lemon-project-template-glpk
view deps/glpk/src/glpmat.h @ 11:4fc6ad2fb8a6
Test GLPK in src/main.cc
| author | Alpar Juttner <alpar@cs.elte.hu> |
|---|---|
| date | Sun, 06 Nov 2011 21:43:29 +0100 |
| parents | |
| children |
line source
1 /* glpmat.h (linear algebra routines) */
3 /***********************************************************************
4 * This code is part of GLPK (GNU Linear Programming Kit).
5 *
6 * Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008,
7 * 2009, 2010, 2011 Andrew Makhorin, Department for Applied Informatics,
8 * Moscow Aviation Institute, Moscow, Russia. All rights reserved.
9 * E-mail: <mao@gnu.org>.
10 *
11 * GLPK is free software: you can redistribute it and/or modify it
12 * under the terms of the GNU General Public License as published by
13 * the Free Software Foundation, either version 3 of the License, or
14 * (at your option) any later version.
15 *
16 * GLPK is distributed in the hope that it will be useful, but WITHOUT
17 * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
18 * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
19 * License for more details.
20 *
21 * You should have received a copy of the GNU General Public License
22 * along with GLPK. If not, see <http://www.gnu.org/licenses/>.
23 ***********************************************************************/
25 #ifndef GLPMAT_H
26 #define GLPMAT_H
28 /***********************************************************************
29 * FULL-VECTOR STORAGE
30 *
31 * For a sparse vector x having n elements, ne of which are non-zero,
32 * the full-vector storage format uses two arrays x_ind and x_vec, which
33 * are set up as follows:
34 *
35 * x_ind is an integer array of length [1+ne]. Location x_ind[0] is
36 * not used, and locations x_ind[1], ..., x_ind[ne] contain indices of
37 * non-zero elements in vector x.
38 *
39 * x_vec is a floating-point array of length [1+n]. Location x_vec[0]
40 * is not used, and locations x_vec[1], ..., x_vec[n] contain numeric
41 * values of ALL elements in vector x, including its zero elements.
42 *
43 * Let, for example, the following sparse vector x be given:
44 *
45 * (0, 1, 0, 0, 2, 3, 0, 4)
46 *
47 * Then the arrays are:
48 *
49 * x_ind = { X; 2, 5, 6, 8 }
50 *
51 * x_vec = { X; 0, 1, 0, 0, 2, 3, 0, 4 }
52 *
53 * COMPRESSED-VECTOR STORAGE
54 *
55 * For a sparse vector x having n elements, ne of which are non-zero,
56 * the compressed-vector storage format uses two arrays x_ind and x_vec,
57 * which are set up as follows:
58 *
59 * x_ind is an integer array of length [1+ne]. Location x_ind[0] is
60 * not used, and locations x_ind[1], ..., x_ind[ne] contain indices of
61 * non-zero elements in vector x.
62 *
63 * x_vec is a floating-point array of length [1+ne]. Location x_vec[0]
64 * is not used, and locations x_vec[1], ..., x_vec[ne] contain numeric
65 * values of corresponding non-zero elements in vector x.
66 *
67 * Let, for example, the following sparse vector x be given:
68 *
69 * (0, 1, 0, 0, 2, 3, 0, 4)
70 *
71 * Then the arrays are:
72 *
73 * x_ind = { X; 2, 5, 6, 8 }
74 *
75 * x_vec = { X; 1, 2, 3, 4 }
76 *
77 * STORAGE-BY-ROWS
78 *
79 * For a sparse matrix A, which has m rows, n columns, and ne non-zero
80 * elements the storage-by-rows format uses three arrays A_ptr, A_ind,
81 * and A_val, which are set up as follows:
82 *
83 * A_ptr is an integer array of length [1+m+1] also called "row pointer
84 * array". It contains the relative starting positions of each row of A
85 * in the arrays A_ind and A_val, i.e. element A_ptr[i], 1 <= i <= m,
86 * indicates where row i begins in the arrays A_ind and A_val. If all
87 * elements in row i are zero, then A_ptr[i] = A_ptr[i+1]. Location
88 * A_ptr[0] is not used, location A_ptr[1] must contain 1, and location
89 * A_ptr[m+1] must contain ne+1 that indicates the position after the
90 * last element in the arrays A_ind and A_val.
91 *
92 * A_ind is an integer array of length [1+ne]. Location A_ind[0] is not
93 * used, and locations A_ind[1], ..., A_ind[ne] contain column indices
94 * of (non-zero) elements in matrix A.
95 *
96 * A_val is a floating-point array of length [1+ne]. Location A_val[0]
97 * is not used, and locations A_val[1], ..., A_val[ne] contain numeric
98 * values of non-zero elements in matrix A.
