1.1 --- /dev/null Thu Jan 01 00:00:00 1970 +0000
1.2 +++ b/src/glpbfd.c Mon Dec 06 13:09:21 2010 +0100
1.3 @@ -0,0 +1,481 @@
1.4 +/* glpbfd.c (LP basis factorization driver) */
1.5 +
1.6 +/***********************************************************************
1.7 +* This code is part of GLPK (GNU Linear Programming Kit).
1.8 +*
1.9 +* Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008,
1.10 +* 2009, 2010 Andrew Makhorin, Department for Applied Informatics,
1.11 +* Moscow Aviation Institute, Moscow, Russia. All rights reserved.
1.12 +* E-mail: <mao@gnu.org>.
1.13 +*
1.14 +* GLPK is free software: you can redistribute it and/or modify it
1.15 +* under the terms of the GNU General Public License as published by
1.16 +* the Free Software Foundation, either version 3 of the License, or
1.17 +* (at your option) any later version.
1.18 +*
1.19 +* GLPK is distributed in the hope that it will be useful, but WITHOUT
1.20 +* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
1.21 +* or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
1.22 +* License for more details.
1.23 +*
1.24 +* You should have received a copy of the GNU General Public License
1.25 +* along with GLPK. If not, see <http://www.gnu.org/licenses/>.
1.26 +***********************************************************************/
1.27 +
1.28 +typedef struct BFD BFD;
1.29 +
1.30 +#define GLPBFD_PRIVATE
1.31 +#include "glpapi.h"
1.32 +#include "glpfhv.h"
1.33 +#include "glplpf.h"
1.34 +
1.35 +/* CAUTION: DO NOT CHANGE THE LIMIT BELOW */
1.36 +
1.37 +#define M_MAX 100000000 /* = 100*10^6 */
1.38 +/* maximal order of the basis matrix */
1.39 +
1.40 +struct BFD
1.41 +{ /* LP basis factorization */
1.42 + int valid;
1.43 + /* factorization is valid only if this flag is set */
1.44 + int type;
1.45 + /* factorization type:
1.46 + GLP_BF_FT - LUF + Forrest-Tomlin
1.47 + GLP_BF_BG - LUF + Schur compl. + Bartels-Golub
1.48 + GLP_BF_GR - LUF + Schur compl. + Givens rotation */
1.49 + FHV *fhv;
1.50 + /* LP basis factorization (GLP_BF_FT) */
1.51 + LPF *lpf;
1.52 + /* LP basis factorization (GLP_BF_BG, GLP_BF_GR) */
1.53 + int lu_size; /* luf.sv_size */
1.54 + double piv_tol; /* luf.piv_tol */
1.55 + int piv_lim; /* luf.piv_lim */
1.56 + int suhl; /* luf.suhl */
1.57 + double eps_tol; /* luf.eps_tol */
1.58 + double max_gro; /* luf.max_gro */
1.59 + int nfs_max; /* fhv.hh_max */
1.60 + double upd_tol; /* fhv.upd_tol */
1.61 + int nrs_max; /* lpf.n_max */
1.62 + int rs_size; /* lpf.v_size */
1.63 + /* internal control parameters */
1.64 + int upd_lim;
1.65 + /* the factorization update limit */
1.66 + int upd_cnt;
1.67 + /* the factorization update count */
1.68 +};
1.69 +
1.70 +/***********************************************************************
1.71 +* NAME
1.72 +*
1.73 +* bfd_create_it - create LP basis factorization
1.74 +*
1.75 +* SYNOPSIS
1.76 +*
1.77 +* #include "glpbfd.h"
1.78 +* BFD *bfd_create_it(void);
1.79 +*
1.80 +* DESCRIPTION
1.81 +*
1.82 +* The routine bfd_create_it creates a program object, which represents
1.83 +* a factorization of LP basis.
