// @(#)root/quadp:$Name: $:$Id: TQpResidual.cxx,v 1.4 2005/09/04 10:02:30 brun Exp $
// Author: Eddy Offermann May 2004
/*************************************************************************
* Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. *
* All rights reserved. *
* *
* For the licensing terms see $ROOTSYS/LICENSE. *
* For the list of contributors see $ROOTSYS/README/CREDITS. *
*************************************************************************/
/*************************************************************************
* Parts of this file are copied from the OOQP distribution and *
* are subject to the following license: *
* *
* COPYRIGHT 2001 UNIVERSITY OF CHICAGO *
* *
* The copyright holder hereby grants you royalty-free rights to use, *
* reproduce, prepare derivative works, and to redistribute this software*
* to others, provided that any changes are clearly documented. This *
* software was authored by: *
* *
* E. MICHAEL GERTZ gertz@mcs.anl.gov *
* Mathematics and Computer Science Division *
* Argonne National Laboratory *
* 9700 S. Cass Avenue *
* Argonne, IL 60439-4844 *
* *
* STEPHEN J. WRIGHT swright@cs.wisc.edu *
* Computer Sciences Department *
* University of Wisconsin *
* 1210 West Dayton Street *
* Madison, WI 53706 FAX: (608)262-9777 *
* *
* Any questions or comments may be directed to one of the authors. *
* *
* ARGONNE NATIONAL LABORATORY (ANL), WITH FACILITIES IN THE STATES OF *
* ILLINOIS AND IDAHO, IS OWNED BY THE UNITED STATES GOVERNMENT, AND *
* OPERATED BY THE UNIVERSITY OF CHICAGO UNDER PROVISION OF A CONTRACT *
* WITH THE DEPARTMENT OF ENERGY. *
*************************************************************************/
//////////////////////////////////////////////////////////////////////////
// //
// TQpResidual //
// //
// Residuals for the general QP formulation //
// //
//////////////////////////////////////////////////////////////////////////
#include "Riostream.h"
#include "TQpResidual.h"
#include "TMatrixD.h"
ClassImp(TQpResidual)
//______________________________________________________________________________
TQpResidual::TQpResidual()
{
fNx = 0;
fMy = 0;
fMz = 0;
fNxup = 0.0;
fNxlo = 0.0;
fMcup = 0.0;
fMclo = 0.0;
}
//______________________________________________________________________________
TQpResidual::TQpResidual(Int_t nx,Int_t my,Int_t mz,TVectorD &ixlo,TVectorD &ixup,
TVectorD &iclo,TVectorD &icup)
{
fNx = nx;
fMy = my;
fMz = mz;
if (ixlo.GetNrows() > 0) fXloIndex.Use(ixlo.GetNrows(),ixlo.GetMatrixArray());
if (ixup.GetNrows() > 0) fXupIndex.Use(ixup.GetNrows(),ixup.GetMatrixArray());
if (iclo.GetNrows() > 0) fCloIndex.Use(iclo.GetNrows(),iclo.GetMatrixArray());
if (icup.GetNrows() > 0) fCupIndex.Use(icup.GetNrows(),icup.GetMatrixArray());
fNxlo = ixlo.NonZeros();
fNxup = ixup.NonZeros();
fMclo = iclo.NonZeros();
fMcup = icup.NonZeros();
fRQ.ResizeTo(fNx);
fRA.ResizeTo(fMy);
fRC.ResizeTo(fMz);
fRz.ResizeTo(fMz);
if (fMclo > 0) {
fRt.ResizeTo(fMz);
fRlambda.ResizeTo(fMz);
}
if (fMcup > 0) {
fRu.ResizeTo(fMz);
fRpi.ResizeTo(fMz);
}
if (fNxlo > 0) {
fRv.ResizeTo(fNx);
fRgamma.ResizeTo(fNx);
}
if (fNxup > 0) {
fRw.ResizeTo(fNx);
fRphi.ResizeTo(fNx);
}
}
//______________________________________________________________________________
TQpResidual::TQpResidual(const TQpResidual &another) : TObject(another)
{
