is safe estimate of number returns 0 -okay, -99 memory
int CoinFactorization::factorizePart2 | ( | int | permutation[], |
int | exactNumberElements | ||
) |
This is part two of factorization Arrays belong to factorization and were returned by part 1 If status okay, permutation has pivot rows - this is only needed If status is singular, then basic variables have pivot row and ones thrown out have -1 returns 0 -okay, -1 singular, -99 memory.
double CoinFactorization::conditionNumber | ( | ) | const |
Condition number - product of pivots after factorization.
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Returns status.
Definition at line 136 of file CoinFactorization.hpp.
Referenced by ClpFactorization::status().
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Sets status.
Definition at line 141 of file CoinFactorization.hpp.
References status_.
Referenced by ClpFactorization::setStatus().
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Returns number of pivots since factorization.
Definition at line 146 of file CoinFactorization.hpp.
References numberPivots_.
Referenced by ClpFactorization::pivots().
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Sets number of pivots since factorization.
Definition at line 151 of file CoinFactorization.hpp.
References numberPivots_.
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Returns address of permute region.
Definition at line 156 of file CoinFactorization.hpp.
References CoinIntArrayWithLength::array(), and permute_.
Referenced by ClpFactorization::permute().
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Returns address of pivotColumn region (also used for permuting)
Definition at line 161 of file CoinFactorization.hpp.
References CoinIntArrayWithLength::array(), and pivotColumn_.
Referenced by pivot(), and ClpFactorization::pivotColumn().
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Returns address of pivot region.
Definition at line 166 of file CoinFactorization.hpp.
References CoinFactorizationDoubleArrayWithLength::array(), and pivotRegion_.
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Returns address of permuteBack region.
Definition at line 171 of file CoinFactorization.hpp.
References CoinIntArrayWithLength::array(), and permuteBack_.
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Returns address of lastRow region.
Definition at line 176 of file CoinFactorization.hpp.
References CoinIntArrayWithLength::array(), and lastRow_.
Referenced by pivot().
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Returns address of pivotColumnBack region (also used for permuting) Now uses firstCount to save memory allocation.
Definition at line 182 of file CoinFactorization.hpp.
References CoinIntArrayWithLength::array(), and pivotColumnBack_.
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Start of each row in L.
Definition at line 188 of file CoinFactorization.hpp.
References CoinIntArrayWithLength::array(), and startRowL_.
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Start of each column in L.
Definition at line 194 of file CoinFactorization.hpp.
References CoinIntArrayWithLength::array(), and startColumnL_.
Referenced by pivot().
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Index of column in row for L.
Definition at line 200 of file CoinFactorization.hpp.
References CoinIntArrayWithLength::array(), and indexColumnL_.
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Row indices of L.
Definition at line 206 of file CoinFactorization.hpp.
References CoinIntArrayWithLength::array(), and indexRowL_.
Referenced by pivot().
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Elements in L (row copy)
Definition at line 212 of file CoinFactorization.hpp.
References CoinFactorizationDoubleArrayWithLength::array(), and elementByRowL_.
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Number of Rows after iterating.
Definition at line 218 of file CoinFactorization.hpp.
References numberRowsExtra_.
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Set number of Rows after factorization.
Definition at line 223 of file CoinFactorization.hpp.
References numberRows_.
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Number of Rows after factorization.
Definition at line 228 of file CoinFactorization.hpp.
References numberRows_.
Referenced by ClpFactorization::numberRows().
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Maximum of Rows after iterating.
Definition at line 244 of file CoinFactorization.hpp.
References maximumRowsExtra_.
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Total number of columns in factorization.
Definition at line 249 of file CoinFactorization.hpp.
References numberColumns_.
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Total number of elements in factorization.
Definition at line 254 of file CoinFactorization.hpp.
References totalElements_.
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Length of FT vector.
Definition at line 259 of file CoinFactorization.hpp.
