void dLCP::transfer_i_to_C (int i)
{
{
if (m_nC > 0) {
// ell,Dell were computed by solve1(). note, ell = D \ L1solve (L,A(i,C))
{
const int nC = m_nC;
dReal *const Ltgt = m_L + nC*m_nskip, *ell = m_ell;
for (int j=0; j<nC; ++j) Ltgt[j] = ell[j];
}
const int nC = m_nC;
m_d[nC] = dRecip (AROW(i)[i] - dDot(m_ell,m_Dell,nC));
}
else {
m_d[0] = dRecip (AROW(i)[i]);
}
swapProblem (m_A,m_x,m_b,m_w,m_lo,m_hi,m_p,m_state,m_findex,m_n,m_nC,i,m_nskip,1);
const int nC = m_nC;
m_C[nC] = nC;
m_nC = nC + 1; // nC value is outdated after this line
}
# ifdef DEBUG_LCP
checkFactorization (m_A,m_L,m_d,m_nC,m_C,m_nskip);
if (i < (m_n-1)) checkPermutations (i+1,m_n,m_nC,m_nN,m_p,m_C);
# endif
}
void dLCP::transfer_i_from_N_to_C (int i)
{
int j;
if (nC > 0) {
dReal *aptr = AROW(i);
# ifdef NUB_OPTIMIZATIONS
// if nub>0, initial part of aptr unpermuted
for (j=0; j<nub; j++) Dell[j] = aptr[j];
for (j=nub; j<nC; j++) Dell[j] = aptr[C[j]];
# else
for (j=0; j<nC; j++) Dell[j] = aptr[C[j]];
# endif
dSolveL1 (L,Dell,nC,nskip);
for (j=0; j<nC; j++) ell[j] = Dell[j] * d[j];
for (j=0; j<nC; j++) L[nC*nskip+j] = ell[j];
d[nC] = dRecip (AROW(i)[i] - dDot(ell,Dell,nC));
}
else {
d[0] = dRecip (AROW(i)[i]);
}
swapProblem (A,x,b,w,lo,hi,p,state,findex,n,nC,i,nskip,1);
C[nC] = nC;
nN--;
nC++;
// @@@ TO DO LATER
// if we just finish here then we'll go back and re-solve for
// delta_x. but actually we can be more efficient and incrementally
// update delta_x here. but if we do this, we wont have ell and Dell
// to use in updating the factorization later.
# ifdef DEBUG_LCP
checkFactorization (A,L,d,nC,C,nskip);
# endif
}
void dLCP::solve1 (dReal *a, int i, int dir, int only_transfer)
{
dReal *AA = (dReal*) ALLOCA (n*nskip*sizeof(dReal));
dReal *dd = (dReal*) ALLOCA (n*sizeof(dReal));
dReal *bb = (dReal*) ALLOCA (n*sizeof(dReal));
int ii,jj,AAi,AAj;
last_i_for_solve1 = i;
AAi = 0;
for (ii=0; ii<n; ii++) if (C[ii]) {
AAj = 0;
for (jj=0; jj<n; jj++) if (C[jj]) {
AA[AAi*nskip+AAj] = AROW(ii)[jj];
AAj++;
}
bb[AAi] = AROW(i)[ii];
AAi++;
}
if (AAi==0) return;
dFactorLDLT (AA,dd,AAi,nskip);
dSolveLDLT (AA,dd,bb,AAi,nskip);
AAi=0;
if (dir > 0) {
for (ii=0; ii<n; ii++) if (C[ii]) a[ii] = -bb[AAi++];
}
else {
for (ii=0; ii<n; ii++) if (C[ii]) a[ii] = bb[AAi++];
}
}
void dLCP::transfer_i_from_N_to_C (int i)
{
{
if (m_nC > 0) {
{
dReal *const aptr = AROW(i);
dReal *Dell = m_Dell;
const int *C = m_C;
# ifdef NUB_OPTIMIZATIONS
// if nub>0, initial part of aptr unpermuted
const int nub = m_nub;
int j=0;
for ( ; j<nub; ++j) Dell[j] = aptr[j];
const int nC = m_nC;
for ( ; j<nC; ++j) Dell[j] = aptr[C[j]];
