ClpCholeskyBase Class Reference
Base class for Clp Cholesky factorization Will do better factorization. More...
#include <ClpCholeskyBase.hpp>
Public Member Functions | |
Virtual methods that the derived classes may provide | |
| virtual int | order (ClpInterior *model) |
| Orders rows and saves pointer to matrix.and model. | |
| virtual int | symbolic () |
| Does Symbolic factorization given permutation. | |
| virtual int | factorize (const double *diagonal, int *rowsDropped) |
| Factorize - filling in rowsDropped and returning number dropped. | |
| virtual void | solve (double *region) |
| Uses factorization to solve. | |
| virtual void | solveKKT (double *region1, double *region2, const double *diagonal, double diagonalScaleFactor) |
| Uses factorization to solve. | |
Gets | |
| int | status () const |
| status. Returns status | |
| int | numberRowsDropped () const |
| numberRowsDropped. Number of rows gone | |
| void | resetRowsDropped () |
| reset numberRowsDropped and rowsDropped. | |
| char * | rowsDropped () const |
| rowsDropped - which rows are gone | |
| double | choleskyCondition () const |
| choleskyCondition. | |
| double | goDense () const |
| goDense i.e. use dense factoriaztion if > this (default 0.7). | |
| void | setGoDense (double value) |
| goDense i.e. use dense factoriaztion if > this (default 0.7). | |
| int | rank () const |
| rank. Returns rank | |
| int | numberRows () const |
| Return number of rows. | |
| CoinBigIndex | size () const |
| Return size. | |
| longDouble * | sparseFactor () const |
| Return sparseFactor. | |
| longDouble * | diagonal () const |
| Return diagonal. | |
| longDouble * | workDouble () const |
| Return workDouble. | |
| bool | kkt () const |
| If KKT on. | |
| void | setKKT (bool yesNo) |
| Set KKT. | |
| void | setIntegerParameter (int i, int value) |
| Set integer parameter. | |
| int | getIntegerParameter (int i) |
| get integer parameter | |
| void | setDoubleParameter (int i, double value) |
| Set double parameter. | |
| double | getDoubleParameter (int i) |
| get double parameter | |
Constructors, destructor | |
| ClpCholeskyBase (int denseThreshold=-1) | |
| Constructor which has dense columns activated. | |
| virtual | ~ClpCholeskyBase () |
| Destructor (has to be public). | |
| ClpCholeskyBase (const ClpCholeskyBase &) | |
| Copy. | |
| ClpCholeskyBase & | operator= (const ClpCholeskyBase &) |
| Assignment. | |
Protected Member Functions | |
Symbolic, factor and solve | |
| int | symbolic1 (const CoinBigIndex *Astart, const int *Arow) |
| Symbolic1 - works out size without clever stuff. | |
| void | symbolic2 (const CoinBigIndex *Astart, const int *Arow) |
| Symbolic2 - Fills in indices Uses lower triangular so can do cliques etc. | |
| void | factorizePart2 (int *rowsDropped) |
| Factorize - filling in rowsDropped and returning number dropped in integerParam. | |
| void | solve (double *region, int type) |
| solve - 1 just first half, 2 just second half - 3 both. | |
| void | solveLong (longDouble *region, int type) |
| Symbolic1 - works out size without clever stuff. | |
| int | preOrder (bool lowerTriangular, bool includeDiagonal, bool doKKT) |
| Forms ADAT - returns nonzero if not enough memory. | |
| void | updateDense (longDouble *d, longDouble *work, int *first) |
| Updates dense part (broken out for profiling). | |
Protected Attributes | |
Data members | |
| int | type_ |
| type (may be useful) if > 20 do KKT | |
| bool | doKKT_ |
| Doing full KKT (only used if default symbolic and factorization). | |
