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ClpCholeskyBase.cpp
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/* $Id$ */
// Copyright (C) 2002, International Business Machines
// Corporation and others. All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).
/*----------------------------------------------------------------------------*/
/* Ordering code - courtesy of Anshul Gupta */
/* (C) Copyright IBM Corporation 1997, 2009. All Rights Reserved. */
/*----------------------------------------------------------------------------*/
/* A compact no-frills Approximate Minimum Local Fill ordering code.
References:
[1] Ordering Sparse Matrices Using Approximate Minimum Local Fill.
Edward Rothberg, SGI Manuscript, April 1996.
[2] An Approximate Minimum Degree Ordering Algorithm.
T. Davis, P. Amestoy, and I. Duff, TR-94-039, CIS Department,
University of Florida, December 1994.
*/
/*----------------------------------------------------------------------------*/
#include "CoinPragma.hpp"
#include <iostream>
#include "ClpCholeskyBase.hpp"
#include "ClpInterior.hpp"
#include "ClpHelperFunctions.hpp"
#include "CoinHelperFunctions.hpp"
#include "CoinSort.hpp"
#include "ClpCholeskyDense.hpp"
#include "ClpMessage.hpp"
#include "ClpQuadraticObjective.hpp"
//#############################################################################
// Constructors / Destructor / Assignment
//#############################################################################
//-------------------------------------------------------------------
// Default Constructor
//-------------------------------------------------------------------
ClpCholeskyBase::ClpCholeskyBase(int denseThreshold)
: type_(0)
, doKKT_(false)
, goDense_(0.7)
, choleskyCondition_(0.0)
, model_(NULL)
, numberTrials_()
, numberRows_(0)
, status_(0)
, rowsDropped_(NULL)
, permuteInverse_(NULL)
, permute_(NULL)
, numberRowsDropped_(0)
, sparseFactor_(NULL)
, choleskyStart_(NULL)
, choleskyRow_(NULL)
, indexStart_(NULL)
, diagonal_(NULL)
, workDouble_(NULL)
, link_(NULL)
, workInteger_(NULL)
, clique_(NULL)
, sizeFactor_(0)
, sizeIndex_(0)
, firstDense_(0)
, rowCopy_(NULL)
, whichDense_(NULL)
, denseColumn_(NULL)
, dense_(NULL)
, denseThreshold_(denseThreshold)
{
memset(integerParameters_, 0, 64 * sizeof(int));
memset(doubleParameters_, 0, 64 * sizeof(double));
}
//-------------------------------------------------------------------
// Copy constructor
//-------------------------------------------------------------------
ClpCholeskyBase::ClpCholeskyBase(const ClpCholeskyBase &rhs)
: type_(rhs.type_)
, doKKT_(rhs.doKKT_)
, goDense_(rhs.goDense_)
, choleskyCondition_(rhs.choleskyCondition_)
, model_(rhs.model_)
, numberTrials_(rhs.numberTrials_)
, numberRows_(rhs.numberRows_)
, status_(rhs.status_)
, numberRowsDropped_(rhs.numberRowsDropped_)
{
rowsDropped_ = ClpCopyOfArray(rhs.rowsDropped_, numberRows_);
permuteInverse_ = ClpCopyOfArray(rhs.permuteInverse_, numberRows_);
permute_ = ClpCopyOfArray(rhs.permute_, numberRows_);
sizeFactor_ = rhs.sizeFactor_;
sizeIndex_ = rhs.sizeIndex_;
firstDense_ = rhs.firstDense_;
sparseFactor_ = ClpCopyOfArray(rhs.sparseFactor_, rhs.sizeFactor_);
choleskyStart_ = ClpCopyOfArray(rhs.choleskyStart_, numberRows_ + 1);
indexStart_ = ClpCopyOfArray(rhs.indexStart_, numberRows_);
choleskyRow_ = ClpCopyOfArray(rhs.choleskyRow_, sizeIndex_);
diagonal_ = ClpCopyOfArray(rhs.diagonal_, numberRows_);
#if CLP_LONG_CHOLESKY != 1