# else
const int nC = m_nC;
for (int j=0; j<nC; ++j) Dell[j] = aptr[C[j]];
# endif
}
dSolveL1 (m_L,m_Dell,m_nC,m_nskip);
{
const int nC = m_nC;
dReal *const Ltgt = m_L + nC*m_nskip;
dReal *ell = m_ell, *Dell = m_Dell, *d = m_d;
for (int j=0; j<nC; ++j) Ltgt[j] = ell[j] = Dell[j] * d[j];
}
const int nC = m_nC;
dReal Aii_dDot = AROW(i)[i] - dDot(m_ell, m_Dell, nC);
if(dFabs(Aii_dDot) < 1e-16) {
Aii_dDot += 1e-6;
}
m_d[nC] = dRecip (Aii_dDot);
}
else {
if(dFabs(AROW(i)[i]) < 1e-16) {
AROW(i)[i] += 1e-6;
}
m_d[0] = dRecip (AROW(i)[i]);
}
swapProblem (m_A,m_x,m_b,m_w,m_lo,m_hi,m_p,m_state,m_findex,m_n,m_nC,i,m_nskip,1);
const int nC = m_nC;
m_C[nC] = nC;
m_nN--;
m_nC = nC + 1; // nC value is outdated after this line
}
// @@@ TO DO LATER
// if we just finish here then we'll go back and re-solve for
// delta_x. but actually we can be more efficient and incrementally
// update delta_x here. but if we do this, we wont have ell and Dell
// to use in updating the factorization later.
# ifdef DEBUG_LCP
checkFactorization (m_A,m_L,m_d,m_nC,m_C,m_nskip);
# endif
}
void dLCP::pN_plusequals_ANi (dReal *p, int i, int sign)
{
int k;
for (k=0; k<n; k++) if (N[k] && k >= i) dDebug (0,"N assumption violated");
if (sign > 0) {
for (k=0; k<n; k++) if (N[k]) p[k] += AROW(i)[k];
}
else {
for (k=0; k<n; k++) if (N[k]) p[k] -= AROW(i)[k];
}
}
dLCP::dLCP (int _n, int _nub, dReal *_Adata, dReal *_x, dReal *_b, dReal *_w,
dReal *_lo, dReal *_hi, dReal *_L, dReal *_d,
dReal *_Dell, dReal *_ell, dReal *_tmp,
int *_state, int *_findex, int *_p, int *_C, dReal **Arows)
{
dUASSERT (_findex==0,"slow dLCP object does not support findex array");
n = _n;
nub = _nub;
Adata = _Adata;
A = 0;
x = _x;
b = _b;
w = _w;
lo = _lo;
hi = _hi;
nskip = dPAD(n);
dSetZero (x,n);
last_i_for_solve1 = -1;
int i,j;
C.setSize (n);
N.setSize (n);
for (int i=0; i<n; i++) {
C[i] = 0;
N[i] = 0;
}
# ifdef ROWPTRS
// make matrix row pointers
A = Arows;
for (i=0; i<n; i++) A[i] = Adata + i*nskip;
# else
A = Adata;
# endif
// lets make A symmetric
for (i=0; i<n; i++) {
for (j=i+1; j<n; j++) AROW(i)[j] = AROW(j)[i];
}
// if nub>0, put all indexes 0..nub-1 into C and solve for x
if (nub > 0) {
for (i=0; i<nub; i++) memcpy (_L+i*nskip,AROW(i),(i+1)*sizeof(dReal));
dFactorLDLT (_L,_d,nub,nskip);
memcpy (x,b,nub*sizeof(dReal));
dSolveLDLT (_L,_d,x,nub,nskip);
dSetZero (_w,nub);
for (i=0; i<nub; i++) C[i] = 1;
}
}
void dLCP::solve1 (dReal *a, int i, int dir, int only_transfer)
{
// the `Dell' and `ell' that are computed here are saved. if index i is
// later added to the factorization then they can be reused.
