1.1 --- /dev/null	Thu Jan 01 00:00:00 1970 +0000
     1.2 +++ b/deps/glpk/src/glplpf.h	Sun Nov 06 20:59:10 2011 +0100
     1.3 @@ -0,0 +1,194 @@
     1.4 +/* glplpf.h (LP basis factorization, Schur complement version) */
     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, 2011 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 +#ifndef GLPLPF_H
    1.29 +#define GLPLPF_H
    1.30 +
    1.31 +#include "glpscf.h"
    1.32 +#include "glpluf.h"
    1.33 +
    1.34 +/***********************************************************************
    1.35 +*  The structure LPF defines the factorization of the basis mxm matrix
    1.36 +*  B, where m is the number of rows in corresponding problem instance.
    1.37 +*
    1.38 +*  This factorization is the following septet:
    1.39 +*
    1.40 +*     [B] = (L0, U0, R, S, C, P, Q),                                 (1)
    1.41 +*
    1.42 +*  and is based on the following main equality:
    1.43 +*
    1.44 +*     ( B  F^)     ( B0 F )       ( L0 0 ) ( U0 R )
    1.45 +*     (      ) = P (      ) Q = P (      ) (      ) Q,               (2)
    1.46 +*     ( G^ H^)     ( G  H )       ( S  I ) ( 0  C )
    1.47 +*
    1.48 +*  where:
    1.49 +*
    1.50 +*  B is the current basis matrix (not stored);
    1.51 +*
    1.52 +*  F^, G^, H^ are some additional matrices (not stored);
    1.53 +*
    1.54 +*  B0 is some initial basis matrix (not stored);
    1.55 +*
    1.56 +*  F, G, H are some additional matrices (not stored);
    1.57 +*
    1.58 +*  P, Q are permutation matrices (stored in both row- and column-like
    1.59 +*  formats);
    1.60 +*
    1.61 +*  L0, U0 are some matrices that defines a factorization of the initial
    1.62 +*  basis matrix B0 = L0 * U0 (stored in an invertable form);
    1.63 +*
    1.64 +*  R is a matrix defined from L0 * R = F, so R = inv(L0) * F (stored in
    1.65 +*  a column-wise sparse format);
    1.66 +*
    1.67 +*  S is a matrix defined from S * U0 = G, so S = G * inv(U0) (stored in
    1.68 +*  a row-wise sparse format);
    1.69 +*
    1.70 +*  C is the Schur complement for matrix (B0 F G H). It is defined from
    1.71 +*  S * R + C = H, so C = H - S * R = H - G * inv(U0) * inv(L0) * F =
    1.72 +*  = H - G * inv(B0) * F. Matrix C is stored in an invertable form.
    1.73 +*
    1.74 +*  REFERENCES
    1.75 +*
    1.76 +*  1. M.A.Saunders, "LUSOL: A basis package for constrained optimiza-
    1.77 +*     tion," SCCM, Stanford University, 2006.
    1.78 +*
    1.79 +*  2. M.A.Saunders, "Notes 5: Basis Updates," CME 318, Stanford Univer-
    1.80 +*     sity, Spring 2006.
    1.81 +*
    1.82 +*  3. M.A.Saunders, "Notes 6: LUSOL---a Basis Factorization Package,"
    1.83 +*     ibid. */
    1.84 +
    1.85 +typedef struct LPF LPF;
    1.86 +
    1.87 +struct LPF
    1.88 +{     /* LP basis factorization */
    1.89 +      int valid;
    1.90 +      /* the factorization is valid only if this flag is set */
    1.91 +      /*--------------------------------------------------------------*/
    1.92 +      /* initial basis matrix B0 */
    1.93 +      int m0_max;
    1.94 +      /* maximal value of m0 (increased automatically, if necessary) */
    1.95 +      int m0;
    1.96 +      /* the order of B0 */
    1.97 +      LUF *luf;
    1.98 +      /* LU-factorization of B0 */
    1.99 +      /*--------------------------------------------------------------*/
   1.100 +      /* current basis matrix B */
   1.101 +      int m;
   1.102 +      /* the order of B */
   1.103 +      double *B; /* double B[1+m*m]; */
   1.104 +      /* B in dense format stored by rows and used only for debugging;
   1.105 +         normally this array is not allocated */
   1.106 +      /*--------------------------------------------------------------*/
   1.107 +      /* augmented matrix (B0 F G H) of the order m0+n */
   1.108 +      int n_max;
   1.109 +      /* maximal number of additional rows and columns */
   1.110 +      int n;
   1.111 +      /* current number of additional rows and columns */
   1.112 +      /*--------------------------------------------------------------*/
   1.113 +      /* m0xn matrix R in column-wise format */
   1.114 +      int *R_ptr; /* int R_ptr[1+n_max]; */
   1.115 +      /* R_ptr[j], 1 <= j <= n, is a pointer to j-th column */
   1.116 +      int *R_len; /* int R_len[1+n_max]; */
