TQpLinSolverDens.h

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// @(#)root/quadp:$Id$
// 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_TQpLinSolverDens
#define ROOT_TQpLinSolverDens
 
#include "TQpLinSolverBase.h"
#include "TQpProbDens.h"
#include "TQpDataDens.h"
 
#include "TDecompLU.h"
 
///////////////////////////////////////////////////////////////////////////
//                                                                       //
// Implements the aspects of the solvers for dense general QP            //
// formulation that are specific to the dense case.                      //
//                                                                       //
///////////////////////////////////////////////////////////////////////////
 
class TQpProbDens;
class TQpLinSolverDens : public TQpLinSolverBase
{
 
protected:
 
   TMatrixDSym fKkt;
   TDecompLU   fSolveLU;
 
public:
   TQpLinSolverDens() {}
   TQpLinSolverDens(TQpProbDens *factory,TQpDataDens *data);
   TQpLinSolverDens(const TQpLinSolverDens &another);
 
   ~TQpLinSolverDens() override {}
 
   void Factor         (TQpDataBase *prob,TQpVar *vars) override;
   void SolveCompressed(TVectorD &rhs) override;
   void PutXDiagonal   (TVectorD &xdiag) override;
   void PutZDiagonal   (TVectorD &zdiag) override;
 
   TQpLinSolverDens &operator= (const TQpLinSolverDens &source);
 
   ClassDefOverride(TQpLinSolverDens,1)                // Qp linear solver class for Dens formulation
};
#endif