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LQSolver.h
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LQSolver.h
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#ifndef DLQ_SOLVER_H
#define DLQ_SOLVER_H
#include "DMEngine.h"
#include <vector>
#include <functional>
#include <vector>
#include <Eigen/Eigen>
class LQSolver {
public :
DMEngine *eng;
bool needrs;
bool saveA;
LQSolver(DMEngine *eng, bool needrs = false);
double solve(int n, int m,
std::vector< std::pair< std::pair<int,int>, double> > &matData,
std::vector<double> &bData,
std::vector<double> &result,
bool fixedOne = false);
void solve(int n,
std::vector<double> &bData,
std::vector<double> &result
);
};
class ConvexSolver {
public:
double zeroResult;
double eps;
int iterTime;
std::function<double(double)> convexFunction;
virtual void solve(double l, double r, double &best, double &number) {};
ConvexSolver() : iterTime(0) {}
double ConvexFunction(double x) {iterTime++; return convexFunction(x);}
};
class TriSecSolver : public ConvexSolver {
public:
void solve(double l, double r, double &best, double &number);
};
class NewtonIterSolver : public ConvexSolver {
public:
void solve(double l, double r, double &best, double &number);
};
class TriNewtonIterSolver : public ConvexSolver {
public:
void solve(double l, double r, double &best, double &number);
};
class LQSolverWithLimit {
public:
static double iterEps;
static double newtonIterEps;
static double newtonMaxIterTime;
static void solve(std::vector<Eigen::VectorXd> A,
std::vector<double> &x,
Eigen::VectorXd b,
std::vector< std::pair<double, double> > limit);
static void ckLQWL();
typedef std::function<void(
std::vector<Eigen::VectorXd> &,
Eigen::VectorXd &,
std::vector< std::pair<double, double> > &
)> GetJacobiFunction;
typedef std::function<void(
std::vector<double> &
)> ReturnRsFunction;
static void NewtonIter(
GetJacobiFunction getJacobi,
ReturnRsFunction returnRs);
};
#endif