CoinUtils  2.11.9
CoinSimpFactorization.hpp
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1 /* $Id$ */
2 // Copyright (C) 2008, 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  This is a simple factorization of the LP Basis
8  */
9 #ifndef CoinSimpFactorization_H
10 #define CoinSimpFactorization_H
11 
12 #include <iostream>
13 #include <string>
14 #include <cassert>
15 #include "CoinTypes.hpp"
16 #include "CoinIndexedVector.hpp"
18 class CoinPackedMatrix;
19 
21 class FactorPointers {
22 public:
23  double *rowMax;
24  int *firstRowKnonzeros;
25  int *prevRow;
26  int *nextRow;
27  int *firstColKnonzeros;
28  int *prevColumn;
29  int *nextColumn;
30  int *newCols;
31  //constructor
32  FactorPointers(int numRows, int numCols, int *UrowLengths_, int *UcolLengths_);
33  // destructor
35 };
36 
38  friend void CoinSimpFactorizationUnitTest(const std::string &mpsDir);
39 
40 public:
47 
49  virtual ~CoinSimpFactorization();
53  virtual CoinOtherFactorization *clone() const;
55 
58  virtual void getAreas(int numberRows,
60  int numberColumns,
61  int maximumL,
62  int maximumU);
63 
65  virtual void preProcess();
71  virtual int factor();
73  virtual void postProcess(const int *sequence, int *pivotVariable);
75  virtual void makeNonSingular(int *sequence, int numberColumns);
77 
80  virtual inline int numberElements() const
82  {
84  }
86  double maximumCoefficient() const;
88 
91 
99  virtual int replaceColumn(CoinIndexedVector *regionSparse,
100  int pivotRow,
101  double pivotCheck,
102  bool checkBeforeModifying = false,
103  double acceptablePivot = 1.0e-8);
105 
116  virtual int updateColumnFT(CoinIndexedVector *regionSparse,
117  CoinIndexedVector *regionSparse2,
118  bool noPermute = false);
119 
122  virtual int updateColumn(CoinIndexedVector *regionSparse,
123  CoinIndexedVector *regionSparse2,
124  bool noPermute = false) const;
126  virtual int updateTwoColumnsFT(CoinIndexedVector *regionSparse1,
127  CoinIndexedVector *regionSparse2,
128  CoinIndexedVector *regionSparse3,
129  bool noPermute = false);
131  int upColumn(CoinIndexedVector *regionSparse,
132  CoinIndexedVector *regionSparse2,
133  bool noPermute = false, bool save = false) const;
138  virtual int updateColumnTranspose(CoinIndexedVector *regionSparse,
139  CoinIndexedVector *regionSparse2) const;
141  int upColumnTranspose(CoinIndexedVector *regionSparse,
142  CoinIndexedVector *regionSparse2) const;
144 
149  inline void clearArrays()
151  {
153  }
155  inline int *indices() const
156  {
157  return reinterpret_cast< int * >(elements_ + numberRows_ * numberRows_);
158  }
160  virtual inline int *permute() const
161  {
162  return pivotRow_;
163  }
165 
167  void gutsOfDestructor();
169  void gutsOfInitialize();
171  void gutsOfCopy(const CoinSimpFactorization &other);
172 
174  void factorize(int numberOfRows,
175  int numberOfColumns,
176  const int colStarts[],
177  const int indicesRow[],
178  const double elements[]);
180  int mainLoopFactor(FactorPointers &pointers);
182  void copyLbyRows();
184  void copyUbyColumns();
186  int findPivot(FactorPointers &pointers, int &r, int &s, bool &ifSlack);
188  int findPivotShCol(FactorPointers &pointers, int &r, int &s);
190  int findPivotSimp(FactorPointers &pointers, int &r, int &s);
192  void GaussEliminate(FactorPointers &pointers, int &r, int &s);
194  int findShortRow(const int column, const int length, int &minRow,
195  int &minRowLength, FactorPointers &pointers);
197  int findShortColumn(const int row, const int length, int &minCol,
198  int &minColLength, FactorPointers &pointers);
200  double findMaxInRrow(const int row, FactorPointers &pointers);
