Implementation of Sparse Linear Solver.This class implements a SLinSolver interface by using the sparse LU factorization implemented in CLUFactor. More...

#include <slufactor.h>

Public Types
Types
enum	UpdateType { ETA = 0, FOREST_TOMLIN }
	Specifies how to perform change method. More...

using	Status = typename SLinSolver< R >::Status
	for convenience More...

Public Types inherited from SLinSolver< R >
enum	Status { OK = 0, INSTABLE = 1, SINGULAR = 2, UNLOADED = 4, ERROR = 8 }
	status flags of the SLinSolver class. More...

Public Member Functions
Update type
UpdateType	utype () const
	returns the current update type uptype. More...

void	setUtype (UpdateType tp)
	sets update type. More...

void	setMarkowitz (R m)
	sets minimum Markowitz threshold. More...

R	markowitz ()
	returns Markowitz threshold. More...

Derived from SLinSolver
See documentation of SLinSolver for a documentation of these methods.
void	clear ()

int	dim () const

int	memory () const

const char *	getName () const

Status	status () const

R	stability () const

R	matrixMetric (int type=0) const

std::string	statistics () const

Status	load (const SVectorBase< R > *vec[], int dim)

Solve
void	solveRight (VectorBase< R > &x, const VectorBase< R > &b)
	Solves \(Ax=b\). More...

void	solveRight (SSVectorBase< R > &x, const SSVectorBase< R > &b)

void	solveRight (SSVectorBase< R > &x, const SVectorBase< R > &b)
	Solves \(Ax=b\). More...

void	solveRight4update (SSVectorBase< R > &x, const SVectorBase< R > &b)
	Solves \(Ax=b\). More...

void	solve2right4update (SSVectorBase< R > &x, VectorBase< R > &y, const SVectorBase< R > &b, SSVectorBase< R > &d)
	Solves \(Ax=b\) and \(Ay=d\). More...

void	solve2right4update (SSVectorBase< R > &x, SSVectorBase< R > &y, const SVectorBase< R > &b, SSVectorBase< R > &d)
	Sparse version of solving two systems of equations. More...

void	solve3right4update (SSVectorBase< R > &x, VectorBase< R > &y, VectorBase< R > &z, const SVectorBase< R > &b, SSVectorBase< R > &d, SSVectorBase< R > &e)
	Solves \(Ax=b\), \(Ay=d\) and \(Az=e\). More...

void	solve3right4update (SSVectorBase< R > &x, SSVectorBase< R > &y, SSVectorBase< R > &z, const SVectorBase< R > &b, SSVectorBase< R > &d, SSVectorBase< R > &e)
	sparse version of solving three systems of equations More...

void	solveLeft (VectorBase< R > &x, const VectorBase< R > &b)
	sparse version of solving one system of equations with transposed basis matrix More...

void	solveLeft (SSVectorBase< R > &x, const SSVectorBase< R > &b)

void	solveLeft (SSVectorBase< R > &x, const SVectorBase< R > &b)
	Solves \(Ax=b\). More...

void	solveLeft (SSVectorBase< R > &x, VectorBase< R > &y, const SVectorBase< R > &b, SSVectorBase< R > &d)
	Solves \(Ax=b\) and \(Ay=d\). More...

void	solveLeft (SSVectorBase< R > &x, SSVectorBase< R > &two, const SVectorBase< R > &b, SSVectorBase< R > &rhs2)
	sparse version of solving two systems of equations with transposed basis matrix More...

void	solveLeft (SSVectorBase< R > &x, VectorBase< R > &y, VectorBase< R > &z, const SVectorBase< R > &b, SSVectorBase< R > &d, SSVectorBase< R > &e)
	Solves \(Ax=b\), \(Ay=d\) and \(Az=e\). More...

void	solveLeft (SSVectorBase< R > &x, SSVectorBase< R > &y, SSVectorBase< R > &z, const SVectorBase< R > &b, SSVectorBase< R > &d, SSVectorBase< R > &e)
	sparse version of solving three systems of equations with transposed basis matrix More...

Status	change (int idx, const SVectorBase< R > &subst, const SSVectorBase< R > *eta=0)

Miscellaneous
Real	getFactorTime () const
	time spent in factorizations More...

void	resetFactorTime ()
	reset FactorTime More...

int	getFactorCount () const
	number of factorizations performed More...

