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ClpCholeskyBase Class Reference

Base class for Clp Cholesky factorization Will do better factorization. More...

`#include <ClpCholeskyBase.hpp>`

Inheritance diagram for ClpCholeskyBase:
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Collaboration diagram for ClpCholeskyBase:
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## Public Member Functions
Gets
int | status () const
| status. Returns status More...
int | numberRowsDropped () const
| numberRowsDropped. Number of rows gone More...
void | resetRowsDropped ()
| reset numberRowsDropped and rowsDropped. More...
char * | rowsDropped () const
| rowsDropped - which rows are gone More...
double | choleskyCondition () const
| choleskyCondition. More...
double | goDense () const
| goDense i.e. use dense factoriaztion if > this (default 0.7). More...
void | setGoDense (double value)
| goDense i.e. use dense factoriaztion if > this (default 0.7). More...
int | rank () const
| rank. Returns rank More...
int | numberRows () const
| Return number of rows. More...
int | size () const
| Return size. More...
longDouble * | sparseFactor () const
| Return sparseFactor. More...
longDouble * | diagonal () const
| Return diagonal. More...
longDouble * | workDouble () const
| Return workDouble. More...
bool | kkt () const
| If KKT on. More...
void | setKKT (bool yesNo)
| Set KKT. More...
void | setIntegerParameter (int i, int value)
| Set integer parameter. More...
int | getIntegerParameter (int i)
| get integer parameter More...
void | setDoubleParameter (int i, double value)
| Set double parameter. More...
double | getDoubleParameter (int i)
| get double parameter More...
Constructors, destructor
| ClpCholeskyBase (int denseThreshold=-1)
| Constructor which has dense columns activated. More...
virtual | ~ClpCholeskyBase ()
| Destructor (has to be public) More...
| ClpCholeskyBase (const ClpCholeskyBase &)
| Copy. More...
ClpCholeskyBase & | operator= (const ClpCholeskyBase &)
| Assignment. More...

## Protected Member Functions
Symbolic, factor and solve
int | symbolic1 (const int *Astart, const int *Arow)
| Symbolic1 - works out size without clever stuff. More...
void | symbolic2 (const int *Astart, const int *Arow)
| Symbolic2 - Fills in indices Uses lower triangular so can do cliques etc. More...
void | factorizePart2 (int *rowsDropped)
| Factorize - filling in rowsDropped and returning number dropped in integerParam. More...
void | solve (CoinWorkDouble *region, int type)
| solve - 1 just first half, 2 just second half - 3 both. More...
int | preOrder (bool lowerTriangular, bool includeDiagonal, bool doKKT)
| Forms ADAT - returns nonzero if not enough memory. More...
void | updateDense (longDouble *d, int *first)
| Updates dense part (broken out for profiling) More...

## Protected Attributes
Data members
The data members are protected to allow access for derived classes.
int | type_
| type (may be useful) if > 20 do KKT More...
bool | doKKT_
| Doing full KKT (only used if default symbolic and factorization) More...
double | goDense_
| Go dense at this fraction. More...
double | choleskyCondition_
| choleskyCondition. More...
ClpInterior * | model_
| model. More...
int | numberTrials_
| numberTrials. Number of trials before rejection More...
int | numberRows_
| numberRows. Number of Rows in factorization More...
int | status_
| status. Status of factorization More...
char * | rowsDropped_
| rowsDropped More...
int * | permuteInverse_
| permute inverse. More...
int * | permute_
| main permute. More...
int | numberRowsDropped_
| numberRowsDropped. Number of rows gone More...
longDouble * | sparseFactor_
| sparseFactor. More...
int * | choleskyStart_
| choleskyStart - element starts More...
int * | choleskyRow_
| choleskyRow (can be shorter than sparsefactor) More...
int * | indexStart_
| Index starts. More...
longDouble * | diagonal_
| Diagonal. More...
longDouble * | workDouble_
| double work array More...
int * | link_
| link array More...
int * | workInteger_
int * | clique_
int | sizeFactor_
| sizeFactor. More...
int | sizeIndex_
| Size of index array. More...
int | firstDense_
| First dense row. More...
int | integerParameters_ [64]
| integerParameters More...
double | doubleParameters_ [64]
| doubleParameters; More...
ClpMatrixBase * | rowCopy_
| Row copy of matrix. More...
char * | whichDense_
| Dense indicators. More...
longDouble * | denseColumn_
| Dense columns (updated) More...
ClpCholeskyDense * | dense_
| Dense cholesky. More...
int | denseThreshold_
| Dense threshold (for taking out of Cholesky) More...

## Virtual methods that the derived classes may provide
virtual int | order (ClpInterior *model)
| Orders rows and saves pointer to matrix.and model. More...
virtual int | symbolic ()
| Does Symbolic factorization given permutation. More...
virtual int | factorize (const CoinWorkDouble *diagonal, int *rowsDropped)
| Factorize - filling in rowsDropped and returning number dropped. More...
virtual void | solve (CoinWorkDouble *region)
| Uses factorization to solve. More...
virtual void | solveKKT (CoinWorkDouble *region1, CoinWorkDouble *region2, const CoinWorkDouble *diagonal, CoinWorkDouble diagonalScaleFactor)
| Uses factorization to solve. More...
int | orderAMD ()
| AMD ordering. More...

