/
Matrices.hpp
997 lines (846 loc) · 53.8 KB
/
Matrices.hpp
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/*
* This file is part of qpOASES.
*
* qpOASES -- An Implementation of the Online Active Set Strategy.
* Copyright (C) 2007-2015 by Hans Joachim Ferreau, Andreas Potschka,
* Christian Kirches et al. All rights reserved.
*
* qpOASES is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version.
*
* qpOASES is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
* See the GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with qpOASES; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
*
*/
/**
* \file include/qpOASES/Matrices.hpp
* \author Andreas Potschka, Hans Joachim Ferreau, Christian Kirches
* \version 3.2
* \date 2009-2015
*
* Various matrix classes: Abstract base matrix class, dense and sparse matrices,
* including symmetry exploiting specializations.
*/
#ifndef QPOASES_MATRICES_HPP
#define QPOASES_MATRICES_HPP
#include <qpOASES/Utils.hpp>
#include <qpOASES/Indexlist.hpp>
#ifdef __USE_SINGLE_PRECISION__
/** Macro for calling level 3 BLAS operation in single precision. */
#define GEMM sgemm_
/** Macro for calling level 3 BLAS operation in single precision. */
#define SYR ssyr_
/** Macro for calling level 3 BLAS operation in single precision. */
#define SYR2 ssyr2_
/** Macro for calling level 3 BLAS operation in single precision. */
#define POTRF spotrf_
#else
/** Macro for calling level 3 BLAS operation in double precision. */
#define GEMM dgemm_
/** Macro for calling level 3 BLAS operation in double precision. */
#define SYR dsyr_
/** Macro for calling level 3 BLAS operation in double precision. */
#define SYR2 dsyr2_
/** Macro for calling level 3 BLAS operation in double precision. */
#define POTRF dpotrf_
#endif /* __USE_SINGLE_PRECISION__ */
extern "C"
{
/** Performs one of the matrix-matrix operation in double precision. */
void dgemm_ ( const char*, const char*, const unsigned long*, const unsigned long*, const unsigned long*,
const double*, const double*, const unsigned long*, const double*, const unsigned long*,
const double*, double*, const unsigned long* );
/** Performs one of the matrix-matrix operation in single precision. */
void sgemm_ ( const char*, const char*, const unsigned long*, const unsigned long*, const unsigned long*,
const float*, const float*, const unsigned long*, const float*, const unsigned long*,
const float*, float*, const unsigned long* );
/** Performs a symmetric rank 1 operation in double precision. */
void dsyr_ ( const char *, const unsigned long *, const double *, const double *,
const unsigned long *, double *, const unsigned long *);
/** Performs a symmetric rank 1 operation in single precision. */
void ssyr_ ( const char *, const unsigned long *, const float *, const float *,
const unsigned long *, float *, const unsigned long *);
/** Performs a symmetric rank 2 operation in double precision. */
void dsyr2_ ( const char *, const unsigned long *, const double *, const double *,
const unsigned long *, const double *, const unsigned long *, double *, const unsigned long *);
/** Performs a symmetric rank 2 operation in single precision. */
void ssyr2_ ( const char *, const unsigned long *, const float *, const float *,
const unsigned long *, const float *, const unsigned long *, float *, const unsigned long *);
/** Calculates the Cholesky factorization of a real symmetric positive definite matrix in double precision. */
void dpotrf_ ( const char *, const unsigned long *, double *, const unsigned long *, long * );
/** Calculates the Cholesky factorization of a real symmetric positive definite matrix in single precision. */
void spotrf_ ( const char *, const unsigned long *, float *, const unsigned long *, long * );
}
BEGIN_NAMESPACE_QPOASES
/**
* \brief Abstract base class for interfacing tailored matrix-vector operations.
*
* Abstract base matrix class. Supplies interface to matrix vector
* products, including products with submatrices given by (ordered) working set
* index lists (see \a SubjectTo).
*
* \author Andreas Potschka, Christian Kirches, Hans Joachim Ferreau
* \version 3.2
* \date 2011-2015
*/
class Matrix
{
public:
/** Default constructor. */
Matrix( ) { doNotFreeMemory(); };
/** Destructor. */
virtual ~Matrix( ) { };
/** Returns a deep-copy of the Matrix object.
* \return Deep-copy of Matrix object */
virtual Matrix* duplicate( ) const = 0;
/** Returns i-th diagonal entry.
* \return i-th diagonal entry */
virtual real_t diag( int_t i /**< Index. */
) const = 0;
/** Checks whether matrix is square and diagonal.
* \return BT_TRUE iff matrix is square and diagonal; \n
* BT_FALSE otherwise. */
virtual BooleanType isDiag( ) const = 0;
/** Get the N-norm of the matrix
* \return N-norm of the matrix
*/
virtual real_t getNorm( int_t type = 2 /**< Norm type, 1: one-norm, 2: Euclidean norm. */
) const = 0;
/** Get the N-norm of a row
* \return N-norm of row \a rNum
*/
virtual real_t getRowNorm( int_t rNum, /**< Row number. */
int_t type = 2 /**< Norm type, 1: one-norm, 2: Euclidean norm. */
) const = 0;
/** Retrieve indexed entries of matrix row multiplied by alpha.
