| 1 | /* $Id: ClpPlusMinusOneMatrix.cpp 1665 2011-01-04 17:55:54Z lou $ */ |
| 2 | // Copyright (C) 2003, International Business Machines |
| 3 | // Corporation and others. All Rights Reserved. |
| 4 | // This code is licensed under the terms of the Eclipse Public License (EPL). |
| 5 | |
| 6 | |
| 7 | #include <cstdio> |
| 8 | |
| 9 | #include "CoinPragma.hpp" |
| 10 | #include "CoinIndexedVector.hpp" |
| 11 | #include "CoinPackedVector.hpp" |
| 12 | #include "CoinHelperFunctions.hpp" |
| 13 | |
| 14 | #include "ClpSimplex.hpp" |
| 15 | #include "ClpFactorization.hpp" |
| 16 | // at end to get min/max! |
| 17 | #include "ClpPlusMinusOneMatrix.hpp" |
| 18 | #include "ClpMessage.hpp" |
| 19 | |
| 20 | //############################################################################# |
| 21 | // Constructors / Destructor / Assignment |
| 22 | //############################################################################# |
| 23 | |
| 24 | //------------------------------------------------------------------- |
| 25 | // Default Constructor |
| 26 | //------------------------------------------------------------------- |
| 27 | ClpPlusMinusOneMatrix::ClpPlusMinusOneMatrix () |
| 28 | : ClpMatrixBase() |
| 29 | { |
| 30 | setType(12); |
| 31 | matrix_ = NULL; |
| 32 | startPositive_ = NULL; |
| 33 | startNegative_ = NULL; |
| 34 | lengths_ = NULL; |
| 35 | indices_ = NULL; |
| 36 | numberRows_ = 0; |
| 37 | numberColumns_ = 0; |
| 38 | columnOrdered_ = true; |
| 39 | } |
| 40 | |
| 41 | //------------------------------------------------------------------- |
| 42 | // Copy constructor |
| 43 | //------------------------------------------------------------------- |
| 44 | ClpPlusMinusOneMatrix::ClpPlusMinusOneMatrix (const ClpPlusMinusOneMatrix & rhs) |
| 45 | : ClpMatrixBase(rhs) |
| 46 | { |
| 47 | matrix_ = NULL; |
| 48 | startPositive_ = NULL; |
| 49 | startNegative_ = NULL; |
| 50 | lengths_ = NULL; |
| 51 | indices_ = NULL; |
| 52 | numberRows_ = rhs.numberRows_; |
| 53 | numberColumns_ = rhs.numberColumns_; |
| 54 | columnOrdered_ = rhs.columnOrdered_; |
| 55 | if (numberColumns_) { |
| 56 | CoinBigIndex numberElements = rhs.startPositive_[numberColumns_]; |
| 57 | indices_ = new int [ numberElements]; |
| 58 | CoinMemcpyN(rhs.indices_, numberElements, indices_); |
| 59 | startPositive_ = new CoinBigIndex [ numberColumns_+1]; |
| 60 | CoinMemcpyN(rhs.startPositive_, (numberColumns_ + 1), startPositive_); |
| 61 | startNegative_ = new CoinBigIndex [ numberColumns_]; |
| 62 | CoinMemcpyN(rhs.startNegative_, numberColumns_, startNegative_); |
| 63 | } |
| 64 | int numberRows = getNumRows(); |
| 65 | if (rhs.rhsOffset_ && numberRows) { |
| 66 | rhsOffset_ = ClpCopyOfArray(rhs.rhsOffset_, numberRows); |
| 67 | } else { |
| 68 | rhsOffset_ = NULL; |
| 69 | } |
| 70 | } |
| 71 | // Constructor from arrays |
| 72 | ClpPlusMinusOneMatrix::ClpPlusMinusOneMatrix(int numberRows, int numberColumns, |
| 73 | bool columnOrdered, const int * indices, |
| 74 | const CoinBigIndex * startPositive, |
| 75 | const CoinBigIndex * startNegative) |
| 76 | : ClpMatrixBase() |
| 77 | { |
| 78 | setType(12); |
| 79 | matrix_ = NULL; |
| 80 | lengths_ = NULL; |
| 81 | numberRows_ = numberRows; |
| 82 | numberColumns_ = numberColumns; |
| 83 | columnOrdered_ = columnOrdered; |
| 84 | int numberMajor = (columnOrdered_) ? numberColumns_ : numberRows_; |
| 85 | int numberElements = startPositive[numberMajor]; |
| 86 | startPositive_ = ClpCopyOfArray(startPositive, numberMajor + 1); |
| 87 | startNegative_ = ClpCopyOfArray(startNegative, numberMajor); |
| 88 | indices_ = ClpCopyOfArray(indices, numberElements); |
| 89 | // Check valid |
| 90 | checkValid(false); |
| 91 | } |
| 92 | |
| 93 | ClpPlusMinusOneMatrix::ClpPlusMinusOneMatrix (const CoinPackedMatrix & rhs) |
| 94 | : ClpMatrixBase() |
| 95 | { |
| 96 | setType(12); |
| 97 | matrix_ = NULL; |
| 98 | startPositive_ = NULL; |
| 99 | startNegative_ = NULL; |
| 100 | lengths_ = NULL; |
| 101 | indices_ = NULL; |
| 102 | int iColumn; |
| 103 | assert (rhs.isColOrdered()); |
| 104 | // get matrix data pointers |
| 105 | const int * row = rhs.getIndices(); |
| 106 | const CoinBigIndex * columnStart = rhs.getVectorStarts(); |
| 107 | const int * columnLength = rhs.getVectorLengths(); |
| 108 | const double * elementByColumn = rhs.getElements(); |
| 109 | numberColumns_ = rhs.getNumCols(); |
| 110 | numberRows_ = -1; |
| 111 | indices_ = new int[rhs.getNumElements()]; |
| 112 | startPositive_ = new CoinBigIndex [numberColumns_+1]; |
| 113 | startNegative_ = new CoinBigIndex [numberColumns_]; |
| 114 | int * temp = new int [rhs.getNumRows()]; |
| 115 | CoinBigIndex j = 0; |
| 116 | CoinBigIndex numberGoodP = 0; |
| 117 | CoinBigIndex numberGoodM = 0; |
| 118 | CoinBigIndex numberBad = 0; |
| 119 | for (iColumn = 0; iColumn < numberColumns_; iColumn++) { |
| 120 | CoinBigIndex k; |
| 121 | int iNeg = 0; |
| 122 | startPositive_[iColumn] = j; |
| 123 | for (k = columnStart[iColumn]; k < columnStart[iColumn] + columnLength[iColumn]; |
| 124 | k++) { |
| 125 | int iRow; |
| 126 | if (fabs(elementByColumn[k] - 1.0) < 1.0e-10) { |
| 127 | iRow = row[k]; |
| 128 | numberRows_ = CoinMax(numberRows_, iRow); |
| 129 | indices_[j++] = iRow; |
| 130 | numberGoodP++; |
| 131 | } else if (fabs(elementByColumn[k] + 1.0) < 1.0e-10) { |
| 132 | iRow = row[k]; |
| 133 | numberRows_ = CoinMax(numberRows_, iRow); |
| 134 | temp[iNeg++] = iRow; |
| 135 | numberGoodM++; |
| 136 | } else { |
| 137 | numberBad++; |
| 138 | } |
| 139 | } |
| 140 | // move negative |
| 141 | startNegative_[iColumn] = j; |
| 142 | for (k = 0; k < iNeg; k++) { |
| 143 | indices_[j++] = temp[k]; |
| 144 | } |
| 145 | } |
| 146 | startPositive_[numberColumns_] = j; |
| 147 | delete [] temp; |
| 148 | if (numberBad) { |
| 149 | delete [] indices_; |
| 150 | indices_ = NULL; |
| 151 | numberRows_ = 0; |
| 152 | numberColumns_ = 0; |
| 153 | delete [] startPositive_; |
| 154 | delete [] startNegative_; |
| 155 | // Put in statistics |
| 156 | startPositive_ = new CoinBigIndex [3]; |
| 157 | startPositive_[0] = numberGoodP; |
| 158 | startPositive_[1] = numberGoodM; |
| 159 | startPositive_[2] = numberBad; |
| 160 | startNegative_ = NULL; |
| 161 | } else { |
| 162 | numberRows_ ++; // correct |
| 163 | // but number should be same as rhs |
| 164 | assert (numberRows_ <= rhs.getNumRows()); |
| 165 | numberRows_ = rhs.getNumRows(); |
| 166 | columnOrdered_ = true; |
| 167 | } |
| 168 | // Check valid |
| 169 | if (!numberBad) |
| 170 | checkValid(false); |
| 171 | } |
| 172 | |
| 173 | //------------------------------------------------------------------- |
| 174 | // Destructor |
| 175 | //------------------------------------------------------------------- |
| 176 | ClpPlusMinusOneMatrix::~ClpPlusMinusOneMatrix () |
| 177 | { |
| 178 | delete matrix_; |
| 179 | delete [] startPositive_; |
| 180 | delete [] startNegative_; |
| 181 | delete [] lengths_; |
| 182 | delete [] indices_; |
| 183 | } |
| 184 | |
| 185 | //---------------------------------------------------------------- |
| 186 | // Assignment operator |
| 187 | //------------------------------------------------------------------- |
| 188 | ClpPlusMinusOneMatrix & |
| 189 | ClpPlusMinusOneMatrix::operator=(const ClpPlusMinusOneMatrix& rhs) |
| 190 | { |
| 191 | if (this != &rhs) { |
| 192 | ClpMatrixBase::operator=(rhs); |
| 193 | delete matrix_; |
| 194 | delete [] startPositive_; |
| 195 | delete [] startNegative_; |
| 196 | delete [] lengths_; |
| 197 | delete [] indices_; |
| 198 | matrix_ = NULL; |
| 199 | startPositive_ = NULL; |
| 200 | lengths_ = NULL; |
| 201 | indices_ = NULL; |
| 202 | numberRows_ = rhs.numberRows_; |
| 203 | numberColumns_ = rhs.numberColumns_; |
| 204 | columnOrdered_ = rhs.columnOrdered_; |
| 205 | if (numberColumns_) { |
| 206 | CoinBigIndex numberElements = rhs.startPositive_[numberColumns_]; |
| 207 | indices_ = new int [ numberElements]; |
| 208 | CoinMemcpyN(rhs.indices_, numberElements, indices_); |
| 209 | startPositive_ = new CoinBigIndex [ numberColumns_+1]; |
| 210 | CoinMemcpyN(rhs.startPositive_, (numberColumns_ + 1), startPositive_); |
| 211 | startNegative_ = new CoinBigIndex [ numberColumns_]; |
| 212 | CoinMemcpyN(rhs.startNegative_, numberColumns_, startNegative_); |
| 213 | } |
| 214 | } |
| 215 | return *this; |
| 216 | } |
| 217 | //------------------------------------------------------------------- |
| 218 | // Clone |
| 219 | //------------------------------------------------------------------- |
| 220 | ClpMatrixBase * ClpPlusMinusOneMatrix::clone() const |
| 221 | { |
| 222 | return new ClpPlusMinusOneMatrix(*this); |
| 223 | } |
| 224 | /* Subset clone (without gaps). Duplicates are allowed |
| 225 | and order is as given */ |
| 226 | ClpMatrixBase * |
| 227 | ClpPlusMinusOneMatrix::subsetClone (int numberRows, const int * whichRows, |
| 228 | int numberColumns, |
| 229 | const int * whichColumns) const |
| 230 | { |
| 231 | return new ClpPlusMinusOneMatrix(*this, numberRows, whichRows, |
| 232 | numberColumns, whichColumns); |
| 233 | } |
| 234 | /* Subset constructor (without gaps). Duplicates are allowed |
| 235 | and order is as given */ |
