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TQpProbDens.cxx
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1// @(#)root/matrix:$Id$
2// Authors: Fons Rademakers, Eddy Offermann Mar 2004
3
4/*************************************************************************
5 * Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. *
6 * All rights reserved. *
7 * *
8 * For the licensing terms see $ROOTSYS/LICENSE. *
9 * For the list of contributors see $ROOTSYS/README/CREDITS. *
10 *************************************************************************/
11
12/*************************************************************************
13 * Parts of this file are copied from the OOQP distribution and *
14 * are subject to the following license: *
15 * *
16 * COPYRIGHT 2001 UNIVERSITY OF CHICAGO *
17 * *
18 * The copyright holder hereby grants you royalty-free rights to use, *
19 * reproduce, prepare derivative works, and to redistribute this software*
20 * to others, provided that any changes are clearly documented. This *
21 * software was authored by: *
22 * *
23 * E. MICHAEL GERTZ gertz@mcs.anl.gov *
24 * Mathematics and Computer Science Division *
25 * Argonne National Laboratory *
26 * 9700 S. Cass Avenue *
27 * Argonne, IL 60439-4844 *
28 * *
29 * STEPHEN J. WRIGHT swright@cs.wisc.edu *
30 * Computer Sciences Department *
31 * University of Wisconsin *
32 * 1210 West Dayton Street *
33 * Madison, WI 53706 FAX: (608)262-9777 *
34 * *
35 * Any questions or comments may be directed to one of the authors. *
36 * *
37 * ARGONNE NATIONAL LABORATORY (ANL), WITH FACILITIES IN THE STATES OF *
38 * ILLINOIS AND IDAHO, IS OWNED BY THE UNITED STATES GOVERNMENT, AND *
39 * OPERATED BY THE UNIVERSITY OF CHICAGO UNDER PROVISION OF A CONTRACT *
40 * WITH THE DEPARTMENT OF ENERGY. *
41 *************************************************************************/
42
43#include "TQpProbDens.h"
44#include "TMatrixD.h"
45#include "TQpLinSolverDens.h"
46
47////////////////////////////////////////////////////////////////////////////////
48///
49/// \class TQpProbDens
50///
51/// dense matrix problem formulation
52///
53////////////////////////////////////////////////////////////////////////////////
54
56
57////////////////////////////////////////////////////////////////////////////////
58/// Constructor
59
61 TQpProbBase(nx,my,mz)
62{
63 // We do not want more constrains than variables
64 R__ASSERT(nx-my-mz > 0);
65}
66
67
68////////////////////////////////////////////////////////////////////////////////
69/// Copy constructor
70
72{
73 *this = another;
74}
75
76
77////////////////////////////////////////////////////////////////////////////////
78/// Setup the data
79
81 Double_t *Q,
82 Double_t *xlo,Bool_t *ixlo,
83 Double_t *xup,Bool_t *ixup,
84 Double_t *A, Double_t *bA,
85 Double_t *C,
86 Double_t *clo,Bool_t *iclo,
87 Double_t *cup,Bool_t *icup)
88{
89 TVectorD vc ; vc .Use(fNx,c);
90 TMatrixDSym mQ ; mQ .Use(fNx,Q);
91 TVectorD vxlo; vxlo.Use(fNx,xlo);
92 TVectorD vxup; vxup.Use(fNx,xup);
93 TMatrixD mA ;
94 TVectorD vbA ;
95 if (fMy > 0) {
96 mA .Use(fMy,fNx,A);
97 vbA .Use(fMy,bA);
98 }
99 TMatrixD mC ;
100 TVectorD vclo;
101 TVectorD vcup;
102 if (fMz > 0) {
103 mC .Use(fMz,fNx,C);
104 vclo.Use(fMz,clo);
105 vcup.Use(fMz,cup);
106 }
107
