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IpPardisoSolverInterface.hpp
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1 // Copyright (C) 2004, 2010 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpPardisoSolverInterface.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2005-03-17
8 
9 
10 #ifndef __IPPARDISOSOLVERINTERFACE_HPP__
11 #define __IPPARDISOSOLVERINTERFACE_HPP__
12 
14 
15 //#define PARDISO_MATCHING_PREPROCESS
16 
17 namespace Ipopt
18 {
19 
25  {
26  public:
31 
33  virtual ~PardisoSolverInterface();
35 
37  bool InitializeImpl(const OptionsList& options,
38  const std::string& prefix);
39 
40 
44  virtual ESymSolverStatus InitializeStructure(Index dim, Index nonzeros,
45  const Index *ia,
46  const Index *ja);
47 
50  virtual double* GetValuesArrayPtr();
51 
53  virtual ESymSolverStatus MultiSolve(bool new_matrix,
54  const Index* ia,
55  const Index* ja,
56  Index nrhs,
57  double* rhs_vals,
58  bool check_NegEVals,
59  Index numberOfNegEVals);
60 
64  virtual Index NumberOfNegEVals() const;
66 
67  //* @name Options of Linear solver */
69 
71  virtual bool IncreaseQuality();
72 
76  virtual bool ProvidesInertia() const
77  {
78  return true;
79  }
84  {
85  return CSR_Format_1_Offset;
86  }
88 
91  static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
93 
94  private:
105 
107  void operator=(const PardisoSolverInterface&);
109 
114 
117 
119  double* a_;
121 
122 #ifdef PARDISO_MATCHING_PREPROCESS
123 
124  ipfint* ia2;
125  ipfint* ja2;
126  double* a2_;
127  ipfint* perm2;
128  double* scale2;
129 
130 #endif
131 
137 
142  {
146  };
168 
175 
179  void** PT_;
190  double* DPARM_;
194 
200 
206  const Index* ja);
207 
211  const Index* ja,
212  bool check_NegEVals,
213  Index numberOfNegEVals);
214 
217  ESymSolverStatus Solve(const Index* ia,
218  const Index* ja,
219  Index nrhs,
220  double *rhs_vals);
222  };
223 
224 } // namespace Ipopt
225 #endif
double * a_
Array for storing the values of the matrix.
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
ESymSolverStatus
Enum to report outcome of a linear solve.
FORTRAN_INTEGER_TYPE ipfint
Definition: IpTypes.hpp:26
Base class for interfaces to symmetric indefinite linear solvers for sparse matrices.
Index pardiso_max_droptol_corrections_
Maximal number of decreases of drop tolerance during one solve.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
bool initialized_
Flag indicating if internal data is initialized.
PardisoMatchingStrategy match_strat_
Option that controls the matching strategy.
PardisoMatchingStrategy
Type for mathcing strategies.
PardisoSolverInterface()
Constructor.
bool skip_inertia_check_
Flag indicating if the interia is always assumed to be correct.
ESymSolverStatus SymbolicFactorization(const Index *ia, const Index *ja)
Call Pardiso to do the analysis phase.
Compressed sparse row format for lower triangular part, with 1 offset.
ipfint MAXFCT_
Maximal number of factors with identical nonzero structure.
double * DPARM_
Parameter and info array for Pardiso.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
virtual bool ProvidesInertia() const
Query whether inertia is computed by linear solver.
virtual ESymSolverStatus InitializeStructure(Index dim, Index nonzeros, const Index *ia, const Index *ja)
Method for initializing internal stuctures.
This class stores a list of user set options.
ipfint * IPARM_
Parameter and info array for Pardiso.
bool pardiso_redo_symbolic_fact_only_if_inertia_wrong_
Flag indicating whether the symbolic factorization should only be done after perturbed elements...
Interface to the linear solver Pardiso, derived from SparseSymLinearSolverInterface.
ESymSolverStatus Solve(const Index *ia, const Index *ja, Index nrhs, double *rhs_vals)
Call Pardiso to do the Solve.
Index negevals_
Number of negative eigenvalues.
virtual double * GetValuesArrayPtr()
Method returing an internal array into which the nonzero elements are to be stored.
virtual Index NumberOfNegEVals() const
Number of negative eigenvalues detected during last factorization.
ipfint MNUM_
Actual matrix for the solution phase.
void operator=(const PardisoSolverInterface &)
Overloaded Equals Operator.
bool pardiso_repeated_perturbation_means_singular_
Flag indicating whether repeated perturbed elements even after a new symbolic factorization should be...
bool pardiso_iterative_
Flag indicating whether we are using the iterative solver in Pardiso.
virtual ESymSolverStatus MultiSolve(bool new_matrix, const Index *ia, const Index *ja, Index nrhs, double *rhs_vals, bool check_NegEVals, Index numberOfNegEVals)
Solve operation for multiple right hand sides.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
EMatrixFormat MatrixFormat() const
Query of requested matrix type that the linear solver understands.
EMatrixFormat
Enum to specify sparse matrix format.
virtual bool IncreaseQuality()
Request to increase quality of solution for next solve.
void ** PT_
Internal data address pointers.
ESymSolverStatus Factorization(const Index *ia, const Index *ja, bool check_NegEVals, Index numberOfNegEVals)
Call Pardiso to factorize the Matrix.
Index nonzeros_
Number of nonzeros of the matrix in triplet representation.
ipfint MTYPE_
Matrix type; real and symmetric indefinite.
virtual ~PardisoSolverInterface()
Destructor.
bool have_symbolic_factorization_
Flag indicating if symbolic factorization has already been performed.
Index dim_
Number of rows and columns of the matrix.