/usr/include/root/TQpLinSolverBase.h is in libroot-math-quadp-dev 5.34.30-0ubuntu8.
This file is owned by root:root, with mode 0o644.
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// Author: Eddy Offermann May 2004
/*************************************************************************
* Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. *
* All rights reserved. *
* *
* For the licensing terms see $ROOTSYS/LICENSE. *
* For the list of contributors see $ROOTSYS/README/CREDITS. *
*************************************************************************/
/*************************************************************************
* Parts of this file are copied from the OOQP distribution and *
* are subject to the following license: *
* *
* COPYRIGHT 2001 UNIVERSITY OF CHICAGO *
* *
* The copyright holder hereby grants you royalty-free rights to use, *
* reproduce, prepare derivative works, and to redistribute this software*
* to others, provided that any changes are clearly documented. This *
* software was authored by: *
* *
* E. MICHAEL GERTZ gertz@mcs.anl.gov *
* Mathematics and Computer Science Division *
* Argonne National Laboratory *
* 9700 S. Cass Avenue *
* Argonne, IL 60439-4844 *
* *
* STEPHEN J. WRIGHT swright@cs.wisc.edu *
* Computer Sciences Department *
* University of Wisconsin *
* 1210 West Dayton Street *
* Madison, WI 53706 FAX: (608)262-9777 *
* *
* Any questions or comments may be directed to one of the authors. *
* *
* ARGONNE NATIONAL LABORATORY (ANL), WITH FACILITIES IN THE STATES OF *
* ILLINOIS AND IDAHO, IS OWNED BY THE UNITED STATES GOVERNMENT, AND *
* OPERATED BY THE UNIVERSITY OF CHICAGO UNDER PROVISION OF A CONTRACT *
* WITH THE DEPARTMENT OF ENERGY. *
*************************************************************************/
#ifndef ROOT_TQpLinSolverBase
#define ROOT_TQpLinSolverBase
#ifndef ROOT_TError
#include "TError.h"
#endif
#ifndef ROOT_TQpVar
#include "TQpVar.h"
#endif
#ifndef ROOT_TQpDataBase
#include "TQpDataBase.h"
#endif
#ifndef ROOT_TQpResidual
#include "TQpResidual.h"
#endif
#ifndef ROOT_TQpProbBase
#include "TQpProbBase.h"
#endif
#ifndef ROOT_TMatrixD
#include "TMatrixD.h"
#endif
///////////////////////////////////////////////////////////////////////////
// //
// Implements the main solver for linear systems that arise in //
// primal-dual interior-point methods for QP . This class contains //
// definitions of methods and data common to the sparse and dense //
// special cases of the general formulation. The derived classes contain //
// the aspects that are specific to the sparse and dense forms. //
// //
///////////////////////////////////////////////////////////////////////////
class TQpProbBase;
class TQpLinSolverBase : public TObject
{
protected:
TVectorD fNomegaInv; // stores a critical diagonal matrix as a vector
TVectorD fRhs; // right-hand side of the system
Int_t fNx; // dimensions of the vectors in the general QP formulation
Int_t fMy;
Int_t fMz;
TVectorD fDd; // temporary storage vectors
TVectorD fDq;
TVectorD fXupIndex; // index matrices for the upper and lower bounds on x and Cx
TVectorD fCupIndex;
TVectorD fXloIndex;
TVectorD fCloIndex;
Int_t fNxup; // dimensions of the upper and lower bound vectors
Int_t fNxlo;
Int_t fMcup;
Int_t fMclo;
TQpProbBase *fFactory;
public:
TQpLinSolverBase();
TQpLinSolverBase(TQpProbBase *factory,TQpDataBase *data);
TQpLinSolverBase(const TQpLinSolverBase &another);
virtual ~TQpLinSolverBase() {}
virtual void Factor (TQpDataBase *prob,TQpVar *vars);
// sets up the matrix for the main linear system in
// "augmented system" form. The actual factorization is
// performed by a routine specific to either the sparse
// or dense case
virtual void Solve (TQpDataBase *prob,TQpVar *vars,TQpResidual *resids,TQpVar *step);
// solves the system for a given set of residuals.
// Assembles the right-hand side appropriate to the
// matrix factored in factor, solves the system using
// the factorization produced there, partitions the
// solution vector into step components, then recovers
// the step components eliminated during the block
// elimination that produced the augmented system form
virtual void JoinRHS (TVectorD &rhs, TVectorD &rhs1,TVectorD &rhs2,TVectorD &rhs3);
// assembles a single vector object from three given vectors
// rhs (output) final joined vector
// rhs1 (input) first part of rhs
// rhs2 (input) middle part of rhs
// rhs3 (input) last part of rhs
virtual void SeparateVars (TVectorD &vars1,TVectorD &vars2,TVectorD &vars3,TVectorD &vars);
// extracts three component vectors from a given aggregated
// vector.
// vars (input) aggregated vector
// vars1 (output) first part of vars
// vars2 (output) middle part of vars
// vars3 (output) last part of vars
virtual void SolveXYZS (TVectorD &stepx,TVectorD &stepy,TVectorD &stepz,TVectorD &steps,
TVectorD &ztemp,TQpDataBase *data);
// assemble right-hand side of augmented system and call
// SolveCompressed to solve it
virtual void SolveCompressed (TVectorD &rhs) = 0;
// perform the actual solve using the factors produced in
// factor.
// rhs on input contains the aggregated right-hand side of
// the augmented system; on output contains the solution in
// aggregated form
virtual void PutXDiagonal (TVectorD &xdiag) = 0;
// places the diagonal resulting from the bounds on x into
// the augmented system matrix
virtual void PutZDiagonal (TVectorD& zdiag) = 0;
// places the diagonal resulting from the bounds on Cx into
// the augmented system matrix
virtual void ComputeDiagonals(TVectorD &dd,TVectorD &omega,TVectorD &t, TVectorD &lambda,
TVectorD &u, TVectorD &pi,TVectorD &v, TVectorD &gamma,
TVectorD &w, TVectorD &phi);
// computes the diagonal matrices in the augmented system
// from the current set of variables
TQpLinSolverBase &operator= (const TQpLinSolverBase &source);
ClassDef(TQpLinSolverBase,1) // Qp linear solver base class
};
#endif
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