This deals with Factorization and Updates. More...

#include <CoinFactorization.hpp>

Collaboration diagram for CoinFactorization:

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)

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

int	messageLevel () const
	Level of detail of messages. More...

void	messageLevel (int value)

int	maximumPivots () const
	Maximum number of pivots between factorizations. More...

void	maximumPivots (int value)

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)

double	zeroTolerance () const
	Zero tolerance. More...

void	zeroTolerance (double value)

double	slackValue () const
	Whether slack value is +1 or -1. More...

void	slackValue (double value)

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)

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)

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)

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)

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)

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_

double	ftranCountAfterR_

double	ftranCountAfterU_

double	btranCountInput_

double	btranCountAfterU_

double	btranCountAfterR_

double	btranCountAfterL_

int	numberFtranCounts_
	We can roll over factorizations. More...

int	numberBtranCounts_

double	ftranAverageAfterL_
	While these are average ratios collected over last period. More...

double	ftranAverageAfterR_

double	ftranAverageAfterU_

double	btranAverageAfterU_

double	btranAverageAfterR_

double	btranAverageAfterL_

Detailed Description

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.

Constructor & Destructor Documentation

CoinFactorization::CoinFactorization ( )

Default constructor.

CoinFactorization::CoinFactorization ( const CoinFactorization & other )

Copy constructor.

CoinFactorization::~CoinFactorization ( )

Destructor.

Member Function Documentation

void CoinFactorization::almostDestructor ( )

Delete all stuff (leaves as after CoinFactorization())

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.

int CoinFactorization::status ( ) const

inline

Returns status.

Definition at line 136 of file CoinFactorization.hpp.

void CoinFactorization::setStatus ( int value )

inline

Sets status.

Definition at line 141 of file CoinFactorization.hpp.

int CoinFactorization::pivots ( ) const

inline

Returns number of pivots since factorization.

Definition at line 146 of file CoinFactorization.hpp.

void CoinFactorization::setPivots ( int value )

inline

Sets number of pivots since factorization.

Definition at line 151 of file CoinFactorization.hpp.

int* CoinFactorization::permute ( ) const

inline

Returns address of permute region.

Definition at line 156 of file CoinFactorization.hpp.

int* CoinFactorization::pivotColumn ( ) const

inline

Returns address of pivotColumn region (also used for permuting)

Definition at line 161 of file CoinFactorization.hpp.

CoinFactorizationDouble* CoinFactorization::pivotRegion ( ) const

inline

Returns address of pivot region.

Definition at line 166 of file CoinFactorization.hpp.

int* CoinFactorization::permuteBack ( ) const

inline

Returns address of permuteBack region.

Definition at line 171 of file CoinFactorization.hpp.

int* CoinFactorization::lastRow ( ) const

inline

Returns address of lastRow region.

Definition at line 176 of file CoinFactorization.hpp.

int* CoinFactorization::pivotColumnBack ( ) const

inline

Returns address of pivotColumnBack region (also used for permuting) Now uses firstCount to save memory allocation.

Definition at line 182 of file CoinFactorization.hpp.

int* CoinFactorization::startRowL ( ) const

inline

Start of each row in L.

Definition at line 188 of file CoinFactorization.hpp.

int* CoinFactorization::startColumnL ( ) const

inline

Start of each column in L.

Definition at line 194 of file CoinFactorization.hpp.

int* CoinFactorization::indexColumnL ( ) const

inline

Index of column in row for L.

Definition at line 200 of file CoinFactorization.hpp.

int* CoinFactorization::indexRowL ( ) const

inline

Row indices of L.

Definition at line 206 of file CoinFactorization.hpp.

CoinFactorizationDouble* CoinFactorization::elementByRowL ( ) const

inline

Elements in L (row copy)

Definition at line 212 of file CoinFactorization.hpp.

int CoinFactorization::numberRowsExtra ( ) const

inline

Number of Rows after iterating.

Definition at line 218 of file CoinFactorization.hpp.

void CoinFactorization::setNumberRows ( int value )

inline

Set number of Rows after factorization.

Definition at line 223 of file CoinFactorization.hpp.

int CoinFactorization::numberRows ( ) const

inline

Number of Rows after factorization.

Definition at line 228 of file CoinFactorization.hpp.

int CoinFactorization::numberL ( ) const

inline

Number in L.

Definition at line 233 of file CoinFactorization.hpp.

int CoinFactorization::baseL ( ) const

inline

Base of L.

