/* $Id: CoinDenseFactorization.hpp 1416 2011-04-17 09:57:29Z stefan $ */ // Copyright (C) 2008, International Business Machines // Corporation and others. All Rights Reserved. // This code is licensed under the terms of the Eclipse Public License (EPL). /* Authors John Forrest */ #ifndef CoinDenseFactorization_H #define CoinDenseFactorization_H #include #include #include #include "CoinTypes.hpp" #include "CoinIndexedVector.hpp" #include "CoinFactorization.hpp" class CoinPackedMatrix; /// Abstract base class which also has some scalars so can be used from Dense or Simp class CoinOtherFactorization { public: /**@name Constructors and destructor and copy */ //@{ /// Default constructor CoinOtherFactorization ( ); /// Copy constructor CoinOtherFactorization ( const CoinOtherFactorization &other); /// Destructor virtual ~CoinOtherFactorization ( ); /// = copy CoinOtherFactorization & operator = ( const CoinOtherFactorization & other ); /// Clone virtual CoinOtherFactorization * clone() const = 0; //@} /**@name general stuff such as status */ //@{ /// Returns status inline int status ( ) const { return status_; } /// Sets status inline void setStatus ( int value) { status_=value; } /// Returns number of pivots since factorization inline int pivots ( ) const { return numberPivots_; } /// Sets number of pivots since factorization inline void setPivots ( int value ) { numberPivots_=value; } /// Set number of Rows after factorization inline void setNumberRows(int value) { numberRows_ = value; } /// Number of Rows after factorization inline int numberRows ( ) const { return numberRows_; } /// Total number of columns in factorization inline int numberColumns ( ) const { return numberColumns_; } /// Number of good columns in factorization inline int numberGoodColumns ( ) const { return numberGoodU_; } /// Allows change of pivot accuracy check 1.0 == none >1.0 relaxed inline void relaxAccuracyCheck(double value) { relaxCheck_ = value;} inline double getAccuracyCheck() const { return relaxCheck_;} /// Maximum number of pivots between factorizations inline int maximumPivots ( ) const { return maximumPivots_ ; } /// Set maximum pivots virtual void maximumPivots ( int value ); /// Pivot tolerance inline double pivotTolerance ( ) const { return pivotTolerance_ ; } void pivotTolerance ( double value ); /// Zero tolerance inline double zeroTolerance ( ) const { return zeroTolerance_ ; } void zeroTolerance ( double value ); #ifndef COIN_FAST_CODE /// Whether slack value is +1 or -1 inline double slackValue ( ) const { return slackValue_ ; } void slackValue ( double value ); #endif /// Returns array to put basis elements in virtual CoinFactorizationDouble * elements() const; /// Returns pivot row virtual int * pivotRow() const; /// Returns work area virtual CoinFactorizationDouble * workArea() const; /// Returns int work area virtual int * intWorkArea() const; /// Number of entries in each row virtual int * numberInRow() const; /// Number of entries in each column virtual int * numberInColumn() const; /// Returns array to put basis starts in virtual CoinBigIndex * starts() const; /// Returns permute back virtual int * permuteBack() const; /** Get solve mode e.g. 0 C++ code, 1 Lapack, 2 choose If 4 set then values pass if 8 set then has iterated */ inline int solveMode() const { return solveMode_ ;} /** Set solve mode e.g. 0 C++ code, 1 Lapack, 2 choose If 4 set then values pass if 8 set then has iterated */ inline void setSolveMode(int value) { solveMode_ = value;} /// Returns true if wants tableauColumn in replaceColumn virtual bool wantsTableauColumn() const; /** Useful information for factorization 0 - iteration number whereFrom is 0 for factorize and 1 for replaceColumn */ virtual void setUsefulInformation(const int * info,int whereFrom); /// Get rid of all memory virtual void clearArrays() {} //@} /**@name virtual general stuff such as permutation */ //@{ /// Returns array to put basis indices in virtual int * indices() const = 0; /// Returns permute in virtual int * permute() const = 0; /// Total number of elements in factorization virtual int numberElements ( ) const = 0; //@} /**@name Do factorization - public */ //@{ /// Gets space for a factorization virtual void getAreas ( int numberRows, int numberColumns, CoinBigIndex maximumL, CoinBigIndex maximumU ) = 0; /// PreProcesses column ordered copy of basis virtual void preProcess ( ) = 0; /** Does most of factorization returning status 0 - OK -99 - needs more memory -1 - singular - use numberGoodColumns and redo */ virtual int factor ( ) = 0; /// Does post processing on valid factorization - putting variables on correct rows virtual void postProcess(const int * sequence, int * pivotVariable) = 0; /// Makes a non-singular basis by replacing variables virtual void makeNonSingular(int * sequence, int numberColumns) = 0; //@} /**@name rank one updates which do exist */ //@{ /** Replaces one Column to basis, returns 0=OK, 1=Probably OK, 2=singular, 3=no room If checkBeforeModifying is true will do all accuracy checks before modifying factorization. Whether to set this depends on speed considerations. You could just do this on first iteration after factorization and thereafter re-factorize partial update already in U */ virtual int replaceColumn ( CoinIndexedVector * regionSparse, int pivotRow, double pivotCheck , bool checkBeforeModifying=false, double acceptablePivot=1.0e-8)=0; //@} /**@name various uses of factorization (return code number elements) which user may want to know about */ //@{ /** Updates one column (FTRAN) from regionSparse2 Tries to do FT update number returned is negative if no room regionSparse starts as zero and is zero at end. Note - if regionSparse2 packed on input - will be packed on output */ virtual int updateColumnFT ( CoinIndexedVector * regionSparse, CoinIndexedVector * regionSparse2, bool noPermute=false) = 0; /** This version has same effect as above with FTUpdate==false so number returned is always >=0 */ virtual int updateColumn ( CoinIndexedVector * regionSparse, CoinIndexedVector * regionSparse2, bool noPermute=false) const = 0; /// does FTRAN on two columns virtual int updateTwoColumnsFT(CoinIndexedVector * regionSparse1, CoinIndexedVector * regionSparse2, CoinIndexedVector * regionSparse3, bool noPermute=false) = 0; /** Updates one column (BTRAN) from regionSparse2 regionSparse starts as zero and is zero at end Note - if regionSparse2 packed on input - will be packed on output */ virtual int updateColumnTranspose ( CoinIndexedVector * regionSparse, CoinIndexedVector * regionSparse2) const = 0; //@} ////////////////// data ////////////////// protected: /**@name data */ //@{ /// Pivot tolerance double pivotTolerance_; /// Zero tolerance double zeroTolerance_; #ifndef COIN_FAST_CODE /// Whether slack value is +1 or -1 double slackValue_; #else #ifndef slackValue_ #define slackValue_ -1.0 #endif #endif /// Relax check on accuracy in replaceColumn double relaxCheck_; /// Number of elements after factorization CoinBigIndex factorElements_; /// Number of Rows in factorization int numberRows_; /// Number of Columns in factorization int numberColumns_; /// Number factorized in U (not row singletons) int numberGoodU_; /// Maximum number of pivots before factorization int maximumPivots_; /// Number pivots since last factorization int numberPivots_; /// Status of factorization int status_; /// Maximum rows ever (i.e. use to copy arrays etc) int maximumRows_; /// Maximum length of iterating area CoinBigIndex maximumSpace_; /// Pivot row int * pivotRow_; /** Elements of factorization and updates length is maxR*maxR+maxSpace will always be long enough so can have nR*nR ints in maxSpace */ CoinFactorizationDouble * elements_; /// Work area of numberRows_ CoinFactorizationDouble * workArea_; /** Solve mode e.g. 0 C++ code, 1 Lapack, 2 choose If 4 set then values pass if 8 set then has iterated */ int solveMode_; //@} }; /** This deals with Factorization and Updates This is a simple dense version so other people can write a better one I am assuming that 32 bits is enough for number of rows or columns, but CoinBigIndex may be redefined to get 64 bits. */ class CoinDenseFactorization : public CoinOtherFactorization { friend void CoinDenseFactorizationUnitTest( const