1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
|
/* fhvint.h (interface to FHV-factorization) */
/***********************************************************************
* This code is part of GLPK (GNU Linear Programming Kit).
*
* Copyright (C) 2012-2014 Andrew Makhorin, Department for Applied
* Informatics, Moscow Aviation Institute, Moscow, Russia. All rights
* reserved. E-mail: <mao@gnu.org>.
*
* 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 <http://www.gnu.org/licenses/>.
***********************************************************************/
#ifndef FHVINT_H
#define FHVINT_H
#include "fhv.h"
#include "lufint.h"
typedef struct FHVINT FHVINT;
struct FHVINT
{ /* interface to FHV-factorization */
int valid;
/* factorization is valid only if this flag is set */
FHV fhv;
/* FHV-factorization */
LUFINT *lufi;
/* interface to underlying LU-factorization */
/*--------------------------------------------------------------*/
/* control parameters */
int nfs_max;
/* required maximal number of row-like factors */
};
#define fhvint_create _glp_fhvint_create
FHVINT *fhvint_create(void);
/* create interface to FHV-factorization */
#define fhvint_factorize _glp_fhvint_factorize
int fhvint_factorize(FHVINT *fi, int n, int (*col)(void *info, int j,
int ind[], double val[]), void *info);
/* compute FHV-factorization of specified matrix A */
#define fhvint_update _glp_fhvint_update
int fhvint_update(FHVINT *fi, int j, int len, const int ind[],
const double val[]);
/* update FHV-factorization after replacing j-th column of A */
#define fhvint_ftran _glp_fhvint_ftran
void fhvint_ftran(FHVINT *fi, double x[]);
/* solve system A * x = b */
#define fhvint_btran _glp_fhvint_btran
void fhvint_btran(FHVINT *fi, double x[]);
/* solve system A'* x = b */
#define fhvint_estimate _glp_fhvint_estimate
double fhvint_estimate(FHVINT *fi);
/* estimate 1-norm of inv(A) */
#define fhvint_delete _glp_fhvint_delete
void fhvint_delete(FHVINT *fi);
/* delete interface to FHV-factorization */
#endif
/* eof */
|