Definition at line 239 of file CoinFactorization.hpp.

int CoinFactorization::maximumRowsExtra ( ) const

inline

Maximum of Rows after iterating.

Definition at line 244 of file CoinFactorization.hpp.

int CoinFactorization::numberColumns ( ) const

inline

Total number of columns in factorization.

Definition at line 249 of file CoinFactorization.hpp.

int CoinFactorization::numberElements ( ) const

inline

Total number of elements in factorization.

Definition at line 254 of file CoinFactorization.hpp.

int CoinFactorization::numberForrestTomlin ( ) const

inline

Length of FT vector.

Definition at line 259 of file CoinFactorization.hpp.

int CoinFactorization::numberGoodColumns ( ) const

inline

Number of good columns in factorization.

Definition at line 264 of file CoinFactorization.hpp.

double CoinFactorization::areaFactor ( ) const

inline

Whether larger areas needed.

Definition at line 269 of file CoinFactorization.hpp.

void CoinFactorization::areaFactor ( double value )

inline

Definition at line 273 of file CoinFactorization.hpp.

double CoinFactorization::adjustedAreaFactor ( ) const

Returns areaFactor but adjusted for dense.

void CoinFactorization::relaxAccuracyCheck ( double value )

inline

Allows change of pivot accuracy check 1.0 == none >1.0 relaxed.

Definition at line 280 of file CoinFactorization.hpp.

double CoinFactorization::getAccuracyCheck ( ) const

inline

Definition at line 284 of file CoinFactorization.hpp.

int CoinFactorization::messageLevel ( ) const

inline

Level of detail of messages.

Definition at line 289 of file CoinFactorization.hpp.

void CoinFactorization::messageLevel ( int value )

int CoinFactorization::maximumPivots ( ) const

inline

Maximum number of pivots between factorizations.

Definition at line 295 of file CoinFactorization.hpp.

void CoinFactorization::maximumPivots ( int value )

int CoinFactorization::denseThreshold ( ) const

inline

Gets dense threshold.

Definition at line 302 of file CoinFactorization.hpp.

void CoinFactorization::setDenseThreshold ( int value )

inline

Sets dense threshold.

Definition at line 307 of file CoinFactorization.hpp.

double CoinFactorization::pivotTolerance ( ) const

inline

Pivot tolerance.

Definition at line 312 of file CoinFactorization.hpp.

void CoinFactorization::pivotTolerance ( double value )

double CoinFactorization::zeroTolerance ( ) const

inline

Zero tolerance.

Definition at line 318 of file CoinFactorization.hpp.

void CoinFactorization::zeroTolerance ( double value )

double CoinFactorization::slackValue ( ) const

inline

Whether slack value is +1 or -1.

Definition at line 325 of file CoinFactorization.hpp.

void CoinFactorization::slackValue ( double value )

double CoinFactorization::maximumCoefficient ( ) const

Returns maximum absolute value in factorization.

bool CoinFactorization::forrestTomlin ( ) const

inline

true if Forrest Tomlin update, false if PFI

Definition at line 334 of file CoinFactorization.hpp.

void CoinFactorization::setForrestTomlin ( bool value )

inline

Definition at line 338 of file CoinFactorization.hpp.

bool CoinFactorization::spaceForForrestTomlin ( ) const

inline

True if FT update and space.

Definition at line 343 of file CoinFactorization.hpp.

int CoinFactorization::numberDense ( ) const

inline

Returns number of dense rows.

Definition at line 355 of file CoinFactorization.hpp.

int CoinFactorization::numberElementsU ( ) const

inline

Returns number in U area.

Definition at line 361 of file CoinFactorization.hpp.

void CoinFactorization::setNumberElementsU ( int value )

inline

Setss number in U area.

Definition at line 366 of file CoinFactorization.hpp.

int CoinFactorization::lengthAreaU ( ) const

inline

Returns length of U area.

Definition at line 371 of file CoinFactorization.hpp.

int CoinFactorization::numberElementsL ( ) const

inline

Returns number in L area.

Definition at line 376 of file CoinFactorization.hpp.

int CoinFactorization::lengthAreaL ( ) const

inline

Returns length of L area.

Definition at line 381 of file CoinFactorization.hpp.

int CoinFactorization::numberElementsR ( ) const

inline

Returns number in R area.

