void ClpPdco::matPrecon(double delta, CoinDenseVector<double> &x, CoinDenseVector<double> &y)
{
double *x_elts = x.getElements();
double *y_elts = y.getElements();
matPrecon(delta, x_elts, y_elts);
return;
}
void ClpPdco::matVecMult( int mode, CoinDenseVector<double> &x, CoinDenseVector<double> &y)
{
double *x_elts = x.getElements();
double *y_elts = y.getElements();
matVecMult( mode, x_elts, y_elts);
return;
}
inline void pdxxxresid1(ClpPdco *model, const int nlow, const int nupp, const int nfix,
int *low, int *upp, int *fix,
CoinDenseVector <double> &b, double *bl, double *bu, double d1, double d2,
CoinDenseVector <double> &grad, CoinDenseVector <double> &rL,
CoinDenseVector <double> &rU, CoinDenseVector <double> &x,
CoinDenseVector <double> &x1, CoinDenseVector <double> &x2,
CoinDenseVector <double> &y, CoinDenseVector <double> &z1,
CoinDenseVector <double> &z2, CoinDenseVector <double> &r1,
CoinDenseVector <double> &r2, double *Pinf, double *Dinf)
{
// Form residuals for the primal and dual equations.
// rL, rU are output, but we input them as full vectors
// initialized (permanently) with any relevant zeros.
// Get some element pointers for efficiency
double *x_elts = x.getElements();
double *r2_elts = r2.getElements();
for (int k = 0; k < nfix; k++)
x_elts[fix[k]] = 0;
r1.clear();
r2.clear();
model->matVecMult( 1, r1, x );
model->matVecMult( 2, r2, y );
for (int k = 0; k < nfix; k++)
r2_elts[fix[k]] = 0;
r1 = b - r1 - d2 * d2 * y;
r2 = grad - r2 - z1; // grad includes d1*d1*x
if (nupp > 0)
r2 = r2 + z2;
for (int k = 0; k < nlow; k++)
rL[low[k]] = bl[low[k]] - x[low[k]] + x1[low[k]];
for (int k = 0; k < nupp; k++)
rU[upp[k]] = - bu[upp[k]] + x[upp[k]] + x2[upp[k]];
double normL = 0.0;
double normU = 0.0;
for (int k = 0; k < nlow; k++)
if (rL[low[k]] > normL) normL = rL[low[k]];
for (int k = 0; k < nupp; k++)
if (rU[upp[k]] > normU) normU = rU[upp[k]];
*Pinf = CoinMax(normL, normU);
*Pinf = CoinMax( r1.infNorm() , *Pinf );
*Dinf = r2.infNorm();
*Pinf = CoinMax( *Pinf, 1e-99 );
*Dinf = CoinMax( *Dinf, 1e-99 );
}
void ClpLsqr::matVecMult(int mode, CoinDenseVector< double > *x, CoinDenseVector< double > *y)
{
int n = model_->numberColumns();
int m = model_->numberRows();
CoinDenseVector< double > *temp = new CoinDenseVector< double >(n, 0.0);
double *t_elts = temp->getElements();
double *x_elts = x->getElements();
double *y_elts = y->getElements();
ClpPdco *pdcoModel = (ClpPdco *)model_;
if (mode == 1) {
pdcoModel->matVecMult(2, temp, y);
for (int k = 0; k < n; k++)
x_elts[k] += (diag1_[k] * t_elts[k]);
for (int k = 0; k < m; k++)
x_elts[n + k] += (diag2_ * y_elts[k]);
} else {
for (int k = 0; k < n; k++)
t_elts[k] = diag1_[k] * y_elts[k];
pdcoModel->matVecMult(1, x, temp);
for (int k = 0; k < m; k++)
x_elts[k] += diag2_ * y_elts[n + k];
}
delete temp;
return;
}
inline double pdxxxstep(int nset, int *set, CoinDenseVector <double> &x, CoinDenseVector <double> &dx )
{
// Assumes x > 0.
// Finds the maximum step such that x + step*dx >= 0.
double step = 1e+20;
int n = x.size();
double *x_elts = x.getElements();
double *dx_elts = dx.getElements();
for (int k = 0; k < n; k++)
if (dx_elts[k] < 0)
if ((x_elts[k] / (-dx_elts[k])) < step)
step = x_elts[k] / (-dx_elts[k]);
return step;
}
template <typename T> void
CoinDenseVector<T>::append(const CoinDenseVector<T> & caboose)
{
const int s = nElements_;
const int cs = caboose.getNumElements();
int newsize = s + cs;
resize(newsize);
const T * celem = caboose.getElements();
CoinDisjointCopyN(celem, cs, elements_ + s);
}
inline void pdxxxresid2(double mu, int nlow, int nupp, int *low, int *upp,
CoinDenseVector <double> &cL, CoinDenseVector <double> &cU,
CoinDenseVector <double> &x1, CoinDenseVector <double> &x2,
CoinDenseVector <double> &z1, CoinDenseVector <double> &z2,
double *center, double *Cinf, double *Cinf0)
{
// Form residuals for the complementarity equations.
// cL, cU are output, but we input them as full vectors
// initialized (permanently) with any relevant zeros.
// Cinf is the complementarity residual for X1 z1 = mu e, etc.
// Cinf0 is the same for mu=0 (i.e., for the original problem).
double maxXz = -1e20;
double minXz = 1e20;
double *x1_elts = x1.getElements();
double *z1_elts = z1.getElements();
double *cL_elts = cL.getElements();
for (int k = 0; k < nlow; k++) {
double x1z1 = x1_elts[low[k]] * z1_elts[low[k]];
cL_elts[low[k]] = mu - x1z1;
if (x1z1 > maxXz) maxXz = x1z1;
if (x1z1 < minXz) minXz = x1z1;
}
double *x2_elts = x2.getElements();
double *z2_elts = z2.getElements();
double *cU_elts = cU.getElements();
for (int k = 0; k < nupp; k++) {
double x2z2 = x2_elts[upp[k]] * z2_elts[upp[k]];
cU_elts[upp[k]] = mu - x2z2;
if (x2z2 > maxXz) maxXz = x2z2;
if (x2z2 < minXz) minXz = x2z2;
}
maxXz = CoinMax( maxXz, 1e-99 );
minXz = CoinMax( minXz, 1e-99 );
*center = maxXz / minXz;
double normL = 0.0;
double normU = 0.0;
for (int k = 0; k < nlow; k++)
if (cL_elts[low[k]] > normL) normL = cL_elts[low[k]];
for (int k = 0; k < nupp; k++)
if (cU_elts[upp[k]] > normU) normU = cU_elts[upp[k]];
*Cinf = CoinMax( normL, normU);
*Cinf0 = maxXz;
}
CoinDenseVector<T>::CoinDenseVector(const CoinDenseVector<T> & rhs):
nElements_(0),
elements_(NULL)
{
setVector(rhs.getNumElements(), rhs.getElements());
}