CoinUtils  2.10.14
CoinOslFactorization.hpp
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1 /* $Id: CoinOslFactorization.hpp 1416 2011-04-17 09:57:29Z stefan $ */
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 {int suc, pre;} EKKHlink;
29 typedef struct _EKKfactinfo {
30  double drtpiv;
31  double demark;
32  double zpivlu;
33  double zeroTolerance;
34  double areaFactor;
35  int *xrsadr;
36  int *xcsadr;
37  int *xrnadr;
38  int *xcnadr;
39  int *krpadr;
40  int *kcpadr;
41  int *mpermu;
42  int *bitArray;
43  int * back;
44  char * nonzero;
45  double * trueStart;
46  mutable double *kadrpm;
49  double *R_etas_element;
50 
51  int *xecadr;
52  int *xeradr;
53  double *xeeadr;
54  double *xe2adr;
57  double * kw1adr;
58  double * kw2adr;
59  double * kw3adr;
60  int * hpivcoR;
61  int nrow;
62  int nrowmx;
64  int firstLRow;
65  int maxinv;
66  int nnetas;
67  int iterin;
68  int iter0;
69  int invok;
70  int nbfinv;
72  int nnentl;
73  int nnentu;
74 #ifdef CLP_REUSE_ETAS
75  int save_nnentu;
76 #endif
77  int ndenuc;
78  int npivots; /* use as xpivsq in factorization */
79  int kmxeta;
80  int xnetal;
83  int iterno;
85  int lastSlack;
87  int xnetalval;
88  int lstart;
90  mutable int packedMode;
92  int nuspike;
93  bool rows_ok; /* replaces test using mrstrt[1] */
94 #ifdef CLP_REUSE_ETAS
95  mutable int reintro;
96 #endif
97  int nR_etas;
98  int sortedEta; /* if vector for F-T is sorted */
100  int ifvsol;
101  int eta_size;
105 
107  friend void CoinOslFactorizationUnitTest( const std::string & mpsDir );
108 
109 public:
110 
117 
123  virtual CoinOtherFactorization * clone() const ;
125 
128  virtual void getAreas ( int numberRows,
130  int numberColumns,
131  CoinBigIndex maximumL,
132  CoinBigIndex maximumU );
133 
135  virtual void preProcess ( );
141  virtual int factor ( );
143  virtual void postProcess(const int * sequence, int * pivotVariable);
145  virtual void makeNonSingular(int * sequence, int numberColumns);
153  int factorize ( const CoinPackedMatrix & matrix,
154  int rowIsBasic[], int columnIsBasic[] ,
155  double areaFactor = 0.0 );
157 
160  virtual inline int numberElements ( ) const {
163  }
167  virtual int * pivotRow() const;
171  virtual int * intWorkArea() const;
173  virtual int * numberInRow() const;
175  virtual int * numberInColumn() const;
177  virtual CoinBigIndex * starts() const;
179  virtual int * permuteBack() const;
181  virtual bool wantsTableauColumn() const;
186  virtual void setUsefulInformation(const int * info,int whereFrom);
188  virtual void maximumPivots ( int value );
189 
191  double maximumCoefficient() const;
193  double conditionNumber() const;
195  virtual void clearArrays();
197 
200 
208  virtual int replaceColumn ( CoinIndexedVector * regionSparse,
209  int pivotRow,
210  double pivotCheck ,
211  bool checkBeforeModifying=false,
212  double acceptablePivot=1.0e-8);
214 
224  virtual int updateColumnFT ( CoinIndexedVector * regionSparse,
225  CoinIndexedVector * regionSparse2,
226  bool noPermute=false);
229  virtual int updateColumn ( CoinIndexedVector * regionSparse,
230  CoinIndexedVector * regionSparse2,
231  bool noPermute=false) const;
233  virtual int updateTwoColumnsFT(CoinIndexedVector * regionSparse1,
234  CoinIndexedVector * regionSparse2,
235  CoinIndexedVector * regionSparse3,
236  bool noPermute=false);
241  virtual int updateColumnTranspose ( CoinIndexedVector * regionSparse,
242  CoinIndexedVector * regionSparse2) const;
244 
249  //inline void clearArrays()
251  //{ gutsOfDestructor();}
253  virtual int * indices() const;
255  virtual inline int * permute() const
256  { return NULL;/*pivotRow_*/;}
258 
260  void gutsOfDestructor(bool clearFact=true);
262  void gutsOfInitialize(bool zapFact=true);
264  void gutsOfCopy(const CoinOslFactorization &other);
265 
267 protected:
270  int checkPivot(double saveFromU, double oldPivot) const;
272 protected:
273 
279 };
280 #endif
_EKKfactinfo::kw3adr
double * kw3adr
Definition: CoinOslFactorization.hpp:59
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...