//
// @@@ question: do we need to solve for entire delta_x??? yes, but
// only if an x goes below 0 during the step.
int j;
if (nC > 0) {
dReal *aptr = AROW(i);
# ifdef NUB_OPTIMIZATIONS
// if nub>0, initial part of aptr[] is guaranteed unpermuted
for (j=0; j<nub; j++) Dell[j] = aptr[j];
for (j=nub; j<nC; j++) Dell[j] = aptr[C[j]];
# else
for (j=0; j<nC; j++) Dell[j] = aptr[C[j]];
# endif
dSolveL1 (L,Dell,nC,nskip);
for (j=0; j<nC; j++) ell[j] = Dell[j] * d[j];
if (!only_transfer) {
for (j=0; j<nC; j++) tmp[j] = ell[j];
dSolveL1T (L,tmp,nC,nskip);
if (dir > 0) {
for (j=0; j<nC; j++) a[C[j]] = -tmp[j];
}
else {
for (j=0; j<nC; j++) a[C[j]] = tmp[j];
}
}
}
}
static void checkFactorization (ATYPE A, dReal *_L, dReal *_d,
int nC, int *C, int nskip)
{
int i,j;
if (nC==0) return;
// get A1=A, copy the lower triangle to the upper triangle, get A2=A[C,C]
dMatrix A1 (nC,nC);
for (i=0; i<nC; i++) {
for (j=0; j<=i; j++) A1(i,j) = A1(j,i) = AROW(i)[j];
}
dMatrix A2 = A1.select (nC,C,nC,C);
// printf ("A1=\n"); A1.print(); printf ("\n");
// printf ("A2=\n"); A2.print(); printf ("\n");
// compute A3 = L*D*L'
dMatrix L (nC,nC,_L,nskip,1);
dMatrix D (nC,nC);
for (i=0; i<nC; i++) D(i,i) = 1/_d[i];
L.clearUpperTriangle();
for (i=0; i<nC; i++) L(i,i) = 1;
dMatrix A3 = L * D * L.transpose();
// printf ("L=\n"); L.print(); printf ("\n");
// printf ("D=\n"); D.print(); printf ("\n");
// printf ("A3=\n"); A2.print(); printf ("\n");
// compare A2 and A3
dReal diff = A2.maxDifference (A3);
if (diff > 1e-8)
dDebug (0,"L*D*L' check, maximum difference = %.6e\n",diff);
}
void dLCP::pN_equals_ANC_times_qC (dReal *p, dReal *q)
{
dReal sum;
for (int ii=0; ii<n; ii++) if (N[ii]) {
sum = 0;
for (int jj=0; jj<n; jj++) if (C[jj]) sum += AROW(ii)[jj] * q[jj];
p[ii] = sum;
}
}
void dLCP::pN_equals_ANC_times_qC (dReal *p, dReal *q)
{
// we could try to make this matrix-vector multiplication faster using
// outer product matrix tricks, e.g. with the dMultidotX() functions.
// but i tried it and it actually made things slower on random 100x100
// problems because of the overhead involved. so we'll stick with the
// simple method for now.
for (int i=0; i<nN; i++) p[i+nC] = dDot (AROW(i+nC),q,nC);
}
void dLCP::pN_plusequals_ANi (dReal *p, int i, int sign)
{
dReal *aptr = AROW(i)+nC;
if (sign > 0) {
for (int i=0; i<nN; i++) p[i+nC] += aptr[i];
}
else {
for (int i=0; i<nN; i++) p[i+nC] -= aptr[i];
}
}
void dLCP::transfer_i_to_C (int i)
{
int j;
if (nC > 0) {
// ell,Dell were computed by solve1(). note, ell = D \ L1solve (L,A(i,C))
for (j=0; j<nC; j++) L[nC*nskip+j] = ell[j];
d[nC] = dRecip (AROW(i)[i] - dDot(ell,Dell,nC));
}
else {
d[0] = dRecip (AROW(i)[i]);
}
swapProblem (A,x,b,w,lo,hi,p,state,findex,n,nC,i,nskip,1);
C[nC] = nC;
nC++;
# ifdef DEBUG_LCP
checkFactorization (A,L,d,nC,C,nskip);
if (i < (n-1)) checkPermutations (i+1,n,nC,nN,p,C);
# endif
}
void dLCP::solve1 (dReal *a, int i, int dir, int only_transfer)
{
// the `Dell' and `ell' that are computed here are saved. if index i is
// later added to the factorization then they can be reused.
