ClpCholeskyBase Class Reference

Base class for Clp Cholesky factorization Will do better factorization. More...

#include <ClpCholeskyBase.hpp>

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List of all members.

Public Member Functions

Gets
int status () const
 status. Returns status
int numberRowsDropped () const
 numberRowsDropped. Number of rows gone
void resetRowsDropped ()
 reset numberRowsDropped and rowsDropped.
char * rowsDropped () const
 rowsDropped - which rows are gone
double choleskyCondition () const
 choleskyCondition.
double goDense () const
 goDense i.e. use dense factoriaztion if > this (default 0.7).
void setGoDense (double value)
 goDense i.e. use dense factoriaztion if > this (default 0.7).
int rank () const
 rank. Returns rank
int numberRows () const
 Return number of rows.
CoinBigIndex size () const
 Return size.
longDoublesparseFactor () const
 Return sparseFactor.
longDoublediagonal () const
 Return diagonal.
longDoubleworkDouble () const
 Return workDouble.
bool kkt () const
 If KKT on.
void setKKT (bool yesNo)
 Set KKT.
void setIntegerParameter (int i, int value)
 Set integer parameter.
int getIntegerParameter (int i)
 get integer parameter
void setDoubleParameter (int i, double value)
 Set double parameter.
double getDoubleParameter (int i)
 get double parameter
Constructors, destructor
 ClpCholeskyBase (int denseThreshold=-1)
 Constructor which has dense columns activated.
virtual ~ClpCholeskyBase ()
 Destructor (has to be public)
 ClpCholeskyBase (const ClpCholeskyBase &)
 Copy.
ClpCholeskyBaseoperator= (const ClpCholeskyBase &)
 Assignment.

Protected Member Functions

Symbolic, factor and solve
int symbolic1 (const CoinBigIndex *Astart, const int *Arow)
 Symbolic1 - works out size without clever stuff.
void symbolic2 (const CoinBigIndex *Astart, const int *Arow)
 Symbolic2 - Fills in indices Uses lower triangular so can do cliques etc.
void factorizePart2 (int *rowsDropped)
 Factorize - filling in rowsDropped and returning number dropped in integerParam.
void solve (CoinWorkDouble *region, int type)
 solve - 1 just first half, 2 just second half - 3 both.
int preOrder (bool lowerTriangular, bool includeDiagonal, bool doKKT)
 Forms ADAT - returns nonzero if not enough memory.
void updateDense (longDouble *d, int *first)
 Updates dense part (broken out for profiling)

Protected Attributes

Data members

The data members are protected to allow access for derived classes.

int type_
 type (may be useful) if > 20 do KKT
bool doKKT_
 Doing full KKT (only used if default symbolic and factorization)
double goDense_
 Go dense at this fraction.
double choleskyCondition_
 choleskyCondition.
ClpInteriormodel_
 model.
int numberTrials_
 numberTrials. Number of trials before rejection
int numberRows_
 numberRows. Number of Rows in factorization
int status_
 status. Status of factorization
char * rowsDropped_
 rowsDropped
int * permuteInverse_
 permute inverse.
int * permute_
 main permute.
int numberRowsDropped_
 numberRowsDropped. Number of rows gone
longDoublesparseFactor_
 sparseFactor.
CoinBigIndex * choleskyStart_
 choleskyStart - element starts
int * choleskyRow_
 choleskyRow (can be shorter than sparsefactor)
CoinBigIndex * indexStart_
 Index starts.
longDoublediagonal_
 Diagonal.
longDoubleworkDouble_
 double work array
int * link_
 link array
CoinBigIndex * workInteger_
 type (may be useful) if > 20 do KKT
int * clique_
 type (may be useful) if > 20 do KKT
CoinBigIndex sizeFactor_
 sizeFactor.
CoinBigIndex sizeIndex_
 Size of index array.
int firstDense_
 First dense row.
int integerParameters_ [64]
 integerParameters
double doubleParameters_ [64]
 doubleParameters;
ClpMatrixBaserowCopy_
 Row copy of matrix.
char * whichDense_
 Dense indicators.
longDoubledenseColumn_
 Dense columns (updated)
ClpCholeskyDensedense_
 Dense cholesky.
int denseThreshold_
 Dense threshold (for taking out of Cholesky)

Virtual methods that the derived classes may provide

virtual int order (ClpInterior *model)
 Orders rows and saves pointer to matrix.and model.
virtual int symbolic ()
 Does Symbolic factorization given permutation.
virtual int factorize (const CoinWorkDouble *diagonal, int *rowsDropped)
 Factorize - filling in rowsDropped and returning number dropped.
virtual void solve (CoinWorkDouble *region)
 Uses factorization to solve.
virtual void solveKKT (CoinWorkDouble *region1, CoinWorkDouble *region2, const CoinWorkDouble *diagonal, CoinWorkDouble diagonalScaleFactor)
 Uses factorization to solve.
int orderAMD ()
 AMD ordering.

Other

Clone

virtual ClpCholeskyBaseclone () const
 Returns type.
int type () const
 Returns type.
void setType (int type)
 Sets type.
void setModel (ClpInterior *model)
 model.