References CoinIntArrayWithLength::array(), numberColumnsExtra_, and numberInColumn_.
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Number of good columns in factorization.
Definition at line 264 of file CoinFactorization.hpp.
References numberGoodU_.
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Whether larger areas needed.
Definition at line 269 of file CoinFactorization.hpp.
References areaFactor_.
Referenced by ClpFactorization::areaFactor().
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double CoinFactorization::adjustedAreaFactor | ( | ) | const |
Returns areaFactor but adjusted for dense.
Referenced by ClpFactorization::adjustedAreaFactor().
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Allows change of pivot accuracy check 1.0 == none >1.0 relaxed.
Definition at line 280 of file CoinFactorization.hpp.
References relaxCheck_.
Referenced by ClpFactorization::relaxAccuracyCheck().
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Level of detail of messages.
Definition at line 289 of file CoinFactorization.hpp.
References messageLevel_.
Referenced by ClpFactorization::messageLevel().
void CoinFactorization::messageLevel | ( | int | value | ) |
Returns status.
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Maximum number of pivots between factorizations.
Definition at line 295 of file CoinFactorization.hpp.
References maximumPivots_.
Referenced by ClpFactorization::maximumPivots().
void CoinFactorization::maximumPivots | ( | int | value | ) |
Returns status.
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Gets dense threshold.
Definition at line 302 of file CoinFactorization.hpp.
References denseThreshold_.
Referenced by ClpFactorization::denseThreshold().
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Sets dense threshold.
Definition at line 307 of file CoinFactorization.hpp.
References denseThreshold_.
Referenced by ClpFactorization::setDenseThreshold().
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Pivot tolerance.
Definition at line 312 of file CoinFactorization.hpp.
References pivotTolerance_.
Referenced by ClpFactorization::pivotTolerance().
void CoinFactorization::pivotTolerance | ( | double | value | ) |
Returns status.
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Zero tolerance.
Definition at line 318 of file CoinFactorization.hpp.
References zeroTolerance_.
Referenced by ClpFactorization::setDefaultValues(), and ClpFactorization::zeroTolerance().
void CoinFactorization::zeroTolerance | ( | double | value | ) |
Returns status.
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Whether slack value is +1 or -1.
Definition at line 325 of file CoinFactorization.hpp.
Referenced by ClpFactorization::setDefaultValues().
void CoinFactorization::slackValue | ( | double | value | ) |
Returns status.
double CoinFactorization::maximumCoefficient | ( | ) | const |
Returns maximum absolute value in factorization.
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true if Forrest Tomlin update, false if PFI
Definition at line 334 of file CoinFactorization.hpp.
References doForrestTomlin_.
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Returns status.
Definition at line 338 of file CoinFactorization.hpp.
References doForrestTomlin_.
Referenced by ClpFactorization::setForrestTomlin().
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True if FT update and space.
Definition at line 343 of file CoinFactorization.hpp.
References CoinIntArrayWithLength::array(), doForrestTomlin_, lengthAreaU_, maximumColumnsExtra_, numberRowsExtra_, and startColumnU_.
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Returns number of dense rows.
Definition at line 355 of file CoinFactorization.hpp.
References numberDense_.
Referenced by ClpFactorization::numberDense().
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Returns number in U area.
Definition at line 361 of file CoinFactorization.hpp.
References lengthU_.
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Returns length of U area.
Definition at line 371 of file CoinFactorization.hpp.
References lengthAreaU_.
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Returns number in L area.
Definition at line 376 of file CoinFactorization.hpp.
References lengthL_.
Referenced by ClpFactorization::numberElementsL().
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Returns length of L area.
Definition at line 381 of file CoinFactorization.hpp.
References lengthAreaL_.
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Returns number in R area.
Definition at line 386 of file CoinFactorization.hpp.
References lengthR_.
Referenced by ClpFactorization::numberElementsR().