Definition at line 386 of file CoinFactorization.hpp.

int CoinFactorization::numberCompressions ( ) const

inline

Number of compressions done.

Definition at line 391 of file CoinFactorization.hpp.

int* CoinFactorization::numberInRow ( ) const

inline

Number of entries in each row.

Definition at line 396 of file CoinFactorization.hpp.

int* CoinFactorization::numberInColumn ( ) const

inline

Number of entries in each column.

Definition at line 401 of file CoinFactorization.hpp.

CoinFactorizationDouble* CoinFactorization::elementU ( ) const

inline

Elements of U.

Definition at line 406 of file CoinFactorization.hpp.

int* CoinFactorization::indexRowU ( ) const

inline

Row indices of U.

Definition at line 411 of file CoinFactorization.hpp.

int* CoinFactorization::startColumnU ( ) const

inline

Start of each column in U.

Definition at line 416 of file CoinFactorization.hpp.

int CoinFactorization::maximumColumnsExtra ( )

inline

Maximum number of Columns after iterating.

Definition at line 421 of file CoinFactorization.hpp.

int CoinFactorization::biasLU ( ) const

inline

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.

void CoinFactorization::setBiasLU ( int value )

inline

Definition at line 432 of file CoinFactorization.hpp.

int CoinFactorization::persistenceFlag ( ) const

inline

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.

void CoinFactorization::setPersistenceFlag ( int value )

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

int CoinFactorization::sparseThreshold ( ) const

inline

get sparse threshold

Definition at line 633 of file CoinFactorization.hpp.

void CoinFactorization::sparseThreshold ( int value )

set sparse threshold

void CoinFactorization::clearArrays ( )

inline

Get rid of all memory.

Definition at line 646 of file CoinFactorization.hpp.

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.

bool CoinFactorization::collectStatistics ( ) const

inline

For statistics.

Definition at line 695 of file CoinFactorization.hpp.

void CoinFactorization::setCollectStatistics ( bool onOff ) const

inline

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 )

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.

int CoinFactorization::factorSparse ( )

protected

Does sparse phase of factorization return code is <0 error, 0= finished.

int CoinFactorization::factorSparseSmall ( )

protected

Does sparse phase of factorization (for smaller problems) return code is <0 error, 0= finished.

int CoinFactorization::factorSparseLarge ( )

protected

Does sparse phase of factorization (for larger problems) return code is <0 error, 0= finished.

int CoinFactorization::factorDense ( )

protected

Does dense phase of factorization return code is <0 error, 0= finished.

bool CoinFactorization::pivotOneOtherRow	(	int	pivotRow,
		int	pivotColumn
	)

protected

Pivots when just one other row so faster?

bool CoinFactorization::pivotRowSingleton	(	int	pivotRow,
		int	pivotColumn
	)

protected

Does one pivot on Row Singleton in factorization.

bool CoinFactorization::pivotColumnSingleton	(	int	pivotRow,
		int	pivotColumn
	)

protected

Does one pivot on Column Singleton in factorization.

bool CoinFactorization::getColumnSpace	(	int	iColumn,
		int	extraNeeded
	)

protected

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.

bool CoinFactorization::reorderU ( )

protected

Reorders U so contiguous and in order (if there is space) Returns true if it could.

bool CoinFactorization::getColumnSpaceIterateR	(	int	iColumn,
		double	value,
		int	iRow
	)

protected

getColumnSpaceIterateR.

Gets space for one extra R element in Column may have to do compression (returns true) also moves existing vector

int CoinFactorization::getColumnSpaceIterate	(	int	iColumn,
		double	value,
		int	iRow
	)

protected

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)

bool CoinFactorization::getRowSpace	(	int	iRow,
		int	extraNeeded
	)

protected

Gets space for one Row with given length,

may have to do compression (returns True if successful), also moves existing vector

bool CoinFactorization::getRowSpaceIterate	(	int	iRow,
		int	extraNeeded
	)

protected

Gets space for one Row with given length while iterating,

may have to do compression (returns True if successful), also moves existing vector

void CoinFactorization::checkConsistency ( )

protected

Checks that row and column copies look OK.

void CoinFactorization::addLink	(	int	index,
		int	count
	)

inlineprotected

Adds a link in chain of equal counts.

Definition at line 788 of file CoinFactorization.hpp.

void CoinFactorization::deleteLink ( int index )

inlineprotected

Deletes a link in chain of equal counts.