* \return SUCCESSFUL_RETURN */
virtual returnValue getRow( int_t rNum, /**< Row number. */
const Indexlist* const icols, /**< Index list specifying columns. */
real_t alpha, /**< Scalar factor. */
real_t *row /**< Output row vector. */
) const = 0;
/** Retrieve indexed entries of matrix column multiplied by alpha.
* \return SUCCESSFUL_RETURN */
virtual returnValue getCol( int_t cNum, /**< Column number. */
const Indexlist* const irows, /**< Index list specifying rows. */
real_t alpha, /**< Scalar factor. */
real_t *col /**< Output column vector. */
) const = 0;
/** Retrieve entries of submatrix in Harwell-Boeing sparse format.
* If irn, jcn, and avals are null, this only counts the number of nonzeros.
* Otherwise, numNonzeros containts the size of irn, jcn, and avals on entry,
* and the written number of entries on return.
* \return SUCCESSFUL_RETURN */
virtual returnValue getSparseSubmatrix(
const Indexlist* const irows, /**< Index list specifying rows. */
const Indexlist* const icols, /**< Index list specifying columns. */
int_t rowoffset, /**< Offset for row entries. */
int_t coloffset, /**< Offset for row entries. */
int_t& numNonzeros, /**< Number of nonzeros in submatrix. */
int_t* irn, /**< Row position of entries (as position in irows) plus rowoffset. */
int_t* jcn, /**< Column position of entries (as position in irows) plus coloffset. */
real_t* avals, /**< Numerical values of the entries. */
BooleanType only_lower_triangular = BT_FALSE /**< if true, only the lower triangular portion is returned. This can only be true for symmetric matrices and if irows==jcols. */
) const;
/** Retrieve entries of submatrix in Harwell-Boeing sparse format.
* If irn, jcn, and avals are null, this only counts the number of nonzeros.
* Otherwise, numNonzeros containts the size of irn, jcn, and avals on entry,
* and the written number of entries on return. This version retrieves one
* column.
* \return SUCCESSFUL_RETURN */
virtual returnValue getSparseSubmatrix(
const Indexlist* const irows, /**< Index list specifying rows. */
int_t idx_icol, /**< Index list specifying columns. */
int_t rowoffset, /**< Offset for row entries. */
int_t coloffset, /**< Offset for row entries. */
int_t& numNonzeros, /**< Number of nonzeros in submatrix. */
int_t* irn, /**< Row position of entries (as position in irows) plus rowoffset. */
int_t* jcn, /**< Column position of entries (as position in irows) plus coloffset. */
real_t* avals, /**< Numerical values of the entries. */
BooleanType only_lower_triangular = BT_FALSE /**< if true, only the lower triangular portion is returned. This can only be true for symmetric matrices and if irows==jcols. */
) const;
/** Retrieve entries of submatrix in Harwell-Boeing sparse format.
* If irn, jcn, and avals are null, this only counts the number of nonzeros.
* Otherwise, numNonzeros containts the size of irn, jcn, and avals on entry,
* and the written number of entries on return. This version retrieves one row.
* \return SUCCESSFUL_RETURN */
virtual returnValue getSparseSubmatrix(
int_t idx_row, /**< Row number. */
const Indexlist* const icols, /**< Index list specifying columns. */
int_t rowoffset, /**< Offset for row entries. */
int_t coloffset, /**< Offset for row entries. */
int_t& numNonzeros, /**< Number of nonzeros in submatrix. */
int_t* irn, /**< Row position of entries (as position in irows) plus rowoffset. */
int_t* jcn, /**< Column position of entries (as position in irows) plus coloffset. */
real_t* avals, /**< Numerical values of the entries. */
BooleanType only_lower_triangular = BT_FALSE /**< if true, only the lower triangular portion is returned. This can only be true for symmetric matrices and if irows==jcols. */
) const;
/** Retrieve entries of submatrix in Harwell-Boeing sparse format.
* If irn, jcn, and avals are null, this only counts the number of nonzeros.
* Otherwise, numNonzeros containts the size of irn, jcn, and avals on entry,
* and the written number of entries on return.
* \return SUCCESSFUL_RETURN */
virtual returnValue getSparseSubmatrix(
int_t irowsLength, /**< Number of rows. */
const int_t* const irowsNumber, /**< Array with row numbers. */
int_t icolsLength, /**< Number of columns. */
const int_t* const icolsNumber, /**< Array with column numbers. */
int_t rowoffset, /**< Offset for row entries. */
int_t coloffset, /**< Offset for row entries. */
int_t& numNonzeros, /**< Number of nonzeros in submatrix. */
int_t* irn, /**< Row position of entries (as position in irows) plus rowoffset. */
int_t* jcn, /**< Column position of entries (as position in irows) plus coloffset. */
real_t* avals, /**< Numerical values of the entries. */
BooleanType only_lower_triangular = BT_FALSE /**< if true, only the lower triangular portion is returned. This can only be true for symmetric matrices and if irows==jcols. */
) const = 0;
/** Evaluate Y=alpha*A*X + beta*Y.
