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author | Pasha <pasha@member.fsf.org> | 2023-01-27 00:54:07 +0000 |
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committer | Pasha <pasha@member.fsf.org> | 2023-01-27 00:54:07 +0000 |
commit | ef800d4ffafdbde7d7a172ad73bd984b1695c138 (patch) | |
tree | 920cc189130f1e98f252283fce94851443641a6d /glpk-5.0/src/bflib/scfint.h | |
parent | ec4ae3c2b5cb0e83fb667f14f832ea94f68ef075 (diff) | |
download | oneapi-master.tar.gz oneapi-master.tar.bz2 |
Diffstat (limited to 'glpk-5.0/src/bflib/scfint.h')
-rw-r--r-- | glpk-5.0/src/bflib/scfint.h | 87 |
1 files changed, 87 insertions, 0 deletions
diff --git a/glpk-5.0/src/bflib/scfint.h b/glpk-5.0/src/bflib/scfint.h new file mode 100644 index 0000000..dc25d96 --- /dev/null +++ b/glpk-5.0/src/bflib/scfint.h @@ -0,0 +1,87 @@ +/* scfint.h (interface to Schur-complement-based factorization) */ + +/*********************************************************************** +* This code is part of GLPK (GNU Linear Programming Kit). +* Copyright (C) 2013-2014 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 SCFINT_H +#define SCFINT_H + +#include "scf.h" +#include "lufint.h" +#include "btfint.h" + +typedef struct SCFINT SCFINT; + +struct SCFINT +{ /* interface to SC-factorization */ + int valid; + /* factorization is valid only if this flag is set */ + SCF scf; + /* Schur-complement based factorization */ + union + { LUFINT *lufi; /* scf.type = 1 */ + BTFINT *btfi; /* scf.type = 2 */ + } u; + /* interface to factorize initial matrix A0 */ + /*--------------------------------------------------------------*/ + /* working arrays */ + double *w1; /* double w1[1+n0_max]; */ + double *w2; /* double w2[1+n0_max]; */ + double *w3; /* double w3[1+n0_max]; */ + double *w4; /* double w4[1+n0_max+nn_max]; */ + double *w5; /* double w5[1+n0_max+nn_max]; */ + /*--------------------------------------------------------------*/ + /* control parameters */ + int nn_max; + /* required maximal number of updates */ +}; + +#define scfint_create _glp_scfint_create +SCFINT *scfint_create(int type); +/* create interface to SC-factorization */ + +#define scfint_factorize _glp_scfint_factorize +int scfint_factorize(SCFINT *fi, int n, int (*col)(void *info, int j, + int ind[], double val[]), void *info); +/* compute SC-factorization of specified matrix A */ + +#define scfint_update _glp_scfint_update +int scfint_update(SCFINT *fi, int upd, int j, int len, const int ind[], + const double val[]); +/* update SC-factorization after replacing j-th column of A */ + +#define scfint_ftran _glp_scfint_ftran +void scfint_ftran(SCFINT *fi, double x[]); +/* solve system A * x = b */ + +#define scfint_btran _glp_scfint_btran +void scfint_btran(SCFINT *fi, double x[]); +/* solve system A'* x = b */ + +#define scfint_estimate _glp_scfint_estimate +double scfint_estimate(SCFINT *fi); +/* estimate 1-norm of inv(A) */ + +#define scfint_delete _glp_scfint_delete +void scfint_delete(SCFINT *fi); +/* delete interface to SC-factorization */ + +#endif + +/* eof */ |