Clp  1.17.8
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ClpCholeskyTaucs Class Reference

Taucs class for Clp Cholesky factorization. More...

#include <ClpCholeskyTaucs.hpp>

+ Inheritance diagram for ClpCholeskyTaucs:
+ Collaboration diagram for ClpCholeskyTaucs:

Public Member Functions

Virtual methods that the derived classes provides


virtual int order (ClpInterior *model)
 Orders rows and saves pointer to matrix.and model. More...
 
virtual int symbolic ()
 Dummy. More...
 
virtual int factorize (const double *diagonal, int *rowsDropped)
 Factorize - filling in rowsDropped and returning number dropped. More...
 
virtual void solve (double *region)
 Uses factorization to solve. More...
 
Constructors, destructor
 ClpCholeskyTaucs ()
 Default constructor. More...
 
virtual ~ClpCholeskyTaucs ()
 Destructor
More...
 
 ClpCholeskyTaucs (const ClpCholeskyTaucs &)
 
ClpCholeskyTaucsoperator= (const ClpCholeskyTaucs &)
 
virtual ClpCholeskyBaseclone () const
 Clone. More...
 
- Public Member Functions inherited from ClpCholeskyBase
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...
 
longDoublesparseFactor () const
 Return sparseFactor. More...
 
longDoublediagonal () const
 Return diagonal. More...
 
longDoubleworkDouble () 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...
 
 ClpCholeskyBase (int denseThreshold=-1)
 Constructor which has dense columns activated. More...
 
virtual ~ClpCholeskyBase ()
 Destructor (has to be public) More...
 
 ClpCholeskyBase (const ClpCholeskyBase &)
 Copy. More...
 
ClpCholeskyBaseoperator= (const ClpCholeskyBase &)
 Assignment. 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 type () const
 Returns type. More...
 

Private Attributes

Data members
taucs_ccs_matrix * matrix_
 Taucs matrix (== sparseFactor etc) More...
 
void * factorization_
 Taucs factor. More...
 
double * sparseFactorT_
 sparseFactor. More...
 
CoinBigIndex * choleskyStartT_
 choleskyStart More...
 
int * choleskyRowT_
 choleskyRow More...
 
CoinBigIndex sizeFactorT_
 sizeFactor. More...
 
ClpMatrixBaserowCopyT_
 Row copy of matrix. More...
 

Additional Inherited Members

- Protected Member Functions inherited from ClpCholeskyBase
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...
 
void setType (int type)
 Sets type. More...
 
void setModel (ClpInterior *model)
 model. More...
 
- Protected Attributes inherited from ClpCholeskyBase
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...
 
ClpInteriormodel_
 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...
 
longDoublesparseFactor_
 sparseFactor. More...
 
int * choleskyStart_
 choleskyStart - element starts More...
 
int * choleskyRow_
 choleskyRow (can be shorter than sparsefactor) More...
 
int * indexStart_
 Index starts. More...
 
longDoublediagonal_
 Diagonal. More...
 
longDoubleworkDouble_
 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...
 
ClpMatrixBaserowCopy_
 Row copy of matrix. More...
 
char * whichDense_
 Dense indicators. More...
 
longDoubledenseColumn_
 Dense columns (updated) More...
 
ClpCholeskyDensedense_
 Dense cholesky. More...
 
int denseThreshold_
 Dense threshold (for taking out of Cholesky) More...
 

Detailed Description

Taucs class for Clp Cholesky factorization.

If you wish to use Sivan Toledo's TAUCS code see

http://www.tau.ac.il/~stoledo/taucs/

for terms of use

The taucs.h file was modified to put

#ifdef __cplusplus extern "C"{ #endif after line 440 (#endif) and #ifdef __cplusplus } #endif at end

I also modified LAPACK dpotf2.f (two places) to change the GO TO 30 on AJJ.Lt.0.0

to

        IF( AJJ.LE.1.0e-20 ) THEN
           AJJ = 1.0e100;
        ELSE
           AJJ = SQRT( AJJ )
        END IF

Definition at line 42 of file ClpCholeskyTaucs.hpp.

Constructor & Destructor Documentation

◆ ClpCholeskyTaucs() [1/2]

ClpCholeskyTaucs::ClpCholeskyTaucs ( )

Default constructor.

◆ ~ClpCholeskyTaucs()

virtual ClpCholeskyTaucs::~ClpCholeskyTaucs ( )
virtual

Destructor

◆ ClpCholeskyTaucs() [2/2]

ClpCholeskyTaucs::ClpCholeskyTaucs ( const ClpCholeskyTaucs )

Member Function Documentation

◆ order()

virtual int ClpCholeskyTaucs::order ( ClpInterior model)
virtual

Orders rows and saves pointer to matrix.and model.

Returns non-zero if not enough memory

Reimplemented from ClpCholeskyBase.

◆ symbolic()

virtual int ClpCholeskyTaucs::symbolic ( )
virtual

Dummy.

Reimplemented from ClpCholeskyBase.

◆ factorize()

virtual int ClpCholeskyTaucs::factorize ( const double *  diagonal,
int *  rowsDropped 
)
virtual

Factorize - filling in rowsDropped and returning number dropped.

If return code negative then out of memory

◆ solve()

virtual void ClpCholeskyTaucs::solve ( double *  region)
virtual

Uses factorization to solve.

◆ operator=()

ClpCholeskyTaucs& ClpCholeskyTaucs::operator= ( const ClpCholeskyTaucs )

◆ clone()

virtual ClpCholeskyBase* ClpCholeskyTaucs::clone ( ) const
virtual

Clone.

Reimplemented from ClpCholeskyBase.

Member Data Documentation

◆ matrix_

taucs_ccs_matrix* ClpCholeskyTaucs::matrix_
private

Taucs matrix (== sparseFactor etc)

Definition at line 77 of file ClpCholeskyTaucs.hpp.

◆ factorization_

void* ClpCholeskyTaucs::factorization_
private

Taucs factor.

Definition at line 79 of file ClpCholeskyTaucs.hpp.

◆ sparseFactorT_

double* ClpCholeskyTaucs::sparseFactorT_
private

sparseFactor.

Definition at line 81 of file ClpCholeskyTaucs.hpp.

◆ choleskyStartT_

CoinBigIndex* ClpCholeskyTaucs::choleskyStartT_
private

choleskyStart

Definition at line 83 of file ClpCholeskyTaucs.hpp.

◆ choleskyRowT_

int* ClpCholeskyTaucs::choleskyRowT_
private

choleskyRow

Definition at line 85 of file ClpCholeskyTaucs.hpp.

◆ sizeFactorT_

CoinBigIndex ClpCholeskyTaucs::sizeFactorT_
private

sizeFactor.

Definition at line 87 of file ClpCholeskyTaucs.hpp.

◆ rowCopyT_

ClpMatrixBase* ClpCholeskyTaucs::rowCopyT_
private

Row copy of matrix.

Definition at line 89 of file ClpCholeskyTaucs.hpp.


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