* \return SUCCESSFUL_RETURN */
virtual returnValue times ( int_t xN, /**< Number of vectors to multiply. */
real_t alpha, /**< Scalar factor for matrix vector product. */
const real_t *x, /**< Input vector to be multiplied. */
int_t xLD, /**< Leading dimension of input x. */
real_t beta, /**< Scalar factor for y. */
real_t *y, /**< Output vector of results. */
int_t yLD /**< Leading dimension of output y. */
) const = 0;
/** Evaluate Y=alpha*A'*X + beta*Y.
* \return SUCCESSFUL_RETURN */
virtual returnValue transTimes ( int_t xN, /**< Number of vectors to multiply. */
real_t alpha, /**< Scalar factor for matrix vector product. */
const real_t *x, /**< Input vector to be multiplied. */
int_t xLD, /**< Leading dimension of input x. */
real_t beta, /**< Scalar factor for y. */
real_t *y, /**< Output vector of results. */
int_t yLD /**< Leading dimension of output y. */
) const = 0;
/** Evaluate matrix vector product with submatrix given by Indexlist.
* \return SUCCESSFUL_RETURN */
virtual returnValue times ( const Indexlist* const irows, /**< Index list specifying rows. */
const Indexlist* const icols, /**< Index list specifying columns. */
int_t xN, /**< Number of vectors to multiply. */
real_t alpha, /**< Scalar factor for matrix vector product. */
const real_t *x, /**< Input vector to be multiplied. */
int_t xLD, /**< Leading dimension of input x. */
real_t beta, /**< Scalar factor for y. */
real_t *y, /**< Output vector of results. */
int_t yLD, /**< Leading dimension of output y. */
BooleanType yCompr = BT_TRUE /**< Compressed storage for y. */
) const = 0;
/** Evaluate matrix transpose vector product.
* \return SUCCESSFUL_RETURN */
virtual returnValue transTimes ( const Indexlist* const irows, /**< Index list specifying rows. */
const Indexlist* const icols, /**< Index list specifying columns. */
int_t xN, /**< Number of vectors to multiply. */
real_t alpha, /**< Scalar factor for matrix vector product. */
const real_t *x, /**< Input vector to be multiplied. */
int_t xLD, /**< Leading dimension of input x. */
real_t beta, /**< Scalar factor for y. */
real_t *y, /**< Output vector of results. */
int_t yLD /**< Leading dimension of output y. */
) const = 0;
/** Adds given offset to diagonal of matrix.
* \return SUCCESSFUL_RETURN \n
RET_NO_DIAGONAL_AVAILABLE */
virtual returnValue addToDiag( real_t alpha /**< Diagonal offset. */
) = 0;
/** Allocates and creates dense matrix array in row major format.
*
* Note: Calling function has to free allocated memory!
*
* \return Pointer to matrix array.
*/
virtual real_t* full() const = 0;
/** Prints matrix to screen.
* \return SUCCESSFUL_RETURN */
virtual returnValue print( const char* name = 0 /** Name of matrix. */
) const = 0;
/** Write matrix to file.
* \return SUCCESSFUL_RETURN */
virtual returnValue writeToFile( FILE* output_file, const char* prefix ) const = 0;
/** Returns whether internal memory needs to be de-allocated.
* \return BT_TRUE iff internal memory needs to be de-allocated, \n
BT_FALSE otherwise */
BooleanType needToFreeMemory( ) const { return freeMemory; };
/** Enables de-allocation of internal memory. */
void doFreeMemory( ) { freeMemory = BT_TRUE; };
/** Disables de-allocation of internal memory. */
void doNotFreeMemory( ) { freeMemory = BT_FALSE; };
protected:
BooleanType freeMemory; /**< Indicating whether internal memory needs to be de-allocated. */
};
/**
* \brief Abstract base class for interfacing matrix-vector operations tailored to symmetric matrices.
*
* Abstract base class for symmetric matrices. Extends Matrix interface with
* bilinear form evaluation.
*
* \author Andreas Potschka, Christian Kirches, Hans Joachim Ferreau
* \version 3.2
* \date 2011-2015
*/
class SymmetricMatrix : public virtual Matrix
{
public:
/** Default constructor. */
SymmetricMatrix( ) { };
/** Destructor. */
virtual ~SymmetricMatrix( ) { };
/** Returns a deep-copy of the SymmetricMatrix object.
* \return Deep-copy of SymmetricMatrix object */
virtual SymmetricMatrix* duplicateSym( ) const = 0;
/** Compute bilinear form y = x'*H*x using submatrix given by index list.
* \return SUCCESSFUL_RETURN */
virtual returnValue bilinear( const Indexlist* const icols, /**< Index list specifying columns of x. */
int_t xN, /**< Number of vectors to multiply. */
const real_t *x, /**< Input vector to be multiplied (uncompressed). */
int_t xLD, /**< Leading dimension of input x. */
real_t *y, /**< Output vector of results (compressed). */
int_t yLD /**< Leading dimension of output y. */
) const = 0;
};
/**
* \brief Interfaces matrix-vector operations tailored to general dense matrices.
