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IpWsmpSolverInterface.hpp
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1// Copyright (C) 2005, 2010 International Business Machines and others.
2// All Rights Reserved.
3// This code is published under the Eclipse Public License.
4//
5// Authors: Carl Laird, Andreas Waechter IBM 2005-03-17
6
7#ifndef __IPWSMPSOLVERINTERFACE_HPP__
8#define __IPWSMPSOLVERINTERFACE_HPP__
9
11
12//#define PARDISO_MATCHING_PREPROCESS
13
14namespace Ipopt
15{
16
21{
22public:
25
27
31
33 const OptionsList& options,
34 const std::string& prefix
35 );
36
40 Index dim,
41 Index nonzeros,
42 const Index* ia,
43 const Index* ja
44 );
45
46 virtual double* GetValuesArrayPtr();
47
49 bool new_matrix,
50 const Index* ia,
51 const Index* ja,
52 Index nrhs,
53 double* rhs_vals,
54 bool check_NegEVals,
55 Index numberOfNegEVals
56 );
57
58 virtual Index NumberOfNegEVals() const;
60
61 //* @name Options of Linear solver */
63 virtual bool IncreaseQuality();
64
65 virtual bool ProvidesInertia() const
66 {
67 return true;
68 }
69
71 {
73 }
75
77 static void RegisterOptions(
79 );
81
82 virtual bool ProvidesDegeneracyDetection() const;
83
85 const Index* ia,
86 const Index* ja,
87 std::list<Index>& c_deps
88 );
89
90private:
99
102 );
103
107 );
109
112
114
117
119 double* a_;
120
121#ifdef PARDISO_MATCHING_PREPROCESS
124 ipfint* ia2;
125 ipfint* ja2;
126 double* a2_;
127 ipfint* perm2;
128 double* scale2;
130#endif
131
133
136
156
159
162
165
168
189
192
195 double* DPARM_;
203
206
208 const Index* ia,
209 const Index* ja
210 );
211
214 const Index* ia,
215 const Index* ja,
216 Index numberOfNegEVals
217 );
218
221 const Index* ia,
222 const Index* ja,
223 bool check_NegEVals,
224 Index numberOfNegEVals
225 );
226
229 const Index* ia,
230 const Index* ja,
231 Index nrhs,
232 double* rhs_vals
233 );
235};
236
237} // namespace Ipopt
238#endif
IPOPT_FORTRAN_INTEGER_TYPE ipfint
Definition: IpTypes.hpp:24
This class stores a list of user set options.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Base class for interfaces to symmetric indefinite linear solvers for sparse matrices.
EMatrixFormat
Enum to specify sparse matrix format.
@ CSR_Format_1_Offset
Compressed sparse row format for lower triangular part, with 1 offset.
Interface to the linear solver Wsmp, derived from SparseSymLinearSolverInterface.
Index matrix_file_number_
Counter for matrix file numbers.
void operator=(const WsmpSolverInterface &)
Default Assignment Operator.
WsmpSolverInterface(const WsmpSolverInterface &)
Copy Constructor.
bool have_symbolic_factorization_
Flag indicating whether symbolic factorization and order has already been performed.
ipfint * IPARM_
Integer parameter array for WSSMP.
virtual ESymSolverStatus InitializeStructure(Index dim, Index nonzeros, const Index *ia, const Index *ja)
Method for initializing internal structures.
ESymSolverStatus SymbolicFactorization(const Index *ia, const Index *ja)
Call Wsmp to do the analysis phase.
virtual ESymSolverStatus MultiSolve(bool new_matrix, const Index *ia, const Index *ja, Index nrhs, double *rhs_vals, bool check_NegEVals, Index numberOfNegEVals)
Solve operation for multiple right hand sides.
virtual bool ProvidesDegeneracyDetection() const
Query whether the indices of linearly dependent rows/columns can be determined by this linear solver.
ipfint * MRP_
WSSMP's internal MRP array.
ipfint * INVP_
WSSMP's inverse permutation vector.
virtual ~WsmpSolverInterface()
Destructor.
virtual bool ProvidesInertia() const
Query whether inertia is computed by linear solver.
virtual ESymSolverStatus DetermineDependentRows(const Index *ia, const Index *ja, std::list< Index > &c_deps)
This method determines the list of row indices of the linearly dependent rows.
Index dim_
Number of rows and columns of the matrix.
ipfint * PERM_
WSSMP's permutation vector.
Index wsmp_num_threads_
Option that controls the matching strategy.
bool wsmp_no_pivoting_
Flag indicating whether the positive definite version of WSMP should be used.
bool initialized_
Flag indicating if internal data is initialized.
ESymSolverStatus Factorization(const Index *ia, const Index *ja, bool check_NegEVals, Index numberOfNegEVals)
Call Wsmp to factorize the Matrix.
ESymSolverStatus Solve(const Index *ia, const Index *ja, Index nrhs, double *rhs_vals)
Call Wsmp to do the Solve.
Index factorizations_since_recomputed_ordering_
Counter indicating how many factorizations have been done sine the last recomputation of the ordering...
Index nonzeros_
Number of nonzeros of the matrix in triplet representation.
virtual Index NumberOfNegEVals() const
Number of negative eigenvalues detected during last factorization.
Index wsmp_write_matrix_iteration_
iteration number in which matrices are to be written out
bool skip_inertia_check_
Flag indicating if the inertia is always assumed to be correct.
bool pivtol_changed_
Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed,...
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
Implementation of the initialization method that has to be overloaded by for each derived class.
Number wsmp_singularity_threshold_
WSMP's singularity threshold.
EMatrixFormat MatrixFormat() const
Query of requested matrix type that the linear solver understands.
bool printed_num_threads_
Flag indicating if we already printed how many threads are used by WSMP.
double * a_
Array for storing the values of the matrix.
Index negevals_
Number of negative eigenvalues.
Index wsmp_scaling_
Indicating which of WSMP's scaling methods should be used.
virtual bool IncreaseQuality()
Request to increase quality of solution for next solve.
WsmpSolverInterface()
Constructor.
Number wsmp_pivtolmax_
Maximal pivot tolerance.
double * DPARM_
Double precision parameter array for WSSMP.
Number wsmp_pivtol_
Pivot tolerance.
virtual double * GetValuesArrayPtr()
Method returning an internal array into which the nonzero elements (in the same order as ja) will be ...
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
ESymSolverStatus InternalSymFact(const Index *ia, const Index *ja, Index numberOfNegEVals)
Call Wsmp to really do the analysis phase.
This file contains a base class for all exceptions and a set of macros to help with exceptions.
ESymSolverStatus
Enum to report outcome of a linear solve.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
double Number
Type of all numbers.
Definition: IpTypes.hpp:15