Definition at line 806 of file CoinFactorization.hpp.

void CoinFactorization::separateLinks	(	int	count,
		bool	rowsFirst
	)

protected

Separate out links with same row/column count.

void CoinFactorization::cleanup ( )

protected

Cleans up at end of factorization.

void CoinFactorization::updateColumnL	(	CoinIndexedVector *	region,
		int *	indexIn
	)		const

protected

Updates part of column (FTRANL)

void CoinFactorization::updateColumnLDensish	(	CoinIndexedVector *	region,
		int *	indexIn
	)		const

protected

Updates part of column (FTRANL) when densish.

void CoinFactorization::updateColumnLSparse	(	CoinIndexedVector *	region,
		int *	indexIn
	)		const

protected

Updates part of column (FTRANL) when sparse.

void CoinFactorization::updateColumnLSparsish	(	CoinIndexedVector *	region,
		int *	indexIn
	)		const

protected

Updates part of column (FTRANL) when sparsish.

void CoinFactorization::updateColumnR ( CoinIndexedVector * region ) const

protected

Updates part of column (FTRANR) without FT update.

void CoinFactorization::updateColumnRFT	(	CoinIndexedVector *	region,
		int *	indexIn
	)

protected

Updates part of column (FTRANR) with FT update.

Also stores update after L and R

void CoinFactorization::updateColumnU	(	CoinIndexedVector *	region,
		int *	indexIn
	)		const

protected

Updates part of column (FTRANU)

void CoinFactorization::updateColumnUSparse	(	CoinIndexedVector *	regionSparse,
		int *	indexIn
	)		const

protected

Updates part of column (FTRANU) when sparse.

void CoinFactorization::updateColumnUSparsish	(	CoinIndexedVector *	regionSparse,
		int *	indexIn
	)		const

protected

Updates part of column (FTRANU) when sparsish.

int CoinFactorization::updateColumnUDensish	(	double *COIN_RESTRICT	region,
		int *COIN_RESTRICT	regionIndex
	)		const

protected

Updates part of column (FTRANU)

void CoinFactorization::updateTwoColumnsUDensish	(	int &	numberNonZero1,
		double *COIN_RESTRICT	region1,
		int *COIN_RESTRICT	index1,
		int &	numberNonZero2,
		double *COIN_RESTRICT	region2,
		int *COIN_RESTRICT	index2
	)		const

protected

Updates part of 2 columns (FTRANU) real work.

void CoinFactorization::updateColumnPFI ( CoinIndexedVector * regionSparse ) const

protected

Updates part of column PFI (FTRAN) (after rest)

void CoinFactorization::permuteBack	(	CoinIndexedVector *	regionSparse,
		CoinIndexedVector *	outVector
	)		const

protected

Permutes back at end of updateColumn.

void CoinFactorization::updateColumnTransposePFI ( CoinIndexedVector * region ) const

protected

Updates part of column transpose PFI (BTRAN) (before rest)

void CoinFactorization::updateColumnTransposeU	(	CoinIndexedVector *	region,
		int	smallestIndex
	)		const

protected

Updates part of column transpose (BTRANU), assumes index is sorted i.e.

region is correct

void CoinFactorization::updateColumnTransposeUSparsish	(	CoinIndexedVector *	region,
		int	smallestIndex
	)		const

protected

Updates part of column transpose (BTRANU) when sparsish, assumes index is sorted i.e.

region is correct

void CoinFactorization::updateColumnTransposeUDensish	(	CoinIndexedVector *	region,
		int	smallestIndex
	)		const

protected

Updates part of column transpose (BTRANU) when densish, assumes index is sorted i.e.

region is correct

void CoinFactorization::updateColumnTransposeUSparse ( CoinIndexedVector * region ) const

protected

Updates part of column transpose (BTRANU) when sparse, assumes index is sorted i.e.

region is correct

void CoinFactorization::updateColumnTransposeUByColumn	(	CoinIndexedVector *	region,
		int	smallestIndex
	)		const

protected

Updates part of column transpose (BTRANU) by column assumes index is sorted i.e.

region is correct

void CoinFactorization::updateColumnTransposeR ( CoinIndexedVector * region ) const

protected

Updates part of column transpose (BTRANR)

void CoinFactorization::updateColumnTransposeRDensish ( CoinIndexedVector * region ) const

protected

Updates part of column transpose (BTRANR) when dense.