_EKKfactinfo::hpivcoR
int * hpivcoR
Definition: CoinOslFactorization.hpp:60
_EKKfactinfo::eta_size
int eta_size
Definition: CoinOslFactorization.hpp:101
CoinOslFactorization::getAreas
virtual void getAreas(int numberRows, int numberColumns, CoinBigIndex maximumL, CoinBigIndex maximumU)
Gets space for a factorization.
_EKKfactinfo::packedMode
int packedMode
Definition: CoinOslFactorization.hpp:90
_EKKfactinfo::xe2adr
double * xe2adr
Definition: CoinOslFactorization.hpp:54
_EKKfactinfo::xnetal
int xnetal
Definition: CoinOslFactorization.hpp:80
CoinOslFactorization::maximumPivots
virtual void maximumPivots(int value)
Set maximum pivots.
CoinDenseFactorization.hpp
CoinOslFactorization::preProcess
virtual void preProcess()
PreProcesses column ordered copy of basis.
CoinOslFactorization::CoinOslFactorization
CoinOslFactorization()
Default constructor.
_EKKfactinfo::kw2adr
double * kw2adr
Definition: CoinOslFactorization.hpp:58
_EKKfactinfo::areaFactor
double areaFactor
Definition: CoinOslFactorization.hpp:34
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.
_EKKfactinfo::krpadr
int * krpadr
Definition: CoinOslFactorization.hpp:39
CoinFactorizationDouble
double CoinFactorizationDouble
Definition: CoinTypes.hpp:57
_EKKfactinfo::kcpadr
int * kcpadr
Definition: CoinOslFactorization.hpp:40
EKKfactinfo
struct _EKKfactinfo EKKfactinfo
CoinOslFactorization::numberInColumn
virtual int * numberInColumn() const
Number of entries in each column.
CoinIndexedVector.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...
CoinTypes.hpp
_EKKfactinfo::nbfinv
int nbfinv
Definition: CoinOslFactorization.hpp:70
CoinOslFactorization
Definition: CoinOslFactorization.hpp:106
_EKKfactinfo::invok
int invok
Definition: CoinOslFactorization.hpp:69
CoinOtherFactorization::numberRows
int numberRows() const
Number of Rows after factorization.
Definition: CoinDenseFactorization.hpp:67
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:68
_EKKfactinfo::firstNonSlack
int firstNonSlack
Definition: CoinOslFactorization.hpp:86
CoinOslFactorization::clearArrays
virtual void clearArrays()
Get rid of all memory.
_EKKfactinfo::last_eta_size
int last_eta_size
Definition: CoinOslFactorization.hpp:102
_EKKfactinfo::nonzero
char * nonzero
Definition: CoinOslFactorization.hpp:44
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:73
CoinOslFactorization::permuteBack
virtual int * permuteBack() const
Returns permute back.
CoinOslFactorization::gutsOfInitialize
void gutsOfInitialize(bool zapFact=true)
The real work of constructor.
_EKKfactinfo::xcsadr
int * xcsadr
Definition: CoinOslFactorization.hpp:36
CoinOslFactorization::numberElements
virtual int numberElements() const
Total number of elements in factorization.