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Number of compressions done.
Definition at line 391 of file CoinFactorization.hpp.
References numberCompressions_.
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Number of entries in each row.
Definition at line 396 of file CoinFactorization.hpp.
References CoinIntArrayWithLength::array(), and numberInRow_.
Referenced by pivot().
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Number of entries in each column.
Definition at line 401 of file CoinFactorization.hpp.
References CoinIntArrayWithLength::array(), and numberInColumn_.
Referenced by pivot().
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Elements of U.
Definition at line 406 of file CoinFactorization.hpp.
References CoinFactorizationDoubleArrayWithLength::array(), and elementU_.
Referenced by pivot().
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Row indices of U.
Definition at line 411 of file CoinFactorization.hpp.
References CoinIntArrayWithLength::array(), and indexRowU_.
Referenced by pivot().
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Start of each column in U.
Definition at line 416 of file CoinFactorization.hpp.
References CoinIntArrayWithLength::array(), and startColumnU_.
Referenced by pivot().
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Maximum number of Columns after iterating.
Definition at line 421 of file CoinFactorization.hpp.
References maximumColumnsExtra_.
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L to U bias 0 - U bias, 1 - some U bias, 2 some L bias, 3 L bias.
Definition at line 428 of file CoinFactorization.hpp.
References biasLU_.
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Returns number of dense rows.
Definition at line 432 of file CoinFactorization.hpp.
References biasLU_.
Referenced by ClpFactorization::setBiasLU().
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Array persistence flag If 0 then as now (delete/new) 1 then only do arrays if bigger needed 2 as 1 but give a bit extra if bigger needed.
Definition at line 441 of file CoinFactorization.hpp.
References persistenceFlag_.
Referenced by ClpFactorization::persistenceFlag().
void CoinFactorization::setPersistenceFlag | ( | int | value | ) |
Returns number of dense rows.
Referenced by ClpFactorization::setPersistenceFlag().
int CoinFactorization::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.
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
void CoinFactorization::replaceColumnU | ( | CoinIndexedVector * | regionSparse, |
int * | deleted, | ||
int | internalPivotRow | ||
) |
Combines BtranU and delete elements If deleted is NULL then delete elements otherwise store where elements are.
int CoinFactorization::updateColumnFT | ( | CoinIndexedVector * | regionSparse, |
CoinIndexedVector * | regionSparse2 | ||
) |
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
int CoinFactorization::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.
int CoinFactorization::updateTwoColumnsFT | ( | CoinIndexedVector * | regionSparse1, |
CoinIndexedVector * | regionSparse2, | ||
CoinIndexedVector * | regionSparse3, | ||
bool | noPermuteRegion3 = false |
||
) |
Updates one column (FTRAN) from region2 Tries to do FT update number returned is negative if no room.
Also updates region3 region1 starts as zero and is zero at end
int CoinFactorization::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.
void CoinFactorization::updateOneColumnTranspose | ( | CoinIndexedVector * | regionWork, |
int & | statistics | ||
) | const |
Part of twocolumnsTranspose.
void CoinFactorization::updateTwoColumnsTranspose | ( | CoinIndexedVector * | regionSparse, |
CoinIndexedVector * | regionSparse2, | ||
CoinIndexedVector * | regionSparse3, | ||
int | type | ||
) | const |
Updates two columns (BTRAN) from regionSparse2 and 3 regionSparse starts as zero and is zero at end Note - if regionSparse2 packed on input - will be packed on output - same for 3.
void CoinFactorization::goSparse | ( | ) |
makes a row copy of L for speed and to allow very sparse problems
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get sparse threshold
Definition at line 633 of file CoinFactorization.hpp.
References sparseThreshold_.
Referenced by ClpFactorization::sparseThreshold().
void CoinFactorization::sparseThreshold | ( | int | value | ) |
set sparse threshold
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Get rid of all memory.
