CoinUtils  2.11.9
CoinOslFactorization.hpp
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1 /* $Id$ */
2 // Copyright (C) 1987, 2009, 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 /*
7  Authors
8 
9  John Forrest
10 
11  */
12 #ifndef CoinOslFactorization_H
13 #define CoinOslFactorization_H
14 #include <iostream>
15 #include <string>
16 #include <cassert>
17 #include "CoinTypes.hpp"
18 #include "CoinIndexedVector.hpp"
20 class CoinPackedMatrix;
28 typedef struct {
29  int suc, pre;
30 } EKKHlink;
31 typedef struct _EKKfactinfo {
32  double drtpiv;
33  double demark;
34  double zpivlu;
35  double zeroTolerance;
36  double areaFactor;
37  int *xrsadr;
38  int *xcsadr;
39  int *xrnadr;
40  int *xcnadr;
41  int *krpadr;
42  int *kcpadr;
43  int *mpermu;
44  int *bitArray;
45  int *back;
46  char *nonzero;
47  double *trueStart;
48  mutable double *kadrpm;
51  double *R_etas_element;
52 
53  int *xecadr;
54  int *xeradr;
55  double *xeeadr;
56  double *xe2adr;
59  double *kw1adr;
60  double *kw2adr;
61  double *kw3adr;
62  int *hpivcoR;
63  int nrow;
64  int nrowmx;
66  int firstLRow;
67  int maxinv;
68  int nnetas;
69  int iterin;
70  int iter0;
71  int invok;
72  int nbfinv;
74  int nnentl;
75  int nnentu;
76 #ifdef CLP_REUSE_ETAS
77  int save_nnentu;
78 #endif
79  int ndenuc;
80  int npivots; /* use as xpivsq in factorization */
81  int kmxeta;
82  int xnetal;
85  int iterno;
87  int lastSlack;
89  int xnetalval;
90  int lstart;
92  mutable int packedMode;
94  int nuspike;
95  bool rows_ok; /* replaces test using mrstrt[1] */
96 #ifdef CLP_REUSE_ETAS
97  mutable int reintro;
98 #endif
99  int nR_etas;
100  int sortedEta; /* if vector for F-T is sorted */
102  int ifvsol;
103  int eta_size;
106 } EKKfactinfo;
107 
109  friend void CoinOslFactorizationUnitTest(const std::string &mpsDir);
110 
111 public:
118 
120  virtual ~CoinOslFactorization();
124  virtual CoinOtherFactorization *clone() const;
126 
129  virtual void getAreas(int numberRows,
131  int numberColumns,
132  int maximumL,
133  int maximumU);
134 
136  virtual void preProcess();
142  virtual int factor();
144  virtual void postProcess(const int *sequence, int *pivotVariable);
146  virtual void makeNonSingular(int *sequence, int numberColumns);
154  int factorize(const CoinPackedMatrix &matrix,
155  int rowIsBasic[], int columnIsBasic[],
156  double areaFactor = 0.0);
158 
161  virtual inline int numberElements() const
163  {
165  }
167  virtual CoinFactorizationDouble *elements() const;
169  virtual int *pivotRow() const;
171  virtual CoinFactorizationDouble *workArea() const;
173  virtual int *intWorkArea() const;
175  virtual int *numberInRow() const;
177  virtual int *numberInColumn() const;
179  virtual int *starts() const;
181  virtual int *permuteBack() const;
183  virtual bool wantsTableauColumn() const;
188  virtual void setUsefulInformation(const int *info, int whereFrom);
190  virtual void maximumPivots(int value);
191 
193  double maximumCoefficient() const;
195  double conditionNumber() const;
197  virtual void clearArrays();
199 
202 
210  virtual int replaceColumn(CoinIndexedVector *regionSparse,
211  int pivotRow,
212  double pivotCheck,
213  bool checkBeforeModifying = false,
214  double acceptablePivot = 1.0e-8);
216 
226  virtual int updateColumnFT(CoinIndexedVector *regionSparse,
227  CoinIndexedVector *regionSparse2,
228  bool noPermute = false);