| double | goDense_ |
| Go dense at this fraction. | |
| double | choleskyCondition_ |
| choleskyCondition. | |
| ClpInterior * | model_ |
| model. | |
| int | numberTrials_ |
| numberTrials. Number of trials before rejection | |
| int | numberRows_ |
| numberRows. Number of Rows in factorization | |
| int | status_ |
| status. Status of factorization | |
| char * | rowsDropped_ |
| rowsDropped | |
| int * | permuteInverse_ |
| permute inverse. | |
| int * | permute_ |
| main permute. | |
| int | numberRowsDropped_ |
| numberRowsDropped. Number of rows gone | |
| longDouble * | sparseFactor_ |
| sparseFactor. | |
| CoinBigIndex * | choleskyStart_ |
| choleskyStart - element starts | |
| int * | choleskyRow_ |
| choleskyRow (can be shorter than sparsefactor) | |
| CoinBigIndex * | indexStart_ |
| Index starts. | |
| longDouble * | diagonal_ |
| Diagonal. | |
| longDouble * | workDouble_ |
| double work array | |
| int * | link_ |
| link array | |
| CoinBigIndex * | workInteger_ |
| type (may be useful) if > 20 do KKT | |
| int * | clique_ |
| type (may be useful) if > 20 do KKT | |
| CoinBigIndex | sizeFactor_ |
| sizeFactor. | |
| CoinBigIndex | sizeIndex_ |
| Size of index array. | |
| int | firstDense_ |
| First dense row. | |
| int | integerParameters_ [64] |
| integerParameters | |
| double | doubleParameters_ [64] |
| doubleParameters; | |
| ClpMatrixBase * | rowCopy_ |
| Row copy of matrix. | |
| char * | whichDense_ |
| Dense indicators. | |
| longDouble * | denseColumn_ |
| Dense columns (updated). | |
| ClpCholeskyDense * | dense_ |
| Dense cholesky. | |
| int | denseThreshold_ |
| Dense threshold (for taking out of Cholesky). | |
Other | |
|
| |
| virtual ClpCholeskyBase * | clone () const |
| Returns type. | |
| int | type () const |
| Returns type. | |
| void | setType (int type) |
| Sets type. | |
Detailed Description
Base class for Clp Cholesky factorization Will do better factorization.
very crude ordering
Derived classes may be using more sophisticated methods
Definition at line 29 of file ClpCholeskyBase.hpp.
Constructor & Destructor Documentation
| ClpCholeskyBase::ClpCholeskyBase | ( | int | denseThreshold = -1 |
) |
Constructor which has dense columns activated.
Default is off.
| virtual ClpCholeskyBase::~ClpCholeskyBase | ( | ) | [virtual] |
Destructor (has to be public).
| ClpCholeskyBase::ClpCholeskyBase | ( | const ClpCholeskyBase & | ) |
Copy.
Member Function Documentation
| virtual int ClpCholeskyBase::order | ( | ClpInterior * | model | ) | [virtual] |
Orders rows and saves pointer to matrix.and model.
returns non-zero if not enough memory. You can use preOrder to set up ADAT If using default symbolic etc then must set sizeFactor_ to size of input matrix to order (and to symbolic). Also just permute_ and permuteInverse_ should be created
Reimplemented in ClpCholeskyDense, ClpCholeskyTaucs, ClpCholeskyUfl, ClpCholeskyWssmp, and ClpCholeskyWssmpKKT.
| virtual int ClpCholeskyBase::symbolic | ( | ) | [virtual] |
Does Symbolic factorization given permutation.
This is called immediately after order. If user provides this then user must provide factorize and solve. Otherwise the default factorization is used returns non-zero if not enough memory
Reimplemented in ClpCholeskyDense, ClpCholeskyTaucs, ClpCholeskyWssmp, and ClpCholeskyWssmpKKT.
| virtual int ClpCholeskyBase::factorize | ( | const double * | diagonal, | |
| int * | rowsDropped | |||
| ) | [virtual] |
Factorize - filling in rowsDropped and returning number dropped.