*this = another;
}
//______________________________________________________________________________
void TQpResidual::CalcResids(TQpDataBase *prob_in,TQpVar *vars)
{
TQpDataDens *prob = (TQpDataDens *) prob_in;
fRQ.ResizeTo(prob->fG); fRQ = prob->fG;
prob->Qmult(1.0,fRQ,1.0,vars->fX);
// calculate x^T (g+Qx) - contribution to the duality gap
Double_t gap = fRQ*vars->fX;
prob->ATransmult(1.0,fRQ,-1.0,vars->fY);
prob->CTransmult(1.0,fRQ,-1.0,vars->fZ);
if (fNxlo > 0) Add(fRQ,-1.0,vars->fGamma);
if (fNxup > 0) Add(fRQ, 1.0,vars->fPhi);
Double_t norm = 0.0;
Double_t componentNorm = fRQ.NormInf();
if (componentNorm > norm) norm = componentNorm;
fRA.ResizeTo(prob->fBa); fRA = prob->fBa;
prob->Amult(-1.0,fRA,1.0,vars->fX);
// contribution -d^T y to duality gap
gap -= prob->fBa*vars->fY;
componentNorm = fRA.NormInf();
if( componentNorm > norm ) norm = componentNorm;
fRC.ResizeTo(vars->fS); fRC = vars->fS;
prob->Cmult(-1.0,fRC,1.0,vars->fX);
componentNorm = fRC.NormInf();
if( componentNorm > norm ) norm = componentNorm;
fRz.ResizeTo(vars->fZ); fRz = vars->fZ;
if (fMclo > 0) {
Add(fRz,-1.0,vars->fLambda);
fRt.ResizeTo(vars->fS); fRt = vars->fS;
Add(fRt,-1.0,prob->GetSlowerBound());
fRt.SelectNonZeros(fCloIndex);
Add(fRt,-1.0,vars->fT);
gap -= prob->fCloBound*vars->fLambda;
componentNorm = fRt.NormInf();
if( componentNorm > norm ) norm = componentNorm;
}
if (fMcup > 0) {
Add(fRz,1.0,vars->fPi);
fRu.ResizeTo(vars->fS); fRu = vars->fS;
Add(fRu,-1.0,prob->GetSupperBound() );
fRu.SelectNonZeros(fCupIndex);
Add(fRu,1.0,vars->fU);
gap += prob->fCupBound*vars->fPi;
componentNorm = fRu.NormInf();
if( componentNorm > norm ) norm = componentNorm;
}
componentNorm = fRz.NormInf();
if( componentNorm > norm ) norm = componentNorm;
if (fNxlo > 0) {
fRv.ResizeTo(vars->fX); fRv = vars->fX;
Add(fRv,-1.0,prob->GetXlowerBound());
fRv.SelectNonZeros(fXloIndex);
Add(fRv,-1.0,vars->fV);
gap -= prob->fXloBound*vars->fGamma;
componentNorm = fRv.NormInf();
if( componentNorm > norm ) norm = componentNorm;
}
if (fNxup > 0) {
fRw.ResizeTo(vars->fX); fRw = vars->fX;
Add(fRw,-1.0,prob->GetXupperBound());
fRw.SelectNonZeros(fXupIndex);
Add(fRw,1.0,vars->fW);
gap += prob->fXupBound*vars->fPhi;
componentNorm = fRw.NormInf();
if (componentNorm > norm) norm = componentNorm;
}
fDualityGap = gap;
fResidualNorm = norm;
}
//______________________________________________________________________________
void TQpResidual::Add_r3_xz_alpha(TQpVar *vars,Double_t alpha)
{
if (fMclo > 0) AddElemMult(fRlambda,1.0,vars->fT,vars->fLambda);
if (fMcup > 0) AddElemMult(fRpi ,1.0,vars->fU,vars->fPi);
if (fNxlo > 0) AddElemMult(fRgamma ,1.0,vars->fV,vars->fGamma);
if (fNxup > 0) AddElemMult(fRphi ,1.0,vars->fW,vars->fPhi);
if (alpha != 0.0) {
if (fMclo > 0) fRlambda.AddSomeConstant(alpha,fCloIndex);
if (fMcup > 0) fRpi .AddSomeConstant(alpha,fCupIndex);
if (fNxlo > 0) fRgamma .AddSomeConstant(alpha,fXloIndex);
if (fNxup > 0) fRphi .AddSomeConstant(alpha,fXupIndex);
}
}
//______________________________________________________________________________
void TQpResidual::Set_r3_xz_alpha(TQpVar *vars,Double_t alpha)
{
this->Clear_r3();
this->Add_r3_xz_alpha(vars,alpha);
}
//______________________________________________________________________________
void TQpResidual::Clear_r3()
{
if (fMclo > 0) fRlambda.Zero();
if (fMcup > 0) fRpi .Zero();