workDouble_ = ClpCopyOfArray(rhs.workDouble_, numberRows_);
#else
// actually long double
workDouble_ = reinterpret_cast< double * >(ClpCopyOfArray(reinterpret_cast< CoinWorkDouble * >(rhs.workDouble_), numberRows_));
#endif
link_ = ClpCopyOfArray(rhs.link_, numberRows_);
workInteger_ = ClpCopyOfArray(rhs.workInteger_, numberRows_);
clique_ = ClpCopyOfArray(rhs.clique_, numberRows_);
CoinMemcpyN(rhs.integerParameters_, 64, integerParameters_);
CoinMemcpyN(rhs.doubleParameters_, 64, doubleParameters_);
rowCopy_ = rhs.rowCopy_->clone();
whichDense_ = NULL;
denseColumn_ = NULL;
dense_ = NULL;
denseThreshold_ = rhs.denseThreshold_;
}
//-------------------------------------------------------------------
// Destructor
//-------------------------------------------------------------------
ClpCholeskyBase::~ClpCholeskyBase()
{
delete[] rowsDropped_;
delete[] permuteInverse_;
delete[] permute_;
delete[] sparseFactor_;
delete[] choleskyStart_;
delete[] choleskyRow_;
delete[] indexStart_;
delete[] diagonal_;
delete[] workDouble_;
delete[] link_;
delete[] workInteger_;
delete[] clique_;
delete rowCopy_;
delete[] whichDense_;
delete[] denseColumn_;
delete dense_;
}
//----------------------------------------------------------------
// Assignment operator
//-------------------------------------------------------------------
ClpCholeskyBase &
ClpCholeskyBase::operator=(const ClpCholeskyBase &rhs)
{
if (this != &rhs) {
type_ = rhs.type_;
doKKT_ = rhs.doKKT_;
goDense_ = rhs.goDense_;
choleskyCondition_ = rhs.choleskyCondition_;
model_ = rhs.model_;
numberTrials_ = rhs.numberTrials_;
numberRows_ = rhs.numberRows_;
status_ = rhs.status_;
numberRowsDropped_ = rhs.numberRowsDropped_;
delete[] rowsDropped_;
delete[] permuteInverse_;
delete[] permute_;
delete[] sparseFactor_;
delete[] choleskyStart_;
delete[] choleskyRow_;
delete[] indexStart_;
delete[] diagonal_;
delete[] workDouble_;
delete[] link_;
delete[] workInteger_;
delete[] clique_;
delete rowCopy_;
delete[] whichDense_;
delete[] denseColumn_;
delete dense_;
rowsDropped_ = ClpCopyOfArray(rhs.rowsDropped_, numberRows_);
permuteInverse_ = ClpCopyOfArray(rhs.permuteInverse_, numberRows_);
permute_ = ClpCopyOfArray(rhs.permute_, numberRows_);
sizeFactor_ = rhs.sizeFactor_;
sizeIndex_ = rhs.sizeIndex_;
firstDense_ = rhs.firstDense_;
sparseFactor_ = ClpCopyOfArray(rhs.sparseFactor_, rhs.sizeFactor_);
choleskyStart_ = ClpCopyOfArray(rhs.choleskyStart_, numberRows_ + 1);
choleskyRow_ = ClpCopyOfArray(rhs.choleskyRow_, rhs.sizeFactor_);
indexStart_ = ClpCopyOfArray(rhs.indexStart_, numberRows_);
choleskyRow_ = ClpCopyOfArray(rhs.choleskyRow_, sizeIndex_);
diagonal_ = ClpCopyOfArray(rhs.diagonal_, numberRows_);
#if CLP_LONG_CHOLESKY != 1
workDouble_ = ClpCopyOfArray(rhs.workDouble_, numberRows_);
#else
// actually long double
workDouble_ = reinterpret_cast< double * >(ClpCopyOfArray(reinterpret_cast< CoinWorkDouble * >(rhs.workDouble_), numberRows_));
#endif
link_ = ClpCopyOfArray(rhs.link_, numberRows_);
workInteger_ = ClpCopyOfArray(rhs.workInteger_, numberRows_);
clique_ = ClpCopyOfArray(rhs.clique_, numberRows_);
rowCopy_ = rhs.rowCopy_->clone();
whichDense_ = NULL;
denseColumn_ = NULL;
dense_ = NULL;
denseThreshold_ = rhs.denseThreshold_;
}
return *this;
}
// reset numberRowsDropped and rowsDropped.
void ClpCholeskyBase::resetRowsDropped()
{
numberRowsDropped_ = 0;
memset(rowsDropped_, 0, numberRows_);
}
/* Uses factorization to solve. - given as if KKT.