If return code negative then out of memory
Reimplemented in ClpCholeskyDense, ClpCholeskyTaucs, ClpCholeskyWssmp, and ClpCholeskyWssmpKKT.
| virtual void ClpCholeskyBase::solve | ( | double * | region | ) | [virtual] |
Uses factorization to solve.
Reimplemented in ClpCholeskyDense, ClpCholeskyTaucs, ClpCholeskyWssmp, and ClpCholeskyWssmpKKT.
| virtual void ClpCholeskyBase::solveKKT | ( | double * | region1, | |
| double * | region2, | |||
| const double * | diagonal, | |||
| double | diagonalScaleFactor | |||
| ) | [virtual] |
Uses factorization to solve.
- given as if KKT. region1 is rows+columns, region2 is rows
Reimplemented in ClpCholeskyWssmpKKT.
| int ClpCholeskyBase::status | ( | ) | const [inline] |
status. Returns status
Definition at line 60 of file ClpCholeskyBase.hpp.
| int ClpCholeskyBase::numberRowsDropped | ( | ) | const [inline] |
numberRowsDropped. Number of rows gone
Definition at line 63 of file ClpCholeskyBase.hpp.
| void ClpCholeskyBase::resetRowsDropped | ( | ) |
reset numberRowsDropped and rowsDropped.
| char* ClpCholeskyBase::rowsDropped | ( | ) | const [inline] |
rowsDropped - which rows are gone
Definition at line 68 of file ClpCholeskyBase.hpp.
| double ClpCholeskyBase::choleskyCondition | ( | ) | const [inline] |
choleskyCondition.
Definition at line 71 of file ClpCholeskyBase.hpp.
| double ClpCholeskyBase::goDense | ( | ) | const [inline] |
goDense i.e. use dense factoriaztion if > this (default 0.7).
Definition at line 74 of file ClpCholeskyBase.hpp.
| void ClpCholeskyBase::setGoDense | ( | double | value | ) | [inline] |
goDense i.e. use dense factoriaztion if > this (default 0.7).
Definition at line 77 of file ClpCholeskyBase.hpp.
| int ClpCholeskyBase::rank | ( | ) | const [inline] |
rank. Returns rank
Definition at line 80 of file ClpCholeskyBase.hpp.
| int ClpCholeskyBase::numberRows | ( | ) | const [inline] |
Return number of rows.
Definition at line 83 of file ClpCholeskyBase.hpp.
| CoinBigIndex ClpCholeskyBase::size | ( | ) | const [inline] |
Return size.
Definition at line 86 of file ClpCholeskyBase.hpp.
| longDouble* ClpCholeskyBase::sparseFactor | ( | ) | const [inline] |
Return sparseFactor.
Definition at line 89 of file ClpCholeskyBase.hpp.
| longDouble* ClpCholeskyBase::diagonal | ( | ) | const [inline] |
Return diagonal.
Reimplemented in ClpCholeskyDense.
Definition at line 92 of file ClpCholeskyBase.hpp.
| longDouble* ClpCholeskyBase::workDouble | ( | ) | const [inline] |
Return workDouble.
Definition at line 95 of file ClpCholeskyBase.hpp.
| bool ClpCholeskyBase::kkt | ( | ) | const [inline] |
If KKT on.
Definition at line 98 of file ClpCholeskyBase.hpp.
| void ClpCholeskyBase::setKKT | ( | bool | yesNo | ) | [inline] |
Set KKT.
Definition at line 101 of file ClpCholeskyBase.hpp.
| void ClpCholeskyBase::setIntegerParameter | ( | int | i, | |
| int | value | |||
| ) | [inline] |
Set integer parameter.
Definition at line 104 of file ClpCholeskyBase.hpp.
| int ClpCholeskyBase::getIntegerParameter | ( | int | i | ) | [inline] |
get integer parameter
Definition at line 107 of file ClpCholeskyBase.hpp.
| void ClpCholeskyBase::setDoubleParameter | ( | int | i, | |
| double | value | |||
| ) | [inline] |
Set double parameter.
