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ClpCholeskyBase.hpp
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1 /* $Id: ClpCholeskyBase.hpp 1722 2011-04-17 09:58:37Z stefan $ */
2 // Copyright (C) 2003, International Business Machines
3 // Corporation and others. All Rights Reserved.
4 // This code is licensed under the terms of the Eclipse Public License (EPL).
5
6 #ifndef ClpCholeskyBase_H
7 #define ClpCholeskyBase_H
8
9 #include "CoinPragma.hpp"
10 #include "CoinTypes.hpp"
11 //#define CLP_LONG_CHOLESKY 0
12 #ifndef CLP_LONG_CHOLESKY
13 #define CLP_LONG_CHOLESKY 0
14 #endif
15 /* valid combinations are
16 CLP_LONG_CHOLESKY 0 and COIN_LONG_WORK 0
17 CLP_LONG_CHOLESKY 1 and COIN_LONG_WORK 1
18 CLP_LONG_CHOLESKY 2 and COIN_LONG_WORK 1
19 */
20 #if COIN_LONG_WORK==0
21 #if CLP_LONG_CHOLESKY>0
22 #define CHOLESKY_BAD_COMBINATION
23 #endif
24 #else
25 #if CLP_LONG_CHOLESKY==0
26 #define CHOLESKY_BAD_COMBINATION
27 #endif
28 #endif
29 #ifdef CHOLESKY_BAD_COMBINATION
30 # warning("Bad combination of CLP_LONG_CHOLESKY and COIN_BIG_DOUBLE/COIN_LONG_WORK");
31 "Bad combination of CLP_LONG_CHOLESKY and COIN_LONG_WORK"
32 #endif
33 #if CLP_LONG_CHOLESKY>1
34 typedef long double longDouble;
35 #define CHOL_SMALL_VALUE 1.0e-15
36 #elif CLP_LONG_CHOLESKY==1
37 typedef double longDouble;
38 #define CHOL_SMALL_VALUE 1.0e-11
39 #else
40 typedef double longDouble;
41 #define CHOL_SMALL_VALUE 1.0e-11
42 #endif
43 class ClpInterior;
44 class ClpCholeskyDense;
45 class ClpMatrixBase;
46
53 class ClpCholeskyBase {
54
55 public:
64 virtual int order(ClpInterior * model);
69 virtual int symbolic();
72 virtual int factorize(const CoinWorkDouble * diagonal, int * rowsDropped) ;
74 virtual void solve (CoinWorkDouble * region) ;
77 virtual void solveKKT (CoinWorkDouble * region1, CoinWorkDouble * region2, const CoinWorkDouble * diagonal,
78 CoinWorkDouble diagonalScaleFactor);
79 private:
81 int orderAMD();
82 public:
84
87 inline int status() const {
89 return status_;
90 }
92 inline int numberRowsDropped() const {
93 return numberRowsDropped_;
94 }
96 void resetRowsDropped();
98 inline char * rowsDropped() const {
99 return rowsDropped_;
100 }
102 inline double choleskyCondition() const {
103 return choleskyCondition_;
104 }
106 inline double goDense() const {
107 return goDense_;
108 }
110 inline void setGoDense(double value) {
111 goDense_ = value;
112 }
114 inline int rank() const {
115 return numberRows_ - numberRowsDropped_;
116 }
118 inline int numberRows() const {
119 return numberRows_;
120 }
122 inline CoinBigIndex size() const {
123 return sizeFactor_;
124 }
126 inline longDouble * sparseFactor() const {
127 return sparseFactor_;
128 }
130 inline longDouble * diagonal() const {
131 return diagonal_;
132 }
134 inline longDouble * workDouble() const {
135 return workDouble_;
136 }
138 inline bool kkt() const {
139 return doKKT_;
140 }
142 inline void setKKT(bool yesNo) {
143 doKKT_ = yesNo;
144 }
146 inline void setIntegerParameter(int i, int value) {
147 integerParameters_[i] = value;
148 }
150 inline int getIntegerParameter(int i) {
151 return integerParameters_[i];
152 }
154 inline void setDoubleParameter(int i, double value) {
155 doubleParameters_[i] = value;
156 }
158 inline double getDoubleParameter(int i) {
159 return doubleParameters_[i];
160 }
162
163
164 public:
165
