diff -r d59bea55db9b -r c445c931472f src/glpscf.h
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/src/glpscf.h	Mon Dec 06 13:09:21 2010 +0100
@@ -0,0 +1,126 @@
+/* glpscf.h (Schur complement factorization) */
+
+/***********************************************************************
+*  This code is part of GLPK (GNU Linear Programming Kit).
+*
+*  Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008,
+*  2009, 2010 Andrew Makhorin, Department for Applied Informatics,
+*  Moscow Aviation Institute, Moscow, Russia. All rights reserved.
+*  E-mail: <mao@gnu.org>.
+*
+*  GLPK is free software: you can redistribute it and/or modify it
+*  under the terms of the GNU General Public License as published by
+*  the Free Software Foundation, either version 3 of the License, or
+*  (at your option) any later version.
+*
+*  GLPK is distributed in the hope that it will be useful, but WITHOUT
+*  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
+*  or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
+*  License for more details.
+*
+*  You should have received a copy of the GNU General Public License
+*  along with GLPK. If not, see <http://www.gnu.org/licenses/>.
+***********************************************************************/
+
+#ifndef GLPSCF_H
+#define GLPSCF_H
+
+/***********************************************************************
+*  The structure SCF defines the following factorization of a square
+*  nxn matrix C (which is the Schur complement):
+*
+*     F * C = U * P,
+*
+*  where F is a square transforming matrix, U is an upper triangular
+*  matrix, P is a permutation matrix.
+*
+*  It is assumed that matrix C is small and dense, so matrices F and U
+*  are stored in the dense format by rows as follows:
+*
+*        1         n       n_max    1         n       n_max
+*      1 * * * * * * x x x x      1 * * * * * * x x x x
+*        * * * * * * x x x x        . * * * * * x x x x
+*        * * * * * * x x x x        . . * * * * x x x x
+*        * * * * * * x x x x        . . . * * * x x x x
+*        * * * * * * x x x x        . . . . * * x x x x
+*      n * * * * * * x x x x      n . . . . . * x x x x
+*        x x x x x x x x x x        . . . . . . x x x x
+*        x x x x x x x x x x        . . . . . . . x x x
+*        x x x x x x x x x x        . . . . . . . . x x
+*  n_max x x x x x x x x x x  n_max . . . . . . . . . x
+*
+*             matrix F                   matrix U
+*
+*  where '*' are matrix elements, 'x' are reserved locations.
+*
+*  Permutation matrix P is stored in row-like format.
+*
+*  Matrix C normally is not stored.
+*
+*  REFERENCES
+*
+*  1. M.A.Saunders, "LUSOL: A basis package for constrained optimiza-
+*     tion," SCCM, Stanford University, 2006.
+*
+*  2. M.A.Saunders, "Notes 5: Basis Updates," CME 318, Stanford Univer-
+*     sity, Spring 2006.
+*
+*  3. M.A.Saunders, "Notes 6: LUSOL---a Basis Factorization Package,"
+*     ibid. */
+
+typedef struct SCF SCF;
+
+struct SCF
+{     /* Schur complement factorization */
+      int n_max;
+      /* maximal order of matrices C, F, U, P; n_max >= 1 */
+      int n;
+      /* current order of matrices C, F, U, P; n >= 0 */
+      double *f; /* double f[1+n_max*n_max]; */
+      /* matrix F stored by rows */
+      double *u; /* double u[1+n_max*(n_max+1)/2]; */
+      /* upper triangle of matrix U stored by rows */
+      int *p; /* int p[1+n_max]; */
+      /* matrix P; p[i] = j means that P[i,j] = 1 */
+      int t_opt;
+      /* type of transformation used to restore triangular structure of
+         matrix U: */
+#define SCF_TBG      1  /* Bartels-Golub elimination */
+#define SCF_TGR      2  /* Givens plane rotation */
+      int rank;
+      /* estimated rank of matrices C and U */
+      double *c; /* double c[1+n_max*n_max]; */
+      /* matrix C stored in the same format as matrix F and used only
+         for debugging; normally this array is not allocated */
+      double *w; /* double w[1+n_max]; */
+      /* working array */
+};
+
+/* return codes: */
+#define SCF_ESING    1  /* singular matrix */
+#define SCF_ELIMIT   2  /* update limit reached */
+
+#define scf_create_it _glp_scf_create_it
+SCF *scf_create_it(int n_max);
+/* create Schur complement factorization */
+
+#define scf_update_exp _glp_scf_update_exp
+int scf_update_exp(SCF *scf, const double x[], const double y[],
+      double z);
+/* update factorization on expanding C */
+
+#define scf_solve_it _glp_scf_solve_it
+void scf_solve_it(SCF *scf, int tr, double x[]);
+/* solve either system C * x = b or C' * x = b */
+
+#define scf_reset_it _glp_scf_reset_it
+void scf_reset_it(SCF *scf);
+/* reset factorization for empty matrix C */
+
+#define scf_delete_it _glp_scf_delete_it
+void scf_delete_it(SCF *scf);
+/* delete Schur complement factorization */
+
+#endif
+
+/* eof */