Definition at line 646 of file CoinFactorization.hpp.
Referenced by ClpFactorization::clearArrays().
int CoinFactorization::add | ( | int | numberElements, |
int | indicesRow[], | ||
int | indicesColumn[], | ||
double | elements[] | ||
) |
Adds given elements to Basis and updates factorization, can increase size of basis.
Returns rank
int CoinFactorization::addColumn | ( | int | numberElements, |
int | indicesRow[], | ||
double | elements[] | ||
) |
Adds one Column to basis, can increase size of basis.
Returns rank
int CoinFactorization::addRow | ( | int | numberElements, |
int | indicesColumn[], | ||
double | elements[] | ||
) |
Adds one Row to basis, can increase size of basis.
Returns rank
int CoinFactorization::deleteColumn | ( | int | Row | ) |
Deletes one Column from basis, returns rank.
int CoinFactorization::deleteRow | ( | int | Row | ) |
Deletes one Row from basis, returns rank.
int CoinFactorization::replaceRow | ( | int | whichRow, |
int | numberElements, | ||
const int | indicesColumn[], | ||
const double | elements[] | ||
) |
Replaces one Row in basis, At present assumes just a singleton on row is in basis returns 0=OK, 1=Probably OK, 2=singular, 3 no space.
void CoinFactorization::emptyRows | ( | int | numberToEmpty, |
const int | which[] | ||
) |
Takes out all entries for given rows.
void CoinFactorization::checkSparse | ( | ) |
See if worth going sparse.
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For statistics.
Definition at line 695 of file CoinFactorization.hpp.
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For statistics.
Definition at line 700 of file CoinFactorization.hpp.
void CoinFactorization::gutsOfDestructor | ( | int | type = 1 | ) |
The real work of constructors etc 0 just scalars, 1 bit normal.
void CoinFactorization::gutsOfInitialize | ( | int | type | ) |
1 bit - tolerances etc, 2 more, 4 dummy arrays
void CoinFactorization::gutsOfCopy | ( | const CoinFactorization & | other | ) |
See if worth going sparse.
void CoinFactorization::resetStatistics | ( | ) |
Reset all sparsity etc statistics.
void CoinFactorization::getAreas | ( | int | numberRows, |
int | numberColumns, | ||
int | maximumL, | ||
int | maximumU | ||
) |
Gets space for a factorization, called by constructors.
void CoinFactorization::preProcess | ( | int | state, |
int | possibleDuplicates = -1 |
||
) |
PreProcesses raw triplet data.
state is 0 - triplets, 1 - some counts etc , 2 - ..
int CoinFactorization::factor | ( | ) |
Does most of factorization.
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Does sparse phase of factorization return code is <0 error, 0= finished.
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Does sparse phase of factorization (for smaller problems) return code is <0 error, 0= finished.
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Does sparse phase of factorization (for larger problems) return code is <0 error, 0= finished.
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Does dense phase of factorization return code is <0 error, 0= finished.
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Pivots when just one other row so faster?
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Does one pivot on Row Singleton in factorization.
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Does one pivot on Column Singleton in factorization.
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Gets space for one Column with given length, may have to do compression (returns True if successful), also moves existing vector, extraNeeded is over and above present.
Referenced by pivot().
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Reorders U so contiguous and in order (if there is space) Returns true if it could.
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getColumnSpaceIterateR.
Gets space for one extra R element in Column may have to do compression (returns true) also moves existing vector
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getColumnSpaceIterate.
Gets space for one extra U element in Column may have to do compression (returns true) also moves existing vector. Returns -1 if no memory or where element was put Used by replaceRow (turns off R version)
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Gets space for one Row with given length,
may have to do compression (returns True if successful), also moves existing vector
Referenced by pivot().
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Gets space for one Row with given length while iterating,
may have to do compression (returns True if successful), also moves existing vector
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Checks that row and column copies look OK.
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Adds a link in chain of equal counts.
