Ma57Solver Class Reference

#include <Ma57Solver.h>

Inheritance diagram for Ma57Solver:

Public Member Functions
	Ma57Solver (SparseSymMatrix *sgm, const int numOfNegEigVal_in=-1)
virtual	~Ma57Solver ()
virtual void	diagonalChanged (int idiag, int extent)
virtual int	matrixChanged ()
virtual void	solve (OoqpVector &rhs)
virtual void	solve (GenMatrix &rhs)
void	setValTreatAsZero (const double tolTreatAsZero)
void	setPivotTol (const double tolPivot)
Public Member Functions inherited from DoubleLinearSolver
	DoubleLinearSolver ()
virtual void	solveTrans (OoqpVector &x)
virtual void	Lsolve (OoqpVector &x)
virtual void	Dsolve (OoqpVector &x)
virtual void	Ltsolve (OoqpVector &x)
virtual	~DoubleLinearSolver ()

Protected Member Functions
virtual void	firstCall ()

Protected Attributes
int	icntl [20]
int	info [40]
double	cntl [5]
double	rinfo [20]
double	kThresholdPivoting
double	kTreatAsZero
double	kPrecision
int *	irowM
int *	jcolM
double *	M
int	n
int	nnz
int	lkeep
int *	keep
int	lifact
int *	ifact
int	lfact
double *	fact
double	ipessimism
double	rpessimism
SparseStorageHandle	mStorage

Private Member Functions
	Ma57Solver ()
void	SetUpMa57Solver (SparseSymMatrix *sgm)
void	solve (int solveType, OoqpVector &rhs)
int *	new_iworkn (int dim)
double *	new_dworkn (int dim)

Private Attributes
int *	iworkn
int	niworkn
double *	dworkn
int	ndworkn

Additional Inherited Members
Public Attributes inherited from DoubleLinearSolver
int	negEigVal
int	KryIter

Detailed Description

implements the linear solver class using the HSL MA57 solver

Constructor & Destructor Documentation

Ma57Solver::Ma57Solver ( )

inlineprivate

Ma57Solver::Ma57Solver	(	SparseSymMatrix *	sgm,
		const int	numOfNegEigVal_in = -1
	)

Ma57Solver::~Ma57Solver ( )

virtual

Member Function Documentation

void Ma57Solver::diagonalChanged ( int  idiag, int  extent  )

virtual

called if the diagonal elements of the matrix have changed. Triggers a refactorization of the matrix, if necessary.

Parameters

idiag	index of the first diagonal element that changed
extent	the number of diagonal element that changed.

Implements DoubleLinearSolver.

void Ma57Solver::firstCall ( )

protectedvirtual

called the very first time a matrix is factored. Allocates space for the factorization and performs ordering

int Ma57Solver::matrixChanged ( )

virtual

called if some elements of the matrix have changed. Triggers a refactorization of the matrix, if necessary.

Implements DoubleLinearSolver.

double * Ma57Solver::new_dworkn ( int  dim )

private

int * Ma57Solver::new_iworkn ( int  dim )

private

void Ma57Solver::setPivotTol ( const double  tolPivot )

inline

if pivot tolerence in MA57

void Ma57Solver::SetUpMa57Solver ( SparseSymMatrix *  sgm )

private

void Ma57Solver::setValTreatAsZero ( const double  tolTreatAsZero )

inline

if pivot < this val, treat it as Zero in MA57

void Ma57Solver::solve ( OoqpVector &  x )

virtual

solves a linear system.

Parameters

x	on entry the right hand side of the system to be solved. On exit, the solution.

Implements DoubleLinearSolver.

void Ma57Solver::solve ( GenMatrix &  rhs )

virtual

Reimplemented from DoubleLinearSolver.

void Ma57Solver::solve ( int  solveType, OoqpVector &  rhs  )

private

SimpleVectorHandle work( new SimpleVector(n) );

Member Data Documentation

double Ma57Solver::cntl[5]

protected

double* Ma57Solver::dworkn

private

double* Ma57Solver::fact

protected

int Ma57Solver::icntl[20]

protected

int * Ma57Solver::ifact

protected

int Ma57Solver::info[40]

protected

double Ma57Solver::ipessimism

protected

amounts by which to increase allocated factorization space when inadequate space is detected. ipessimism is for array "iw", rpessimism is for the array "fact".

int* Ma57Solver::irowM

protected

index array for the factorization

int* Ma57Solver::iworkn

private

int * Ma57Solver::jcolM

protected

int * Ma57Solver::keep

protected

double Ma57Solver::kPrecision

protected

precision we demand from the linear system solver. If it isn't attained on the first solve, we use iterative refinement and possibly refactorization with a higher value of kThresholdPivoting.

double Ma57Solver::kThresholdPivoting

protected

the Threshold Pivoting parameter, stored as U in the ma27dd common block. Takes values in the range [0,1]. Larger values enforce greater stability in the factorization as they insist on larger pivots. Smaller values preserve sparsity at the cost of using smaller pivots.

double Ma57Solver::kTreatAsZero

protected

the "Treat As Zero" parameter, stored as pivtol in the common block ma27td. The factorization will not accept a pivot whose absolute value is less than this parameter as a 1x1 pivot or as the off-diagonal in a 2x2 pivot.

int Ma57Solver::lfact

protected

int Ma57Solver::lifact

protected

temporary storage for the factorization process

int Ma57Solver::lkeep

protected

temporary storage

double* Ma57Solver::M

protected

storage for the original matrix

SparseStorageHandle Ma57Solver::mStorage

protected

store as a sparse symmetric matrix

int Ma57Solver::n

protected

dimension of the whole matrix

int Ma57Solver::ndworkn

private

int Ma57Solver::niworkn

private

int Ma57Solver::nnz

protected

number of nonzeros in the matrix

double Ma57Solver::rinfo[20]

protected

double Ma57Solver::rpessimism

protected

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The documentation for this class was generated from the following files:

• /home/michel/git/PIPS/PIPS-NLP/Core/LinearSolvers/Ma57Solver/Ma57Solver.h
• /home/michel/git/PIPS/PIPS-NLP/Core/LinearSolvers/Ma57Solver/Ma57Solver.C
• /home/michel/git/PIPS/PIPS-NLP/Core/LinearSolvers/Ma57Solver/Ma57Solver_withMa27.C