Real	getSolveTime () const
	time spent in solves More...

void	resetSolveTime ()
	reset SolveTime More...

int	getSolveCount () const
	number of solves performed More...

void	resetCounters ()
	reset timers and counters More...

void	changeTimer (const Timer::TYPE ttype)

void	dump () const
	prints the LU factorization to stdout. More...

bool	isConsistent () const
	consistency check. More...

virtual void	setTolerances (std::shared_ptr< Tolerances > tolerances)
	set tolerances More...

Constructors / Destructors
	SLUFactor ()
	default constructor. More...

SLUFactor< R > &	operator= (const SLUFactor< R > &old)
	assignment operator. More...

	SLUFactor (const SLUFactor< R > &old)
	copy constructor. More...

virtual	~SLUFactor ()
	destructor. More...

virtual SLinSolver< R > *	clone () const
	clone function for polymorphism More...

Public Member Functions inherited from SLinSolver< R >
	SLinSolver ()
	default constructor More...

virtual	~SLinSolver ()
	destructor More...

Protected Member Functions
Protected helpers
void	freeAll ()

void	changeEta (int idx, SSVectorBase< R > &eta)

Protected Member Functions inherited from CLUFactor< R >
void	solveLright (R *vec)

int	solveRight4update (R vec, int nonz, R eps, R rhs, R forest, int forestNum, int forestIdx)

void	solveRight (R vec, R rhs)

int	solveRight2update (R vec1, R vec2, R rhs1, R rhs2, int nonz, R eps, R forest, int forestNum, int forestIdx)

void	solveRight2 (R vec1, R vec2, R rhs1, R rhs2)

void	solveLeft (R vec, R rhs)

int	solveLeftEps (R vec, R rhs, int *nonz, R eps)

int	solveLeft2 (R vec1, int nonz, R vec2, R eps, R rhs1, R *rhs2)

int	vSolveRight4update (R eps, R vec, int idx, R rhs, int ridx, int rn, R forest, int forestNum, int *forestIdx)

int	vSolveRight4update2 (R eps, R vec, int idx, R rhs, int ridx, int rn, R vec2, R eps2, R rhs2, int ridx2, int rn2, R forest, int forestNum, int forestIdx)

void	vSolveRight4update2sparse (R eps, R vec, int idx, R rhs, int ridx, int &rn, R eps2, R vec2, int idx2, R rhs2, int ridx2, int &rn2, R forest, int forestNum, int *forestIdx)
	sparse version of above method More...

int	vSolveRight4update3 (R eps, R vec, int idx, R rhs, int ridx, int rn, R vec2, R eps2, R rhs2, int ridx2, int rn2, R vec3, R eps3, R rhs3, int ridx3, int rn3, R forest, int forestNum, int *forestIdx)

void	vSolveRight4update3sparse (R eps, R vec, int idx, R rhs, int ridx, int &rn, R eps2, R vec2, int idx2, R rhs2, int ridx2, int &rn2, R eps3, R vec3, int idx3, R rhs3, int ridx3, int &rn3, R forest, int forestNum, int *forestIdx)
	sparse version of above method More...

void	vSolveRightNoNZ (R vec, R eps, R rhs, int *ridx, int rn)

int	vSolveLeft (R eps, R vec, int idx, R rhs, int ridx, int rn)

void	vSolveLeftNoNZ (R eps, R vec, R rhs, int *ridx, int rn)

int	vSolveLeft2 (R eps, R vec, int idx, R rhs, int ridx, int rn, R vec2, R rhs2, int *ridx2, int rn2)

void	vSolveLeft2sparse (R eps, R vec, int idx, R rhs, int ridx, int &rn, R vec2, int idx2, R rhs2, int ridx2, int &rn2)
	sparse version of solving 2 systems of equations More...

int	vSolveLeft3 (R eps, R vec, int idx, R rhs, int ridx, int rn, R vec2, R rhs2, int ridx2, int rn2, R vec3, R rhs3, int ridx3, int rn3)

void	vSolveLeft3sparse (R eps, R vec, int idx, R rhs, int ridx, int &rn, R vec2, int idx2, R rhs2, int ridx2, int &rn2, R vec3, int idx3, R rhs3, int ridx3, int &rn3)
	sparse version of solving 3 systems of equations More...

