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# /home/coin/svn-release/Alps-1.5.2/Clp/src/AbcMatrix.hpp

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    00001 /* $Id: AbcMatrix.hpp 1910 2013-01-27 02:00:13Z stefan $ */
    00002 // Copyright (C) 2002, International Business Machines
    00003 // Corporation and others, Copyright (C) 2012, FasterCoin.  All Rights Reserved.
    00004 // This code is licensed under the terms of the Eclipse Public License (EPL).
    00005
    00006 #ifndef AbcMatrix_H
    00007 #define AbcMatrix_H
    00008
    00009 #include "CoinPragma.hpp"
    00010
    00011 #include "ClpMatrixBase.hpp"
    00012 #include "AbcSimplex.hpp"
    00013 #include "CoinAbcHelperFunctions.hpp"
    00020 class AbcMatrix2;
    00021 class AbcMatrix3;
    00022 class AbcMatrix {
    00023
    00024 public:
    00027
    00028   inline CoinPackedMatrix * getPackedMatrix() const {
    00029     return matrix_;
    00030   }
    00032   inline bool isColOrdered() const {
    00033     return true;
    00034   }
    00036   inline CoinBigIndex getNumElements() const {
    00037     return matrix_->getNumElements();
    00038   }
    00040   inline int getNumCols() const {
    00041     assert(matrix_->getNumCols()==model_->numberColumns());return matrix_->getNumCols();
    00042   }
    00044   inline int getNumRows() const {
    00045     assert(matrix_->getNumRows()==model_->numberRows());return matrix_->getNumRows();
    00046   }
    00048   void setModel(AbcSimplex * model);
    00050   inline const double * getElements() const {
    00051     return matrix_->getElements();
    00052   }
    00054   inline double * getMutableElements() const {
    00055     return matrix_->getMutableElements();
    00056   }
    00058   inline const int * getIndices() const {
    00059     return matrix_->getIndices();
    00060   }
    00062   inline int * getMutableIndices() const {
    00063     return matrix_->getMutableIndices();
    00064   }
    00066   inline const CoinBigIndex * getVectorStarts() const {
    00067     return matrix_->getVectorStarts();
    00068   }
    00069   inline  CoinBigIndex * getMutableVectorStarts() const {
    00070     return matrix_->getMutableVectorStarts();
    00071   }
    00073   inline const int * getVectorLengths() const {
    00074     return matrix_->getVectorLengths();
    00075   }
    00077   inline int * getMutableVectorLengths() const {
    00078     return matrix_->getMutableVectorLengths();
    00079   }
    00081   CoinBigIndex * rowStart() const;
    00083   CoinBigIndex * rowEnd() const;
    00085   double * rowElements() const;
    00087   CoinSimplexInt * rowColumns() const;
    00089   CoinPackedMatrix * reverseOrderedCopy() const;
    00091   CoinBigIndex countBasis(const int * whichColumn,
    00092                           int & numberColumnBasic);
    00094   void fillBasis(const int * whichColumn,
    00095                  int & numberColumnBasic,
    00096                  int * row, int * start,
    00097                  int * rowCount, int * columnCount,
    00098                  CoinSimplexDouble * element);
    00100   void fillBasis(const int * whichColumn,
    00101                  int & numberColumnBasic,
    00102                  int * row, int * start,
    00103                  int * rowCount, int * columnCount,
    00104                  long double * element);
    00107   void scale(int numberRowsAlreadyScaled);
    00109   void createRowCopy();
    00111   void takeOutOfUseful(int sequence,CoinIndexedVector & spare);
    00113   void putIntofUseful(int sequence,CoinIndexedVector & spare);
    00115   void inOutUseful(int sequenceIn,int sequenceOut);
    00117   void makeAllUseful(CoinIndexedVector & spare);
    00119   void sortUseful(CoinIndexedVector & spare);
    00121   void moveLargestToStart();
    00122
    00125   void unpack(CoinIndexedVector & rowArray,
    00126               int column) const ;
    00129   void add(CoinIndexedVector & rowArray, int column, double multiplier) const ;
    00131
    00137   void timesModifyExcludingSlacks(double scalar,
    00138              const double * x, double * y) const;
    00142   void timesModifyIncludingSlacks(double scalar,
    00143              const double * x, double * y) const;
    00147   void timesIncludingSlacks(double scalar,
    00148              const double * x, double * y) const;
    00152   void transposeTimesNonBasic(double scalar,
    00153                             const double * x, double * y) const;
    00157   void transposeTimesAll(const double * x, double * y) const;
    00161   void transposeTimesBasic(double scalar,