1.84 +*
1.85 +* RETURNS
1.86 +*
1.87 +* The routine bfd_create_it returns a pointer to the object created. */
1.88 +
1.89 +BFD *bfd_create_it(void)
1.90 +{ BFD *bfd;
1.91 + bfd = xmalloc(sizeof(BFD));
1.92 + bfd->valid = 0;
1.93 + bfd->type = GLP_BF_FT;
1.94 + bfd->fhv = NULL;
1.95 + bfd->lpf = NULL;
1.96 + bfd->lu_size = 0;
1.97 + bfd->piv_tol = 0.10;
1.98 + bfd->piv_lim = 4;
1.99 + bfd->suhl = 1;
1.100 + bfd->eps_tol = 1e-15;
1.101 + bfd->max_gro = 1e+10;
1.102 + bfd->nfs_max = 100;
1.103 + bfd->upd_tol = 1e-6;
1.104 + bfd->nrs_max = 100;
1.105 + bfd->rs_size = 1000;
1.106 + bfd->upd_lim = -1;
1.107 + bfd->upd_cnt = 0;
1.108 + return bfd;
1.109 +}
1.110 +
1.111 +/**********************************************************************/
1.112 +
1.113 +void bfd_set_parm(BFD *bfd, const void *_parm)
1.114 +{ /* change LP basis factorization control parameters */
1.115 + const glp_bfcp *parm = _parm;
1.116 + xassert(bfd != NULL);
1.117 + bfd->type = parm->type;
1.118 + bfd->lu_size = parm->lu_size;
1.119 + bfd->piv_tol = parm->piv_tol;
1.120 + bfd->piv_lim = parm->piv_lim;
1.121 + bfd->suhl = parm->suhl;
1.122 + bfd->eps_tol = parm->eps_tol;
1.123 + bfd->max_gro = parm->max_gro;
1.124 + bfd->nfs_max = parm->nfs_max;
1.125 + bfd->upd_tol = parm->upd_tol;
1.126 + bfd->nrs_max = parm->nrs_max;
1.127 + bfd->rs_size = parm->rs_size;
1.128 + return;
1.129 +}
1.130 +
1.131 +/***********************************************************************
1.132 +* NAME
1.133 +*
1.134 +* bfd_factorize - compute LP basis factorization
1.135 +*
1.136 +* SYNOPSIS
1.137 +*
1.138 +* #include "glpbfd.h"
1.139 +* int bfd_factorize(BFD *bfd, int m, int bh[], int (*col)(void *info,
1.140 +* int j, int ind[], double val[]), void *info);
1.141 +*
1.142 +* DESCRIPTION
1.143 +*
1.144 +* The routine bfd_factorize computes the factorization of the basis
1.145 +* matrix B specified by the routine col.
1.146 +*
1.147 +* The parameter bfd specified the basis factorization data structure
1.148 +* created with the routine bfd_create_it.
1.149 +*
1.150 +* The parameter m specifies the order of B, m > 0.
1.151 +*
1.152 +* The array bh specifies the basis header: bh[j], 1 <= j <= m, is the
1.153 +* number of j-th column of B in some original matrix. The array bh is
1.154 +* optional and can be specified as NULL.
1.155 +*
1.156 +* The formal routine col specifies the matrix B to be factorized. To
1.157 +* obtain j-th column of A the routine bfd_factorize calls the routine
1.158 +* col with the parameter j (1 <= j <= n). In response the routine col
1.159 +* should store row indices and numerical values of non-zero elements
1.160 +* of j-th column of B to locations ind[1,...,len] and val[1,...,len],
1.161 +* respectively, where len is the number of non-zeros in j-th column
1.162 +* returned on exit. Neither zero nor duplicate elements are allowed.
1.163 +*
1.164 +* The parameter info is a transit pointer passed to the routine col.
1.165 +*
1.166 +* RETURNS
1.167 +*
1.168 +* 0 The factorization has been successfully computed.
1.169 +*
1.170 +* BFD_ESING
1.171 +* The specified matrix is singular within the working precision.
1.172 +*
1.173 +* BFD_ECOND
1.174 +* The specified matrix is ill-conditioned.
