Interface to the linear solver Pardiso, derived from SparseSymLinearSolverInterface. More...
#include <IpPardisoSolverInterface.hpp>
Public Member Functions | |
bool | InitializeImpl (const OptionsList &options, const std::string &prefix) |
overloaded from AlgorithmStrategyObject | |
Constructor/Destructor | |
PardisoSolverInterface () | |
Constructor. | |
virtual | ~PardisoSolverInterface () |
Destructor. | |
Methods for requesting solution of the linear system. | |
virtual ESymSolverStatus | InitializeStructure (Index dim, Index nonzeros, const Index *ia, const Index *ja) |
Method for initializing internal stuctures. | |
virtual double * | GetValuesArrayPtr () |
Method returing an internal array into which the nonzero elements are to be stored. | |
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. | |
virtual Index | NumberOfNegEVals () const |
Number of negative eigenvalues detected during last factorization. | |
Private Member Functions | |
Default Compiler Generated Methods | |
PardisoSolverInterface (const PardisoSolverInterface &) | |
Copy Constructor. | |
void | operator= (const PardisoSolverInterface &) |
Overloaded Equals Operator. | |
Internal functions | |
ESymSolverStatus | SymbolicFactorization (const Index *ia, const Index *ja) |
Call Pardiso to do the analysis phase. | |
ESymSolverStatus | Factorization (const Index *ia, const Index *ja, bool check_NegEVals, Index numberOfNegEVals) |
Call Pardiso to factorize the Matrix. | |
ESymSolverStatus | Solve (const Index *ia, const Index *ja, Index nrhs, double *rhs_vals) |
Call Pardiso to do the Solve. | |
Private Attributes | |
Information about the matrix | |
Index | dim_ |
Number of rows and columns of the matrix. | |
Index | nonzeros_ |
Number of nonzeros of the matrix in triplet representation. | |
double * | a_ |
Array for storing the values of the matrix. | |
Information about most recent factorization/solve | |
Index | negevals_ |
Number of negative eigenvalues. | |
Initialization flags | |
bool | initialized_ |
Flag indicating if internal data is initialized. | |
Solver specific information | |
void ** | PT_ |
Internal data address pointers. | |
ipfint | MAXFCT_ |
Maximal number of factors with identical nonzero structure. | |
ipfint | MNUM_ |
Actual matrix for the solution phase. | |
ipfint | MTYPE_ |
Matrix type; real and symmetric indefinite. | |
ipfint * | IPARM_ |
Parameter and info array for Pardiso. | |
ipfint | MSGLVL_ |
Message level. | |
Some counters for debugging | |
Index | debug_last_iter_ |
Index | debug_cnt_ |
Solver specific options | |
| |
enum | PardisoMatchingStrategy { COMPLETE, COMPLETE2x2, CONSTRAINT } |
Type for mathcing strategies. More... | |
PardisoMatchingStrategy | match_strat_ |
Option that controls the matching strategy. | |
bool | have_symbolic_factorization_ |
Flag indicating if symbolic factorization has already been performed. | |
bool | pardiso_redo_symbolic_fact_only_if_inertia_wrong_ |
Flag indicating whether the symbolic factorization should only be done after perturbed elements, if the inertia was wrong. | |
bool | pardiso_repeated_perturbation_means_singular_ |
Flag indicating whether repeated perturbed elements even after a new symbolic factorization should be interpreted as a singular matrix. | |
bool | skip_inertia_check_ |
Flag indicating if the interia is always assumed to be correct. | |
| |
virtual bool | IncreaseQuality () |
Request to increase quality of solution for next solve. | |
virtual bool | ProvidesInertia () const |
Query whether inertia is computed by linear solver. | |
EMatrixFormat | MatrixFormat () const |
Query of requested matrix type that the linear solver understands. | |
static void | RegisterOptions (SmartPtr< RegisteredOptions > roptions) |
Methods for IpoptType. |
Interface to the linear solver Pardiso, derived from SparseSymLinearSolverInterface.
For details, see description of SparseSymLinearSolverInterface base class.
Definition at line 22 of file IpPardisoSolverInterface.hpp.
enum Ipopt::PardisoSolverInterface::PardisoMatchingStrategy [private] |
Type for mathcing strategies.
Definition at line 129 of file IpPardisoSolverInterface.hpp.
Ipopt::PardisoSolverInterface::PardisoSolverInterface | ( | ) |
Constructor.
virtual Ipopt::PardisoSolverInterface::~PardisoSolverInterface | ( | ) | [virtual] |
Destructor.
Ipopt::PardisoSolverInterface::PardisoSolverInterface | ( | const PardisoSolverInterface & | ) | [private] |
Copy Constructor.
bool Ipopt::PardisoSolverInterface::InitializeImpl | ( | const OptionsList & | options, | |
const std::string & | prefix | |||
) | [virtual] |
overloaded from AlgorithmStrategyObject
Implements Ipopt::SparseSymLinearSolverInterface.
virtual ESymSolverStatus Ipopt::PardisoSolverInterface::InitializeStructure | ( | Index | dim, | |
Index | nonzeros, | |||
const Index * | ia, | |||
const Index * | ja | |||
) | [virtual] |
Method for initializing internal stuctures.
Implements Ipopt::SparseSymLinearSolverInterface.
virtual double* Ipopt::PardisoSolverInterface::GetValuesArrayPtr | ( | ) | [virtual] |
Method returing an internal array into which the nonzero elements are to be stored.
