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qpOASES
3.1.1
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00001 /* 00002 * This file is part of qpOASES. 00003 * 00004 * qpOASES -- An Implementation of the Online Active Set Strategy. 00005 * Copyright (C) 2007-2015 by Hans Joachim Ferreau, Andreas Potschka, 00006 * Christian Kirches et al. All rights reserved. 00007 * 00008 * qpOASES is free software; you can redistribute it and/or 00009 * modify it under the terms of the GNU Lesser General Public 00010 * License as published by the Free Software Foundation; either 00011 * version 2.1 of the License, or (at your option) any later version. 00012 * 00013 * qpOASES is distributed in the hope that it will be useful, 00014 * but WITHOUT ANY WARRANTY; without even the implied warranty of 00015 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. 00016 * See the GNU Lesser General Public License for more details. 00017 * 00018 * You should have received a copy of the GNU Lesser General Public 00019 * License along with qpOASES; if not, write to the Free Software 00020 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA 00021 * 00022 */ 00023 00024 00037 #ifndef QPOASES_MATRICES_HPP 00038 #define QPOASES_MATRICES_HPP 00039 00040 00041 #include <qpOASES/Utils.hpp> 00042 #include <qpOASES/Indexlist.hpp> 00043 00044 00045 #ifdef __USE_SINGLE_PRECISION__ 00046 00048 #define GEMM sgemm_ 00049 00050 #define SYR ssyr_ 00051 00052 #define SYR2 ssyr2_ 00053 00054 #define POTRF spotrf_ 00055 00056 #else 00057 00059 #define GEMM dgemm_ 00060 00061 #define SYR dsyr_ 00062 00063 #define SYR2 dsyr2_ 00064 00065 #define POTRF dpotrf_ 00066 00067 #endif /* __USE_SINGLE_PRECISION__ */ 00068 00069 00070 extern "C" 00071 { 00073 void dgemm_ ( const char*, const char*, const unsigned long*, const unsigned long*, const unsigned long*, 00074 const double*, const double*, const unsigned long*, const double*, const unsigned long*, 00075 const double*, double*, const unsigned long* ); 00077 void sgemm_ ( const char*, const char*, const unsigned long*, const unsigned long*, const unsigned long*, 00078 const float*, const float*, const unsigned long*, const float*, const unsigned long*, 00079 const float*, float*, const unsigned long* ); 00080 00082 void dsyr_ ( const char *, const unsigned long *, const double *, const double *, 00083 const unsigned long *, double *, const unsigned long *); 00085 void ssyr_ ( const char *, const unsigned long *, const float *, const float *, 00086 const unsigned long *, float *, const unsigned long *); 00087 00089 void dsyr2_ ( const char *, const unsigned long *, const double *, const double *, 00090 const unsigned long *, const double *, const unsigned long *, double *, const unsigned long *); 00092 void ssyr2_ ( const char *, const unsigned long *, const float *, const float *, 00093 const unsigned long *, const float *, const unsigned long *, float *, const unsigned long *); 00094 00096 void dpotrf_ ( const char *, const unsigned long *, double *, const unsigned long *, long * ); 00098 void spotrf_ ( const char *, const unsigned long *, float *, const unsigned long *, long * ); 00099 } 00100 00101 00102 BEGIN_NAMESPACE_QPOASES 00103 00110 typedef int sparse_int_t; 00111 00112 00124 class Matrix 00125 { 00126 public: 00128 Matrix( ) { doNotFreeMemory(); }; 00129 00131 virtual ~Matrix( ) { }; 00132 00134 virtual void free( ) = 0; 00135 00138 virtual Matrix* duplicate( ) const = 0; 