void	forestUpdate (int col, R work, int num, int nonz)

void	update (int p_col, R p_work, const int p_idx, int num)

void	updateNoClear (int p_col, const R p_work, const int p_idx, int num)

void	factor (const SVectorBase< R > **vec, R threshold, R eps)
	epsilon for zero detection More...

void	dump () const

bool	isConsistent () const

void	setTolerances (std::shared_ptr< Tolerances > tolerances)
	set tolerances More...

const std::shared_ptr< Tolerances >	tolerances () const
	get tolerances More...

Protected Attributes
Protected data
bool	usetup
	TRUE iff update vector has been setup. More...

UpdateType	uptype
	the current UpdateType. More...

SSVectorBase< R >	eta

SSVectorBase< R >	forest
	? Update VectorBase<R> set up by solveRight4update() and solve2right4update() More...

R	lastThreshold
	pivoting threshold of last factorization More...

Control Parameters
R	minThreshold
	minimum threshold to use. More...

R	minStability
	minimum stability to achieve by setting threshold. More...

Timer *	solveTime
	Time spent in solves. More...

Timer::TYPE	timerType

int	solveCount
	Number of solves. More...

Protected Attributes inherited from CLUFactor< R >
SLinSolver< R >::Status	stat
	Status indicator. More...

int	thedim
	dimension of factorized matrix More...

int	nzCnt
	number of nonzeros in U More...

R	initMaxabs
	maximum abs number in initail Matrix More...

R	maxabs
	maximum abs number in L and U More...

R	rowMemMult
	factor of minimum Memory * number of nonzeros More...

R	colMemMult
	factor of minimum Memory * number of nonzeros More...

R	lMemMult
	factor of minimum Memory * number of nonzeros More...

Perm	row
	row permutation matrices More...

Perm	col
	column permutation matrices More...

L	l
	L matrix. More...

std::vector< R >	diag
	Array of pivot elements. More...

U	u
	U matrix. More...

R *	work
	Working array: must always be left as 0! More...

Timer *	factorTime
	Time spent in factorizations. More...

int	factorCount
	Number of factorizations. More...

int	hugeValues
	number of times huge values occurred during solve (only used in debug mode) More...

std::shared_ptr< Tolerances >	_tolerances
	Tolerances for the factorization. More...

Private Member Functions
Private helpers
void	assign (const SLUFactor< R > &old)
	used to implement the assignment operator More...

Private Attributes
Private data
VectorBase< R >	vec
	Temporary VectorBase<R> More...

SSVectorBase< R >	ssvec
	Temporary semi-sparse VectorBase<R> More...

Additional Inherited Members
Public Attributes inherited from SLinSolver< R >
SPxOut *	spxout
	message handler More...

Detailed Description

template<class R>
class soplex::SLUFactor< R >

Implementation of Sparse Linear Solver.

This class implements a SLinSolver interface by using the sparse LU factorization implemented in CLUFactor.

Definition at line 50 of file slufactor.h.

Member Typedef Documentation

◆ Status

using Status = typename SLinSolver<R>::Status

for convenience

Definition at line 64 of file slufactor.h.

Member Enumeration Documentation

◆ UpdateType

enum UpdateType

Specifies how to perform change method.

Enumerator
ETA
FOREST_TOMLIN

Definition at line 58 of file slufactor.h.

Constructor & Destructor Documentation

◆ SLUFactor() [1/2]

SLUFactor ( )

default constructor.

Referenced by SLUFactor< BP >::setTolerances().

◆ SLUFactor() [2/2]

SLUFactor ( const SLUFactor< R > & old )

copy constructor.

◆ ~SLUFactor()

virtual ~SLUFactor ( )

virtual

destructor.

Referenced by SLUFactor< BP >::setTolerances().

Member Function Documentation

◆ assign()

void assign ( const SLUFactor< R > & old )

private

used to implement the assignment operator

Referenced by SLUFactor< BP >::clone().

◆ change()

Status change	(	int	idx,
		const SVectorBase< R > &	subst,
		const SSVectorBase< R > *	eta = `0`
	)

virtual

Implements SLinSolver< R >.