Definition: CoinOslFactorization.hpp:161
_EKKfactinfo::trueStart
double * trueStart
Definition: CoinOslFactorization.hpp:45
_EKKfactinfo::kmxeta
int kmxeta
Definition: CoinOslFactorization.hpp:79
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:67
_EKKfactinfo::R_etas_start
int * R_etas_start
Definition: CoinOslFactorization.hpp:48
_EKKfactinfo::last_dense
int last_dense
Definition: CoinOslFactorization.hpp:82
_EKKfactinfo::lastSlack
int lastSlack
Definition: CoinOslFactorization.hpp:85
_EKKfactinfo::nR_etas
int nR_etas
Definition: CoinOslFactorization.hpp:97
CoinOslFactorization::permute
virtual int * permute() const
Returns permute in.
Definition: CoinOslFactorization.hpp:255
_EKKfactinfo::rows_ok
bool rows_ok
Definition: CoinOslFactorization.hpp:93
CoinOtherFactorization::numberRows_
int numberRows_
Number of Rows in factorization.
Definition: CoinDenseFactorization.hpp:245
_EKKfactinfo::demark
double demark
Definition: CoinOslFactorization.hpp:31
_EKKfactinfo::xcnadr
int * xcnadr
Definition: CoinOslFactorization.hpp:38
_EKKfactinfo::nuspike
int nuspike
Definition: CoinOslFactorization.hpp:92
CoinOslFactorization::clone
virtual CoinOtherFactorization * clone() const
Clone.
_EKKfactinfo::num_resets
int num_resets
Definition: CoinOslFactorization.hpp:71
CoinOslFactorization::updateTwoColumnsFT
virtual int updateTwoColumnsFT(CoinIndexedVector *regionSparse1, CoinIndexedVector *regionSparse2, CoinIndexedVector *regionSparse3, bool noPermute=false)
does FTRAN on two columns
_EKKfactinfo::kp1adr
EKKHlink * kp1adr
Definition: CoinOslFactorization.hpp:55
_EKKfactinfo::back
int * back
Definition: CoinOslFactorization.hpp:43
_EKKfactinfo::if_sparse_update
int if_sparse_update
Definition: CoinOslFactorization.hpp:89
CoinOslFactorization::pivotRow
virtual int * pivotRow() const
Returns pivot row.
_EKKfactinfo::R_etas_index
int * R_etas_index
Definition: CoinOslFactorization.hpp:47
CoinOslFactorization::elements
virtual CoinFactorizationDouble * elements() const
Returns array to put basis elements in.
_EKKfactinfo::drtpiv
double drtpiv
Definition: CoinOslFactorization.hpp:30
_EKKfactinfo::npivots
int npivots
Definition: CoinOslFactorization.hpp:78
_EKKfactinfo::xrnadr
int * xrnadr
Definition: CoinOslFactorization.hpp:37
_EKKfactinfo::nnentl
int nnentl
Definition: CoinOslFactorization.hpp:72
_EKKfactinfo::mpermu
int * mpermu
Definition: CoinOslFactorization.hpp:41
CoinOtherFactorization::numberColumns
int numberColumns() const
Total number of columns in factorization.
Definition: CoinDenseFactorization.hpp:71
CoinOslFactorization::maximumCoefficient
double maximumCoefficient() const
Returns maximum absolute value in factorization.
_EKKfactinfo::zeroTolerance
double zeroTolerance
Definition: CoinOslFactorization.hpp:33
CoinOslFactorization::CoinOslFactorizationUnitTest
friend void CoinOslFactorizationUnitTest(const std::string &mpsDir)
_EKKfactinfo::xecadr
int * xecadr
Definition: CoinOslFactorization.hpp:51
_EKKfactinfo::ndenuc
int ndenuc
Definition: CoinOslFactorization.hpp:77
CoinOslFactorization::gutsOfCopy
void gutsOfCopy(const CoinOslFactorization &other)
The real work of copy.