//
// @@@ question: do we need to solve for entire delta_x??? yes, but
// only if an x goes below 0 during the step.
if (m_nC > 0) {
{
dReal *Dell = m_Dell;
int *C = m_C;
dReal *aptr = AROW(i);
# ifdef NUB_OPTIMIZATIONS
// if nub>0, initial part of aptr[] is guaranteed unpermuted
const int nub = m_nub;
int j=0;
for ( ; j<nub; ++j) Dell[j] = aptr[j];
const int nC = m_nC;
for ( ; j<nC; ++j) Dell[j] = aptr[C[j]];
# else
const int nC = m_nC;
for (int j=0; j<nC; ++j) Dell[j] = aptr[C[j]];
# endif
}
dSolveL1 (m_L,m_Dell,m_nC,m_nskip);
{
dReal *ell = m_ell, *Dell = m_Dell, *d = m_d;
const int nC = m_nC;
for (int j=0; j<nC; ++j) ell[j] = Dell[j] * d[j];
}
if (!only_transfer) {
dReal *tmp = m_tmp, *ell = m_ell;
{
const int nC = m_nC;
for (int j=0; j<nC; ++j) tmp[j] = ell[j];
}
dSolveL1T (m_L,tmp,m_nC,m_nskip);
if (dir > 0) {
int *C = m_C;
dReal *tmp = m_tmp;
const int nC = m_nC;
for (int j=0; j<nC; ++j) a[C[j]] = -tmp[j];
} else {
int *C = m_C;
dReal *tmp = m_tmp;
const int nC = m_nC;
for (int j=0; j<nC; ++j) a[C[j]] = tmp[j];
}
}
}
}
void dLCP::pN_plusequals_ANi (dReal *p, int i, int sign)
{
const int nC = m_nC;
dReal *aptr = AROW(i) + nC;
dReal *ptgt = p + nC;
if (sign > 0) {
const int nN = m_nN;
for (int j=0; j<nN; ++j) ptgt[j] += aptr[j];
}
else {
const int nN = m_nN;
for (int j=0; j<nN; ++j) ptgt[j] -= aptr[j];
}
}
dReal AiN_times_qN (int i, dReal *q) { return dDot (AROW(i)+nC,q+nC,nN); }
void _fastcall AMemLeaks(ParamBlk *parm)
{
char *pArrayName;
Locator lArrayLoc;
int nErrorNo;
INTEGER(vMem);
STRING(vMemInfo);
char *pMemInfo;
LPDBGALLOCINFO pDbg = gpDbgInfo;
if (!pDbg)
{
RET_INTEGER(0);
return;
}
if (!NULLTERMINATE(p1))
RAISEERROR(E_INSUFMEMORY);
LOCKHAND(p1);
pArrayName = HANDTOPTR(p1);
if (!ALLOCHAND(vMemInfo,VFP2C_ERROR_MESSAGE_LEN))
{
nErrorNo = E_INSUFMEMORY;
goto ErrorOut;
}
LOCKHAND(vMemInfo);
pMemInfo = HANDTOPTR(vMemInfo);
if (nErrorNo = DimensionEx(pArrayName,&lArrayLoc,1,4))
goto ErrorOut;
while (pDbg)
{
if (nErrorNo = Dimension(pArrayName,++AROW(lArrayLoc),4))
goto ErrorOut;
vMem.ev_long = (int)pDbg->pPointer;
ADIM(lArrayLoc) = 1;
if (nErrorNo = STORE(lArrayLoc,vMem))
goto ErrorOut;
vMem.ev_long = pDbg->nSize;
ADIM(lArrayLoc) = 2;
if (nErrorNo = STORE(lArrayLoc,vMem))
goto ErrorOut;
if (pDbg->pProgInfo)
vMemInfo.ev_length = strncpyex(pMemInfo,pDbg->pProgInfo,VFP2C_ERROR_MESSAGE_LEN);
else
vMemInfo.ev_length = 0;
ADIM(lArrayLoc) = 3;
if (nErrorNo = STORE(lArrayLoc,vMemInfo))
goto ErrorOut;
vMemInfo.ev_length = min(pDbg->nSize,VFP2C_ERROR_MESSAGE_LEN);
memcpy(pMemInfo,pDbg->pPointer,vMemInfo.ev_length);
