CoinDenseFactorization Class Reference

This deals with Factorization and Updates This is a simple dense version so other people can write a better one. More...

#include <CoinDenseFactorization.hpp>

List of all members.

Public Member Functions
void	gutsOfDestructor ()
	The real work of desstructor.
void	gutsOfInitialize ()
	The real work of constructor.
void	gutsOfCopy (const CoinDenseFactorization &other)
	The real work of copy.
Constructors and destructor and copy

	CoinDenseFactorization ()
	Default constructor.
	CoinDenseFactorization (const CoinDenseFactorization &other)
	Copy constructor.
	~CoinDenseFactorization ()
	Destructor.
CoinDenseFactorization &	operator= (const CoinDenseFactorization &other)
	= copy
Do factorization - public

void	getAreas (int numberRows, int numberColumns, CoinBigIndex maximumL, CoinBigIndex maximumU)
	Gets space for a factorization.
void	preProcess ()
	PreProcesses column ordered copy of basis.
int	factor ()
	Does most of factorization returning status 0 - OK -99 - needs more memory -1 - singular - use numberGoodColumns and redo.
void	postProcess (const int sequence, int pivotVariable)
	Does post processing on valid factorization - putting variables on correct rows.
void	makeNonSingular (int *sequence, int numberColumns)
	Makes a non-singular basis by replacing variables.
general stuff such as status

int	status () const
	Returns status.
void	setStatus (int value)
	Sets status.
int	pivots () const
	Returns number of pivots since factorization.
int	numberRows () const
	Number of Rows.
int	numberColumns () const
	Total number of columns in factorization.
int	numberElements () const
	Total number of elements in factorization.
int	numberGoodColumns () const
	Number of good columns in factorization.
void	relaxAccuracyCheck (double value)
	Allows change of pivot accuracy check 1.0 == none >1.0 relaxed.
double	getAccuracyCheck () const
	Returns status.
int	maximumPivots () const
	Maximum number of pivots between factorizations.
void	maximumPivots (int value)
	Returns status.
double	pivotTolerance () const
	Pivot tolerance.
void	pivotTolerance (double value)
	Returns status.
double	zeroTolerance () const
	Zero tolerance.
void	zeroTolerance (double value)
	Returns status.
double	slackValue () const
	Whether slack value is +1 or -1.
void	slackValue (double value)
	Returns status.
double	maximumCoefficient () const
	Returns maximum absolute value in factorization.
rank one updates which do exist

int	replaceColumn (CoinIndexedVector *regionSparse, int pivotRow, double pivotCheck, bool checkBeforeModifying=false)
	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.
various uses of factorization (return code number elements)
which user may want to know about
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.
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.
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.
various uses of factorization
*** Below this user may not want to know about which user may not want to know about (left over from my LP code)
void	clearArrays ()
	Get rid of all memory.
double *	elements () const
	Returns array to put basis elements in.
int *	indices () const
	Returns array to put basis indices in.
CoinBigIndex *	starts () const
	Returns array to put basis starts in.
int *	pivotRow () const
	Returns pivot row.
int *	permute () const
	Returns permute in.
int *	permuteBack () const
	Returns permute back.
double *	workArea () const
	Returns work area.
int *	intWorkArea () const
	Returns int work area.
Protected Member Functions
int	checkPivot (double saveFromU, double oldPivot) const
	Returns accuracy status of replaceColumn returns 0=OK, 1=Probably OK, 2=singular.
Protected Attributes
data

double	pivotTolerance_
	Pivot tolerance.
double	zeroTolerance_
	Zero tolerance.
double	slackValue_
	Whether slack value is +1 or -1.
double	relaxCheck_
	Relax check on accuracy in replaceColumn.
int	numberRows_
	Number of Rows in factorization.
int	numberColumns_
	Number of Columns in factorization.
int	maximumRows_
	Maximum rows ever (i.e. use to copy arrays etc).
CoinBigIndex	maximumSpace_
	Maximum length of iterating area.
int	numberGoodU_
	Number factorized in U (not row singletons).
int	maximumPivots_
	Maximum number of pivots before factorization.
int	numberPivots_
	Number pivots since last factorization.
CoinBigIndex	factorElements_
	Number of elements after factorization.
int *	pivotRow_
	Pivot row.
int	status_
	Status of factorization.
double *	elements_
	Elements of factorization and updates length is maxRmaxR+maxSpace will always be long enough so can have nRnR ints in maxSpace.
double *	workArea_
	Work area of numberRows_.
Friends
void	CoinDenseFactorizationUnitTest (const std::string &mpsDir)

Detailed Description

This deals with Factorization and Updates This is a simple dense version so other people can write a better one.

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 28 of file CoinDenseFactorization.hpp.

Constructor & Destructor Documentation

CoinDenseFactorization::CoinDenseFactorization ( )

Default constructor.