108 TVectorD vixlo(fNx);
109 TVectorD vixup(fNx);
110 for (Int_t ix = 0; ix < fNx; ix++) {
111 vixlo[ix] = (ixlo[ix]) ? 1.0 : 0.0;
112 vixup[ix] = (ixup[ix]) ? 1.0 : 0.0;
113 }
114
115 TVectorD viclo(fMz);
116 TVectorD vicup(fMz);
117 for (Int_t ic = 0; ic < fMz; ic++) {
118 viclo[ic] = (iclo[ic]) ? 1.0 : 0.0;
119 vicup[ic] = (icup[ic]) ? 1.0 : 0.0;
120 }
121
122 TQpDataDens *data = new TQpDataDens(vc,mQ,vxlo,vixlo,vxup,vixup,mA,vbA,mC,vclo,
123 viclo,vcup,vicup);
124
125 return data;
126}
127
128
129////////////////////////////////////////////////////////////////////////////////
130/// Setup the data
131
133 TMatrixDBase &Q_in,
134 TVectorD &xlo, TVectorD &ixlo,
135 TVectorD &xup, TVectorD &ixup,
136 TMatrixDBase &A_in,TVectorD &bA,
137 TMatrixDBase &C_in,
138 TVectorD &clo, TVectorD &iclo,
139 TVectorD &cup, TVectorD &icup)
140{
141 TMatrixDSym &mQ = (TMatrixDSym &) Q_in;
142 TMatrixD &mA = (TMatrixD &) A_in;
143 TMatrixD &mC = (TMatrixD &) C_in;
144
145 R__ASSERT(mQ.GetNrows() == fNx && mQ.GetNcols() == fNx);
146 if (fMy > 0) R__ASSERT(mA.GetNrows() == fMy && mA.GetNcols() == fNx);
147 else R__ASSERT(mA.GetNrows() == fMy);
148 if (fMz > 0) R__ASSERT(mC.GetNrows() == fMz && mC.GetNcols() == fNx);
149 else R__ASSERT(mC.GetNrows() == fMz);
150
151 R__ASSERT(c.GetNrows() == fNx);
152 R__ASSERT(xlo.GetNrows() == fNx);
153 R__ASSERT(ixlo.GetNrows() == fNx);
154 R__ASSERT(xup.GetNrows() == fNx);
155 R__ASSERT(ixup.GetNrows() == fNx);
156
157 R__ASSERT(bA.GetNrows() == fMy);
158 R__ASSERT(clo.GetNrows() == fMz);
159 R__ASSERT(iclo.GetNrows() == fMz);
160 R__ASSERT(cup.GetNrows() == fMz);
161 R__ASSERT(icup.GetNrows() == fMz);
162
163 TQpDataDens *data = new TQpDataDens(c,mQ,xlo,ixlo,xup,ixup,mA,bA,mC,clo,iclo,cup,icup);
164
165 return data;
166}
167
168
169////////////////////////////////////////////////////////////////////////////////
170/// Setup the residuals
171
173{
174 TQpDataDens *data = (TQpDataDens *) data_in;
175 return new TQpResidual(fNx,fMy,fMz,data->fXloIndex,data->fXupIndex,data->fCloIndex,data->fCupIndex);
176}
177
178
179////////////////////////////////////////////////////////////////////////////////
180/// Setup the variables
181
183{
184 TQpDataDens *data = (TQpDataDens *) data_in;
185
186 return new TQpVar(fNx,fMy,fMz,data->fXloIndex,data->fXupIndex,data->fCloIndex,data->fCupIndex);
187}
188
189
190////////////////////////////////////////////////////////////////////////////////
191/// Setup the linear solver
192
194{
195 TQpDataDens *data = (TQpDataDens *) data_in;
196 return new TQpLinSolverDens(this,data);
197}
198
199
200////////////////////////////////////////////////////////////////////////////////
201/// Assembles a single vector object from three given vectors .
202/// rhs_out (output) final joined vector
203/// rhs1_in (input) first part of rhs
204/// rhs2_in (input) middle part of rhs
205/// rhs3_in (input) last part of rhs .
206
207void TQpProbDens::JoinRHS(TVectorD &rhs,TVectorD &rhs1_in,TVectorD &rhs2_in,TVectorD &rhs3_in)
208{
209 rhs.SetSub(0,rhs1_in);
210 if (fMy > 0) rhs.SetSub(fNx, rhs2_in);
211 if (fMz > 0) rhs.SetSub(fNx+fMy,rhs3_in);
212}
213
214
215////////////////////////////////////////////////////////////////////////////////
216/// Extracts three component vectors from a given aggregated vector.