| 236 | ClpPlusMinusOneMatrix::ClpPlusMinusOneMatrix ( |
| 237 | const ClpPlusMinusOneMatrix & rhs, |
| 238 | int numberRows, const int * whichRow, |
| 239 | int numberColumns, const int * whichColumn) |
| 240 | : ClpMatrixBase(rhs) |
| 241 | { |
| 242 | matrix_ = NULL; |
| 243 | startPositive_ = NULL; |
| 244 | startNegative_ = NULL; |
| 245 | lengths_ = NULL; |
| 246 | indices_ = NULL; |
| 247 | numberRows_ = 0; |
| 248 | numberColumns_ = 0; |
| 249 | columnOrdered_ = rhs.columnOrdered_; |
| 250 | if (numberRows <= 0 || numberColumns <= 0) { |
| 251 | startPositive_ = new CoinBigIndex [1]; |
| 252 | startPositive_[0] = 0; |
| 253 | } else { |
| 254 | numberColumns_ = numberColumns; |
| 255 | numberRows_ = numberRows; |
| 256 | const int * index1 = rhs.indices_; |
| 257 | CoinBigIndex * startPositive1 = rhs.startPositive_; |
| 258 | |
| 259 | int numberMinor = (!columnOrdered_) ? numberColumns_ : numberRows_; |
| 260 | int numberMajor = (columnOrdered_) ? numberColumns_ : numberRows_; |
| 261 | int numberMinor1 = (!columnOrdered_) ? rhs.numberColumns_ : rhs.numberRows_; |
| 262 | int numberMajor1 = (columnOrdered_) ? rhs.numberColumns_ : rhs.numberRows_; |
| 263 | // Also swap incoming if not column ordered |
| 264 | if (!columnOrdered_) { |
| 265 | int temp1 = numberRows; |
| 266 | numberRows = numberColumns; |
| 267 | numberColumns = temp1; |
| 268 | const int * temp2; |
| 269 | temp2 = whichRow; |
| 270 | whichRow = whichColumn; |
| 271 | whichColumn = temp2; |
| 272 | } |
| 273 | // Throw exception if rhs empty |
| 274 | if (numberMajor1 <= 0 || numberMinor1 <= 0) |
| 275 | throw CoinError("empty rhs" , "subset constructor" , "ClpPlusMinusOneMatrix" ); |
| 276 | // Array to say if an old row is in new copy |
| 277 | int * newRow = new int [numberMinor1]; |
| 278 | int iRow; |
| 279 | for (iRow = 0; iRow < numberMinor1; iRow++) |
| 280 | newRow[iRow] = -1; |
| 281 | // and array for duplicating rows |
| 282 | int * duplicateRow = new int [numberMinor]; |
| 283 | int numberBad = 0; |
| 284 | for (iRow = 0; iRow < numberMinor; iRow++) { |
| 285 | duplicateRow[iRow] = -1; |
| 286 | int kRow = whichRow[iRow]; |
| 287 | if (kRow >= 0 && kRow < numberMinor1) { |
| 288 | if (newRow[kRow] < 0) { |
| 289 | // first time |
| 290 | newRow[kRow] = iRow; |
| 291 | } else { |
| 292 | // duplicate |
| 293 | int lastRow = newRow[kRow]; |
| 294 | newRow[kRow] = iRow; |
| 295 | duplicateRow[iRow] = lastRow; |
| 296 | } |
| 297 | } else { |
| 298 | // bad row |
| 299 | numberBad++; |
| 300 | } |
| 301 | } |
| 302 | |
| 303 | if (numberBad) |
| 304 | throw CoinError("bad minor entries" , |
| 305 | "subset constructor" , "ClpPlusMinusOneMatrix" ); |
| 306 | // now get size and check columns |
| 307 | CoinBigIndex size = 0; |
| 308 | int iColumn; |
| 309 | numberBad = 0; |
| 310 | for (iColumn = 0; iColumn < numberMajor; iColumn++) { |
| 311 | int kColumn = whichColumn[iColumn]; |
| 312 | if (kColumn >= 0 && kColumn < numberMajor1) { |
| 313 | CoinBigIndex i; |
| 314 | for (i = startPositive1[kColumn]; i < startPositive1[kColumn+1]; i++) { |
| 315 | int kRow = index1[i]; |
| 316 | kRow = newRow[kRow]; |
| 317 | while (kRow >= 0) { |
| 318 | size++; |
| 319 | kRow = duplicateRow[kRow]; |
| 320 | } |
| 321 | } |
| 322 | } else { |
| 323 | // bad column |
| 324 | numberBad++; |
| 325 | printf("%d %d %d %d\n" , iColumn, numberMajor, numberMajor1, kColumn); |
| 326 | } |
| 327 | } |
| 328 | if (numberBad) |
| 329 | throw CoinError("bad major entries" , |
| 330 | "subset constructor" , "ClpPlusMinusOneMatrix" ); |
| 331 | // now create arrays |
| 332 | startPositive_ = new CoinBigIndex [numberMajor+1]; |
| 333 | startNegative_ = new CoinBigIndex [numberMajor]; |
| 334 | indices_ = new int[size]; |
| 335 | // and fill them |
| 336 | size = 0; |
| 337 | startPositive_[0] = 0; |
| 338 | CoinBigIndex * startNegative1 = rhs.startNegative_; |
| 339 | for (iColumn = 0; iColumn < numberMajor; iColumn++) { |
| 340 | int kColumn = whichColumn[iColumn]; |
| 341 | CoinBigIndex i; |
| 342 | for (i = startPositive1[kColumn]; i < startNegative1[kColumn]; i++) { |
| 343 | int kRow = index1[i]; |
| 344 | kRow = newRow[kRow]; |
| 345 | while (kRow >= 0) { |
| 346 | indices_[size++] = kRow; |
| 347 | kRow = duplicateRow[kRow]; |
| 348 | } |
| 349 | } |
| 350 | startNegative_[iColumn] = size; |
| 351 | for (; i < startPositive1[kColumn+1]; i++) { |
| 352 | int kRow = index1[i]; |
| 353 | kRow = newRow[kRow]; |
| 354 | while (kRow >= 0) { |
| 355 | indices_[size++] = kRow; |
| 356 | kRow = duplicateRow[kRow]; |
| 357 | } |
| 358 | } |
| 359 | startPositive_[iColumn+1] = size; |
| 360 | } |
| 361 | delete [] newRow; |
| 362 | delete [] duplicateRow; |
| 363 | } |
| 364 | // Check valid |
| 365 | checkValid(false); |
| 366 | } |
| 367 | |
| 368 | |
| 369 | /* Returns a new matrix in reverse order without gaps */ |
| 370 | ClpMatrixBase * |
| 371 | ClpPlusMinusOneMatrix::reverseOrderedCopy() const |
| 372 | { |
| 373 | int numberMinor = (!columnOrdered_) ? numberColumns_ : numberRows_; |
| 374 | int numberMajor = (columnOrdered_) ? numberColumns_ : numberRows_; |
| 375 | // count number in each row/column |
| 376 | CoinBigIndex * tempP = new CoinBigIndex [numberMinor]; |
| 377 | CoinBigIndex * tempN = new CoinBigIndex [numberMinor]; |
| 378 | memset(tempP, 0, numberMinor * sizeof(CoinBigIndex)); |
| 379 | memset(tempN, 0, numberMinor * sizeof(CoinBigIndex)); |
| 380 | CoinBigIndex j = 0; |
| 381 | int i; |
| 382 | for (i = 0; i < numberMajor; i++) { |
| 383 | for (; j < startNegative_[i]; j++) { |
| 384 | int iRow = indices_[j]; |
| 385 | tempP[iRow]++; |
| 386 | } |
| 387 | for (; j < startPositive_[i+1]; j++) { |
| 388 | int iRow = indices_[j]; |
| 389 | tempN[iRow]++; |
| 390 | } |
| 391 | } |
| 392 | int * newIndices = new int [startPositive_[numberMajor]]; |
| 393 | CoinBigIndex * newP = new CoinBigIndex [numberMinor+1]; |
| 394 | CoinBigIndex * newN = new CoinBigIndex[numberMinor]; |
| 395 | int iRow; |
| 396 | j = 0; |
| 397 | // do starts |
| 398 | for (iRow = 0; iRow < numberMinor; iRow++) { |
| 399 | newP[iRow] = j; |
| 400 | j += tempP[iRow]; |
| 401 | tempP[iRow] = newP[iRow]; |
| 402 | newN[iRow] = j; |
| 403 | j += tempN[iRow]; |
| 404 | tempN[iRow] = newN[iRow]; |
| 405 | } |
| 406 | newP[numberMinor] = j; |
| 407 | j = 0; |
| 408 | for (i = 0; i < numberMajor; i++) { |
| 409 | for (; j < startNegative_[i]; j++) { |
| 410 | int iRow = indices_[j]; |
| 411 | CoinBigIndex put = tempP[iRow]; |
| 412 | newIndices[put++] = i; |
| 413 | tempP[iRow] = put; |
| 414 | } |
| 415 | for (; j < startPositive_[i+1]; j++) { |
| 416 | int iRow = indices_[j]; |
| 417 | CoinBigIndex put = tempN[iRow]; |
| 418 | newIndices[put++] = i; |
| 419 | tempN[iRow] = put; |
| 420 | } |
| 421 | } |
| 422 | delete [] tempP; |
| 423 | delete [] tempN; |
| 424 | ClpPlusMinusOneMatrix * newCopy = new ClpPlusMinusOneMatrix(); |
| 425 | newCopy->passInCopy(numberMinor, numberMajor, |
| 426 | !columnOrdered_, newIndices, newP, newN); |
| 427 | return newCopy; |
| 428 | } |
| 429 | //unscaled versions |
| 430 | void |
| 431 | ClpPlusMinusOneMatrix::times(double scalar, |
| 432 | const double * x, double * y) const |
| 433 | { |
| 434 | int numberMajor = (columnOrdered_) ? numberColumns_ : numberRows_; |
| 435 | int i; |
| 436 | CoinBigIndex j; |
| 437 | assert (columnOrdered_); |
| 438 | for (i = 0; i < numberMajor; i++) { |
| 439 | double value = scalar * x[i]; |
| 440 | if (value) { |
| 441 | for (j = startPositive_[i]; j < startNegative_[i]; j++) { |
| 442 | int iRow = indices_[j]; |
| 443 | y[iRow] += value; |
| 444 | } |
| 445 | for (; j < startPositive_[i+1]; j++) { |
| 446 | int iRow = indices_[j]; |
| 447 | y[iRow] -= value; |
| 448 | } |
| 449 | } |
| 450 | } |
| 451 | } |
| 452 | void |
| 453 | ClpPlusMinusOneMatrix::transposeTimes(double scalar, |
| 454 | const double * x, double * y) const |
| 455 | { |
| 456 | int numberMajor = (columnOrdered_) ? numberColumns_ : numberRows_; |
| 457 | int i; |
| 458 | CoinBigIndex j = 0; |
| 459 | assert (columnOrdered_); |
| 460 | for (i = 0; i < numberMajor; i++) { |
| 461 | double value = 0.0; |
| 462 | for (; j < startNegative_[i]; j++) { |
| 463 | int iRow = indices_[j]; |
| 464 | value += x[iRow]; |
| 465 | } |
| 466 | for (; j < startPositive_[i+1]; j++) { |
| 467 | int iRow = indices_[j]; |
| 468 | value -= x[iRow]; |
| 469 | } |
| 470 | y[i] += scalar * value; |
| 471 | } |
| 472 | } |
| 473 | void |
| 474 | ClpPlusMinusOneMatrix::times(double scalar, |
| 475 | const double * x, double * y, |
| 476 | const double * /*rowScale*/, |
| 477 | const double * /*columnScale*/) const |
| 478 | { |
| 479 | // we know it is not scaled |
| 480 | times(scalar, x, y); |
| 481 | } |
| 482 | void |
| 483 | ClpPlusMinusOneMatrix::transposeTimes( double scalar, |
| 484 | const double * x, double * y, |
| 485 | const double * /*rowScale*/, |
| 486 | const double * /*columnScale*/, |
| 487 | double * /*spare*/) const |
| 488 | { |
| 489 | // we know it is not scaled |
| 490 | transposeTimes(scalar, x, y); |
| 491 | } |
| 492 | /* Return <code>x * A + y</code> in <code>z</code>. |
| 493 | Squashes small elements and knows about ClpSimplex */ |