Detailed Description

Base class for Clp Cholesky factorization Will do better factorization.

very crude ordering

Derived classes may be using more sophisticated methods

Definition at line 51 of file ClpCholeskyBase.hpp.


Constructor & Destructor Documentation

ClpCholeskyBase::ClpCholeskyBase ( int  denseThreshold = -1)

Constructor which has dense columns activated.

Default is off.

virtual ClpCholeskyBase::~ClpCholeskyBase ( ) [virtual]

Destructor (has to be public)

Copy.


Member Function Documentation

virtual int ClpCholeskyBase::order ( ClpInterior model) [virtual]

Orders rows and saves pointer to matrix.and model.

returns non-zero if not enough memory. You can use preOrder to set up ADAT If using default symbolic etc then must set sizeFactor_ to size of input matrix to order (and to symbolic). Also just permute_ and permuteInverse_ should be created

Reimplemented in ClpCholeskyTaucs, ClpCholeskyUfl, ClpCholeskyMumps, ClpCholeskyWssmp, ClpCholeskyWssmpKKT, and ClpCholeskyDense.

virtual int ClpCholeskyBase::symbolic ( ) [virtual]

Does Symbolic factorization given permutation.

This is called immediately after order. If user provides this then user must provide factorize and solve. Otherwise the default factorization is used returns non-zero if not enough memory

Reimplemented in ClpCholeskyTaucs, ClpCholeskyMumps, ClpCholeskyWssmp, ClpCholeskyWssmpKKT, and ClpCholeskyDense.

virtual int ClpCholeskyBase::factorize ( const CoinWorkDouble *  diagonal,
int *  rowsDropped 
) [virtual]

Factorize - filling in rowsDropped and returning number dropped.

If return code negative then out of memory

Reimplemented in ClpCholeskyDense.

virtual void ClpCholeskyBase::solve ( CoinWorkDouble *  region) [virtual]

Uses factorization to solve.

Reimplemented in ClpCholeskyDense.

virtual void ClpCholeskyBase::solveKKT ( CoinWorkDouble *  region1,
CoinWorkDouble *  region2,
const CoinWorkDouble *  diagonal,
CoinWorkDouble  diagonalScaleFactor 
) [virtual]

Uses factorization to solve.

  • given as if KKT. region1 is rows+columns, region2 is rows
int ClpCholeskyBase::orderAMD ( ) [private]

AMD ordering.

int ClpCholeskyBase::status ( ) const [inline]

status. Returns status

Definition at line 86 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::numberRowsDropped ( ) const [inline]

numberRowsDropped. Number of rows gone

Definition at line 90 of file ClpCholeskyBase.hpp.

reset numberRowsDropped and rowsDropped.

char* ClpCholeskyBase::rowsDropped ( ) const [inline]

rowsDropped - which rows are gone

Definition at line 96 of file ClpCholeskyBase.hpp.

double ClpCholeskyBase::choleskyCondition ( ) const [inline]

choleskyCondition.

Definition at line 100 of file ClpCholeskyBase.hpp.

double ClpCholeskyBase::goDense ( ) const [inline]

goDense i.e. use dense factoriaztion if > this (default 0.7).

Definition at line 104 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::setGoDense ( double  value) [inline]

goDense i.e. use dense factoriaztion if > this (default 0.7).

Definition at line 108 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::rank ( ) const [inline]

rank. Returns rank

Definition at line 112 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::numberRows ( ) const [inline]

Return number of rows.

Definition at line 116 of file ClpCholeskyBase.hpp.

CoinBigIndex ClpCholeskyBase::size ( ) const [inline]

Return size.

Definition at line 120 of file ClpCholeskyBase.hpp.

Return sparseFactor.

Definition at line 124 of file ClpCholeskyBase.hpp.

Return diagonal.

Reimplemented in ClpCholeskyDense.

Definition at line 128 of file ClpCholeskyBase.hpp.

Return workDouble.

Definition at line 132 of file ClpCholeskyBase.hpp.

bool ClpCholeskyBase::kkt ( ) const [inline]

If KKT on.

Definition at line 136 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::setKKT ( bool  yesNo) [inline]

Set KKT.

Definition at line 140 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::setIntegerParameter ( int  i,
int  value 
) [inline]

Set integer parameter.

Definition at line 144 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::getIntegerParameter ( int  i) [inline]

get integer parameter

Definition at line 148 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::setDoubleParameter ( int  i,
double  value 
) [inline]

Set double parameter.

Definition at line 152 of file ClpCholeskyBase.hpp.

double ClpCholeskyBase::getDoubleParameter ( int  i) [inline]

get double parameter

Definition at line 156 of file ClpCholeskyBase.hpp.

ClpCholeskyBase& ClpCholeskyBase::operator= ( const ClpCholeskyBase )

Assignment.

virtual ClpCholeskyBase* ClpCholeskyBase::clone ( ) const [virtual]
int ClpCholeskyBase::type ( ) const [inline]

Returns type.

Definition at line 183 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::setType ( int  type) [inline, protected]

Sets type.

