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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 
14 namespace Ipopt
15 {
16 
21 {
22 public:
24 
27 
29  virtual ~WsmpSolverInterface();
31 
32  bool InitializeImpl(
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  {
72  return CSR_Format_1_Offset;
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 
90 private:
98 
101  const WsmpSolverInterface&
102  );
103 
105  void operator=(
106  const WsmpSolverInterface&
107  );
109 
111 
114 
117 
119  double* a_;
120 
121 #ifdef PARDISO_MATCHING_PREPROCESS
122 
123  ipfint* ia2;
125  ipfint* ja2;
126  double* a2_;
127  ipfint* perm2;
128  double* scale2;
130 #endif
131 
133 
135 
156 
159 
161 
165 
167 
189 
191 
195  double* DPARM_;
203 
205 
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
Index dim_
Number of rows and columns of the matrix.
virtual double * GetValuesArrayPtr()
Method returning an internal array into which the nonzero elements (in the same order as ja) will be ...
ESymSolverStatus
Enum to report outcome of a linear solve.
Index matrix_file_number_
Counter for matrix file numbers.
virtual ESymSolverStatus InitializeStructure(Index dim, Index nonzeros, const Index *ia, const Index *ja)
Method for initializing internal structures.
Base class for interfaces to symmetric indefinite linear solvers for sparse matrices.
Index negevals_
Number of negative eigenvalues.
bool initialized_
Flag indicating if internal data is initialized.
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.
double Number
Type of all numbers.
Definition: IpTypes.hpp:15
bool wsmp_no_pivoting_
Flag indicating whether the positive definite version of WSMP should be used.
virtual bool ProvidesInertia() const
Query whether inertia is computed by linear solver.
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
Implementation of the initialization method that has to be overloaded by for each derived class...
ESymSolverStatus InternalSymFact(const Index *ia, const Index *ja, Index numberOfNegEVals)
Call Wsmp to really do the analysis phase.
WsmpSolverInterface()
Constructor.
bool skip_inertia_check_
Flag indicating if the inertia is always assumed to be correct.
Index factorizations_since_recomputed_ordering_
Counter indicating how many factorizations have been done sine the last recomputation of the ordering...
Compressed sparse row format for lower triangular part, with 1 offset.
bool pivtol_changed_
Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed...
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:171
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.
This class stores a list of user set options.
virtual ~WsmpSolverInterface()
Destructor.
ESymSolverStatus SymbolicFactorization(const Index *ia, const Index *ja)
Call Wsmp to do the analysis phase.
virtual bool ProvidesDegeneracyDetection() const
Query whether the indices of linearly dependent rows/columns can be determined by this linear solver...
Index wsmp_num_threads_
Option that controls the matching strategy.
Number wsmp_pivtol_
Pivot tolerance.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
EMatrixFormat MatrixFormat() const
Query of requested matrix type that the linear solver understands.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
double * DPARM_
Double precision parameter array for WSSMP.
bool printed_num_threads_
Flag indicating if we already printed how many threads are used by WSMP.
virtual Index NumberOfNegEVals() const
Number of negative eigenvalues detected during last factorization.
EMatrixFormat
Enum to specify sparse matrix format.
virtual bool IncreaseQuality()
Request to increase quality of solution for next solve.
ipfint * MRP_
WSSMP&#39;s internal MRP array.
Index wsmp_scaling_
Indicating which of WSMP&#39;s scaling methods should be used.
ESymSolverStatus Factorization(const Index *ia, const Index *ja, bool check_NegEVals, Index numberOfNegEVals)
Call Wsmp to factorize the Matrix.
Number wsmp_singularity_threshold_
WSMP&#39;s singularity threshold.
Interface to the linear solver Wsmp, derived from SparseSymLinearSolverInterface. ...
void operator=(const WsmpSolverInterface &)
Default Assignment Operator.
bool have_symbolic_factorization_
Flag indicating whether symbolic factorization and order has already been performed.
ipfint * IPARM_
Integer parameter array for WSSMP.
Index nonzeros_
Number of nonzeros of the matrix in triplet representation.
Index wsmp_write_matrix_iteration_
iteration number in which matrices are to be written out
ESymSolverStatus Solve(const Index *ia, const Index *ja, Index nrhs, double *rhs_vals)
Call Wsmp to do the Solve.
ipfint * INVP_
WSSMP&#39;s inverse permutation vector.
ipfint * PERM_
WSSMP&#39;s permutation vector.
Number wsmp_pivtolmax_
Maximal pivot tolerance.
double * a_
Array for storing the values of the matrix.