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< a href = "matrix__scaler_8cc.html" > Go to the documentation of this file.< / a > < div class = "fragment" > < div class = "line" > < a id = "l00001" name = "l00001" > < / a > < span class = "lineno" > 1< / span > < span class = "comment" > // Copyright 2010-2021 Google LLC< / span > < / div >
< div class = "line" > < a id = "l00002" name = "l00002" > < / a > < span class = "lineno" > 2< / span > < span class = "comment" > // Licensed under the Apache License, Version 2.0 (the " License" );< / span > < / div >
< div class = "line" > < a id = "l00003" name = "l00003" > < / a > < span class = "lineno" > 3< / span > < span class = "comment" > // you may not use this file except in compliance with the License.< / span > < / div >
< div class = "line" > < a id = "l00004" name = "l00004" > < / a > < span class = "lineno" > 4< / span > < span class = "comment" > // You may obtain a copy of the License at< / span > < / div >
< div class = "line" > < a id = "l00005" name = "l00005" > < / a > < span class = "lineno" > 5< / span > < span class = "comment" > //< / span > < / div >
< div class = "line" > < a id = "l00006" name = "l00006" > < / a > < span class = "lineno" > 6< / span > < span class = "comment" > // http://www.apache.org/licenses/LICENSE-2.0< / span > < / div >
< div class = "line" > < a id = "l00007" name = "l00007" > < / a > < span class = "lineno" > 7< / span > < span class = "comment" > //< / span > < / div >
< div class = "line" > < a id = "l00008" name = "l00008" > < / a > < span class = "lineno" > 8< / span > < span class = "comment" > // Unless required by applicable law or agreed to in writing, software< / span > < / div >
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< div class = "line" > < a id = "l00012" name = "l00012" > < / a > < span class = "lineno" > 12< / span > < span class = "comment" > // limitations under the License.< / span > < / div >
< div class = "line" > < a id = "l00013" name = "l00013" > < / a > < span class = "lineno" > 13< / span > < / div >
< div class = "line" > < a id = "l00014" name = "l00014" > < / a > < span class = "lineno" > 14< / span > < span class = "preprocessor" > #include " < a class = "code" href = "matrix__scaler_8h.html" > ortools/lp_data/matrix_scaler.h< / a > " < / span > < / div >
< div class = "line" > < a id = "l00015" name = "l00015" > < / a > < span class = "lineno" > 15< / span > < / div >
< div class = "line" > < a id = "l00016" name = "l00016" > < / a > < span class = "lineno" > 16< / span > < span class = "preprocessor" > #include < algorithm> < / span > < / div >
< div class = "line" > < a id = "l00017" name = "l00017" > < / a > < span class = "lineno" > 17< / span > < span class = "preprocessor" > #include < cmath> < / span > < / div >
< div class = "line" > < a id = "l00018" name = "l00018" > < / a > < span class = "lineno" > 18< / span > < span class = "preprocessor" > #include < vector> < / span > < / div >
< div class = "line" > < a id = "l00019" name = "l00019" > < / a > < span class = "lineno" > 19< / span > < / div >
< div class = "line" > < a id = "l00020" name = "l00020" > < / a > < span class = "lineno" > 20< / span > < span class = "preprocessor" > #include " absl/strings/str_format.h" < / span > < / div >
< div class = "line" > < a id = "l00021" name = "l00021" > < / a > < span class = "lineno" > 21< / span > < span class = "preprocessor" > #include " < a class = "code" href = "base_2logging_8h.html" > ortools/base/logging.h< / a > " < / span > < / div >
< div class = "line" > < a id = "l00022" name = "l00022" > < / a > < span class = "lineno" > 22< / span > < span class = "preprocessor" > #include " < a class = "code" href = "strong__vector_8h.html" > ortools/base/strong_vector.h< / a > " < / span > < / div >
< div class = "line" > < a id = "l00023" name = "l00023" > < / a > < span class = "lineno" > 23< / span > < span class = "preprocessor" > #include " < a class = "code" href = "revised__simplex_8h.html" > ortools/glop/revised_simplex.h< / a > " < / span > < / div >
< div class = "line" > < a id = "l00024" name = "l00024" > < / a > < span class = "lineno" > 24< / span > < span class = "preprocessor" > #include " < a class = "code" href = "lp__data_2lp__utils_8h.html" > ortools/lp_data/lp_utils.h< / a > " < / span > < / div >
< div class = "line" > < a id = "l00025" name = "l00025" > < / a > < span class = "lineno" > 25< / span > < span class = "preprocessor" > #include " < a class = "code" href = "sparse_8h.html" > ortools/lp_data/sparse.h< / a > " < / span > < / div >
< div class = "line" > < a id = "l00026" name = "l00026" > < / a > < span class = "lineno" > 26< / span > < span class = "preprocessor" > #include " < a class = "code" href = "time__limit_8h.html" > ortools/util/time_limit.h< / a > " < / span > < / div >
< div class = "line" > < a id = "l00027" name = "l00027" > < / a > < span class = "lineno" > 27< / span > < / div >
< div class = "line" > < a id = "l00028" name = "l00028" > < / a > < span class = "lineno" > 28< / span > < span class = "keyword" > namespace < / span > < a class = "code hl_namespace" href = "namespaceoperations__research.html" > operations_research< / a > {< / div >
< div class = "line" > < a id = "l00029" name = "l00029" > < / a > < span class = "lineno" > 29< / span > < span class = "keyword" > namespace < / span > glop {< / div >
< div class = "line" > < a id = "l00030" name = "l00030" > < / a > < span class = "lineno" > 30< / span > < / div >
< div class = "line" > < a id = "l00031" name = "l00031" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#aa5d52693bed51c5fb6e84c99a23799b5" > 31< / a > < / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#aa5d52693bed51c5fb6e84c99a23799b5" > SparseMatrixScaler::SparseMatrixScaler< / a > ()< / div >
< div class = "line" > < a id = "l00032" name = "l00032" > < / a > < span class = "lineno" > 32< / span > : matrix_(nullptr), row_scale_(), col_scale_() {}< / div >
< div class = "line" > < a id = "l00033" name = "l00033" > < / a > < span class = "lineno" > 33< / span > < / div >
< div class = "line" > < a id = "l00034" name = "l00034" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a2dd7d09e2fe8d71850baa854b0edbf27" > 34< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a2dd7d09e2fe8d71850baa854b0edbf27" > SparseMatrixScaler::Init< / a > (< a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html" > SparseMatrix< / a > * matrix) {< / div >
< div class = "line" > < a id = "l00035" name = "l00035" > < / a > < span class = "lineno" > 35< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (matrix != < span class = "keyword" > nullptr< / span > );< / div >
< div class = "line" > < a id = "l00036" name = "l00036" > < / a > < span class = "lineno" > 36< / span > matrix_ = matrix;< / div >
< div class = "line" > < a id = "l00037" name = "l00037" > < / a > < span class = "lineno" > 37< / span > row_scale_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e" > resize< / a > (matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd" > num_rows< / a > (), 1.0);< / div >
< div class = "line" > < a id = "l00038" name = "l00038" > < / a > < span class = "lineno" > 38< / span > col_scale_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e" > resize< / a > (matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813" > num_cols< / a > (), 1.0);< / div >
< div class = "line" > < a id = "l00039" name = "l00039" > < / a > < span class = "lineno" > 39< / span > }< / div >
< div class = "line" > < a id = "l00040" name = "l00040" > < / a > < span class = "lineno" > 40< / span > < / div >
< div class = "line" > < a id = "l00041" name = "l00041" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#aa71d36872f416feaa853788a7a7a7ef8" > 41< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#aa71d36872f416feaa853788a7a7a7ef8" > SparseMatrixScaler::Clear< / a > () {< / div >
< div class = "line" > < a id = "l00042" name = "l00042" > < / a > < span class = "lineno" > 42< / span > matrix_ = < span class = "keyword" > nullptr< / span > ;< / div >
< div class = "line" > < a id = "l00043" name = "l00043" > < / a > < span class = "lineno" > 43< / span > row_scale_.< a class = "code hl_function" href = "classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204" > clear< / a > ();< / div >
< div class = "line" > < a id = "l00044" name = "l00044" > < / a > < span class = "lineno" > 44< / span > col_scale_.< a class = "code hl_function" href = "classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204" > clear< / a > ();< / div >
< div class = "line" > < a id = "l00045" name = "l00045" > < / a > < span class = "lineno" > 45< / span > }< / div >
< div class = "line" > < a id = "l00046" name = "l00046" > < / a > < span class = "lineno" > 46< / span > < / div >
< div class = "line" > < a id = "l00047" name = "l00047" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#ada52fc5d004939ec0a71b5302434af02" > 47< / a > < / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#ada52fc5d004939ec0a71b5302434af02" > SparseMatrixScaler::RowUnscalingFactor< / a > (RowIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > )< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a id = "l00048" name = "l00048" > < / a > < span class = "lineno" > 48< / span > < a class = "code hl_define" href = "base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295" > DCHECK_GE< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > , 0);< / div >
< div class = "line" > < a id = "l00049" name = "l00049" > < / a > < span class = "lineno" > 49< / span > < span class = "keywordflow" > return< / span > < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < row_scale_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5" > size< / a > () ? row_scale_[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] : 1.0;< / div >
< div class = "line" > < a id = "l00050" name = "l00050" > < / a > < span class = "lineno" > 50< / span > }< / div >
< div class = "line" > < a id = "l00051" name = "l00051" > < / a > < span class = "lineno" > 51< / span > < / div >
< div class = "line" > < a id = "l00052" name = "l00052" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#ac9e0ca12adc5a8695b7c203049ae6f56" > 52< / a > < / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#ac9e0ca12adc5a8695b7c203049ae6f56" > SparseMatrixScaler::ColUnscalingFactor< / a > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a id = "l00053" name = "l00053" > < / a > < span class = "lineno" > 53< / span > < a class = "code hl_define" href = "base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295" > DCHECK_GE< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , 0);< / div >
< div class = "line" > < a id = "l00054" name = "l00054" > < / a > < span class = "lineno" > 54< / span > < span class = "keywordflow" > return< / span > < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < col_scale_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5" > size< / a > () ? col_scale_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] : 1.0;< / div >
< div class = "line" > < a id = "l00055" name = "l00055" > < / a > < span class = "lineno" > 55< / span > }< / div >
< div class = "line" > < a id = "l00056" name = "l00056" > < / a > < span class = "lineno" > 56< / span > < / div >
< div class = "line" > < a id = "l00057" name = "l00057" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a00be4687c662ab91018b1901422968ef" > 57< / a > < / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a00be4687c662ab91018b1901422968ef" > SparseMatrixScaler::RowScalingFactor< / a > (RowIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > )< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a id = "l00058" name = "l00058" > < / a > < span class = "lineno" > 58< / span > < span class = "keywordflow" > return< / span > 1.0 / < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#ada52fc5d004939ec0a71b5302434af02" > RowUnscalingFactor< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > );< / div >
< div class = "line" > < a id = "l00059" name = "l00059" > < / a > < span class = "lineno" > 59< / span > }< / div >
< div class = "line" > < a id = "l00060" name = "l00060" > < / a > < span class = "lineno" > 60< / span > < / div >
< div class = "line" > < a id = "l00061" name = "l00061" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a0fda0916591d196bc6a237a40c89dc2b" > 61< / a > < / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a0fda0916591d196bc6a237a40c89dc2b" > SparseMatrixScaler::ColScalingFactor< / a > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a id = "l00062" name = "l00062" > < / a > < span class = "lineno" > 62< / span > < span class = "keywordflow" > return< / span > 1.0 / < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#ac9e0ca12adc5a8695b7c203049ae6f56" > ColUnscalingFactor< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a id = "l00063" name = "l00063" > < / a > < span class = "lineno" > 63< / span > }< / div >
< div class = "line" > < a id = "l00064" name = "l00064" > < / a > < span class = "lineno" > 64< / span > < / div >
< div class = "line" > < a id = "l00065" name = "l00065" > < / a > < span class = "lineno" > 65< / span > std::string SparseMatrixScaler::DebugInformationString()< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a id = "l00066" name = "l00066" > < / a > < span class = "lineno" > 66< / span > < span class = "comment" > // Note that some computations are redundant with the computations made in< / span > < / div >
< div class = "line" > < a id = "l00067" name = "l00067" > < / a > < span class = "lineno" > 67< / span > < span class = "comment" > // some callees, but we do not care as this function is supposed to be called< / span > < / div >
< div class = "line" > < a id = "l00068" name = "l00068" > < / a > < span class = "lineno" > 68< / span > < span class = "comment" > // with FLAGS_v set to 1.< / span > < / div >
< div class = "line" > < a id = "l00069" name = "l00069" > < / a > < span class = "lineno" > 69< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (!row_scale_.< a class = "code hl_function" href = "classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc" > empty< / a > ());< / div >
< div class = "line" > < a id = "l00070" name = "l00070" > < / a > < span class = "lineno" > 70< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (!col_scale_.< a class = "code hl_function" href = "classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc" > empty< / a > ());< / div >
< div class = "line" > < a id = "l00071" name = "l00071" > < / a > < span class = "lineno" > 71< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > max_magnitude;< / div >
< div class = "line" > < a id = "l00072" name = "l00072" > < / a > < span class = "lineno" > 72< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > min_magnitude;< / div >
< div class = "line" > < a id = "l00073" name = "l00073" > < / a > < span class = "lineno" > 73< / span > matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a6ae7b0836055b9b6d182115027d496f9" > ComputeMinAndMaxMagnitudes< / a > (& min_magnitude, & max_magnitude);< / div >
< div class = "line" > < a id = "l00074" name = "l00074" > < / a > < span class = "lineno" > 74< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > dynamic_range = max_magnitude / min_magnitude;< / div >
< div class = "line" > < a id = "l00075" name = "l00075" > < / a > < span class = "lineno" > 75< / span > std::string output = absl::StrFormat(< / div >
< div class = "line" > < a id = "l00076" name = "l00076" > < / a > < span class = "lineno" > 76< / span > < span class = "stringliteral" > " Min magnitude = %g, max magnitude = %g\n" < / span > < / div >