202  void pivoting(const int pivotRow, const int pivotColumn,
203  const double invPivot, FactorPointers &pointers);
205  void updateCurrentRow(const int pivotRow, const int row,
206  const double multiplier, FactorPointers &pointers,
207  int &newNonZeros);
209  void increaseLsize();
211  void increaseRowSize(const int row, const int newSize);
213  void increaseColSize(const int column, const int newSize, const bool b);
215  void enlargeUrow(const int numNewElements);
217  void enlargeUcol(const int numNewElements, const bool b);
219  int findInRow(const int row, const int column);
221  int findInColumn(const int column, const int row);
223  void removeRowFromActSet(const int row, FactorPointers &pointers);
225  void removeColumnFromActSet(const int column, FactorPointers &pointers);
227  void allocateSpaceForU();
229  void allocateSomeArrays();
231  void initialSomeNumbers();
233  void Lxeqb(double *b) const;
235  void Lxeqb2(double *b1, double *b2) const;
237  void Uxeqb(double *b, double *sol) const;
239  void Uxeqb2(double *b1, double *sol1, double *sol2, double *b2) const;
241  void xLeqb(double *b) const;
243  void xUeqb(double *b, double *sol) const;
245  int LUupdate(int newBasicCol);
247  void newEta(int row, int numNewElements);
249  void copyRowPermutations();
251  void Hxeqb(double *b) const;
253  void Hxeqb2(double *b1, double *b2) const;
255  void xHeqb(double *b) const;
257  void ftran(double *b, double *sol, bool save) const;
259  void ftran2(double *b1, double *sol1, double *b2, double *sol2) const;
261  void btran(double *b, double *sol) const;
263 
265 protected:
268  int checkPivot(double saveFromU, double oldPivot) const;
270 protected:
273  double *denseVector_;
276  double *workArea2_;
278  double *workArea3_;
280  int *vecLabels_;
282  int *indVector_;
283 
285  double *auxVector_;
287  int *auxInd_;
288 
290  double *vecKeep_;
292  int *indKeep_;
294  mutable int keepSize_;
295 
297  int *LrowStarts_;
299  int *LrowLengths_;
301  double *Lrows_;
303  int *LrowInd_;
305  int LrowSize_;
307  int LrowCap_;
308 
310  int *LcolStarts_;
312  int *LcolLengths_;
314  double *Lcolumns_;
316  int *LcolInd_;
318  int LcolSize_;
320  int LcolCap_;
321 
323  int *UrowStarts_;
325  int *UrowLengths_;
326 #ifdef COIN_SIMP_CAPACITY
327  int *UrowCapacities_;
329 #endif
330  double *Urows_;
333  int *UrowInd_;
335  int UrowMaxCap_;
337  int UrowEnd_;
339  int firstRowInU_;
341  int lastRowInU_;
343  int *prevRowInU_;
345  int *nextRowInU_;
346 
348  int *UcolStarts_;
350  int *UcolLengths_;
351 #ifdef COIN_SIMP_CAPACITY
352  int *UcolCapacities_;
354 #endif
355  double *Ucolumns_;
358  int *UcolInd_;
360  int *prevColInU_;
362  int *nextColInU_;
364  int firstColInU_;
366  int lastColInU_;
368  int UcolMaxCap_;
370  int UcolEnd_;
372  int *colSlack_;
373 
375  double *invOfPivots_;
376 
378  int *colOfU_;
380  int *colPosition_;
382  int *rowOfU_;
384  int *rowPosition_;
386  int *secRowOfU_;
388  int *secRowPosition_;
389 
391  int *EtaPosition_;
393  int *EtaStarts_;
395  int *EtaLengths_;
397  int *EtaInd_;
399  double *Eta_;
401  int EtaSize_;
403  int lastEtaRow_;
405  int maxEtaRows_;
407  int EtaMaxCap_;
408 
410  int minIncrease_;
412  double updateTol_;
414  bool doSuhlHeuristic_;
416  double maxU_;
418  double maxGrowth_;
420  double maxA_;
422  int pivotCandLimit_;
424  int numberSlacks_;
426  int firstNumberSlacks_;
428 };
429 #endif
430 
431 /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2
432 */
CoinSimpFactorization::GaussEliminate
void GaussEliminate(FactorPointers &pointers, int &r, int &s)
does Gauss elimination
CoinOtherFactorization::pivotRow_
int * pivotRow_
Pivot row.