| 494 | void |
| 495 | ClpPlusMinusOneMatrix::transposeTimes(const ClpSimplex * model, double scalar, |
| 496 | const CoinIndexedVector * rowArray, |
| 497 | CoinIndexedVector * y, |
| 498 | CoinIndexedVector * columnArray) const |
| 499 | { |
| 500 | // we know it is not scaled |
| 501 | columnArray->clear(); |
| 502 | double * pi = rowArray->denseVector(); |
| 503 | int numberNonZero = 0; |
| 504 | int * index = columnArray->getIndices(); |
| 505 | double * array = columnArray->denseVector(); |
| 506 | int numberInRowArray = rowArray->getNumElements(); |
| 507 | // maybe I need one in OsiSimplex |
| 508 | double zeroTolerance = model->zeroTolerance(); |
| 509 | int numberRows = model->numberRows(); |
| 510 | bool packed = rowArray->packedMode(); |
| 511 | #ifndef NO_RTTI |
| 512 | ClpPlusMinusOneMatrix* rowCopy = |
| 513 | dynamic_cast< ClpPlusMinusOneMatrix*>(model->rowCopy()); |
| 514 | #else |
| 515 | ClpPlusMinusOneMatrix* rowCopy = |
| 516 | static_cast< ClpPlusMinusOneMatrix*>(model->rowCopy()); |
| 517 | #endif |
| 518 | double factor = 0.3; |
| 519 | // We may not want to do by row if there may be cache problems |
| 520 | int numberColumns = model->numberColumns(); |
| 521 | // It would be nice to find L2 cache size - for moment 512K |
| 522 | // Be slightly optimistic |
| 523 | if (numberColumns * sizeof(double) > 1000000) { |
| 524 | if (numberRows * 10 < numberColumns) |
| 525 | factor = 0.1; |
| 526 | else if (numberRows * 4 < numberColumns) |
| 527 | factor = 0.15; |
| 528 | else if (numberRows * 2 < numberColumns) |
| 529 | factor = 0.2; |
| 530 | } |
| 531 | if (numberInRowArray > factor * numberRows || !rowCopy) { |
| 532 | assert (!y->getNumElements()); |
| 533 | // do by column |
| 534 | // Need to expand if packed mode |
| 535 | int iColumn; |
| 536 | CoinBigIndex j = 0; |
| 537 | assert (columnOrdered_); |
| 538 | if (packed) { |
| 539 | // need to expand pi into y |
| 540 | assert(y->capacity() >= numberRows); |
| 541 | double * piOld = pi; |
| 542 | pi = y->denseVector(); |
| 543 | const int * whichRow = rowArray->getIndices(); |
| 544 | int i; |
| 545 | // modify pi so can collapse to one loop |
| 546 | for (i = 0; i < numberInRowArray; i++) { |
| 547 | int iRow = whichRow[i]; |
| 548 | pi[iRow] = scalar * piOld[i]; |
| 549 | } |
| 550 | for (iColumn = 0; iColumn < numberColumns_; iColumn++) { |
| 551 | double value = 0.0; |
| 552 | for (; j < startNegative_[iColumn]; j++) { |
| 553 | int iRow = indices_[j]; |
| 554 | value += pi[iRow]; |
| 555 | } |
| 556 | for (; j < startPositive_[iColumn+1]; j++) { |
| 557 | int iRow = indices_[j]; |
| 558 | value -= pi[iRow]; |
| 559 | } |
| 560 | if (fabs(value) > zeroTolerance) { |
| 561 | array[numberNonZero] = value; |
| 562 | index[numberNonZero++] = iColumn; |
| 563 | } |
| 564 | } |
| 565 | for (i = 0; i < numberInRowArray; i++) { |
| 566 | int iRow = whichRow[i]; |
| 567 | pi[iRow] = 0.0; |
| 568 | } |
| 569 | } else { |
| 570 | for (iColumn = 0; iColumn < numberColumns_; iColumn++) { |
| 571 | double value = 0.0; |
| 572 | for (; j < startNegative_[iColumn]; j++) { |
| 573 | int iRow = indices_[j]; |
| 574 | value += pi[iRow]; |
| 575 | } |
| 576 | for (; j < startPositive_[iColumn+1]; j++) { |
| 577 | int iRow = indices_[j]; |
| 578 | value -= pi[iRow]; |
| 579 | } |
| 580 | value *= scalar; |
| 581 | if (fabs(value) > zeroTolerance) { |
| 582 | index[numberNonZero++] = iColumn; |
| 583 | array[iColumn] = value; |
| 584 | } |
| 585 | } |
| 586 | } |
| 587 | columnArray->setNumElements(numberNonZero); |
| 588 | } else { |
| 589 | // do by row |
| 590 | rowCopy->transposeTimesByRow(model, scalar, rowArray, y, columnArray); |
| 591 | } |
| 592 | } |
| 593 | /* Return <code>x * A + y</code> in <code>z</code>. |
| 594 | Squashes small elements and knows about ClpSimplex */ |
| 595 | void |
| 596 | ClpPlusMinusOneMatrix::transposeTimesByRow(const ClpSimplex * model, double scalar, |
| 597 | const CoinIndexedVector * rowArray, |
| 598 | CoinIndexedVector * y, |
| 599 | CoinIndexedVector * columnArray) const |
| 600 | { |
| 601 | columnArray->clear(); |
| 602 | double * pi = rowArray->denseVector(); |
| 603 | int numberNonZero = 0; |
| 604 | int * index = columnArray->getIndices(); |
| 605 | double * array = columnArray->denseVector(); |
| 606 | int numberInRowArray = rowArray->getNumElements(); |
| 607 | // maybe I need one in OsiSimplex |
| 608 | double zeroTolerance = model->zeroTolerance(); |
| 609 | const int * column = indices_; |
| 610 | const CoinBigIndex * startPositive = startPositive_; |
| 611 | const CoinBigIndex * startNegative = startNegative_; |
| 612 | const int * whichRow = rowArray->getIndices(); |
| 613 | bool packed = rowArray->packedMode(); |
| 614 | if (numberInRowArray > 2) { |
| 615 | // do by rows |
| 616 | int iRow; |
| 617 | double * markVector = y->denseVector(); // probably empty .. but |
| 618 | int numberOriginal = 0; |
| 619 | int i; |
| 620 | if (packed) { |
| 621 | numberNonZero = 0; |
| 622 | // and set up mark as char array |
| 623 | char * marked = reinterpret_cast<char *> (index + columnArray->capacity()); |
| 624 | double * array2 = y->denseVector(); |
| 625 | #ifdef CLP_DEBUG |
| 626 | int numberColumns = model->numberColumns(); |
| 627 | for (i = 0; i < numberColumns; i++) { |
| 628 | assert(!marked[i]); |
| 629 | assert(!array2[i]); |
| 630 | } |
| 631 | #endif |
| 632 | for (i = 0; i < numberInRowArray; i++) { |
| 633 | iRow = whichRow[i]; |
| 634 | double value = pi[i] * scalar; |
| 635 | CoinBigIndex j; |
| 636 | for (j = startPositive[iRow]; j < startNegative[iRow]; j++) { |
| 637 | int iColumn = column[j]; |
| 638 | if (!marked[iColumn]) { |
| 639 | marked[iColumn] = 1; |
| 640 | index[numberNonZero++] = iColumn; |
| 641 | } |
| 642 | array2[iColumn] += value; |
| 643 | } |
| 644 | for (j = startNegative[iRow]; j < startPositive[iRow+1]; j++) { |
| 645 | int iColumn = column[j]; |
| 646 | if (!marked[iColumn]) { |
| 647 | marked[iColumn] = 1; |
| 648 | index[numberNonZero++] = iColumn; |
| 649 | } |
| 650 | array2[iColumn] -= value; |
| 651 | } |
| 652 | } |
| 653 | // get rid of tiny values and zero out marked |
| 654 | numberOriginal = numberNonZero; |
| 655 | numberNonZero = 0; |
| 656 | for (i = 0; i < numberOriginal; i++) { |
| 657 | int iColumn = index[i]; |
| 658 | if (marked[iColumn]) { |
| 659 | double value = array2[iColumn]; |
| 660 | array2[iColumn] = 0.0; |
| 661 | marked[iColumn] = 0; |
| 662 | if (fabs(value) > zeroTolerance) { |
| 663 | array[numberNonZero] = value; |
| 664 | index[numberNonZero++] = iColumn; |
| 665 | } |
| 666 | } |
| 667 | } |
| 668 | } else { |
| 669 | numberNonZero = 0; |
| 670 | // and set up mark as char array |
| 671 | char * marked = reinterpret_cast<char *> (markVector); |
| 672 | for (i = 0; i < numberOriginal; i++) { |
| 673 | int iColumn = index[i]; |
| 674 | marked[iColumn] = 0; |
| 675 | } |
| 676 | for (i = 0; i < numberInRowArray; i++) { |
| 677 | iRow = whichRow[i]; |
| 678 | double value = pi[iRow] * scalar; |
| 679 | CoinBigIndex j; |
| 680 | for (j = startPositive[iRow]; j < startNegative[iRow]; j++) { |
| 681 | int iColumn = column[j]; |
| 682 | if (!marked[iColumn]) { |
| 683 | marked[iColumn] = 1; |
| 684 | index[numberNonZero++] = iColumn; |
| 685 | } |
| 686 | array[iColumn] += value; |
| 687 | } |
| 688 | for (j = startNegative[iRow]; j < startPositive[iRow+1]; j++) { |
| 689 | int iColumn = column[j]; |
| 690 | if (!marked[iColumn]) { |
| 691 | marked[iColumn] = 1; |
| 692 | index[numberNonZero++] = iColumn; |
| 693 | } |
| 694 | array[iColumn] -= value; |
| 695 | } |
| 696 | } |
| 697 | // get rid of tiny values and zero out marked |
| 698 | numberOriginal = numberNonZero; |
| 699 | numberNonZero = 0; |
| 700 | for (i = 0; i < numberOriginal; i++) { |
| 701 | int iColumn = index[i]; |
| 702 | marked[iColumn] = 0; |
| 703 | if (fabs(array[iColumn]) > zeroTolerance) { |
| 704 | index[numberNonZero++] = iColumn; |
| 705 | } else { |
| 706 | array[iColumn] = 0.0; |
| 707 | } |
| 708 | } |
| 709 | } |
| 710 | } else if (numberInRowArray == 2) { |
| 711 | /* do by rows when two rows (do longer first when not packed |
| 712 | and shorter first if packed */ |
| 713 | int iRow0 = whichRow[0]; |
| 714 | int iRow1 = whichRow[1]; |
| 715 | CoinBigIndex j; |
| 716 | if (packed) { |
| 717 | double pi0 = pi[0]; |
| 718 | double pi1 = pi[1]; |
| 719 | if (startPositive[iRow0+1] - startPositive[iRow0] > |
| 720 | startPositive[iRow1+1] - startPositive[iRow1]) { |
| 721 | int temp = iRow0; |
| 722 | iRow0 = iRow1; |
| 723 | iRow1 = temp; |
| 724 | pi0 = pi1; |
| 725 | pi1 = pi[0]; |
| 726 | } |
| 727 | // and set up mark as char array |
| 728 | char * marked = reinterpret_cast<char *> (index + columnArray->capacity()); |
| 729 | int * lookup = y->getIndices(); |
| 730 | double value = pi0 * scalar; |
| 731 | for (j = startPositive[iRow0]; j < startNegative[iRow0]; j++) { |
| 732 | int iColumn = column[j]; |
| 733 | array[numberNonZero] = value; |
| 734 | marked[iColumn] = 1; |
| 735 | lookup[iColumn] = numberNonZero; |
| 736 | index[numberNonZero++] = iColumn; |
| 737 | } |
| 738 | for (j = startNegative[iRow0]; j < startPositive[iRow0+1]; j++) { |