    00162                             const double * x, double * y) const;
    00173   int transposeTimesNonBasic(double scalar,
    00174                       const CoinIndexedVector & x,
    00175                       CoinIndexedVector & z) const;
    00177   double dualColumn1(const CoinIndexedVector & update,
    00178                      CoinPartitionedVector & tableauRow,
    00179                      CoinPartitionedVector & candidateList) const;
    00181   double dualColumn1Row(int iBlock, double upperThetaSlack, int & freeSequence,
    00182                         const CoinIndexedVector & update,
    00183                         CoinPartitionedVector & tableauRow,
    00184                         CoinPartitionedVector & candidateList) const;
    00186   double dualColumn1RowFew(int iBlock, double upperThetaSlack, int & freeSequence,
    00187                          const CoinIndexedVector & update,
    00188                          CoinPartitionedVector & tableauRow,
    00189                          CoinPartitionedVector & candidateList) const;
    00191   double dualColumn1Row2(double upperThetaSlack, int & freeSequence,
    00192                          const CoinIndexedVector & update,
    00193                          CoinPartitionedVector & tableauRow,
    00194                          CoinPartitionedVector & candidateList) const;
    00196   double dualColumn1Row1(double upperThetaSlack, int & freeSequence,
    00197                          const CoinIndexedVector & update,
    00198                          CoinPartitionedVector & tableauRow,
    00199                          CoinPartitionedVector & candidateList) const;
    00203   void dualColumn1Part(int iBlock,int & sequenceIn, double & upperTheta,
    00204                          const CoinIndexedVector & update,
    00205                          CoinPartitionedVector & tableauRow,
    00206                          CoinPartitionedVector & candidateList) const;
    00208   void rebalance() const;
    00210   int pivotColumnDantzig(const CoinIndexedVector & updates,
    00211                          CoinPartitionedVector & spare) const;
    00213   int pivotColumnDantzig(int iBlock,bool doByRow,const CoinIndexedVector & updates,
    00214                          CoinPartitionedVector & spare,
    00215                          double & bestValue) const;
    00217   int primalColumnRow(int iBlock,bool doByRow,const CoinIndexedVector & update,
    00218                           CoinPartitionedVector & tableauRow) const;
    00220   int primalColumnRowAndDjs(int iBlock,const CoinIndexedVector & updateTableau,
    00221                           const CoinIndexedVector & updateDjs,
    00222                             CoinPartitionedVector & tableauRow) const;
    00225   int chooseBestDj(int iBlock,const CoinIndexedVector & infeasibilities,
    00226                    const double * weights) const;
    00232   int primalColumnDouble(int iBlock,CoinPartitionedVector & updateForTableauRow,
    00233                           CoinPartitionedVector & updateForDjs,
    00234                           const CoinIndexedVector & updateForWeights,
    00235                           CoinPartitionedVector & spareColumn1,
    00236                           double * infeasibilities,
    00237                           double referenceIn, double devex,
    00238                           // Array for exact devex to say what is in reference framework
    00239                           unsigned int * reference,
    00240                           double * weights, double scaleFactor) const;
    00246   int primalColumnSparseDouble(int iBlock,CoinPartitionedVector & updateForTableauRow,
    00247                           CoinPartitionedVector & updateForDjs,
    00248                           const CoinIndexedVector & updateForWeights,
    00249                           CoinPartitionedVector & spareColumn1,
    00250                           double * infeasibilities,
    00251                           double referenceIn, double devex,
    00252                           // Array for exact devex to say what is in reference framework
    00253                           unsigned int * reference,
    00254                           double * weights, double scaleFactor) const;
    00260   int primalColumnDouble(CoinPartitionedVector & updateForTableauRow,
    00261                          CoinPartitionedVector & updateForDjs,
    00262                          const CoinIndexedVector & updateForWeights,
    00263                          CoinPartitionedVector & spareColumn1,
    00264                          CoinIndexedVector & infeasible,