*
* Dense matrix class (row major format).
*
* \author Andreas Potschka, Christian Kirches, Hans Joachim Ferreau
* \version 3.2
* \date 2011-2015
*/
class DenseMatrix : public virtual Matrix
{
public:
/** Default constructor. */
DenseMatrix( ) : nRows(0), nCols(0), leaDim(0), val(0) { };
/** Constructor from vector of values.
* Caution: Data pointer must be valid throughout lifetime
*/
DenseMatrix( int_t m, /**< Number of rows. */
int_t n, /**< Number of columns. */
int_t lD, /**< Leading dimension. */
real_t *v /**< Values. */
) : nRows(m), nCols(n), leaDim(lD), val(v) {}
/** Destructor. */
virtual ~DenseMatrix( );
/** Returns a deep-copy of the Matrix object.
* \return Deep-copy of Matrix object */
virtual Matrix *duplicate( ) const;
/** Returns i-th diagonal entry.
* \return i-th diagonal entry */
virtual real_t diag( int_t i /**< Index. */
) const;
/** Checks whether matrix is square and diagonal.
* \return BT_TRUE iff matrix is square and diagonal; \n
* BT_FALSE otherwise. */
virtual BooleanType isDiag( ) const;
/** Get the N-norm of the matrix
* \return N-norm of the matrix
*/
virtual real_t getNorm( int_t type = 2 /**< Norm type, 1: one-norm, 2: Euclidean norm. */
) const;
/** Get the N-norm of a row
* \return N-norm of row \a rNum
*/
virtual real_t getRowNorm( int_t rNum, /**< Row number. */
int_t type = 2 /**< Norm type, 1: one-norm, 2: Euclidean norm. */
) const;
/** Retrieve indexed entries of matrix row multiplied by alpha.
* \return SUCCESSFUL_RETURN */
virtual returnValue getRow( int_t rNum, /**< Row number. */
const Indexlist* const icols, /**< Index list specifying columns. */
real_t alpha, /**< Scalar factor. */
real_t *row /**< Output row vector. */
) const;
/** Retrieve indexed entries of matrix column multiplied by alpha.
* \return SUCCESSFUL_RETURN */
virtual returnValue getCol(
int_t cNum, /**< Column number. */
const Indexlist* const irows, /**< Index list specifying rows. */
real_t alpha, /**< Scalar factor. */
real_t *col /**< Output column vector. */
) const;
/** Retrieve entries of submatrix in Harwell-Boeing sparse format.
* If irn, jcn, and avals are null, this only counts the number of nonzeros.
* Otherwise, numNonzeros containts the size of irn, jcn, and avals on entry,
* and the written number of entries on return.
* \return SUCCESSFUL_RETURN */
virtual returnValue getSparseSubmatrix(
int_t irowsLength, /**< Number of rows. */
const int_t* const irowsNumber, /**< Array with row numbers. */
int_t icolsLength, /**< Number of columns. */
const int_t* const icolsNumber, /**< Array with column numbers. */
int_t rowoffset, /**< Offset for row entries. */
int_t coloffset, /**< Offset for row entries. */
int_t& numNonzeros, /**< Number of nonzeros in submatrix. */
int_t* irn, /**< Row position of entries (as position in irows) plus rowoffset. */
int_t* jcn, /**< Column position of entries (as position in irows) plus coloffset. */
real_t* avals, /**< Numerical values of the entries. */
BooleanType only_lower_triangular = BT_FALSE /**< if true, only the lower triangular portion is returned. This can only be true for symmetric matrices and if irows==jcols. */
) const;
/** Evaluate Y=alpha*A*X + beta*Y.
* \return SUCCESSFUL_RETURN. */
virtual returnValue times( int_t xN, /**< Number of vectors to multiply. */
real_t alpha, /**< Scalar factor for matrix vector product. */
const real_t *x, /**< Input vector to be multiplied. */
int_t xLD, /**< Leading dimension of input x. */
real_t beta, /**< Scalar factor for y. */
real_t *y, /**< Output vector of results. */
int_t yLD /**< Leading dimension of output y. */
) const;
/** Evaluate Y=alpha*A'*X + beta*Y.
* \return SUCCESSFUL_RETURN. */
virtual returnValue transTimes( int_t xN, /**< Number of vectors to multiply. */
real_t alpha, /**< Scalar factor for matrix vector product. */
const real_t *x, /**< Input vector to be multiplied. */
int_t xLD, /**< Leading dimension of input x. */
real_t beta, /**< Scalar factor for y. */
real_t *y, /**< Output vector of results. */
int_t yLD /**< Leading dimension of output y. */
) const;
/** Evaluate matrix vector product with submatrix given by Indexlist.