| 739 | int iColumn = column[j]; |
| 740 | array[numberNonZero] = -value; |
| 741 | marked[iColumn] = 1; |
| 742 | lookup[iColumn] = numberNonZero; |
| 743 | index[numberNonZero++] = iColumn; |
| 744 | } |
| 745 | int numberOriginal = numberNonZero; |
| 746 | value = pi1 * scalar; |
| 747 | for (j = startPositive[iRow1]; j < startNegative[iRow1]; j++) { |
| 748 | int iColumn = column[j]; |
| 749 | if (marked[iColumn]) { |
| 750 | int iLookup = lookup[iColumn]; |
| 751 | array[iLookup] += value; |
| 752 | } else { |
| 753 | if (fabs(value) > zeroTolerance) { |
| 754 | array[numberNonZero] = value; |
| 755 | index[numberNonZero++] = iColumn; |
| 756 | } |
| 757 | } |
| 758 | } |
| 759 | for (j = startNegative[iRow1]; j < startPositive[iRow1+1]; j++) { |
| 760 | int iColumn = column[j]; |
| 761 | if (marked[iColumn]) { |
| 762 | int iLookup = lookup[iColumn]; |
| 763 | array[iLookup] -= value; |
| 764 | } else { |
| 765 | if (fabs(value) > zeroTolerance) { |
| 766 | array[numberNonZero] = -value; |
| 767 | index[numberNonZero++] = iColumn; |
| 768 | } |
| 769 | } |
| 770 | } |
| 771 | // get rid of tiny values and zero out marked |
| 772 | int nDelete = 0; |
| 773 | for (j = 0; j < numberOriginal; j++) { |
| 774 | int iColumn = index[j]; |
| 775 | marked[iColumn] = 0; |
| 776 | if (fabs(array[j]) <= zeroTolerance) |
| 777 | nDelete++; |
| 778 | } |
| 779 | if (nDelete) { |
| 780 | numberOriginal = numberNonZero; |
| 781 | numberNonZero = 0; |
| 782 | for (j = 0; j < numberOriginal; j++) { |
| 783 | int iColumn = index[j]; |
| 784 | double value = array[j]; |
| 785 | array[j] = 0.0; |
| 786 | if (fabs(value) > zeroTolerance) { |
| 787 | array[numberNonZero] = value; |
| 788 | index[numberNonZero++] = iColumn; |
| 789 | } |
| 790 | } |
| 791 | } |
| 792 | } else { |
| 793 | if (startPositive[iRow0+1] - startPositive[iRow0] < |
| 794 | startPositive[iRow1+1] - startPositive[iRow1]) { |
| 795 | int temp = iRow0; |
| 796 | iRow0 = iRow1; |
| 797 | iRow1 = temp; |
| 798 | } |
| 799 | int numberOriginal; |
| 800 | int i; |
| 801 | numberNonZero = 0; |
| 802 | double value; |
| 803 | value = pi[iRow0] * scalar; |
| 804 | CoinBigIndex j; |
| 805 | for (j = startPositive[iRow0]; j < startNegative[iRow0]; j++) { |
| 806 | int iColumn = column[j]; |
| 807 | index[numberNonZero++] = iColumn; |
| 808 | array[iColumn] = value; |
| 809 | } |
| 810 | for (j = startNegative[iRow0]; j < startPositive[iRow0+1]; j++) { |
| 811 | int iColumn = column[j]; |
| 812 | index[numberNonZero++] = iColumn; |
| 813 | array[iColumn] = -value; |
| 814 | } |
| 815 | value = pi[iRow1] * scalar; |
| 816 | for (j = startPositive[iRow1]; j < startNegative[iRow1]; j++) { |
| 817 | int iColumn = column[j]; |
| 818 | double value2 = array[iColumn]; |
| 819 | if (value2) { |
| 820 | value2 += value; |
| 821 | } else { |
| 822 | value2 = value; |
| 823 | index[numberNonZero++] = iColumn; |
| 824 | } |
| 825 | array[iColumn] = value2; |
| 826 | } |
| 827 | for (j = startNegative[iRow1]; j < startPositive[iRow1+1]; j++) { |
| 828 | int iColumn = column[j]; |
| 829 | double value2 = array[iColumn]; |
| 830 | if (value2) { |
| 831 | value2 -= value; |
| 832 | } else { |
| 833 | value2 = -value; |
| 834 | index[numberNonZero++] = iColumn; |
| 835 | } |
| 836 | array[iColumn] = value2; |
| 837 | } |
| 838 | // get rid of tiny values and zero out marked |
| 839 | numberOriginal = numberNonZero; |
| 840 | numberNonZero = 0; |
| 841 | for (i = 0; i < numberOriginal; i++) { |
| 842 | int iColumn = index[i]; |
| 843 | if (fabs(array[iColumn]) > zeroTolerance) { |
| 844 | index[numberNonZero++] = iColumn; |
| 845 | } else { |
| 846 | array[iColumn] = 0.0; |
| 847 | } |
| 848 | } |
| 849 | } |
| 850 | } else if (numberInRowArray == 1) { |
| 851 | // Just one row |
| 852 | int iRow = rowArray->getIndices()[0]; |
| 853 | numberNonZero = 0; |
| 854 | double value; |
| 855 | iRow = whichRow[0]; |
| 856 | CoinBigIndex j; |
| 857 | if (packed) { |
| 858 | value = pi[0] * scalar; |
| 859 | if (fabs(value) > zeroTolerance) { |
| 860 | for (j = startPositive[iRow]; j < startNegative[iRow]; j++) { |
| 861 | int iColumn = column[j]; |
| 862 | array[numberNonZero] = value; |
| 863 | index[numberNonZero++] = iColumn; |
| 864 | } |
| 865 | for (j = startNegative[iRow]; j < startPositive[iRow+1]; j++) { |
| 866 | int iColumn = column[j]; |
| 867 | array[numberNonZero] = -value; |
| 868 | index[numberNonZero++] = iColumn; |
| 869 | } |
| 870 | } |
| 871 | } else { |
| 872 | value = pi[iRow] * scalar; |
| 873 | if (fabs(value) > zeroTolerance) { |
| 874 | for (j = startPositive[iRow]; j < startNegative[iRow]; j++) { |
| 875 | int iColumn = column[j]; |
| 876 | array[iColumn] = value; |
| 877 | index[numberNonZero++] = iColumn; |
| 878 | } |
| 879 | for (j = startNegative[iRow]; j < startPositive[iRow+1]; j++) { |
| 880 | int iColumn = column[j]; |
| 881 | array[iColumn] = -value; |
| 882 | index[numberNonZero++] = iColumn; |
| 883 | } |
| 884 | } |
| 885 | } |
| 886 | } |
| 887 | columnArray->setNumElements(numberNonZero); |
| 888 | if (packed) |
| 889 | columnArray->setPacked(); |
| 890 | y->setNumElements(0); |
| 891 | } |
| 892 | /* Return <code>x *A in <code>z</code> but |
| 893 | just for indices in y. */ |
| 894 | void |
| 895 | ClpPlusMinusOneMatrix::subsetTransposeTimes(const ClpSimplex * , |
| 896 | const CoinIndexedVector * rowArray, |
| 897 | const CoinIndexedVector * y, |
| 898 | CoinIndexedVector * columnArray) const |
| 899 | { |
| 900 | columnArray->clear(); |
| 901 | double * pi = rowArray->denseVector(); |
| 902 | double * array = columnArray->denseVector(); |
| 903 | int jColumn; |
| 904 | int numberToDo = y->getNumElements(); |
| 905 | const int * which = y->getIndices(); |
| 906 | assert (!rowArray->packedMode()); |
| 907 | columnArray->setPacked(); |
| 908 | for (jColumn = 0; jColumn < numberToDo; jColumn++) { |
| 909 | int iColumn = which[jColumn]; |
| 910 | double value = 0.0; |
| 911 | CoinBigIndex j = startPositive_[iColumn]; |
| 912 | for (; j < startNegative_[iColumn]; j++) { |
| 913 | int iRow = indices_[j]; |
| 914 | value += pi[iRow]; |
| 915 | } |
| 916 | for (; j < startPositive_[iColumn+1]; j++) { |
| 917 | int iRow = indices_[j]; |
| 918 | value -= pi[iRow]; |
| 919 | } |
| 920 | array[jColumn] = value; |
| 921 | } |
| 922 | } |
| 923 | /// returns number of elements in column part of basis, |
| 924 | CoinBigIndex |
| 925 | ClpPlusMinusOneMatrix::countBasis(const int * whichColumn, |
| 926 | int & numberColumnBasic) |
| 927 | { |
| 928 | int i; |
| 929 | CoinBigIndex numberElements = 0; |
| 930 | for (i = 0; i < numberColumnBasic; i++) { |
| 931 | int iColumn = whichColumn[i]; |
| 932 | numberElements += startPositive_[iColumn+1] - startPositive_[iColumn]; |
| 933 | } |
| 934 | return numberElements; |
| 935 | } |
| 936 | void |
| 937 | ClpPlusMinusOneMatrix::fillBasis(ClpSimplex * , |
| 938 | const int * whichColumn, |
| 939 | int & numberColumnBasic, |
| 940 | int * indexRowU, int * start, |
| 941 | int * rowCount, int * columnCount, |
| 942 | CoinFactorizationDouble * elementU) |
| 943 | { |
| 944 | int i; |
| 945 | CoinBigIndex numberElements = start[0]; |
| 946 | assert (columnOrdered_); |
| 947 | for (i = 0; i < numberColumnBasic; i++) { |
| 948 | int iColumn = whichColumn[i]; |
| 949 | CoinBigIndex j = startPositive_[iColumn]; |
| 950 | for (; j < startNegative_[iColumn]; j++) { |
| 951 | int iRow = indices_[j]; |
| 952 | indexRowU[numberElements] = iRow; |
| 953 | rowCount[iRow]++; |
| 954 | elementU[numberElements++] = 1.0; |
| 955 | } |
| 956 | for (; j < startPositive_[iColumn+1]; j++) { |
| 957 | int iRow = indices_[j]; |
| 958 | indexRowU[numberElements] = iRow; |
| 959 | rowCount[iRow]++; |
| 960 | elementU[numberElements++] = -1.0; |
| 961 | } |
| 962 | start[i+1] = numberElements; |
| 963 | columnCount[i] = numberElements - start[i]; |
| 964 | } |
| 965 | } |
| 966 | /* Unpacks a column into an CoinIndexedvector |
| 967 | */ |
| 968 | void |
| 969 | ClpPlusMinusOneMatrix::unpack(const ClpSimplex * , |
| 970 | CoinIndexedVector * rowArray, |
| 971 | int iColumn) const |
| 972 | { |
| 973 | CoinBigIndex j = startPositive_[iColumn]; |
| 974 | for (; j < startNegative_[iColumn]; j++) { |
| 975 | int iRow = indices_[j]; |
| 976 | rowArray->add(iRow, 1.0); |
| 977 | } |
| 978 | for (; j < startPositive_[iColumn+1]; j++) { |
| 979 | int iRow = indices_[j]; |
| 980 | rowArray->add(iRow, -1.0); |
| 981 | } |
| 982 | } |
| 983 | /* Unpacks a column into an CoinIndexedvector |
| 984 | ** in packed foramt |
| 985 | Note that model is NOT const. Bounds and objective could |
| 986 | be modified if doing column generation (just for this variable) */ |
| 987 | void |
| 988 | ClpPlusMinusOneMatrix::unpackPacked(ClpSimplex * , |
| 989 | CoinIndexedVector * rowArray, |
| 990 | int iColumn) const |
| 991 | { |
| 992 | int * index = rowArray->getIndices(); |
| 993 | double * array = rowArray->denseVector(); |
| 994 | int number = 0; |
| 995 | CoinBigIndex j = startPositive_[iColumn]; |
| 996 | for (; j < startNegative_[iColumn]; j++) { |
| 997 | int iRow = indices_[j]; |
| 998 | array[number] = 1.0; |
| 999 | index[number++] = iRow; |
| 1000 | } |