Referenced by SLUFactor< BP >::solveLeft().

◆ changeEta()

void changeEta	(	int	idx,
		SSVectorBase< R > &	eta
	)

protected

◆ changeTimer()

void changeTimer ( const Timer::TYPE ttype )

Definition at line 293 of file slufactor.h.

◆ clear()

void clear ( )

virtual

Implements SLinSolver< R >.

Referenced by SLUFactor< BP >::markowitz().

◆ clone()

virtual SLinSolver<R>* clone ( ) const

virtual

clone function for polymorphism

Implements SLinSolver< R >.

Definition at line 328 of file slufactor.h.

◆ dim()

int dim ( ) const

virtual

Implements SLinSolver< R >.

Definition at line 164 of file slufactor.h.

Referenced by SLUFactor< BP >::status().

◆ dump()

void dump ( ) const

prints the LU factorization to stdout.

Referenced by SLUFactor< BP >::changeTimer().

◆ freeAll()

void freeAll ( )

protected

◆ getFactorCount()

int getFactorCount ( ) const

virtual

number of factorizations performed

Implements SLinSolver< R >.

Definition at line 264 of file slufactor.h.

◆ getFactorTime()

Real getFactorTime ( ) const

time spent in factorizations

Definition at line 254 of file slufactor.h.

◆ getName()

const char* getName ( ) const

virtual

Implements SLinSolver< R >.

Definition at line 174 of file slufactor.h.

◆ getSolveCount()

int getSolveCount ( ) const

number of solves performed

Definition at line 280 of file slufactor.h.

◆ getSolveTime()

Real getSolveTime ( ) const

time spent in solves

Definition at line 270 of file slufactor.h.

◆ isConsistent()

bool isConsistent ( ) const

virtual

consistency check.

Implements SLinSolver< R >.

Referenced by SLUFactor< BP >::changeTimer().

◆ load()

Status load	(	const SVectorBase< R > *	vec[],
		int	dim
	)

virtual

Implements SLinSolver< R >.

Referenced by SLUFactor< BP >::status().

◆ markowitz()

R markowitz ( )

returns Markowitz threshold.

Definition at line 149 of file slufactor.h.

◆ matrixMetric()

R matrixMetric ( int type = 0 ) const

virtual

return one of several matrix metrics based on the diagonal of U 0: condition number estimate by ratio of min/max 1: trace (sum of diagonal elements) 2: determinant (product of diagonal elements)

Implements SLinSolver< R >.

Referenced by SLUFactor< BP >::status().

◆ memory()

int memory ( ) const

virtual

Implements SLinSolver< R >.

Definition at line 169 of file slufactor.h.

◆ operator=()

SLUFactor<R>& operator= ( const SLUFactor< R > & old )

assignment operator.

Referenced by SLUFactor< BP >::setTolerances().

◆ resetCounters()

void resetCounters ( )

reset timers and counters

Definition at line 285 of file slufactor.h.

◆ resetFactorTime()

void resetFactorTime ( )

reset FactorTime

Definition at line 259 of file slufactor.h.

◆ resetSolveTime()

void resetSolveTime ( )

reset SolveTime

Definition at line 275 of file slufactor.h.

◆ setMarkowitz()

void setMarkowitz ( R m )

sets minimum Markowitz threshold.

Definition at line 136 of file slufactor.h.

◆ setTolerances()

virtual void setTolerances ( std::shared_ptr< Tolerances > tolerances )

virtual

set tolerances

Definition at line 306 of file slufactor.h.

◆ setUtype()

void setUtype ( UpdateType tp )

sets update type.

The new UpdateType becomes valid only after the next call to method load().

Definition at line 130 of file slufactor.h.

◆ solve2right4update() [1/2]

void solve2right4update	(	SSVectorBase< R > &	x,
		VectorBase< R > &	y,
		const SVectorBase< R > &	b,
		SSVectorBase< R > &	d
	)

virtual

Solves \(Ax=b\) and \(Ay=d\).

Implements SLinSolver< R >.

Referenced by SLUFactor< BP >::solveRight().

◆ solve2right4update() [2/2]

void solve2right4update	(	SSVectorBase< R > &	x,
		SSVectorBase< R > &	y,
		const SVectorBase< R > &	b,
		SSVectorBase< R > &	d
	)

virtual

Sparse version of solving two systems of equations.