   1.117 +      /* R_len[j], 1 <= j <= n, is the length of j-th column */
   1.118 +      /*--------------------------------------------------------------*/
   1.119 +      /* nxm0 matrix S in row-wise format */
   1.120 +      int *S_ptr; /* int S_ptr[1+n_max]; */
   1.121 +      /* S_ptr[i], 1 <= i <= n, is a pointer to i-th row */
   1.122 +      int *S_len; /* int S_len[1+n_max]; */
   1.123 +      /* S_len[i], 1 <= i <= n, is the length of i-th row */
   1.124 +      /*--------------------------------------------------------------*/
   1.125 +      /* Schur complement C of the order n */
   1.126 +      SCF *scf; /* SCF scf[1:n_max]; */
   1.127 +      /* factorization of the Schur complement */
   1.128 +      /*--------------------------------------------------------------*/
   1.129 +      /* matrix P of the order m0+n */
   1.130 +      int *P_row; /* int P_row[1+m0_max+n_max]; */
   1.131 +      /* P_row[i] = j means that P[i,j] = 1 */
   1.132 +      int *P_col; /* int P_col[1+m0_max+n_max]; */
   1.133 +      /* P_col[j] = i means that P[i,j] = 1 */
   1.134 +      /*--------------------------------------------------------------*/
   1.135 +      /* matrix Q of the order m0+n */
   1.136 +      int *Q_row; /* int Q_row[1+m0_max+n_max]; */
   1.137 +      /* Q_row[i] = j means that Q[i,j] = 1 */
   1.138 +      int *Q_col; /* int Q_col[1+m0_max+n_max]; */
   1.139 +      /* Q_col[j] = i means that Q[i,j] = 1 */
   1.140 +      /*--------------------------------------------------------------*/
   1.141 +      /* Sparse Vector Area (SVA) is a set of locations intended to
   1.142 +         store sparse vectors which represent columns of matrix R and
   1.143 +         rows of matrix S; each location is a doublet (ind, val), where
   1.144 +         ind is an index, val is a numerical value of a sparse vector
   1.145 +         element; in the whole each sparse vector is a set of adjacent
   1.146 +         locations defined by a pointer to its first element and its
   1.147 +         length, i.e. the number of its elements */
   1.148 +      int v_size;
   1.149 +      /* the SVA size, in locations; locations are numbered by integers
   1.150 +         1, 2, ..., v_size, and location 0 is not used */
   1.151 +      int v_ptr;
   1.152 +      /* pointer to the first available location */
   1.153 +      int *v_ind; /* int v_ind[1+v_size]; */
   1.154 +      /* v_ind[k], 1 <= k <= v_size, is the index field of location k */
   1.155 +      double *v_val; /* double v_val[1+v_size]; */
   1.156 +      /* v_val[k], 1 <= k <= v_size, is the value field of location k */
   1.157 +      /*--------------------------------------------------------------*/
   1.158 +      double *work1; /* double work1[1+m0+n_max]; */
   1.159 +      /* working array */
   1.160 +      double *work2; /* double work2[1+m0+n_max]; */
   1.161 +      /* working array */
   1.162 +};
   1.163 +
   1.164 +/* return codes: */
   1.165 +#define LPF_ESING    1  /* singular matrix */
   1.166 +#define LPF_ECOND    2  /* ill-conditioned matrix */
   1.167 +#define LPF_ELIMIT   3  /* update limit reached */
   1.168 +
   1.169 +#define lpf_create_it _glp_lpf_create_it
   1.170 +LPF *lpf_create_it(void);
   1.171 +/* create LP basis factorization */
   1.172 +
   1.173 +#define lpf_factorize _glp_lpf_factorize
   1.174 +int lpf_factorize(LPF *lpf, int m, const int bh[], int (*col)
   1.175 +      (void *info, int j, int ind[], double val[]), void *info);
   1.176 +/* compute LP basis factorization */
   1.177 +
   1.178 +#define lpf_ftran _glp_lpf_ftran
   1.179 +void lpf_ftran(LPF *lpf, double x[]);
   1.180 +/* perform forward transformation (solve system B*x = b) */
   1.181 +
   1.182 +#define lpf_btran _glp_lpf_btran
   1.183 +void lpf_btran(LPF *lpf, double x[]);
   1.184 +/* perform backward transformation (solve system B'*x = b) */
   1.185 +
   1.186 +#define lpf_update_it _glp_lpf_update_it
   1.187 +int lpf_update_it(LPF *lpf, int j, int bh, int len, const int ind[],
   1.188 +      const double val[]);
   1.189 +/* update LP basis factorization */
   1.190 +
   1.191 +#define lpf_delete_it _glp_lpf_delete_it
   1.192 +void lpf_delete_it(LPF *lpf);
   1.193 +/* delete LP basis factorization */
   1.194 +
   1.195 +#endif
   1.196 +
   1.197 +/* eof */