00001 // @(#)root/quadp:$Id: TQpLinSolverDens.cxx 20882 2007-11-19 11:31:26Z rdm $ 00002 // Author: Eddy Offermann May 2004 00003 00004 /************************************************************************* 00005 * Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. * 00006 * All rights reserved. * 00007 * * 00008 * For the licensing terms see $ROOTSYS/LICENSE. * 00009 * For the list of contributors see $ROOTSYS/README/CREDITS. * 00010 *************************************************************************/ 00011 00012 /************************************************************************* 00013 * Parts of this file are copied from the OOQP distribution and * 00014 * are subject to the following license: * 00015 * * 00016 * COPYRIGHT 2001 UNIVERSITY OF CHICAGO * 00017 * * 00018 * The copyright holder hereby grants you royalty-free rights to use, * 00019 * reproduce, prepare derivative works, and to redistribute this software* 00020 * to others, provided that any changes are clearly documented. This * 00021 * software was authored by: * 00022 * * 00023 * E. MICHAEL GERTZ gertz@mcs.anl.gov * 00024 * Mathematics and Computer Science Division * 00025 * Argonne National Laboratory * 00026 * 9700 S. Cass Avenue * 00027 * Argonne, IL 60439-4844 * 00028 * * 00029 * STEPHEN J. WRIGHT swright@cs.wisc.edu * 00030 * Computer Sciences Department * 00031 * University of Wisconsin * 00032 * 1210 West Dayton Street * 00033 * Madison, WI 53706 FAX: (608)262-9777 * 00034 * * 00035 * Any questions or comments may be directed to one of the authors. * 00036 * * 00037 * ARGONNE NATIONAL LABORATORY (ANL), WITH FACILITIES IN THE STATES OF * 00038 * ILLINOIS AND IDAHO, IS OWNED BY THE UNITED STATES GOVERNMENT, AND * 00039 * OPERATED BY THE UNIVERSITY OF CHICAGO UNDER PROVISION OF A CONTRACT * 00040 * WITH THE DEPARTMENT OF ENERGY. * 00041 *************************************************************************/ 00042 00043 ////////////////////////////////////////////////////////////////////////// 00044 // // 00045 // TQpLinSolverDens // 00046 // // 00047 // Implements the aspects of the solvers for dense general QP // 00048 // formulation that are specific to the dense case. // 00049 // // 00050 ////////////////////////////////////////////////////////////////////////// 00051 00052 #include "Riostream.h" 00053 #include "TQpLinSolverDens.h" 00054 00055 ClassImp(TQpLinSolverDens) 00056 00057 //______________________________________________________________________________ 00058 TQpLinSolverDens::TQpLinSolverDens(TQpProbDens *factory,TQpDataDens *data) : 00059 TQpLinSolverBase(factory,data) 00060 { 00061 // Constructor 00062 00063 const Int_t n = factory->fNx+factory->fMy+factory->fMz; 00064 fKkt.ResizeTo(n,n); 00065 00066 data->PutQIntoAt(fKkt,0, 0); 00067 if (fMy > 0) data->PutAIntoAt(fKkt,fNx, 0); 00068 if (fMz > 0) data->PutCIntoAt(fKkt,fNx+fMy,0); 00069 for (Int_t ix = fNx; ix < fNx+fMy+fMz; ix++) { 00070 for (Int_t iy = fNx; iy < fNx+fMy+fMz; iy++) 00071 fKkt(ix,iy) = 0.0; 00072 } 00073 00074 fSolveLU = TDecompLU(n); 00075 } 00076 00077 00078 //______________________________________________________________________________ 00079 TQpLinSolverDens::TQpLinSolverDens(const TQpLinSolverDens &another) : TQpLinSolverBase(another) 00080 { 00081 // Copy constructor 00082 00083 *this = another; 00084 } 00085 00086 00087 //______________________________________________________________________________ 00088 void TQpLinSolverDens::Factor(TQpDataBase *prob,TQpVar *vars) 00089 { 00090 // Sets up the matrix for the main linear system in "augmented system" form. 00091 00092 TQpLinSolverBase::Factor(prob,vars); 00093 fSolveLU.SetMatrix(fKkt); 00094 } 00095 00096 00097 //______________________________________________________________________________ 00098 void TQpLinSolverDens::PutXDiagonal(TVectorD &xdiag) 00099 { 00100 // Places the diagonal resulting from the bounds on x into the augmented system matrix 00101 00102 TMatrixDDiag diag(fKkt); 00103 for (Int_t i = 0; i < xdiag.GetNrows(); i++) 00104 diag[i] = xdiag[i]; 00105 } 00106 00107 00108 //______________________________________________________________________________ 00109 void TQpLinSolverDens::PutZDiagonal(TVectorD &zdiag) 00110 { 00111 // Places the diagonal resulting from the bounds on Cx into the augmented system matrix 00112 00113 TMatrixDDiag diag(fKkt); 00114 for (Int_t i = 0; i < zdiag.GetNrows(); i++) 00115 diag[i+fNx+fMy] = zdiag[i]; 00116 } 00117 00118 00119 //______________________________________________________________________________ 00120 void TQpLinSolverDens::SolveCompressed(TVectorD &compressedRhs) 00121 { 00122 // Perform the actual solve using the factors produced in factor. 00123 // rhs on input contains the aggregated right-hand side of the augmented system; 00124 // on output contains the solution in aggregated form . 00125 00126 fSolveLU.Solve(compressedRhs); 00127 } 00128 00129 00130 //______________________________________________________________________________ 00131 TQpLinSolverDens &TQpLinSolverDens::operator=(const TQpLinSolverDens &source) 00132 { 00133 // Assignment operator 00134 00135 if (this != &source) { 00136 TQpLinSolverBase::operator=(source); 00137 fKkt.ResizeTo(source.fKkt); fKkt = source.fKkt; 00138 fSolveLU = source.fSolveLU; 00139 } 00140 return *this; 00141 }
1.5.1