Definition at line 110 of file ClpCholeskyBase.hpp.
| double ClpCholeskyBase::getDoubleParameter | ( | int | i | ) | [inline] |
get double parameter
Definition at line 113 of file ClpCholeskyBase.hpp.
| ClpCholeskyBase& ClpCholeskyBase::operator= | ( | const ClpCholeskyBase & | ) |
Assignment.
Reimplemented in ClpCholeskyDense, ClpCholeskyTaucs, ClpCholeskyUfl, ClpCholeskyWssmp, and ClpCholeskyWssmpKKT.
| virtual ClpCholeskyBase* ClpCholeskyBase::clone | ( | ) | const [virtual] |
Returns type.
Reimplemented in ClpCholeskyDense, ClpCholeskyTaucs, ClpCholeskyUfl, ClpCholeskyWssmp, and ClpCholeskyWssmpKKT.
| int ClpCholeskyBase::type | ( | ) | const [inline] |
Returns type.
Definition at line 139 of file ClpCholeskyBase.hpp.
| void ClpCholeskyBase::setType | ( | int | type | ) | [inline, protected] |
Sets type.
Definition at line 143 of file ClpCholeskyBase.hpp.
| int ClpCholeskyBase::symbolic1 | ( | const CoinBigIndex * | Astart, | |
| const int * | Arow | |||
| ) | [protected] |
Symbolic1 - works out size without clever stuff.
Uses upper triangular as much easier. Returns size
| void ClpCholeskyBase::symbolic2 | ( | const CoinBigIndex * | Astart, | |
| const int * | Arow | |||
| ) | [protected] |
Symbolic2 - Fills in indices Uses lower triangular so can do cliques etc.
| void ClpCholeskyBase::factorizePart2 | ( | int * | rowsDropped | ) | [protected] |
Factorize - filling in rowsDropped and returning number dropped in integerParam.
Reimplemented in ClpCholeskyDense.
| void ClpCholeskyBase::solve | ( | double * | region, | |
| int | type | |||
| ) | [protected] |
solve - 1 just first half, 2 just second half - 3 both.
If 1 and 2 then diagonal has sqrt of inverse otherwise inverse
| void ClpCholeskyBase::solveLong | ( | longDouble * | region, | |
| int | type | |||
| ) | [protected] |
Symbolic1 - works out size without clever stuff.
Uses upper triangular as much easier. Returns size
| int ClpCholeskyBase::preOrder | ( | bool | lowerTriangular, | |
| bool | includeDiagonal, | |||
| bool | doKKT | |||
| ) | [protected] |
Forms ADAT - returns nonzero if not enough memory.
| void ClpCholeskyBase::updateDense | ( | longDouble * | d, | |
| longDouble * | work, | |||
| int * | first | |||
| ) | [protected] |
Updates dense part (broken out for profiling).
Member Data Documentation
int ClpCholeskyBase::type_ [protected] |
type (may be useful) if > 20 do KKT
Definition at line 177 of file ClpCholeskyBase.hpp.
bool ClpCholeskyBase::doKKT_ [protected] |
Doing full KKT (only used if default symbolic and factorization).
Definition at line 179 of file ClpCholeskyBase.hpp.
double ClpCholeskyBase::goDense_ [protected] |
Go dense at this fraction.
Definition at line 181 of file ClpCholeskyBase.hpp.
double ClpCholeskyBase::choleskyCondition_ [protected] |
choleskyCondition.
Definition at line 183 of file ClpCholeskyBase.hpp.
ClpInterior* ClpCholeskyBase::model_ [protected] |
model.
Definition at line 185 of file ClpCholeskyBase.hpp.
int ClpCholeskyBase::numberTrials_ [protected] |
numberTrials. Number of trials before rejection
Definition at line 187 of file ClpCholeskyBase.hpp.
int ClpCholeskyBase::numberRows_ [protected] |
numberRows. Number of Rows in factorization
Definition at line 189 of file ClpCholeskyBase.hpp.
int ClpCholeskyBase::status_ [protected] |
status. Status of factorization
Definition at line 191 of file ClpCholeskyBase.hpp.
char* ClpCholeskyBase::rowsDropped_ [protected] |
rowsDropped
Definition at line 193 of file ClpCholeskyBase.hpp.
int* ClpCholeskyBase::permuteInverse_ [protected] |
permute inverse.