< div class = "line" > < a id = "l00077" name = "l00077" > < / a > < span class = "lineno" > 77< / span > < span class = "stringliteral" > " Dynamic range = %g\n" < / span > < / div >
< div class = "line" > < a id = "l00078" name = "l00078" > < / a > < span class = "lineno" > 78< / span > < span class = "stringliteral" > " Variance = %g\n" < / span > < / div >
< div class = "line" > < a id = "l00079" name = "l00079" > < / a > < span class = "lineno" > 79< / span > < span class = "stringliteral" > " Minimum row scale = %g, maximum row scale = %g\n" < / span > < / div >
< div class = "line" > < a id = "l00080" name = "l00080" > < / a > < span class = "lineno" > 80< / span > < span class = "stringliteral" > " Minimum col scale = %g, maximum col scale = %g\n" < / span > ,< / div >
< div class = "line" > < a id = "l00081" name = "l00081" > < / a > < span class = "lineno" > 81< / span > min_magnitude, max_magnitude, dynamic_range,< / div >
< div class = "line" > < a id = "l00082" name = "l00082" > < / a > < span class = "lineno" > 82< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#af9524ee82f45fb16c26a3e6eb6f32ef3" > VarianceOfAbsoluteValueOfNonZeros< / a > (),< / div >
< div class = "line" > < a id = "l00083" name = "l00083" > < / a > < span class = "lineno" > 83< / span > *std::min_element(row_scale_.< a class = "code hl_function" href = "classabsl_1_1_strong_vector.html#ad69bd11391be1a1dba5c8202259664f8" > begin< / a > (), row_scale_.< a class = "code hl_function" href = "classabsl_1_1_strong_vector.html#acad38d52497a975bfb6f2f6acd76631f" > end< / a > ()),< / div >
< div class = "line" > < a id = "l00084" name = "l00084" > < / a > < span class = "lineno" > 84< / span > *std::max_element(row_scale_.< a class = "code hl_function" href = "classabsl_1_1_strong_vector.html#ad69bd11391be1a1dba5c8202259664f8" > begin< / a > (), row_scale_.< a class = "code hl_function" href = "classabsl_1_1_strong_vector.html#acad38d52497a975bfb6f2f6acd76631f" > end< / a > ()),< / div >
< div class = "line" > < a id = "l00085" name = "l00085" > < / a > < span class = "lineno" > 85< / span > *std::min_element(col_scale_.< a class = "code hl_function" href = "classabsl_1_1_strong_vector.html#ad69bd11391be1a1dba5c8202259664f8" > begin< / a > (), col_scale_.< a class = "code hl_function" href = "classabsl_1_1_strong_vector.html#acad38d52497a975bfb6f2f6acd76631f" > end< / a > ()),< / div >
< div class = "line" > < a id = "l00086" name = "l00086" > < / a > < span class = "lineno" > 86< / span > *std::max_element(col_scale_.< a class = "code hl_function" href = "classabsl_1_1_strong_vector.html#ad69bd11391be1a1dba5c8202259664f8" > begin< / a > (), col_scale_.< a class = "code hl_function" href = "classabsl_1_1_strong_vector.html#acad38d52497a975bfb6f2f6acd76631f" > end< / a > ()));< / div >
< div class = "line" > < a id = "l00087" name = "l00087" > < / a > < span class = "lineno" > 87< / span > < span class = "keywordflow" > return< / span > output;< / div >
< div class = "line" > < a id = "l00088" name = "l00088" > < / a > < span class = "lineno" > 88< / span > }< / div >
< div class = "line" > < a id = "l00089" name = "l00089" > < / a > < span class = "lineno" > 89< / span > < / div >
2022-03-04 00:11:33 +01:00
< div class = "line" > < a id = "l00090" name = "l00090" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#abc0a90242ca4f46222e707202f7918b0" > 90< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#abc0a90242ca4f46222e707202f7918b0" > SparseMatrixScaler::Scale< / a > (GlopParameters::ScalingAlgorithm method) {< / div >
2022-01-17 21:42:14 +01:00
< div class = "line" > < a id = "l00091" name = "l00091" > < / a > < span class = "lineno" > 91< / span > < span class = "comment" > // This is an implementation of the algorithm described in< / span > < / div >
< div class = "line" > < a id = "l00092" name = "l00092" > < / a > < span class = "lineno" > 92< / span > < span class = "comment" > // Benichou, M., Gauthier, J-M., Hentges, G., and Ribiere, G.,< / span > < / div >
< div class = "line" > < a id = "l00093" name = "l00093" > < / a > < span class = "lineno" > 93< / span > < span class = "comment" > // " The efficient solution of large-scale linear programming problems —< / span > < / div >
< div class = "line" > < a id = "l00094" name = "l00094" > < / a > < span class = "lineno" > 94< / span > < span class = "comment" > // some algorithmic techniques and computational results," < / span > < / div >
< div class = "line" > < a id = "l00095" name = "l00095" > < / a > < span class = "lineno" > 95< / span > < span class = "comment" > // Mathematical Programming 13(3) (December 1977).< / span > < / div >
< div class = "line" > < a id = "l00096" name = "l00096" > < / a > < span class = "lineno" > 96< / span > < span class = "comment" > // http://www.springerlink.com/content/j3367676856m0064/< / span > < / div >
< div class = "line" > < a id = "l00097" name = "l00097" > < / a > < span class = "lineno" > 97< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (matrix_ != < span class = "keyword" > nullptr< / span > );< / div >
< div class = "line" > < a id = "l00098" name = "l00098" > < / a > < span class = "lineno" > 98< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > max_magnitude;< / div >
< div class = "line" > < a id = "l00099" name = "l00099" > < / a > < span class = "lineno" > 99< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > min_magnitude;< / div >
< div class = "line" > < a id = "l00100" name = "l00100" > < / a > < span class = "lineno" > 100< / span > matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a6ae7b0836055b9b6d182115027d496f9" > ComputeMinAndMaxMagnitudes< / a > (& min_magnitude, & max_magnitude);< / div >
< div class = "line" > < a id = "l00101" name = "l00101" > < / a > < span class = "lineno" > 101< / span > < span class = "keywordflow" > if< / span > (min_magnitude == 0.0) {< / div >
< div class = "line" > < a id = "l00102" name = "l00102" > < / a > < span class = "lineno" > 102< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0" > DCHECK_EQ< / a > (0.0, max_magnitude);< / div >
< div class = "line" > < a id = "l00103" name = "l00103" > < / a > < span class = "lineno" > 103< / span > < span class = "keywordflow" > return< / span > ; < span class = "comment" > // Null matrix: nothing to do.< / span > < / div >
< div class = "line" > < a id = "l00104" name = "l00104" > < / a > < span class = "lineno" > 104< / span > }< / div >
< div class = "line" > < a id = "l00105" name = "l00105" > < / a > < span class = "lineno" > 105< / span > < a class = "code hl_define" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (1) < < < span class = "stringliteral" > " Before scaling:\n" < / span > < < DebugInformationString();< / div >
2022-03-04 00:11:33 +01:00
< div class = "line" > < a id = "l00106" name = "l00106" > < / a > < span class = "lineno" > 106< / span > < span class = "keywordflow" > if< / span > (method == GlopParameters::LINEAR_PROGRAM) {< / div >
2022-01-17 21:42:14 +01:00
< div class = "line" > < a id = "l00107" name = "l00107" > < / a > < span class = "lineno" > 107< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_status.html" > Status< / a > lp_status = < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a4eedd0e414498a0b6bc4f2ce2143da72" > LPScale< / a > ();< / div >
< div class = "line" > < a id = "l00108" name = "l00108" > < / a > < span class = "lineno" > 108< / span > < span class = "comment" > // Revert to the default scaling method if there is an error with the LP.< / span > < / div >
< div class = "line" > < a id = "l00109" name = "l00109" > < / a > < span class = "lineno" > 109< / span > < span class = "keywordflow" > if< / span > (lp_status.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_status.html#a03cb7eaa663dc83af68bc28a596d09e6" > ok< / a > ()) {< / div >
< div class = "line" > < a id = "l00110" name = "l00110" > < / a > < span class = "lineno" > 110< / span > < span class = "keywordflow" > return< / span > ;< / div >
< div class = "line" > < a id = "l00111" name = "l00111" > < / a > < span class = "lineno" > 111< / span > } < span class = "keywordflow" > else< / span > {< / div >
< div class = "line" > < a id = "l00112" name = "l00112" > < / a > < span class = "lineno" > 112< / span > < a class = "code hl_define" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (1) < < < span class = "stringliteral" > " Error with LP scaling: " < / span > < < lp_status.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_status.html#abc9cf268b3c06dff63be23f21995a892" > error_message< / a > ();< / div >
< div class = "line" > < a id = "l00113" name = "l00113" > < / a > < span class = "lineno" > 113< / span > }< / div >
< div class = "line" > < a id = "l00114" name = "l00114" > < / a > < span class = "lineno" > 114< / span > }< / div >
< div class = "line" > < a id = "l00115" name = "l00115" > < / a > < span class = "lineno" > 115< / span > < span class = "comment" > // TODO(user): Decide precisely for which value of dynamic range we should cut< / span > < / div >
< div class = "line" > < a id = "l00116" name = "l00116" > < / a > < span class = "lineno" > 116< / span > < span class = "comment" > // off geometric scaling.< / span > < / div >
< div class = "line" > < a id = "l00117" name = "l00117" > < / a > < span class = "lineno" > 117< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > dynamic_range = max_magnitude / min_magnitude;< / div >
< div class = "line" > < a id = "l00118" name = "l00118" > < / a > < span class = "lineno" > 118< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > kMaxDynamicRangeForGeometricScaling = 1e20;< / div >
< div class = "line" > < a id = "l00119" name = "l00119" > < / a > < span class = "lineno" > 119< / span > < span class = "keywordflow" > if< / span > (dynamic_range < kMaxDynamicRangeForGeometricScaling) {< / div >
< div class = "line" > < a id = "l00120" name = "l00120" > < / a > < span class = "lineno" > 120< / span > < span class = "keyword" > const< / span > < span class = "keywordtype" > int< / span > kScalingIterations = 4;< / div >
< div class = "line" > < a id = "l00121" name = "l00121" > < / a > < span class = "lineno" > 121< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > kVarianceThreshold(10.0);< / div >
< div class = "line" > < a id = "l00122" name = "l00122" > < / a > < span class = "lineno" > 122< / span > < span class = "keywordflow" > for< / span > (< span class = "keywordtype" > int< / span > iteration = 0; iteration < kScalingIterations; ++iteration) {< / div >
< div class = "line" > < a id = "l00123" name = "l00123" > < / a > < span class = "lineno" > 123< / span > < span class = "keyword" > const< / span > RowIndex num_rows_scaled = < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#aeaa021fae3560c48754bc32bfc54978c" > ScaleRowsGeometrically< / a > ();< / div >
< div class = "line" > < a id = "l00124" name = "l00124" > < / a > < span class = "lineno" > 124< / span > < span class = "keyword" > const< / span > ColIndex num_cols_scaled = < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a8b4373d64f8f8f3a6480e9ae4e2a6a2e" > ScaleColumnsGeometrically< / a > ();< / div >
< div class = "line" > < a id = "l00125" name = "l00125" > < / a > < span class = "lineno" > 125< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > variance = < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#af9524ee82f45fb16c26a3e6eb6f32ef3" > VarianceOfAbsoluteValueOfNonZeros< / a > ();< / div >
< div class = "line" > < a id = "l00126" name = "l00126" > < / a > < span class = "lineno" > 126< / span > < a class = "code hl_define" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (1) < < < span class = "stringliteral" > " Geometric scaling iteration " < / span > < < iteration< / div >
< div class = "line" > < a id = "l00127" name = "l00127" > < / a > < span class = "lineno" > 127< / span > < < < span class = "stringliteral" > " . Rows scaled = " < / span > < < num_rows_scaled< / div >
< div class = "line" > < a id = "l00128" name = "l00128" > < / a > < span class = "lineno" > 128< / span > < < < span class = "stringliteral" > " , columns scaled = " < / span > < < num_cols_scaled < < < span class = "stringliteral" > " \n" < / span > ;< / div >
< div class = "line" > < a id = "l00129" name = "l00129" > < / a > < span class = "lineno" > 129< / span > < a class = "code hl_define" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (1) < < DebugInformationString();< / div >
< div class = "line" > < a id = "l00130" name = "l00130" > < / a > < span class = "lineno" > 130< / span > < span class = "keywordflow" > if< / span > (variance < kVarianceThreshold ||< / div >
< div class = "line" > < a id = "l00131" name = "l00131" > < / a > < span class = "lineno" > 131< / span > (num_cols_scaled == 0 & & num_rows_scaled == 0)) {< / div >
< div class = "line" > < a id = "l00132" name = "l00132" > < / a > < span class = "lineno" > 132< / span > < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a id = "l00133" name = "l00133" > < / a > < span class = "lineno" > 133< / span > }< / div >
< div class = "line" > < a id = "l00134" name = "l00134" > < / a > < span class = "lineno" > 134< / span > }< / div >
< div class = "line" > < a id = "l00135" name = "l00135" > < / a > < span class = "lineno" > 135< / span > }< / div >
< div class = "line" > < a id = "l00136" name = "l00136" > < / a > < span class = "lineno" > 136< / span > RowIndex rows_equilibrated = < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a89b5d413f7e1aa8426e85143a37b54dc" > EquilibrateRows< / a > ();< / div >
< div class = "line" > < a id = "l00137" name = "l00137" > < / a > < span class = "lineno" > 137< / span > ColIndex cols_equilibrated = < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a6a8ddd97065e27d7f8e5013aaa59fb24" > EquilibrateColumns< / a > ();< / div >
< div class = "line" > < a id = "l00138" name = "l00138" > < / a > < span class = "lineno" > 138< / span > < a class = "code hl_define" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (1) < < < span class = "stringliteral" > " Equilibration step: Rows scaled = " < / span > < < rows_equilibrated< / div >
< div class = "line" > < a id = "l00139" name = "l00139" > < / a > < span class = "lineno" > 139< / span > < < < span class = "stringliteral" > " , columns scaled = " < / span > < < cols_equilibrated < < < span class = "stringliteral" > " \n" < / span > ;< / div >
< div class = "line" > < a id = "l00140" name = "l00140" > < / a > < span class = "lineno" > 140< / span > < a class = "code hl_define" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (1) < < DebugInformationString();< / div >
< div class = "line" > < a id = "l00141" name = "l00141" > < / a > < span class = "lineno" > 141< / span > }< / div >
< div class = "line" > < a id = "l00142" name = "l00142" > < / a > < span class = "lineno" > 142< / span > < / div >
< div class = "line" > < a id = "l00143" name = "l00143" > < / a > < span class = "lineno" > 143< / span > < span class = "keyword" > namespace < / span > {< / div >
< div class = "line" > < a id = "l00144" name = "l00144" > < / a > < span class = "lineno" > 144< / span > < span class = "keyword" > template< / span > < < span class = "keyword" > class< / span > I> < / div >
< div class = "line" > < a id = "l00145" name = "l00145" > < / a > < span class = "lineno" > 145< / span > < span class = "keywordtype" > void< / span > ScaleVector(< span class = "keyword" > const< / span > < a class = "code hl_class" href = "classabsl_1_1_strong_vector.html" > absl::StrongVector< I, Fractional> < / a > & scale, < span class = "keywordtype" > bool< / span > up,< / div >