* \return SUCCESSFUL_RETURN */
virtual returnValue times( const Indexlist* const irows, /**< Index list specifying rows. */
const Indexlist* const icols, /**< Index list specifying columns. */
int_t xN, /**< Number of vectors to multiply. */
real_t alpha, /**< Scalar factor for matrix vector product. */
const real_t *x, /**< Input vector to be multiplied. */
int_t xLD, /**< Leading dimension of input x. */
real_t beta, /**< Scalar factor for y. */
real_t *y, /**< Output vector of results. */
int_t yLD, /**< Leading dimension of output y. */
BooleanType yCompr = BT_TRUE /**< Compressed storage for y. */
) const;
/** Evaluate matrix transpose vector product.
* \return SUCCESSFUL_RETURN */
virtual returnValue transTimes( const Indexlist* const irows, /**< Index list specifying rows. */
const Indexlist* const icols, /**< Index list specifying columns. */
int_t xN, /**< Number of vectors to multiply. */
real_t alpha, /**< Scalar factor for matrix vector product. */
const real_t *x, /**< Input vector to be multiplied. */
int_t xLD, /**< Leading dimension of input x. */
real_t beta, /**< Scalar factor for y. */
real_t *y, /**< Output vector of results. */
int_t yLD /**< Leading dimension of output y. */
) const;
/** Adds given offset to diagonal of matrix.
* \return SUCCESSFUL_RETURN \n
RET_NO_DIAGONAL_AVAILABLE */
virtual returnValue addToDiag( real_t alpha /**< Diagonal offset. */
);
/** Allocates and creates dense matrix array in row major format.
*
* Note: Calling function has to free allocated memory!
*
* \return Pointer to matrix array.
*/
virtual real_t* full() const;
/** Prints matrix to screen.
* \return SUCCESSFUL_RETURN */
virtual returnValue print( const char* name = 0 /** Name of matrix. */
) const;
/** Write matrix to file.
* \return SUCCESSFUL_RETURN */
virtual returnValue writeToFile( FILE* output_file, const char* prefix ) const;
protected:
int_t nRows; /**< Number of rows. */
int_t nCols; /**< Number of columns. */
int_t leaDim; /**< Leading dimension. */
real_t *val; /**< Vector of entries. */
};
/**
* \brief Interfaces matrix-vector operations tailored to symmetric dense matrices.
*
* Symmetric dense matrix class.
*
* \author Andreas Potschka, Christian Kirches, Hans Joachim Ferreau
* \version 3.2
* \date 2011-2015
*/
class SymDenseMat : public DenseMatrix, public SymmetricMatrix
{
public:
/** Default constructor. */
SymDenseMat() : DenseMatrix() { };
/** Constructor from vector of values. */
SymDenseMat( int_t m, /**< Number of rows. */
int_t n, /**< Number of columns. */
int_t lD, /**< Leading dimension. */
real_t *v /**< Values. */
) : DenseMatrix(m, n, lD, v) { };
/** Destructor. */
virtual ~SymDenseMat() { };
/** Returns a deep-copy of the Matrix object.
* \return Deep-copy of Matrix object */
virtual Matrix *duplicate( ) const;
/** Returns a deep-copy of the SymmetricMatrix object.
* \return Deep-copy of SymmetricMatrix object */
virtual SymmetricMatrix* duplicateSym( ) const;
/** Compute bilinear form y = x'*H*x using submatrix given by index list.
* \return SUCCESSFUL_RETURN */
virtual returnValue bilinear( const Indexlist* const icols, /**< Index list specifying columns of x. */
int_t xN, /**< Number of vectors to multiply. */
const real_t *x, /**< Input vector to be multiplied (uncompressed). */
int_t xLD, /**< Leading dimension of input x. */
real_t *y, /**< Output vector of results (compressed). */
int_t yLD /**< Leading dimension of output y. */
) const;
};
/**
* \brief Interfaces matrix-vector operations tailored to general sparse matrices.
*
* Sparse matrix class (col compressed format).
*
* \author Andreas Potschka, Christian Kirches, Hans Joachim Ferreau
* \version 3.2
* \date 2011-2015
*/
class SparseMatrix : public virtual Matrix
{
public:
/** Default constructor. */
SparseMatrix( );
/** Constructor with arguments. */
SparseMatrix( int_t nr, /**< Number of rows. */
int_t nc, /**< Number of columns. */
sparse_int_t *r, /**< Row indices (length). */
sparse_int_t *c, /**< Indices to first entry of columns (nCols+1). */
real_t *v /**< Vector of entries (length). */
);
/** Constructor from dense matrix. */
SparseMatrix( int_t nr, /**< Number of rows. */
int_t nc, /**< Number of columns. */
int_t ld, /**< Leading dimension. */
const real_t * const v /**< Row major stored matrix elements. */
);
/** Destructor. */
virtual ~SparseMatrix( );
/** Returns a deep-copy of the Matrix object.
* \return Deep-copy of Matrix object */
virtual Matrix *duplicate( ) const;
/** Returns i-th diagonal entry.
* \return i-th diagonal entry (or INFTY if diagonal does not exist)*/
virtual real_t diag( int_t i /**< Index. */
) const;
/** Checks whether matrix is square and diagonal.
