ruby-cbc 0.1.9

data/ext/ruby-cbc/install/include/coin/CoinDenseFactorization.hpp

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+/* $Id: CoinDenseFactorization.hpp 1759 2014-11-18 11:07:23Z forrest $ */
+// 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 <iostream>
+#include <string>
+#include <cassert>
+#include "CoinTypes.hpp"
+#include "CoinIndexedVector.hpp"
+#include "CoinFactorization.hpp"
+#if COIN_FACTORIZATION_DENSE_CODE == 2
+#undef COIN_FACTORIZATION_DENSE_CODE
+#endif
+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<int *> (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