00139 00142 virtual real_t diag( int i 00143 ) const = 0; 00144 00148 virtual BooleanType isDiag( ) const = 0; 00149 00153 virtual real_t getNorm( int type = 2 00154 ) const = 0; 00155 00159 virtual real_t getRowNorm( int rNum, 00160 int type = 2 00161 ) const = 0; 00162 00165 virtual returnValue getRow( int rNum, 00166 const Indexlist* const icols, 00167 real_t alpha, 00168 real_t *row 00169 ) const = 0; 00170 00173 virtual returnValue getCol( int cNum, 00174 const Indexlist* const irows, 00175 real_t alpha, 00176 real_t *col 00177 ) const = 0; 00178 00181 virtual returnValue times ( int xN, 00182 real_t alpha, 00183 const real_t *x, 00184 int xLD, 00185 real_t beta, 00186 real_t *y, 00187 int yLD 00188 ) const = 0; 00189 00192 virtual returnValue transTimes ( int xN, 00193 real_t alpha, 00194 const real_t *x, 00195 int xLD, 00196 real_t beta, 00197 real_t *y, 00198 int yLD 00199 ) const = 0; 00200 00203 virtual returnValue times ( const Indexlist* const irows, 00204 const Indexlist* const icols, 00205 int xN, 00206 real_t alpha, 00207 const real_t *x, 00208 int xLD, 00209 real_t beta, 00210 real_t *y, 00211 int yLD, 00212 BooleanType yCompr = BT_TRUE 00213 ) const = 0; 00214 00217 virtual returnValue transTimes ( const Indexlist* const irows, 00218 const Indexlist* const icols, 00219 int xN, 00220 real_t alpha, 00221 const real_t *x, 00222 int xLD, 00223 real_t beta, 00224 real_t *y, 00225 int yLD 00226 ) const = 0; 00227 00231 virtual returnValue addToDiag( real_t alpha 00232 ) = 0; 00233 00240 virtual real_t* full() const = 0; 00241 00242 00245 virtual returnValue print( const char* name = 0 00246 ) const = 0; 00247 00248 00252 BooleanType needToFreeMemory( ) const { return freeMemory; }; 00253 00255 void doFreeMemory( ) { freeMemory = BT_TRUE; }; 00256 00258 void doNotFreeMemory( ) { freeMemory = BT_FALSE; }; 00259 00260 00261 protected: 00262 BooleanType freeMemory; 00264 }; 00265 00266 00277 class SymmetricMatrix : public virtual Matrix 00278 { 00279 public: 00281 SymmetricMatrix( ) { }; 00282 00284 virtual ~SymmetricMatrix( ) { }; 00285 00288 virtual SymmetricMatrix* duplicateSym( ) const = 0; 00289 00290 00293 virtual returnValue bilinear( const Indexlist* const icols, 00294 int xN, 00295 const real_t *x, 00296 int xLD, 00297 real_t *y, 00298 int yLD 00299 ) const = 0; 00300 00301 }; 00302 00303 00313 class DenseMatrix : public virtual Matrix 00314 { 00315 public: 00317 DenseMatrix( ) : nRows(0), nCols(0), leaDim(0), val(0) { }; 00318 00322 DenseMatrix( int m, 00323 int n, 00324 int lD, 00325 real_t *v 00326 ) : nRows(m), nCols(n), leaDim(lD), val(v) {} 00327 00328 00330 virtual ~DenseMatrix( ); 00331 00333 virtual void free( ); 00334 00337 virtual Matrix *duplicate( ) const; 00338 00341 virtual real_t diag( int i 00342 ) const; 00343 00347 virtual BooleanType isDiag( ) const; 00348 00352 virtual real_t getNorm( int type = 2 00353 ) const; 00354 00358 virtual real_t getRowNorm( int rNum, 00359 int type = 2 00360 ) const; 00361 00364 virtual returnValue getRow( int rNum, 00365 const Indexlist* const icols, 00366 real_t alpha, 00367 real_t *row 00368 ) const; 00369 00372 virtual returnValue getCol( int cNum, 00373 const Indexlist* const irows, 00374 real_t alpha, 00375 real_t *col 00376 ) const; 00377 00380 virtual returnValue times( int xN, 00381 real_t alpha, 00382 const real_t *x, 00383 int xLD, 00384 real_t beta, 00385 real_t *y, 00386 int yLD 00387 ) const; 00388 00391 virtual returnValue