## Other
Clone
virtual ClpCholeskyBase * | clone () const
int | type () const
| Returns type. More...
void | setType (int type)
| Sets type. More...
void | setModel (ClpInterior *model)
| model. More...

## 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 53 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 ClpCholeskyTaucs, ClpCholeskyUfl, ClpCholeskyMumps, ClpCholeskyWssmp, ClpCholeskyWssmpKKT, and ClpCholeskyDense.

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 ClpCholeskyTaucs, ClpCholeskyUfl, ClpCholeskyMumps, ClpCholeskyWssmp, ClpCholeskyWssmpKKT, and ClpCholeskyDense.

virtual int ClpCholeskyBase::factorize | ( | const CoinWorkDouble * | diagonal,
|  | int * | rowsDropped
| ) |  |
| virtual

Factorize - filling in rowsDropped and returning number dropped.

If return code negative then out of memory

Reimplemented in ClpCholeskyTaucs, ClpCholeskyUfl, ClpCholeskyMumps, ClpCholeskyWssmp, ClpCholeskyWssmpKKT, and ClpCholeskyDense.

virtual void ClpCholeskyBase::solve | ( | CoinWorkDouble * | region | ) |
| virtual

Uses factorization to solve.

Reimplemented in ClpCholeskyTaucs, ClpCholeskyUfl, ClpCholeskyMumps, ClpCholeskyWssmp, ClpCholeskyWssmpKKT, and ClpCholeskyDense.

virtual void ClpCholeskyBase::solveKKT | ( | CoinWorkDouble * | region1,
|  | CoinWorkDouble * | region2,
|  | const CoinWorkDouble * | diagonal,
|  | CoinWorkDouble | diagonalScaleFactor
| ) |  |
| virtual

Uses factorization to solve.

- given as if KKT. region1 is rows+columns, region2 is rows

Reimplemented in ClpCholeskyWssmpKKT.

int ClpCholeskyBase::orderAMD | ( |  | ) |
| private

AMD ordering.

int ClpCholeskyBase::status | ( |  | ) | const
| inline

status. Returns status

Definition at line 90 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::numberRowsDropped | ( |  | ) | const
| inline

numberRowsDropped. Number of rows gone

Definition at line 95 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::resetRowsDropped | ( |  | ) |

reset numberRowsDropped and rowsDropped.

char* ClpCholeskyBase::rowsDropped | ( |  | ) | const
| inline

rowsDropped - which rows are gone

Definition at line 102 of file ClpCholeskyBase.hpp.

double ClpCholeskyBase::choleskyCondition | ( |  | ) | const
| inline

choleskyCondition.

Definition at line 107 of file ClpCholeskyBase.hpp.

double ClpCholeskyBase::goDense | ( |  | ) | const
| inline

goDense i.e. use dense factoriaztion if > this (default 0.7).

Definition at line 112 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::setGoDense | ( | double | value | ) |
| inline

goDense i.e. use dense factoriaztion if > this (default 0.7).

Definition at line 117 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::rank | ( |  | ) | const
| inline

rank. Returns rank

Definition at line 122 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::numberRows | ( |  | ) | const
| inline

Return number of rows.

Definition at line 127 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::size | ( |  | ) | const
| inline

Return size.

Definition at line 132 of file ClpCholeskyBase.hpp.

longDouble* ClpCholeskyBase::sparseFactor | ( |  | ) | const
| inline

Return sparseFactor.

Definition at line 137 of file ClpCholeskyBase.hpp.

longDouble* ClpCholeskyBase::diagonal | ( |  | ) | const
| inline

Return diagonal.

Definition at line 142 of file ClpCholeskyBase.hpp.

longDouble* ClpCholeskyBase::workDouble | ( |  | ) | const
| inline

Return workDouble.

Definition at line 147 of file ClpCholeskyBase.hpp.

bool ClpCholeskyBase::kkt | ( |  | ) | const
| inline

If KKT on.

Definition at line 152 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::setKKT | ( | bool | yesNo | ) |
| inline

Set KKT.

Definition at line 157 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::setIntegerParameter | ( | int | i,
|  | int | value
| ) |  |
| inline

Set integer parameter.

Definition at line 162 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::getIntegerParameter | ( | int | i | ) |
| inline

get integer parameter

Definition at line 167 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::setDoubleParameter | ( | int | i,
|  | double | value
| ) |  |
| inline

Set double parameter.

Definition at line 172 of file ClpCholeskyBase.hpp.

double ClpCholeskyBase::getDoubleParameter | ( | int | i | ) |
| inline

get double parameter

Definition at line 177 of file ClpCholeskyBase.hpp.

ClpCholeskyBase& ClpCholeskyBase::operator= | ( | const ClpCholeskyBase & |  | ) |

Assignment.

virtual ClpCholeskyBase* ClpCholeskyBase::clone | ( |  | ) | const
| virtual

Reimplemented in ClpCholeskyDense, ClpCholeskyTaucs, ClpCholeskyUfl, ClpCholeskyWssmpKKT, ClpCholeskyMumps, and ClpCholeskyWssmp.

int ClpCholeskyBase::type | ( |  | ) | const
| inline

Returns type.