Definition: CoinDenseFactorization.hpp:285
CoinIndexedVector
Indexed Vector.
Definition: CoinIndexedVector.hpp:104
CoinSimpFactorization::vecKeep_
double * vecKeep_
vector to keep for LUupdate
Definition: CoinSimpFactorization.hpp:290
CoinSimpFactorization::increaseRowSize
void increaseRowSize(const int row, const int newSize)
allocates more space for a row of U
CoinSimpFactorization::updateTwoColumnsFT
virtual int updateTwoColumnsFT(CoinIndexedVector *regionSparse1, CoinIndexedVector *regionSparse2, CoinIndexedVector *regionSparse3, bool noPermute=false)
does FTRAN on two columns
CoinSimpFactorization::rowPosition_
int * rowPosition_
position of row after permutation
Definition: CoinSimpFactorization.hpp:384
CoinSimpFactorization::factor
virtual int factor()
Does most of factorization returning status 0 - OK -99 - needs more memory -1 - singular - use number...
CoinSimpFactorization::rowOfU_
int * rowOfU_
permutations of rows
Definition: CoinSimpFactorization.hpp:382
CoinSimpFactorization::LrowSize_
int LrowSize_
Size of Lrows_;.
Definition: CoinSimpFactorization.hpp:305
FactorPointers::prevColumn
int * prevColumn
Definition: CoinSimpFactorization.hpp:28
CoinSimpFactorization::Lcolumns_
double * Lcolumns_
L by columns.
Definition: CoinSimpFactorization.hpp:314
CoinSimpFactorization::Lrows_
double * Lrows_
L by rows.
Definition: CoinSimpFactorization.hpp:301
CoinSimpFactorization::LcolLengths_
int * LcolLengths_
Lengths of the columns of L.
Definition: CoinSimpFactorization.hpp:312
CoinSimpFactorization::upColumnTranspose
int upColumnTranspose(CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2) const
does updateColumnTranspose, the other is a wrapper
CoinSimpFactorization::lastEtaRow_
int lastEtaRow_
last eta row
Definition: CoinSimpFactorization.hpp:403
CoinSimpFactorization::UcolInd_
int * UcolInd_
Indices in the columns of U.
Definition: CoinSimpFactorization.hpp:358
FactorPointers::firstRowKnonzeros
int * firstRowKnonzeros
Definition: CoinSimpFactorization.hpp:24
CoinSimpFactorization::mainLoopFactor
int mainLoopFactor(FactorPointers &pointers)
main loop of factorization
CoinSimpFactorization::vecLabels_
int * vecLabels_
array of labels (should be initialized to zero)
Definition: CoinSimpFactorization.hpp:280
CoinSimpFactorization::Urows_
double * Urows_
U by rows.
Definition: CoinSimpFactorization.hpp:331
CoinSimpFactorization::maxEtaRows_
int maxEtaRows_
maximum number of eta vectors
Definition: CoinSimpFactorization.hpp:405
CoinSimpFactorization::ftran2
void ftran2(double *b1, double *sol1, double *b2, double *sol2) const
same as above but with two columns
CoinSimpFactorization::LrowInd_
int * LrowInd_
indices in the rows of L
Definition: CoinSimpFactorization.hpp:303
CoinSimpFactorization::UrowMaxCap_
int UrowMaxCap_
maximum capacity of Urows
Definition: CoinSimpFactorization.hpp:335
CoinSimpFactorization::lastRowInU_
int lastRowInU_
last row in U
Definition: CoinSimpFactorization.hpp:341
CoinSimpFactorization::findShortRow
int findShortRow(const int column, const int length, int &minRow, int &minRowLength, FactorPointers &pointers)
finds short row that intersects a given column
CoinSimpFactorization::initialSomeNumbers
void initialSomeNumbers()
initializes some numbers
CoinSimpFactorization::EtaInd_
int * EtaInd_
columns of eta vectors
Definition: CoinSimpFactorization.hpp:397
CoinOtherFactorization::numberRows
int numberRows() const
Number of Rows after factorization.