171 ClpCholeskyBase(int denseThreshold = -1);
173 virtual ~ClpCholeskyBase();
175 ClpCholeskyBase(const ClpCholeskyBase&);
177 ClpCholeskyBase& operator=(const ClpCholeskyBase&);
179
180 virtual ClpCholeskyBase * clone() const;
183
185 inline int type() const {
186 if (doKKT_) return 100;
187 else return type_;
188 }
189 protected:
191 inline void setType(int type) {
192 type_ = type;
193 }
195 inline void setModel(ClpInterior * model) {
196 model_ = model;
197 }
199
206 int symbolic1(const CoinBigIndex * Astart, const int * Arow);
210 void symbolic2(const CoinBigIndex * Astart, const int * Arow);
214 void factorizePart2(int * rowsDropped) ;
218 void solve(CoinWorkDouble * region, int type);
220 int preOrder(bool lowerTriangular, bool includeDiagonal, bool doKKT);
222 void updateDense(longDouble * d, /*longDouble * work,*/ int * first);
224
225 protected:
229 int type_;
232 bool doKKT_;
234 double goDense_;
236 double choleskyCondition_;
238 ClpInterior * model_;
240 int numberTrials_;
242 int numberRows_;
244 int status_;
246 char * rowsDropped_;
248 int * permuteInverse_;
250 int * permute_;
252 int numberRowsDropped_;
254 longDouble * sparseFactor_;
256 CoinBigIndex * choleskyStart_;
258 int * choleskyRow_;
260 CoinBigIndex * indexStart_;
262 longDouble * diagonal_;
264 longDouble * workDouble_;
266 int * link_;
267 // Integer work array
268 CoinBigIndex * workInteger_;
269 // Clique information
270 int * clique_;
272 CoinBigIndex sizeFactor_;
274 CoinBigIndex sizeIndex_;
276 int firstDense_;
278 int integerParameters_[64];
280 double doubleParameters_[64];
282 ClpMatrixBase * rowCopy_;
284 char * whichDense_;
286 longDouble * denseColumn_;
288 ClpCholeskyDense * dense_;
290 int denseThreshold_;
292 };
293
294 #endif
ClpCholeskyBase::sparseFactor
longDouble * sparseFactor() const
Return sparseFactor.
Definition: ClpCholeskyBase.hpp:126
ClpCholeskyBase::type_
int type_
type (may be useful) if &gt; 20 do KKT
Definition: ClpCholeskyBase.hpp:230
ClpCholeskyBase::symbolic
virtual int symbolic()
Does Symbolic factorization given permutation.
ClpCholeskyBase::numberRowsDropped
int numberRowsDropped() const
numberRowsDropped. Number of rows gone
Definition: ClpCholeskyBase.hpp:92
ClpMatrixBase
Abstract base class for Clp Matrices.
Definition: ClpMatrixBase.hpp:38
ClpCholeskyBase::permuteInverse_
int * permuteInverse_
permute inverse.
Definition: ClpCholeskyBase.hpp:248
ClpInterior
This solves LPs using interior point methods.
Definition: ClpInterior.hpp:72
ClpCholeskyBase::whichDense_
char * whichDense_
Dense indicators.
Definition: ClpCholeskyBase.hpp:284
ClpCholeskyBase::rowsDropped
char * rowsDropped() const
rowsDropped - which rows are gone
Definition: ClpCholeskyBase.hpp:98
CoinTypes.hpp
ClpCholeskyBase::goDense_
double goDense_
Go dense at this fraction.
Definition: ClpCholeskyBase.hpp:234
ClpCholeskyBase::getDoubleParameter
double getDoubleParameter(int i)
get double parameter
Definition: ClpCholeskyBase.hpp:158
ClpCholeskyBase::sparseFactor_
longDouble * sparseFactor_
sparseFactor.
Definition: ClpCholeskyBase.hpp:254
ClpCholeskyBase::setIntegerParameter
void setIntegerParameter(int i, int value)
Set integer parameter.
Definition: ClpCholeskyBase.hpp:146
ClpCholeskyBase::rowsDropped_
char * rowsDropped_
rowsDropped
Definition: ClpCholeskyBase.hpp:246
ClpCholeskyBase::setType
void setType(int type)
Sets type.
