/* fhv.h (sparse updatable FHV-factorization) */ /*********************************************************************** * This code is part of GLPK (GNU Linear Programming Kit). * Copyright (C) 2012-2013 Free Software Foundation, Inc. * Written by Andrew Makhorin . * * GLPK is free software: you can redistribute it and/or modify it * under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * GLPK is distributed in the hope that it will be useful, but WITHOUT * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public * License for more details. * * You should have received a copy of the GNU General Public License * along with GLPK. If not, see . ***********************************************************************/ #ifndef FHV_H #define FHV_H #include "luf.h" /*********************************************************************** * The structure FHV describes sparse updatable FHV-factorization. * * The FHV-factorization has the following format: * * A = F * H * V, (1) * * F = P0 * L * P0', (2) * * H = H[1] * H[2] * ... * H[nfs], (3) * * V = P * U * Q, (4) * * where: A is a given (unsymmetric) square matrix; F, H, V are matrix * factors actually computed; L is a lower triangular matrix with unity * diagonal; U is an upper tringular matrix; H[k], k = 1, 2, ..., nfs, * is a row-like factor, which differs from unity matrix only in one * row called a non-trivial row; P0, P, Q are permutation matrices; and * P0' is a matrix transposed to P0. * * Matrices F, V, P, Q are stored in the underlying LUF object. * * Non-trivial rows of factors H[k] are stored as sparse vectors in the * right (static) part of the sparse vector area (SVA). Note that unity * diagonal elements of non-trivial rows are not stored. * * Matrix P0 is stored in the same way as matrix P. * * Matrices L and U are completely defined by matrices F, V, P, and Q, * and therefore not stored explicitly. */ typedef struct FHV FHV; struct FHV { /* FHV-factorization */ LUF *luf; /* LU-factorization (contains matrices F, V, P, Q) */ /*--------------------------------------------------------------*/ /* matrix H in the form of eta file */ int nfs_max; /* maximal number of row-like factors (this limits the number of * updates of the factorization) */ int nfs; /* current number of row-like factors, 0 <= nfs <= nfs_max */ int *hh_ind; /* int hh_ind[1+nfs_max]; */ /* hh_ind[0] is not used; * hh_ind[k], 1 <= k <= nfs, is number of non-trivial row of * factor H[k] */ int hh_ref; /* reference number of sparse vector in SVA, which is non-trivial * row of factor H[1] */ #if 0 + 0 int *hh_ptr = &sva->ptr[hh_ref-1]; /* hh_ptr[0] is not used; * hh_ptr[k], 1 <= k <= nfs, is pointer to non-trivial row of * factor H[k] */ int *hh_len = &sva->len[hh_ref-1]; /* hh_len[0] is not used; * hh_len[k], 1 <= k <= nfs, is number of non-zero elements in * non-trivial row of factor H[k] */ #endif /*--------------------------------------------------------------*/ /* matrix P0 */ int *p0_ind; /* int p0_ind[1+n]; */ /* p0_ind[i] = j means that P0[i,j] = 1 */ int *p0_inv; /* int p0_inv[1+n]; */ /* p0_inv[j] = i means that P0[i,j] = 1 */ }; #define fhv_ft_update _glp_fhv_ft_update int fhv_ft_update(FHV *fhv, int q, int aq_len, const int aq_ind[], const double aq_val[], int ind[/*1+n*/], double val[/*1+n*/], double work[/*1+n*/]); /* update FHV-factorization (Forrest-Tomlin) */ #define fhv_h_solve _glp_fhv_h_solve void fhv_h_solve(FHV *fhv, double x[/*1+n*/]); /* solve system H * x = b */ #define fhv_ht_solve _glp_fhv_ht_solve void fhv_ht_solve(FHV *fhv, double x[/*1+n*/]); /* solve system H' * x = b */ #endif /* eof */