void CoinFactorization::updateColumnTransposeRSparse ( CoinIndexedVector * region ) const

protected

Updates part of column transpose (BTRANR) when sparse.

void CoinFactorization::updateColumnTransposeL ( CoinIndexedVector * region ) const

protected

Updates part of column transpose (BTRANL)

void CoinFactorization::updateColumnTransposeLDensish ( CoinIndexedVector * region ) const

protected

Updates part of column transpose (BTRANL) when densish by column.

void CoinFactorization::updateColumnTransposeLByRow ( CoinIndexedVector * region ) const

protected

Updates part of column transpose (BTRANL) when densish by row.

void CoinFactorization::updateColumnTransposeLSparsish ( CoinIndexedVector * region ) const

protected

Updates part of column transpose (BTRANL) when sparsish by row.

void CoinFactorization::updateColumnTransposeLSparse ( CoinIndexedVector * region ) const

protected

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)

int CoinFactorization::checkPivot	(	double	saveFromU,
		double	oldPivot
	)		const

protected

Returns accuracy status of replaceColumn returns 0=OK, 1=Probably OK, 2=singular.

template<class T >

bool CoinFactorization::pivot	(	int	pivotRow,
		int	pivotColumn,
		int	pivotRowPosition,
		int	pivotColumnPosition,
		CoinFactorizationDouble	work[],
		unsigned int	workArea2[],
		int	increment2,
		T	markRow[],
		int	largeInteger
	)

inlineprotected

Definition at line 937 of file CoinFactorization.hpp.

Friends And Related Function Documentation

void CoinFactorizationUnitTest ( const std::string & mpsDir )

friend

Member Data Documentation

double CoinFactorization::pivotTolerance_

protected

Pivot tolerance.

Definition at line 1420 of file CoinFactorization.hpp.

double CoinFactorization::zeroTolerance_

protected

Zero tolerance.

Definition at line 1422 of file CoinFactorization.hpp.

double CoinFactorization::slackValue_

protected

Whether slack value is +1 or -1.

Definition at line 1425 of file CoinFactorization.hpp.

double CoinFactorization::areaFactor_

protected

How much to multiply areas by.

Definition at line 1432 of file CoinFactorization.hpp.

double CoinFactorization::relaxCheck_

protected

Relax check on accuracy in replaceColumn.

Definition at line 1434 of file CoinFactorization.hpp.

int CoinFactorization::numberRows_

protected

Number of Rows in factorization.

Definition at line 1436 of file CoinFactorization.hpp.

int CoinFactorization::numberRowsExtra_

protected

Number of Rows after iterating.

Definition at line 1438 of file CoinFactorization.hpp.

int CoinFactorization::maximumRowsExtra_

protected

Maximum number of Rows after iterating.

Definition at line 1440 of file CoinFactorization.hpp.

int CoinFactorization::numberColumns_

protected

Number of Columns in factorization.

Definition at line 1442 of file CoinFactorization.hpp.

int CoinFactorization::numberColumnsExtra_

protected

Number of Columns after iterating.

Definition at line 1444 of file CoinFactorization.hpp.

int CoinFactorization::maximumColumnsExtra_

protected

Maximum number of Columns after iterating.

Definition at line 1446 of file CoinFactorization.hpp.

int CoinFactorization::numberGoodU_

protected

Number factorized in U (not row singletons)

Definition at line 1448 of file CoinFactorization.hpp.

int CoinFactorization::numberGoodL_

protected

Number factorized in L.

Definition at line 1450 of file CoinFactorization.hpp.

int CoinFactorization::maximumPivots_

protected

Maximum number of pivots before factorization.

Definition at line 1452 of file CoinFactorization.hpp.

int CoinFactorization::numberPivots_

protected

Number pivots since last factorization.

Definition at line 1454 of file CoinFactorization.hpp.

int CoinFactorization::totalElements_

protected

Number of elements in U (to go) or while iterating total overall.

Definition at line 1457 of file CoinFactorization.hpp.

int CoinFactorization::factorElements_

protected

Number of elements after factorization.

Definition at line 1459 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::pivotColumn_

protected

Pivot order for each Column.

Definition at line 1461 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::permute_

protected

Permutation vector for pivot row order.

Definition at line 1463 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::permuteBack_

protected

DePermutation vector for pivot row order.

Definition at line 1465 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::pivotColumnBack_

protected

Inverse Pivot order for each Column.