CoinDenseFactorization::CoinDenseFactorization ( const CoinDenseFactorization & other )

Copy constructor.

CoinDenseFactorization::~CoinDenseFactorization ( )

Destructor.

Member Function Documentation

CoinDenseFactorization& CoinDenseFactorization::operator= ( const CoinDenseFactorization & other )

= copy

void CoinDenseFactorization::getAreas	(	int	numberRows,
		int	numberColumns,
		CoinBigIndex	maximumL,
		CoinBigIndex	maximumU
	)

Gets space for a factorization.

void CoinDenseFactorization::preProcess ( )

PreProcesses column ordered copy of basis.

int CoinDenseFactorization::factor ( )

Does most of factorization returning status 0 - OK -99 - needs more memory -1 - singular - use numberGoodColumns and redo.

void CoinDenseFactorization::postProcess	(	const int *	sequence,
		int *	pivotVariable
	)

Does post processing on valid factorization - putting variables on correct rows.

void CoinDenseFactorization::makeNonSingular	(	int *	sequence,
		int	numberColumns
	)

Makes a non-singular basis by replacing variables.

int CoinDenseFactorization::status ( ) const [inline]

Returns status.

Definition at line 71 of file CoinDenseFactorization.hpp.

void CoinDenseFactorization::setStatus ( int value ) [inline]

Sets status.

Definition at line 75 of file CoinDenseFactorization.hpp.

int CoinDenseFactorization::pivots ( ) const [inline]

Returns number of pivots since factorization.

Definition at line 78 of file CoinDenseFactorization.hpp.

int CoinDenseFactorization::numberRows ( ) const [inline]

Number of Rows.

Definition at line 82 of file CoinDenseFactorization.hpp.

int CoinDenseFactorization::numberColumns ( ) const [inline]

Total number of columns in factorization.

Definition at line 86 of file CoinDenseFactorization.hpp.

int CoinDenseFactorization::numberElements ( ) const [inline]

Total number of elements in factorization.

Definition at line 90 of file CoinDenseFactorization.hpp.

int CoinDenseFactorization::numberGoodColumns ( ) const [inline]

Number of good columns in factorization.

Definition at line 94 of file CoinDenseFactorization.hpp.

void CoinDenseFactorization::relaxAccuracyCheck ( double value ) [inline]

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

Definition at line 98 of file CoinDenseFactorization.hpp.

double CoinDenseFactorization::getAccuracyCheck ( ) const [inline]

Returns status.

Definition at line 100 of file CoinDenseFactorization.hpp.

int CoinDenseFactorization::maximumPivots ( ) const [inline]

Maximum number of pivots between factorizations.

Definition at line 103 of file CoinDenseFactorization.hpp.

void CoinDenseFactorization::maximumPivots ( int value )

Returns status.

double CoinDenseFactorization::pivotTolerance ( ) const [inline]

Pivot tolerance.

Definition at line 109 of file CoinDenseFactorization.hpp.

void CoinDenseFactorization::pivotTolerance ( double value )

Returns status.

double CoinDenseFactorization::zeroTolerance ( ) const [inline]

Zero tolerance.

Definition at line 114 of file CoinDenseFactorization.hpp.

void CoinDenseFactorization::zeroTolerance ( double value ) [inline]

Returns status.

Definition at line 117 of file CoinDenseFactorization.hpp.

double CoinDenseFactorization::slackValue ( ) const [inline]

Whether slack value is +1 or -1.

Definition at line 120 of file CoinDenseFactorization.hpp.

void CoinDenseFactorization::slackValue ( double value )

Returns status.

double CoinDenseFactorization::maximumCoefficient ( ) const

Returns maximum absolute value in factorization.

int CoinDenseFactorization::replaceColumn	(	CoinIndexedVector *	regionSparse,
		int	pivotRow,
		double	pivotCheck,
		bool	checkBeforeModifying = `false`
	)

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

int CoinDenseFactorization::updateColumnFT	(	CoinIndexedVector *	regionSparse,
		CoinIndexedVector *	regionSparse2
	)			`[inline]`

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

Definition at line 153 of file CoinDenseFactorization.hpp.

int CoinDenseFactorization::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 CoinDenseFactorization::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 CoinDenseFactorization::clearArrays ( ) [inline]

Get rid of all memory.

Definition at line 174 of file CoinDenseFactorization.hpp.

double* CoinDenseFactorization::elements ( ) const [inline]

Returns array to put basis elements in.

Definition at line 177 of file CoinDenseFactorization.hpp.

int* CoinDenseFactorization::indices ( ) const [inline]

Returns array to put basis indices in.

Definition at line 180 of file CoinDenseFactorization.hpp.

CoinBigIndex* CoinDenseFactorization::starts ( ) const [inline]

Returns array to put basis starts in.

Definition at line 183 of file CoinDenseFactorization.hpp.