| 1001 | for (; j < startPositive_[iColumn+1]; j++) { |
| 1002 | int iRow = indices_[j]; |
| 1003 | array[number] = -1.0; |
| 1004 | index[number++] = iRow; |
| 1005 | } |
| 1006 | rowArray->setNumElements(number); |
| 1007 | rowArray->setPackedMode(true); |
| 1008 | } |
| 1009 | /* Adds multiple of a column into an CoinIndexedvector |
| 1010 | You can use quickAdd to add to vector */ |
| 1011 | void |
| 1012 | ClpPlusMinusOneMatrix::add(const ClpSimplex * , CoinIndexedVector * rowArray, |
| 1013 | int iColumn, double multiplier) const |
| 1014 | { |
| 1015 | CoinBigIndex j = startPositive_[iColumn]; |
| 1016 | for (; j < startNegative_[iColumn]; j++) { |
| 1017 | int iRow = indices_[j]; |
| 1018 | rowArray->quickAdd(iRow, multiplier); |
| 1019 | } |
| 1020 | for (; j < startPositive_[iColumn+1]; j++) { |
| 1021 | int iRow = indices_[j]; |
| 1022 | rowArray->quickAdd(iRow, -multiplier); |
| 1023 | } |
| 1024 | } |
| 1025 | /* Adds multiple of a column into an array */ |
| 1026 | void |
| 1027 | ClpPlusMinusOneMatrix::add(const ClpSimplex * , double * array, |
| 1028 | int iColumn, double multiplier) const |
| 1029 | { |
| 1030 | CoinBigIndex j = startPositive_[iColumn]; |
| 1031 | for (; j < startNegative_[iColumn]; j++) { |
| 1032 | int iRow = indices_[j]; |
| 1033 | array[iRow] += multiplier; |
| 1034 | } |
| 1035 | for (; j < startPositive_[iColumn+1]; j++) { |
| 1036 | int iRow = indices_[j]; |
| 1037 | array[iRow] -= multiplier; |
| 1038 | } |
| 1039 | } |
| 1040 | |
| 1041 | // Return a complete CoinPackedMatrix |
| 1042 | CoinPackedMatrix * |
| 1043 | ClpPlusMinusOneMatrix::getPackedMatrix() const |
| 1044 | { |
| 1045 | if (!matrix_) { |
| 1046 | int numberMinor = (!columnOrdered_) ? numberColumns_ : numberRows_; |
| 1047 | int numberMajor = (columnOrdered_) ? numberColumns_ : numberRows_; |
| 1048 | int numberElements = startPositive_[numberMajor]; |
| 1049 | double * elements = new double [numberElements]; |
| 1050 | CoinBigIndex j = 0; |
| 1051 | int i; |
| 1052 | for (i = 0; i < numberMajor; i++) { |
| 1053 | for (; j < startNegative_[i]; j++) { |
| 1054 | elements[j] = 1.0; |
| 1055 | } |
| 1056 | for (; j < startPositive_[i+1]; j++) { |
| 1057 | elements[j] = -1.0; |
| 1058 | } |
| 1059 | } |
| 1060 | matrix_ = new CoinPackedMatrix(columnOrdered_, numberMinor, numberMajor, |
| 1061 | getNumElements(), |
| 1062 | elements, indices_, |
| 1063 | startPositive_, getVectorLengths()); |
| 1064 | delete [] elements; |
| 1065 | delete [] lengths_; |
| 1066 | lengths_ = NULL; |
| 1067 | } |
| 1068 | return matrix_; |
| 1069 | } |
| 1070 | /* A vector containing the elements in the packed matrix. Note that there |
| 1071 | might be gaps in this list, entries that do not belong to any |
| 1072 | major-dimension vector. To get the actual elements one should look at |
| 1073 | this vector together with vectorStarts and vectorLengths. */ |
| 1074 | const double * |
| 1075 | ClpPlusMinusOneMatrix::getElements() const |
| 1076 | { |
| 1077 | if (!matrix_) |
| 1078 | getPackedMatrix(); |
| 1079 | return matrix_->getElements(); |
| 1080 | } |
| 1081 | |
| 1082 | const CoinBigIndex * |
| 1083 | ClpPlusMinusOneMatrix::getVectorStarts() const |
| 1084 | { |
| 1085 | return startPositive_; |
| 1086 | } |
| 1087 | /* The lengths of the major-dimension vectors. */ |
| 1088 | const int * |
| 1089 | ClpPlusMinusOneMatrix::getVectorLengths() const |
| 1090 | { |
| 1091 | if (!lengths_) { |
| 1092 | int numberMajor = (columnOrdered_) ? numberColumns_ : numberRows_; |
| 1093 | lengths_ = new int [numberMajor]; |
| 1094 | int i; |
| 1095 | for (i = 0; i < numberMajor; i++) { |
| 1096 | lengths_[i] = startPositive_[i+1] - startPositive_[i]; |
| 1097 | } |
| 1098 | } |
| 1099 | return lengths_; |
| 1100 | } |
| 1101 | /* Delete the columns whose indices are listed in <code>indDel</code>. */ |
| 1102 | void |
| 1103 | ClpPlusMinusOneMatrix::deleteCols(const int numDel, const int * indDel) |
| 1104 | { |
| 1105 | int iColumn; |
| 1106 | CoinBigIndex newSize = startPositive_[numberColumns_]; |
| 1107 | int numberBad = 0; |
| 1108 | // Use array to make sure we can have duplicates |
| 1109 | int * which = new int[numberColumns_]; |
| 1110 | memset(which, 0, numberColumns_ * sizeof(int)); |
| 1111 | int nDuplicate = 0; |
| 1112 | for (iColumn = 0; iColumn < numDel; iColumn++) { |
| 1113 | int jColumn = indDel[iColumn]; |
| 1114 | if (jColumn < 0 || jColumn >= numberColumns_) { |
| 1115 | numberBad++; |
| 1116 | } else { |
| 1117 | newSize -= startPositive_[jColumn+1] - startPositive_[jColumn]; |
| 1118 | if (which[jColumn]) |
| 1119 | nDuplicate++; |
| 1120 | else |
| 1121 | which[jColumn] = 1; |
| 1122 | } |
| 1123 | } |
| 1124 | if (numberBad) |
| 1125 | throw CoinError("Indices out of range" , "deleteCols" , "ClpPlusMinusOneMatrix" ); |
| 1126 | int newNumber = numberColumns_ - numDel + nDuplicate; |
| 1127 | // Get rid of temporary arrays |
| 1128 | delete [] lengths_; |
| 1129 | lengths_ = NULL; |
| 1130 | delete matrix_; |
| 1131 | matrix_ = NULL; |
| 1132 | CoinBigIndex * newPositive = new CoinBigIndex [newNumber+1]; |
| 1133 | CoinBigIndex * newNegative = new CoinBigIndex [newNumber]; |
| 1134 | int * newIndices = new int [newSize]; |
| 1135 | newNumber = 0; |
| 1136 | newSize = 0; |
| 1137 | for (iColumn = 0; iColumn < numberColumns_; iColumn++) { |
| 1138 | if (!which[iColumn]) { |
| 1139 | CoinBigIndex start, end; |
| 1140 | CoinBigIndex i; |
| 1141 | start = startPositive_[iColumn]; |
| 1142 | end = startNegative_[iColumn]; |
| 1143 | newPositive[newNumber] = newSize; |
| 1144 | for (i = start; i < end; i++) |
| 1145 | newIndices[newSize++] = indices_[i]; |
| 1146 | start = startNegative_[iColumn]; |
| 1147 | end = startPositive_[iColumn+1]; |
| 1148 | newNegative[newNumber++] = newSize; |
| 1149 | for (i = start; i < end; i++) |
| 1150 | newIndices[newSize++] = indices_[i]; |
| 1151 | } |
| 1152 | } |
| 1153 | newPositive[newNumber] = newSize; |
| 1154 | delete [] which; |
| 1155 | delete [] startPositive_; |
| 1156 | startPositive_ = newPositive; |
| 1157 | delete [] startNegative_; |
| 1158 | startNegative_ = newNegative; |
| 1159 | delete [] indices_; |
| 1160 | indices_ = newIndices; |
| 1161 | numberColumns_ = newNumber; |
| 1162 | } |
| 1163 | /* Delete the rows whose indices are listed in <code>indDel</code>. */ |
| 1164 | void |
| 1165 | ClpPlusMinusOneMatrix::deleteRows(const int numDel, const int * indDel) |
| 1166 | { |
| 1167 | int iRow; |
| 1168 | int numberBad = 0; |
| 1169 | // Use array to make sure we can have duplicates |
| 1170 | int * which = new int[numberRows_]; |
| 1171 | memset(which, 0, numberRows_ * sizeof(int)); |
| 1172 | int nDuplicate = 0; |
| 1173 | for (iRow = 0; iRow < numDel; iRow++) { |
| 1174 | int jRow = indDel[iRow]; |
| 1175 | if (jRow < 0 || jRow >= numberRows_) { |
| 1176 | numberBad++; |
| 1177 | } else { |
| 1178 | if (which[jRow]) |
| 1179 | nDuplicate++; |
| 1180 | else |
| 1181 | which[jRow] = 1; |
| 1182 | } |
| 1183 | } |
| 1184 | if (numberBad) |
| 1185 | throw CoinError("Indices out of range" , "deleteRows" , "ClpPlusMinusOneMatrix" ); |
| 1186 | CoinBigIndex iElement; |
| 1187 | CoinBigIndex numberElements = startPositive_[numberColumns_]; |
| 1188 | CoinBigIndex newSize = 0; |
| 1189 | for (iElement = 0; iElement < numberElements; iElement++) { |
| 1190 | iRow = indices_[iElement]; |
| 1191 | if (!which[iRow]) |
| 1192 | newSize++; |
| 1193 | } |
| 1194 | int newNumber = numberRows_ - numDel + nDuplicate; |
| 1195 | // Get rid of temporary arrays |
| 1196 | delete [] lengths_; |
| 1197 | lengths_ = NULL; |
| 1198 | delete matrix_; |
| 1199 | matrix_ = NULL; |
| 1200 | int * newIndices = new int [newSize]; |
| 1201 | newSize = 0; |
| 1202 | int iColumn; |
| 1203 | for (iColumn = 0; iColumn < numberColumns_; iColumn++) { |
| 1204 | CoinBigIndex start, end; |
| 1205 | CoinBigIndex i; |
| 1206 | start = startPositive_[iColumn]; |
| 1207 | end = startNegative_[iColumn]; |
| 1208 | startPositive_[newNumber] = newSize; |
| 1209 | for (i = start; i < end; i++) { |
| 1210 | iRow = indices_[i]; |
| 1211 | if (!which[iRow]) |
| 1212 | newIndices[newSize++] = iRow; |
| 1213 | } |
| 1214 | start = startNegative_[iColumn]; |
| 1215 | end = startPositive_[iColumn+1]; |
| 1216 | startNegative_[newNumber] = newSize; |
| 1217 | for (i = start; i < end; i++) { |
| 1218 | iRow = indices_[i]; |
| 1219 | if (!which[iRow]) |
| 1220 | newIndices[newSize++] = iRow; |
| 1221 | } |
| 1222 | } |
| 1223 | startPositive_[numberColumns_] = newSize; |
| 1224 | delete [] which; |
| 1225 | delete [] indices_; |
| 1226 | indices_ = newIndices; |
| 1227 | numberRows_ = newNumber; |
| 1228 | } |
| 1229 | bool |
| 1230 | ClpPlusMinusOneMatrix::isColOrdered() const |
| 1231 | { |
| 1232 | return columnOrdered_; |
| 1233 | } |
| 1234 | /* Number of entries in the packed matrix. */ |
| 1235 | CoinBigIndex |
| 1236 | ClpPlusMinusOneMatrix::getNumElements() const |
| 1237 | { |
| 1238 | int numberMajor = (columnOrdered_) ? numberColumns_ : numberRows_; |
| 1239 | if (startPositive_) |
| 1240 | return startPositive_[numberMajor]; |
| 1241 | else |
| 1242 | return 0; |
| 1243 | } |
| 1244 | // pass in copy (object takes ownership) |