region1 is rows+columns, region2 is rows */
void ClpCholeskyBase::solveKKT(CoinWorkDouble *region1, CoinWorkDouble *region2, const CoinWorkDouble *diagonal,
CoinWorkDouble diagonalScaleFactor)
{
if (!doKKT_) {
int iColumn;
int numberColumns = model_->numberColumns();
int numberTotal = numberRows_ + numberColumns;
CoinWorkDouble *region1Save = new CoinWorkDouble[numberTotal];
for (iColumn = 0; iColumn < numberTotal; iColumn++) {
region1[iColumn] *= diagonal[iColumn];
region1Save[iColumn] = region1[iColumn];
}
multiplyAdd(region1 + numberColumns, numberRows_, -1.0, region2, 1.0);
model_->clpMatrix()->times(1.0, region1, region2);
CoinWorkDouble maximumRHS = maximumAbsElement(region2, numberRows_);
CoinWorkDouble scale = 1.0;
CoinWorkDouble unscale = 1.0;
if (maximumRHS > 1.0e-30) {
if (maximumRHS <= 0.5) {
CoinWorkDouble factor = 2.0;
while (maximumRHS <= 0.5) {
maximumRHS *= factor;
scale *= factor;
} /* endwhile */
} else if (maximumRHS >= 2.0 && maximumRHS <= COIN_DBL_MAX) {
CoinWorkDouble factor = 0.5;
while (maximumRHS >= 2.0) {
maximumRHS *= factor;
scale *= factor;
} /* endwhile */
}
unscale = diagonalScaleFactor / scale;
} else {
//effectively zero
scale = 0.0;
unscale = 0.0;
}
multiplyAdd(NULL, numberRows_, 0.0, region2, scale);
solve(region2);
multiplyAdd(NULL, numberRows_, 0.0, region2, unscale);
multiplyAdd(region2, numberRows_, -1.0, region1 + numberColumns, 0.0);
CoinZeroN(region1, numberColumns);
model_->clpMatrix()->transposeTimes(1.0, region2, region1);
for (iColumn = 0; iColumn < numberTotal; iColumn++)
region1[iColumn] = region1[iColumn] * diagonal[iColumn] - region1Save[iColumn];
delete[] region1Save;
} else {
// KKT
int numberRowsModel = model_->numberRows();
int numberColumns = model_->numberColumns();
int numberTotal = numberColumns + numberRowsModel;
CoinWorkDouble *array = new CoinWorkDouble[numberRows_];
CoinMemcpyN(region1, numberTotal, array);
CoinMemcpyN(region2, numberRowsModel, array + numberTotal);
assert(numberRows_ >= numberRowsModel + numberTotal);
solve(array);
int iRow;
for (iRow = 0; iRow < numberTotal; iRow++) {
if (rowsDropped_[iRow] && CoinAbs(array[iRow]) > 1.0e-8) {
COIN_DETAIL_PRINT(printf("row region1 %d dropped %g\n", iRow, array[iRow]));
}
}
for (; iRow < numberRows_; iRow++) {
if (rowsDropped_[iRow] && CoinAbs(array[iRow]) > 1.0e-8) {
COIN_DETAIL_PRINT(printf("row region2 %d dropped %g\n", iRow, array[iRow]));
}
}
CoinMemcpyN(array + numberTotal, numberRowsModel, region2);
CoinMemcpyN(array, numberTotal, region1);
delete[] array;
}
}
//-------------------------------------------------------------------
// Clone
//-------------------------------------------------------------------
ClpCholeskyBase *ClpCholeskyBase::clone() const
{
return new ClpCholeskyBase(*this);
}
// Forms ADAT - returns nonzero if not enough memory
int ClpCholeskyBase::preOrder(bool lowerTriangular, bool includeDiagonal, bool doKKT)
{
delete rowCopy_;
rowCopy_ = model_->clpMatrix()->reverseOrderedCopy();
if (!doKKT) {
numberRows_ = model_->numberRows();
rowsDropped_ = new char[numberRows_];
memset(rowsDropped_, 0, numberRows_);
numberRowsDropped_ = 0;
// Space for starts
choleskyStart_ = new int[numberRows_ + 1];
const CoinBigIndex *columnStart = model_->clpMatrix()->getVectorStarts();
const int *columnLength = model_->clpMatrix()->getVectorLengths();
const int *row = model_->clpMatrix()->getIndices();
const CoinBigIndex *rowStart = rowCopy_->getVectorStarts();
const int *rowLength = rowCopy_->getVectorLengths();
const int *column = rowCopy_->getIndices();
// We need two arrays for counts
int *which = new int[numberRows_];
int *used = new int[numberRows_ + 1];
CoinZeroN(used, numberRows_);
int iRow;
sizeFactor_ = 0;
int numberColumns = model_->numberColumns();
int numberDense = 0;
//denseThreshold_=3;