Implements SLinSolver< R >.

◆ solve3right4update() [1/2]

void solve3right4update	(	SSVectorBase< R > &	x,
		VectorBase< R > &	y,
		VectorBase< R > &	z,
		const SVectorBase< R > &	b,
		SSVectorBase< R > &	d,
		SSVectorBase< R > &	e
	)

virtual

Solves \(Ax=b\), \(Ay=d\) and \(Az=e\).

Implements SLinSolver< R >.

Referenced by SLUFactor< BP >::solveRight().

◆ solve3right4update() [2/2]

void solve3right4update	(	SSVectorBase< R > &	x,
		SSVectorBase< R > &	y,
		SSVectorBase< R > &	z,
		const SVectorBase< R > &	b,
		SSVectorBase< R > &	d,
		SSVectorBase< R > &	e
	)

virtual

sparse version of solving three systems of equations

Implements SLinSolver< R >.

◆ solveLeft() [1/7]

void solveLeft	(	VectorBase< R > &	x,
		const VectorBase< R > &	b
	)

virtual

sparse version of solving one system of equations with transposed basis matrix

Implements SLinSolver< R >.

Referenced by SLUFactor< BP >::solveLeft(), and SLUFactor< BP >::solveRight().

◆ solveLeft() [2/7]

void solveLeft	(	SSVectorBase< R > &	x,
		const SSVectorBase< R > &	b
	)

virtual

Implements SLinSolver< R >.

Definition at line 227 of file slufactor.h.

◆ solveLeft() [3/7]

void solveLeft	(	SSVectorBase< R > &	x,
		const SVectorBase< R > &	b
	)

virtual

Solves \(Ax=b\).

Implements SLinSolver< R >.

◆ solveLeft() [4/7]

void solveLeft	(	SSVectorBase< R > &	x,
		VectorBase< R > &	y,
		const SVectorBase< R > &	b,
		SSVectorBase< R > &	d
	)

virtual

Solves \(Ax=b\) and \(Ay=d\).

Implements SLinSolver< R >.

◆ solveLeft() [5/7]

void solveLeft	(	SSVectorBase< R > &	x,
		SSVectorBase< R > &	two,
		const SVectorBase< R > &	b,
		SSVectorBase< R > &	rhs2
	)

virtual

sparse version of solving two systems of equations with transposed basis matrix

Implements SLinSolver< R >.

◆ solveLeft() [6/7]

void solveLeft	(	SSVectorBase< R > &	x,
		VectorBase< R > &	y,
		VectorBase< R > &	z,
		const SVectorBase< R > &	b,
		SSVectorBase< R > &	d,
		SSVectorBase< R > &	e
	)

virtual

Solves \(Ax=b\), \(Ay=d\) and \(Az=e\).

Implements SLinSolver< R >.

◆ solveLeft() [7/7]

void solveLeft	(	SSVectorBase< R > &	x,
		SSVectorBase< R > &	y,
		SSVectorBase< R > &	z,
		const SVectorBase< R > &	b,
		SSVectorBase< R > &	d,
		SSVectorBase< R > &	e
	)

virtual

sparse version of solving three systems of equations with transposed basis matrix

Implements SLinSolver< R >.

◆ solveRight() [1/3]

void solveRight	(	VectorBase< R > &	x,
		const VectorBase< R > &	b
	)

virtual

Solves \(Ax=b\).

Implements SLinSolver< R >.

Referenced by SLUFactor< BP >::solveRight(), and SLUFactor< BP >::status().

◆ solveRight() [2/3]

void solveRight	(	SSVectorBase< R > &	x,
		const SSVectorBase< R > &	b
	)

virtual

Implements SLinSolver< R >.

Definition at line 204 of file slufactor.h.

◆ solveRight() [3/3]

void solveRight	(	SSVectorBase< R > &	x,
		const SVectorBase< R > &	b
	)

virtual

Solves \(Ax=b\).

Implements SLinSolver< R >.

◆ solveRight4update()

void solveRight4update	(	SSVectorBase< R > &	x,
		const SVectorBase< R > &	b
	)

virtual

Solves \(Ax=b\).

Implements SLinSolver< R >.