| 1245 | void |
| 1246 | ClpPlusMinusOneMatrix::passInCopy(int numberRows, int numberColumns, |
| 1247 | bool columnOrdered, int * indices, |
| 1248 | CoinBigIndex * startPositive, CoinBigIndex * startNegative) |
| 1249 | { |
| 1250 | columnOrdered_ = columnOrdered; |
| 1251 | startPositive_ = startPositive; |
| 1252 | startNegative_ = startNegative; |
| 1253 | indices_ = indices; |
| 1254 | numberRows_ = numberRows; |
| 1255 | numberColumns_ = numberColumns; |
| 1256 | // Check valid |
| 1257 | checkValid(false); |
| 1258 | } |
| 1259 | // Just checks matrix valid - will say if dimensions not quite right if detail |
| 1260 | void |
| 1261 | ClpPlusMinusOneMatrix::checkValid(bool detail) const |
| 1262 | { |
| 1263 | int maxIndex = -1; |
| 1264 | int minIndex = columnOrdered_ ? numberRows_ : numberColumns_; |
| 1265 | int number = !columnOrdered_ ? numberRows_ : numberColumns_; |
| 1266 | int numberElements = getNumElements(); |
| 1267 | CoinBigIndex last = -1; |
| 1268 | int bad = 0; |
| 1269 | for (int i = 0; i < number; i++) { |
| 1270 | if(startPositive_[i] < last) |
| 1271 | bad++; |
| 1272 | else |
| 1273 | last = startPositive_[i]; |
| 1274 | if(startNegative_[i] < last) |
| 1275 | bad++; |
| 1276 | else |
| 1277 | last = startNegative_[i]; |
| 1278 | } |
| 1279 | if(startPositive_[number] < last) |
| 1280 | bad++; |
| 1281 | CoinAssertHint(!bad, "starts are not monotonic" ); |
| 1282 | for (CoinBigIndex cbi = 0; cbi < numberElements; cbi++) { |
| 1283 | maxIndex = CoinMax(indices_[cbi], maxIndex); |
| 1284 | minIndex = CoinMin(indices_[cbi], minIndex); |
| 1285 | } |
| 1286 | CoinAssert(maxIndex < (columnOrdered_ ? numberRows_ : numberColumns_)); |
| 1287 | CoinAssert(minIndex >= 0); |
| 1288 | if (detail) { |
| 1289 | if (minIndex > 0 || maxIndex + 1 < (columnOrdered_ ? numberRows_ : numberColumns_)) |
| 1290 | printf("Not full range of indices - %d to %d\n" , minIndex, maxIndex); |
| 1291 | } |
| 1292 | } |
| 1293 | /* Given positive integer weights for each row fills in sum of weights |
| 1294 | for each column (and slack). |
| 1295 | Returns weights vector |
| 1296 | */ |
| 1297 | CoinBigIndex * |
| 1298 | ClpPlusMinusOneMatrix::dubiousWeights(const ClpSimplex * model, int * inputWeights) const |
| 1299 | { |
| 1300 | int numberRows = model->numberRows(); |
| 1301 | int numberColumns = model->numberColumns(); |
| 1302 | int number = numberRows + numberColumns; |
| 1303 | CoinBigIndex * weights = new CoinBigIndex[number]; |
| 1304 | int i; |
| 1305 | for (i = 0; i < numberColumns; i++) { |
| 1306 | CoinBigIndex j; |
| 1307 | CoinBigIndex count = 0; |
| 1308 | for (j = startPositive_[i]; j < startPositive_[i+1]; j++) { |
| 1309 | int iRow = indices_[j]; |
| 1310 | count += inputWeights[iRow]; |
| 1311 | } |
| 1312 | weights[i] = count; |
| 1313 | } |
| 1314 | for (i = 0; i < numberRows; i++) { |
| 1315 | weights[i+numberColumns] = inputWeights[i]; |
| 1316 | } |
| 1317 | return weights; |
| 1318 | } |
| 1319 | // Append Columns |
| 1320 | void |
| 1321 | ClpPlusMinusOneMatrix::appendCols(int number, const CoinPackedVectorBase * const * columns) |
| 1322 | { |
| 1323 | int iColumn; |
| 1324 | CoinBigIndex size = 0; |
| 1325 | int numberBad = 0; |
| 1326 | for (iColumn = 0; iColumn < number; iColumn++) { |
| 1327 | int n = columns[iColumn]->getNumElements(); |
| 1328 | const double * element = columns[iColumn]->getElements(); |
| 1329 | size += n; |
| 1330 | int i; |
| 1331 | for (i = 0; i < n; i++) { |
| 1332 | if (fabs(element[i]) != 1.0) |
| 1333 | numberBad++; |
| 1334 | } |
| 1335 | } |
| 1336 | if (numberBad) |
| 1337 | throw CoinError("Not +- 1" , "appendCols" , "ClpPlusMinusOneMatrix" ); |
| 1338 | // Get rid of temporary arrays |
| 1339 | delete [] lengths_; |
| 1340 | lengths_ = NULL; |
| 1341 | delete matrix_; |
| 1342 | matrix_ = NULL; |
| 1343 | int numberNow = startPositive_[numberColumns_]; |
| 1344 | CoinBigIndex * temp; |
| 1345 | temp = new CoinBigIndex [numberColumns_+1+number]; |
| 1346 | CoinMemcpyN(startPositive_, (numberColumns_ + 1), temp); |
| 1347 | delete [] startPositive_; |
| 1348 | startPositive_ = temp; |
| 1349 | temp = new CoinBigIndex [numberColumns_+number]; |
| 1350 | CoinMemcpyN(startNegative_, numberColumns_, temp); |
| 1351 | delete [] startNegative_; |
| 1352 | startNegative_ = temp; |
| 1353 | int * temp2 = new int [numberNow+size]; |
| 1354 | CoinMemcpyN(indices_, numberNow, temp2); |
| 1355 | delete [] indices_; |
| 1356 | indices_ = temp2; |
| 1357 | // now add |
| 1358 | size = numberNow; |
| 1359 | for (iColumn = 0; iColumn < number; iColumn++) { |
| 1360 | int n = columns[iColumn]->getNumElements(); |
| 1361 | const int * row = columns[iColumn]->getIndices(); |
| 1362 | const double * element = columns[iColumn]->getElements(); |
| 1363 | int i; |
| 1364 | for (i = 0; i < n; i++) { |
| 1365 | if (element[i] == 1.0) |
| 1366 | indices_[size++] = row[i]; |
| 1367 | } |
| 1368 | startNegative_[iColumn+numberColumns_] = size; |
| 1369 | for (i = 0; i < n; i++) { |
| 1370 | if (element[i] == -1.0) |
| 1371 | indices_[size++] = row[i]; |
| 1372 | } |
| 1373 | startPositive_[iColumn+numberColumns_+1] = size; |
| 1374 | } |
| 1375 | |
| 1376 | numberColumns_ += number; |
| 1377 | } |
| 1378 | // Append Rows |
| 1379 | void |
| 1380 | ClpPlusMinusOneMatrix::appendRows(int number, const CoinPackedVectorBase * const * rows) |
| 1381 | { |
| 1382 | // Allocate arrays to use for counting |
| 1383 | int * countPositive = new int [numberColumns_+1]; |
| 1384 | memset(countPositive, 0, numberColumns_ * sizeof(int)); |
| 1385 | int * countNegative = new int [numberColumns_]; |
| 1386 | memset(countNegative, 0, numberColumns_ * sizeof(int)); |
| 1387 | int iRow; |
| 1388 | CoinBigIndex size = 0; |
| 1389 | int numberBad = 0; |
| 1390 | for (iRow = 0; iRow < number; iRow++) { |
| 1391 | int n = rows[iRow]->getNumElements(); |
| 1392 | const int * column = rows[iRow]->getIndices(); |
| 1393 | const double * element = rows[iRow]->getElements(); |
| 1394 | size += n; |
| 1395 | int i; |
| 1396 | for (i = 0; i < n; i++) { |
| 1397 | int iColumn = column[i]; |
| 1398 | if (element[i] == 1.0) |
| 1399 | countPositive[iColumn]++; |
| 1400 | else if (element[i] == -1.0) |
| 1401 | countNegative[iColumn]++; |
| 1402 | else |
| 1403 | numberBad++; |
| 1404 | } |
| 1405 | } |
| 1406 | if (numberBad) |
| 1407 | throw CoinError("Not +- 1" , "appendRows" , "ClpPlusMinusOneMatrix" ); |
| 1408 | // Get rid of temporary arrays |
| 1409 | delete [] lengths_; |
| 1410 | lengths_ = NULL; |
| 1411 | delete matrix_; |
| 1412 | matrix_ = NULL; |
| 1413 | int numberNow = startPositive_[numberColumns_]; |
| 1414 | int * newIndices = new int [numberNow+size]; |
| 1415 | // Update starts and turn counts into positions |
| 1416 | // also move current indices |
| 1417 | int iColumn; |
| 1418 | CoinBigIndex numberAdded = 0; |
| 1419 | for (iColumn = 0; iColumn < numberColumns_; iColumn++) { |
| 1420 | int n, move; |
| 1421 | CoinBigIndex now; |
| 1422 | now = startPositive_[iColumn]; |
| 1423 | move = startNegative_[iColumn] - now; |
| 1424 | n = countPositive[iColumn]; |
| 1425 | startPositive_[iColumn] += numberAdded; |
| 1426 | CoinMemcpyN(newIndices + startPositive_[iColumn], move, indices_ + now); |
| 1427 | countPositive[iColumn] = startNegative_[iColumn] + numberAdded; |
| 1428 | numberAdded += n; |
| 1429 | now = startNegative_[iColumn]; |
| 1430 | move = startPositive_[iColumn+1] - now; |
| 1431 | n = countNegative[iColumn]; |
| 1432 | startNegative_[iColumn] += numberAdded; |
| 1433 | CoinMemcpyN(newIndices + startNegative_[iColumn], move, indices_ + now); |
| 1434 | countNegative[iColumn] = startPositive_[iColumn+1] + numberAdded; |
| 1435 | numberAdded += n; |
| 1436 | } |
| 1437 | delete [] indices_; |
| 1438 | indices_ = newIndices; |
| 1439 | startPositive_[numberColumns_] += numberAdded; |
| 1440 | // Now put in |
| 1441 | for (iRow = 0; iRow < number; iRow++) { |
| 1442 | int newRow = numberRows_ + iRow; |
| 1443 | int n = rows[iRow]->getNumElements(); |
| 1444 | const int * column = rows[iRow]->getIndices(); |
| 1445 | const double * element = rows[iRow]->getElements(); |
| 1446 | int i; |
| 1447 | for (i = 0; i < n; i++) { |
| 1448 | int iColumn = column[i]; |
| 1449 | int put; |
| 1450 | if (element[i] == 1.0) { |
| 1451 | put = countPositive[iColumn]; |
| 1452 | countPositive[iColumn] = put + 1; |
| 1453 | } else { |
| 1454 | put = countNegative[iColumn]; |
| 1455 | countNegative[iColumn] = put + 1; |
| 1456 | } |
| 1457 | indices_[put] = newRow; |
| 1458 | } |
| 1459 | } |
| 1460 | delete [] countPositive; |
| 1461 | delete [] countNegative; |
| 1462 | numberRows_ += number; |
| 1463 | } |
| 1464 | /* Returns largest and smallest elements of both signs. |
| 1465 | Largest refers to largest absolute value. |
| 1466 | */ |
| 1467 | void |
| 1468 | ClpPlusMinusOneMatrix::rangeOfElements(double & smallestNegative, double & largestNegative, |
| 1469 | double & smallestPositive, double & largestPositive) |
| 1470 | { |
| 1471 | int iColumn; |
| 1472 | bool plusOne = false; |
| 1473 | bool minusOne = false; |
| 1474 | for (iColumn = 0; iColumn < numberColumns_; iColumn++) { |