Definition at line 189 of file ClpCholeskyBase.hpp.

void ClpCholeskyBase::setModel ( ClpInterior model) [inline, protected]

model.

Definition at line 193 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::symbolic1 ( const CoinBigIndex *  Astart,
const int *  Arow 
) [protected]

Symbolic1 - works out size without clever stuff.

Uses upper triangular as much easier. Returns size

void ClpCholeskyBase::symbolic2 ( const CoinBigIndex *  Astart,
const int *  Arow 
) [protected]

Symbolic2 - Fills in indices Uses lower triangular so can do cliques etc.

void ClpCholeskyBase::factorizePart2 ( int *  rowsDropped) [protected]

Factorize - filling in rowsDropped and returning number dropped in integerParam.

Reimplemented in ClpCholeskyDense.

void ClpCholeskyBase::solve ( CoinWorkDouble *  region,
int  type 
) [protected]

solve - 1 just first half, 2 just second half - 3 both.

If 1 and 2 then diagonal has sqrt of inverse otherwise inverse

int ClpCholeskyBase::preOrder ( bool  lowerTriangular,
bool  includeDiagonal,
bool  doKKT 
) [protected]

Forms ADAT - returns nonzero if not enough memory.

void ClpCholeskyBase::updateDense ( longDouble d,
int *  first 
) [protected]

Updates dense part (broken out for profiling)


Member Data Documentation

int ClpCholeskyBase::type_ [protected]

type (may be useful) if > 20 do KKT

Definition at line 228 of file ClpCholeskyBase.hpp.

bool ClpCholeskyBase::doKKT_ [protected]

Doing full KKT (only used if default symbolic and factorization)

Definition at line 230 of file ClpCholeskyBase.hpp.

double ClpCholeskyBase::goDense_ [protected]

Go dense at this fraction.

Definition at line 232 of file ClpCholeskyBase.hpp.

choleskyCondition.

Definition at line 234 of file ClpCholeskyBase.hpp.

model.

Definition at line 236 of file ClpCholeskyBase.hpp.

numberTrials. Number of trials before rejection

Definition at line 238 of file ClpCholeskyBase.hpp.

numberRows. Number of Rows in factorization

Definition at line 240 of file ClpCholeskyBase.hpp.

int ClpCholeskyBase::status_ [protected]

status. Status of factorization

Definition at line 242 of file ClpCholeskyBase.hpp.

char* ClpCholeskyBase::rowsDropped_ [protected]

rowsDropped

Definition at line 244 of file ClpCholeskyBase.hpp.

permute inverse.

Definition at line 246 of file ClpCholeskyBase.hpp.

int* ClpCholeskyBase::permute_ [protected]

main permute.

Definition at line 248 of file ClpCholeskyBase.hpp.

numberRowsDropped. Number of rows gone

Definition at line 250 of file ClpCholeskyBase.hpp.

sparseFactor.

Definition at line 252 of file ClpCholeskyBase.hpp.

CoinBigIndex* ClpCholeskyBase::choleskyStart_ [protected]

choleskyStart - element starts

Definition at line 254 of file ClpCholeskyBase.hpp.

choleskyRow (can be shorter than sparsefactor)

Definition at line 256 of file ClpCholeskyBase.hpp.

CoinBigIndex* ClpCholeskyBase::indexStart_ [protected]

Index starts.

Definition at line 258 of file ClpCholeskyBase.hpp.

Diagonal.

Definition at line 260 of file ClpCholeskyBase.hpp.

double work array

Definition at line 262 of file ClpCholeskyBase.hpp.

int* ClpCholeskyBase::link_ [protected]

link array

Definition at line 264 of file ClpCholeskyBase.hpp.

CoinBigIndex* ClpCholeskyBase::workInteger_ [protected]

type (may be useful) if > 20 do KKT

Definition at line 266 of file ClpCholeskyBase.hpp.

int* ClpCholeskyBase::clique_ [protected]

type (may be useful) if > 20 do KKT

Definition at line 268 of file ClpCholeskyBase.hpp.

CoinBigIndex ClpCholeskyBase::sizeFactor_ [protected]

sizeFactor.

Definition at line 270 of file ClpCholeskyBase.hpp.

CoinBigIndex ClpCholeskyBase::sizeIndex_ [protected]

Size of index array.

Definition at line 272 of file ClpCholeskyBase.hpp.

First dense row.

Definition at line 274 of file ClpCholeskyBase.hpp.

integerParameters

Definition at line 276 of file ClpCholeskyBase.hpp.

double ClpCholeskyBase::doubleParameters_[64] [protected]

doubleParameters;

Definition at line 278 of file ClpCholeskyBase.hpp.

Row copy of matrix.

Definition at line 280 of file ClpCholeskyBase.hpp.

char* ClpCholeskyBase::whichDense_ [protected]

Dense indicators.

Definition at line 282 of file ClpCholeskyBase.hpp.

Dense columns (updated)

Definition at line 284 of file ClpCholeskyBase.hpp.

Dense cholesky.

Definition at line 286 of file ClpCholeskyBase.hpp.

Dense threshold (for taking out of Cholesky)

Definition at line 288 of file ClpCholeskyBase.hpp.


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