_EKKfactinfo::xeeadr
double * xeeadr
Definition: CoinOslFactorization.hpp:53
_EKKfactinfo::numberSlacks
int numberSlacks
Definition: CoinOslFactorization.hpp:84
CoinOtherFactorization
Abstract base class which also has some scalars so can be used from Dense or Simp.
Definition: CoinDenseFactorization.hpp:27
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
_EKKfactinfo::zpivlu
double zpivlu
Definition: CoinOslFactorization.hpp:32
_EKKfactinfo::sortedEta
int sortedEta
Definition: CoinOslFactorization.hpp:98
_EKKfactinfo::iterno
int iterno
Definition: CoinOslFactorization.hpp:83
CoinOslFactorization::operator=
CoinOslFactorization & operator=(const CoinOslFactorization &other)
= copy
_EKKfactinfo::firstLRow
int firstLRow
Definition: CoinOslFactorization.hpp:64
_EKKfactinfo::ifvsol
int ifvsol
Definition: CoinOslFactorization.hpp:100
_EKKfactinfo::nrow
int nrow
Definition: CoinOslFactorization.hpp:61
_EKKfactinfo::lastEtaCount
int lastEtaCount
Definition: CoinOslFactorization.hpp:99
_EKKfactinfo::nrowmx
int nrowmx
Definition: CoinOslFactorization.hpp:62
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:81
_EKKfactinfo
Definition: CoinOslFactorization.hpp:29
_EKKfactinfo::firstDoRow
int firstDoRow
Definition: CoinOslFactorization.hpp:63
CoinOslFactorization::gutsOfDestructor
void gutsOfDestructor(bool clearFact=true)
The real work of desstructor.
_EKKfactinfo::lstart
int lstart
Definition: CoinOslFactorization.hpp:88
_EKKfactinfo::xeradr
int * xeradr
Definition: CoinOslFactorization.hpp:52
_EKKfactinfo::bitArray
int * bitArray
Definition: CoinOslFactorization.hpp:42
_EKKfactinfo::nnetas
int nnetas
Definition: CoinOslFactorization.hpp:66
CoinOslFactorization::factInfo_
EKKfactinfo factInfo_
Osl factorization data.
Definition: CoinOslFactorization.hpp:277
_EKKfactinfo::xrsadr
int * xrsadr
Definition: CoinOslFactorization.hpp:35
CoinOslFactorization::~CoinOslFactorization
virtual ~CoinOslFactorization()
Destructor.
_EKKfactinfo::kp2adr
EKKHlink * kp2adr
Definition: CoinOslFactorization.hpp:56
_EKKfactinfo::maxNNetas
int maxNNetas
Definition: CoinOslFactorization.hpp:103
CoinOslFactorization::CoinOslFactorization
CoinOslFactorization(const CoinOslFactorization &other)
Copy constructor.
_EKKfactinfo::kw1adr
double * kw1adr
Definition: CoinOslFactorization.hpp:57
_EKKfactinfo::maxinv
int maxinv
Definition: CoinOslFactorization.hpp:65
_EKKfactinfo::R_etas_element
double * R_etas_element
Definition: CoinOslFactorization.hpp:49
CoinBigIndex
int CoinBigIndex
Definition: Coin_C_defines.h:105
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:87
CoinOtherFactorization::numberColumns_
int numberColumns_
Number of Columns in factorization.
Definition: CoinDenseFactorization.hpp:247
_EKKfactinfo::switch_off_sparse_update
int switch_off_sparse_update
Definition: CoinOslFactorization.hpp:91
CoinOslFactorization::starts
virtual CoinBigIndex * starts() const
Returns array to put basis starts in.
CoinOtherFactorization::numberPivots_
int numberPivots_
Number pivots since last factorization.
Definition: CoinDenseFactorization.hpp:253
_EKKfactinfo::kadrpm
double * kadrpm
Definition: CoinOslFactorization.hpp:46
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.