transTimes( int xN, 00392 real_t alpha, 00393 const real_t *x, 00394 int xLD, 00395 real_t beta, 00396 real_t *y, 00397 int yLD 00398 ) const; 00399 00402 virtual returnValue times( const Indexlist* const irows, 00403 const Indexlist* const icols, 00404 int xN, 00405 real_t alpha, 00406 const real_t *x, 00407 int xLD, 00408 real_t beta, 00409 real_t *y, 00410 int yLD, 00411 BooleanType yCompr = BT_TRUE 00412 ) const; 00413 00416 virtual returnValue transTimes( const Indexlist* const irows, 00417 const Indexlist* const icols, 00418 int xN, 00419 real_t alpha, 00420 const real_t *x, 00421 int xLD, 00422 real_t beta, 00423 real_t *y, 00424 int yLD 00425 ) const; 00426 00430 virtual returnValue addToDiag( real_t alpha 00431 ); 00432 00433 00440 virtual real_t* full() const; 00441 00442 00445 virtual returnValue print( const char* name = 0 00446 ) const; 00447 00448 00449 protected: 00450 int nRows; 00451 int nCols; 00452 int leaDim; 00453 real_t *val; 00454 }; 00455 00456 00466 class SymDenseMat : public DenseMatrix, public SymmetricMatrix 00467 { 00468 public: 00470 SymDenseMat() : DenseMatrix() { }; 00471 00473 SymDenseMat( int m, 00474 int n, 00475 int lD, 00476 real_t *v 00477 ) : DenseMatrix(m, n, lD, v) { }; 00478 00480 virtual ~SymDenseMat() { }; 00481 00484 virtual Matrix *duplicate( ) const; 00485 00488 virtual SymmetricMatrix* duplicateSym( ) const; 00489 00490 00493 virtual returnValue bilinear( const Indexlist* const icols, 00494 int xN, 00495 const real_t *x, 00496 int xLD, 00497 real_t *y, 00498 int yLD 00499 ) const; 00500 }; 00501 00502 00512 class SparseMatrix : public virtual Matrix 00513 { 00514 public: 00516 SparseMatrix( ); 00517 00519 SparseMatrix( int nr, 00520 int nc, 00521 sparse_int_t *r, 00522 sparse_int_t *c, 00523 real_t *v 00524 ); 00525 00527 SparseMatrix( int nr, 00528 int nc, 00529 int ld, 00530 const real_t * const v 00531 ); 00532 00534 virtual ~SparseMatrix( ); 00535 00537 virtual void free( ); 00538 00541 virtual Matrix *duplicate( ) const; 00542 00545 virtual real_t diag( int i 00546 ) const; 00547 00551 virtual BooleanType isDiag( ) const; 00552 00553 00557 virtual real_t getNorm( int type = 2 00558 ) const; 00559 00563 virtual real_t getRowNorm( int rNum, 00564 int type = 2 00565 ) const; 00566 00568 virtual returnValue getRow( int rNum, 00569 const Indexlist* const icols, 00570 real_t alpha, 00571 real_t *row 00572 ) const; 00573 00575 virtual returnValue getCol( int cNum, 00576 const Indexlist* const irows, 00577 real_t alpha, 00578 real_t *col 00579 ) const; 00580 00582 virtual returnValue times ( int xN, 00583 real_t alpha, 00584 const real_t *x, 00585 int xLD, 00586 real_t beta, 00587 real_t *y, 00588 int yLD 00589 ) const; 00590 00592 virtual returnValue transTimes ( int xN, 00593 real_t alpha, 00594 const real_t *x, 00595 int xLD, 00596 real_t beta, 00597 real_t *y, 00598 int yLD 00599 ) const; 00600 00602 virtual returnValue times ( const Indexlist* const irows, 00603 const Indexlist* const icols, 00604 int xN, 00605 real_t alpha, 00606 const real_t *x, 00607 int xLD, 00608 real_t beta, 00609 real_t *y, 00610 int yLD, 00611 BooleanType yCompr = BT_TRUE 00612 ) const; 00613 00615 virtual returnValue transTimes ( const Indexlist* const irows, 00616 const Indexlist* const icols, 00617 int xN, 00618 real_t alpha, 00619 const real_t *x, 00620 int xLD, 00621 real_t beta, 00622 real_t *y, 00623 int yLD 00624 ) const; 00625 00629 virtual returnValue addToDiag( real_t