| 1475 | if (startNegative_[iColumn] > startPositive_[iColumn]) |
| 1476 | plusOne = true; |
| 1477 | if (startPositive_[iColumn+1] > startNegative_[iColumn]) |
| 1478 | minusOne = true; |
| 1479 | } |
| 1480 | if (minusOne) { |
| 1481 | smallestNegative = -1.0; |
| 1482 | largestNegative = -1.0; |
| 1483 | } else { |
| 1484 | smallestNegative = 0.0; |
| 1485 | largestNegative = 0.0; |
| 1486 | } |
| 1487 | if (plusOne) { |
| 1488 | smallestPositive = 1.0; |
| 1489 | largestPositive = 1.0; |
| 1490 | } else { |
| 1491 | smallestPositive = 0.0; |
| 1492 | largestPositive = 0.0; |
| 1493 | } |
| 1494 | } |
| 1495 | // Says whether it can do partial pricing |
| 1496 | bool |
| 1497 | ClpPlusMinusOneMatrix::canDoPartialPricing() const |
| 1498 | { |
| 1499 | return true; |
| 1500 | } |
| 1501 | // Partial pricing |
| 1502 | void |
| 1503 | ClpPlusMinusOneMatrix::partialPricing(ClpSimplex * model, double startFraction, double endFraction, |
| 1504 | int & bestSequence, int & numberWanted) |
| 1505 | { |
| 1506 | numberWanted = currentWanted_; |
| 1507 | int start = static_cast<int> (startFraction * numberColumns_); |
| 1508 | int end = CoinMin(static_cast<int> (endFraction * numberColumns_ + 1), numberColumns_); |
| 1509 | CoinBigIndex j; |
| 1510 | double tolerance = model->currentDualTolerance(); |
| 1511 | double * reducedCost = model->djRegion(); |
| 1512 | const double * duals = model->dualRowSolution(); |
| 1513 | const double * cost = model->costRegion(); |
| 1514 | double bestDj; |
| 1515 | if (bestSequence >= 0) |
| 1516 | bestDj = fabs(reducedCost[bestSequence]); |
| 1517 | else |
| 1518 | bestDj = tolerance; |
| 1519 | int sequenceOut = model->sequenceOut(); |
| 1520 | int saveSequence = bestSequence; |
| 1521 | int iSequence; |
| 1522 | for (iSequence = start; iSequence < end; iSequence++) { |
| 1523 | if (iSequence != sequenceOut) { |
| 1524 | double value; |
| 1525 | ClpSimplex::Status status = model->getStatus(iSequence); |
| 1526 | |
| 1527 | switch(status) { |
| 1528 | |
| 1529 | case ClpSimplex::basic: |
| 1530 | case ClpSimplex::isFixed: |
| 1531 | break; |
| 1532 | case ClpSimplex::isFree: |
| 1533 | case ClpSimplex::superBasic: |
| 1534 | value = cost[iSequence]; |
| 1535 | j = startPositive_[iSequence]; |
| 1536 | for (; j < startNegative_[iSequence]; j++) { |
| 1537 | int iRow = indices_[j]; |
| 1538 | value -= duals[iRow]; |
| 1539 | } |
| 1540 | for (; j < startPositive_[iSequence+1]; j++) { |
| 1541 | int iRow = indices_[j]; |
| 1542 | value += duals[iRow]; |
| 1543 | } |
| 1544 | value = fabs(value); |
| 1545 | if (value > FREE_ACCEPT * tolerance) { |
| 1546 | numberWanted--; |
| 1547 | // we are going to bias towards free (but only if reasonable) |
| 1548 | value *= FREE_BIAS; |
| 1549 | if (value > bestDj) { |
| 1550 | // check flagged variable and correct dj |
| 1551 | if (!model->flagged(iSequence)) { |
| 1552 | bestDj = value; |
| 1553 | bestSequence = iSequence; |
| 1554 | } else { |
| 1555 | // just to make sure we don't exit before got something |
| 1556 | numberWanted++; |
| 1557 | } |
| 1558 | } |
| 1559 | } |
| 1560 | break; |
| 1561 | case ClpSimplex::atUpperBound: |
| 1562 | value = cost[iSequence]; |
| 1563 | j = startPositive_[iSequence]; |
| 1564 | for (; j < startNegative_[iSequence]; j++) { |
| 1565 | int iRow = indices_[j]; |
| 1566 | value -= duals[iRow]; |
| 1567 | } |
| 1568 | for (; j < startPositive_[iSequence+1]; j++) { |
| 1569 | int iRow = indices_[j]; |
| 1570 | value += duals[iRow]; |
| 1571 | } |
| 1572 | if (value > tolerance) { |
| 1573 | numberWanted--; |
| 1574 | if (value > bestDj) { |
| 1575 | // check flagged variable and correct dj |
| 1576 | if (!model->flagged(iSequence)) { |
| 1577 | bestDj = value; |
| 1578 | bestSequence = iSequence; |
| 1579 | } else { |
| 1580 | // just to make sure we don't exit before got something |
| 1581 | numberWanted++; |
| 1582 | } |
| 1583 | } |
| 1584 | } |
| 1585 | break; |
| 1586 | case ClpSimplex::atLowerBound: |
| 1587 | value = cost[iSequence]; |
| 1588 | j = startPositive_[iSequence]; |
| 1589 | for (; j < startNegative_[iSequence]; j++) { |
| 1590 | int iRow = indices_[j]; |
| 1591 | value -= duals[iRow]; |
| 1592 | } |
| 1593 | for (; j < startPositive_[iSequence+1]; j++) { |
| 1594 | int iRow = indices_[j]; |
| 1595 | value += duals[iRow]; |
| 1596 | } |
| 1597 | value = -value; |
| 1598 | if (value > tolerance) { |
| 1599 | numberWanted--; |
| 1600 | if (value > bestDj) { |
| 1601 | // check flagged variable and correct dj |
| 1602 | if (!model->flagged(iSequence)) { |
| 1603 | bestDj = value; |
| 1604 | bestSequence = iSequence; |
| 1605 | } else { |
| 1606 | // just to make sure we don't exit before got something |
| 1607 | numberWanted++; |
| 1608 | } |
| 1609 | } |
| 1610 | } |
| 1611 | break; |
| 1612 | } |
| 1613 | } |
| 1614 | if (!numberWanted) |
| 1615 | break; |
| 1616 | } |
| 1617 | if (bestSequence != saveSequence) { |
| 1618 | // recompute dj |
| 1619 | double value = cost[bestSequence]; |
| 1620 | j = startPositive_[bestSequence]; |
| 1621 | for (; j < startNegative_[bestSequence]; j++) { |
| 1622 | int iRow = indices_[j]; |
| 1623 | value -= duals[iRow]; |
| 1624 | } |
| 1625 | for (; j < startPositive_[bestSequence+1]; j++) { |
| 1626 | int iRow = indices_[j]; |
| 1627 | value += duals[iRow]; |
| 1628 | } |
| 1629 | reducedCost[bestSequence] = value; |
| 1630 | savedBestSequence_ = bestSequence; |
| 1631 | savedBestDj_ = reducedCost[savedBestSequence_]; |
| 1632 | } |
| 1633 | currentWanted_ = numberWanted; |
| 1634 | } |
| 1635 | // Allow any parts of a created CoinMatrix to be deleted |
| 1636 | void |
| 1637 | ClpPlusMinusOneMatrix::releasePackedMatrix() const |
| 1638 | { |
| 1639 | delete matrix_; |
| 1640 | delete [] lengths_; |
| 1641 | matrix_ = NULL; |
| 1642 | lengths_ = NULL; |
| 1643 | } |
| 1644 | /* Returns true if can combine transposeTimes and subsetTransposeTimes |
| 1645 | and if it would be faster */ |
| 1646 | bool |
| 1647 | ClpPlusMinusOneMatrix::canCombine(const ClpSimplex * model, |
| 1648 | const CoinIndexedVector * pi) const |
| 1649 | { |
| 1650 | int numberInRowArray = pi->getNumElements(); |
| 1651 | int numberRows = model->numberRows(); |
| 1652 | bool packed = pi->packedMode(); |
| 1653 | // factor should be smaller if doing both with two pi vectors |
| 1654 | double factor = 0.27; |
| 1655 | // We may not want to do by row if there may be cache problems |
| 1656 | // It would be nice to find L2 cache size - for moment 512K |
| 1657 | // Be slightly optimistic |
| 1658 | if (numberColumns_ * sizeof(double) > 1000000) { |
| 1659 | if (numberRows * 10 < numberColumns_) |
| 1660 | factor *= 0.333333333; |
| 1661 | else if (numberRows * 4 < numberColumns_) |
| 1662 | factor *= 0.5; |
| 1663 | else if (numberRows * 2 < numberColumns_) |
| 1664 | factor *= 0.66666666667; |
| 1665 | //if (model->numberIterations()%50==0) |
| 1666 | //printf("%d nonzero\n",numberInRowArray); |
| 1667 | } |
| 1668 | // if not packed then bias a bit more towards by column |
| 1669 | if (!packed) |
| 1670 | factor *= 0.9; |
| 1671 | return (numberInRowArray > factor * numberRows || !model->rowCopy()); |
| 1672 | } |
| 1673 | // These have to match ClpPrimalColumnSteepest version |
| 1674 | #define reference(i) (((reference[i>>5]>>(i&31))&1)!=0) |
| 1675 | // Updates two arrays for steepest |
| 1676 | void |
| 1677 | ClpPlusMinusOneMatrix::transposeTimes2(const ClpSimplex * model, |
| 1678 | const CoinIndexedVector * pi1, CoinIndexedVector * dj1, |
| 1679 | const CoinIndexedVector * pi2, |
| 1680 | CoinIndexedVector * spare, |
| 1681 | double referenceIn, double devex, |
| 1682 | // Array for exact devex to say what is in reference framework |
| 1683 | unsigned int * reference, |
| 1684 | double * weights, double scaleFactor) |
| 1685 | { |
| 1686 | // put row of tableau in dj1 |
| 1687 | double * pi = pi1->denseVector(); |
| 1688 | int numberNonZero = 0; |
| 1689 | int * index = dj1->getIndices(); |
| 1690 | double * array = dj1->denseVector(); |
| 1691 | int numberInRowArray = pi1->getNumElements(); |
| 1692 | double zeroTolerance = model->zeroTolerance(); |
| 1693 | bool packed = pi1->packedMode(); |
| 1694 | // do by column |
| 1695 | int iColumn; |
| 1696 | assert (!spare->getNumElements()); |
| 1697 | double * piWeight = pi2->denseVector(); |
| 1698 | assert (!pi2->packedMode()); |
| 1699 | bool killDjs = (scaleFactor == 0.0); |
| 1700 | if (!scaleFactor) |
| 1701 | scaleFactor = 1.0; |
| 1702 | // Note scale factor was -1.0 |
| 1703 | if (packed) { |
| 1704 | // need to expand pi into y |
| 1705 | assert(spare->capacity() >= model->numberRows()); |
| 1706 | double * piOld = pi; |
| 1707 | pi = spare->denseVector(); |
| 1708 | const int * whichRow = pi1->getIndices(); |
| 1709 | int i; |
| 1710 | // modify pi so can collapse to one loop |
| 1711 | for (i = 0; i < numberInRowArray; i++) { |
| 1712 | int iRow = whichRow[i]; |
| 1713 | pi[iRow] = piOld[i]; |
| 1714 | } |
| 1715 | CoinBigIndex j; |
| 1716 | for (iColumn = 0; iColumn < numberColumns_; iColumn++) { |
| 1717 | ClpSimplex::Status status = model->getStatus(iColumn); |
| 1718 | if (status == ClpSimplex::basic || status == ClpSimplex::isFixed) continue; |
