# source:glpk-cmake/src/glpscf.h@1:c445c931472f

Last change on this file since 1:c445c931472f was 1:c445c931472f, checked in by Alpar Juttner <alpar@…>, 10 years ago

Import glpk-4.45

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1/* glpscf.h (Schur complement factorization) */
2
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 Andrew Makhorin, Department for Applied Informatics,
9*  E-mail: <mao@gnu.org>.
10*
11*  GLPK is free software: you can redistribute it and/or modify it
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
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***********************************************************************/
24
25#ifndef GLPSCF_H
26#define GLPSCF_H
27
28/***********************************************************************
29*  The structure SCF defines the following factorization of a square
30*  nxn matrix C (which is the Schur complement):
31*
32*     F * C = U * P,
33*
34*  where F is a square transforming matrix, U is an upper triangular
35*  matrix, P is a permutation matrix.
36*
37*  It is assumed that matrix C is small and dense, so matrices F and U
38*  are stored in the dense format by rows as follows:
39*
40*        1         n       n_max    1         n       n_max
41*      1 * * * * * * x x x x      1 * * * * * * x x x x
42*        * * * * * * x x x x        . * * * * * x x x x
43*        * * * * * * x x x x        . . * * * * x x x x
44*        * * * * * * x x x x        . . . * * * x x x x
45*        * * * * * * x x x x        . . . . * * x x x x
46*      n * * * * * * x x x x      n . . . . . * x x x x
47*        x x x x x x x x x x        . . . . . . x x x x
48*        x x x x x x x x x x        . . . . . . . x x x
49*        x x x x x x x x x x        . . . . . . . . x x
50*  n_max x x x x x x x x x x  n_max . . . . . . . . . x
51*
52*             matrix F                   matrix U
53*
54*  where '*' are matrix elements, 'x' are reserved locations.
55*
56*  Permutation matrix P is stored in row-like format.
57*
58*  Matrix C normally is not stored.
59*
60*  REFERENCES
61*
62*  1. M.A.Saunders, "LUSOL: A basis package for constrained optimiza-
63*     tion," SCCM, Stanford University, 2006.
64*
65*  2. M.A.Saunders, "Notes 5: Basis Updates," CME 318, Stanford Univer-
66*     sity, Spring 2006.
67*
68*  3. M.A.Saunders, "Notes 6: LUSOL---a Basis Factorization Package,"
69*     ibid. */
70
71typedef struct SCF SCF;
72
73struct SCF
74{     /* Schur complement factorization */
75      int n_max;
76      /* maximal order of matrices C, F, U, P; n_max >= 1 */
77      int n;
78      /* current order of matrices C, F, U, P; n >= 0 */
79      double *f; /* double f[1+n_max*n_max]; */
80      /* matrix F stored by rows */
81      double *u; /* double u[1+n_max*(n_max+1)/2]; */
82      /* upper triangle of matrix U stored by rows */
83      int *p; /* int p[1+n_max]; */
84      /* matrix P; p[i] = j means that P[i,j] = 1 */
85      int t_opt;
86      /* type of transformation used to restore triangular structure of
87         matrix U: */
88#define SCF_TBG      1  /* Bartels-Golub elimination */
89#define SCF_TGR      2  /* Givens plane rotation */
90      int rank;
91      /* estimated rank of matrices C and U */
92      double *c; /* double c[1+n_max*n_max]; */
93      /* matrix C stored in the same format as matrix F and used only
94         for debugging; normally this array is not allocated */
95      double *w; /* double w[1+n_max]; */
96      /* working array */
97};
98
99/* return codes: */
100#define SCF_ESING    1  /* singular matrix */
101#define SCF_ELIMIT   2  /* update limit reached */
102
103#define scf_create_it _glp_scf_create_it
104SCF *scf_create_it(int n_max);
105/* create Schur complement factorization */
106
107#define scf_update_exp _glp_scf_update_exp
108int scf_update_exp(SCF *scf, const double x[], const double y[],
109      double z);
110/* update factorization on expanding C */
111
112#define scf_solve_it _glp_scf_solve_it
113void scf_solve_it(SCF *scf, int tr, double x[]);
114/* solve either system C * x = b or C' * x = b */
115
116#define scf_reset_it _glp_scf_reset_it
117void scf_reset_it(SCF *scf);
118/* reset factorization for empty matrix C */
119
120#define scf_delete_it _glp_scf_delete_it
121void scf_delete_it(SCF *scf);
122/* delete Schur complement factorization */
123
124#endif
125
126/* eof */
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