Implements Ipopt::SparseSymLinearSolverInterface.
virtual ESymSolverStatus Ipopt::PardisoSolverInterface::MultiSolve | ( | bool | new_matrix, | |
const Index * | ia, | |||
const Index * | ja, | |||
Index | nrhs, | |||
double * | rhs_vals, | |||
bool | check_NegEVals, | |||
Index | numberOfNegEVals | |||
) | [virtual] |
Solve operation for multiple right hand sides.
Implements Ipopt::SparseSymLinearSolverInterface.
virtual Index Ipopt::PardisoSolverInterface::NumberOfNegEVals | ( | ) | const [virtual] |
Number of negative eigenvalues detected during last factorization.
Implements Ipopt::SparseSymLinearSolverInterface.
virtual bool Ipopt::PardisoSolverInterface::IncreaseQuality | ( | ) | [virtual] |
Request to increase quality of solution for next solve.
Implements Ipopt::SparseSymLinearSolverInterface.
virtual bool Ipopt::PardisoSolverInterface::ProvidesInertia | ( | ) | const [inline, virtual] |
Query whether inertia is computed by linear solver.
Returns true, if linear solver provides inertia.
Implements Ipopt::SparseSymLinearSolverInterface.
Definition at line 74 of file IpPardisoSolverInterface.hpp.
EMatrixFormat Ipopt::PardisoSolverInterface::MatrixFormat | ( | ) | const [inline, virtual] |
Query of requested matrix type that the linear solver understands.
Implements Ipopt::SparseSymLinearSolverInterface.
Definition at line 81 of file IpPardisoSolverInterface.hpp.
static void Ipopt::PardisoSolverInterface::RegisterOptions | ( | SmartPtr< RegisteredOptions > | roptions | ) | [static] |
Methods for IpoptType.
void Ipopt::PardisoSolverInterface::operator= | ( | const PardisoSolverInterface & | ) | [private] |
Overloaded Equals Operator.
Reimplemented from Ipopt::AlgorithmStrategyObject.
ESymSolverStatus Ipopt::PardisoSolverInterface::SymbolicFactorization | ( | const Index * | ia, | |
const Index * | ja | |||
) | [private] |
Call Pardiso to do the analysis phase.
ESymSolverStatus Ipopt::PardisoSolverInterface::Factorization | ( | const Index * | ia, | |
const Index * | ja, | |||
bool | check_NegEVals, | |||
Index | numberOfNegEVals | |||
) | [private] |
Call Pardiso to factorize the Matrix.
ESymSolverStatus Ipopt::PardisoSolverInterface::Solve | ( | const Index * | ia, | |
const Index * | ja, | |||
Index | nrhs, | |||
double * | rhs_vals | |||
) | [private] |
Call Pardiso to do the Solve.
Index Ipopt::PardisoSolverInterface::dim_ [private] |
Number of rows and columns of the matrix.
Definition at line 111 of file IpPardisoSolverInterface.hpp.
Number of nonzeros of the matrix in triplet representation.
Definition at line 114 of file IpPardisoSolverInterface.hpp.
double* Ipopt::PardisoSolverInterface::a_ [private] |
Array for storing the values of the matrix.
Definition at line 117 of file IpPardisoSolverInterface.hpp.
Number of negative eigenvalues.
Definition at line 123 of file IpPardisoSolverInterface.hpp.
Option that controls the matching strategy.
Definition at line 136 of file IpPardisoSolverInterface.hpp.
bool Ipopt::PardisoSolverInterface::have_symbolic_factorization_ [private] |
Flag indicating if symbolic factorization has already been performed.
Definition at line 139 of file IpPardisoSolverInterface.hpp.
Flag indicating whether the symbolic factorization should only be done after perturbed elements, if the inertia was wrong.
Definition at line 142 of file IpPardisoSolverInterface.hpp.
Flag indicating whether repeated perturbed elements even after a new symbolic factorization should be interpreted as a singular matrix.
Definition at line 146 of file IpPardisoSolverInterface.hpp.
bool Ipopt::PardisoSolverInterface::skip_inertia_check_ [private] |
Flag indicating if the interia is always assumed to be correct.
Definition at line 149 of file IpPardisoSolverInterface.hpp.
bool Ipopt::PardisoSolverInterface::initialized_ [private] |
Flag indicating if internal data is initialized.
For initialization, this object needs to have seen a matrix
Definition at line 156 of file IpPardisoSolverInterface.hpp.
void** Ipopt::PardisoSolverInterface::PT_ [private] |
Internal data address pointers.
Definition at line 162 of file IpPardisoSolverInterface.hpp.
ipfint Ipopt::PardisoSolverInterface::MAXFCT_ [private] |
Maximal number of factors with identical nonzero structure.
Here, we only store one factorization. Is always 1.
Definition at line 165 of file IpPardisoSolverInterface.hpp.
ipfint Ipopt::PardisoSolverInterface::MNUM_ [private] |
Actual matrix for the solution phase.
Is always 1.
Definition at line 167 of file IpPardisoSolverInterface.hpp.
ipfint Ipopt::PardisoSolverInterface::MTYPE_ [private] |
Matrix type; real and symmetric indefinite.
Is always -2.
Definition at line 169 of file IpPardisoSolverInterface.hpp.
ipfint* Ipopt::PardisoSolverInterface::IPARM_ [private] |
Parameter and info array for Pardiso.
Definition at line 171 of file IpPardisoSolverInterface.hpp.
ipfint Ipopt::PardisoSolverInterface::MSGLVL_ [private] |
Message level.
Definition at line 173 of file IpPardisoSolverInterface.hpp.
Definition at line 178 of file IpPardisoSolverInterface.hpp.
Definition at line 179 of file IpPardisoSolverInterface.hpp.