Definition at line 788 of file CoinFactorization.hpp.
References CoinIntArrayWithLength::array(), firstCount_, lastCount_, and nextCount_.
Referenced by pivot().
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Deletes a link in chain of equal counts.
Definition at line 806 of file CoinFactorization.hpp.
References CoinIntArrayWithLength::array(), firstCount_, lastCount_, and nextCount_.
Referenced by pivot().
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Separate out links with same row/column count.
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Cleans up at end of factorization.
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Updates part of column (FTRANL)
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Updates part of column (FTRANL) when densish.
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Updates part of column (FTRANL) when sparse.
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Updates part of column (FTRANL) when sparsish.
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Updates part of column (FTRANR) without FT update.
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Updates part of column (FTRANR) with FT update.
Also stores update after L and R
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Updates part of column (FTRANU)
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Updates part of column (FTRANU) when sparse.
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Updates part of column (FTRANU) when sparsish.
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Updates part of column (FTRANU)
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Updates part of 2 columns (FTRANU) real work.
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Updates part of column PFI (FTRAN) (after rest)
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Permutes back at end of updateColumn.
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Updates part of column transpose PFI (BTRAN) (before rest)
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Updates part of column transpose (BTRANU), assumes index is sorted i.e.
region is correct
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Updates part of column transpose (BTRANU) when sparsish, assumes index is sorted i.e.
region is correct
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Updates part of column transpose (BTRANU) when densish, assumes index is sorted i.e.
region is correct
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Updates part of column transpose (BTRANU) when sparse, assumes index is sorted i.e.
region is correct
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Updates part of column transpose (BTRANU) by column assumes index is sorted i.e.
region is correct
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Updates part of column transpose (BTRANR)
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Updates part of column transpose (BTRANR) when dense.
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Updates part of column transpose (BTRANR) when sparse.
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Updates part of column transpose (BTRANL)
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Updates part of column transpose (BTRANL) when densish by column.
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Updates part of column transpose (BTRANL) when densish by row.
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Updates part of column transpose (BTRANL) when sparsish by row.
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Updates part of column transpose (BTRANL) when sparse (by Row)
int CoinFactorization::replaceColumnPFI | ( | CoinIndexedVector * | regionSparse, |
int | pivotRow, | ||
double | alpha | ||
) |
Replaces one Column to basis for PFI returns 0=OK, 1=Probably OK, 2=singular, 3=no room.
In this case region is not empty - it is incoming variable (updated)
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Returns accuracy status of replaceColumn returns 0=OK, 1=Probably OK, 2=singular.
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Gets space for a factorization, called by constructors.
Definition at line 937 of file CoinFactorization.hpp.
References addLink(), CoinFactorizationDoubleArrayWithLength::array(), CoinIntArrayWithLength::array(), COINFACTORIZATION_BITS_PER_INT, COINFACTORIZATION_MASK_PER_INT, COINFACTORIZATION_SHIFT_PER_INT, deleteLink(), elementL_, elementU(), elementU_, getColumnSpace(), getRowSpace(), indexColumnU_, indexRowL(), indexRowL_, indexRowU(), indexRowU_, lastRow(), lastRow_, lengthAreaL_, lengthAreaU_, lengthL_, messageLevel_, nextColumn_, nextCount_, nextRow_, numberGoodL_, numberGoodU_, numberInColumn(), numberInColumn_, numberInColumnPlus_, numberInRow(), numberInRow_, numberRows_, pivotColumn(), pivotRegion_, saveColumn_, startColumnL(), startColumnL_, startColumnU(), startColumnU_, startRowU_, totalElements_, and zeroTolerance_.
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Pivot tolerance.
Definition at line 1420 of file CoinFactorization.hpp.
Referenced by pivotTolerance().
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Zero tolerance.
Definition at line 1422 of file CoinFactorization.hpp.
Referenced by pivot(), and zeroTolerance().
