We now accept only upper triangular P. Need to fix unittests

docs/examples/demo.rst

@@ -101,17 +101,17 @@ C
 
     int main(int argc, char **argv) {
         // Load problem data
-        c_float P_x[4] = {4.00, 1.00, 1.00, 2.00, };
-        c_int P_nnz = 4;
-        c_int P_i[4] = {0, 1, 0, 1, };
-        c_int P_p[3] = {0, 2, 4, };
-        c_float q[2] = {1.00, 1.00, };
-        c_float A_x[4] = {1.00, 1.00, 1.00, 1.00, };
+        c_float P_x[3] = {4.0, 1.0, 2.0, };
+        c_int P_nnz = 3;
+        c_int P_i[3] = {0, 0, 1, };
+        c_int P_p[3] = {0, 1, 3, };
+        c_float q[2] = {1.0, 1.0, };
+        c_float A_x[4] = {1.0, 1.0, 1.0, 1.0, };
         c_int A_nnz = 4;
         c_int A_i[4] = {0, 1, 0, 2, };
         c_int A_p[3] = {0, 2, 4, };
-        c_float l[3] = {1.00, 0.00, 0.00, };
-        c_float u[3] = {1.00, 0.70, 0.70, };
+        c_float l[3] = {1.0, 0.0, 0.0, };
+        c_float u[3] = {1.0, 0.7, 0.7, };
         c_int n = 2;
         c_int m = 3;
 

docs/interfaces/CC++.rst

@@ -80,7 +80,7 @@ Data
 .. doxygenstruct:: OSQPData
    :members:
 
-The matrices are defined in `Compressed Sparse Column (CSC) format <https://people.sc.fsu.edu/~jburkardt/data/cc/cc.html>`_.
+The matrices are defined in `Compressed Sparse Column (CSC) format <https://people.sc.fsu.edu/~jburkardt/data/cc/cc.html>`_ using zero-based indexing.
 
 .. doxygenstruct:: csc
    :members:

examples/osqp_demo.c

@@ -4,10 +4,10 @@
 
 int main(int argc, char **argv) {
   // Load problem data
-  c_float P_x[4] = { 4.0, 1.0, 1.0, 2.0, };
-  c_int P_nnz  = 4;
-  c_int P_i[4] = { 0, 1, 0, 1, };
-  c_int P_p[3] = { 0, 2, 4, };
+  c_float P_x[3] = { 4.0, 1.0, 2.0, };
+  c_int P_nnz  = 3;
+  c_int P_i[3] = { 0, 0, 1, };
+  c_int P_p[3] = { 0, 1, 3, };
   c_float q[2]   = { 1.0, 1.0, };
   c_float A_x[4] = { 1.0, 1.0, 1.0, 1.0, };
   c_int A_nnz  = 4;

include/types.h

@@ -126,9 +126,8 @@ typedef struct {
 typedef struct {
   c_int    n; ///< number of variables n
   c_int    m; ///< number of constraints m
-  csc     *P; ///< quadratic part of the cost P in csc format (size n x n). It
-              ///  can be either the full P or only the upper triangular part. The
-              ///  workspace stores only the upper triangular part
+  csc     *P; ///< the upper triangular part of the quadratic cost matrix
+              ///  P in csc format (size n x n).
   csc     *A; ///< linear constraints matrix A in csc format (size m x n)
   c_float *q; ///< dense array for linear part of cost function (size n)
   c_float *l; ///< dense array for lower bound (size m)

src/auxil.c

@@ -794,7 +794,7 @@ c_int check_termination(OSQPWorkspace *work, c_int approximate) {
 
 
 c_int validate_data(const OSQPData *data) {
-  c_int j;
+  c_int j, ptr;
 
   if (!data) {
 # ifdef PRINTING
@@ -827,11 +827,21 @@ c_int validate_data(const OSQPData *data) {
     return 1;
   }
 
+  for (j = 0; j < data->n; j++) { // COLUMN
+    for (ptr = data->P->p[j]; ptr < data->P->p[j + 1]; ptr++) {
+      if (data->P->i[ptr] > j) {  // if ROW > COLUMN
+# ifdef PRINTING
+        c_eprint("P is not upper triangular");
+# endif /* ifdef PRINTING */
+        return 1;
+      }
+    }
+  }
+
   // Matrix A
   if ((data->A->m != data->m) || (data->A->n != data->n)) {
 # ifdef PRINTING
-    c_eprint("A does not have dimension m x n with m = %i and n = %i",
-             (int)data->m, (int)data->n);
+    c_eprint("A does not have dimension %i x %i", (int)data->m, (int)data->n);
 # endif /* ifdef PRINTING */
     return 1;
   }

src/osqp.c

@@ -111,7 +111,7 @@ c_int osqp_setup(OSQPWorkspace** work, const OSQPData *data, const OSQPSettings
   (*work)->data    = c_malloc(sizeof(OSQPData));
   (*work)->data->n = data->n;                    // Number of variables
   (*work)->data->m = data->m;                    // Number of linear constraints
-  (*work)->data->P = csc_to_triu(data->P);       // Cost function matrix
+  (*work)->data->P = copy_csc_mat(data->P);      // Cost function matrix
   (*work)->data->q = vec_copy(data->q, data->n); // Linear part of cost function
   (*work)->data->A = copy_csc_mat(data->A);      // Linear constraints matrix
   (*work)->data->l = vec_copy(data->l, data->m); // Lower bounds on constraints