231  virtual int updateColumn(CoinIndexedVector *regionSparse,
232  CoinIndexedVector *regionSparse2,
233  bool noPermute = false) const;
235  virtual int updateTwoColumnsFT(CoinIndexedVector *regionSparse1,
236  CoinIndexedVector *regionSparse2,
237  CoinIndexedVector *regionSparse3,
238  bool noPermute = false);
243  virtual int updateColumnTranspose(CoinIndexedVector *regionSparse,
244  CoinIndexedVector *regionSparse2) const;
246 
251  //inline void clearArrays()
253  //{ gutsOfDestructor();}
255  virtual int *indices() const;
257  virtual inline int *permute() const
258  {
259  return NULL; /*pivotRow_*/
260  ;
261  }
263 
265  void gutsOfDestructor(bool clearFact = true);
267  void gutsOfInitialize(bool zapFact = true);
269  void gutsOfCopy(const CoinOslFactorization &other);
270 
272 protected:
275  int checkPivot(double saveFromU, double oldPivot) const;
277 protected:
283 };
284 #endif
285 
286 /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
287 */
_EKKfactinfo::back
int * back
Definition: CoinOslFactorization.hpp:45
CoinIndexedVector
Indexed Vector.
Definition: CoinIndexedVector.hpp:104
CoinOslFactorization::setUsefulInformation
virtual void setUsefulInformation(const int *info, int whereFrom)
Useful information for factorization 0 - iteration number whereFrom is 0 for factorize and 1 for repl...
CoinOslFactorization::getAreas
virtual void getAreas(int numberRows, int numberColumns, int maximumL, int maximumU)
Gets space for a factorization.
_EKKfactinfo::bitArray
int * bitArray
Definition: CoinOslFactorization.hpp:44
_EKKfactinfo::eta_size
int eta_size
Definition: CoinOslFactorization.hpp:103
_EKKfactinfo::packedMode
int packedMode
Definition: CoinOslFactorization.hpp:92
_EKKfactinfo::krpadr
int * krpadr
Definition: CoinOslFactorization.hpp:41
_EKKfactinfo::xnetal
int xnetal
Definition: CoinOslFactorization.hpp:82
CoinOtherFactorization::maximumPivots
int maximumPivots() const
Maximum number of pivots between factorizations.
Definition: CoinDenseFactorization.hpp:97
CoinIndexedVector.hpp
CoinOslFactorization::preProcess
virtual void preProcess()
PreProcesses column ordered copy of basis.
CoinOslFactorization::CoinOslFactorization
CoinOslFactorization()
Default constructor.
_EKKfactinfo::areaFactor
double areaFactor
Definition: CoinOslFactorization.hpp:36
CoinOslFactorization::updateColumn
virtual int updateColumn(CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2, bool noPermute=false) const
This version has same effect as above with FTUpdate==false so number returned is always >=0.
CoinOslFactorization::numberInColumn
virtual int * numberInColumn() const
Number of entries in each column.
_EKKfactinfo::R_etas_element
double * R_etas_element
Definition: CoinOslFactorization.hpp:51
CoinTypes.hpp
CoinOslFactorization::updateColumnTranspose
virtual int updateColumnTranspose(CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2) const
Updates one column (BTRAN) from regionSparse2 regionSparse starts as zero and is zero at end Note - i...
_EKKfactinfo::nbfinv
int nbfinv
Definition: CoinOslFactorization.hpp:72
CoinOslFactorization
Definition: CoinOslFactorization.hpp:108
_EKKfactinfo::invok
int invok
Definition: CoinOslFactorization.hpp:71
_EKKfactinfo::xeradr
int * xeradr
Definition: CoinOslFactorization.hpp:54
CoinOtherFactorization::numberRows
int numberRows() const
Number of Rows after factorization.