99 *
100 * Non-zero elements of matrix A are stored contiguously, and the rows
101 * of matrix A are stored consecutively from 1 to m in the arrays A_ind
102 * and A_val. The elements in each row of A may be stored in any order
103 * in A_ind and A_val. Note that elements with duplicate column indices
104 * are not allowed.
105 *
106 * Let, for example, the following sparse matrix A be given:
107 *
108 * | 11 . 13 . . . |
109 * | 21 22 . 24 . . |
110 * | . 32 33 . . . |
111 * | . . 43 44 . 46 |
112 * | . . . . . . |
113 * | 61 62 . . . 66 |
114 *
115 * Then the arrays are:
116 *
117 * A_ptr = { X; 1, 3, 6, 8, 11, 11; 14 }
118 *
119 * A_ind = { X; 1, 3; 4, 2, 1; 2, 3; 4, 3, 6; 1, 2, 6 }
120 *
121 * A_val = { X; 11, 13; 24, 22, 21; 32, 33; 44, 43, 46; 61, 62, 66 }
122 *
123 * PERMUTATION MATRICES
124 *
125 * Let P be a permutation matrix of the order n. It is represented as
126 * an integer array P_per of length [1+n+n] as follows: if p[i,j] = 1,
127 * then P_per[i] = j and P_per[n+j] = i. Location P_per[0] is not used.
128 *
129 * Let A' = P*A. If i-th row of A corresponds to i'-th row of A', then
130 * P_per[i'] = i and P_per[n+i] = i'.
131 *
132 * References:
133 *
134 * 1. Gustavson F.G. Some basic techniques for solving sparse systems of
135 * linear equations. In Rose and Willoughby (1972), pp. 41-52.
136 *
137 * 2. Basic Linear Algebra Subprograms Technical (BLAST) Forum Standard.
138 * University of Tennessee (2001). */
140 #define check_fvs _glp_mat_check_fvs
141 int check_fvs(int n, int nnz, int ind[], double vec[]);
142 /* check sparse vector in full-vector storage format */
144 #define check_pattern _glp_mat_check_pattern
145 int check_pattern(int m, int n, int A_ptr[], int A_ind[]);
146 /* check pattern of sparse matrix */
148 #define transpose _glp_mat_transpose
149 void transpose(int m, int n, int A_ptr[], int A_ind[], double A_val[],
150 int AT_ptr[], int AT_ind[], double AT_val[]);
151 /* transpose sparse matrix */
153 #define adat_symbolic _glp_mat_adat_symbolic
154 int *adat_symbolic(int m, int n, int P_per[], int A_ptr[], int A_ind[],
155 int S_ptr[]);
156 /* compute S = P*A*D*A'*P' (symbolic phase) */
158 #define adat_numeric _glp_mat_adat_numeric
159 void adat_numeric(int m, int n, int P_per[],
160 int A_ptr[], int A_ind[], double A_val[], double D_diag[],
161 int S_ptr[], int S_ind[], double S_val[], double S_diag[]);
162 /* compute S = P*A*D*A'*P' (numeric phase) */
164 #define min_degree _glp_mat_min_degree
165 void min_degree(int n, int A_ptr[], int A_ind[], int P_per[]);
166 /* minimum degree ordering */
168 #define amd_order1 _glp_mat_amd_order1
169 void amd_order1(int n, int A_ptr[], int A_ind[], int P_per[]);
170 /* approximate minimum degree ordering (AMD) */
172 #define symamd_ord _glp_mat_symamd_ord
173 void symamd_ord(int n, int A_ptr[], int A_ind[], int P_per[]);
174 /* approximate minimum degree ordering (SYMAMD) */
176 #define chol_symbolic _glp_mat_chol_symbolic
177 int *chol_symbolic(int n, int A_ptr[], int A_ind[], int U_ptr[]);
178 /* compute Cholesky factorization (symbolic phase) */
180 #define chol_numeric _glp_mat_chol_numeric
181 int chol_numeric(int n,
182 int A_ptr[], int A_ind[], double A_val[], double A_diag[],
183 int U_ptr[], int U_ind[], double U_val[], double U_diag[]);
184 /* compute Cholesky factorization (numeric phase) */
186 #define u_solve _glp_mat_u_solve
187 void u_solve(int n, int U_ptr[], int U_ind[], double U_val[],
188 double U_diag[], double x[]);
189 /* solve upper triangular system U*x = b */
191 #define ut_solve _glp_mat_ut_solve
192 void ut_solve(int n, int U_ptr[], int U_ind[], double U_val[],
193 double U_diag[], double x[]);
194 /* solve lower triangular system U'*x = b */
196 #endif
198 /* eof */