< div class = "line" > < a id = "l00146" name = "l00146" > < / a > < span class = "lineno" > 146< / span > < a class = "code hl_class" href = "classabsl_1_1_strong_vector.html" > absl::StrongVector< I, Fractional> < / a > * vector_to_scale) {< / div >
< div class = "line" > < a id = "l00147" name = "l00147" > < / a > < span class = "lineno" > 147< / span > < a class = "code hl_define" href = "return__macros_8h.html#a6009315499028d98072d8f31834cf4f9" > RETURN_IF_NULL< / a > (vector_to_scale);< / div >
< div class = "line" > < a id = "l00148" name = "l00148" > < / a > < span class = "lineno" > 148< / span > < span class = "keyword" > const< / span > I size(< a class = "code hl_variable" href = "alldiff__cst_8cc.html#ad10edae0a852d72fb76afb1c77735045" > std::min< / a > (scale.< a class = "code hl_function" href = "classabsl_1_1_strong_vector.html#a60304b65bf89363bcc3165d3cde67f86" > size< / a > (), vector_to_scale-> < a class = "code hl_function" href = "classabsl_1_1_strong_vector.html#a60304b65bf89363bcc3165d3cde67f86" > size< / a > ()));< / div >
< div class = "line" > < a id = "l00149" name = "l00149" > < / a > < span class = "lineno" > 149< / span > < span class = "keywordflow" > if< / span > (up) {< / div >
< div class = "line" > < a id = "l00150" name = "l00150" > < / a > < span class = "lineno" > 150< / span > < span class = "keywordflow" > for< / span > (I i(0); i < size; ++i) {< / div >
< div class = "line" > < a id = "l00151" name = "l00151" > < / a > < span class = "lineno" > 151< / span > (*vector_to_scale)[i] *= scale[i];< / div >
< div class = "line" > < a id = "l00152" name = "l00152" > < / a > < span class = "lineno" > 152< / span > }< / div >
< div class = "line" > < a id = "l00153" name = "l00153" > < / a > < span class = "lineno" > 153< / span > } < span class = "keywordflow" > else< / span > {< / div >
< div class = "line" > < a id = "l00154" name = "l00154" > < / a > < span class = "lineno" > 154< / span > < span class = "keywordflow" > for< / span > (I i(0); i < size; ++i) {< / div >
< div class = "line" > < a id = "l00155" name = "l00155" > < / a > < span class = "lineno" > 155< / span > (*vector_to_scale)[i] /= scale[i];< / div >
< div class = "line" > < a id = "l00156" name = "l00156" > < / a > < span class = "lineno" > 156< / span > }< / div >
< div class = "line" > < a id = "l00157" name = "l00157" > < / a > < span class = "lineno" > 157< / span > }< / div >
< div class = "line" > < a id = "l00158" name = "l00158" > < / a > < span class = "lineno" > 158< / span > }< / div >
< div class = "line" > < a id = "l00159" name = "l00159" > < / a > < span class = "lineno" > 159< / span > < / div >
< div class = "line" > < a id = "l00160" name = "l00160" > < / a > < span class = "lineno" > 160< / span > < span class = "keyword" > template< / span > < < span class = "keyword" > typename< / span > InputIndexType> < / div >
< div class = "line" > < a id = "l00161" name = "l00161" > < / a > < span class = "lineno" > 161< / span > ColIndex CreateOrGetScaleIndex(< / div >
< div class = "line" > < a id = "l00162" name = "l00162" > < / a > < span class = "lineno" > 162< / span > InputIndexType num, LinearProgram* lp,< / div >
< div class = "line" > < a id = "l00163" name = "l00163" > < / a > < span class = "lineno" > 163< / span > < a class = "code hl_class" href = "classabsl_1_1_strong_vector.html" > absl::StrongVector< InputIndexType, ColIndex> < / a > * scale_var_indices) {< / div >
< div class = "line" > < a id = "l00164" name = "l00164" > < / a > < span class = "lineno" > 164< / span > < span class = "keywordflow" > if< / span > ((*scale_var_indices)[num] == -1) {< / div >
< div class = "line" > < a id = "l00165" name = "l00165" > < / a > < span class = "lineno" > 165< / span > (*scale_var_indices)[num] = lp-> CreateNewVariable();< / div >
< div class = "line" > < a id = "l00166" name = "l00166" > < / a > < span class = "lineno" > 166< / span > }< / div >
< div class = "line" > < a id = "l00167" name = "l00167" > < / a > < span class = "lineno" > 167< / span > < span class = "keywordflow" > return< / span > (*scale_var_indices)[num];< / div >
< div class = "line" > < a id = "l00168" name = "l00168" > < / a > < span class = "lineno" > 168< / span > }< / div >
< div class = "line" > < a id = "l00169" name = "l00169" > < / a > < span class = "lineno" > 169< / span > } < span class = "comment" > // anonymous namespace< / span > < / div >
< div class = "line" > < a id = "l00170" name = "l00170" > < / a > < span class = "lineno" > 170< / span > < / div >
< div class = "line" > < a id = "l00171" name = "l00171" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a57b3fbbeb1e0b5a127cc94694aad586e" > 171< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a57b3fbbeb1e0b5a127cc94694aad586e" > SparseMatrixScaler::ScaleRowVector< / a > (< span class = "keywordtype" > bool< / span > up, < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseRow< / a > * row_vector)< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a id = "l00172" name = "l00172" > < / a > < span class = "lineno" > 172< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (row_vector != < span class = "keyword" > nullptr< / span > );< / div >
< div class = "line" > < a id = "l00173" name = "l00173" > < / a > < span class = "lineno" > 173< / span > ScaleVector(col_scale_, up, row_vector);< / div >
< div class = "line" > < a id = "l00174" name = "l00174" > < / a > < span class = "lineno" > 174< / span > }< / div >
< div class = "line" > < a id = "l00175" name = "l00175" > < / a > < span class = "lineno" > 175< / span > < / div >
< div class = "line" > < a id = "l00176" name = "l00176" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a150a7b18071b89f90d47aa00b679edc9" > 176< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a150a7b18071b89f90d47aa00b679edc9" > SparseMatrixScaler::ScaleColumnVector< / a > (< span class = "keywordtype" > bool< / span > up,< / div >
< div class = "line" > < a id = "l00177" name = "l00177" > < / a > < span class = "lineno" > 177< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseColumn< / a > * column_vector)< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a id = "l00178" name = "l00178" > < / a > < span class = "lineno" > 178< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (column_vector != < span class = "keyword" > nullptr< / span > );< / div >
< div class = "line" > < a id = "l00179" name = "l00179" > < / a > < span class = "lineno" > 179< / span > ScaleVector(row_scale_, up, column_vector);< / div >
< div class = "line" > < a id = "l00180" name = "l00180" > < / a > < span class = "lineno" > 180< / span > }< / div >
< div class = "line" > < a id = "l00181" name = "l00181" > < / a > < span class = "lineno" > 181< / span > < / div >
< div class = "line" > < a id = "l00182" name = "l00182" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#af9524ee82f45fb16c26a3e6eb6f32ef3" > 182< / a > < / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#af9524ee82f45fb16c26a3e6eb6f32ef3" > SparseMatrixScaler::VarianceOfAbsoluteValueOfNonZeros< / a > ()< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a id = "l00183" name = "l00183" > < / a > < span class = "lineno" > 183< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (matrix_ != < span class = "keyword" > nullptr< / span > );< / div >
< div class = "line" > < a id = "l00184" name = "l00184" > < / a > < span class = "lineno" > 184< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > sigma_square(0.0);< / div >
< div class = "line" > < a id = "l00185" name = "l00185" > < / a > < span class = "lineno" > 185< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > sigma_abs(0.0);< / div >
< div class = "line" > < a id = "l00186" name = "l00186" > < / a > < span class = "lineno" > 186< / span > < span class = "keywordtype" > double< / span > n = 0.0; < span class = "comment" > // n is used in a calculation involving doubles.< / span > < / div >
< div class = "line" > < a id = "l00187" name = "l00187" > < / a > < span class = "lineno" > 187< / span > < span class = "keyword" > const< / span > ColIndex num_cols = matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813" > num_cols< / a > ();< / div >
< div class = "line" > < a id = "l00188" name = "l00188" > < / a > < span class = "lineno" > 188< / span > < span class = "keywordflow" > for< / span > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < num_cols; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00189" name = "l00189" > < / a > < span class = "lineno" > 189< / span > < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d" > SparseColumn::Entry< / a > e : matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a7273cc492a51a1c5d45c620b32fce502" > column< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )) {< / div >
< div class = "line" > < a id = "l00190" name = "l00190" > < / a > < span class = "lineno" > 190< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > magnitude = fabs(e.coefficient());< / div >
< div class = "line" > < a id = "l00191" name = "l00191" > < / a > < span class = "lineno" > 191< / span > < span class = "keywordflow" > if< / span > (magnitude != 0.0) {< / div >
< div class = "line" > < a id = "l00192" name = "l00192" > < / a > < span class = "lineno" > 192< / span > sigma_square += magnitude * magnitude;< / div >
< div class = "line" > < a id = "l00193" name = "l00193" > < / a > < span class = "lineno" > 193< / span > sigma_abs += magnitude;< / div >
< div class = "line" > < a id = "l00194" name = "l00194" > < / a > < span class = "lineno" > 194< / span > ++n;< / div >
< div class = "line" > < a id = "l00195" name = "l00195" > < / a > < span class = "lineno" > 195< / span > }< / div >
< div class = "line" > < a id = "l00196" name = "l00196" > < / a > < span class = "lineno" > 196< / span > }< / div >
< div class = "line" > < a id = "l00197" name = "l00197" > < / a > < span class = "lineno" > 197< / span > }< / div >
< div class = "line" > < a id = "l00198" name = "l00198" > < / a > < span class = "lineno" > 198< / span > < span class = "keywordflow" > if< / span > (n == 0.0) < span class = "keywordflow" > return< / span > 0.0;< / div >
< div class = "line" > < a id = "l00199" name = "l00199" > < / a > < span class = "lineno" > 199< / span > < span class = "comment" > // Since we know all the population (the non-zeros) and we are not using a< / span > < / div >
< div class = "line" > < a id = "l00200" name = "l00200" > < / a > < span class = "lineno" > 200< / span > < span class = "comment" > // sample, the variance is defined as below.< / span > < / div >
< div class = "line" > < a id = "l00201" name = "l00201" > < / a > < span class = "lineno" > 201< / span > < span class = "comment" > // For an explanation, see:< / span > < / div >
< div class = "line" > < a id = "l00202" name = "l00202" > < / a > < span class = "lineno" > 202< / span > < span class = "comment" > // http://en.wikipedia.org/wiki/Variance< / span > < / div >
< div class = "line" > < a id = "l00203" name = "l00203" > < / a > < span class = "lineno" > 203< / span > < span class = "comment" > // #Population_variance_and_sample_variance< / span > < / div >
< div class = "line" > < a id = "l00204" name = "l00204" > < / a > < span class = "lineno" > 204< / span > < span class = "keywordflow" > return< / span > (sigma_square - sigma_abs * sigma_abs / n) / n;< / div >
< div class = "line" > < a id = "l00205" name = "l00205" > < / a > < span class = "lineno" > 205< / span > }< / div >
< div class = "line" > < a id = "l00206" name = "l00206" > < / a > < span class = "lineno" > 206< / span > < / div >
< div class = "line" > < a id = "l00207" name = "l00207" > < / a > < span class = "lineno" > 207< / span > < span class = "comment" > // For geometric scaling, we compute the maximum and minimum magnitudes< / span > < / div >
< div class = "line" > < a id = "l00208" name = "l00208" > < / a > < span class = "lineno" > 208< / span > < span class = "comment" > // of non-zeros in a row (resp. column). Let us denote these numbers as< / span > < / div >
< div class = "line" > < a id = "l00209" name = "l00209" > < / a > < span class = "lineno" > 209< / span > < span class = "comment" > // max and min. We then scale the row (resp. column) by dividing the< / span > < / div >
< div class = "line" > < a id = "l00210" name = "l00210" > < / a > < span class = "lineno" > 210< / span > < span class = "comment" > // coefficients by sqrt(min * max).< / span > < / div >
< div class = "line" > < a id = "l00211" name = "l00211" > < / a > < span class = "lineno" > 211< / span > < / div >
< div class = "line" > < a id = "l00212" name = "l00212" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#aeaa021fae3560c48754bc32bfc54978c" > 212< / a > < / span > RowIndex < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#aeaa021fae3560c48754bc32bfc54978c" > SparseMatrixScaler::ScaleRowsGeometrically< / a > () {< / div >
< div class = "line" > < a id = "l00213" name = "l00213" > < / a > < span class = "lineno" > 213< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (matrix_ != < span class = "keyword" > nullptr< / span > );< / div >
< div class = "line" > < a id = "l00214" name = "l00214" > < / a > < span class = "lineno" > 214< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseColumn< / a > max_in_row(matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd" > num_rows< / a > (), 0.0);< / div >
< div class = "line" > < a id = "l00215" name = "l00215" > < / a > < span class = "lineno" > 215< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseColumn< / a > min_in_row(matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd" > num_rows< / a > (), < a class = "code hl_variable" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > );< / div >
< div class = "line" > < a id = "l00216" name = "l00216" > < / a > < span class = "lineno" > 216< / span > < span class = "keyword" > const< / span > ColIndex num_cols = matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813" > num_cols< / a > ();< / div >
< div class = "line" > < a id = "l00217" name = "l00217" > < / a > < span class = "lineno" > 217< / span > < span class = "keywordflow" > for< / span > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < num_cols; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00218" name = "l00218" > < / a > < span class = "lineno" > 218< / span > < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d" > SparseColumn::Entry< / a > e : matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a7273cc492a51a1c5d45c620b32fce502" > column< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )) {< / div >
< div class = "line" > < a id = "l00219" name = "l00219" > < / a > < span class = "lineno" > 219< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > magnitude = fabs(e.coefficient());< / div >
< div class = "line" > < a id = "l00220" name = "l00220" > < / a > < span class = "lineno" > 220< / span > < span class = "keyword" > const< / span > RowIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > = e.row();< / div >
< div class = "line" > < a id = "l00221" name = "l00221" > < / a > < span class = "lineno" > 221< / span > < span class = "keywordflow" > if< / span > (magnitude != 0.0) {< / div >
< div class = "line" > < a id = "l00222" name = "l00222" > < / a > < span class = "lineno" > 222< / span > max_in_row[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] = < a class = "code hl_variable" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (max_in_row[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ], magnitude);< / div >