217/// vars_in (input) aggregated vector
218/// x_in (output) first part of vars
219/// y_in (output) middle part of vars
220/// z_in (output) last part of vars
221
223{
224 x_in = vars_in.GetSub(0,fNx-1);
225 if (fMy > 0) y_in = vars_in.GetSub(fNx, fNx+fMy-1);
226 if (fMz > 0) z_in = vars_in.GetSub(fNx+fMy,fNx+fMy+fMz-1);
227}
228
229
230////////////////////////////////////////////////////////////////////////////////
231/// Create a random QP problem
232
233void TQpProbDens::MakeRandomData(TQpDataDens *&data,TQpVar *&soln,Int_t /*nnzQ*/,Int_t /*nnzA*/,Int_t /*nnzC*/)
234{
235 data = new TQpDataDens(fNx,fMy,fMz);
236 soln = this->MakeVariables(data);
237 data->DataRandom(soln->fX,soln->fY,soln->fZ,soln->fS);
238}
239
240
241////////////////////////////////////////////////////////////////////////////////
242/// Assignment operator
243
245{
246 if (this != &source) {
248 }
249 return *this;
250}
#define c(i)
Definition RSha256.hxx:101
#define ClassImp(name)
Definition Rtypes.h:377
#define R__ASSERT(e)
Definition TError.h:118
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void data
Int_t GetNrows() const
Int_t GetNcols() const
TMatrixTSym< Element > & Use(Int_t row_lwb, Int_t row_upb, Element *data)
TMatrixT< Element > & Use(Int_t row_lwb, Int_t row_upb, Int_t col_lwb, Int_t col_upb, Element *data)
Use the array data to fill the matrix ([row_lwb..row_upb] x [col_lwb..col_upb])
Data for the general QP formulation.
Definition TQpDataBase.h:61
Data for the dense QP formulation.
Definition TQpDataDens.h:63
Implementation of main solver for linear systems.
Implements the aspects of the solvers for dense general QP formulation that are specific to the dense...
default general problem formulation:
Definition TQpProbBase.h:89
TQpProbBase & operator=(const TQpProbBase &source)
Assignment operator.
dense matrix problem formulation
Definition TQpProbDens.h:61
TQpVar * MakeVariables(const TQpDataBase *data) override
Setup the variables.
void JoinRHS(TVectorD &rhs_in, TVectorD &rhs1_in, TVectorD &rhs2_in, TVectorD &rhs3_in) override
Assembles a single vector object from three given vectors .
virtual TQpDataBase * MakeData(Double_t *c, Double_t *Q, Double_t *xlo, Bool_t *ixlo, Double_t *xup, Bool_t *ixup, Double_t *A, Double_t *bA, Double_t *C, Double_t *clo, Bool_t *iclo, Double_t *cup, Bool_t *icup)
Setup the data.
TQpProbDens & operator=(const TQpProbDens &source)
Assignment operator.
void MakeRandomData(TQpDataDens *&data, TQpVar *&soln, Int_t nnzQ, Int_t nnzA, Int_t nnzC)
Create a random QP problem.
TQpLinSolverBase * MakeLinSys(const TQpDataBase *data) override
Setup the linear solver.
void SeparateVars(TVectorD &x_in, TVectorD &y_in, TVectorD &z_in, TVectorD &vars_in) override
Extracts three component vectors from a given aggregated vector.
TQpResidual * MakeResiduals(const TQpDataBase *data) override
Setup the residuals.
The Residuals class calculates and stores the quantities that appear on the right-hand side of the li...
Definition TQpResidual.h:62
Class containing the variables for the general QP formulation.
Definition TQpVar.h:60
TVectorD fX
Definition TQpVar.h:91
TVectorD fS
Definition TQpVar.h:92
TVectorD fY
Definition TQpVar.h:93
TVectorD fZ
Definition TQpVar.h:94
TVectorT< Element > & GetSub(Int_t row_lwb, Int_t row_upb, TVectorT< Element > &target, Option_t *option="S") const
Get subvector [row_lwb..row_upb]; The indexing range of the returned vector depends on the argument o...
Definition TVectorT.cxx:373
Int_t GetNrows() const
Definition TVectorT.h:75
TVectorT< Element > & SetSub(Int_t row_lwb, const TVectorT< Element > &source)
Insert vector source starting at [row_lwb], thereby overwriting the part [row_lwb....
Definition TVectorT.cxx:422
TVectorT< Element > & Use(Int_t lwb, Int_t upb, Element *data)
Use the array data to fill the vector lwb..upb].
Definition TVectorT.cxx:349