Definition: CoinDenseFactorization.hpp:73
CoinSimpFactorization::firstColInU_
int firstColInU_
first column in U
Definition: CoinSimpFactorization.hpp:364
CoinSimpFactorization::Lxeqb2
void Lxeqb2(double *b1, double *b2) const
same as above but with two rhs
CoinOtherFactorization::pivotRow
virtual int * pivotRow() const
Returns pivot row.
CoinSimpFactorization::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...
CoinSimpFactorization::btran
void btran(double *b, double *sol) const
does BTRAN
CoinSimpFactorization::invOfPivots_
double * invOfPivots_
inverse values of the elements of diagonal of U
Definition: CoinSimpFactorization.hpp:375
CoinSimpFactorization::maxGrowth_
double maxGrowth_
bound on the growth rate
Definition: CoinSimpFactorization.hpp:418
CoinSimpFactorization::minIncrease_
int minIncrease_
minimum storage increase
Definition: CoinSimpFactorization.hpp:410
CoinSimpFactorization::LcolSize_
int LcolSize_
numbers of elements in L
Definition: CoinSimpFactorization.hpp:318
CoinSimpFactorization::Ucolumns_
double * Ucolumns_
U by columns.
Definition: CoinSimpFactorization.hpp:356
CoinSimpFactorization::Lxeqb
void Lxeqb(double *b) const
solves L x = b
FactorPointers::nextRow
int * nextRow
Definition: CoinSimpFactorization.hpp:26
CoinSimpFactorization::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.
CoinSimpFactorization::indVector_
int * indVector_
array of indices
Definition: CoinSimpFactorization.hpp:282
CoinSimpFactorization::gutsOfCopy
void gutsOfCopy(const CoinSimpFactorization &other)
The real work of copy.
CoinSimpFactorization::UrowEnd_
int UrowEnd_
number of used places in Urows
Definition: CoinSimpFactorization.hpp:337
CoinSimpFactorization::Uxeqb2
void Uxeqb2(double *b1, double *sol1, double *sol2, double *b2) const
same as above but with two rhs
FactorPointers::firstColKnonzeros
int * firstColKnonzeros
Definition: CoinSimpFactorization.hpp:27
CoinSimpFactorization::clone
virtual CoinOtherFactorization * clone() const
Clone.
CoinSimpFactorization::allocateSomeArrays
void allocateSomeArrays()
allocates several working arrays
CoinSimpFactorization::maximumCoefficient
double maximumCoefficient() const
Returns maximum absolute value in factorization.
CoinSimpFactorization::LcolStarts_
int * LcolStarts_
Starts of the columns of L.
Definition: CoinSimpFactorization.hpp:310
CoinSimpFactorization::removeRowFromActSet
void removeRowFromActSet(const int row, FactorPointers &pointers)
declares a row inactive
CoinSimpFactorization::indices
int * indices() const
Returns array to put basis indices in.
Definition: CoinSimpFactorization.hpp:155
CoinSimpFactorization::xHeqb
void xHeqb(double *b) const
solves x H = b
CoinSimpFactorization::doSuhlHeuristic_
bool doSuhlHeuristic_
do Shul heuristic
Definition: CoinSimpFactorization.hpp:414
CoinSimpFactorization::workArea3_
double * workArea3_
work array
Definition: CoinSimpFactorization.hpp:278
CoinSimpFactorization::maxA_
double maxA_
maximum of A
Definition: CoinSimpFactorization.hpp:420
CoinSimpFactorization::nextRowInU_
int * nextRowInU_
next row in U
Definition: CoinSimpFactorization.hpp:345
CoinSimpFactorization::getAreas
virtual void getAreas(int numberRows, int numberColumns, int maximumL, int maximumU)
Gets space for a factorization.
CoinSimpFactorization::UcolStarts_
int * UcolStarts_
Starts of the columns of U.
Definition: CoinSimpFactorization.hpp:348
CoinSimpFactorization::LcolCap_
int LcolCap_
maximum capacity of L
Definition: CoinSimpFactorization.hpp:320
CoinSimpFactorization::increaseColSize
void increaseColSize(const int column, const int newSize, const bool b)
allocates more space for a column of U
CoinSimpFactorization::lastColInU_
int lastColInU_
last column in U
Definition: CoinSimpFactorization.hpp:366
CoinSimpFactorization::gutsOfInitialize
void gutsOfInitialize()
The real work of constructor.