< div class = "line" > < a id = "l00223" name = "l00223" > < / a > < span class = "lineno" > 223< / span > min_in_row[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] = < a class = "code hl_variable" href = "alldiff__cst_8cc.html#ad10edae0a852d72fb76afb1c77735045" > std::min< / a > (min_in_row[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ], magnitude);< / div >
< div class = "line" > < a id = "l00224" name = "l00224" > < / a > < span class = "lineno" > 224< / span > }< / div >
< div class = "line" > < a id = "l00225" name = "l00225" > < / a > < span class = "lineno" > 225< / span > }< / div >
< div class = "line" > < a id = "l00226" name = "l00226" > < / a > < span class = "lineno" > 226< / span > }< / div >
< div class = "line" > < a id = "l00227" name = "l00227" > < / a > < span class = "lineno" > 227< / span > < span class = "keyword" > const< / span > RowIndex num_rows = matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd" > num_rows< / a > ();< / div >
< div class = "line" > < a id = "l00228" name = "l00228" > < / a > < span class = "lineno" > 228< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseColumn< / a > scaling_factor(num_rows, 0.0);< / div >
< div class = "line" > < a id = "l00229" name = "l00229" > < / a > < span class = "lineno" > 229< / span > < span class = "keywordflow" > for< / span > (RowIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < num_rows; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ) {< / div >
< div class = "line" > < a id = "l00230" name = "l00230" > < / a > < span class = "lineno" > 230< / span > < span class = "keywordflow" > if< / span > (max_in_row[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] == 0.0) {< / div >
< div class = "line" > < a id = "l00231" name = "l00231" > < / a > < span class = "lineno" > 231< / span > scaling_factor[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] = 1.0;< / div >
< div class = "line" > < a id = "l00232" name = "l00232" > < / a > < span class = "lineno" > 232< / span > } < span class = "keywordflow" > else< / span > {< / div >
< div class = "line" > < a id = "l00233" name = "l00233" > < / a > < span class = "lineno" > 233< / span > < a class = "code hl_define" href = "base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0" > DCHECK_NE< / a > (< a class = "code hl_variable" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > , min_in_row[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ]);< / div >
< div class = "line" > < a id = "l00234" name = "l00234" > < / a > < span class = "lineno" > 234< / span > scaling_factor[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] = sqrt(max_in_row[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] * min_in_row[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ]);< / div >
< div class = "line" > < a id = "l00235" name = "l00235" > < / a > < span class = "lineno" > 235< / span > }< / div >
< div class = "line" > < a id = "l00236" name = "l00236" > < / a > < span class = "lineno" > 236< / span > }< / div >
< div class = "line" > < a id = "l00237" name = "l00237" > < / a > < span class = "lineno" > 237< / span > < span class = "keywordflow" > return< / span > ScaleMatrixRows(scaling_factor);< / div >
< div class = "line" > < a id = "l00238" name = "l00238" > < / a > < span class = "lineno" > 238< / span > }< / div >
< div class = "line" > < a id = "l00239" name = "l00239" > < / a > < span class = "lineno" > 239< / span > < / div >
< div class = "line" > < a id = "l00240" name = "l00240" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a8b4373d64f8f8f3a6480e9ae4e2a6a2e" > 240< / a > < / span > ColIndex < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a8b4373d64f8f8f3a6480e9ae4e2a6a2e" > SparseMatrixScaler::ScaleColumnsGeometrically< / a > () {< / div >
< div class = "line" > < a id = "l00241" name = "l00241" > < / a > < span class = "lineno" > 241< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (matrix_ != < span class = "keyword" > nullptr< / span > );< / div >
< div class = "line" > < a id = "l00242" name = "l00242" > < / a > < span class = "lineno" > 242< / span > ColIndex num_cols_scaled(0);< / div >
< div class = "line" > < a id = "l00243" name = "l00243" > < / a > < span class = "lineno" > 243< / span > < span class = "keyword" > const< / span > ColIndex num_cols = matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813" > num_cols< / a > ();< / div >
< div class = "line" > < a id = "l00244" name = "l00244" > < / a > < span class = "lineno" > 244< / span > < span class = "keywordflow" > for< / span > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < num_cols; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00245" name = "l00245" > < / a > < span class = "lineno" > 245< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > max_in_col(0.0);< / div >
< div class = "line" > < a id = "l00246" name = "l00246" > < / a > < span class = "lineno" > 246< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > min_in_col(< a class = "code hl_variable" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > );< / div >
< div class = "line" > < a id = "l00247" name = "l00247" > < / a > < span class = "lineno" > 247< / span > < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d" > SparseColumn::Entry< / a > e : matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a7273cc492a51a1c5d45c620b32fce502" > column< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )) {< / div >
< div class = "line" > < a id = "l00248" name = "l00248" > < / a > < span class = "lineno" > 248< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > magnitude = fabs(e.coefficient());< / div >
< div class = "line" > < a id = "l00249" name = "l00249" > < / a > < span class = "lineno" > 249< / span > < span class = "keywordflow" > if< / span > (magnitude != 0.0) {< / div >
< div class = "line" > < a id = "l00250" name = "l00250" > < / a > < span class = "lineno" > 250< / span > max_in_col = < a class = "code hl_variable" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (max_in_col, magnitude);< / div >
< div class = "line" > < a id = "l00251" name = "l00251" > < / a > < span class = "lineno" > 251< / span > min_in_col = < a class = "code hl_variable" href = "alldiff__cst_8cc.html#ad10edae0a852d72fb76afb1c77735045" > std::min< / a > (min_in_col, magnitude);< / div >
< div class = "line" > < a id = "l00252" name = "l00252" > < / a > < span class = "lineno" > 252< / span > }< / div >
< div class = "line" > < a id = "l00253" name = "l00253" > < / a > < span class = "lineno" > 253< / span > }< / div >
< div class = "line" > < a id = "l00254" name = "l00254" > < / a > < span class = "lineno" > 254< / span > < span class = "keywordflow" > if< / span > (max_in_col != 0.0) {< / div >
< div class = "line" > < a id = "l00255" name = "l00255" > < / a > < span class = "lineno" > 255< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > factor(sqrt(< a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#afd6d278f9d061a91716c6770f2d723e8" > ToDouble< / a > (max_in_col * min_in_col)));< / div >
< div class = "line" > < a id = "l00256" name = "l00256" > < / a > < span class = "lineno" > 256< / span > ScaleMatrixColumn(< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , factor);< / div >
< div class = "line" > < a id = "l00257" name = "l00257" > < / a > < span class = "lineno" > 257< / span > num_cols_scaled++;< / div >
< div class = "line" > < a id = "l00258" name = "l00258" > < / a > < span class = "lineno" > 258< / span > }< / div >
< div class = "line" > < a id = "l00259" name = "l00259" > < / a > < span class = "lineno" > 259< / span > }< / div >
< div class = "line" > < a id = "l00260" name = "l00260" > < / a > < span class = "lineno" > 260< / span > < span class = "keywordflow" > return< / span > num_cols_scaled;< / div >
< div class = "line" > < a id = "l00261" name = "l00261" > < / a > < span class = "lineno" > 261< / span > }< / div >
< div class = "line" > < a id = "l00262" name = "l00262" > < / a > < span class = "lineno" > 262< / span > < / div >
< div class = "line" > < a id = "l00263" name = "l00263" > < / a > < span class = "lineno" > 263< / span > < span class = "comment" > // For equilibration, we compute the maximum magnitude of non-zeros< / span > < / div >
< div class = "line" > < a id = "l00264" name = "l00264" > < / a > < span class = "lineno" > 264< / span > < span class = "comment" > // in a row (resp. column), and then scale the row (resp. column) by dividing< / span > < / div >
< div class = "line" > < a id = "l00265" name = "l00265" > < / a > < span class = "lineno" > 265< / span > < span class = "comment" > // the coefficients this maximum magnitude.< / span > < / div >
< div class = "line" > < a id = "l00266" name = "l00266" > < / a > < span class = "lineno" > 266< / span > < span class = "comment" > // This brings the largest coefficient in a row equal to 1.0.< / span > < / div >
< div class = "line" > < a id = "l00267" name = "l00267" > < / a > < span class = "lineno" > 267< / span > < / div >
< div class = "line" > < a id = "l00268" name = "l00268" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a89b5d413f7e1aa8426e85143a37b54dc" > 268< / a > < / span > RowIndex < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a89b5d413f7e1aa8426e85143a37b54dc" > SparseMatrixScaler::EquilibrateRows< / a > () {< / div >
< div class = "line" > < a id = "l00269" name = "l00269" > < / a > < span class = "lineno" > 269< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (matrix_ != < span class = "keyword" > nullptr< / span > );< / div >
< div class = "line" > < a id = "l00270" name = "l00270" > < / a > < span class = "lineno" > 270< / span > < span class = "keyword" > const< / span > RowIndex num_rows = matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd" > num_rows< / a > ();< / div >
< div class = "line" > < a id = "l00271" name = "l00271" > < / a > < span class = "lineno" > 271< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseColumn< / a > max_magnitude(num_rows, 0.0);< / div >
< div class = "line" > < a id = "l00272" name = "l00272" > < / a > < span class = "lineno" > 272< / span > < span class = "keyword" > const< / span > ColIndex num_cols = matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813" > num_cols< / a > ();< / div >
< div class = "line" > < a id = "l00273" name = "l00273" > < / a > < span class = "lineno" > 273< / span > < span class = "keywordflow" > for< / span > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < num_cols; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00274" name = "l00274" > < / a > < span class = "lineno" > 274< / span > < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d" > SparseColumn::Entry< / a > e : matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a7273cc492a51a1c5d45c620b32fce502" > column< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )) {< / div >
< div class = "line" > < a id = "l00275" name = "l00275" > < / a > < span class = "lineno" > 275< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > magnitude = fabs(e.coefficient());< / div >
< div class = "line" > < a id = "l00276" name = "l00276" > < / a > < span class = "lineno" > 276< / span > < span class = "keywordflow" > if< / span > (magnitude != 0.0) {< / div >
< div class = "line" > < a id = "l00277" name = "l00277" > < / a > < span class = "lineno" > 277< / span > < span class = "keyword" > const< / span > RowIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > = e.row();< / div >
< div class = "line" > < a id = "l00278" name = "l00278" > < / a > < span class = "lineno" > 278< / span > max_magnitude[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] = < a class = "code hl_variable" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (max_magnitude[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ], magnitude);< / div >
< div class = "line" > < a id = "l00279" name = "l00279" > < / a > < span class = "lineno" > 279< / span > }< / div >
< div class = "line" > < a id = "l00280" name = "l00280" > < / a > < span class = "lineno" > 280< / span > }< / div >
< div class = "line" > < a id = "l00281" name = "l00281" > < / a > < span class = "lineno" > 281< / span > }< / div >
< div class = "line" > < a id = "l00282" name = "l00282" > < / a > < span class = "lineno" > 282< / span > < span class = "keywordflow" > for< / span > (RowIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < num_rows; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ) {< / div >
< div class = "line" > < a id = "l00283" name = "l00283" > < / a > < span class = "lineno" > 283< / span > < span class = "keywordflow" > if< / span > (max_magnitude[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] == 0.0) {< / div >
< div class = "line" > < a id = "l00284" name = "l00284" > < / a > < span class = "lineno" > 284< / span > max_magnitude[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] = 1.0;< / div >
< div class = "line" > < a id = "l00285" name = "l00285" > < / a > < span class = "lineno" > 285< / span > }< / div >
< div class = "line" > < a id = "l00286" name = "l00286" > < / a > < span class = "lineno" > 286< / span > }< / div >
< div class = "line" > < a id = "l00287" name = "l00287" > < / a > < span class = "lineno" > 287< / span > < span class = "keywordflow" > return< / span > ScaleMatrixRows(max_magnitude);< / div >
< div class = "line" > < a id = "l00288" name = "l00288" > < / a > < span class = "lineno" > 288< / span > }< / div >
< div class = "line" > < a id = "l00289" name = "l00289" > < / a > < span class = "lineno" > 289< / span > < / div >
< div class = "line" > < a id = "l00290" name = "l00290" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a6a8ddd97065e27d7f8e5013aaa59fb24" > 290< / a > < / span > ColIndex < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a6a8ddd97065e27d7f8e5013aaa59fb24" > SparseMatrixScaler::EquilibrateColumns< / a > () {< / div >
< div class = "line" > < a id = "l00291" name = "l00291" > < / a > < span class = "lineno" > 291< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (matrix_ != < span class = "keyword" > nullptr< / span > );< / div >
< div class = "line" > < a id = "l00292" name = "l00292" > < / a > < span class = "lineno" > 292< / span > ColIndex num_cols_scaled(0);< / div >
< div class = "line" > < a id = "l00293" name = "l00293" > < / a > < span class = "lineno" > 293< / span > < span class = "keyword" > const< / span > ColIndex num_cols = matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813" > num_cols< / a > ();< / div >
< div class = "line" > < a id = "l00294" name = "l00294" > < / a > < span class = "lineno" > 294< / span > < span class = "keywordflow" > for< / span > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < num_cols; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00295" name = "l00295" > < / a > < span class = "lineno" > 295< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > max_magnitude = < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a2ad7ea612bc859f5b637d5029fb875fb" > InfinityNorm< / a > (matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a7273cc492a51a1c5d45c620b32fce502" > column< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ));< / div >
< div class = "line" > < a id = "l00296" name = "l00296" > < / a > < span class = "lineno" > 296< / span > < span class = "keywordflow" > if< / span > (max_magnitude != 0.0) {< / div >
< div class = "line" > < a id = "l00297" name = "l00297" > < / a > < span class = "lineno" > 297< / span > ScaleMatrixColumn(< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , max_magnitude);< / div >
< div class = "line" > < a id = "l00298" name = "l00298" > < / a > < span class = "lineno" > 298< / span > num_cols_scaled++;< / div >
< div class = "line" > < a id = "l00299" name = "l00299" > < / a > < span class = "lineno" > 299< / span > }< / div >