Definition at line 1467 of file CoinFactorization.hpp.

int CoinFactorization::status_

protected

Status of factorization.

Definition at line 1469 of file CoinFactorization.hpp.

int CoinFactorization::numberTrials_

protected

0 - no increasing rows - no permutations, 1 - no increasing rows but permutations 2 - increasing rows

taken out as always 2 Number of trials before rejection

Definition at line 1478 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::startRowU_

protected

Start of each Row as pointer.

Definition at line 1480 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::numberInRow_

protected

Number in each Row.

Definition at line 1483 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::numberInColumn_

protected

Number in each Column.

Definition at line 1486 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::numberInColumnPlus_

protected

Number in each Column including pivoted.

Definition at line 1489 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::firstCount_

protected

First Row/Column with count of k, can tell which by offset - Rows then Columns.

Definition at line 1493 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::nextCount_

protected

Next Row/Column with count.

Definition at line 1496 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::lastCount_

protected

Previous Row/Column with count.

Definition at line 1499 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::nextColumn_

protected

Next Column in memory order.

Definition at line 1502 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::lastColumn_

protected

Previous Column in memory order.

Definition at line 1505 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::nextRow_

protected

Next Row in memory order.

Definition at line 1508 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::lastRow_

protected

Previous Row in memory order.

Definition at line 1511 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::saveColumn_

protected

Columns left to do in a single pivot.

Definition at line 1514 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::markRow_

protected

Marks rows to be updated.

Definition at line 1517 of file CoinFactorization.hpp.

int CoinFactorization::messageLevel_

protected

Detail in messages.

Definition at line 1520 of file CoinFactorization.hpp.

int CoinFactorization::biggerDimension_

protected

Larger of row and column size.

Definition at line 1523 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::indexColumnU_

protected

Base address for U (may change)

Definition at line 1526 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::pivotRowL_

protected

Pivots for L.

Definition at line 1529 of file CoinFactorization.hpp.

CoinFactorizationDoubleArrayWithLength CoinFactorization::pivotRegion_

protected

Inverses of pivot values.

Definition at line 1532 of file CoinFactorization.hpp.

int CoinFactorization::numberSlacks_

protected

Number of slacks at beginning of U.

Definition at line 1535 of file CoinFactorization.hpp.

int CoinFactorization::numberU_

protected

Number in U.

Definition at line 1538 of file CoinFactorization.hpp.

int CoinFactorization::maximumU_

protected

Maximum space used in U.

Definition at line 1541 of file CoinFactorization.hpp.

int CoinFactorization::lengthU_

protected

Base of U is always 0.

Length of U

Definition at line 1547 of file CoinFactorization.hpp.

int CoinFactorization::lengthAreaU_

protected

Length of area reserved for U.

Definition at line 1550 of file CoinFactorization.hpp.

CoinFactorizationDoubleArrayWithLength CoinFactorization::elementU_

protected

Elements of U.

Definition at line 1553 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::indexRowU_

protected

Row indices of U.

Definition at line 1556 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::startColumnU_

protected

Start of each column in U.

Definition at line 1559 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::convertRowToColumnU_

protected

Converts rows to columns in U.

Definition at line 1562 of file CoinFactorization.hpp.

int CoinFactorization::numberL_

protected

Number in L.

Definition at line 1565 of file CoinFactorization.hpp.

int CoinFactorization::baseL_

protected

Base of L.

Definition at line 1568 of file CoinFactorization.hpp.

int CoinFactorization::lengthL_

protected

Length of L.

Definition at line 1571 of file CoinFactorization.hpp.

int CoinFactorization::lengthAreaL_

protected

Length of area reserved for L.

Definition at line 1574 of file CoinFactorization.hpp.

CoinFactorizationDoubleArrayWithLength CoinFactorization::elementL_

protected

Elements of L.

Definition at line 1577 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::indexRowL_

protected

Row indices of L.

Definition at line 1580 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::startColumnL_

protected

Start of each column in L.

Definition at line 1583 of file CoinFactorization.hpp.

bool CoinFactorization::doForrestTomlin_

protected

true if Forrest Tomlin update, false if PFI

Definition at line 1586 of file CoinFactorization.hpp.

int CoinFactorization::numberR_

protected

Number in R.

Definition at line 1589 of file CoinFactorization.hpp.

int CoinFactorization::lengthR_

protected

Length of R stuff.