if (denseThreshold_ > 0) {
delete[] whichDense_;
delete[] denseColumn_;
delete dense_;
whichDense_ = new char[numberColumns];
int iColumn;
used[numberRows_] = 0;
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
int length = columnLength[iColumn];
used[length] += 1;
}
int nLong = 0;
int stop = CoinMax(denseThreshold_ / 2, 100);
for (iRow = numberRows_; iRow >= stop; iRow--) {
if (used[iRow])
COIN_DETAIL_PRINT(printf("%d columns are of length %d\n", used[iRow], iRow));
nLong += used[iRow];
if (nLong > 50 || nLong > (numberColumns >> 2))
break;
}
CoinZeroN(used, numberRows_);
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
if (columnLength[iColumn] < denseThreshold_) {
whichDense_[iColumn] = 0;
} else {
whichDense_[iColumn] = 1;
numberDense++;
}
}
if (!numberDense || numberDense > 100) {
// free
delete[] whichDense_;
whichDense_ = NULL;
denseColumn_ = NULL;
dense_ = NULL;
} else {
// space for dense columns
denseColumn_ = new longDouble[numberDense * numberRows_];
// dense cholesky
dense_ = new ClpCholeskyDense();
dense_->reserveSpace(NULL, numberDense);
COIN_DETAIL_PRINT(printf("Taking %d columns as dense\n", numberDense));
}
}
int offset = includeDiagonal ? 0 : 1;
if (lowerTriangular)
offset = -offset;
for (iRow = 0; iRow < numberRows_; iRow++) {
int number = 0;
// make sure diagonal exists if includeDiagonal
if (!offset) {
which[0] = iRow;
used[iRow] = 1;
number = 1;
}
CoinBigIndex startRow = rowStart[iRow];
CoinBigIndex endRow = rowStart[iRow] + rowLength[iRow];
if (lowerTriangular) {
for (CoinBigIndex k = startRow; k < endRow; k++) {
int iColumn = column[k];
if (!whichDense_ || !whichDense_[iColumn]) {
CoinBigIndex start = columnStart[iColumn];
CoinBigIndex end = columnStart[iColumn] + columnLength[iColumn];
for (CoinBigIndex j = start; j < end; j++) {
int jRow = row[j];
if (jRow <= iRow + offset) {
if (!used[jRow]) {
used[jRow] = 1;
which[number++] = jRow;
}
}
}
}
}
} else {
for (CoinBigIndex k = startRow; k < endRow; k++) {
int iColumn = column[k];
if (!whichDense_ || !whichDense_[iColumn]) {
CoinBigIndex start = columnStart[iColumn];
CoinBigIndex end = columnStart[iColumn] + columnLength[iColumn];
for (CoinBigIndex j = start; j < end; j++) {
int jRow = row[j];
if (jRow >= iRow + offset) {
if (!used[jRow]) {
used[jRow] = 1;
which[number++] = jRow;
}
}
}
}
}
}
sizeFactor_ += number;
int j;
for (j = 0; j < number; j++)
used[which[j]] = 0;
}
delete[] which;
// Now we have size - create arrays and fill in
try {
choleskyRow_ = new int[sizeFactor_];
} catch (...) {
// no memory
delete[] choleskyStart_;
choleskyStart_ = NULL;
return -1;
}
sizeFactor_ = 0;
which = choleskyRow_;
for (iRow = 0; iRow < numberRows_; iRow++) {
int number = 0;
// make sure diagonal exists if includeDiagonal
if (!offset) {
which[0] = iRow;
used[iRow] = 1;
number = 1;
}
choleskyStart_[iRow] = sizeFactor_;
CoinBigIndex startRow = rowStart[iRow];
CoinBigIndex endRow = rowStart[iRow] + rowLength[iRow];
if (lowerTriangular) {
for (CoinBigIndex k = startRow; k < endRow; k++) {
int iColumn = column[k];
if (!whichDense_ || !whichDense_[iColumn]) {
CoinBigIndex start = columnStart[iColumn];
CoinBigIndex end = columnStart[iColumn] + columnLength[iColumn];
for (CoinBigIndex j = start; j < end; j++) {
int jRow = row[j];
if (jRow <= iRow + offset) {
if (!used[jRow]) {
used[jRow] = 1;
which[number++] = jRow;
}
}
}
}
}
} else {
for (CoinBigIndex k = startRow; k < endRow; k++) {
int iColumn = column[k];
if (!whichDense_ || !whichDense_[iColumn]) {
CoinBigIndex start = columnStart[iColumn];
CoinBigIndex end = columnStart[iColumn] + columnLength[iColumn];
for (CoinBigIndex j = start; j < end; j++) {
int jRow = row[j];
if (jRow >= iRow + offset) {
if (!used[jRow]) {
used[jRow] = 1;
which[number++] = jRow;
}
}
}
}
}
}
sizeFactor_ += number;
int j;
