Logo ROOT   6.12/07
Reference Guide
TQpLinSolverSparse.cxx
Go to the documentation of this file.
1 // @(#)root/quadp:$Id$
2 // Author: Eddy Offermann May 2004
3 
4 /*************************************************************************
5  * Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. *
6  * All rights reserved. *
7  * *
8  * For the licensing terms see $ROOTSYS/LICENSE. *
9  * For the list of contributors see $ROOTSYS/README/CREDITS. *
10  *************************************************************************/
11 
12 /*************************************************************************
13  * Parts of this file are copied from the OOQP distribution and *
14  * are subject to the following license: *
15  * *
16  * COPYRIGHT 2001 UNIVERSITY OF CHICAGO *
17  * *
18  * The copyright holder hereby grants you royalty-free rights to use, *
19  * reproduce, prepare derivative works, and to redistribute this software*
20  * to others, provided that any changes are clearly documented. This *
21  * software was authored by: *
22  * *
23  * E. MICHAEL GERTZ gertz@mcs.anl.gov *
24  * Mathematics and Computer Science Division *
25  * Argonne National Laboratory *
26  * 9700 S. Cass Avenue *
27  * Argonne, IL 60439-4844 *
28  * *
29  * STEPHEN J. WRIGHT swright@cs.wisc.edu *
30  * Computer Sciences Department *
31  * University of Wisconsin *
32  * 1210 West Dayton Street *
33  * Madison, WI 53706 FAX: (608)262-9777 *
34  * *
35  * Any questions or comments may be directed to one of the authors. *
36  * *
37  * ARGONNE NATIONAL LABORATORY (ANL), WITH FACILITIES IN THE STATES OF *
38  * ILLINOIS AND IDAHO, IS OWNED BY THE UNITED STATES GOVERNMENT, AND *
39  * OPERATED BY THE UNIVERSITY OF CHICAGO UNDER PROVISION OF A CONTRACT *
40  * WITH THE DEPARTMENT OF ENERGY. *
41  *************************************************************************/
42 
43 //////////////////////////////////////////////////////////////////////////
44 // //
45 // TQpLinSolverSparse //
46 // //
47 // Implements the aspects of the solvers for dense general QP //
48 // formulation that are specific to the dense case. //
49 // //
50 //////////////////////////////////////////////////////////////////////////
51 
52 #include "Riostream.h"
53 #include "TQpLinSolverSparse.h"
54 
56 
57 ////////////////////////////////////////////////////////////////////////////////
58 /// Constructor
59 
61  TQpLinSolverBase(factory,data)
62 {
63  const Int_t n = factory->fNx+factory->fMy+factory->fMz;
64  fKkt.ResizeTo(n,n);
65 
66  if (fMy > 0) data->PutAIntoAt(fKkt,fNx, 0);
67  if (fMz > 0) data->PutCIntoAt(fKkt,fNx+fMy,0);
68 
69  // trick to make sure that A and C are inserted symmetrically
70  if (fMy > 0 || fMz > 0) {
72  fKkt += tmp;
73  }
74 
75  data->PutQIntoAt(fKkt,0,0);
76 }
77 
78 
79 ////////////////////////////////////////////////////////////////////////////////
80 /// Copy constructor
81 
83 TQpLinSolverBase(another)
84 {
85  *this = another;
86 }
87 
88 
89 ////////////////////////////////////////////////////////////////////////////////
90 /// Sets up the matrix for the main linear system in "augmented system" form.
91 
93 {
94  TQpLinSolverBase::Factor(prob,vars);
96 }
97 
98 
99 ////////////////////////////////////////////////////////////////////////////////
100 /// Places the diagonal resulting from the bounds on x into the augmented system matrix
101 
103 {
104  TMatrixDSparseDiag diag(fKkt);
105  for (Int_t i = 0; i < xdiag.GetNrows(); i++)
106  diag[i] = xdiag[i];
107 }
108 
109 
110 ////////////////////////////////////////////////////////////////////////////////
111 /// Places the diagonal resulting from the bounds on Cx into the augmented system matrix
112 
114 {
115  TMatrixDSparseDiag diag(fKkt);
116  for (Int_t i = 0; i < zdiag.GetNrows(); i++)
117  diag[i+fNx+fMy] = zdiag[i];
118 }
119 
120 
121 ////////////////////////////////////////////////////////////////////////////////
122 /// Perform the actual solve using the factors produced in factor.
123 /// rhs on input contains the aggregated right-hand side of the augmented system;
124 /// on output contains the solution in aggregated form .
125 
127 {
128  fSolveSparse.Solve(compressedRhs);
129 }
130 
131 
132 ////////////////////////////////////////////////////////////////////////////////
133 /// Assignment operator
134 
136 {
137  if (this != &source) {
139  fKkt.ResizeTo(source.fKkt); fKkt = source.fKkt;
140  fSolveSparse = source.fSolveSparse;
141  }
142  return *this;
143 }
virtual void PutQIntoAt(TMatrixDBase &M, Int_t row, Int_t col)
Insert the Hessian Q into the matrix M at index (row,col) for the fundamental linear system...
virtual void SetMatrix(const TMatrixDSparse &a)
Set matrix to be decomposed .
virtual void PutXDiagonal(TVectorD &xdiag)
Places the diagonal resulting from the bounds on x into the augmented system matrix.
TQpLinSolverSparse & operator=(const TQpLinSolverSparse &source)
Assignment operator.
Int_t GetNrows() const
Definition: TVectorT.h:75
int Int_t
Definition: RtypesCore.h:41
virtual void PutCIntoAt(TMatrixDBase &M, Int_t row, Int_t col)
Insert the constraint matrix C into the matrix M at index (row,col) for the fundamental linear system...
virtual void SolveCompressed(TVectorD &rhs)
Perform the actual solve using the factors produced in factor.
static void Solve(const Int_t n, TArrayD &Aa, TArrayI &Aiw, TArrayD &Aw, const Int_t maxfrt, TVectorD &b, TArrayI &Aiw1, const Int_t nsteps, Int_t *icntl, Int_t *info)
Main routine for solving Ax=b.
virtual void Factor(TQpDataBase *prob, TQpVar *vars)
Sets up the matrix for the main linear system in "augmented system" form.
TDecompSparse fSolveSparse
virtual void PutZDiagonal(TVectorD &zdiag)
Places the diagonal resulting from the bounds on Cx into the augmented system matrix.
#define ClassImp(name)
Definition: Rtypes.h:359
virtual void Factor(TQpDataBase *prob, TQpVar *vars)
Sets up the matrix for the main linear system in "augmented system" form.
virtual void PutAIntoAt(TMatrixDBase &M, Int_t row, Int_t col)
Insert the constraint matrix A into the matrix M at index (row,col) for the fundamental linear system...
Definition: TQpVar.h:59
virtual TMatrixTBase< Element > & ResizeTo(Int_t nrows, Int_t ncols, Int_t nr_nonzeros=-1)
Set size of the matrix to nrows x ncols with nr_nonzeros non-zero entries if nr_nonzeros > 0 ...
TQpLinSolverBase & operator=(const TQpLinSolverBase &source)
Assignment opeartor.
const Int_t n
Definition: legend1.C:16