CoinSimpFactorization::updateTol_
double updateTol_
maximum size for the diagonal of U after update
Definition: CoinSimpFactorization.hpp:412
CoinSimpFactorization::xUeqb
void xUeqb(double *b, double *sol) const
solves x U = b
CoinSimpFactorization::Eta_
double * Eta_
elements of eta vectors
Definition: CoinSimpFactorization.hpp:399
CoinSimpFactorization::copyUbyColumns
void copyUbyColumns()
copies U by columns
CoinSimpFactorization::indKeep_
int * indKeep_
indices of this vector
Definition: CoinSimpFactorization.hpp:292
CoinOtherFactorization::numberRows_
int numberRows_
Number of Rows in factorization.
Definition: CoinDenseFactorization.hpp:269
CoinSimpFactorization::EtaMaxCap_
int EtaMaxCap_
Capacity of Eta_.
Definition: CoinSimpFactorization.hpp:407
CoinSimpFactorization::colOfU_
int * colOfU_
permutation of columns
Definition: CoinSimpFactorization.hpp:378
CoinSimpFactorization::gutsOfDestructor
void gutsOfDestructor()
The real work of destructor.
FactorPointers::rowMax
double * rowMax
Definition: CoinSimpFactorization.hpp:23
FactorPointers::prevRow
int * prevRow
Definition: CoinSimpFactorization.hpp:25
CoinSimpFactorization::EtaStarts_
int * EtaStarts_
Starts of eta vectors.
Definition: CoinSimpFactorization.hpp:393
CoinSimpFactorization::LcolInd_
int * LcolInd_
indices in the columns of L
Definition: CoinSimpFactorization.hpp:316
CoinSimpFactorization::secRowOfU_
int * secRowOfU_
permutations of rows during LUupdate
Definition: CoinSimpFactorization.hpp:386
CoinSimpFactorization::permute
virtual int * permute() const
Returns permute in.
Definition: CoinSimpFactorization.hpp:160
CoinSimpFactorization::UcolMaxCap_
int UcolMaxCap_
maximum capacity of Ucolumns_
Definition: CoinSimpFactorization.hpp:368
CoinSimpFactorization::newEta
void newEta(int row, int numNewElements)
creates a new eta vector
CoinSimpFactorization::EtaLengths_
int * EtaLengths_
Lengths of eta vectors.
Definition: CoinSimpFactorization.hpp:395
CoinSimpFactorization::colPosition_
int * colPosition_
position of column after permutation
Definition: CoinSimpFactorization.hpp:380
CoinSimpFactorization::allocateSpaceForU
void allocateSpaceForU()
allocates space for U
CoinSimpFactorization::findPivot
int findPivot(FactorPointers &pointers, int &r, int &s, bool &ifSlack)
finds a pivot element using Markowitz count
CoinSimpFactorization::checkPivot
int checkPivot(double saveFromU, double oldPivot) const
Returns accuracy status of replaceColumn returns 0=OK, 1=Probably OK, 2=singular.
CoinSimpFactorization::prevRowInU_
int * prevRowInU_
previous row in U
Definition: CoinSimpFactorization.hpp:343
CoinSimpFactorization::operator=
CoinSimpFactorization & operator=(const CoinSimpFactorization &other)
= copy
CoinSimpFactorization::workArea2_
double * workArea2_
work array
Definition: CoinSimpFactorization.hpp:276
CoinOtherFactorization::numberColumns
int numberColumns() const
Total number of columns in factorization.
Definition: CoinDenseFactorization.hpp:78
CoinOtherFactorization::elements_
CoinFactorizationDouble * elements_
Elements of factorization and updates length is maxR*maxR+maxSpace will always be long enough so can ...
Definition: CoinDenseFactorization.hpp:290
CoinSimpFactorization::findPivotShCol
int findPivotShCol(FactorPointers &pointers, int &r, int &s)
finds a pivot in a shortest column
CoinSimpFactorization::nextColInU_
int * nextColInU_
next column in U
Definition: CoinSimpFactorization.hpp:362
CoinTypes.hpp
CoinSimpFactorization::LrowCap_
int LrowCap_
Capacity of Lrows_.