< div class = "line" > < a id = "l00300" name = "l00300" > < / a > < span class = "lineno" > 300< / span > }< / div >
< div class = "line" > < a id = "l00301" name = "l00301" > < / a > < span class = "lineno" > 301< / span > < span class = "keywordflow" > return< / span > num_cols_scaled;< / div >
< div class = "line" > < a id = "l00302" name = "l00302" > < / a > < span class = "lineno" > 302< / span > }< / div >
< div class = "line" > < a id = "l00303" name = "l00303" > < / a > < span class = "lineno" > 303< / span > < / div >
< div class = "line" > < a id = "l00304" name = "l00304" > < / a > < span class = "lineno" > 304< / span > RowIndex SparseMatrixScaler::ScaleMatrixRows(< span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseColumn< / a > & factors) {< / div >
< div class = "line" > < a id = "l00305" name = "l00305" > < / a > < span class = "lineno" > 305< / span > < span class = "comment" > // Matrix rows are scaled by dividing their coefficients by factors[row].< / span > < / div >
< div class = "line" > < a id = "l00306" name = "l00306" > < / a > < span class = "lineno" > 306< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (matrix_ != < span class = "keyword" > nullptr< / span > );< / div >
< div class = "line" > < a id = "l00307" name = "l00307" > < / a > < span class = "lineno" > 307< / span > < span class = "keyword" > const< / span > RowIndex num_rows = matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd" > num_rows< / a > ();< / div >
< div class = "line" > < a id = "l00308" name = "l00308" > < / a > < span class = "lineno" > 308< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0" > DCHECK_EQ< / a > (num_rows, factors.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5" > size< / a > ());< / div >
< div class = "line" > < a id = "l00309" name = "l00309" > < / a > < span class = "lineno" > 309< / span > RowIndex num_rows_scaled(0);< / div >
< div class = "line" > < a id = "l00310" name = "l00310" > < / a > < span class = "lineno" > 310< / span > < span class = "keywordflow" > for< / span > (RowIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < num_rows; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ) {< / div >
< div class = "line" > < a id = "l00311" name = "l00311" > < / a > < span class = "lineno" > 311< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > factor = factors[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a id = "l00312" name = "l00312" > < / a > < span class = "lineno" > 312< / span > < a class = "code hl_define" href = "base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0" > DCHECK_NE< / a > (0.0, factor);< / div >
< div class = "line" > < a id = "l00313" name = "l00313" > < / a > < span class = "lineno" > 313< / span > < span class = "keywordflow" > if< / span > (factor != 1.0) {< / div >
< div class = "line" > < a id = "l00314" name = "l00314" > < / a > < span class = "lineno" > 314< / span > ++num_rows_scaled;< / div >
< div class = "line" > < a id = "l00315" name = "l00315" > < / a > < span class = "lineno" > 315< / span > row_scale_[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] *= factor;< / div >
< div class = "line" > < a id = "l00316" name = "l00316" > < / a > < span class = "lineno" > 316< / span > }< / div >
< div class = "line" > < a id = "l00317" name = "l00317" > < / a > < span class = "lineno" > 317< / span > }< / div >
< div class = "line" > < a id = "l00318" name = "l00318" > < / a > < span class = "lineno" > 318< / span > < / div >
< div class = "line" > < a id = "l00319" name = "l00319" > < / a > < span class = "lineno" > 319< / span > < span class = "keyword" > const< / span > ColIndex num_cols = matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813" > num_cols< / a > ();< / div >
< div class = "line" > < a id = "l00320" name = "l00320" > < / a > < span class = "lineno" > 320< / span > < span class = "keywordflow" > for< / span > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < num_cols; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00321" name = "l00321" > < / a > < span class = "lineno" > 321< / span > SparseColumn* < span class = "keyword" > const< / span > column = matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a564caf35589006190ef4985fbda74faa" > mutable_column< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a id = "l00322" name = "l00322" > < / a > < span class = "lineno" > 322< / span > < span class = "keywordflow" > if< / span > (column != < span class = "keyword" > nullptr< / span > ) {< / div >
< div class = "line" > < a id = "l00323" name = "l00323" > < / a > < span class = "lineno" > 323< / span > column-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_vector.html#aa914fdd75c35b81e5df7fba7b9d23925" > ComponentWiseDivide< / a > (factors);< / div >
< div class = "line" > < a id = "l00324" name = "l00324" > < / a > < span class = "lineno" > 324< / span > }< / div >
< div class = "line" > < a id = "l00325" name = "l00325" > < / a > < span class = "lineno" > 325< / span > }< / div >
< div class = "line" > < a id = "l00326" name = "l00326" > < / a > < span class = "lineno" > 326< / span > < / div >
< div class = "line" > < a id = "l00327" name = "l00327" > < / a > < span class = "lineno" > 327< / span > < span class = "keywordflow" > return< / span > num_rows_scaled;< / div >
< div class = "line" > < a id = "l00328" name = "l00328" > < / a > < span class = "lineno" > 328< / span > }< / div >
< div class = "line" > < a id = "l00329" name = "l00329" > < / a > < span class = "lineno" > 329< / span > < / div >
< div class = "line" > < a id = "l00330" name = "l00330" > < / a > < span class = "lineno" > 330< / span > < span class = "keywordtype" > void< / span > SparseMatrixScaler::ScaleMatrixColumn(ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > factor) {< / div >
< div class = "line" > < a id = "l00331" name = "l00331" > < / a > < span class = "lineno" > 331< / span > < span class = "comment" > // A column is scaled by dividing by factor.< / span > < / div >
< div class = "line" > < a id = "l00332" name = "l00332" > < / a > < span class = "lineno" > 332< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (matrix_ != < span class = "keyword" > nullptr< / span > );< / div >
< div class = "line" > < a id = "l00333" name = "l00333" > < / a > < span class = "lineno" > 333< / span > col_scale_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] *= factor;< / div >
< div class = "line" > < a id = "l00334" name = "l00334" > < / a > < span class = "lineno" > 334< / span > < a class = "code hl_define" href = "base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0" > DCHECK_NE< / a > (0.0, factor);< / div >
< div class = "line" > < a id = "l00335" name = "l00335" > < / a > < span class = "lineno" > 335< / span > < / div >
< div class = "line" > < a id = "l00336" name = "l00336" > < / a > < span class = "lineno" > 336< / span > SparseColumn* < span class = "keyword" > const< / span > column = matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a564caf35589006190ef4985fbda74faa" > mutable_column< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a id = "l00337" name = "l00337" > < / a > < span class = "lineno" > 337< / span > < span class = "keywordflow" > if< / span > (column != < span class = "keyword" > nullptr< / span > ) {< / div >
< div class = "line" > < a id = "l00338" name = "l00338" > < / a > < span class = "lineno" > 338< / span > column-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_vector.html#a88cf92566c4a4b0281ea82571f4269ad" > DivideByConstant< / a > (factor);< / div >
< div class = "line" > < a id = "l00339" name = "l00339" > < / a > < span class = "lineno" > 339< / span > }< / div >
< div class = "line" > < a id = "l00340" name = "l00340" > < / a > < span class = "lineno" > 340< / span > }< / div >
< div class = "line" > < a id = "l00341" name = "l00341" > < / a > < span class = "lineno" > 341< / span > < / div >
< div class = "line" > < a id = "l00342" name = "l00342" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#aebfa385cb902145ed371b68ce3bf579d" > 342< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#aebfa385cb902145ed371b68ce3bf579d" > SparseMatrixScaler::Unscale< / a > () {< / div >
< div class = "line" > < a id = "l00343" name = "l00343" > < / a > < span class = "lineno" > 343< / span > < span class = "comment" > // Unscaling is easier than scaling since all scaling factors are stored.< / span > < / div >
< div class = "line" > < a id = "l00344" name = "l00344" > < / a > < span class = "lineno" > 344< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (matrix_ != < span class = "keyword" > nullptr< / span > );< / div >
< div class = "line" > < a id = "l00345" name = "l00345" > < / a > < span class = "lineno" > 345< / span > < span class = "keyword" > const< / span > ColIndex num_cols = matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813" > num_cols< / a > ();< / div >
< div class = "line" > < a id = "l00346" name = "l00346" > < / a > < span class = "lineno" > 346< / span > < span class = "keywordflow" > for< / span > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < num_cols; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00347" name = "l00347" > < / a > < span class = "lineno" > 347< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > column_scale = col_scale_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a id = "l00348" name = "l00348" > < / a > < span class = "lineno" > 348< / span > < a class = "code hl_define" href = "base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0" > DCHECK_NE< / a > (0.0, column_scale);< / div >
< div class = "line" > < a id = "l00349" name = "l00349" > < / a > < span class = "lineno" > 349< / span > < / div >
< div class = "line" > < a id = "l00350" name = "l00350" > < / a > < span class = "lineno" > 350< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_sparse_column.html" > SparseColumn< / a > * < span class = "keyword" > const< / span > column = matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a564caf35589006190ef4985fbda74faa" > mutable_column< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a id = "l00351" name = "l00351" > < / a > < span class = "lineno" > 351< / span > < span class = "keywordflow" > if< / span > (column != < span class = "keyword" > nullptr< / span > ) {< / div >
< div class = "line" > < a id = "l00352" name = "l00352" > < / a > < span class = "lineno" > 352< / span > column-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_vector.html#a997af931ec11394cec3418321c2ecc4b" > MultiplyByConstant< / a > (column_scale);< / div >
< div class = "line" > < a id = "l00353" name = "l00353" > < / a > < span class = "lineno" > 353< / span > column-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_vector.html#a09a2901ab63e665486a0b32347b9fab6" > ComponentWiseMultiply< / a > (row_scale_);< / div >
< div class = "line" > < a id = "l00354" name = "l00354" > < / a > < span class = "lineno" > 354< / span > }< / div >
< div class = "line" > < a id = "l00355" name = "l00355" > < / a > < span class = "lineno" > 355< / span > }< / div >
< div class = "line" > < a id = "l00356" name = "l00356" > < / a > < span class = "lineno" > 356< / span > }< / div >
< div class = "line" > < a id = "l00357" name = "l00357" > < / a > < span class = "lineno" > 357< / span > < / div >
< div class = "line" > < a id = "l00358" name = "l00358" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a4eedd0e414498a0b6bc4f2ce2143da72" > 358< / a > < / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_status.html" > Status< / a > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a4eedd0e414498a0b6bc4f2ce2143da72" > SparseMatrixScaler::LPScale< / a > () {< / div >
< div class = "line" > < a id = "l00359" name = "l00359" > < / a > < span class = "lineno" > 359< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (matrix_ != < span class = "keyword" > nullptr< / span > );< / div >
< div class = "line" > < a id = "l00360" name = "l00360" > < / a > < span class = "lineno" > 360< / span > < / div >
< div class = "line" > < a id = "l00361" name = "l00361" > < / a > < span class = "lineno" > 361< / span > < span class = "keyword" > auto< / span > linear_program = absl::make_unique< LinearProgram> ();< / div >
2022-03-04 00:11:33 +01:00
< div class = "line" > < a id = "l00362" name = "l00362" > < / a > < span class = "lineno" > 362< / span > GlopParameters params;< / div >
2022-01-17 21:42:14 +01:00
< div class = "line" > < a id = "l00363" name = "l00363" > < / a > < span class = "lineno" > 363< / span > < span class = "keyword" > auto< / span > simplex = absl::make_unique< RevisedSimplex> ();< / div >
< div class = "line" > < a id = "l00364" name = "l00364" > < / a > < span class = "lineno" > 364< / span > simplex-> SetParameters(params);< / div >
< div class = "line" > < a id = "l00365" name = "l00365" > < / a > < span class = "lineno" > 365< / span > < / div >
< div class = "line" > < a id = "l00366" name = "l00366" > < / a > < span class = "lineno" > 366< / span > < span class = "comment" > // Begin linear program construction.< / span > < / div >
< div class = "line" > < a id = "l00367" name = "l00367" > < / a > < span class = "lineno" > 367< / span > < span class = "comment" > // Beta represents the largest distance from zero among the constraint pairs.< / span > < / div >
< div class = "line" > < a id = "l00368" name = "l00368" > < / a > < span class = "lineno" > 368< / span > < span class = "comment" > // It resembles a slack variable because the ' objective' of each constraint is< / span > < / div >
< div class = "line" > < a id = "l00369" name = "l00369" > < / a > < span class = "lineno" > 369< / span > < span class = "comment" > // to cancel out the log " w" of the original nonzero |a_ij| (a.k.a. |a_rc|).< / span > < / div >
< div class = "line" > < a id = "l00370" name = "l00370" > < / a > < span class = "lineno" > 370< / span > < span class = "comment" > // Approaching 0 by addition in log space is the same as approaching 1 by< / span > < / div >
< div class = "line" > < a id = "l00371" name = "l00371" > < / a > < span class = "lineno" > 371< / span > < span class = "comment" > // multiplication in linear space. Hence, each variable' s log magnitude is< / span > < / div >
< div class = "line" > < a id = "l00372" name = "l00372" > < / a > < span class = "lineno" > 372< / span > < span class = "comment" > // subtracted from the log row scale and log column scale. If the sum is< / span > < / div >
< div class = "line" > < a id = "l00373" name = "l00373" > < / a > < span class = "lineno" > 373< / span > < span class = "comment" > // positive, the positive constraint is trivially satisfied, but the negative< / span > < / div >
< div class = "line" > < a id = "l00374" name = "l00374" > < / a > < span class = "lineno" > 374< / span > < span class = "comment" > // constraint will determine the minimum necessary value of beta for that< / span > < / div >
< div class = "line" > < a id = "l00375" name = "l00375" > < / a > < span class = "lineno" > 375< / span > < span class = "comment" > // variable and scaling factors, and vice versa.< / span > < / div >
< div class = "line" > < a id = "l00376" name = "l00376" > < / a > < span class = "lineno" > 376< / span > < span class = "comment" > // For an MxN matrix, the resulting scaling LP has M+N+1 variables and< / span > < / div >
< div class = "line" > < a id = "l00377" name = "l00377" > < / a > < span class = "lineno" > 377< / span > < span class = "comment" > // O(M*N) constraints (2*M*N at maximum). As a result, using this LP to scale< / span > < / div >