alpha 00630 ); 00631 00634 sparse_int_t *createDiagInfo(); 00635 00642 virtual real_t* full() const; 00643 00646 virtual returnValue print( const char* name = 0 00647 ) const; 00648 00649 00650 protected: 00651 int nRows; 00652 int nCols; 00653 sparse_int_t *ir; 00654 sparse_int_t *jc; 00655 sparse_int_t *jd; 00656 real_t *val; 00657 }; 00658 00659 00669 class SparseMatrixRow : public virtual Matrix 00670 { 00671 public: 00673 SparseMatrixRow( ); 00674 00676 SparseMatrixRow( int nr, 00677 int nc, 00678 sparse_int_t *r, 00679 sparse_int_t *c, 00680 real_t *v 00681 ); 00682 00684 SparseMatrixRow( int nr, 00685 int nc, 00686 int ld, 00687 const real_t * const v 00688 ); 00689 00691 virtual ~SparseMatrixRow( ); 00692 00694 virtual void free( ); 00695 00698 virtual Matrix *duplicate( ) const; 00699 00702 virtual real_t diag( int i 00703 ) const; 00704 00708 virtual BooleanType isDiag( ) const; 00709 00710 00714 virtual real_t getNorm( int type = 2 00715 ) const; 00716 00720 virtual real_t getRowNorm( int rNum, 00721 int type = 2 00722 ) const; 00723 00725 virtual returnValue getRow ( int rNum, 00726 const Indexlist* const icols, 00727 real_t alpha, 00728 real_t *row 00729 ) const; 00730 00732 virtual returnValue getCol ( int cNum, 00733 const Indexlist* const irows, 00734 real_t alpha, 00735 real_t *col 00736 ) const; 00737 00739 virtual returnValue times( int xN, 00740 real_t alpha, 00741 const real_t *x, 00742 int xLD, 00743 real_t beta, 00744 real_t *y, 00745 int yLD 00746 ) const; 00747 00749 virtual returnValue transTimes( int xN, 00750 real_t alpha, 00751 const real_t *x, 00752 int xLD, 00753 real_t beta, 00754 real_t *y, 00755 int yLD 00756 ) const; 00757 00759 virtual returnValue times( const Indexlist* const irows, 00760 const Indexlist* const icols, 00761 int xN, 00762 real_t alpha, 00763 const real_t *x, 00764 int xLD, 00765 real_t beta, 00766 real_t *y, 00767 int yLD, 00768 BooleanType yCompr = BT_TRUE 00769 ) const; 00770 00772 virtual returnValue transTimes( const Indexlist* const irows, 00773 const Indexlist* const icols, 00774 int xN, 00775 real_t alpha, 00776 const real_t *x, 00777 int xLD, 00778 real_t beta, 00779 real_t *y, 00780 int yLD 00781 ) const; 00782 00786 virtual returnValue addToDiag( real_t alpha 00787 ); 00788 00791 sparse_int_t *createDiagInfo(); 00792 00799 virtual real_t* full() const; 00800 00803 virtual returnValue print( const char* name = 0 00804 ) const; 00805 00806 00807 protected: 00808 int nRows; 00809 int nCols; 00810 sparse_int_t *jr; 00811 sparse_int_t *ic; 00812 sparse_int_t *jd; 00813 real_t *val; 00814 }; 00815 00816 00826 class SymSparseMat : public SymmetricMatrix, public SparseMatrix 00827 { 00828 public: 00830 SymSparseMat( ) : SparseMatrix( ) { }; 00831 00833 SymSparseMat( int nr, 00834 int nc, 00835 sparse_int_t *r, 00836 sparse_int_t *c, 00837 real_t *v 00838 ) : SparseMatrix(nr, nc, r, c, v) { }; 00839 00841 SymSparseMat( int nr, 00842 int nc, 00843 int ld, 00844 const real_t * const v 00845 ) : SparseMatrix(nr, nc, ld, v) { }; 00846 00848 virtual ~SymSparseMat( ) { }; 00849 00852 virtual Matrix *duplicate( ) const; 00853 00856 virtual SymmetricMatrix* duplicateSym( ) const; 00857 00858 00861 virtual returnValue bilinear( const Indexlist* const icols, 00862 int xN, 00863 const real_t *x, 00864 int xLD, 00865 real_t *y, 00866 int yLD 00867 ) const; 00868 }; 00869 00870 00871 END_NAMESPACE_QPOASES 00872 00873 00874 #endif /* QPOASES_MATRICES_HPP */
1.7.6.1