Definition: CoinDenseFactorization.hpp:73
CoinOslFactorization::factor
virtual int factor()
Does most of factorization returning status 0 - OK -99 - needs more memory -1 - singular - use number...
_EKKfactinfo::iter0
int iter0
Definition: CoinOslFactorization.hpp:70
_EKKfactinfo::firstNonSlack
int firstNonSlack
Definition: CoinOslFactorization.hpp:88
EKKfactinfo
struct _EKKfactinfo EKKfactinfo
CoinOslFactorization::clearArrays
virtual void clearArrays()
Get rid of all memory.
_EKKfactinfo::last_eta_size
int last_eta_size
Definition: CoinOslFactorization.hpp:104
_EKKfactinfo::xrsadr
int * xrsadr
Definition: CoinOslFactorization.hpp:37
CoinOslFactorization::checkPivot
int checkPivot(double saveFromU, double oldPivot) const
Returns accuracy status of replaceColumn returns 0=OK, 1=Probably OK, 2=singular.
_EKKfactinfo::nnentu
int nnentu
Definition: CoinOslFactorization.hpp:75
CoinOslFactorization::permuteBack
virtual int * permuteBack() const
Returns permute back.
CoinOslFactorization::gutsOfInitialize
void gutsOfInitialize(bool zapFact=true)
The real work of constructor.
CoinOslFactorization::numberElements
virtual int numberElements() const
Total number of elements in factorization.
Definition: CoinOslFactorization.hpp:162
_EKKfactinfo::kmxeta
int kmxeta
Definition: CoinOslFactorization.hpp:81
CoinOslFactorization::replaceColumn
virtual int replaceColumn(CoinIndexedVector *regionSparse, int pivotRow, double pivotCheck, bool checkBeforeModifying=false, double acceptablePivot=1.0e-8)
Replaces one Column to basis, returns 0=OK, 1=Probably OK, 2=singular, 3=no room If checkBeforeModify...
_EKKfactinfo::iterin
int iterin
Definition: CoinOslFactorization.hpp:69
_EKKfactinfo::kw1adr
double * kw1adr
Definition: CoinOslFactorization.hpp:59
_EKKfactinfo::last_dense
int last_dense
Definition: CoinOslFactorization.hpp:84
_EKKfactinfo::R_etas_start
int * R_etas_start
Definition: CoinOslFactorization.hpp:50
_EKKfactinfo::lastSlack
int lastSlack
Definition: CoinOslFactorization.hpp:87
_EKKfactinfo::xe2adr
double * xe2adr
Definition: CoinOslFactorization.hpp:56
_EKKfactinfo::kw2adr
double * kw2adr
Definition: CoinOslFactorization.hpp:60
_EKKfactinfo::nR_etas
int nR_etas
Definition: CoinOslFactorization.hpp:99
CoinOslFactorization::permute
virtual int * permute() const
Returns permute in.
Definition: CoinOslFactorization.hpp:257
_EKKfactinfo::rows_ok
bool rows_ok
Definition: CoinOslFactorization.hpp:95
CoinOtherFactorization::numberRows_
int numberRows_
Number of Rows in factorization.
Definition: CoinDenseFactorization.hpp:269
_EKKfactinfo::demark
double demark
Definition: CoinOslFactorization.hpp:33
_EKKfactinfo::kadrpm
double * kadrpm
Definition: CoinOslFactorization.hpp:48
_EKKfactinfo::nuspike
int nuspike
Definition: CoinOslFactorization.hpp:94
CoinOslFactorization::clone
virtual CoinOtherFactorization * clone() const
Clone.