| 1719 | double value = 0.0; |
| 1720 | for (j = startPositive_[iColumn]; j < startNegative_[iColumn]; j++) { |
| 1721 | int iRow = indices_[j]; |
| 1722 | value -= pi[iRow]; |
| 1723 | } |
| 1724 | for (; j < startPositive_[iColumn+1]; j++) { |
| 1725 | int iRow = indices_[j]; |
| 1726 | value += pi[iRow]; |
| 1727 | } |
| 1728 | if (fabs(value) > zeroTolerance) { |
| 1729 | // and do other array |
| 1730 | double modification = 0.0; |
| 1731 | for (j = startPositive_[iColumn]; j < startNegative_[iColumn]; j++) { |
| 1732 | int iRow = indices_[j]; |
| 1733 | modification += piWeight[iRow]; |
| 1734 | } |
| 1735 | for (; j < startPositive_[iColumn+1]; j++) { |
| 1736 | int iRow = indices_[j]; |
| 1737 | modification -= piWeight[iRow]; |
| 1738 | } |
| 1739 | double thisWeight = weights[iColumn]; |
| 1740 | double pivot = value * scaleFactor; |
| 1741 | double pivotSquared = pivot * pivot; |
| 1742 | thisWeight += pivotSquared * devex + pivot * modification; |
| 1743 | if (thisWeight < DEVEX_TRY_NORM) { |
| 1744 | if (referenceIn < 0.0) { |
| 1745 | // steepest |
| 1746 | thisWeight = CoinMax(DEVEX_TRY_NORM, DEVEX_ADD_ONE + pivotSquared); |
| 1747 | } else { |
| 1748 | // exact |
| 1749 | thisWeight = referenceIn * pivotSquared; |
| 1750 | if (reference(iColumn)) |
| 1751 | thisWeight += 1.0; |
| 1752 | thisWeight = CoinMax(thisWeight, DEVEX_TRY_NORM); |
| 1753 | } |
| 1754 | } |
| 1755 | weights[iColumn] = thisWeight; |
| 1756 | if (!killDjs) { |
| 1757 | array[numberNonZero] = value; |
| 1758 | index[numberNonZero++] = iColumn; |
| 1759 | } |
| 1760 | } |
| 1761 | } |
| 1762 | // zero out |
| 1763 | for (i = 0; i < numberInRowArray; i++) { |
| 1764 | int iRow = whichRow[i]; |
| 1765 | pi[iRow] = 0.0; |
| 1766 | } |
| 1767 | } else { |
| 1768 | CoinBigIndex j; |
| 1769 | for (iColumn = 0; iColumn < numberColumns_; iColumn++) { |
| 1770 | ClpSimplex::Status status = model->getStatus(iColumn); |
| 1771 | if (status == ClpSimplex::basic || status == ClpSimplex::isFixed) continue; |
| 1772 | double value = 0.0; |
| 1773 | for (j = startPositive_[iColumn]; j < startNegative_[iColumn]; j++) { |
| 1774 | int iRow = indices_[j]; |
| 1775 | value -= pi[iRow]; |
| 1776 | } |
| 1777 | for (; j < startPositive_[iColumn+1]; j++) { |
| 1778 | int iRow = indices_[j]; |
| 1779 | value += pi[iRow]; |
| 1780 | } |
| 1781 | if (fabs(value) > zeroTolerance) { |
| 1782 | // and do other array |
| 1783 | double modification = 0.0; |
| 1784 | for (j = startPositive_[iColumn]; j < startNegative_[iColumn]; j++) { |
| 1785 | int iRow = indices_[j]; |
| 1786 | modification += piWeight[iRow]; |
| 1787 | } |
| 1788 | for (; j < startPositive_[iColumn+1]; j++) { |
| 1789 | int iRow = indices_[j]; |
| 1790 | modification -= piWeight[iRow]; |
| 1791 | } |
| 1792 | double thisWeight = weights[iColumn]; |
| 1793 | double pivot = value * scaleFactor; |
| 1794 | double pivotSquared = pivot * pivot; |
| 1795 | thisWeight += pivotSquared * devex + pivot * modification; |
| 1796 | if (thisWeight < DEVEX_TRY_NORM) { |
| 1797 | if (referenceIn < 0.0) { |
| 1798 | // steepest |
| 1799 | thisWeight = CoinMax(DEVEX_TRY_NORM, DEVEX_ADD_ONE + pivotSquared); |
| 1800 | } else { |
| 1801 | // exact |
| 1802 | thisWeight = referenceIn * pivotSquared; |
| 1803 | if (reference(iColumn)) |
| 1804 | thisWeight += 1.0; |
| 1805 | thisWeight = CoinMax(thisWeight, DEVEX_TRY_NORM); |
| 1806 | } |
| 1807 | } |
| 1808 | weights[iColumn] = thisWeight; |
| 1809 | if (!killDjs) { |
| 1810 | array[iColumn] = value; |
| 1811 | index[numberNonZero++] = iColumn; |
| 1812 | } |
| 1813 | } |
| 1814 | } |
| 1815 | } |
| 1816 | dj1->setNumElements(numberNonZero); |
| 1817 | spare->setNumElements(0); |
| 1818 | if (packed) |
| 1819 | dj1->setPackedMode(true); |
| 1820 | } |
| 1821 | // Updates second array for steepest and does devex weights |
| 1822 | void |
| 1823 | ClpPlusMinusOneMatrix::subsetTimes2(const ClpSimplex * , |
| 1824 | CoinIndexedVector * dj1, |
| 1825 | const CoinIndexedVector * pi2, CoinIndexedVector *, |
| 1826 | double referenceIn, double devex, |
| 1827 | // Array for exact devex to say what is in reference framework |
| 1828 | unsigned int * reference, |
| 1829 | double * weights, double scaleFactor) |
| 1830 | { |
| 1831 | int number = dj1->getNumElements(); |
| 1832 | const int * index = dj1->getIndices(); |
| 1833 | double * array = dj1->denseVector(); |
| 1834 | assert( dj1->packedMode()); |
| 1835 | |
| 1836 | double * piWeight = pi2->denseVector(); |
| 1837 | bool killDjs = (scaleFactor == 0.0); |
| 1838 | if (!scaleFactor) |
| 1839 | scaleFactor = 1.0; |
| 1840 | for (int k = 0; k < number; k++) { |
| 1841 | int iColumn = index[k]; |
| 1842 | double pivot = array[k] * scaleFactor; |
| 1843 | if (killDjs) |
| 1844 | array[k] = 0.0; |
| 1845 | // and do other array |
| 1846 | double modification = 0.0; |
| 1847 | CoinBigIndex j; |
| 1848 | for (j = startPositive_[iColumn]; j < startNegative_[iColumn]; j++) { |
| 1849 | int iRow = indices_[j]; |
| 1850 | modification += piWeight[iRow]; |
| 1851 | } |
| 1852 | for (; j < startPositive_[iColumn+1]; j++) { |
| 1853 | int iRow = indices_[j]; |
| 1854 | modification -= piWeight[iRow]; |
| 1855 | } |
| 1856 | double thisWeight = weights[iColumn]; |
| 1857 | double pivotSquared = pivot * pivot; |
| 1858 | thisWeight += pivotSquared * devex + pivot * modification; |
| 1859 | if (thisWeight < DEVEX_TRY_NORM) { |
| 1860 | if (referenceIn < 0.0) { |
| 1861 | // steepest |
| 1862 | thisWeight = CoinMax(DEVEX_TRY_NORM, DEVEX_ADD_ONE + pivotSquared); |
| 1863 | } else { |
| 1864 | // exact |
| 1865 | thisWeight = referenceIn * pivotSquared; |
| 1866 | if (reference(iColumn)) |
| 1867 | thisWeight += 1.0; |
| 1868 | thisWeight = CoinMax(thisWeight, DEVEX_TRY_NORM); |
| 1869 | } |
| 1870 | } |
| 1871 | weights[iColumn] = thisWeight; |
| 1872 | } |
| 1873 | } |
| 1874 | /* Set the dimensions of the matrix. In effect, append new empty |
| 1875 | columns/rows to the matrix. A negative number for either dimension |
| 1876 | means that that dimension doesn't change. Otherwise the new dimensions |
| 1877 | MUST be at least as large as the current ones otherwise an exception |
| 1878 | is thrown. */ |
| 1879 | void |
| 1880 | ClpPlusMinusOneMatrix::setDimensions(int newnumrows, int newnumcols) |
| 1881 | { |
| 1882 | if (newnumrows < 0) |
| 1883 | newnumrows = numberRows_; |
| 1884 | if (newnumrows < numberRows_) |
| 1885 | throw CoinError("Bad new rownum (less than current)" , |
| 1886 | "setDimensions" , "CoinPackedMatrix" ); |
| 1887 | |
| 1888 | if (newnumcols < 0) |
| 1889 | newnumcols = numberColumns_; |
| 1890 | if (newnumcols < numberColumns_) |
| 1891 | throw CoinError("Bad new colnum (less than current)" , |
| 1892 | "setDimensions" , "CoinPackedMatrix" ); |
| 1893 | |
| 1894 | int number = 0; |
| 1895 | int length = 0; |
| 1896 | if (columnOrdered_) { |
| 1897 | length = numberColumns_; |
| 1898 | numberColumns_ = newnumcols; |
| 1899 | number = numberColumns_; |
| 1900 | |
| 1901 | } else { |
| 1902 | length = numberRows_; |
| 1903 | numberRows_ = newnumrows; |
| 1904 | number = numberRows_; |
| 1905 | } |
| 1906 | if (number > length) { |
| 1907 | CoinBigIndex * temp; |
| 1908 | int i; |
| 1909 | CoinBigIndex end = startPositive_[length]; |
| 1910 | temp = new CoinBigIndex [number+1]; |
| 1911 | CoinMemcpyN(startPositive_, (length + 1), temp); |
| 1912 | delete [] startPositive_; |
| 1913 | for (i = length + 1; i < number + 1; i++) |
| 1914 | temp[i] = end; |
| 1915 | startPositive_ = temp; |
| 1916 | temp = new CoinBigIndex [number]; |
| 1917 | CoinMemcpyN(startNegative_, length, temp); |
| 1918 | delete [] startNegative_; |
| 1919 | for (i = length; i < number; i++) |
| 1920 | temp[i] = end; |
| 1921 | startNegative_ = temp; |
| 1922 | } |
| 1923 | } |
| 1924 | #ifndef SLIM_CLP |
| 1925 | /* Append a set of rows/columns to the end of the matrix. Returns number of errors |
| 1926 | i.e. if any of the new rows/columns contain an index that's larger than the |
| 1927 | number of columns-1/rows-1 (if numberOther>0) or duplicates |
| 1928 | If 0 then rows, 1 if columns */ |
| 1929 | int |
| 1930 | ClpPlusMinusOneMatrix::appendMatrix(int number, int type, |
| 1931 | const CoinBigIndex * starts, const int * index, |
| 1932 | const double * element, int /*numberOther*/) |
| 1933 | { |
| 1934 | int numberErrors = 0; |
| 1935 | // make into CoinPackedVector |
| 1936 | CoinPackedVectorBase ** vectors = |
| 1937 | new CoinPackedVectorBase * [number]; |
| 1938 | int iVector; |
| 1939 | for (iVector = 0; iVector < number; iVector++) { |
| 1940 | int iStart = starts[iVector]; |
| 1941 | vectors[iVector] = |
| 1942 | new CoinPackedVector(starts[iVector+1] - iStart, |
| 1943 | index + iStart, element + iStart); |
| 1944 | } |
| 1945 | if (type == 0) { |
| 1946 | // rows |
| 1947 | appendRows(number, vectors); |
| 1948 | } else { |
| 1949 | // columns |
| 1950 | appendCols(number, vectors); |
| 1951 | } |
| 1952 | for (iVector = 0; iVector < number; iVector++) |
| 1953 | delete vectors[iVector]; |
| 1954 | delete [] vectors; |
| 1955 | return numberErrors; |
| 1956 | } |
| 1957 | #endif |
| 1958 | |