for (j = 0; j < number; j++)
used[which[j]] = 0;
// Sort
std::sort(which, which + number);
// move which on
which += number;
}
choleskyStart_[numberRows_] = sizeFactor_;
delete[] used;
return 0;
} else {
int numberRowsModel = model_->numberRows();
int numberColumns = model_->numberColumns();
int numberTotal = numberColumns + numberRowsModel;
numberRows_ = 2 * numberRowsModel + numberColumns;
rowsDropped_ = new char[numberRows_];
memset(rowsDropped_, 0, numberRows_);
numberRowsDropped_ = 0;
CoinPackedMatrix *quadratic = NULL;
ClpQuadraticObjective *quadraticObj = (dynamic_cast< ClpQuadraticObjective * >(model_->objectiveAsObject()));
if (quadraticObj)
quadratic = quadraticObj->quadraticObjective();
CoinBigIndex numberElements = model_->clpMatrix()->getNumElements();
numberElements = numberElements + 2 * numberRowsModel + numberTotal;
if (quadratic)
numberElements += quadratic->getNumElements();
// Space for starts
choleskyStart_ = new int[numberRows_ + 1];
const CoinBigIndex *columnStart = model_->clpMatrix()->getVectorStarts();
const int *columnLength = model_->clpMatrix()->getVectorLengths();
const int *row = model_->clpMatrix()->getIndices();
//const double * element = model_->clpMatrix()->getElements();
// Now we have size - create arrays and fill in
try {
choleskyRow_ = new int[numberElements];
} catch (...) {
// no memory
delete[] choleskyStart_;
choleskyStart_ = NULL;
return -1;
}
int iRow, iColumn;
sizeFactor_ = 0;
// matrix
if (lowerTriangular) {
if (!quadratic) {
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
choleskyStart_[iColumn] = sizeFactor_;
choleskyRow_[sizeFactor_++] = iColumn;
CoinBigIndex start = columnStart[iColumn];
CoinBigIndex end = columnStart[iColumn] + columnLength[iColumn];
if (!includeDiagonal)
start++;
for (CoinBigIndex j = start; j < end; j++) {
choleskyRow_[sizeFactor_++] = row[j] + numberTotal;
}
}
} else {
// Quadratic
const int *columnQuadratic = quadratic->getIndices();
const CoinBigIndex *columnQuadraticStart = quadratic->getVectorStarts();
const int *columnQuadraticLength = quadratic->getVectorLengths();
//const double * quadraticElement = quadratic->getElements();
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
choleskyStart_[iColumn] = sizeFactor_;
if (includeDiagonal)
choleskyRow_[sizeFactor_++] = iColumn;
CoinBigIndex j;
for (j = columnQuadraticStart[iColumn];
j < columnQuadraticStart[iColumn] + columnQuadraticLength[iColumn]; j++) {
int jColumn = columnQuadratic[j];
if (jColumn > iColumn)
choleskyRow_[sizeFactor_++] = jColumn;
}
CoinBigIndex start = columnStart[iColumn];
CoinBigIndex end = columnStart[iColumn] + columnLength[iColumn];
for (j = start; j < end; j++) {
choleskyRow_[sizeFactor_++] = row[j] + numberTotal;
}
}
}
// slacks
for (; iColumn < numberTotal; iColumn++) {
choleskyStart_[iColumn] = sizeFactor_;
if (includeDiagonal)
choleskyRow_[sizeFactor_++] = iColumn;
choleskyRow_[sizeFactor_++] = iColumn - numberColumns + numberTotal;
}
// Transpose - nonzero diagonal (may regularize)
for (iRow = 0; iRow < numberRowsModel; iRow++) {
choleskyStart_[iRow + numberTotal] = sizeFactor_;
// diagonal
if (includeDiagonal)
choleskyRow_[sizeFactor_++] = iRow + numberTotal;
}
choleskyStart_[numberRows_] = sizeFactor_;
} else {
// transpose
ClpMatrixBase *rowCopy = model_->clpMatrix()->reverseOrderedCopy();
const CoinBigIndex *rowStart = rowCopy->getVectorStarts();
const int *rowLength = rowCopy->getVectorLengths();
const int *column = rowCopy->getIndices();
if (!quadratic) {
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
choleskyStart_[iColumn] = sizeFactor_;
if (includeDiagonal)
choleskyRow_[sizeFactor_++] = iColumn;
}
} else {
// Quadratic
// transpose
CoinPackedMatrix quadraticT;
quadraticT.reverseOrderedCopyOf(*quadratic);
const int *columnQuadratic = quadraticT.getIndices();