Definition: ClpCholeskyBase.hpp:191
ClpCholeskyBase::preOrder
int preOrder(bool lowerTriangular, bool includeDiagonal, bool doKKT)
Forms ADAT - returns nonzero if not enough memory.
ClpCholeskyBase::choleskyCondition_
double choleskyCondition_
choleskyCondition.
Definition: ClpCholeskyBase.hpp:236
ClpCholeskyBase::size
CoinBigIndex size() const
Return size.
Definition: ClpCholeskyBase.hpp:122
ClpCholeskyBase::rowCopy_
ClpMatrixBase * rowCopy_
Row copy of matrix.
Definition: ClpCholeskyBase.hpp:282
ClpCholeskyBase::goDense
double goDense() const
goDense i.e. use dense factoriaztion if &gt; this (default 0.7).
Definition: ClpCholeskyBase.hpp:106
ClpCholeskyBase::workDouble_
longDouble * workDouble_
double work array
Definition: ClpCholeskyBase.hpp:264
ClpCholeskyBase::solveKKT
virtual void solveKKT(CoinWorkDouble *region1, CoinWorkDouble *region2, const CoinWorkDouble *diagonal, CoinWorkDouble diagonalScaleFactor)
Uses factorization to solve.
ClpCholeskyBase::rank
int rank() const
rank. Returns rank
Definition: ClpCholeskyBase.hpp:114
ClpCholeskyBase::numberRows_
int numberRows_
numberRows. Number of Rows in factorization
Definition: ClpCholeskyBase.hpp:242
ClpCholeskyBase::workInteger_
CoinBigIndex * workInteger_
Definition: ClpCholeskyBase.hpp:268
ClpCholeskyBase::orderAMD
int orderAMD()
AMD ordering.
ClpCholeskyBase::solve
virtual void solve(CoinWorkDouble *region)
Uses factorization to solve.
ClpCholeskyBase::~ClpCholeskyBase
virtual ~ClpCholeskyBase()
Destructor (has to be public)
ClpCholeskyBase
Base class for Clp Cholesky factorization Will do better factorization.
Definition: ClpCholeskyBase.hpp:53
ClpCholeskyBase::indexStart_
CoinBigIndex * indexStart_
Index starts.
Definition: ClpCholeskyBase.hpp:260
ClpCholeskyBase::workDouble
longDouble * workDouble() const
Return workDouble.
Definition: ClpCholeskyBase.hpp:134
ClpCholeskyBase::kkt
bool kkt() const
If KKT on.
Definition: ClpCholeskyBase.hpp:138
ClpCholeskyBase::numberRowsDropped_
int numberRowsDropped_
numberRowsDropped. Number of rows gone
Definition: ClpCholeskyBase.hpp:252
ClpCholeskyBase::factorizePart2
void factorizePart2(int *rowsDropped)
Factorize - filling in rowsDropped and returning number dropped in integerParam.
ClpCholeskyBase::resetRowsDropped
void resetRowsDropped()
reset numberRowsDropped and rowsDropped.
ClpCholeskyDense
Definition: ClpCholeskyDense.hpp:14
ClpCholeskyBase::getIntegerParameter
int getIntegerParameter(int i)
get integer parameter
Definition: ClpCholeskyBase.hpp:150
ClpCholeskyBase::model_
ClpInterior * model_
model.
Definition: ClpCholeskyBase.hpp:238
ClpCholeskyBase::status
int status() const
status. Returns status
Definition: ClpCholeskyBase.hpp:88
ClpCholeskyBase::numberRows
int numberRows() const
Return number of rows.
Definition: ClpCholeskyBase.hpp:118
CoinPragma.hpp
ClpCholeskyBase::diagonal
longDouble * diagonal() const
Return diagonal.
Definition: ClpCholeskyBase.hpp:130
ClpCholeskyBase::diagonal_
longDouble * diagonal_
Diagonal.
Definition: ClpCholeskyBase.hpp:262
ClpCholeskyBase::sizeIndex_
CoinBigIndex sizeIndex_
Size of index array.
Definition: ClpCholeskyBase.hpp:274
ClpCholeskyBase::setModel
void setModel(ClpInterior *model)
model.
Definition: ClpCholeskyBase.hpp:195
ClpCholeskyBase::doubleParameters_
double doubleParameters_[64]
doubleParameters;
Definition: ClpCholeskyBase.hpp:280
ClpCholeskyBase::firstDense_
int firstDense_
First dense row.
