1 | /* $Id: ClpCholeskyBase.hpp 2385 2019-01-06 19:43:06Z unxusr $ */ |
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2 | // Copyright (C) 2003, International Business Machines |
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3 | // Corporation and others. All Rights Reserved. |
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4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
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5 | |
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6 | #ifndef ClpCholeskyBase_H |
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7 | #define ClpCholeskyBase_H |
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8 | |
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9 | #include "CoinPragma.hpp" |
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10 | #include "CoinTypes.hpp" |
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11 | //#define CLP_LONG_CHOLESKY 0 |
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12 | #ifndef CLP_LONG_CHOLESKY |
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13 | #define CLP_LONG_CHOLESKY 0 |
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14 | #endif |
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15 | /* valid combinations are |
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16 | CLP_LONG_CHOLESKY 0 and COIN_LONG_WORK 0 |
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17 | CLP_LONG_CHOLESKY 1 and COIN_LONG_WORK 1 |
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18 | CLP_LONG_CHOLESKY 2 and COIN_LONG_WORK 1 |
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19 | */ |
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20 | #if COIN_LONG_WORK == 0 |
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21 | #if CLP_LONG_CHOLESKY > 0 |
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22 | #define CHOLESKY_BAD_COMBINATION |
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23 | #endif |
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24 | #else |
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25 | #if CLP_LONG_CHOLESKY == 0 |
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26 | #define CHOLESKY_BAD_COMBINATION |
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27 | #endif |
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28 | #endif |
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29 | #ifdef CHOLESKY_BAD_COMBINATION |
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30 | #warning("Bad combination of CLP_LONG_CHOLESKY and COIN_BIG_DOUBLE/COIN_LONG_WORK"); |
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31 | "Bad combination of CLP_LONG_CHOLESKY and COIN_LONG_WORK" |
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32 | #endif |
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33 | #if CLP_LONG_CHOLESKY > 1 |
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34 | typedef long double longDouble; |
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35 | #define CHOL_SMALL_VALUE 1.0e-15 |
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36 | #elif CLP_LONG_CHOLESKY == 1 |
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37 | typedef double longDouble; |
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38 | #define CHOL_SMALL_VALUE 1.0e-11 |
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39 | #else |
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40 | typedef double longDouble; |
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41 | #define CHOL_SMALL_VALUE 1.0e-11 |
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42 | #endif |
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43 | class ClpInterior; |
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44 | class ClpCholeskyDense; |
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45 | class ClpMatrixBase; |
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46 | |
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47 | /** Base class for Clp Cholesky factorization |
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48 | Will do better factorization. very crude ordering |
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49 | |
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50 | Derived classes may be using more sophisticated methods |
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51 | */ |
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52 | |
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53 | class ClpCholeskyBase { |
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54 | |
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55 | public: |
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56 | /**@name Virtual methods that the derived classes may provide */ |
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57 | //@{ |
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58 | /** Orders rows and saves pointer to matrix.and model. |
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59 | returns non-zero if not enough memory. |
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60 | You can use preOrder to set up ADAT |
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61 | If using default symbolic etc then must set sizeFactor_ to |
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62 | size of input matrix to order (and to symbolic). |
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63 | Also just permute_ and permuteInverse_ should be created */ |
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64 | virtual int order(ClpInterior *model); |
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65 | /** Does Symbolic factorization given permutation. |
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66 | This is called immediately after order. If user provides this then |
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67 | user must provide factorize and solve. Otherwise the default factorization is used |
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68 | returns non-zero if not enough memory */ |
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69 | virtual int symbolic(); |
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70 | /** Factorize - filling in rowsDropped and returning number dropped. |
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71 | If return code negative then out of memory */ |
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72 | virtual int factorize(const CoinWorkDouble *diagonal, int *rowsDropped); |
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73 | /** Uses factorization to solve. */ |
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74 | virtual void solve(CoinWorkDouble *region); |
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75 | /** Uses factorization to solve. - given as if KKT. |
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76 | region1 is rows+columns, region2 is rows */ |
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77 | virtual void solveKKT(CoinWorkDouble *region1, CoinWorkDouble *region2, const CoinWorkDouble *diagonal, |
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78 | CoinWorkDouble diagonalScaleFactor); |
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79 | |
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80 | private: |
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81 | /// AMD ordering |
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82 | int orderAMD(); |
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83 | |
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84 | public: |
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85 | //@} |
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86 | |
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87 | /**@name Gets */ |
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88 | //@{ |
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89 | /// status. Returns status |
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90 | inline int status() const |
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91 | { |
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92 | return status_; |
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93 | } |
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94 | /// numberRowsDropped. Number of rows gone |
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95 | inline int numberRowsDropped() const |
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96 | { |
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97 | return numberRowsDropped_; |
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98 | } |
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99 | /// reset numberRowsDropped and rowsDropped. |
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100 | void resetRowsDropped(); |
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101 | /// rowsDropped - which rows are gone |
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102 | inline char *rowsDropped() const |