1.175 +*
1.176 +* For more details see comments to the routine luf_factorize. */
1.177 +
1.178 +int bfd_factorize(BFD *bfd, int m, const int bh[], int (*col)
1.179 + (void *info, int j, int ind[], double val[]), void *info)
1.180 +{ LUF *luf;
1.181 + int nov, ret;
1.182 + xassert(bfd != NULL);
1.183 + xassert(1 <= m && m <= M_MAX);
1.184 + /* invalidate the factorization */
1.185 + bfd->valid = 0;
1.186 + /* create the factorization, if necessary */
1.187 + nov = 0;
1.188 + switch (bfd->type)
1.189 + { case GLP_BF_FT:
1.190 + if (bfd->lpf != NULL)
1.191 + lpf_delete_it(bfd->lpf), bfd->lpf = NULL;
1.192 + if (bfd->fhv == NULL)
1.193 + bfd->fhv = fhv_create_it(), nov = 1;
1.194 + break;
1.195 + case GLP_BF_BG:
1.196 + case GLP_BF_GR:
1.197 + if (bfd->fhv != NULL)
1.198 + fhv_delete_it(bfd->fhv), bfd->fhv = NULL;
1.199 + if (bfd->lpf == NULL)
1.200 + bfd->lpf = lpf_create_it(), nov = 1;
1.201 + break;
1.202 + default:
1.203 + xassert(bfd != bfd);
1.204 + }
1.205 + /* set control parameters specific to LUF */
1.206 + if (bfd->fhv != NULL)
1.207 + luf = bfd->fhv->luf;
1.208 + else if (bfd->lpf != NULL)
1.209 + luf = bfd->lpf->luf;
1.210 + else
1.211 + xassert(bfd != bfd);
1.212 + if (nov) luf->new_sva = bfd->lu_size;
1.213 + luf->piv_tol = bfd->piv_tol;
1.214 + luf->piv_lim = bfd->piv_lim;
1.215 + luf->suhl = bfd->suhl;
1.216 + luf->eps_tol = bfd->eps_tol;
1.217 + luf->max_gro = bfd->max_gro;
1.218 + /* set control parameters specific to FHV */
1.219 + if (bfd->fhv != NULL)
1.220 + { if (nov) bfd->fhv->hh_max = bfd->nfs_max;
1.221 + bfd->fhv->upd_tol = bfd->upd_tol;
1.222 + }
1.223 + /* set control parameters specific to LPF */
1.224 + if (bfd->lpf != NULL)
1.225 + { if (nov) bfd->lpf->n_max = bfd->nrs_max;
1.226 + if (nov) bfd->lpf->v_size = bfd->rs_size;
1.227 + }
1.228 + /* try to factorize the basis matrix */
1.229 + if (bfd->fhv != NULL)
1.230 + { switch (fhv_factorize(bfd->fhv, m, col, info))
1.231 + { case 0:
1.232 + break;
1.233 + case FHV_ESING:
1.234 + ret = BFD_ESING;
1.235 + goto done;
1.236 + case FHV_ECOND:
1.237 + ret = BFD_ECOND;
1.238 + goto done;
1.239 + default:
1.240 + xassert(bfd != bfd);
1.241 + }
1.242 + }
1.243 + else if (bfd->lpf != NULL)
1.244 + { switch (lpf_factorize(bfd->lpf, m, bh, col, info))
1.245 + { case 0:
1.246 + /* set the Schur complement update type */
1.247 + switch (bfd->type)
1.248 + { case GLP_BF_BG:
1.249 + /* Bartels-Golub update */
1.250 + bfd->lpf->scf->t_opt = SCF_TBG;
1.251 + break;
1.252 + case GLP_BF_GR:
1.253 + /* Givens rotation update */
1.254 + bfd->lpf->scf->t_opt = SCF_TGR;
1.255 + break;
1.256 + default:
1.257 + xassert(bfd != bfd);
1.258 + }
1.259 + break;
1.260 + case LPF_ESING:
1.261 + ret = BFD_ESING;
1.262 + goto done;
1.263 + case LPF_ECOND:
1.264 + ret = BFD_ECOND;
1.265 + goto done;
1.266 + default:
1.267 + xassert(bfd != bfd);
1.268 + }
1.269 + }
1.270 + else
1.271 + xassert(bfd != bfd);
1.272 + /* the basis matrix has been successfully factorized */
1.273 + bfd->valid = 1;
1.274 + bfd->upd_cnt = 0;
1.275 + ret = 0;
1.276 +done: /* return to the calling program */
1.277 + return ret;
1.278 +}
1.279 +
1.280 +/***********************************************************************
1.281 +* NAME
1.282 +*
1.283 +* bfd_ftran - perform forward transformation (solve system B*x = b)
1.284 +*
1.285 +* SYNOPSIS
1.286 +*
1.287 +* #include "glpbfd.h"
1.288 +* void bfd_ftran(BFD *bfd, double x[]);
1.289 +*
1.290 +* DESCRIPTION
1.291 +*
1.292 +* The routine bfd_ftran performs forward transformation, i.e. solves
1.293 +* the system B*x = b, where B is the basis matrix, x is the vector of
1.294 +* unknowns to be computed, b is the vector of right-hand sides.