Definition: ClpCholeskyBase.hpp:276
ClpCholeskyBase::order
virtual int order(ClpInterior *model)
Orders rows and saves pointer to matrix.and model.
ClpCholeskyBase::dense_
ClpCholeskyDense * dense_
Dense cholesky.
Definition: ClpCholeskyBase.hpp:288
ClpCholeskyBase::operator=
ClpCholeskyBase & operator=(const ClpCholeskyBase &)
Assignment.
ClpCholeskyBase::link_
int * link_
link array
Definition: ClpCholeskyBase.hpp:266
ClpCholeskyBase::updateDense
void updateDense(longDouble *d, int *first)
Updates dense part (broken out for profiling)
ClpCholeskyBase::numberTrials_
int numberTrials_
numberTrials. Number of trials before rejection
Definition: ClpCholeskyBase.hpp:240
longDouble
double longDouble
Definition: ClpCholeskyBase.hpp:40
ClpCholeskyBase::clique_
int * clique_
Definition: ClpCholeskyBase.hpp:270
ClpCholeskyBase::setKKT
void setKKT(bool yesNo)
Set KKT.
Definition: ClpCholeskyBase.hpp:142
ClpCholeskyBase::factorize
virtual int factorize(const CoinWorkDouble *diagonal, int *rowsDropped)
Factorize - filling in rowsDropped and returning number dropped.
CoinBigIndex
int CoinBigIndex
Definition: Coin_C_defines.h:105
ClpCholeskyBase::choleskyCondition
double choleskyCondition() const
choleskyCondition.
Definition: ClpCholeskyBase.hpp:102
ClpCholeskyBase::choleskyRow_
int * choleskyRow_
choleskyRow (can be shorter than sparsefactor)
Definition: ClpCholeskyBase.hpp:258
ClpCholeskyBase::choleskyStart_
CoinBigIndex * choleskyStart_
choleskyStart - element starts
Definition: ClpCholeskyBase.hpp:256
ClpCholeskyBase::permute_
int * permute_
main permute.
Definition: ClpCholeskyBase.hpp:250
ClpCholeskyBase::sizeFactor_
CoinBigIndex sizeFactor_
sizeFactor.
Definition: ClpCholeskyBase.hpp:272
ClpCholeskyBase::setDoubleParameter
void setDoubleParameter(int i, double value)
Set double parameter.
Definition: ClpCholeskyBase.hpp:154
ClpCholeskyBase::denseColumn_
longDouble * denseColumn_
Dense columns (updated)
Definition: ClpCholeskyBase.hpp:286
CoinWorkDouble
double CoinWorkDouble
Definition: CoinTypes.hpp:53
ClpCholeskyBase::symbolic1
int symbolic1(const CoinBigIndex *Astart, const int *Arow)
Symbolic1 - works out size without clever stuff.
ClpCholeskyBase::clone
virtual ClpCholeskyBase * clone() const
ClpCholeskyBase::symbolic2
void symbolic2(const CoinBigIndex *Astart, const int *Arow)
Symbolic2 - Fills in indices Uses lower triangular so can do cliques etc.
ClpCholeskyBase::type
int type() const
Returns type.
Definition: ClpCholeskyBase.hpp:185
ClpCholeskyBase::ClpCholeskyBase
ClpCholeskyBase(int denseThreshold=-1)
Constructor which has dense columns activated.
ClpCholeskyBase::status_
int status_
status. Status of factorization
Definition: ClpCholeskyBase.hpp:244
ClpCholeskyBase::doKKT_
bool doKKT_
Doing full KKT (only used if default symbolic and factorization)
Definition: ClpCholeskyBase.hpp:232
ClpCholeskyBase::setGoDense
void setGoDense(double value)
goDense i.e. use dense factoriaztion if &gt; this (default 0.7).
Definition: ClpCholeskyBase.hpp:110
ClpCholeskyBase::denseThreshold_
int denseThreshold_
Dense threshold (for taking out of Cholesky)
Definition: ClpCholeskyBase.hpp:290
ClpCholeskyBase::integerParameters_
int integerParameters_[64]
integerParameters
Definition: ClpCholeskyBase.hpp:278