ADIM(lArrayLoc) = 4;
if (nErrorNo = STORE(lArrayLoc,vMemInfo))
goto ErrorOut;
pDbg = pDbg->next;
}
UNLOCKHAND(p1);
UNLOCKHAND(vMemInfo);
FREEHAND(vMemInfo);
RET_AROWS(lArrayLoc);
return;
ErrorOut:
UNLOCKHAND(p1);
if (VALIDHAND(vMemInfo))
{
UNLOCKHAND(vMemInfo);
FREEHAND(vMemInfo);
}
RAISEERROR(nErrorNo);
}
dReal AiN_times_qN (int i, dReal *q) const { return dDot (AROW(i)+m_nC, q+m_nC, m_nN); }
dLCP::dLCP (int _n, int _nskip, int _nub, dReal *_Adata, dReal *_x, dReal *_b, dReal *_w,
dReal *_lo, dReal *_hi, dReal *_L, dReal *_d,
dReal *_Dell, dReal *_ell, dReal *_tmp,
bool *_state, int *_findex, int *_p, int *_C, dReal **Arows):
m_n(_n), m_nskip(_nskip), m_nub(_nub), m_nC(0), m_nN(0),
# ifdef ROWPTRS
m_A(Arows),
#else
m_A(_Adata),
#endif
m_x(_x), m_b(_b), m_w(_w), m_lo(_lo), m_hi(_hi),
m_L(_L), m_d(_d), m_Dell(_Dell), m_ell(_ell), m_tmp(_tmp),
m_state(_state), m_findex(_findex), m_p(_p), m_C(_C)
{
{
dSetZero (m_x,m_n);
}
{
# ifdef ROWPTRS
// make matrix row pointers
dReal *aptr = _Adata;
ATYPE A = m_A;
const int n = m_n, nskip = m_nskip;
for (int k=0; k<n; aptr+=nskip, ++k) A[k] = aptr;
# endif
}
{
int *p = m_p;
const int n = m_n;
for (int k=0; k<n; ++k) p[k]=k; // initially unpermuted
}
/*
// for testing, we can do some random swaps in the area i > nub
{
const int n = m_n;
const int nub = m_nub;
if (nub < n) {
for (int k=0; k<100; k++) {
int i1,i2;
do {
i1 = dRandInt(n-nub)+nub;
i2 = dRandInt(n-nub)+nub;
}
while (i1 > i2);
//printf ("--> %d %d\n",i1,i2);
swapProblem (m_A,m_x,m_b,m_w,m_lo,m_hi,m_p,m_state,m_findex,n,i1,i2,m_nskip,0);
}
}
*/
// permute the problem so that *all* the unbounded variables are at the
// start, i.e. look for unbounded variables not included in `nub'. we can
// potentially push up `nub' this way and get a bigger initial factorization.
// note that when we swap rows/cols here we must not just swap row pointers,
// as the initial factorization relies on the data being all in one chunk.
// variables that have findex >= 0 are *not* considered to be unbounded even
// if lo=-inf and hi=inf - this is because these limits may change during the
// solution process.
{
int *findex = m_findex;
dReal *lo = m_lo, *hi = m_hi;
const int n = m_n;
for (int k = m_nub; k<n; ++k) {
if (findex && findex[k] >= 0) continue;
if (lo[k]==-dInfinity && hi[k]==dInfinity) {
swapProblem (m_A,m_x,m_b,m_w,lo,hi,m_p,m_state,findex,n,m_nub,k,m_nskip,0);
m_nub++;
}
}
}
// if there are unbounded variables at the start, factorize A up to that
// point and solve for x. this puts all indexes 0..nub-1 into C.