_EKKfactinfo::num_resets
int num_resets
Definition: CoinOslFactorization.hpp:73
CoinOslFactorization::updateTwoColumnsFT
virtual int updateTwoColumnsFT(CoinIndexedVector *regionSparse1, CoinIndexedVector *regionSparse2, CoinIndexedVector *regionSparse3, bool noPermute=false)
does FTRAN on two columns
CoinOslFactorization::starts
virtual int * starts() const
Returns array to put basis starts in.
CoinFactorizationDouble
double CoinFactorizationDouble
Definition: CoinTypes.hpp:57
_EKKfactinfo::if_sparse_update
int if_sparse_update
Definition: CoinOslFactorization.hpp:91
CoinOslFactorization::pivotRow
virtual int * pivotRow() const
Returns pivot row.
_EKKfactinfo::hpivcoR
int * hpivcoR
Definition: CoinOslFactorization.hpp:62
CoinOslFactorization::elements
virtual CoinFactorizationDouble * elements() const
Returns array to put basis elements in.
_EKKfactinfo::drtpiv
double drtpiv
Definition: CoinOslFactorization.hpp:32
_EKKfactinfo::npivots
int npivots
Definition: CoinOslFactorization.hpp:80
_EKKfactinfo::nnentl
int nnentl
Definition: CoinOslFactorization.hpp:74
CoinOtherFactorization::numberColumns
int numberColumns() const
Total number of columns in factorization.
Definition: CoinDenseFactorization.hpp:78
CoinOslFactorization::maximumCoefficient
double maximumCoefficient() const
Returns maximum absolute value in factorization.
_EKKfactinfo::zeroTolerance
double zeroTolerance
Definition: CoinOslFactorization.hpp:35
CoinOslFactorization::CoinOslFactorizationUnitTest
friend void CoinOslFactorizationUnitTest(const std::string &mpsDir)
_EKKfactinfo::ndenuc
int ndenuc
Definition: CoinOslFactorization.hpp:79
CoinOslFactorization::gutsOfCopy
void gutsOfCopy(const CoinOslFactorization &other)
The real work of copy.
_EKKfactinfo::numberSlacks
int numberSlacks
Definition: CoinOslFactorization.hpp:86
_EKKfactinfo::nonzero
char * nonzero
Definition: CoinOslFactorization.hpp:46
_EKKfactinfo::xrnadr
int * xrnadr
Definition: CoinOslFactorization.hpp:39
CoinOtherFactorization
Abstract base class which also has some scalars so can be used from Dense or Simp.
Definition: CoinDenseFactorization.hpp:26
CoinOslFactorization::updateColumnFT
virtual int updateColumnFT(CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2, bool noPermute=false)
Updates one column (FTRAN) from regionSparse2 Tries to do FT update number returned is negative if no...
CoinOslFactorization::workArea
virtual CoinFactorizationDouble * workArea() const
Returns work area.
CoinPackedMatrix
Sparse Matrix Base Class.
Definition: CoinPackedMatrix.hpp:79
CoinDenseFactorization.hpp
_EKKfactinfo::zpivlu
double zpivlu
Definition: CoinOslFactorization.hpp:34
_EKKfactinfo::sortedEta
int sortedEta
Definition: CoinOslFactorization.hpp:100
_EKKfactinfo::iterno
int iterno
Definition: CoinOslFactorization.hpp:85
CoinOslFactorization::operator=
CoinOslFactorization & operator=(const CoinOslFactorization &other)
= copy
_EKKfactinfo::xcnadr
int * xcnadr
Definition: CoinOslFactorization.hpp:40
_EKKfactinfo::firstLRow
int firstLRow
Definition: CoinOslFactorization.hpp:66
_EKKfactinfo::ifvsol
int ifvsol
Definition: CoinOslFactorization.hpp:102
_EKKfactinfo::nrow
int nrow
Definition: CoinOslFactorization.hpp:63
_EKKfactinfo::lastEtaCount
int lastEtaCount
Definition: CoinOslFactorization.hpp:101
_EKKfactinfo::nrowmx
int nrowmx
Definition: CoinOslFactorization.hpp:64
CoinOslFactorization::numberInRow
virtual int * numberInRow() const
Number of entries in each row.