    00265                          double referenceIn, double devex,
    00266                          // Array for exact devex to say what is in reference framework
    00267                          unsigned int * reference,
    00268                          double * weights, double scaleFactor) const;
    00270   void primalColumnSubset(int iBlock,const CoinIndexedVector & update,
    00271                           const CoinPartitionedVector & tableauRow,
    00272                           CoinPartitionedVector & weights) const;
    00274   void partialPricing(double startFraction, double endFraction,
    00275                       int & bestSequence, int & numberWanted);
    00279   void subsetTransposeTimes(const CoinIndexedVector & x,
    00280                             CoinIndexedVector & z) const;
    00282   void transposeTimes(const CoinIndexedVector & x,
    00283                             CoinIndexedVector & z) const;
    00285
    00288
    00289   inline CoinPackedMatrix * matrix() const {
    00290     return matrix_;
    00291   }
    00294   inline int minimumObjectsScan() const {
    00295     return minimumObjectsScan_;
    00296   }
    00297   inline void setMinimumObjectsScan(int value) {
    00298     minimumObjectsScan_ = value;
    00299   }
    00301   inline int minimumGoodReducedCosts() const {
    00302     return minimumGoodReducedCosts_;
    00303   }
    00304   inline void setMinimumGoodReducedCosts(int value) {
    00305     minimumGoodReducedCosts_ = value;
    00306   }
    00308   inline double startFraction() const {
    00309     return startFraction_;
    00310   }
    00311   inline void setStartFraction(double value) {
    00312     startFraction_ = value;
    00313   }
    00315   inline double endFraction() const {
    00316     return endFraction_;
    00317   }
    00318   inline void setEndFraction(double value) {
    00319     endFraction_ = value;
    00320   }
    00322   inline double savedBestDj() const {
    00323     return savedBestDj_;
    00324   }
    00325   inline void setSavedBestDj(double value) {
    00326     savedBestDj_ = value;
    00327   }
    00329   inline int originalWanted() const {
    00330     return originalWanted_;
    00331   }
    00332   inline void setOriginalWanted(int value) {
    00333     originalWanted_ = value;
    00334   }
    00336   inline int currentWanted() const {
    00337     return currentWanted_;
    00338   }
    00339   inline void setCurrentWanted(int value) {
    00340     currentWanted_ = value;
    00341   }
    00343   inline int savedBestSequence() const {
    00344     return savedBestSequence_;
    00345   }
    00346   inline void setSavedBestSequence(int value) {
    00347     savedBestSequence_ = value;
    00348   }
    00350   inline int * startColumnBlock() const
    00351   {return startColumnBlock_;}
    00353   inline const int * blockStart() const
    00354   { return blockStart_;}
    00355   inline bool gotRowCopy() const
    00356   { return rowStart_!=0;}
    00358   inline int blockStart(int block) const
    00359   { return blockStart_[block];}
    00361   inline int numberColumnBlocks() const
    00362   { return numberColumnBlocks_;}
    00364   inline int numberRowBlocks() const
    00365   { return numberRowBlocks_;}
    00367
    00368
    00372   AbcMatrix();
    00374   ~AbcMatrix();
    00376
    00380   AbcMatrix(const AbcMatrix&);
    00382   AbcMatrix(const CoinPackedMatrix&);
    00385   AbcMatrix (const AbcMatrix & wholeModel,
    00386              int numberRows, const int * whichRows,
    00387              int numberColumns, const int * whichColumns);
    00388   AbcMatrix (const CoinPackedMatrix & wholeModel,
    00389              int numberRows, const int * whichRows,
    00390              int numberColumns, const int * whichColumns);
    00391
    00392   AbcMatrix& operator=(const AbcMatrix&);
    00394   void copy(const AbcMatrix * from);
    00396 private:
    00397
    00398 protected:
    00402
    00403   CoinPackedMatrix * matrix_;
    00405   mutable AbcSimplex * model_;
    00406 #if ABC_PARALLEL==0
    00407 #define NUMBER_ROW_BLOCKS 1
    00408 #define NUMBER_COLUMN_BLOCKS 1
    00409 #elif ABC_PARALLEL==1
    00410 #define NUMBER_ROW_BLOCKS 4
    00411 #define NUMBER_COLUMN_BLOCKS 4
    00412 #else
    00413 #define NUMBER_ROW_BLOCKS 8
    00414 #define NUMBER_COLUMN_BLOCKS 8
    00415 #endif
    00416
    00419   CoinBigIndex * rowStart_;
    00421   double * element_;
    00423   int * column_;
    00425   mutable int startColumnBlock_[NUMBER_COLUMN_BLOCKS+1];
    00427   int blockStart_[NUMBER_ROW_BLOCKS+1];