1.295 +*
1.296 +* On entry elements of the vector b should be stored in dense format
1.297 +* in locations x[1], ..., x[m], where m is the number of rows. On exit
1.298 +* the routine stores elements of the vector x in the same locations. */
1.299 +
1.300 +void bfd_ftran(BFD *bfd, double x[])
1.301 +{ xassert(bfd != NULL);
1.302 + xassert(bfd->valid);
1.303 + if (bfd->fhv != NULL)
1.304 + fhv_ftran(bfd->fhv, x);
1.305 + else if (bfd->lpf != NULL)
1.306 + lpf_ftran(bfd->lpf, x);
1.307 + else
1.308 + xassert(bfd != bfd);
1.309 + return;
1.310 +}
1.311 +
1.312 +/***********************************************************************
1.313 +* NAME
1.314 +*
1.315 +* bfd_btran - perform backward transformation (solve system B'*x = b)
1.316 +*
1.317 +* SYNOPSIS
1.318 +*
1.319 +* #include "glpbfd.h"
1.320 +* void bfd_btran(BFD *bfd, double x[]);
1.321 +*
1.322 +* DESCRIPTION
1.323 +*
1.324 +* The routine bfd_btran performs backward transformation, i.e. solves
1.325 +* the system B'*x = b, where B' is a matrix transposed to the basis
1.326 +* matrix B, x is the vector of unknowns to be computed, b is the vector
1.327 +* of right-hand sides.
1.328 +*
1.329 +* On entry elements of the vector b should be stored in dense format
1.330 +* in locations x[1], ..., x[m], where m is the number of rows. On exit
1.331 +* the routine stores elements of the vector x in the same locations. */
1.332 +
1.333 +void bfd_btran(BFD *bfd, double x[])
1.334 +{ xassert(bfd != NULL);
1.335 + xassert(bfd->valid);
1.336 + if (bfd->fhv != NULL)
1.337 + fhv_btran(bfd->fhv, x);
1.338 + else if (bfd->lpf != NULL)
1.339 + lpf_btran(bfd->lpf, x);
1.340 + else
1.341 + xassert(bfd != bfd);
1.342 + return;
1.343 +}
1.344 +
1.345 +/***********************************************************************
1.346 +* NAME
1.347 +*
1.348 +* bfd_update_it - update LP basis factorization
1.349 +*
1.350 +* SYNOPSIS
1.351 +*
1.352 +* #include "glpbfd.h"
1.353 +* int bfd_update_it(BFD *bfd, int j, int bh, int len, const int ind[],
1.354 +* const double val[]);
1.355 +*
1.356 +* DESCRIPTION
1.357 +*
1.358 +* The routine bfd_update_it updates the factorization of the basis
1.359 +* matrix B after replacing its j-th column by a new vector.
1.360 +*
1.361 +* The parameter j specifies the number of column of B, which has been
1.362 +* replaced, 1 <= j <= m, where m is the order of B.
1.363 +*
1.364 +* The parameter bh specifies the basis header entry for the new column
1.365 +* of B, which is the number of the new column in some original matrix.
1.366 +* This parameter is optional and can be specified as 0.
1.367 +*
1.368 +* Row indices and numerical values of non-zero elements of the new
1.369 +* column of B should be placed in locations ind[1], ..., ind[len] and
1.370 +* val[1], ..., val[len], resp., where len is the number of non-zeros
1.371 +* in the column. Neither zero nor duplicate elements are allowed.