Definition: CoinSimpFactorization.hpp:307
CoinSimpFactorization::firstNumberSlacks_
int firstNumberSlacks_
number of slacks in irst basis
Definition: CoinSimpFactorization.hpp:426
CoinSimpFactorization::UrowInd_
int * UrowInd_
Indices in the rows of U.
Definition: CoinSimpFactorization.hpp:333
CoinSimpFactorization::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...
CoinSimpFactorization::Hxeqb
void Hxeqb(double *b) const
solves H x = b, where H is a product of eta matrices
CoinDenseFactorization.hpp
CoinSimpFactorization::pivotCandLimit_
int pivotCandLimit_
maximum number of candidates for pivot
Definition: CoinSimpFactorization.hpp:422
FactorPointers::~FactorPointers
~FactorPointers()
CoinSimpFactorization::copyRowPermutations
void copyRowPermutations()
makes a copy of row permutations
CoinSimpFactorization::upColumn
int upColumn(CoinIndexedVector *regionSparse, CoinIndexedVector *regionSparse2, bool noPermute=false, bool save=false) const
does updatecolumn if save==true keeps column for replace column
CoinSimpFactorization::enlargeUrow
void enlargeUrow(const int numNewElements)
allocates more space for rows of U
CoinSimpFactorization::maxU_
double maxU_
maximum of U
Definition: CoinSimpFactorization.hpp:416
CoinSimpFactorization::LUupdate
int LUupdate(int newBasicCol)
updates factorization after a Simplex iteration
CoinOtherFactorization
Abstract base class which also has some scalars so can be used from Dense or Simp.
Definition: CoinDenseFactorization.hpp:26
FactorPointers::nextColumn
int * nextColumn
Definition: CoinSimpFactorization.hpp:29
CoinSimpFactorization::increaseLsize
void increaseLsize()
allocates more space for L
FactorPointers::newCols
int * newCols
Definition: CoinSimpFactorization.hpp:30
CoinSimpFactorization::UcolEnd_
int UcolEnd_
last used position in Ucolumns_
Definition: CoinSimpFactorization.hpp:370
CoinPackedMatrix
Sparse Matrix Base Class.
Definition: CoinPackedMatrix.hpp:79
CoinOtherFactorization::elements
virtual CoinFactorizationDouble * elements() const
Returns array to put basis elements in.
FactorPointers::FactorPointers
FactorPointers(int numRows, int numCols, int *UrowLengths_, int *UcolLengths_)
CoinSimpFactorization::UrowStarts_
int * UrowStarts_
Starts of the rows of U.
Definition: CoinSimpFactorization.hpp:323
CoinSimpFactorization::pivoting
void pivoting(const int pivotRow, const int pivotColumn, const double invPivot, FactorPointers &pointers)
does pivoting
CoinSimpFactorization::~CoinSimpFactorization
virtual ~CoinSimpFactorization()
Destructor.
CoinSimpFactorization::findInRow
int findInRow(const int row, const int column)
finds a given row in a column
CoinSimpFactorization::Uxeqb
void Uxeqb(double *b, double *sol) const
solves U x = b
CoinSimpFactorization::Hxeqb2
void Hxeqb2(double *b1, double *b2) const
same as above but with two rhs
CoinSimpFactorization::LrowStarts_
int * LrowStarts_
Starts of the rows of L.
Definition: CoinSimpFactorization.hpp:297
CoinSimpFactorization::secRowPosition_
int * secRowPosition_
position of row after permutation during LUupdate
Definition: CoinSimpFactorization.hpp:388
CoinSimpFactorization::removeColumnFromActSet
void removeColumnFromActSet(const int column, FactorPointers &pointers)
declares a column inactive
CoinSimpFactorization::UcolLengths_
int * UcolLengths_
Lengths of the columns of U.
Definition: CoinSimpFactorization.hpp:350
CoinSimpFactorization
Definition: CoinSimpFactorization.hpp:37
CoinIndexedVector.hpp
CoinSimpFactorization::auxInd_
int * auxInd_
auxiliary vector
Definition: CoinSimpFactorization.hpp:287
CoinSimpFactorization::LrowLengths_
int * LrowLengths_
Lengths of the rows of L.