CoinOslFactorization::postProcess
virtual void postProcess(const int *sequence, int *pivotVariable)
Does post processing on valid factorization - putting variables on correct rows.
CoinOslFactorization::conditionNumber
double conditionNumber() const
Condition number - product of pivots after factorization.
_EKKfactinfo::first_dense
int first_dense
Definition: CoinOslFactorization.hpp:83
_EKKfactinfo::xcsadr
int * xcsadr
Definition: CoinOslFactorization.hpp:38
_EKKfactinfo
Definition: CoinOslFactorization.hpp:31
_EKKfactinfo::firstDoRow
int firstDoRow
Definition: CoinOslFactorization.hpp:65
CoinOslFactorization::gutsOfDestructor
void gutsOfDestructor(bool clearFact=true)
The real work of desstructor.
_EKKfactinfo::lstart
int lstart
Definition: CoinOslFactorization.hpp:90
_EKKfactinfo::R_etas_index
int * R_etas_index
Definition: CoinOslFactorization.hpp:49
_EKKfactinfo::nnetas
int nnetas
Definition: CoinOslFactorization.hpp:68
_EKKfactinfo::trueStart
double * trueStart
Definition: CoinOslFactorization.hpp:47
CoinOslFactorization::factInfo_
EKKfactinfo factInfo_
Osl factorization data.
Definition: CoinOslFactorization.hpp:281
_EKKfactinfo::xeeadr
double * xeeadr
Definition: CoinOslFactorization.hpp:55
CoinOslFactorization::~CoinOslFactorization
virtual ~CoinOslFactorization()
Destructor.
_EKKfactinfo::kw3adr
double * kw3adr
Definition: CoinOslFactorization.hpp:61
_EKKfactinfo::maxNNetas
int maxNNetas
Definition: CoinOslFactorization.hpp:105
_EKKfactinfo::kcpadr
int * kcpadr
Definition: CoinOslFactorization.hpp:42
_EKKfactinfo::maxinv
int maxinv
Definition: CoinOslFactorization.hpp:67
CoinOslFactorization::makeNonSingular
virtual void makeNonSingular(int *sequence, int numberColumns)
Makes a non-singular basis by replacing variables.
CoinOslFactorization::indices
virtual int * indices() const
Get rid of all memory.
CoinOslFactorization::wantsTableauColumn
virtual bool wantsTableauColumn() const
Returns true if wants tableauColumn in replaceColumn.
_EKKfactinfo::xnetalval
int xnetalval
Definition: CoinOslFactorization.hpp:89
CoinOtherFactorization::numberColumns_
int numberColumns_
Number of Columns in factorization.
Definition: CoinDenseFactorization.hpp:271
_EKKfactinfo::switch_off_sparse_update
int switch_off_sparse_update
Definition: CoinOslFactorization.hpp:93
_EKKfactinfo::xecadr
int * xecadr
Definition: CoinOslFactorization.hpp:53
_EKKfactinfo::kp1adr
EKKHlink * kp1adr
Definition: CoinOslFactorization.hpp:57
CoinOtherFactorization::numberPivots_
int numberPivots_
Number pivots since last factorization.
Definition: CoinDenseFactorization.hpp:277
_EKKfactinfo::kp2adr
EKKHlink * kp2adr
Definition: CoinOslFactorization.hpp:58
_EKKfactinfo::mpermu
int * mpermu
Definition: CoinOslFactorization.hpp:43
CoinOslFactorization::factorize
int factorize(const CoinPackedMatrix &matrix, int rowIsBasic[], int columnIsBasic[], double areaFactor=0.0)
When part of LP - given by basic variables.
CoinOslFactorization::intWorkArea
virtual int * intWorkArea() const
Returns int work area.