if (m_nub > 0) {
const int nub = m_nub;
{
dReal *Lrow = m_L;
const int nskip = m_nskip;
for (int j=0; j<nub; Lrow+=nskip, ++j) memcpy(Lrow,AROW(j),(j+1)*sizeof(dReal));
}
dFactorLDLT (m_L,m_d,nub,m_nskip);
memcpy (m_x,m_b,nub*sizeof(dReal));
dSolveLDLT (m_L,m_d,m_x,nub,m_nskip);
dSetZero (m_w,nub);
{
int *C = m_C;
for (int k=0; k<nub; ++k) C[k] = k;
}
m_nC = nub;
}
// permute the indexes > nub such that all findex variables are at the end
if (m_findex) {
const int nub = m_nub;
int *findex = m_findex;
int num_at_end = 0;
for (int k=m_n-1; k >= nub; k--) {
if (findex[k] >= 0) {
swapProblem (m_A,m_x,m_b,m_w,m_lo,m_hi,m_p,m_state,findex,m_n,k,m_n-1-num_at_end,m_nskip,1);
num_at_end++;
}
}
}
// print info about indexes
/*
{
const int n = m_n;
const int nub = m_nub;
for (int k=0; k<n; k++) {
if (k<nub) printf ("C");
else if (m_lo[k]==-dInfinity && m_hi[k]==dInfinity) printf ("c");
else printf (".");
}
printf ("\n");
}
*/
}
dReal Aii (int i) const { return AROW(i)[i]; }
dReal AiC_times_qC (int i, dReal *q) const { return dDot (AROW(i), q, m_nC); }
dReal dLCP::Aii (int i)
{
return AROW(i)[i];
}
void _fastcall AMemBlocks(ParamBlk *parm)
{
char *pArrayName;
Locator lArrayLoc;
int nErrorNo;
PROCESS_HEAP_ENTRY pEntry;
INTEGER(vAddress);
INTEGER(vSize);
INTEGER(vOverhead);
DWORD nLastError;
if (!fpHeapWalk)
RAISEERROR(E_NOENTRYPOINT);
if (!NULLTERMINATE(p1))
RAISEERROR(E_INSUFMEMORY);
LOCKHAND(p1);
pArrayName = HANDTOPTR(p1);
if (nErrorNo = DimensionEx(pArrayName,&lArrayLoc,1,3))
goto ErrorOut;
pEntry.lpData = NULL;
if (!fpHeapWalk(ghHeap,&pEntry))
{
nLastError = GetLastError();
UNLOCKHAND(p1);
if (nLastError == ERROR_NO_MORE_ITEMS)
{
RET_INTEGER(0);
return;
}
else
{
SAVEWIN32ERROR(HeapWalk,nLastError);
RET_INTEGER(-1);
}
}
do
{
AROW(lArrayLoc)++;
if ((nErrorNo = Dimension(pArrayName,AROW(lArrayLoc),3)))
break;
ADIM(lArrayLoc) = 1;
vAddress.ev_long = (long)pEntry.lpData;
if (nErrorNo = STORE(lArrayLoc,vAddress))
break;
ADIM(lArrayLoc) = 2;
vSize.ev_long = pEntry.cbData;
if (nErrorNo = STORE(lArrayLoc,vSize))
break;
ADIM(lArrayLoc) = 3;
vOverhead.ev_long = pEntry.cbOverhead;
if (nErrorNo = STORE(lArrayLoc,vOverhead))
break;
} while (fpHeapWalk(ghHeap,&pEntry));
nLastError = GetLastError();
if (nErrorNo)
goto ErrorOut;
UNLOCKHAND(p1);
if (nLastError == ERROR_NO_MORE_ITEMS)
{
RET_AROWS(lArrayLoc);
return;
}
else
{
SAVEWIN32ERROR(HeapWalk,nLastError);
RET_INTEGER(-1);
return;
}
ErrorOut:
UNLOCKHAND(p1);
RAISEERROR(nErrorNo);
}
dReal dLCP::AiN_times_qN (int i, dReal *q)
{
dReal sum = 0;
for (int k=0; k<n; k++) if (N[k]) sum += AROW(i)[k] * q[k];
return sum;
}
void dLCP::solve1 (dReal *a, int i, int dir, int only_transfer)
{
ALLOCA (dReal,AA,n*nskip*sizeof(dReal));
#ifdef dUSE_MALLOC_FOR_ALLOCA
if (AA == NULL) {
dMemoryFlag = d_MEMORY_OUT_OF_MEMORY;
return;
}
#endif
ALLOCA (dReal,dd,n*sizeof(dReal));
#ifdef dUSE_MALLOC_FOR_ALLOCA
if (dd == NULL) {
UNALLOCA(AA);
dMemoryFlag = d_MEMORY_OUT_OF_MEMORY;
return;
}
#endif
ALLOCA (dReal,bb,n*sizeof(dReal));
#ifdef dUSE_MALLOC_FOR_ALLOCA
if (bb == NULL) {
UNALLOCA(AA);
UNALLOCA(dd);
dMemoryFlag = d_MEMORY_OUT_OF_MEMORY;
return;
}
#endif