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103 | { |
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104 | return rowsDropped_; |
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105 | } |
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106 | /// choleskyCondition. |
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107 | inline double choleskyCondition() const |
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108 | { |
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109 | return choleskyCondition_; |
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110 | } |
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111 | /// goDense i.e. use dense factoriaztion if > this (default 0.7). |
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112 | inline double goDense() const |
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113 | { |
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114 | return goDense_; |
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115 | } |
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116 | /// goDense i.e. use dense factoriaztion if > this (default 0.7). |
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117 | inline void setGoDense(double value) |
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118 | { |
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119 | goDense_ = value; |
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120 | } |
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121 | /// rank. Returns rank |
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122 | inline int rank() const |
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123 | { |
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124 | return numberRows_ - numberRowsDropped_; |
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125 | } |
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126 | /// Return number of rows |
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127 | inline int numberRows() const |
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128 | { |
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129 | return numberRows_; |
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130 | } |
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131 | /// Return size |
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132 | inline int size() const |
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133 | { |
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134 | return sizeFactor_; |
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135 | } |
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136 | /// Return sparseFactor |
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137 | inline longDouble *sparseFactor() const |
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138 | { |
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139 | return sparseFactor_; |
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140 | } |
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141 | /// Return diagonal |
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142 | inline longDouble *diagonal() const |
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143 | { |
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144 | return diagonal_; |
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145 | } |
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146 | /// Return workDouble |
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147 | inline longDouble *workDouble() const |
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148 | { |
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149 | return workDouble_; |
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150 | } |
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151 | /// If KKT on |
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152 | inline bool kkt() const |
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153 | { |
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154 | return doKKT_; |
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155 | } |
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156 | /// Set KKT |
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157 | inline void setKKT(bool yesNo) |
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158 | { |
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159 | doKKT_ = yesNo; |
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160 | } |
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161 | /// Set integer parameter |
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162 | inline void setIntegerParameter(int i, int value) |
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163 | { |
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164 | integerParameters_[i] = value; |
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165 | } |
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166 | /// get integer parameter |
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167 | inline int getIntegerParameter(int i) |
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168 | { |
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169 | return integerParameters_[i]; |
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170 | } |
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171 | /// Set double parameter |
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172 | inline void setDoubleParameter(int i, double value) |
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173 | { |
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174 | doubleParameters_[i] = value; |
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175 | } |
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176 | /// get double parameter |
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177 | inline double getDoubleParameter(int i) |
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178 | { |
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179 | return doubleParameters_[i]; |
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180 | } |
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181 | //@} |
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182 | |
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183 | public: |
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184 | /**@name Constructors, destructor |
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185 | */ |
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186 | //@{ |
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187 | /** Constructor which has dense columns activated. |
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188 | Default is off. */ |
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189 | ClpCholeskyBase(int denseThreshold = -1); |
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190 | /** Destructor (has to be public) */ |
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191 | virtual ~ClpCholeskyBase(); |
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192 | /// Copy |
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193 | ClpCholeskyBase(const ClpCholeskyBase &); |
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194 | /// Assignment |
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195 | ClpCholeskyBase &operator=(const ClpCholeskyBase &); |
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196 | //@} |
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197 | //@{ |
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198 | ///@name Other |
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199 | /// Clone |
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200 | virtual ClpCholeskyBase *clone() const; |
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201 | |
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202 | /// Returns type |
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203 | inline int type() const |
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204 | { |
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205 | if (doKKT_) |
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206 | return 100; |
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207 | else |
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208 | return type_; |
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209 | } |
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210 | |
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211 | protected: |
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212 | /// Sets type |
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213 | inline void setType(int type) |
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214 | { |
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215 | type_ = type; |
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216 | } |
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217 | /// model. |