Referenced by SLUFactor< BP >::solveRight().

◆ stability()

R stability ( ) const

virtual

Implements SLinSolver< R >.

Referenced by SLUFactor< BP >::status().

◆ statistics()

std::string statistics ( ) const

virtual

Implements SLinSolver< R >.

Referenced by SLUFactor< BP >::status().

◆ status()

Status status ( ) const

virtual

Implements SLinSolver< R >.

Definition at line 179 of file slufactor.h.

◆ utype()

UpdateType utype ( ) const

returns the current update type uptype.

Definition at line 121 of file slufactor.h.

Member Data Documentation

◆ eta

SSVectorBase<R> eta

protected

Definition at line 83 of file slufactor.h.

◆ forest

SSVectorBase<R> forest

protected

? Update VectorBase<R> set up by solveRight4update() and solve2right4update()

Definition at line 85 of file slufactor.h.

Referenced by SLUFactor< BP >::setTolerances().

◆ lastThreshold

R lastThreshold

protected

pivoting threshold of last factorization

Definition at line 86 of file slufactor.h.

Referenced by SLUFactor< BP >::markowitz().

◆ minStability

R minStability

protected

minimum stability to achieve by setting threshold.

Definition at line 95 of file slufactor.h.

◆ minThreshold

R minThreshold

protected

minimum threshold to use.

Definition at line 93 of file slufactor.h.

◆ solveCount

int solveCount

protected

Number of solves.

Definition at line 100 of file slufactor.h.

Referenced by SLUFactor< BP >::getSolveCount().

◆ solveTime

Timer* solveTime

protected

Time spent in solves.

Definition at line 97 of file slufactor.h.

◆ ssvec

SSVectorBase<R> ssvec

private

Temporary semi-sparse VectorBase<R>

Definition at line 73 of file slufactor.h.

◆ timerType

Timer::TYPE timerType

protected

Definition at line 98 of file slufactor.h.

◆ uptype

UpdateType uptype

protected

the current UpdateType.

Definition at line 82 of file slufactor.h.

Referenced by SLUFactor< BP >::utype().

◆ usetup

bool usetup

protected

TRUE iff update vector has been setup.

Definition at line 81 of file slufactor.h.

◆ vec

VectorBase<R> vec

private

Temporary VectorBase<R>

Definition at line 72 of file slufactor.h.

SoPlex

Public Types

Public Member Functions

Protected Member Functions

Protected Attributes

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

template<class R> class soplex::SLUFactor< R >

Member Typedef Documentation

◆ Status

Member Enumeration Documentation

◆ UpdateType

Constructor & Destructor Documentation

◆ SLUFactor() [1/2]

◆ SLUFactor() [2/2]

◆ ~SLUFactor()

Member Function Documentation

◆ assign()

◆ change()

◆ changeEta()

◆ changeTimer()

◆ clear()

◆ clone()

◆ dim()

◆ dump()

◆ freeAll()

◆ getFactorCount()

◆ getFactorTime()

◆ getName()

◆ getSolveCount()

◆ getSolveTime()

◆ isConsistent()

◆ load()

◆ markowitz()

◆ matrixMetric()

◆ memory()

◆ operator=()

◆ resetCounters()

◆ resetFactorTime()

◆ resetSolveTime()

◆ setMarkowitz()

◆ setTolerances()

◆ setUtype()

◆ solve2right4update() [1/2]

◆ solve2right4update() [2/2]

◆ solve3right4update() [1/2]

◆ solve3right4update() [2/2]

◆ solveLeft() [1/7]

◆ solveLeft() [2/7]

◆ solveLeft() [3/7]

◆ solveLeft() [4/7]

◆ solveLeft() [5/7]

◆ solveLeft() [6/7]

◆ solveLeft() [7/7]

◆ solveRight() [1/3]

◆ solveRight() [2/3]

◆ solveRight() [3/3]

◆ solveRight4update()

◆ stability()

◆ statistics()

◆ status()

◆ utype()

Member Data Documentation

◆ eta

◆ forest

◆ lastThreshold

◆ minStability

◆ minThreshold

◆ solveCount

◆ solveTime

◆ ssvec

◆ timerType

◆ uptype

◆ usetup

◆ vec

template<class R>
class soplex::SLUFactor< R >