const CoinBigIndex *columnQuadraticStart = quadraticT.getVectorStarts();
const int *columnQuadraticLength = quadraticT.getVectorLengths();
//const double * quadraticElement = quadraticT.getElements();
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
choleskyStart_[iColumn] = sizeFactor_;
for (CoinBigIndex j = columnQuadraticStart[iColumn];
j < columnQuadraticStart[iColumn] + columnQuadraticLength[iColumn]; j++) {
int jColumn = columnQuadratic[j];
if (jColumn < iColumn)
choleskyRow_[sizeFactor_++] = jColumn;
}
if (includeDiagonal)
choleskyRow_[sizeFactor_++] = iColumn;
}
}
int iRow;
// slacks
for (iRow = 0; iRow < numberRowsModel; iRow++) {
choleskyStart_[iRow + numberColumns] = sizeFactor_;
if (includeDiagonal)
choleskyRow_[sizeFactor_++] = iRow + numberColumns;
}
for (iRow = 0; iRow < numberRowsModel; iRow++) {
choleskyStart_[iRow + numberTotal] = sizeFactor_;
CoinBigIndex start = rowStart[iRow];
CoinBigIndex end = rowStart[iRow] + rowLength[iRow];
for (CoinBigIndex j = start; j < end; j++) {
choleskyRow_[sizeFactor_++] = column[j];
}
// slack
choleskyRow_[sizeFactor_++] = numberColumns + iRow;
if (includeDiagonal)
choleskyRow_[sizeFactor_++] = iRow + numberTotal;
}
choleskyStart_[numberRows_] = sizeFactor_;
}
}
return 0;
}
/* Orders rows and saves pointer to matrix.and model */
int ClpCholeskyBase::order(ClpInterior *model)
{
model_ = model;
#define BASE_ORDER 2
#if BASE_ORDER > 0
if (model_->numberRows() > 6) {
if (preOrder(doKKT_, true, doKKT_))
return -1;
//rowsDropped_ = new char [numberRows_];
numberRowsDropped_ = 0;
memset(rowsDropped_, 0, numberRows_);
//rowCopy_ = model->clpMatrix()->reverseOrderedCopy();
// approximate minimum degree
return orderAMD();
}
#endif
int numberRowsModel = model_->numberRows();
int numberColumns = model_->numberColumns();
int numberTotal = numberColumns + numberRowsModel;
CoinPackedMatrix *quadratic = NULL;
ClpQuadraticObjective *quadraticObj = (dynamic_cast< ClpQuadraticObjective * >(model_->objectiveAsObject()));
if (quadraticObj)
quadratic = quadraticObj->quadraticObjective();
if (!doKKT_) {
numberRows_ = model->numberRows();
} else {
numberRows_ = 2 * numberRowsModel + numberColumns;
}
rowsDropped_ = new char[numberRows_];
numberRowsDropped_ = 0;
memset(rowsDropped_, 0, numberRows_);
rowCopy_ = model->clpMatrix()->reverseOrderedCopy();
const CoinBigIndex *columnStart = model_->clpMatrix()->getVectorStarts();
const int *columnLength = model_->clpMatrix()->getVectorLengths();
const int *row = model_->clpMatrix()->getIndices();
const CoinBigIndex *rowStart = rowCopy_->getVectorStarts();
const int *rowLength = rowCopy_->getVectorLengths();
const int *column = rowCopy_->getIndices();
// We need arrays for counts
int *which = new int[numberRows_];
int *used = new int[numberRows_ + 1];
int *count = new int[numberRows_];
CoinZeroN(count, numberRows_);
CoinZeroN(used, numberRows_);
int iRow;
sizeFactor_ = 0;
permute_ = new int[numberRows_];
for (iRow = 0; iRow < numberRows_; iRow++)
permute_[iRow] = iRow;
if (!doKKT_) {
int numberDense = 0;
if (denseThreshold_ > 0) {
delete[] whichDense_;
delete[] denseColumn_;
delete dense_;
whichDense_ = new char[numberColumns];
int iColumn;
used[numberRows_] = 0;
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
int length = columnLength[iColumn];
used[length] += 1;
}
int nLong = 0;
int stop = CoinMax(denseThreshold_ / 2, 100);
for (iRow = numberRows_; iRow >= stop; iRow--) {
if (used[iRow])
COIN_DETAIL_PRINT(printf("%d columns are of length %d\n", used[iRow], iRow));
nLong += used[iRow];
if (nLong > 50 || nLong > (numberColumns >> 2))
break;
}
CoinZeroN(used, numberRows_);
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
if (columnLength[iColumn] < denseThreshold_) {
whichDense_[iColumn] = 0;
} else {