< div class = "line" > < a id = "l00378" name = "l00378" > < / a > < span class = "lineno" > 378< / span > < span class = "comment" > // another linear program, will typically increase the time to< / span > < / div >
< div class = "line" > < a id = "l00379" name = "l00379" > < / a > < span class = "lineno" > 379< / span > < span class = "comment" > // optimization by a factor of 4, and has increased the time of some benchmark< / span > < / div >
< div class = "line" > < a id = "l00380" name = "l00380" > < / a > < span class = "lineno" > 380< / span > < span class = "comment" > // LPs by up to 10.< / span > < / div >
< div class = "line" > < a id = "l00381" name = "l00381" > < / a > < span class = "lineno" > 381< / span > < / div >
< div class = "line" > < a id = "l00382" name = "l00382" > < / a > < span class = "lineno" > 382< / span > < span class = "comment" > // Indices to variables in the LinearProgram populated by< / span > < / div >
< div class = "line" > < a id = "l00383" name = "l00383" > < / a > < span class = "lineno" > 383< / span > < span class = "comment" > // GenerateLinearProgram.< / span > < / div >
< div class = "line" > < a id = "l00384" name = "l00384" > < / a > < span class = "lineno" > 384< / span > < a class = "code hl_class" href = "classabsl_1_1_strong_vector.html" > absl::StrongVector< ColIndex, ColIndex> < / a > col_scale_var_indices;< / div >
< div class = "line" > < a id = "l00385" name = "l00385" > < / a > < span class = "lineno" > 385< / span > < a class = "code hl_class" href = "classabsl_1_1_strong_vector.html" > absl::StrongVector< RowIndex, ColIndex> < / a > row_scale_var_indices;< / div >
< div class = "line" > < a id = "l00386" name = "l00386" > < / a > < span class = "lineno" > 386< / span > row_scale_var_indices.< a class = "code hl_function" href = "classabsl_1_1_strong_vector.html#a4e3670a285a3642eaa07f66766cffa72" > resize< / a > (< a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#af2ae3ca10438618ca2fc81f38dcb80e1" > RowToIntIndex< / a > (matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd" > num_rows< / a > ()), < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd" > kInvalidCol< / a > );< / div >
< div class = "line" > < a id = "l00387" name = "l00387" > < / a > < span class = "lineno" > 387< / span > col_scale_var_indices.< a class = "code hl_function" href = "classabsl_1_1_strong_vector.html#a4e3670a285a3642eaa07f66766cffa72" > resize< / a > (< a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a62b2a1c80c429da3975f1d948f7c27df" > ColToIntIndex< / a > (matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813" > num_cols< / a > ()), < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd" > kInvalidCol< / a > );< / div >
< div class = "line" > < a id = "l00388" name = "l00388" > < / a > < span class = "lineno" > 388< / span > < span class = "keyword" > const< / span > ColIndex beta = linear_program-> CreateNewVariable();< / div >
< div class = "line" > < a id = "l00389" name = "l00389" > < / a > < span class = "lineno" > 389< / span > linear_program-> SetVariableBounds(beta, -< a class = "code hl_variable" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > , < a class = "code hl_variable" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > );< / div >
< div class = "line" > < a id = "l00390" name = "l00390" > < / a > < span class = "lineno" > 390< / span > < span class = "comment" > // Default objective is to minimize.< / span > < / div >
< div class = "line" > < a id = "l00391" name = "l00391" > < / a > < span class = "lineno" > 391< / span > linear_program-> SetObjectiveCoefficient(beta, 1);< / div >
< div class = "line" > < a id = "l00392" name = "l00392" > < / a > < span class = "lineno" > 392< / span > matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#abfc30f91ab75c6f4552003f777672e74" > CleanUp< / a > ();< / div >
< div class = "line" > < a id = "l00393" name = "l00393" > < / a > < span class = "lineno" > 393< / span > < span class = "keyword" > const< / span > ColIndex num_cols = matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813" > num_cols< / a > ();< / div >
< div class = "line" > < a id = "l00394" name = "l00394" > < / a > < span class = "lineno" > 394< / span > < span class = "keywordflow" > for< / span > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < num_cols; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00395" name = "l00395" > < / a > < span class = "lineno" > 395< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_sparse_column.html" > SparseColumn< / a > * < span class = "keyword" > const< / span > column = matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a564caf35589006190ef4985fbda74faa" > mutable_column< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a id = "l00396" name = "l00396" > < / a > < span class = "lineno" > 396< / span > < span class = "comment" > // This is the variable representing the log of the scale factor for col.< / span > < / div >
< div class = "line" > < a id = "l00397" name = "l00397" > < / a > < span class = "lineno" > 397< / span > < span class = "keyword" > const< / span > ColIndex column_scale = CreateOrGetScaleIndex< ColIndex> (< / div >
< div class = "line" > < a id = "l00398" name = "l00398" > < / a > < span class = "lineno" > 398< / span > < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , linear_program.get(), & col_scale_var_indices);< / div >
< div class = "line" > < a id = "l00399" name = "l00399" > < / a > < span class = "lineno" > 399< / span > linear_program-> SetVariableBounds(column_scale, -< a class = "code hl_variable" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > , < a class = "code hl_variable" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > );< / div >
< div class = "line" > < a id = "l00400" name = "l00400" > < / a > < span class = "lineno" > 400< / span > < span class = "keywordflow" > for< / span > (EntryIndex i : column-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_vector.html#ab8c57a207c9a5d77dd268bd7018c4971" > AllEntryIndices< / a > ()) {< / div >
< div class = "line" > < a id = "l00401" name = "l00401" > < / a > < span class = "lineno" > 401< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > log_magnitude =< / div >
< div class = "line" > < a id = "l00402" name = "l00402" > < / a > < span class = "lineno" > 402< / span > log2(std::abs(column-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_column.html#aaef7fc778a29bb3bb3040c0423937f6e" > EntryCoefficient< / a > (i)));< / div >
< div class = "line" > < a id = "l00403" name = "l00403" > < / a > < span class = "lineno" > 403< / span > < span class = "keyword" > const< / span > RowIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > = column-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_column.html#aedc46de5199e203b77de2eae2e4c100d" > EntryRow< / a > (i);< / div >
< div class = "line" > < a id = "l00404" name = "l00404" > < / a > < span class = "lineno" > 404< / span > < span class = "comment" > // This is the variable representing the log of the scale factor for row.< / span > < / div >
< div class = "line" > < a id = "l00405" name = "l00405" > < / a > < span class = "lineno" > 405< / span > < span class = "keyword" > const< / span > ColIndex row_scale = CreateOrGetScaleIndex< RowIndex> (< / div >
< div class = "line" > < a id = "l00406" name = "l00406" > < / a > < span class = "lineno" > 406< / span > < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > , linear_program.get(), & row_scale_var_indices);< / div >
< div class = "line" > < a id = "l00407" name = "l00407" > < / a > < span class = "lineno" > 407< / span > < / div >
< div class = "line" > < a id = "l00408" name = "l00408" > < / a > < span class = "lineno" > 408< / span > linear_program-> SetVariableBounds(row_scale, -< a class = "code hl_variable" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > , < a class = "code hl_variable" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > );< / div >
< div class = "line" > < a id = "l00409" name = "l00409" > < / a > < span class = "lineno" > 409< / span > < span class = "comment" > // This is derived from the formulation in< / span > < / div >
< div class = "line" > < a id = "l00410" name = "l00410" > < / a > < span class = "lineno" > 410< / span > < span class = "comment" > // min β< / span > < / div >
< div class = "line" > < a id = "l00411" name = "l00411" > < / a > < span class = "lineno" > 411< / span > < span class = "comment" > // Subject to:< / span > < / div >
< div class = "line" > < a id = "l00412" name = "l00412" > < / a > < span class = "lineno" > 412< / span > < span class = "comment" > // ∀ c∈C, v∈V, p_{c,v} ≠ 0.0, w_{c,v} + s^{var}_v + s^{comb}_c + β ≥ 0.0< / span > < / div >
< div class = "line" > < a id = "l00413" name = "l00413" > < / a > < span class = "lineno" > 413< / span > < span class = "comment" > // ∀ c∈C, v∈V, p_{c,v} ≠ 0.0, w_{c,v} + s^{var}_v + s^{comb}_c ≤ β< / span > < / div >
< div class = "line" > < a id = "l00414" name = "l00414" > < / a > < span class = "lineno" > 414< / span > < span class = "comment" > // If a variable is integer, its scale factor is zero.< / span > < / div >
< div class = "line" > < a id = "l00415" name = "l00415" > < / a > < span class = "lineno" > 415< / span > < / div >
< div class = "line" > < a id = "l00416" name = "l00416" > < / a > < span class = "lineno" > 416< / span > < span class = "comment" > // Start with the constraint w_cv + s_c + s_v + beta > = 0.< / span > < / div >
< div class = "line" > < a id = "l00417" name = "l00417" > < / a > < span class = "lineno" > 417< / span > < span class = "keyword" > const< / span > RowIndex positive_constraint =< / div >
< div class = "line" > < a id = "l00418" name = "l00418" > < / a > < span class = "lineno" > 418< / span > linear_program-> CreateNewConstraint();< / div >
< div class = "line" > < a id = "l00419" name = "l00419" > < / a > < span class = "lineno" > 419< / span > < span class = "comment" > // Subtract the constant w_cv from both sides.< / span > < / div >
< div class = "line" > < a id = "l00420" name = "l00420" > < / a > < span class = "lineno" > 420< / span > linear_program-> SetConstraintBounds(positive_constraint, -log_magnitude,< / div >
< div class = "line" > < a id = "l00421" name = "l00421" > < / a > < span class = "lineno" > 421< / span > < a class = "code hl_variable" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > );< / div >
< div class = "line" > < a id = "l00422" name = "l00422" > < / a > < span class = "lineno" > 422< / span > < span class = "comment" > // +s_c, meaning (log) scale of the constraint C, pointed by row_scale.< / span > < / div >
< div class = "line" > < a id = "l00423" name = "l00423" > < / a > < span class = "lineno" > 423< / span > linear_program-> SetCoefficient(positive_constraint, row_scale, 1);< / div >
< div class = "line" > < a id = "l00424" name = "l00424" > < / a > < span class = "lineno" > 424< / span > < span class = "comment" > // +s_v, meaning (log) scale of the variable V, pointed by column_scale.< / span > < / div >
< div class = "line" > < a id = "l00425" name = "l00425" > < / a > < span class = "lineno" > 425< / span > linear_program-> SetCoefficient(positive_constraint, column_scale, 1);< / div >
< div class = "line" > < a id = "l00426" name = "l00426" > < / a > < span class = "lineno" > 426< / span > < span class = "comment" > // +beta< / span > < / div >
< div class = "line" > < a id = "l00427" name = "l00427" > < / a > < span class = "lineno" > 427< / span > linear_program-> SetCoefficient(positive_constraint, beta, 1);< / div >
< div class = "line" > < a id = "l00428" name = "l00428" > < / a > < span class = "lineno" > 428< / span > < / div >
< div class = "line" > < a id = "l00429" name = "l00429" > < / a > < span class = "lineno" > 429< / span > < span class = "comment" > // Construct the constraint w_cv + s_c + s_v < = beta.< / span > < / div >
< div class = "line" > < a id = "l00430" name = "l00430" > < / a > < span class = "lineno" > 430< / span > < span class = "keyword" > const< / span > RowIndex negative_constraint =< / div >
< div class = "line" > < a id = "l00431" name = "l00431" > < / a > < span class = "lineno" > 431< / span > linear_program-> CreateNewConstraint();< / div >
< div class = "line" > < a id = "l00432" name = "l00432" > < / a > < span class = "lineno" > 432< / span > < span class = "comment" > // Subtract w (and beta) from both sides.< / span > < / div >
< div class = "line" > < a id = "l00433" name = "l00433" > < / a > < span class = "lineno" > 433< / span > linear_program-> SetConstraintBounds(negative_constraint, -< a class = "code hl_variable" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > ,< / div >
< div class = "line" > < a id = "l00434" name = "l00434" > < / a > < span class = "lineno" > 434< / span > -log_magnitude);< / div >
< div class = "line" > < a id = "l00435" name = "l00435" > < / a > < span class = "lineno" > 435< / span > < span class = "comment" > // +s_c, meaning (log) scale of the constraint C, pointed by row_scale.< / span > < / div >
< div class = "line" > < a id = "l00436" name = "l00436" > < / a > < span class = "lineno" > 436< / span > linear_program-> SetCoefficient(negative_constraint, row_scale, 1);< / div >
< div class = "line" > < a id = "l00437" name = "l00437" > < / a > < span class = "lineno" > 437< / span > < span class = "comment" > // +s_v, meaning (log) scale of the variable V, pointed by column_scale.< / span > < / div >
< div class = "line" > < a id = "l00438" name = "l00438" > < / a > < span class = "lineno" > 438< / span > linear_program-> SetCoefficient(negative_constraint, column_scale, 1);< / div >
< div class = "line" > < a id = "l00439" name = "l00439" > < / a > < span class = "lineno" > 439< / span > < span class = "comment" > // -beta< / span > < / div >
< div class = "line" > < a id = "l00440" name = "l00440" > < / a > < span class = "lineno" > 440< / span > linear_program-> SetCoefficient(negative_constraint, beta, -1);< / div >
< div class = "line" > < a id = "l00441" name = "l00441" > < / a > < span class = "lineno" > 441< / span > }< / div >
< div class = "line" > < a id = "l00442" name = "l00442" > < / a > < span class = "lineno" > 442< / span > }< / div >
< div class = "line" > < a id = "l00443" name = "l00443" > < / a > < span class = "lineno" > 443< / span > < span class = "comment" > // End linear program construction.< / span > < / div >
< div class = "line" > < a id = "l00444" name = "l00444" > < / a > < span class = "lineno" > 444< / span > < / div >
< div class = "line" > < a id = "l00445" name = "l00445" > < / a > < span class = "lineno" > 445< / span > linear_program-> AddSlackVariablesWhereNecessary(< span class = "keyword" > false< / span > );< / div >
< div class = "line" > < a id = "l00446" name = "l00446" > < / a > < span class = "lineno" > 446< / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_status.html" > Status< / a > simplex_status =< / div >
< div class = "line" > < a id = "l00447" name = "l00447" > < / a > < span class = "lineno" > 447< / span > simplex-> Solve(*linear_program, < a class = "code hl_function" href = "classoperations__research_1_1_time_limit.html#a8e8e386d8f916b1fefb983118cbdf0a6" > TimeLimit::Infinite< / a > ().get());< / div >
< div class = "line" > < a id = "l00448" name = "l00448" > < / a > < span class = "lineno" > 448< / span > < span class = "keywordflow" > if< / span > (!simplex_status.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_status.html#a03cb7eaa663dc83af68bc28a596d09e6" > ok< / a > ()) {< / div >
< div class = "line" > < a id = "l00449" name = "l00449" > < / a > < span class = "lineno" > 449< / span > < span class = "keywordflow" > return< / span > simplex_status;< / div >