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Whether slack value is +1 or -1.
Definition at line 1425 of file CoinFactorization.hpp.
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How much to multiply areas by.
Definition at line 1432 of file CoinFactorization.hpp.
Referenced by areaFactor().
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Relax check on accuracy in replaceColumn.
Definition at line 1434 of file CoinFactorization.hpp.
Referenced by getAccuracyCheck(), and relaxAccuracyCheck().
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Number of Rows in factorization.
Definition at line 1436 of file CoinFactorization.hpp.
Referenced by numberRows(), pivot(), and setNumberRows().
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Number of Rows after iterating.
Definition at line 1438 of file CoinFactorization.hpp.
Referenced by numberRowsExtra(), and spaceForForrestTomlin().
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Maximum number of Rows after iterating.
Definition at line 1440 of file CoinFactorization.hpp.
Referenced by maximumRowsExtra().
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Number of Columns in factorization.
Definition at line 1442 of file CoinFactorization.hpp.
Referenced by numberColumns().
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Number of Columns after iterating.
Definition at line 1444 of file CoinFactorization.hpp.
Referenced by numberForrestTomlin().
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Maximum number of Columns after iterating.
Definition at line 1446 of file CoinFactorization.hpp.
Referenced by maximumColumnsExtra(), and spaceForForrestTomlin().
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Number factorized in U (not row singletons)
Definition at line 1448 of file CoinFactorization.hpp.
Referenced by numberGoodColumns(), and pivot().
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Number factorized in L.
Definition at line 1450 of file CoinFactorization.hpp.
Referenced by pivot().
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Maximum number of pivots before factorization.
Definition at line 1452 of file CoinFactorization.hpp.
Referenced by maximumPivots().
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Number pivots since last factorization.
Definition at line 1454 of file CoinFactorization.hpp.
Referenced by pivots(), and setPivots().
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Number of elements in U (to go) or while iterating total overall.
Definition at line 1457 of file CoinFactorization.hpp.
Referenced by numberElements(), and pivot().
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Number of elements after factorization.
Definition at line 1459 of file CoinFactorization.hpp.
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Pivot order for each Column.
Definition at line 1461 of file CoinFactorization.hpp.
Referenced by pivotColumn().
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Permutation vector for pivot row order.
Definition at line 1463 of file CoinFactorization.hpp.
Referenced by permute().
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DePermutation vector for pivot row order.
Definition at line 1465 of file CoinFactorization.hpp.
Referenced by permuteBack().
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Inverse Pivot order for each Column.
Definition at line 1467 of file CoinFactorization.hpp.
Referenced by pivotColumnBack().
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Status of factorization.
Definition at line 1469 of file CoinFactorization.hpp.
Referenced by setStatus().
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0 - no increasing rows - no permutations, 1 - no increasing rows but permutations 2 - increasing rows
Definition at line 1478 of file CoinFactorization.hpp.
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Start of each Row as pointer.
Definition at line 1480 of file CoinFactorization.hpp.
Referenced by pivot().
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Number in each Row.
Definition at line 1483 of file CoinFactorization.hpp.
Referenced by numberInRow(), and pivot().
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Number in each Column.
Definition at line 1486 of file CoinFactorization.hpp.
Referenced by numberForrestTomlin(), numberInColumn(), and pivot().
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Number in each Column including pivoted.
Definition at line 1489 of file CoinFactorization.hpp.
Referenced by pivot().
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First Row/Column with count of k, can tell which by offset - Rows then Columns.
Definition at line 1493 of file CoinFactorization.hpp.
Referenced by addLink(), and deleteLink().
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Next Row/Column with count.
Definition at line 1496 of file CoinFactorization.hpp.
Referenced by addLink(), deleteLink(), and pivot().
|
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Previous Row/Column with count.
Definition at line 1499 of file CoinFactorization.hpp.
