Solve the Jacobian matrix of Interior Point algorithms using the Pardiso solver. More...

#include <Hqp_IpPardiso.h>

Inherits Hqp_IpMatrix.

Public Member Functions
void	init (const Hqp_Program *)

void	update (const Hqp_Program *)

void	factor (const Hqp_Program , const VEC z, const VEC *w)

void	step (const Hqp_Program , const VEC z, const VEC w, const VEC r1, const VEC r2, const VEC r3, const VEC r4, VEC dx, VEC dy, VEC dz, VEC *dw)

const char *	name ()

Member access methods
const char *	pardiso_libname () const
	library containing solver

void	set_pardiso_libname (const char *value)
	set library containing solver

const char *	pardiso_funcname () const
	name of pardiso function

void	set_pardiso_funcname (const char *value)
	set name of pardiso function

int	nparallel () const
	number of processor cores to use

void	set_nparallel (int value)
	set number of processor cores to use

Protected Member Functions
void	free_pardiso ()

void	reinit_pardiso ()

Protected Attributes
int	_n

int	_me

int	_m

int	_nnz
	dimensions

int	_sbw
	semi band width of _J

Real	_tol
	tolerance for fill-in vs. stability

PERM *	_pivot

VEC *	_scale

VEC *	_r123

VEC *	_xyz

Parameters of PARDISO solver
Hqp_DynLoad	_dl
	dynamic load of solver library

char *	_pardiso_libname
	name of library containing solver

char *	_pardiso_funcname
	name of Pardiso function

pardiso_ft *	_pardiso_fp
	pointer to Pardiso function

int	_nparallel
	number of processor cores to use

void *	_pardiso_pt [64]

int	_pardiso_parm [64]

int	_reinit

IVEC *	_iv

IVEC *	_jv

VEC *	_v

VEC *	_v_raw

int	_maxfct
	Maximum number of numerical factorizations.

int	_mnum
	Which factorization to use.

int	_msglvl
	Print statistical information in file.

int	_error
	Initialize error flag.

int	_mtype
	Real symmetric matrix.

int	_nrhs
	Number of right hand sides.

int	_phase
	solution phase of the PARDISO solver

int	_dim
	dimension of equation system

Detailed Description

Solve the Jacobian matrix of Interior Point algorithms using the Pardiso solver.

The solver is loaded dynamically at runtime from the Intel Math Kernel Library per default (tested with MKL 10.2.5.035). The library containing the solver and the function name can be configured using mat_pardiso_libname and mat_pardiso_funcname, respectively.

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

Hqp_IpPardiso.h

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description