* \return BT_TRUE iff matrix is square and diagonal; \n
* BT_FALSE otherwise. */
virtual BooleanType isDiag( ) const;
/** Get the N-norm of the matrix
* \return N-norm of the matrix
*/
virtual real_t getNorm( int_t type = 2 /**< Norm type, 1: one-norm, 2: Euclidean norm. */
) const;
/** Get the N-norm of a row
* \return N-norm of row \a rNum
*/
virtual real_t getRowNorm( int_t rNum, /**< Row number. */
int_t type = 2 /**< Norm type, 1: one-norm, 2: Euclidean norm. */
) const;
/** Retrieve indexed entries of matrix row multiplied by alpha. */
virtual returnValue getRow( int_t rNum, /**< Row number. */
const Indexlist* const icols, /**< Index list specifying columns. */
real_t alpha, /**< Scalar factor. */
real_t *row /**< Output row vector. */
) const;
/** Retrieve indexed entries of matrix column multiplied by alpha. */
virtual returnValue getCol( int_t cNum, /**< Column number. */
const Indexlist* const irows, /**< Index list specifying rows. */
real_t alpha, /**< Scalar factor. */
real_t *col /**< Output column vector. */
) const;
/** Retrieve entries of submatrix in Harwell-Boeing sparse format.
* If irn, jcn, and avals are null, this only counts the number of nonzeros.
* Otherwise, numNonzeros containts the size of irn, jcn, and avals on entry,
* and the written number of entries on return.
* \return SUCCESSFUL_RETURN */
virtual returnValue getSparseSubmatrix(
int_t irowsLength, /**< Number of rows. */
const int_t* const irowsNumber, /**< Array with row numbers. */
int_t icolsLength, /**< Number of columns. */
const int_t* const icolsNumber, /**< Array with column numbers. */
int_t rowoffset, /**< Offset for row entries. */
int_t coloffset, /**< Offset for row entries. */
int_t& numNonzeros, /**< Number of nonzeros in submatrix. */
int_t* irn, /**< Row position of entries (as position in irows) plus rowoffset. */
int_t* jcn, /**< Column position of entries (as position in irows) plus coloffset. */
real_t* avals, /**< Numerical values of the entries. */
BooleanType only_lower_triangular = BT_FALSE /**< if true, only the lower triangular portion is returned. This can only be true for symmetric matrices and if irows==jcols. */
) const;
/** Evaluate Y=alpha*A*X + beta*Y. */
virtual returnValue times ( int_t xN, /**< Number of vectors to multiply. */
real_t alpha, /**< Scalar factor for matrix vector product. */
const real_t *x, /**< Input vector to be multiplied. */
int_t xLD, /**< Leading dimension of input x. */
real_t beta, /**< Scalar factor for y. */
real_t *y, /**< Output vector of results. */
int_t yLD /**< Leading dimension of output y. */
) const;
/** Evaluate Y=alpha*A'*X + beta*Y. */
virtual returnValue transTimes ( int_t xN, /**< Number of vectors to multiply. */
real_t alpha, /**< Scalar factor for matrix vector product. */
const real_t *x, /**< Input vector to be multiplied. */
int_t xLD, /**< Leading dimension of input x. */
real_t beta, /**< Scalar factor for y. */
real_t *y, /**< Output vector of results. */
int_t yLD /**< Leading dimension of output y. */
) const;
/** Evaluate matrix vector product with submatrix given by Indexlist. */
virtual returnValue times ( const Indexlist* const irows, /**< Index list specifying rows. */
const Indexlist* const icols, /**< Index list specifying columns. */
int_t xN, /**< Number of vectors to multiply. */
real_t alpha, /**< Scalar factor for matrix vector product. */
const real_t *x, /**< Input vector to be multiplied. */
int_t xLD, /**< Leading dimension of input x. */
real_t beta, /**< Scalar factor for y. */
real_t *y, /**< Output vector of results. */
int_t yLD, /**< Leading dimension of output y. */
BooleanType yCompr = BT_TRUE /**< Compressed storage for y. */
) const;
/** Evaluate matrix transpose vector product. */
virtual returnValue transTimes ( const Indexlist* const irows, /**< Index list specifying rows. */
const Indexlist* const icols, /**< Index list specifying columns. */
int_t xN, /**< Number of vectors to multiply. */
real_t alpha, /**< Scalar factor for matrix vector product. */
const real_t *x, /**< Input vector to be multiplied. */
int_t xLD, /**< Leading dimension of input x. */
real_t beta, /**< Scalar factor for y. */
real_t *y, /**< Output vector of results. */
int_t yLD /**< Leading dimension of output y. */
) const;
/** Adds given offset to diagonal of matrix.
* \return SUCCESSFUL_RETURN \n
RET_NO_DIAGONAL_AVAILABLE */
virtual returnValue addToDiag( real_t alpha /**< Diagonal offset. */
);
/** Create jd field from ir and jc.
* \return Pointer to jd. */
sparse_int_t *createDiagInfo();
/** Allocates and creates dense matrix array in row major format.
*
* Note: Calling function has to free allocated memory!
*
* \return Pointer to matrix array.