Definition at line 195 of file ClpCholeskyBase.hpp.
int* ClpCholeskyBase::permute_ [protected] |
main permute.
Definition at line 197 of file ClpCholeskyBase.hpp.
int ClpCholeskyBase::numberRowsDropped_ [protected] |
numberRowsDropped. Number of rows gone
Definition at line 199 of file ClpCholeskyBase.hpp.
longDouble* ClpCholeskyBase::sparseFactor_ [protected] |
sparseFactor.
Definition at line 201 of file ClpCholeskyBase.hpp.
CoinBigIndex* ClpCholeskyBase::choleskyStart_ [protected] |
choleskyStart - element starts
Definition at line 203 of file ClpCholeskyBase.hpp.
int* ClpCholeskyBase::choleskyRow_ [protected] |
choleskyRow (can be shorter than sparsefactor)
Definition at line 205 of file ClpCholeskyBase.hpp.
CoinBigIndex* ClpCholeskyBase::indexStart_ [protected] |
Index starts.
Definition at line 207 of file ClpCholeskyBase.hpp.
longDouble* ClpCholeskyBase::diagonal_ [protected] |
Diagonal.
Definition at line 209 of file ClpCholeskyBase.hpp.
longDouble* ClpCholeskyBase::workDouble_ [protected] |
double work array
Definition at line 211 of file ClpCholeskyBase.hpp.
int* ClpCholeskyBase::link_ [protected] |
link array
Definition at line 213 of file ClpCholeskyBase.hpp.
CoinBigIndex* ClpCholeskyBase::workInteger_ [protected] |
type (may be useful) if > 20 do KKT
Definition at line 215 of file ClpCholeskyBase.hpp.
int* ClpCholeskyBase::clique_ [protected] |
type (may be useful) if > 20 do KKT
Definition at line 217 of file ClpCholeskyBase.hpp.
CoinBigIndex ClpCholeskyBase::sizeFactor_ [protected] |
sizeFactor.
Definition at line 219 of file ClpCholeskyBase.hpp.
CoinBigIndex ClpCholeskyBase::sizeIndex_ [protected] |
Size of index array.
Definition at line 221 of file ClpCholeskyBase.hpp.
int ClpCholeskyBase::firstDense_ [protected] |
First dense row.
Definition at line 223 of file ClpCholeskyBase.hpp.
int ClpCholeskyBase::integerParameters_[64] [protected] |
integerParameters
Definition at line 225 of file ClpCholeskyBase.hpp.
double ClpCholeskyBase::doubleParameters_[64] [protected] |
doubleParameters;
Definition at line 227 of file ClpCholeskyBase.hpp.
ClpMatrixBase* ClpCholeskyBase::rowCopy_ [protected] |
Row copy of matrix.
Definition at line 229 of file ClpCholeskyBase.hpp.
char* ClpCholeskyBase::whichDense_ [protected] |
Dense indicators.
Definition at line 231 of file ClpCholeskyBase.hpp.
longDouble* ClpCholeskyBase::denseColumn_ [protected] |
Dense columns (updated).
Definition at line 233 of file ClpCholeskyBase.hpp.
ClpCholeskyDense* ClpCholeskyBase::dense_ [protected] |
Dense cholesky.
Definition at line 235 of file ClpCholeskyBase.hpp.
int ClpCholeskyBase::denseThreshold_ [protected] |
Dense threshold (for taking out of Cholesky).
Definition at line 237 of file ClpCholeskyBase.hpp.
The documentation for this class was generated from the following file:
- /home/coin/svn-release/OptimizationSuite-1.1.0/Clp/src/ClpCholeskyBase.hpp