< div class = "line" > < a id = "l00450" name = "l00450" > < / a > < span class = "lineno" > 450< / span > } < span class = "keywordflow" > else< / span > {< / div >
< div class = "line" > < a id = "l00451" name = "l00451" > < / a > < span class = "lineno" > 451< / span > < span class = "comment" > // Now the solution variables can be interpreted and translated from log< / span > < / div >
< div class = "line" > < a id = "l00452" name = "l00452" > < / a > < span class = "lineno" > 452< / span > < span class = "comment" > // space.< / span > < / div >
< div class = "line" > < a id = "l00453" name = "l00453" > < / a > < span class = "lineno" > 453< / span > < span class = "comment" > // For each row scale, unlog it and scale the constraints and constraint< / span > < / div >
< div class = "line" > < a id = "l00454" name = "l00454" > < / a > < span class = "lineno" > 454< / span > < span class = "comment" > // bounds.< / span > < / div >
< div class = "line" > < a id = "l00455" name = "l00455" > < / a > < span class = "lineno" > 455< / span > < span class = "keyword" > const< / span > ColIndex num_cols = matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813" > num_cols< / a > ();< / div >
< div class = "line" > < a id = "l00456" name = "l00456" > < / a > < span class = "lineno" > 456< / span > < span class = "keywordflow" > for< / span > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < num_cols; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00457" name = "l00457" > < / a > < span class = "lineno" > 457< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > column_scale =< / div >
< div class = "line" > < a id = "l00458" name = "l00458" > < / a > < span class = "lineno" > 458< / span > exp2(-simplex-> GetVariableValue(CreateOrGetScaleIndex< ColIndex> (< / div >
< div class = "line" > < a id = "l00459" name = "l00459" > < / a > < span class = "lineno" > 459< / span > < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , linear_program.get(), & col_scale_var_indices)));< / div >
< div class = "line" > < a id = "l00460" name = "l00460" > < / a > < span class = "lineno" > 460< / span > ScaleMatrixColumn(< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , column_scale);< / div >
< div class = "line" > < a id = "l00461" name = "l00461" > < / a > < span class = "lineno" > 461< / span > }< / div >
< div class = "line" > < a id = "l00462" name = "l00462" > < / a > < span class = "lineno" > 462< / span > < span class = "keyword" > const< / span > RowIndex num_rows = matrix_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd" > num_rows< / a > ();< / div >
< div class = "line" > < a id = "l00463" name = "l00463" > < / a > < span class = "lineno" > 463< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseColumn< / a > row_scale(num_rows, 0.0);< / div >
< div class = "line" > < a id = "l00464" name = "l00464" > < / a > < span class = "lineno" > 464< / span > < span class = "keywordflow" > for< / span > (RowIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < num_rows; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ) {< / div >
< div class = "line" > < a id = "l00465" name = "l00465" > < / a > < span class = "lineno" > 465< / span > row_scale[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] =< / div >
< div class = "line" > < a id = "l00466" name = "l00466" > < / a > < span class = "lineno" > 466< / span > exp2(-simplex-> GetVariableValue(CreateOrGetScaleIndex< RowIndex> (< / div >
< div class = "line" > < a id = "l00467" name = "l00467" > < / a > < span class = "lineno" > 467< / span > < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > , linear_program.get(), & row_scale_var_indices)));< / div >
< div class = "line" > < a id = "l00468" name = "l00468" > < / a > < span class = "lineno" > 468< / span > }< / div >
< div class = "line" > < a id = "l00469" name = "l00469" > < / a > < span class = "lineno" > 469< / span > ScaleMatrixRows(row_scale);< / div >
< div class = "line" > < a id = "l00470" name = "l00470" > < / a > < span class = "lineno" > 470< / span > < span class = "keywordflow" > return< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43" > Status::OK< / a > ();< / div >
< div class = "line" > < a id = "l00471" name = "l00471" > < / a > < span class = "lineno" > 471< / span > }< / div >
< div class = "line" > < a id = "l00472" name = "l00472" > < / a > < span class = "lineno" > 472< / span > }< / div >
< div class = "line" > < a id = "l00473" name = "l00473" > < / a > < span class = "lineno" > 473< / span > < / div >
< div class = "line" > < a id = "l00474" name = "l00474" > < / a > < span class = "lineno" > 474< / span > } < span class = "comment" > // namespace glop< / span > < / div >
< div class = "line" > < a id = "l00475" name = "l00475" > < / a > < span class = "lineno" > 475< / span > } < span class = "comment" > // namespace operations_research< / span > < / div >
< div class = "ttc" id = "aalldiff__cst_8cc_html_a26e6db9bcc64b584051ecc28171ed11f" > < div class = "ttname" > < a href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > max< / a > < / div > < div class = "ttdeci" > int64_t max< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "alldiff__cst_8cc_source.html#l00140" > alldiff_cst.cc:140< / a > < / div > < / div >
< div class = "ttc" id = "aalldiff__cst_8cc_html_ad10edae0a852d72fb76afb1c77735045" > < div class = "ttname" > < a href = "alldiff__cst_8cc.html#ad10edae0a852d72fb76afb1c77735045" > min< / a > < / div > < div class = "ttdeci" > int64_t min< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "alldiff__cst_8cc_source.html#l00139" > alldiff_cst.cc:139< / a > < / div > < / div >
< div class = "ttc" id = "abase_2logging_8h_html" > < div class = "ttname" > < a href = "base_2logging_8h.html" > logging.h< / a > < / div > < / div >
2022-03-04 00:11:33 +01:00
< div class = "ttc" id = "abase_2logging_8h_html_a46e69120fbd3b36e6960e096d23b66f0" > < div class = "ttname" > < a href = "base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0" > DCHECK_NE< / a > < / div > < div class = "ttdeci" > #define DCHECK_NE(val1, val2)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "base_2logging_8h_source.html#l00892" > base/logging.h:892< / a > < / div > < / div >
< div class = "ttc" id = "abase_2logging_8h_html_aae2dc65d9ea248d54bf39daa986dd295" > < div class = "ttname" > < a href = "base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295" > DCHECK_GE< / a > < / div > < div class = "ttdeci" > #define DCHECK_GE(val1, val2)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "base_2logging_8h_source.html#l00895" > base/logging.h:895< / a > < / div > < / div >
< div class = "ttc" id = "abase_2logging_8h_html_ae17f8119c108cf3070bad3449c7e0006" > < div class = "ttname" > < a href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > < / div > < div class = "ttdeci" > #define DCHECK(condition)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "base_2logging_8h_source.html#l00890" > base/logging.h:890< / a > < / div > < / div >
< div class = "ttc" id = "abase_2logging_8h_html_ae89df3243bbb8341130c7b3f44145ea0" > < div class = "ttname" > < a href = "base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0" > DCHECK_EQ< / a > < / div > < div class = "ttdeci" > #define DCHECK_EQ(val1, val2)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "base_2logging_8h_source.html#l00891" > base/logging.h:891< / a > < / div > < / div >
< div class = "ttc" id = "abase_2logging_8h_html_afcaa7cadd41741bb855c2ada1d2ef927" > < div class = "ttname" > < a href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > < / div > < div class = "ttdeci" > #define VLOG(verboselevel)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "base_2logging_8h_source.html#l00984" > base/logging.h:984< / a > < / div > < / div >
2022-01-17 21:42:14 +01:00
< div class = "ttc" id = "aclassabsl_1_1_strong_vector_html" > < div class = "ttname" > < a href = "classabsl_1_1_strong_vector.html" > absl::StrongVector< / a > < / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "strong__vector_8h_source.html#l00076" > strong_vector.h:76< / a > < / div > < / div >
< div class = "ttc" id = "aclassabsl_1_1_strong_vector_html_a4e3670a285a3642eaa07f66766cffa72" > < div class = "ttname" > < a href = "classabsl_1_1_strong_vector.html#a4e3670a285a3642eaa07f66766cffa72" > absl::StrongVector::resize< / a > < / div > < div class = "ttdeci" > void resize(size_type new_size)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "strong__vector_8h_source.html#l00150" > strong_vector.h:150< / a > < / div > < / div >
< div class = "ttc" id = "aclassabsl_1_1_strong_vector_html_a60304b65bf89363bcc3165d3cde67f86" > < div class = "ttname" > < a href = "classabsl_1_1_strong_vector.html#a60304b65bf89363bcc3165d3cde67f86" > absl::StrongVector::size< / a > < / div > < div class = "ttdeci" > size_type size() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "strong__vector_8h_source.html#l00147" > strong_vector.h:147< / a > < / div > < / div >
< div class = "ttc" id = "aclassabsl_1_1_strong_vector_html_a644718bb2fb240de962dc3c9a1fdf0dc" > < div class = "ttname" > < a href = "classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc" > absl::StrongVector::empty< / a > < / div > < div class = "ttdeci" > bool empty() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "strong__vector_8h_source.html#l00156" > strong_vector.h:156< / a > < / div > < / div >
< div class = "ttc" id = "aclassabsl_1_1_strong_vector_html_ac8bb3912a3ce86b15842e79d0b421204" > < div class = "ttname" > < a href = "classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204" > absl::StrongVector::clear< / a > < / div > < div class = "ttdeci" > void clear()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "strong__vector_8h_source.html#l00170" > strong_vector.h:170< / a > < / div > < / div >
< div class = "ttc" id = "aclassabsl_1_1_strong_vector_html_acad38d52497a975bfb6f2f6acd76631f" > < div class = "ttname" > < a href = "classabsl_1_1_strong_vector.html#acad38d52497a975bfb6f2f6acd76631f" > absl::StrongVector::end< / a > < / div > < div class = "ttdeci" > iterator end()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "strong__vector_8h_source.html#l00140" > strong_vector.h:140< / a > < / div > < / div >
< div class = "ttc" id = "aclassabsl_1_1_strong_vector_html_ad69bd11391be1a1dba5c8202259664f8" > < div class = "ttname" > < a href = "classabsl_1_1_strong_vector.html#ad69bd11391be1a1dba5c8202259664f8" > absl::StrongVector::begin< / a > < / div > < div class = "ttdeci" > iterator begin()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "strong__vector_8h_source.html#l00138" > strong_vector.h:138< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1_time_limit_html_a8e8e386d8f916b1fefb983118cbdf0a6" > < div class = "ttname" > < a href = "classoperations__research_1_1_time_limit.html#a8e8e386d8f916b1fefb983118cbdf0a6" > operations_research::TimeLimit::Infinite< / a > < / div > < div class = "ttdeci" > static std::unique_ptr< TimeLimit > Infinite()< / div > < div class = "ttdoc" > Creates a time limit object that uses infinite time for wall time, deterministic time and instruction...< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "time__limit_8h_source.html#l00135" > time_limit.h:135< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_column_html" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_column.html" > operations_research::glop::SparseColumn< / a > < / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "sparse__column_8h_source.html#l00044" > sparse_column.h:44< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_column_html_aaef7fc778a29bb3bb3040c0423937f6e" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_column.html#aaef7fc778a29bb3bb3040c0423937f6e" > operations_research::glop::SparseColumn::EntryCoefficient< / a > < / div > < div class = "ttdeci" > Fractional EntryCoefficient(EntryIndex i) const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "sparse__column_8h_source.html#l00052" > sparse_column.h:52< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_column_html_aedc46de5199e203b77de2eae2e4c100d" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_column.html#aedc46de5199e203b77de2eae2e4c100d" > operations_research::glop::SparseColumn::EntryRow< / a > < / div > < div class = "ttdeci" > RowIndex EntryRow(EntryIndex i) const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "sparse__column_8h_source.html#l00051" > sparse_column.h:51< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_html" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix.html" > operations_research::glop::SparseMatrix< / a > < / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "sparse_8h_source.html#l00062" > sparse.h:62< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a41741829541d089f1c4d34f190884813" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813" > operations_research::glop::SparseMatrix::num_cols< / a > < / div > < div class = "ttdeci" > ColIndex num_cols() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "sparse_8h_source.html#l00178" > sparse.h:178< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a564caf35589006190ef4985fbda74faa" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a564caf35589006190ef4985fbda74faa" > operations_research::glop::SparseMatrix::mutable_column< / a > < / div > < div class = "ttdeci" > SparseColumn * mutable_column(ColIndex col)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "sparse_8h_source.html#l00182" > sparse.h:182< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a6ae7b0836055b9b6d182115027d496f9" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a6ae7b0836055b9b6d182115027d496f9" > operations_research::glop::SparseMatrix::ComputeMinAndMaxMagnitudes< / a > < / div > < div class = "ttdeci" > void ComputeMinAndMaxMagnitudes(Fractional *min_magnitude, Fractional *max_magnitude) const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "sparse_8cc_source.html#l00369" > sparse.cc:369< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a7273cc492a51a1c5d45c620b32fce502" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a7273cc492a51a1c5d45c620b32fce502" > operations_research::glop::SparseMatrix::column< / a > < / div > < div class = "ttdeci" > const SparseColumn & column(ColIndex col) const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "sparse_8h_source.html#l00181" > sparse.h:181< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a960110e64357a3e69162ebf1f71959dd" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd" > operations_research::glop::SparseMatrix::num_rows< / a > < / div > < div class = "ttdeci" > RowIndex num_rows() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "sparse_8h_source.html#l00177" > sparse.h:177< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_html_abfc30f91ab75c6f4552003f777672e74" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix.html#abfc30f91ab75c6f4552003f777672e74" > operations_research::glop::SparseMatrix::CleanUp< / a > < / div > < div class = "ttdeci" > void CleanUp()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "sparse_8cc_source.html#l00119" > sparse.cc:119< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_scaler_html_a00be4687c662ab91018b1901422968ef" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a00be4687c662ab91018b1901422968ef" > operations_research::glop::SparseMatrixScaler::RowScalingFactor< / a > < / div > < div class = "ttdeci" > Fractional RowScalingFactor(RowIndex