*/
virtual real_t* full() const;
/** Prints matrix to screen.
* \return SUCCESSFUL_RETURN */
virtual returnValue print( const char* name = 0 /** Name of matrix. */
) const;
/** Write matrix to file.
* \return SUCCESSFUL_RETURN */
virtual returnValue writeToFile( FILE* output_file, const char* prefix ) const;
protected:
int_t nRows; /**< Number of rows. */
int_t nCols; /**< Number of columns. */
sparse_int_t *ir; /**< Row indices (length). */
sparse_int_t *jc; /**< Indices to first entry of columns (nCols+1). */
sparse_int_t *jd; /**< Indices to first entry of lower triangle (including diagonal) (nCols). */
real_t *val; /**< Vector of entries (length). */
};
/**
* \brief Interfaces matrix-vector operations tailored to general sparse matrices.
*
* Sparse matrix class (row compressed format).
*
* \author Andreas Potschka, Christian Kirches, Hans Joachim Ferreau
* \version 3.2
* \date 2011-2015
*/
class SparseMatrixRow : public virtual Matrix
{
public:
/** Default constructor. */
SparseMatrixRow( );
/** Constructor with arguments. */
SparseMatrixRow( int_t nr, /**< Number of rows. */
int_t nc, /**< Number of columns. */
sparse_int_t *r, /**< Indices to first entry of rows (nRows+1). */
sparse_int_t *c, /**< Column indices (length). */
real_t *v /**< Vector of entries (length). */
);
/** Constructor from dense matrix. */
SparseMatrixRow( int_t nr, /**< Number of rows. */
int_t nc, /**< Number of columns. */
int_t ld, /**< Leading dimension. */
const real_t * const v /**< Row major stored matrix elements. */
);
/** Destructor. */
virtual ~SparseMatrixRow( );
/** Returns a deep-copy of the Matrix object.
* \return Deep-copy of Matrix object */
virtual Matrix *duplicate( ) const;
/** Returns i-th diagonal entry.
* \return i-th diagonal entry (or INFTY if diagonal does not exist)*/
virtual real_t diag( int_t i /**< Index. */
) const;
/** Checks whether matrix is square and diagonal.
* \return BT_TRUE iff matrix is square and diagonal; \n
* BT_FALSE otherwise. */
virtual BooleanType isDiag( ) const;
/** Get the N-norm of the matrix
* \return N-norm of the matrix
*/
virtual real_t getNorm( int_t type = 2 /**< Norm type, 1: one-norm, 2: Euclidean norm. */
) const;
/** Get the N-norm of a row
* \return N-norm of row \a rNum
*/
virtual real_t getRowNorm( int_t rNum, /**< Row number. */
int_t type = 2 /**< Norm type, 1: one-norm, 2: Euclidean norm. */
) const;
/** Retrieve indexed entries of matrix row multiplied by alpha. */
virtual returnValue getRow ( int_t rNum, /**< Row number. */
const Indexlist* const icols, /**< Index list specifying columns. */
real_t alpha, /**< Scalar factor. */
real_t *row /**< Output row vector. */
) const;
/** Retrieve indexed entries of matrix column multiplied by alpha. */
virtual returnValue getCol ( int_t cNum, /**< Column number. */
const Indexlist* const irows, /**< Index list specifying rows. */
real_t alpha, /**< Scalar factor. */
real_t *col /**< Output column vector. */
) const;
/** Retrieve entries of submatrix in Harwell-Boeing sparse format.
* If irn, jcn, and avals are null, this only counts the number of nonzeros.
* Otherwise, numNonzeros containts the size of irn, jcn, and avals on entry,
* and the written number of entries on return.