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218 | inline void setModel(ClpInterior *model) |
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219 | { |
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220 | model_ = model; |
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221 | } |
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222 | //@} |
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223 | |
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224 | /**@name Symbolic, factor and solve */ |
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225 | //@{ |
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226 | /** Symbolic1 - works out size without clever stuff. |
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227 | Uses upper triangular as much easier. |
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228 | Returns size |
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229 | */ |
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230 | int symbolic1(const int *Astart, const int *Arow); |
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231 | /** Symbolic2 - Fills in indices |
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232 | Uses lower triangular so can do cliques etc |
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233 | */ |
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234 | void symbolic2(const int *Astart, const int *Arow); |
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235 | /** Factorize - filling in rowsDropped and returning number dropped |
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236 | in integerParam. |
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237 | */ |
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238 | void factorizePart2(int *rowsDropped); |
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239 | /** solve - 1 just first half, 2 just second half - 3 both. |
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240 | If 1 and 2 then diagonal has sqrt of inverse otherwise inverse |
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241 | */ |
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242 | void solve(CoinWorkDouble *region, int type); |
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243 | /// Forms ADAT - returns nonzero if not enough memory |
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244 | int preOrder(bool lowerTriangular, bool includeDiagonal, bool doKKT); |
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245 | /// Updates dense part (broken out for profiling) |
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246 | void updateDense(longDouble *d, /*longDouble * work,*/ int *first); |
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247 | //@} |
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248 | |
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249 | protected: |
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250 | /**@name Data members |
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251 | The data members are protected to allow access for derived classes. */ |
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252 | //@{ |
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253 | /// type (may be useful) if > 20 do KKT |
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254 | int type_; |
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255 | /// Doing full KKT (only used if default symbolic and factorization) |
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256 | bool doKKT_; |
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257 | /// Go dense at this fraction |
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258 | double goDense_; |
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259 | /// choleskyCondition. |
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260 | double choleskyCondition_; |
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261 | /// model. |
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262 | ClpInterior *model_; |
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263 | /// numberTrials. Number of trials before rejection |
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264 | int numberTrials_; |
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265 | /// numberRows. Number of Rows in factorization |
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266 | int numberRows_; |
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267 | /// status. Status of factorization |
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268 | int status_; |
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269 | /// rowsDropped |
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270 | char *rowsDropped_; |
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271 | /// permute inverse. |
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272 | int *permuteInverse_; |
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273 | /// main permute. |
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274 | int *permute_; |
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275 | /// numberRowsDropped. Number of rows gone |
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276 | int numberRowsDropped_; |
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277 | /// sparseFactor. |
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278 | longDouble *sparseFactor_; |
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279 | /// choleskyStart - element starts |
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280 | int *choleskyStart_; |
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281 | /// choleskyRow (can be shorter than sparsefactor) |
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282 | int *choleskyRow_; |
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283 | /// Index starts |
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284 | int *indexStart_; |
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285 | /// Diagonal |
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286 | longDouble *diagonal_; |
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287 | /// double work array |
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288 | longDouble *workDouble_; |
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289 | /// link array |
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290 | int *link_; |
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291 | // Integer work array |
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292 | int *workInteger_; |
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293 | // Clique information |
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294 | int *clique_; |
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295 | /// sizeFactor. |
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296 | int sizeFactor_; |
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297 | /// Size of index array |
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298 | int sizeIndex_; |
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299 | /// First dense row |
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300 | int firstDense_; |
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301 | /// integerParameters |
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302 | int integerParameters_[64]; |
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303 | /// doubleParameters; |
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304 | double doubleParameters_[64]; |
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305 | /// Row copy of matrix |
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306 | ClpMatrixBase *rowCopy_; |
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307 | /// Dense indicators |
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308 | char *whichDense_; |
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309 | /// Dense columns (updated) |
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310 | longDouble *denseColumn_; |
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311 | /// Dense cholesky |
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312 | ClpCholeskyDense *dense_; |
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313 | /// Dense threshold (for taking out of Cholesky) |
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314 | int denseThreshold_; |
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315 | //@} |
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316 | }; |
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317 | |
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318 | #endif |
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319 | |
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320 | /* vi: softtabstop=2 shiftwidth=2 expandtab tabstop=2 |
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321 | */ |
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