Definition: CoinSimpFactorization.hpp:299
CoinSimpFactorization::numberElements
virtual int numberElements() const
Total number of elements in factorization.
Definition: CoinSimpFactorization.hpp:81
CoinSimpFactorization::numberSlacks_
int numberSlacks_
number of slacks in basis
Definition: CoinSimpFactorization.hpp:424
CoinSimpFactorization::preProcess
virtual void preProcess()
PreProcesses column ordered copy of basis.
CoinSimpFactorization::keepSize_
int keepSize_
number of nonzeros
Definition: CoinSimpFactorization.hpp:294
CoinSimpFactorization::factorize
void factorize(int numberOfRows, int numberOfColumns, const int colStarts[], const int indicesRow[], const double elements[])
calls factorization
CoinSimpFactorization::firstRowInU_
int firstRowInU_
first row in U
Definition: CoinSimpFactorization.hpp:339
CoinSimpFactorization::CoinSimpFactorizationUnitTest
friend void CoinSimpFactorizationUnitTest(const std::string &mpsDir)
CoinSimpFactorization::xLeqb
void xLeqb(double *b) const
solves x L = b
FactorPointers
pointers used during factorization
Definition: CoinSimpFactorization.hpp:21
CoinSimpFactorization::makeNonSingular
virtual void makeNonSingular(int *sequence, int numberColumns)
Makes a non-singular basis by replacing variables.
CoinSimpFactorization::ftran
void ftran(double *b, double *sol, bool save) const
does FTRAN
CoinSimpFactorization::copyLbyRows
void copyLbyRows()
copies L by rows
CoinSimpFactorization::enlargeUcol
void enlargeUcol(const int numNewElements, const bool b)
allocates more space for columns of U
CoinSimpFactorization::findPivotSimp
int findPivotSimp(FactorPointers &pointers, int &r, int &s)
finds a pivot in the first column available
CoinSimpFactorization::UrowLengths_
int * UrowLengths_
Lengths of the rows of U.
Definition: CoinSimpFactorization.hpp:325
CoinSimpFactorization::postProcess
virtual void postProcess(const int *sequence, int *pivotVariable)
Does post processing on valid factorization - putting variables on correct rows.
CoinSimpFactorization::denseVector_
double * denseVector_
work array (should be initialized to zero)
Definition: CoinSimpFactorization.hpp:274
CoinSimpFactorization::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...
CoinSimpFactorization::findShortColumn
int findShortColumn(const int row, const int length, int &minCol, int &minColLength, FactorPointers &pointers)
finds short column that intersects a given row
CoinSimpFactorization::findInColumn
int findInColumn(const int column, const int row)
finds a given column in a row
CoinSimpFactorization::CoinSimpFactorization
CoinSimpFactorization()
Default constructor.
CoinSimpFactorization::EtaPosition_
int * EtaPosition_
position of Eta vector
Definition: CoinSimpFactorization.hpp:391
CoinSimpFactorization::auxVector_
double * auxVector_
auxiliary vector
Definition: CoinSimpFactorization.hpp:285
CoinSimpFactorization::updateCurrentRow
void updateCurrentRow(const int pivotRow, const int row, const double multiplier, FactorPointers &pointers, int &newNonZeros)
part of pivoting
CoinSimpFactorization::colSlack_
int * colSlack_
indicator of slack variables
Definition: CoinSimpFactorization.hpp:372
CoinOtherFactorization::numberColumns_
int numberColumns_
Number of Columns in factorization.
Definition: CoinDenseFactorization.hpp:271
CoinSimpFactorization::findMaxInRrow
double findMaxInRrow(const int row, FactorPointers &pointers)
finds maximum absolute value in a row
CoinOtherFactorization::numberPivots_
int numberPivots_
Number pivots since last factorization.
Definition: CoinDenseFactorization.hpp:277
CoinSimpFactorization::clearArrays
void clearArrays()
Get rid of all memory.
Definition: CoinSimpFactorization.hpp:150
CoinSimpFactorization::EtaSize_
int EtaSize_
number of elements in Eta_
Definition: CoinSimpFactorization.hpp:401
CoinSimpFactorization::prevColInU_
int * prevColInU_
previous column in U
Definition: CoinSimpFactorization.hpp:360