* \return SUCCESSFUL_RETURN */
virtual returnValue getSparseSubmatrix(
int_t irowsLength, /**< Number of rows. */
const int_t* const irowsNumber, /**< Array with row numbers. */
int_t icolsLength, /**< Number of columns. */
const int_t* const icolsNumber, /**< Array with column numbers. */
int_t rowoffset, /**< Offset for row entries. */
int_t coloffset, /**< Offset for row entries. */
int_t& numNonzeros, /**< Number of nonzeros in submatrix. */
int_t* irn, /**< Row position of entries (as position in irows) plus rowoffset. */
int_t* jcn, /**< Column position of entries (as position in irows) plus coloffset. */
real_t* avals, /**< Numerical values of the entries. */
BooleanType only_lower_triangular = BT_FALSE /**< if true, only the lower triangular portion is returned. This can only be true for symmetric matrices and if irows==jcols. */
) const;
/** Evaluate Y=alpha*A*X + beta*Y. */
virtual returnValue times( int_t xN, /**< Number of vectors to multiply. */
real_t alpha, /**< Scalar factor for matrix vector product. */
const real_t *x, /**< Input vector to be multiplied. */
int_t xLD, /**< Leading dimension of input x. */
real_t beta, /**< Scalar factor for y. */
real_t *y, /**< Output vector of results. */
int_t yLD /**< Leading dimension of output y. */
) const;
/** Evaluate Y=alpha*A'*X + beta*Y. */
virtual returnValue transTimes( int_t xN, /**< Number of vectors to multiply. */
real_t alpha, /**< Scalar factor for matrix vector product. */
const real_t *x, /**< Input vector to be multiplied. */
int_t xLD, /**< Leading dimension of input x. */
real_t beta, /**< Scalar factor for y. */
real_t *y, /**< Output vector of results. */
int_t yLD /**< Leading dimension of output y. */
) const;
/** Evaluate matrix vector product with submatrix given by Indexlist. */
virtual returnValue times( const Indexlist* const irows, /**< Index list specifying rows. */
const Indexlist* const icols, /**< Index list specifying columns. */
int_t xN, /**< Number of vectors to multiply. */
real_t alpha, /**< Scalar factor for matrix vector product. */
const real_t *x, /**< Input vector to be multiplied. */
int_t xLD, /**< Leading dimension of input x. */
real_t beta, /**< Scalar factor for y. */
real_t *y, /**< Output vector of results. */
int_t yLD, /**< Leading dimension of output y. */
BooleanType yCompr = BT_TRUE /**< Compressed storage for y. */
) const;
/** Evaluate matrix transpose vector product. */
virtual returnValue transTimes( const Indexlist* const irows, /**< Index list specifying rows. */
const Indexlist* const icols, /**< Index list specifying columns. */
int_t xN, /**< Number of vectors to multiply. */
real_t alpha, /**< Scalar factor for matrix vector product. */
const real_t *x, /**< Input vector to be multiplied. */
int_t xLD, /**< Leading dimension of input x. */
real_t beta, /**< Scalar factor for y. */
real_t *y, /**< Output vector of results. */
int_t yLD /**< Leading dimension of output y. */
) const;
/** Adds given offset to diagonal of matrix.
* \return SUCCESSFUL_RETURN \n
RET_NO_DIAGONAL_AVAILABLE */
virtual returnValue addToDiag( real_t alpha /**< Diagonal offset. */
);
/** Create jd field from ir and jc.
* \return Pointer to jd. */
sparse_int_t *createDiagInfo();
/** Allocates and creates dense matrix array in row major format.
*
* Note: Calling function has to free allocated memory!
*
* \return Pointer to matrix array.
*/
virtual real_t* full() const;
/** Prints matrix to screen.
* \return SUCCESSFUL_RETURN */
virtual returnValue print( const char* name = 0 /** Name of matrix. */
) const;
/** Write matrix to file.
* \return SUCCESSFUL_RETURN */
virtual returnValue writeToFile( FILE* output_file, const char* prefix ) const;
protected:
int_t nRows; /**< Number of rows. */
int_t nCols; /**< Number of columns. */
sparse_int_t *jr; /**< Indices to first entry of row (nRows+1). */
sparse_int_t *ic; /**< Column indices (length). */
sparse_int_t *jd; /**< Indices to first entry of upper triangle (including diagonal) (nRows). */
real_t *val; /**< Vector of entries (length). */
};
/**
* \brief Interfaces matrix-vector operations tailored to symmetric sparse matrices.
*
* Symmetric sparse matrix class (column compressed format).
*
* \author Andreas Potschka, Christian Kirches, Hans Joachim Ferreau
* \version 3.2
* \date 2011-2015
*/
class SymSparseMat : public SymmetricMatrix, public SparseMatrix
{
public:
/** Default constructor. */
SymSparseMat( ) : SparseMatrix( ) { };
/** Constructor with arguments. */
SymSparseMat( int_t nr, /**< Number of rows. */
int_t nc, /**< Number of columns. */
sparse_int_t *r, /**< Row indices (length). */
sparse_int_t *c, /**< Indices to first entry of columns (nCols+1). */
real_t *v /**< Vector of entries (length). */
) : SparseMatrix(nr, nc, r, c, v) { };
/** Constructor from dense matrix. */
SymSparseMat( int_t nr, /**< Number of rows. */
int_t nc, /**< Number of columns. */
int_t ld, /**< Leading dimension. */
const real_t * const v /**< Row major stored matrix elements. */
) : SparseMatrix(nr, nc, ld, v) { };
/** Destructor. */
virtual ~SymSparseMat( ) { };
/** Returns a deep-copy of the Matrix object.
* \return Deep-copy of Matrix object */
virtual Matrix *duplicate( ) const;
/** Returns a deep-copy of the SymmetricMatrix object.
* \return Deep-copy of SymmetricMatrix object */
virtual SymmetricMatrix* duplicateSym( ) const;
/** Compute bilinear form y = x'*H*x using submatrix given by index list.
* \return SUCCESSFUL_RETURN */
virtual returnValue bilinear( const Indexlist* const icols, /**< Index list specifying columns of x. */
int_t xN, /**< Number of vectors to multiply. */
const real_t *x, /**< Input vector to be multiplied (uncompressed). */
int_t xLD, /**< Leading dimension of input x. */
real_t *y, /**< Output vector of results (compressed). */
int_t yLD /**< Leading dimension of output y. */
) const;
};
END_NAMESPACE_QPOASES
#endif /* QPOASES_MATRICES_HPP */