1.372 +*
1.373 +* RETURNS
1.374 +*
1.375 +* 0 The factorization has been successfully updated.
1.376 +*
1.377 +* BFD_ESING
1.378 +* New basis matrix is singular within the working precision.
1.379 +*
1.380 +* BFD_ECHECK
1.381 +* The factorization is inaccurate.
1.382 +*
1.383 +* BFD_ELIMIT
1.384 +* Factorization update limit has been reached.
1.385 +*
1.386 +* BFD_EROOM
1.387 +* Overflow of the sparse vector area.
1.388 +*
1.389 +* In case of non-zero return code the factorization becomes invalid.
1.390 +* It should not be used until it has been recomputed with the routine
1.391 +* bfd_factorize. */
1.392 +
1.393 +int bfd_update_it(BFD *bfd, int j, int bh, int len, const int ind[],
1.394 + const double val[])
1.395 +{ int ret;
1.396 + xassert(bfd != NULL);
1.397 + xassert(bfd->valid);
1.398 + /* try to update the factorization */
1.399 + if (bfd->fhv != NULL)
1.400 + { switch (fhv_update_it(bfd->fhv, j, len, ind, val))
1.401 + { case 0:
1.402 + break;
1.403 + case FHV_ESING:
1.404 + bfd->valid = 0;
1.405 + ret = BFD_ESING;
1.406 + goto done;
1.407 + case FHV_ECHECK:
1.408 + bfd->valid = 0;
1.409 + ret = BFD_ECHECK;
1.410 + goto done;
1.411 + case FHV_ELIMIT:
1.412 + bfd->valid = 0;
1.413 + ret = BFD_ELIMIT;
1.414 + goto done;
1.415 + case FHV_EROOM:
1.416 + bfd->valid = 0;
1.417 + ret = BFD_EROOM;
1.418 + goto done;
1.419 + default:
1.420 + xassert(bfd != bfd);
1.421 + }
1.422 + }
1.423 + else if (bfd->lpf != NULL)
1.424 + { switch (lpf_update_it(bfd->lpf, j, bh, len, ind, val))
1.425 + { case 0:
1.426 + break;
1.427 + case LPF_ESING:
1.428 + bfd->valid = 0;
1.429 + ret = BFD_ESING;
1.430 + goto done;
1.431 + case LPF_ELIMIT:
1.432 + bfd->valid = 0;
1.433 + ret = BFD_ELIMIT;
1.434 + goto done;
1.435 + default:
1.436 + xassert(bfd != bfd);
1.437 + }
1.438 + }
1.439 + else
1.440 + xassert(bfd != bfd);
1.441 + /* the factorization has been successfully updated */
1.442 + /* increase the update count */
1.443 + bfd->upd_cnt++;
1.444 + ret = 0;
1.445 +done: /* return to the calling program */
1.446 + return ret;
1.447 +}
1.448 +
1.449 +/**********************************************************************/
1.450 +
1.451 +int bfd_get_count(BFD *bfd)
1.452 +{ /* determine factorization update count */
1.453 + xassert(bfd != NULL);
1.454 + xassert(bfd->valid);
1.455 + return bfd->upd_cnt;
1.456 +}
1.457 +
1.458 +/***********************************************************************
1.459 +* NAME
1.460 +*
1.461 +* bfd_delete_it - delete LP basis factorization
1.462 +*
1.463 +* SYNOPSIS
1.464 +*
1.465 +* #include "glpbfd.h"
1.466 +* void bfd_delete_it(BFD *bfd);
1.467 +*
1.468 +* DESCRIPTION
1.469 +*
1.470 +* The routine bfd_delete_it deletes LP basis factorization specified
1.471 +* by the parameter fhv and frees all memory allocated to this program
1.472 +* object. */
1.473 +
1.474 +void bfd_delete_it(BFD *bfd)
1.475 +{ xassert(bfd != NULL);
1.476 + if (bfd->fhv != NULL)
1.477 + fhv_delete_it(bfd->fhv);
1.478 + if (bfd->lpf != NULL)
1.479 + lpf_delete_it(bfd->lpf);
1.480 + xfree(bfd);
1.481 + return;
1.482 +}
1.483 +
1.484 +/* eof */