whichDense_[iColumn] = 1;
numberDense++;
}
}
if (!numberDense || numberDense > 100) {
// free
delete[] whichDense_;
whichDense_ = NULL;
denseColumn_ = NULL;
dense_ = NULL;
} else {
// space for dense columns
denseColumn_ = new longDouble[numberDense * numberRows_];
// dense cholesky
dense_ = new ClpCholeskyDense();
dense_->reserveSpace(NULL, numberDense);
COIN_DETAIL_PRINT(printf("Taking %d columns as dense\n", numberDense));
}
}
/*
Get row counts and size
*/
for (iRow = 0; iRow < numberRows_; iRow++) {
int number = 1;
// make sure diagonal exists
which[0] = iRow;
used[iRow] = 1;
CoinBigIndex startRow = rowStart[iRow];
CoinBigIndex endRow = rowStart[iRow] + rowLength[iRow];
for (CoinBigIndex k = startRow; k < endRow; k++) {
int iColumn = column[k];
if (!whichDense_ || !whichDense_[iColumn]) {
CoinBigIndex start = columnStart[iColumn];
CoinBigIndex end = columnStart[iColumn] + columnLength[iColumn];
for (CoinBigIndex j = start; j < end; j++) {
int jRow = row[j];
if (jRow < iRow) {
if (!used[jRow]) {
used[jRow] = 1;
which[number++] = jRow;
count[jRow]++;
}
}
}
}
}
sizeFactor_ += number;
count[iRow] += number;
int j;
for (j = 0; j < number; j++)
used[which[j]] = 0;
}
CoinSort_2(count, count + numberRows_, permute_);
} else {
// KKT
CoinBigIndex numberElements = model_->clpMatrix()->getNumElements();
numberElements = numberElements + 2 * numberRowsModel + numberTotal;
if (quadratic)
numberElements += quadratic->getNumElements();
// off diagonal
numberElements -= numberRows_;
sizeFactor_ = static_cast< int >(numberElements);
// If we sort we need to redo symbolic etc
}
delete[] which;
delete[] used;
delete[] count;
permuteInverse_ = new int[numberRows_];
for (iRow = 0; iRow < numberRows_; iRow++) {
//permute_[iRow]=iRow; // force no permute
//permute_[iRow]=numberRows_-1-iRow; // force odd permute
//permute_[iRow]=(iRow+1)%numberRows_; // force odd permute
permuteInverse_[permute_[iRow]] = iRow;
}
return 0;
}
#if BASE_ORDER == 1
/* Orders rows and saves pointer to matrix.and model */
int ClpCholeskyBase::orderAMD()
{
permuteInverse_ = new int[numberRows_];
permute_ = new int[numberRows_];
// Do ordering
int returnCode = 0;
// get more space and full matrix
int space = 6 * sizeFactor_ + 100000;
int *temp = new int[space];
int *which = new int[2 * numberRows_];
CoinBigIndex *tempStart = new CoinBigIndex[numberRows_ + 1];
memset(which, 0, numberRows_ * sizeof(int));
for (int iRow = 0; iRow < numberRows_; iRow++) {
which[iRow] += choleskyStart_[iRow + 1] - choleskyStart_[iRow] - 1;
for (CoinBigIndex j = choleskyStart_[iRow] + 1; j < choleskyStart_[iRow + 1]; j++) {
int jRow = choleskyRow_[j];
which[jRow]++;
}
}
CoinBigIndex sizeFactor = 0;
for (int iRow = 0; iRow < numberRows_; iRow++) {
int length = which[iRow];
permute_[iRow] = length;
tempStart[iRow] = sizeFactor;
which[iRow] = sizeFactor;
sizeFactor += length;
}
for (int iRow = 0; iRow < numberRows_; iRow++) {
assert(choleskyRow_[choleskyStart_[iRow]] == iRow);
for (CoinBigIndex j = choleskyStart_[iRow] + 1; j < choleskyStart_[iRow + 1]; j++) {
int jRow = choleskyRow_[j];
int put = which[iRow];
temp[put] = jRow;
which[iRow]++;
put = which[jRow];
temp[put] = iRow;
which[jRow]++;
}
}
for (int iRow = 1; iRow < numberRows_; iRow++)
assert(which[iRow - 1] == tempStart[iRow]);
CoinBigIndex lastSpace = sizeFactor;
delete[] choleskyRow_;
choleskyRow_ = temp;
delete[] choleskyStart_;
choleskyStart_ = tempStart;
// linked lists of sizes and lengths
int *first = new int[numberRows_];
int *next = new int[numberRows_];
int *previous = new int[numberRows_];
char *mark = new char[numberRows_];
memset(mark, 0, numberRows_);
CoinBigIndex *sort = new CoinBigIndex[numberRows_];
int *order = new int[numberRows_];
for (int iRow = 0; iRow < numberRows_; iRow++) {
first[iRow] = -1;
next[iRow] = -1;