int ii,jj,AAi,AAj;
last_i_for_solve1 = i;
AAi = 0;
for (ii=0; ii<n; ii++) if (C[ii]) {
AAj = 0;
for (jj=0; jj<n; jj++) if (C[jj]) {
AA[AAi*nskip+AAj] = AROW(ii)[jj];
AAj++;
}
bb[AAi] = AROW(i)[ii];
AAi++;
}
if (AAi==0) {
UNALLOCA (AA);
UNALLOCA (dd);
UNALLOCA (bb);
return;
}
dFactorLDLT (AA,dd,AAi,nskip);
dSolveLDLT (AA,dd,bb,AAi,nskip);
AAi=0;
if (dir > 0) {
for (ii=0; ii<n; ii++) if (C[ii]) a[ii] = -bb[AAi++];
}
else {
for (ii=0; ii<n; ii++) if (C[ii]) a[ii] = bb[AAi++];
}
UNALLOCA (AA);
UNALLOCA (dd);
UNALLOCA (bb);
}
dReal Aii (int i) { return AROW(i)[i]; }
dLCP::dLCP (int _n, int _nub, dReal *_Adata, dReal *_x, dReal *_b, dReal *_w,
dReal *_lo, dReal *_hi, dReal *_L, dReal *_d,
dReal *_Dell, dReal *_ell, dReal *_tmp,
int *_state, int *_findex, int *_p, int *_C, dReal **Arows)
{
n = _n;
nub = _nub;
Adata = _Adata;
A = 0;
x = _x;
b = _b;
w = _w;
lo = _lo;
hi = _hi;
L = _L;
d = _d;
Dell = _Dell;
ell = _ell;
tmp = _tmp;
state = _state;
findex = _findex;
p = _p;
C = _C;
nskip = dPAD(n);
dSetZero (x,n);
int k;
# ifdef ROWPTRS
// make matrix row pointers
A = Arows;
for (k=0; k<n; k++) A[k] = Adata + k*nskip;
# else
A = Adata;
# endif
nC = 0;
nN = 0;
for (k=0; k<n; k++) p[k]=k; // initially unpermuted
/*
// for testing, we can do some random swaps in the area i > nub
if (nub < n) {
for (k=0; k<100; k++) {
int i1,i2;
do {
i1 = dRandInt(n-nub)+nub;
i2 = dRandInt(n-nub)+nub;
}
while (i1 > i2);
//printf ("--> %d %d\n",i1,i2);
swapProblem (A,x,b,w,lo,hi,p,state,findex,n,i1,i2,nskip,0);
}
}
*/
// permute the problem so that *all* the unbounded variables are at the
// start, i.e. look for unbounded variables not included in `nub'. we can
// potentially push up `nub' this way and get a bigger initial factorization.
// note that when we swap rows/cols here we must not just swap row pointers,
// as the initial factorization relies on the data being all in one chunk.
// variables that have findex >= 0 are *not* considered to be unbounded even
// if lo=-inf and hi=inf - this is because these limits may change during the
// solution process.
for (k=nub; k<n; k++) {
if (findex && findex[k] >= 0) continue;
if (lo[k]==-dInfinity && hi[k]==dInfinity) {
swapProblem (A,x,b,w,lo,hi,p,state,findex,n,nub,k,nskip,0);
nub++;
}
}
// if there are unbounded variables at the start, factorize A up to that
// point and solve for x. this puts all indexes 0..nub-1 into C.
if (nub > 0) {
for (k=0; k<nub; k++) memcpy (L+k*nskip,AROW(k),(k+1)*sizeof(dReal));
dFactorLDLT (L,d,nub,nskip);
memcpy (x,b,nub*sizeof(dReal));
dSolveLDLT (L,d,x,nub,nskip);
dSetZero (w,nub);
for (k=0; k<nub; k++) C[k] = k;
nC = nub;
}
// permute the indexes > nub such that all findex variables are at the end
if (findex) {
int num_at_end = 0;
for (k=n-1; k >= nub; k--) {
if (findex[k] >= 0) {
swapProblem (A,x,b,w,lo,hi,p,state,findex,n,k,n-1-num_at_end,nskip,1);
num_at_end++;
}
}
}
// print info about indexes
/*
for (k=0; k<n; k++) {
if (k<nub) printf ("C");
else if (lo[k]==-dInfinity && hi[k]==dInfinity) printf ("c");
else printf (".");
}
printf ("\n");
*/
}
dReal AiC_times_qC (int i, dReal *q) { return dDot (AROW(i),q,nC); }