std::string & mpsDir ); public: /**@name Constructors and destructor and copy */ //@{ /// Default constructor CoinDenseFactorization ( ); /// Copy constructor CoinDenseFactorization ( const CoinDenseFactorization &other); /// Destructor virtual ~CoinDenseFactorization ( ); /// = copy CoinDenseFactorization & operator = ( const CoinDenseFactorization & other ); /// Clone virtual CoinOtherFactorization * clone() const ; //@} /**@name Do factorization - public */ //@{ /// Gets space for a factorization virtual void getAreas ( int numberRows, int numberColumns, CoinBigIndex maximumL, CoinBigIndex maximumU ); /// PreProcesses column ordered copy of basis virtual void preProcess ( ); /** Does most of factorization returning status 0 - OK -99 - needs more memory -1 - singular - use numberGoodColumns and redo */ virtual int factor ( ); /// Does post processing on valid factorization - putting variables on correct rows virtual void postProcess(const int * sequence, int * pivotVariable); /// Makes a non-singular basis by replacing variables virtual void makeNonSingular(int * sequence, int numberColumns); //@} /**@name general stuff such as number of elements */ //@{ /// Total number of elements in factorization virtual inline int numberElements ( ) const { return numberRows_*(numberColumns_+numberPivots_); } /// Returns maximum absolute value in factorization double maximumCoefficient() const; //@} /**@name rank one updates which do exist */ //@{ /** Replaces one Column to basis, returns 0=OK, 1=Probably OK, 2=singular, 3=no room If checkBeforeModifying is true will do all accuracy checks before modifying factorization. Whether to set this depends on speed considerations. You could just do this on first iteration after factorization and thereafter re-factorize partial update already in U */ virtual int replaceColumn ( CoinIndexedVector * regionSparse, int pivotRow, double pivotCheck , bool checkBeforeModifying=false, double acceptablePivot=1.0e-8); //@} /**@name various uses of factorization (return code number elements) which user may want to know about */ //@{ /** Updates one column (FTRAN) from regionSparse2 Tries to do FT update number returned is negative if no room regionSparse starts as zero and is zero at end. Note - if regionSparse2 packed on input - will be packed on output */ virtual inline int updateColumnFT ( CoinIndexedVector * regionSparse, CoinIndexedVector * regionSparse2, bool = false) { return updateColumn(regionSparse,regionSparse2);} /** This version has same effect as above with FTUpdate==false so number returned is always >=0 */ virtual int updateColumn ( CoinIndexedVector * regionSparse, CoinIndexedVector * regionSparse2, bool noPermute=false) const; /// does FTRAN on two columns virtual int updateTwoColumnsFT(CoinIndexedVector * regionSparse1, CoinIndexedVector * regionSparse2, CoinIndexedVector * regionSparse3, bool noPermute=false); /** Updates one column (BTRAN) from regionSparse2 regionSparse starts as zero and is zero at end Note - if regionSparse2 packed on input - will be packed on output */ virtual int updateColumnTranspose ( CoinIndexedVector * regionSparse, CoinIndexedVector * regionSparse2) const; //@} /// *** Below this user may not want to know about /**@name various uses of factorization which user may not want to know about (left over from my LP code) */ //@{ /// Get rid of all memory inline void clearArrays() { gutsOfDestructor();} /// Returns array to put basis indices in virtual inline int * indices() const { return reinterpret_cast (elements_+numberRows_*numberRows_);} /// Returns permute in virtual inline int * permute() const { return NULL;/*pivotRow_*/;} //@} /// The real work of desstructor void gutsOfDestructor(); /// The real work of constructor void gutsOfInitialize(); /// The real work of copy void gutsOfCopy(const CoinDenseFactorization &other); //@} protected: /** Returns accuracy status of replaceColumn returns 0=OK, 1=Probably OK, 2=singular */ int checkPivot(double saveFromU, double oldPivot) const; ////////////////// data ////////////////// protected: /**@name data */ //@{ //@} }; #endif