include/root/TQpLinSolverDens.h

0001 // @(#)root/quadp:$Id$
0002 // Author: Eddy Offermann   May 2004
0003
0004 /*************************************************************************
0005  * Copyright (C) 1995-2000, Rene Brun and Fons Rademakers.               *
0006  * All rights reserved.                                                  *
0007  *                                                                       *
0008  * For the licensing terms see $ROOTSYS/LICENSE.                         *
0009  * For the list of contributors see $ROOTSYS/README/CREDITS.             *
0010  *************************************************************************/
0011
0012 /*************************************************************************
0013  * Parts of this file are copied from the OOQP distribution and          *
0014  * are subject to the following license:                                 *
0015  *                                                                       *
0016  * COPYRIGHT 2001 UNIVERSITY OF CHICAGO                                  *
0017  *                                                                       *
0018  * The copyright holder hereby grants you royalty-free rights to use,    *
0019  * reproduce, prepare derivative works, and to redistribute this software*
0020  * to others, provided that any changes are clearly documented. This     *
0021  * software was authored by:                                             *
0022  *                                                                       *
0023  *   E. MICHAEL GERTZ      gertz@mcs.anl.gov                             *
0024  *   Mathematics and Computer Science Division                           *
0025  *   Argonne National Laboratory                                         *
0026  *   9700 S. Cass Avenue                                                 *
0027  *   Argonne, IL 60439-4844                                              *
0028  *                                                                       *
0029  *   STEPHEN J. WRIGHT     swright@cs.wisc.edu                           *
0030  *   Computer Sciences Department                                        *
0031  *   University of Wisconsin                                             *
0032  *   1210 West Dayton Street                                             *
0033  *   Madison, WI 53706   FAX: (608)262-9777                              *
0034  *                                                                       *
0035  * Any questions or comments may be directed to one of the authors.      *
0036  *                                                                       *
0037  * ARGONNE NATIONAL LABORATORY (ANL), WITH FACILITIES IN THE STATES OF   *
0038  * ILLINOIS AND IDAHO, IS OWNED BY THE UNITED STATES GOVERNMENT, AND     *
0039  * OPERATED BY THE UNIVERSITY OF CHICAGO UNDER PROVISION OF A CONTRACT   *
0040  * WITH THE DEPARTMENT OF ENERGY.                                        *
0041  *************************************************************************/
0042
0043 #ifndef ROOT_TQpLinSolverDens
0044 #define ROOT_TQpLinSolverDens
0045
0046 #include "TQpLinSolverBase.h"
0047 #include "TQpProbDens.h"
0048 #include "TQpDataDens.h"
0049
0050 #include "TDecompLU.h"
0051
0052 ///////////////////////////////////////////////////////////////////////////
0053 //                                                                       //
0054 // Implements the aspects of the solvers for dense general QP            //
0055 // formulation that are specific to the dense case.                      //
0056 //                                                                       //
0057 ///////////////////////////////////////////////////////////////////////////
0058
0059 class TQpProbDens;
0060 class TQpLinSolverDens : public TQpLinSolverBase
0061 {
0062
0063 protected:
0064
0065    TMatrixDSym fKkt;
0066    TDecompLU   fSolveLU;
0067
0068 public:
0069    TQpLinSolverDens() {}
0070    TQpLinSolverDens(TQpProbDens *factory,TQpDataDens *data);
0071    TQpLinSolverDens(const TQpLinSolverDens &another);
0072
0073    ~TQpLinSolverDens() override {}
0074
0075    void Factor         (TQpDataBase *prob,TQpVar *vars) override;
0076    void SolveCompressed(TVectorD &rhs) override;
0077    void PutXDiagonal   (TVectorD &xdiag) override;
0078    void PutZDiagonal   (TVectorD &zdiag) override;
0079
0080    TQpLinSolverDens &operator= (const TQpLinSolverDens &source);
0081
0082    ClassDefOverride(TQpLinSolverDens,1)                // Qp linear solver class for Dens formulation
0083 };
0084 #endif