Definition at line 203 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::setType | ( | int | type | ) |
| inline protected

Sets type.

Definition at line 213 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::setModel | ( | ClpInterior * | model | ) |
| inline protected

model.

Definition at line 218 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::symbolic1 | ( | const int * | Astart,
|  | const int * | Arow
| ) |  |
| protected

Symbolic1 - works out size without clever stuff.

Uses upper triangular as much easier. Returns size

void ClpCholeskyBase::symbolic2 | ( | const int * | 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.

void ClpCholeskyBase::solve | ( | CoinWorkDouble * | 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

int ClpCholeskyBase::preOrder | ( | bool | lowerTriangular,
|  | bool | includeDiagonal,
|  | bool | doKKT
| ) |  |
| protected

Forms ADAT - returns nonzero if not enough memory.

void ClpCholeskyBase::updateDense | ( | longDouble * | d,
|  | 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 254 of file ClpCholeskyBase.hpp.

bool ClpCholeskyBase::doKKT_
| protected

Doing full KKT (only used if default symbolic and factorization)

Definition at line 256 of file ClpCholeskyBase.hpp.

double ClpCholeskyBase::goDense_
| protected

Go dense at this fraction.

Definition at line 258 of file ClpCholeskyBase.hpp.

double ClpCholeskyBase::choleskyCondition_
| protected

choleskyCondition.

Definition at line 260 of file ClpCholeskyBase.hpp.

ClpInterior* ClpCholeskyBase::model_
| protected

model.

Definition at line 262 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::numberTrials_
| protected

numberTrials. Number of trials before rejection

Definition at line 264 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::numberRows_
| protected

numberRows. Number of Rows in factorization

Definition at line 266 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::status_
| protected

status. Status of factorization

Definition at line 268 of file ClpCholeskyBase.hpp.

char* ClpCholeskyBase::rowsDropped_
| protected

rowsDropped

Definition at line 270 of file ClpCholeskyBase.hpp.

int* ClpCholeskyBase::permuteInverse_
| protected

permute inverse.

Definition at line 272 of file ClpCholeskyBase.hpp.

int* ClpCholeskyBase::permute_
| protected

main permute.

Definition at line 274 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::numberRowsDropped_
| protected

numberRowsDropped. Number of rows gone

Definition at line 276 of file ClpCholeskyBase.hpp.

longDouble* ClpCholeskyBase::sparseFactor_
| protected

sparseFactor.

Definition at line 278 of file ClpCholeskyBase.hpp.

int* ClpCholeskyBase::choleskyStart_
| protected

choleskyStart - element starts

Definition at line 280 of file ClpCholeskyBase.hpp.

int* ClpCholeskyBase::choleskyRow_
| protected

choleskyRow (can be shorter than sparsefactor)

Definition at line 282 of file ClpCholeskyBase.hpp.

int* ClpCholeskyBase::indexStart_
| protected

Index starts.

Definition at line 284 of file ClpCholeskyBase.hpp.

longDouble* ClpCholeskyBase::diagonal_
| protected

Diagonal.

Definition at line 286 of file ClpCholeskyBase.hpp.

longDouble* ClpCholeskyBase::workDouble_
| protected

double work array

Definition at line 288 of file ClpCholeskyBase.hpp.

int* ClpCholeskyBase::link_
| protected

link array

Definition at line 290 of file ClpCholeskyBase.hpp.

int* ClpCholeskyBase::workInteger_
| protected

Definition at line 292 of file ClpCholeskyBase.hpp.

int* ClpCholeskyBase::clique_
| protected

Definition at line 294 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::sizeFactor_
| protected

sizeFactor.

Definition at line 296 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::sizeIndex_
| protected

Size of index array.

Definition at line 298 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::firstDense_
| protected

First dense row.

Definition at line 300 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::integerParameters_[64]
| protected

integerParameters

Definition at line 302 of file ClpCholeskyBase.hpp.

double ClpCholeskyBase::doubleParameters_[64]
| protected

doubleParameters;

Definition at line 304 of file ClpCholeskyBase.hpp.

ClpMatrixBase* ClpCholeskyBase::rowCopy_
| protected

Row copy of matrix.

Definition at line 306 of file ClpCholeskyBase.hpp.

char* ClpCholeskyBase::whichDense_
| protected

Dense indicators.

Definition at line 308 of file ClpCholeskyBase.hpp.

longDouble* ClpCholeskyBase::denseColumn_
| protected

Dense columns (updated)

Definition at line 310 of file ClpCholeskyBase.hpp.

ClpCholeskyDense* ClpCholeskyBase::dense_
| protected

Dense cholesky.

Definition at line 312 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::denseThreshold_
| protected

Dense threshold (for taking out of Cholesky)

Definition at line 314 of file ClpCholeskyBase.hpp.

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

- /tmp/Clp-1.17.6/Clp/src/ClpCholeskyBase.hpp