Referenced by addLink(), and deleteLink().
|
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Next Column in memory order.
Definition at line 1502 of file CoinFactorization.hpp.
Referenced by pivot().
|
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Previous Column in memory order.
Definition at line 1505 of file CoinFactorization.hpp.
|
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Next Row in memory order.
Definition at line 1508 of file CoinFactorization.hpp.
Referenced by pivot().
|
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Previous Row in memory order.
Definition at line 1511 of file CoinFactorization.hpp.
|
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Columns left to do in a single pivot.
Definition at line 1514 of file CoinFactorization.hpp.
Referenced by pivot().
|
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Marks rows to be updated.
Definition at line 1517 of file CoinFactorization.hpp.
|
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Detail in messages.
Definition at line 1520 of file CoinFactorization.hpp.
Referenced by messageLevel(), and pivot().
|
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Larger of row and column size.
Definition at line 1523 of file CoinFactorization.hpp.
|
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Base address for U (may change)
Definition at line 1526 of file CoinFactorization.hpp.
Referenced by pivot().
|
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Pivots for L.
Definition at line 1529 of file CoinFactorization.hpp.
|
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Inverses of pivot values.
Definition at line 1532 of file CoinFactorization.hpp.
Referenced by pivot(), and pivotRegion().
|
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Number of slacks at beginning of U.
Definition at line 1535 of file CoinFactorization.hpp.
|
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Number in U.
Definition at line 1538 of file CoinFactorization.hpp.
|
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Maximum space used in U.
Definition at line 1541 of file CoinFactorization.hpp.
|
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Base of U is always 0.
Length of U
Definition at line 1547 of file CoinFactorization.hpp.
Referenced by numberElementsU(), and setNumberElementsU().
|
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Length of area reserved for U.
Definition at line 1550 of file CoinFactorization.hpp.
Referenced by lengthAreaU(), pivot(), and spaceForForrestTomlin().
|
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Elements of U.
Definition at line 1553 of file CoinFactorization.hpp.
Referenced by elementU(), and pivot().
|
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Row indices of U.
Definition at line 1556 of file CoinFactorization.hpp.
Referenced by indexRowU(), and pivot().
|
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Start of each column in U.
Definition at line 1559 of file CoinFactorization.hpp.
Referenced by pivot(), spaceForForrestTomlin(), and startColumnU().
|
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Converts rows to columns in U.
Definition at line 1562 of file CoinFactorization.hpp.
|
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|
protected |
|
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Length of L.
Definition at line 1571 of file CoinFactorization.hpp.
Referenced by numberElementsL(), and pivot().
|
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Length of area reserved for L.
Definition at line 1574 of file CoinFactorization.hpp.
Referenced by lengthAreaL(), and pivot().
|
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|
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Row indices of L.
Definition at line 1580 of file CoinFactorization.hpp.
Referenced by indexRowL(), and pivot().
|
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Start of each column in L.
Definition at line 1583 of file CoinFactorization.hpp.
Referenced by pivot(), and startColumnL().
|
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true if Forrest Tomlin update, false if PFI
Definition at line 1586 of file CoinFactorization.hpp.
Referenced by forrestTomlin(), setForrestTomlin(), and spaceForForrestTomlin().
|
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Number in R.
Definition at line 1589 of file CoinFactorization.hpp.
|
protected |
Length of R stuff.
Definition at line 1592 of file CoinFactorization.hpp.
Referenced by numberElementsR().
|
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length of area reserved for R
Definition at line 1595 of file CoinFactorization.hpp.
|
protected |
Elements of R.
Definition at line 1598 of file CoinFactorization.hpp.
|
protected |
Row indices for R.
Definition at line 1601 of file CoinFactorization.hpp.
|
protected |
Start of columns for R.
Definition at line 1604 of file CoinFactorization.hpp.
|
protected |
Dense area.