if (fNxlo > 0) fRgamma .Zero();
if (fNxup > 0) fRphi .Zero();
}
//______________________________________________________________________________
void TQpResidual::Clear_r1r2()
{
fRQ.Zero();
fRA.Zero();
fRC.Zero();
fRz.Zero();
if (fNxlo > 0) fRv.Zero();
if (fNxup > 0) fRw.Zero();
if (fMclo > 0) fRt.Zero();
if (fMcup > 0) fRu.Zero();
}
//______________________________________________________________________________
void TQpResidual::Project_r3(Double_t rmin,Double_t rmax)
{
if (fMclo > 0) {
GondzioProjection(fRlambda,rmin,rmax);
fRlambda.SelectNonZeros(fCloIndex);
}
if (fMcup > 0) {
GondzioProjection(fRpi,rmin,rmax);
fRpi.SelectNonZeros(fCupIndex);
}
if (fNxlo > 0) {
GondzioProjection(fRgamma,rmin,rmax);
fRgamma.SelectNonZeros(fXloIndex);
}
if (fNxup > 0) {
GondzioProjection(fRphi,rmin,rmax);
fRphi.SelectNonZeros(fXupIndex);
}
}
//______________________________________________________________________________
Bool_t TQpResidual::ValidNonZeroPattern()
{
if (fNxlo > 0 &&
(!fRv .MatchesNonZeroPattern(fXloIndex) ||
!fRgamma.MatchesNonZeroPattern(fXloIndex)) ) {
return kFALSE;
}
if (fNxup > 0 &&
(!fRw .MatchesNonZeroPattern(fXupIndex) ||
!fRphi.MatchesNonZeroPattern(fXupIndex)) ) {
return kFALSE;
}
if (fMclo > 0 &&
(!fRt .MatchesNonZeroPattern(fCloIndex) ||
!fRlambda.MatchesNonZeroPattern(fCloIndex)) ) {
return kFALSE;
}
if (fMcup > 0 &&
(!fRu .MatchesNonZeroPattern(fCupIndex) ||
!fRpi.MatchesNonZeroPattern(fCupIndex)) ) {
return kFALSE;
}
return kTRUE;
}
//______________________________________________________________________________
void TQpResidual::GondzioProjection(TVectorD &v,Double_t rmin,Double_t rmax)
{
Double_t * ep = v.GetMatrixArray();
const Double_t * const fep = ep+v.GetNrows();
while (ep < fep) {
if (*ep < rmin)
*ep = rmin - *ep;
else if (*ep > rmax)
*ep = rmax - *ep;
else
*ep = 0.0;
if (*ep < -rmax) *ep = -rmax;
ep++;
}
}
//______________________________________________________________________________
TQpResidual &TQpResidual::operator=(const TQpResidual &source)
{
if (this != &source) {
TObject::operator=(source);
fNx = source.fNx;
fMy = source.fMy;
fMz = source.fMz;
fNxup = source.fNxup;
fNxlo = source.fNxlo;
fMcup = source.fMcup;
fMclo = source.fMclo;
fXupIndex.ResizeTo(source.fXupIndex); fXupIndex = source.fXupIndex;
fXloIndex.ResizeTo(source.fXloIndex); fXloIndex = source.fXloIndex;
fCupIndex.ResizeTo(source.fCupIndex); fCupIndex = source.fCupIndex;
fCloIndex.ResizeTo(source.fCloIndex); fCupIndex = source.fCupIndex;
fRQ .ResizeTo(source.fRQ); fRQ = source.fRQ;
fRA .ResizeTo(source.fRA); fRA = source.fRA;
fRC .ResizeTo(source.fRC); fRC = source.fRC;
fRz .ResizeTo(source.fRz); fRz = source.fRz;
fRv .ResizeTo(source.fRv); fRv = source.fRv;
fRw .ResizeTo(source.fRw); fRw = source.fRw;
fRt .ResizeTo(source.fRt); fRt = source.fRt;
fRu .ResizeTo(source.fRu); fRu = source.fRu;
fRgamma .ResizeTo(source.fRgamma); fRgamma = source.fRgamma;
fRphi .ResizeTo(source.fRphi); fRphi = source.fRphi;
fRlambda.ResizeTo(source.fRlambda); fRlambda = source.fRlambda;
fRpi .ResizeTo(source.fRpi); fRpi = source.fRpi;
}
return *this;
}
ROOT page - Class index - Class Hierarchy - Top of the page
This page has been automatically generated. If you have any comments or suggestions about the page layout send a mail to ROOT support, or contact the developers with any questions or problems regarding ROOT.