row) const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "matrix__scaler_8cc_source.html#l00057" > matrix_scaler.cc:57< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_scaler_html_a0fda0916591d196bc6a237a40c89dc2b" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a0fda0916591d196bc6a237a40c89dc2b" > operations_research::glop::SparseMatrixScaler::ColScalingFactor< / a > < / div > < div class = "ttdeci" > Fractional ColScalingFactor(ColIndex col) const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "matrix__scaler_8cc_source.html#l00061" > matrix_scaler.cc:61< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_scaler_html_a150a7b18071b89f90d47aa00b679edc9" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a150a7b18071b89f90d47aa00b679edc9" > operations_research::glop::SparseMatrixScaler::ScaleColumnVector< / a > < / div > < div class = "ttdeci" > void ScaleColumnVector(bool up, DenseColumn *column_vector) const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "matrix__scaler_8cc_source.html#l00176" > matrix_scaler.cc:176< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_scaler_html_a2dd7d09e2fe8d71850baa854b0edbf27" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a2dd7d09e2fe8d71850baa854b0edbf27" > operations_research::glop::SparseMatrixScaler::Init< / a > < / div > < div class = "ttdeci" > void Init(SparseMatrix *matrix)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "matrix__scaler_8cc_source.html#l00034" > matrix_scaler.cc:34< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_scaler_html_a4eedd0e414498a0b6bc4f2ce2143da72" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a4eedd0e414498a0b6bc4f2ce2143da72" > operations_research::glop::SparseMatrixScaler::LPScale< / a > < / div > < div class = "ttdeci" > Status LPScale()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "matrix__scaler_8cc_source.html#l00358" > matrix_scaler.cc:358< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_scaler_html_a57b3fbbeb1e0b5a127cc94694aad586e" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a57b3fbbeb1e0b5a127cc94694aad586e" > operations_research::glop::SparseMatrixScaler::ScaleRowVector< / a > < / div > < div class = "ttdeci" > void ScaleRowVector(bool up, DenseRow *row_vector) const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "matrix__scaler_8cc_source.html#l00171" > matrix_scaler.cc:171< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_scaler_html_a6a8ddd97065e27d7f8e5013aaa59fb24" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a6a8ddd97065e27d7f8e5013aaa59fb24" > operations_research::glop::SparseMatrixScaler::EquilibrateColumns< / a > < / div > < div class = "ttdeci" > ColIndex EquilibrateColumns()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "matrix__scaler_8cc_source.html#l00290" > matrix_scaler.cc:290< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_scaler_html_a89b5d413f7e1aa8426e85143a37b54dc" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a89b5d413f7e1aa8426e85143a37b54dc" > operations_research::glop::SparseMatrixScaler::EquilibrateRows< / a > < / div > < div class = "ttdeci" > RowIndex EquilibrateRows()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "matrix__scaler_8cc_source.html#l00268" > matrix_scaler.cc:268< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_scaler_html_a8b4373d64f8f8f3a6480e9ae4e2a6a2e" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a8b4373d64f8f8f3a6480e9ae4e2a6a2e" > operations_research::glop::SparseMatrixScaler::ScaleColumnsGeometrically< / a > < / div > < div class = "ttdeci" > ColIndex ScaleColumnsGeometrically()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "matrix__scaler_8cc_source.html#l00240" > matrix_scaler.cc:240< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_scaler_html_aa5d52693bed51c5fb6e84c99a23799b5" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#aa5d52693bed51c5fb6e84c99a23799b5" > operations_research::glop::SparseMatrixScaler::SparseMatrixScaler< / a > < / div > < div class = "ttdeci" > SparseMatrixScaler()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "matrix__scaler_8cc_source.html#l00031" > matrix_scaler.cc:31< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_scaler_html_aa71d36872f416feaa853788a7a7a7ef8" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#aa71d36872f416feaa853788a7a7a7ef8" > operations_research::glop::SparseMatrixScaler::Clear< / a > < / div > < div class = "ttdeci" > void Clear()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "matrix__scaler_8cc_source.html#l00041" > matrix_scaler.cc:41< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_scaler_html_abc0a90242ca4f46222e707202f7918b0" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#abc0a90242ca4f46222e707202f7918b0" > operations_research::glop::SparseMatrixScaler::Scale< / a > < / div > < div class = "ttdeci" > void Scale(GlopParameters::ScalingAlgorithm method)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "matrix__scaler_8cc_source.html#l00090" > matrix_scaler.cc:90< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_scaler_html_ac9e0ca12adc5a8695b7c203049ae6f56" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#ac9e0ca12adc5a8695b7c203049ae6f56" > operations_research::glop::SparseMatrixScaler::ColUnscalingFactor< / a > < / div > < div class = "ttdeci" > Fractional ColUnscalingFactor(ColIndex col) const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "matrix__scaler_8cc_source.html#l00052" > matrix_scaler.cc:52< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_scaler_html_ada52fc5d004939ec0a71b5302434af02" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#ada52fc5d004939ec0a71b5302434af02" > operations_research::glop::SparseMatrixScaler::RowUnscalingFactor< / a > < / div > < div class = "ttdeci" > Fractional RowUnscalingFactor(RowIndex row) const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "matrix__scaler_8cc_source.html#l00047" > matrix_scaler.cc:47< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_scaler_html_aeaa021fae3560c48754bc32bfc54978c" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#aeaa021fae3560c48754bc32bfc54978c" > operations_research::glop::SparseMatrixScaler::ScaleRowsGeometrically< / a > < / div > < div class = "ttdeci" > RowIndex ScaleRowsGeometrically()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "matrix__scaler_8cc_source.html#l00212" > matrix_scaler.cc:212< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_scaler_html_aebfa385cb902145ed371b68ce3bf579d" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#aebfa385cb902145ed371b68ce3bf579d" > operations_research::glop::SparseMatrixScaler::Unscale< / a > < / div > < div class = "ttdeci" > void Unscale()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "matrix__scaler_8cc_source.html#l00342" > matrix_scaler.cc:342< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_matrix_scaler_html_af9524ee82f45fb16c26a3e6eb6f32ef3" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#af9524ee82f45fb16c26a3e6eb6f32ef3" > operations_research::glop::SparseMatrixScaler::VarianceOfAbsoluteValueOfNonZeros< / a > < / div > < div class = "ttdeci" > Fractional VarianceOfAbsoluteValueOfNonZeros() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "matrix__scaler_8cc_source.html#l00182" > matrix_scaler.cc:182< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_vector_html_a09a2901ab63e665486a0b32347b9fab6" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_vector.html#a09a2901ab63e665486a0b32347b9fab6" > operations_research::glop::SparseVector::ComponentWiseMultiply< / a > < / div > < div class = "ttdeci" > void ComponentWiseMultiply(const DenseVector & factors)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_2sparse__vector_8h_source.html#l00775" > lp_data/sparse_vector.h:775< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_vector_html_a88cf92566c4a4b0281ea82571f4269ad" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_vector.html#a88cf92566c4a4b0281ea82571f4269ad" > operations_research::glop::SparseVector::DivideByConstant< / a > < / div > < div class = "ttdeci" > void DivideByConstant(Fractional factor)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_2sparse__vector_8h_source.html#l00783" > lp_data/sparse_vector.h:783< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_vector_html_a997af931ec11394cec3418321c2ecc4b" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_vector.html#a997af931ec11394cec3418321c2ecc4b" > operations_research::glop::SparseVector::MultiplyByConstant< / a > < / div > < div class = "ttdeci" > void MultiplyByConstant(Fractional factor)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_2sparse__vector_8h_source.html#l00767" > lp_data/sparse_vector.h:767< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_vector_html_aa914fdd75c35b81e5df7fba7b9d23925" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_vector.html#aa914fdd75c35b81e5df7fba7b9d23925" > operations_research::glop::SparseVector::ComponentWiseDivide< / a > < / div > < div class = "ttdeci" > void ComponentWiseDivide(const DenseVector & factors)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_2sparse__vector_8h_source.html#l00791" > lp_data/sparse_vector.h:791< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_vector_html_ab38326ea6cb6187267665dd8b2748f3d" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d" > operations_research::glop::SparseVector< RowIndex, SparseColumnIterator > ::Entry< / a > < / div > < div class = "ttdeci" > typename Iterator::Entry Entry< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_2sparse__vector_8h_source.html#l00091" > lp_data/sparse_vector.h:91< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_vector_html_ab8c57a207c9a5d77dd268bd7018c4971" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_vector.html#ab8c57a207c9a5d77dd268bd7018c4971" > operations_research::glop::SparseVector::AllEntryIndices< / a > < / div > < div class = "ttdeci" > ::util::IntegerRange< EntryIndex > AllEntryIndices() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_2sparse__vector_8h_source.html#l00302" > lp_data/sparse_vector.h:302< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_status_html" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_status.html" > operations_research::glop::Status< / a > < / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "status_8h_source.html#l00026" > status.h:26< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_status_html_a03cb7eaa663dc83af68bc28a596d09e6" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_status.html#a03cb7eaa663dc83af68bc28a596d09e6" > operations_research::glop::Status::ok< / a > < / div > < div class = "ttdeci" > bool ok() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "status_8h_source.html#l00061" > status.h:61< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_status_html_a071b1d04197c0ac6e7a4d0ec0b91ff43" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43" > operations_research::glop::Status::OK< / a > < / div > < div class = "ttdeci" > static const Status OK()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "status_8h_source.html#l00056" > status.h:56< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_status_html_abc9cf268b3c06dff63be23f21995a892" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_status.html#abc9cf268b3c06dff63be23f21995a892" > operations_research::glop::Status::error_message< / a > < / div > < div class = "ttdeci" > const std::string & error_message() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "status_8h_source.html#l00060" > status.h:60< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > operations_research::glop::StrictITIVector< ColIndex, Fractional > < / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a64b6b04f3a519d2c61d49daaa88bf06e" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e" > operations_research::glop::StrictITIVector::resize< / a > < / div > < div class = "ttdeci" > void resize(IntType size)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00273" > lp_types.h:273< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a967a5c081ad4195a30c78dc2c0bcabf5" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5" > operations_research::glop::StrictITIVector::size< / a > < / div > < div class = "ttdeci" > IntType size() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00280" > lp_types.h:280< / a > < / div > < / div >
< div class = "ttc" id = "alp__data_2lp__utils_8h_html" > < div class = "ttname" > < a href = "lp__data_2lp__utils_8h.html" > lp_utils.h< / a > < / div > < / div >
< div class = "ttc" id = "amarkowitz_8cc_html_aa9d6c98fdf8d89b0e2321fda02adc82c" > < div class = "ttname" > < a href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < / div > < div class = "ttdeci" > ColIndex col< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "markowitz_8cc_source.html#l00183" > markowitz.cc:183< / a > < / div > < / div >
< div class = "ttc" id = "amarkowitz_8cc_html_aea35f36ba98d5bbd8d033382f50c9e52" > < div class = "ttname" > < a href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < / div > < div class = "ttdeci" > RowIndex row< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "markowitz_8cc_source.html#l00182" > markowitz.cc:182< / a > < / div > < / div >
< div class = "ttc" id = "amatrix__scaler_8h_html" > < div class = "ttname" > < a href = "matrix__scaler_8h.html" > matrix_scaler.h< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a2ad7ea612bc859f5b637d5029fb875fb" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a2ad7ea612bc859f5b637d5029fb875fb" > operations_research::glop::InfinityNorm< / a > < / div > < div class = "ttdeci" > Fractional InfinityNorm(const DenseColumn & v)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_2lp__utils_8cc_source.html#l00081" > lp_data/lp_utils.cc:81< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a62b2a1c80c429da3975f1d948f7c27df" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a62b2a1c80c429da3975f1d948f7c27df" > operations_research::glop::ColToIntIndex< / a > < / div > < div class = "ttdeci" > Index ColToIntIndex(ColIndex col)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00055" > lp_types.h:55< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a733947145e3e1631165b618b05c9ccb7" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > operations_research::glop::Fractional< / a > < / div > < div class = "ttdeci" > double Fractional< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00078" > lp_types.h:78< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_af2ae3ca10438618ca2fc81f38dcb80e1" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#af2ae3ca10438618ca2fc81f38dcb80e1" > operations_research::glop::RowToIntIndex< / a > < / div > < div class = "ttdeci" > Index RowToIntIndex(RowIndex row)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00058" > lp_types.h:58< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_af9a790b7e8c5b0c6d55b336177378e78" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > operations_research::glop::kInfinity< / a > < / div > < div class = "ttdeci" > const double kInfinity< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00084" > lp_types.h:84< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_afb755b7934d8679476e2f05a89739bcd" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd" > operations_research::glop::kInvalidCol< / a > < / div > < div class = "ttdeci" > const ColIndex kInvalidCol(-1)< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_afd6d278f9d061a91716c6770f2d723e8" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#afd6d278f9d061a91716c6770f2d723e8" > operations_research::glop::ToDouble< / a > < / div > < div class = "ttdeci" > static double ToDouble(double f)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00069" > lp_types.h:69< / a > < / div > < / div >
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