1 files changed, 112 insertions, 0 deletions
diff --git a/glpk-5.0/src/bflib/fhv.h b/glpk-5.0/src/bflib/fhv.h
new file mode 100644
index 0000000..7b9d9a0
--- /dev/null
+++ b/glpk-5.0/src/bflib/fhv.h
@@ -0,0 +1,112 @@
+/* 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 <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 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 */