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TQpLinSolverSparse.h
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1 // @(#)root/quadp:$Id$
2 // Author: Eddy Offermann May 2004
3 
4 /*************************************************************************
5  * Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. *
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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 *
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41  *************************************************************************/
42 
43 #ifndef ROOT_TQpLinSolverSparse
44 #define ROOT_TQpLinSolverSparse
45 
46 #include "TQpLinSolverBase.h"
47 #include "TQpProbSparse.h"
48 #include "TQpDataSparse.h"
49 
50 #include "TDecompSparse.h"
51 
52 ///////////////////////////////////////////////////////////////////////////
53 // //
54 // Implements the aspects of the solvers for dense general QP //
55 // formulation that are specific to the dense case. //
56 // //
57 ///////////////////////////////////////////////////////////////////////////
58 
59 class TQpProbSparse;
60 class TQpLinSolverSparse : public TQpLinSolverBase
61 {
62 
63 protected:
64 
65  TMatrixDSparse fKkt;
66  TDecompSparse fSolveSparse;
67 
68 public:
69  TQpLinSolverSparse() {}
70  TQpLinSolverSparse(TQpProbSparse *factory,TQpDataSparse *data);
71  TQpLinSolverSparse(const TQpLinSolverSparse &another);
72 
73  virtual ~TQpLinSolverSparse() {}
74 
75  virtual void Factor (TQpDataBase *prob,TQpVar *vars);
76  virtual void SolveCompressed(TVectorD &rhs);
77  virtual void PutXDiagonal (TVectorD &xdiag);
78  virtual void PutZDiagonal (TVectorD &zdiag);
79 
80  TQpLinSolverSparse &operator= (const TQpLinSolverSparse &source);
81 
82  ClassDef(TQpLinSolverSparse,1) // Qp linear solver class for Sparse formulation
83 };
84 #endif