    00429   mutable int numberColumnBlocks_;
    00431   int numberRowBlocks_;
    00432   //#define COUNT_COPY
    00433 #ifdef COUNT_COPY
    00434 #define MAX_COUNT 13
    00436   CoinBigIndex countStart_[MAX_COUNT+1];
    00438   int countFirst_[MAX_COUNT+1];
    00439   // later int countEndUseful_[MAX_COUNT+1];
    00440   int * countRealColumn_;
    00441   // later int * countInverseRealColumn_;
    00442   CoinBigIndex * countStartLarge_;
    00443   int * countRow_;
    00444   double * countElement_;
    00445   int smallestCount_;
    00446   int largestCount_;
    00447 #endif
    00449   //AbcMatrix2 * rowCopy_;
    00451   //AbcMatrix3 * columnCopy_;
    00453   double startFraction_;
    00455   double endFraction_;
    00457   double savedBestDj_;
    00459   int originalWanted_;
    00461   int currentWanted_;
    00463   int savedBestSequence_;
    00465   int minimumObjectsScan_;
    00467   int minimumGoodReducedCosts_;
    00468
    00469 };
    00470 #ifdef THREAD
    00471 #include <pthread.h>
    00472 typedef struct {
    00473   double acceptablePivot;
    00474   const AbcSimplex * model;
    00475   double * spare;
    00476   int * spareIndex;
    00477   double * arrayTemp;
    00478   int * indexTemp;
    00479   int * numberInPtr;
    00480   double * bestPossiblePtr;
    00481   double * upperThetaPtr;
    00482   int * posFreePtr;
    00483   double * freePivotPtr;
    00484   int * numberOutPtr;
    00485   const unsigned short * count;
    00486   const double * pi;
    00487   const CoinBigIndex * rowStart;
    00488   const double * element;
    00489   const unsigned short * column;
    00490   int offset;
    00491   int numberInRowArray;
    00492   int numberLook;
    00493 } dualColumn0Struct;
    00494 #endif
    00495 class AbcMatrix2 {
    00496
    00497 public:
    00503   void transposeTimes(const AbcSimplex * model,
    00504                       const CoinPackedMatrix * rowCopy,
    00505                       const CoinIndexedVector & x,
    00506                       CoinIndexedVector & spareArray,
    00507                       CoinIndexedVector & z) const;
    00509   inline bool usefulInfo() const {
    00510     return rowStart_ != NULL;
    00511   }
    00513
    00514
    00518   AbcMatrix2();
    00520   AbcMatrix2(AbcSimplex * model, const CoinPackedMatrix * rowCopy);
    00522   ~AbcMatrix2();
    00524
    00528   AbcMatrix2(const AbcMatrix2&);
    00529   AbcMatrix2& operator=(const AbcMatrix2&);
    00531
    00532
    00533 protected:
    00537
    00538   int numberBlocks_;
    00540   int numberRows_;
    00542   int * offset_;
    00544   mutable unsigned short * count_;
    00546   mutable CoinBigIndex * rowStart_;
    00548   unsigned short * column_;
    00550   double * work_;
    00551 #ifdef THREAD
    00552   pthread_t * threadId_;
    00553   dualColumn0Struct * info_;
    00554 #endif
    00555
    00556 };
    00557 typedef struct {
    00558   CoinBigIndex startElements_; // point to data
    00559   int startIndices_; // point to column_
    00560   int numberInBlock_;
    00561   int numberPrice_; // at beginning
    00562   int numberElements_; // number elements per column
    00563 } blockStruct3;
    00564 class AbcMatrix3 {
    00565
    00566 public:
    00572   void transposeTimes(const AbcSimplex * model,
    00573                       const double * pi,
    00574                       CoinIndexedVector & output) const;
    00576   void transposeTimes2(const AbcSimplex * model,
    00577                        const double * pi, CoinIndexedVector & dj1,
    00578                        const double * piWeight,
    00579                        double referenceIn, double devex,
    00580                        // Array for exact devex to say what is in reference framework
    00581                        unsigned int * reference,
    00582                        double * weights, double scaleFactor);
    00584
    00585
    00589   AbcMatrix3();
    00591   AbcMatrix3(AbcSimplex * model, const CoinPackedMatrix * columnCopy);
    00593   ~AbcMatrix3();
    00595
    00599   AbcMatrix3(const AbcMatrix3&);
    00600   AbcMatrix3& operator=(const AbcMatrix3&);
    00602
    00605   void sortBlocks(const AbcSimplex * model);
    00607   void swapOne(const AbcSimplex * model, const AbcMatrix * matrix,
    00608                int iColumn);
    00610
    00611
    00612 protected:
    00616
    00617   int numberBlocks_;
    00619   int numberColumns_;
    00621   int * column_;
    00623   CoinBigIndex * start_;
    00625   int * row_;
    00627   double * element_;
    00629   blockStruct * block_;
    00631 };
    00632
    00633 #endif