Definition at line 1607 of file CoinFactorization.hpp.
|
protected |
Dense area - actually used (for alignment etc)
Definition at line 1610 of file CoinFactorization.hpp.
|
protected |
Dense permutation.
Definition at line 1613 of file CoinFactorization.hpp.
|
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Number of dense rows.
Definition at line 1616 of file CoinFactorization.hpp.
Referenced by numberDense().
|
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Dense threshold.
Definition at line 1619 of file CoinFactorization.hpp.
Referenced by denseThreshold(), and setDenseThreshold().
|
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First work area.
Definition at line 1622 of file CoinFactorization.hpp.
|
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Second work area.
Definition at line 1625 of file CoinFactorization.hpp.
|
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Number of compressions done.
Definition at line 1628 of file CoinFactorization.hpp.
Referenced by numberCompressions().
|
mutable |
Below are all to collect.
Definition at line 1632 of file CoinFactorization.hpp.
|
mutable |
Pivot tolerance.
Definition at line 1633 of file CoinFactorization.hpp.
|
mutable |
Pivot tolerance.
Definition at line 1634 of file CoinFactorization.hpp.
|
mutable |
Pivot tolerance.
Definition at line 1635 of file CoinFactorization.hpp.
|
mutable |
Pivot tolerance.
Definition at line 1636 of file CoinFactorization.hpp.
|
mutable |
Pivot tolerance.
Definition at line 1637 of file CoinFactorization.hpp.
|
mutable |
Pivot tolerance.
Definition at line 1638 of file CoinFactorization.hpp.
|
mutable |
Pivot tolerance.
Definition at line 1639 of file CoinFactorization.hpp.
|
mutable |
We can roll over factorizations.
Definition at line 1642 of file CoinFactorization.hpp.
|
mutable |
Pivot tolerance.
Definition at line 1643 of file CoinFactorization.hpp.
double CoinFactorization::ftranAverageAfterL_ |
While these are average ratios collected over last period.
Definition at line 1646 of file CoinFactorization.hpp.
double CoinFactorization::ftranAverageAfterR_ |
Pivot tolerance.
Definition at line 1647 of file CoinFactorization.hpp.
double CoinFactorization::ftranAverageAfterU_ |
Pivot tolerance.
Definition at line 1648 of file CoinFactorization.hpp.
double CoinFactorization::btranAverageAfterU_ |
Pivot tolerance.
Definition at line 1649 of file CoinFactorization.hpp.
double CoinFactorization::btranAverageAfterR_ |
Pivot tolerance.
Definition at line 1650 of file CoinFactorization.hpp.
double CoinFactorization::btranAverageAfterL_ |
Pivot tolerance.
Definition at line 1651 of file CoinFactorization.hpp.
|
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Below this use sparse technology - if 0 then no L row copy.
Definition at line 1662 of file CoinFactorization.hpp.
Referenced by sparseThreshold().
|
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And one for "sparsish".
Definition at line 1665 of file CoinFactorization.hpp.
|
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Start of each row in L.
Definition at line 1668 of file CoinFactorization.hpp.
Referenced by startRowL().
|
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Index of column in row for L.
Definition at line 1671 of file CoinFactorization.hpp.
Referenced by indexColumnL().
|
protected |
Elements in L (row copy)
Definition at line 1674 of file CoinFactorization.hpp.
Referenced by elementByRowL().
|
mutableprotected |
Sparse regions.
Definition at line 1677 of file CoinFactorization.hpp.
|
protected |
L to U bias 0 - U bias, 1 - some U bias, 2 some L bias, 3 L bias.
Definition at line 1685 of file CoinFactorization.hpp.
Referenced by biasLU(), and setBiasLU().
|
protected |
Array persistence flag If 0 then as now (delete/new) 1 then only do arrays if bigger needed 2 as 1 but give a bit extra if bigger needed.
Definition at line 1691 of file CoinFactorization.hpp.
Referenced by persistenceFlag().