previous[iRow] = -1;
permuteInverse_[iRow] = -1;
}
int large = 1000 + 2 * numberRows_;
for (int iRow = 0; iRow < numberRows_; iRow++) {
int n = permute_[iRow];
if (first[n] < 0) {
first[n] = iRow;
previous[iRow] = n + large;
next[iRow] = n + 2 * large;
} else {
int k = first[n];
assert(k < numberRows_);
first[n] = iRow;
previous[iRow] = n + large;
assert(previous[k] == n + large);
next[iRow] = k;
previous[k] = iRow;
}
}
int smallest = 0;
int done = 0;
int numberCompressions = 0;
int numberExpansions = 0;
while (smallest < numberRows_) {
if (first[smallest] < 0 || first[smallest] > numberRows_) {
smallest++;
continue;
}
int iRow = first[smallest];
if (false) {
int kRow = -1;
int ss = 999999;
for (int jRow = numberRows_ - 1; jRow >= 0; jRow--) {
if (permuteInverse_[jRow] < 0) {
int length = permute_[jRow];
assert(length > 0);
for (CoinBigIndex j = choleskyStart_[jRow];
j < choleskyStart_[jRow] + length; j++) {
int jjRow = choleskyRow_[j];
assert(permuteInverse_[jjRow] < 0);
}
if (length < ss) {
ss = length;
kRow = jRow;
}
}
}
assert(smallest == ss);
printf("list chose %d - full chose %d - length %d\n",
iRow, kRow, ss);
}
int kNext = next[iRow];
first[smallest] = kNext;
if (kNext < numberRows_)
previous[kNext] = previous[iRow];
previous[iRow] = -1;
next[iRow] = -1;
permuteInverse_[iRow] = done;
done++;
// Now add edges
CoinBigIndex start = choleskyStart_[iRow];
CoinBigIndex end = choleskyStart_[iRow] + permute_[iRow];
int nSave = 0;
for (CoinBigIndex k = start; k < end; k++) {
int kRow = choleskyRow_[k];
assert(permuteInverse_[kRow] < 0);
//if (permuteInverse_[kRow]<0)
which[nSave++] = kRow;
}
for (int i = 0; i < nSave; i++) {
int kRow = which[i];
int length = permute_[kRow];
CoinBigIndex start = choleskyStart_[kRow];
CoinBigIndex end = choleskyStart_[kRow] + length;
for (CoinBigIndex j = start; j < end; j++) {
int jRow = choleskyRow_[j];
mark[jRow] = 1;
}
mark[kRow] = 1;
int n = nSave;
for (int j = 0; j < nSave; j++) {
int jRow = which[j];
if (!mark[jRow]) {
which[n++] = jRow;
}
}
for (CoinBigIndex j = start; j < end; j++) {
int jRow = choleskyRow_[j];
mark[jRow] = 0;
}
mark[kRow] = 0;
if (n > nSave) {
bool inPlace = (n - nSave == 1);
if (!inPlace) {
// extend
int length = n - nSave + end - start;
if (length + lastSpace > space) {
// need to compress
numberCompressions++;
int newN = 0;
for (int iRow = 0; iRow < numberRows_; iRow++) {
CoinBigIndex start = choleskyStart_[iRow];
if (permuteInverse_[iRow] < 0) {
sort[newN] = start;
order[newN++] = iRow;
} else {
choleskyStart_[iRow] = -1;
permute_[iRow] = 0;
}
}
CoinSort_2(sort, sort + newN, order);
sizeFactor = 0;
for (int k = 0; k < newN; k++) {
int iRow = order[k];
int length = permute_[iRow];
CoinBigIndex start = choleskyStart_[iRow];
choleskyStart_[iRow] = sizeFactor;
for (int j = 0; j < length; j++)
choleskyRow_[sizeFactor + j] = choleskyRow_[start + j];
sizeFactor += length;
}
lastSpace = sizeFactor;
if ((sizeFactor + numberRows_ + 1000) * 4 > 3 * space) {
// need to expand
numberExpansions++;
space = (3 * space) / 2;
int *temp = new int[space];
memcpy(temp, choleskyRow_, sizeFactor * sizeof(int));
delete[] choleskyRow_;
choleskyRow_ = temp;
}
}
}
// Now add
start = choleskyStart_[kRow];
end = choleskyStart_[kRow] + permute_[kRow];
if (!inPlace)
choleskyStart_[kRow] = lastSpace;
CoinBigIndex put = choleskyStart_[kRow];
for (CoinBigIndex j = start; j < end; j++) {
int jRow = choleskyRow_[j];
if (permuteInverse_[jRow] < 0)
choleskyRow_[put++] = jRow;
}
for (int j = nSave; j < n; j++) {
int jRow = which[j];
choleskyRow_[put++] = jRow;
}
if (!inPlace) {
permute_[kRow] = put - lastSpace;
lastSpace = put;
} else {
permute_[kRow] = put - choleskyStart_[kRow];
}
} else {
// pack down for new counts
CoinBigIndex put = start;
for (CoinBigIndex j = start; j < end; j++) {