From feb8ebaeb76fa1c94de2dd7c4e5a0999b313f8c6 Mon Sep 17 00:00:00 2001 From: David Monniaux Date: Thu, 6 Jun 2019 20:09:32 +0200 Subject: GLPK 4.65 --- test/monniaux/glpk-4.65/src/bflib/ifu.h | 99 +++++++++++++++++++++++++++++++++ 1 file changed, 99 insertions(+) create mode 100644 test/monniaux/glpk-4.65/src/bflib/ifu.h (limited to 'test/monniaux/glpk-4.65/src/bflib/ifu.h') diff --git a/test/monniaux/glpk-4.65/src/bflib/ifu.h b/test/monniaux/glpk-4.65/src/bflib/ifu.h new file mode 100644 index 00000000..1c67a801 --- /dev/null +++ b/test/monniaux/glpk-4.65/src/bflib/ifu.h @@ -0,0 +1,99 @@ +/* ifu.h (dense updatable IFU-factorization) */ + +/*********************************************************************** +* This code is part of GLPK (GNU Linear Programming Kit). +* +* Copyright (C) 2012-2013 Andrew Makhorin, Department for Applied +* Informatics, Moscow Aviation Institute, Moscow, Russia. All rights +* reserved. E-mail: . +* +* 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 . +***********************************************************************/ + +#ifndef IFU_H +#define IFU_H + +/*********************************************************************** +* The structure IFU describes dense updatable IFU-factorization. +* +* The IFU-factorization has the following format: +* +* A = inv(F) * U, (1) +* +* where A is a given (unsymmetric) nxn square matrix, F is a square +* matrix, U is an upper triangular matrix. Obviously, the equality (1) +* is equivalent to the following equality: +* +* F * A = U. (2) +* +* It is assumed that matrix A is small and dense, so matrices F and U +* are stored by rows in dense format as follows: +* +* 1 n n_max 1 n n_max +* 1 * * * * * * x x x x 1 * * * * * * x x x x +* * * * * * * x x x x ? * * * * * x x x x +* * * * * * * x x x x ? ? * * * * x x x x +* * * * * * * x x x x ? ? ? * * * x x x x +* * * * * * * x x x x ? ? ? ? * * x x x x +* n * * * * * * x x x x n ? ? ? ? ? * x x x x +* x x x x x x x x x x x x x x x x x x x x +* x x x x x x x x x x x x x x x x x x x x +* x x x x x x x x x x x x x x x x x x x x +* n_max x x x x x x x x x x n_max x x x x x x x x x x +* +* matrix F matrix U +* +* where '*' are matrix elements, '?' are unused locations, 'x' are +* reserved locations. */ + +typedef struct IFU IFU; + +struct IFU +{ /* IFU-factorization */ + int n_max; + /* maximal order of matrices A, F, U; n_max >= 1 */ + int n; + /* current order of matrices A, F, U; 0 <= n <= n_max */ + double *f; /* double f[n_max*n_max]; */ + /* matrix F stored by rows */ + double *u; /* double u[n_max*n_max]; */ + /* matrix U stored by rows */ +}; + +#define ifu_expand _glp_ifu_expand +void ifu_expand(IFU *ifu, double c[/*1+n*/], double r[/*1+n*/], + double d); +/* expand IFU-factorization */ + +#define ifu_bg_update _glp_ifu_bg_update +int ifu_bg_update(IFU *ifu, double c[/*1+n*/], double r[/*1+n*/], + double d); +/* update IFU-factorization (Bartels-Golub) */ + +#define ifu_gr_update _glp_ifu_gr_update +int ifu_gr_update(IFU *ifu, double c[/*1+n*/], double r[/*1+n*/], + double d); +/* update IFU-factorization (Givens rotations) */ + +#define ifu_a_solve _glp_ifu_a_solve +void ifu_a_solve(IFU *ifu, double x[/*1+n*/], double w[/*1+n*/]); +/* solve system A * x = b */ + +#define ifu_at_solve _glp_ifu_at_solve +void ifu_at_solve(IFU *ifu, double x[/*1+n*/], double w[/*1+n*/]); +/* solve system A'* x = b */ + +#endif + +/* eof */ -- cgit