simplex-glpk with modified glpk for fpgaHEADmaster

1 files changed, 97 insertions, 0 deletions

diff --git a/glpk-5.0/src/bflib/ifu.h b/glpk-5.0/src/bflib/ifu.h
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+/* ifu.h (dense updatable IFU-factorization) */
+
+/***********************************************************************
+*  This code is part of GLPK (GNU Linear Programming Kit).
+*  Copyright (C) 2012-2013 Free Software Foundation, Inc.
+*  Written by Andrew Makhorin <mao@gnu.org>.
+*
+*  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 <http://www.gnu.org/licenses/>.
+***********************************************************************/
+
+#ifndef IFU_H
+#define IFU_H
+
+/***********************************************************************
+*  The structure IFU describes dense updatable IFU-factorization.
+*
+*  The IFU-factorization has the following format:
+*
+*     A = inv(F) * U,                                                (1)
+*
+*  where A is a given (unsymmetric) nxn square matrix, F is a square
+*  matrix, U is an upper triangular matrix. Obviously, the equality (1)
+*  is equivalent to the following equality:
+*
+*     F * A = U.                                                     (2)
+*
+*  It is assumed that matrix A is small and dense, so matrices F and U
+*  are stored by rows in dense format as follows:
+*
+*        1         n       n_max      1         n       n_max
+*      1 * * * * * * x x x x        1 * * * * * * x x x x
+*        * * * * * * x x x x          ? * * * * * x x x x
+*        * * * * * * x x x x          ? ? * * * * x x x x
+*        * * * * * * x x x x          ? ? ? * * * x x x x
+*        * * * * * * x x x x          ? ? ? ? * * x x x x
+*      n * * * * * * x x x x        n ? ? ? ? ? * x x x x
+*        x x x x x x x x x x          x x x x x x x x x x
+*        x x x x x x x x x x          x x x x x x x x x x
+*        x x x x x x x x x x          x x x x x x x x x x
+*  n_max x x x x x x x x x x    n_max x x x x x x x x x x
+*
+*             matrix F                     matrix U
+*
+*  where '*' are matrix elements, '?' are unused locations, 'x' are
+*  reserved locations. */
+
+typedef struct IFU IFU;
+
+struct IFU
+{     /* IFU-factorization */
+      int n_max;
+      /* maximal order of matrices A, F, U; n_max >= 1 */
+      int n;
+      /* current order of matrices A, F, U; 0 <= n <= n_max */
+      double *f; /* double f[n_max*n_max]; */
+      /* matrix F stored by rows */
+      double *u; /* double u[n_max*n_max]; */
+      /* matrix U stored by rows */
+};
+
+#define ifu_expand _glp_ifu_expand
+void ifu_expand(IFU *ifu, double c[/*1+n*/], double r[/*1+n*/],
+      double d);
+/* expand IFU-factorization */
+
+#define ifu_bg_update _glp_ifu_bg_update
+int ifu_bg_update(IFU *ifu, double c[/*1+n*/], double r[/*1+n*/],
+      double d);
+/* update IFU-factorization (Bartels-Golub) */
+
+#define ifu_gr_update _glp_ifu_gr_update
+int ifu_gr_update(IFU *ifu, double c[/*1+n*/], double r[/*1+n*/],
+      double d);
+/* update IFU-factorization (Givens rotations) */
+
+#define ifu_a_solve _glp_ifu_a_solve
+void ifu_a_solve(IFU *ifu, double x[/*1+n*/], double w[/*1+n*/]);
+/* solve system A * x = b */
+
+#define ifu_at_solve _glp_ifu_at_solve
+void ifu_at_solve(IFU *ifu, double x[/*1+n*/], double w[/*1+n*/]);
+/* solve system A'* x = b */
+
+#endif
+
+/* eof */