Definition at line 1592 of file CoinFactorization.hpp.

int CoinFactorization::lengthAreaR_

protected

length of area reserved for R

Definition at line 1595 of file CoinFactorization.hpp.

CoinFactorizationDouble* CoinFactorization::elementR_

protected

Elements of R.

Definition at line 1598 of file CoinFactorization.hpp.

int* CoinFactorization::indexRowR_

protected

Row indices for R.

Definition at line 1601 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::startColumnR_

protected

Start of columns for R.

Definition at line 1604 of file CoinFactorization.hpp.

double* CoinFactorization::denseArea_

protected

Dense area.

Definition at line 1607 of file CoinFactorization.hpp.

double* CoinFactorization::denseAreaAddress_

protected

Dense area - actually used (for alignment etc)

Definition at line 1610 of file CoinFactorization.hpp.

int* CoinFactorization::densePermute_

protected

Dense permutation.

Definition at line 1613 of file CoinFactorization.hpp.

int CoinFactorization::numberDense_

protected

Number of dense rows.

Definition at line 1616 of file CoinFactorization.hpp.

int CoinFactorization::denseThreshold_

protected

Dense threshold.

Definition at line 1619 of file CoinFactorization.hpp.

CoinFactorizationDoubleArrayWithLength CoinFactorization::workArea_

protected

First work area.

Definition at line 1622 of file CoinFactorization.hpp.

CoinUnsignedIntArrayWithLength CoinFactorization::workArea2_

protected

Second work area.

Definition at line 1625 of file CoinFactorization.hpp.

int CoinFactorization::numberCompressions_

protected

Number of compressions done.

Definition at line 1628 of file CoinFactorization.hpp.

double CoinFactorization::ftranCountInput_

mutable

Below are all to collect.

Definition at line 1632 of file CoinFactorization.hpp.

double CoinFactorization::ftranCountAfterL_

mutable

Definition at line 1633 of file CoinFactorization.hpp.

double CoinFactorization::ftranCountAfterR_

mutable

Definition at line 1634 of file CoinFactorization.hpp.

double CoinFactorization::ftranCountAfterU_

mutable

Definition at line 1635 of file CoinFactorization.hpp.

double CoinFactorization::btranCountInput_

mutable

Definition at line 1636 of file CoinFactorization.hpp.

double CoinFactorization::btranCountAfterU_

mutable

Definition at line 1637 of file CoinFactorization.hpp.

double CoinFactorization::btranCountAfterR_

mutable

Definition at line 1638 of file CoinFactorization.hpp.

double CoinFactorization::btranCountAfterL_

mutable

Definition at line 1639 of file CoinFactorization.hpp.

int CoinFactorization::numberFtranCounts_

mutable

We can roll over factorizations.

Definition at line 1642 of file CoinFactorization.hpp.

int CoinFactorization::numberBtranCounts_

mutable

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_

Definition at line 1647 of file CoinFactorization.hpp.

double CoinFactorization::ftranAverageAfterU_

Definition at line 1648 of file CoinFactorization.hpp.

double CoinFactorization::btranAverageAfterU_

Definition at line 1649 of file CoinFactorization.hpp.

double CoinFactorization::btranAverageAfterR_

Definition at line 1650 of file CoinFactorization.hpp.

double CoinFactorization::btranAverageAfterL_

Definition at line 1651 of file CoinFactorization.hpp.

int CoinFactorization::sparseThreshold_

protected

Below this use sparse technology - if 0 then no L row copy.

Definition at line 1662 of file CoinFactorization.hpp.

int CoinFactorization::sparseThreshold2_

protected

And one for "sparsish".

Definition at line 1665 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::startRowL_

protected

Start of each row in L.

Definition at line 1668 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::indexColumnL_

protected

Index of column in row for L.

Definition at line 1671 of file CoinFactorization.hpp.

CoinFactorizationDoubleArrayWithLength CoinFactorization::elementByRowL_

protected

Elements in L (row copy)

Definition at line 1674 of file CoinFactorization.hpp.

CoinIntArrayWithLength CoinFactorization::sparse_

mutableprotected

Sparse regions.

Definition at line 1677 of file CoinFactorization.hpp.

int CoinFactorization::biasLU_

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.

int CoinFactorization::persistenceFlag_

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.

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

/tmp/DyLP-1.10.4/CoinUtils/src/CoinFactorization.hpp

Public Member Functions

Friends

used by factorization

data

Detailed Description

Constructor & Destructor Documentation

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