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qpOASES
3.2.1
An Implementation of the Online Active Set Strategy
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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) 2007-2017 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 BEGIN_NAMESPACE_QPOASES 00046 00047 00059 class Matrix 00060 { 00061 public: 00063 Matrix( ) { doNotFreeMemory(); }; 00064 00066 virtual ~Matrix( ) { }; 00067 00069 virtual void free( ) = 0; 00070 00073 virtual Matrix* duplicate( ) const = 0; 00074 00077 virtual real_t diag( int_t i 00078 ) const = 0; 00079 00083 virtual BooleanType isDiag( ) const = 0; 00084 00088 virtual real_t getNorm( int_t type = 2 00089 ) const = 0; 00090 00094 virtual real_t getRowNorm( int_t rNum, 00095 int_t type = 2 00096 ) const = 0; 00097 00100 virtual returnValue getRowNorm( real_t* norm, 00101 int_t type = 2 00102 ) const = 0; 00103 00106 virtual returnValue getRow( int_t rNum, 00107 const Indexlist* const icols, 00108 real_t alpha, 00109 real_t* row 00110 ) const = 0; 00111 00114 virtual returnValue getCol( int_t cNum, 00115 const Indexlist* const irows, 00116 real_t alpha, 00117 real_t* col 00118 ) const = 0; 00119 00125 virtual returnValue getSparseSubmatrix( 00126 const Indexlist* const irows, 00127 const Indexlist* const icols, 00128 int_t rowoffset, 00129 int_t coloffset, 00130 int_t& numNonzeros, 00131 int_t* irn, 00132 int_t* jcn, 00133 real_t* avals, 00134 BooleanType only_lower_triangular = BT_FALSE 00135 ) const; 00136 00143 virtual returnValue getSparseSubmatrix( 00144 const Indexlist* const irows, 00145 int_t idx_icol, 00146 int_t rowoffset, 00147 int_t coloffset, 00148 int_t& numNonzeros, 00149 int_t* irn, 00150 int_t* jcn, 00151 real_t* avals, 00152 BooleanType only_lower_triangular = BT_FALSE 00153 ) const; 00154 00160 virtual returnValue getSparseSubmatrix( 00161 int_t idx_row, 00162 const Indexlist* const icols, 00163 int_t rowoffset, 00164 int_t coloffset, 00165 int_t& numNonzeros, 00166 int_t* irn, 00167 int_t* jcn, 00168 real_t* avals, 00169 BooleanType only_lower_triangular = BT_FALSE 00170 ) const; 00171 00177 virtual returnValue getSparseSubmatrix( 00178 int_t irowsLength, 00179 const int_t* const irowsNumber, 00180 int_t icolsLength, 00181 const int_t* const icolsNumber, 00182 int_t rowoffset, 00183 int_t coloffset, 00184 int_t& numNonzeros, 00185 int_t* irn, 00186 int_t* jcn, 00187 real_t* avals, 00188 BooleanType only_lower_triangular = BT_FALSE 00189 ) const = 0; 00190 00193 virtual returnValue times ( int_t xN, 00194 real_t alpha, 00195 const real_t* x, 00196 int_t xLD, 00197 real_t beta, 00198 real_t* y, 00199 int_t yLD 00200 ) const = 0; 00201 00204 virtual returnValue transTimes ( int_t xN, 00205 real_t alpha, 00206 const real_t* x, 00207 int_t xLD, 00208 real_t beta, 00209 real_t* y, 00210 int_t yLD 00211 ) const = 0; 00212 00215 virtual returnValue times ( const Indexlist* const irows, 00216 const Indexlist* const icols, 00217 int_t xN, 00218 real_t alpha, 00219 const real_t* x, 00220 int_t xLD, 00221 real_t beta, 00222 real_t* y, 00223 int_t yLD, 00224 BooleanType yCompr = BT_TRUE 00225 ) const = 0; 00226 00229 virtual returnValue transTimes ( const Indexlist* const irows, 00230 const Indexlist* const icols, 00231 int_t xN, 00232 real_t alpha, 00233 const real_t* x, 00234 int_t xLD, 00235 real_t beta, 00236 real_t* y, 00237 int_t yLD 00238 ) const = 0; 00239 00243 virtual returnValue addToDiag( real_t alpha 00244 ) = 0; 00245 00252 virtual real_t* full() const = 0; 00253 00254 00257 virtual returnValue print( const char* name = 0 00258 ) const = 0; 00259 00262 virtual returnValue writeToFile( FILE* output_file, const char* prefix ) const = 0; 00263 00267 BooleanType needToFreeMemory( ) const { return freeMemory; }; 00268 00270 void doFreeMemory( ) { freeMemory = BT_TRUE; }; 00271 00273 void doNotFreeMemory( ) { freeMemory = BT_FALSE; }; 00274 00275 00276 protected: 00277 BooleanType freeMemory; 00279 }; 00280 00281 00292 class SymmetricMatrix : public virtual Matrix 00293 { 00294 public: 00296 SymmetricMatrix( ) { }; 00297 00299 virtual ~SymmetricMatrix( ) { }; 00300 00303 virtual SymmetricMatrix* duplicateSym( ) const = 0; 00304 00305 00308 virtual returnValue bilinear( const Indexlist* const icols, 00309 int_t xN, 00310 const real_t* x, 00311 int_t xLD, 00312 real_t* y, 00313 int_t yLD 00314 ) const = 0; 00315 00316 }; 00317 00318 00328 class DenseMatrix : public virtual Matrix 00329 { 00330 public: 00332 DenseMatrix( ) : nRows(0), nCols(0), leaDim(0), val(0) { }; 00333 00337 DenseMatrix( int_t m, 00338 int_t n, 00339 int_t lD, 00340 real_t* v 00341 ) : nRows(m), nCols(n), leaDim(lD), val(v) {} 00342 00343 00345 virtual ~DenseMatrix( ); 00346 00348 virtual void free( ); 00349 00352 virtual Matrix *duplicate( ) const; 00353 00356 virtual real_t diag( int_t i 00357 ) const; 00358 00362 virtual BooleanType isDiag( ) const; 00363 00367 virtual real_t getNorm( int_t type = 2 00368 ) const; 00369 00373 virtual real_t getRowNorm( int_t rNum, 00374 int_t type = 2 00375 ) const; 00376 00379 virtual returnValue getRowNorm( real_t* norm, 00380 int_t type = 2 00381 ) const; 00382 00385 virtual returnValue getRow( int_t rNum, 00386 const Indexlist* const icols, 00387 real_t alpha, 00388 real_t* row 00389 ) const; 00390 00393 virtual returnValue getCol( 00394 int_t cNum, 00395 const Indexlist* const irows, 00396 real_t alpha, 00397 real_t* col 00398 ) const; 00399 00405 virtual returnValue getSparseSubmatrix( 00406 int_t irowsLength, 00407 const int_t* const irowsNumber, 00408 int_t icolsLength, 00409 const int_t* const icolsNumber, 00410 int_t rowoffset, 00411 int_t coloffset, 00412 int_t& numNonzeros, 00413 int_t* irn, 00414 int_t* jcn, 00415 real_t* avals, 00416 BooleanType only_lower_triangular = BT_FALSE 00417 ) const; 00418 00419 00422 virtual returnValue times( int_t xN, 00423 real_t alpha, 00424 const real_t* x, 00425 int_t xLD, 00426 real_t beta, 00427 real_t* y, 00428 int_t yLD 00429 ) const; 00430 00433 virtual returnValue transTimes( int_t xN, 00434 real_t alpha, 00435 const real_t* x, 00436 int_t xLD, 00437 real_t beta, 00438 real_t* y, 00439 int_t yLD 00440 ) const; 00441 00444 virtual returnValue times( const Indexlist* const irows, 00445 const Indexlist* const icols, 00446 int_t xN, 00447 real_t alpha, 00448 const real_t* x, 00449 int_t xLD, 00450 real_t beta, 00451 real_t* y, 00452 int_t yLD, 00453 BooleanType yCompr = BT_TRUE 00454 ) const; 00455 00458 virtual returnValue transTimes( const Indexlist* const irows, 00459 const Indexlist* const icols, 00460 int_t xN, 00461 real_t alpha, 00462 const real_t* x, 00463 int_t xLD, 00464 real_t beta, 00465 real_t* y, 00466 int_t yLD 00467 ) const; 00468 00472 virtual returnValue addToDiag( real_t alpha 00473 ); 00474 00475 00482 virtual real_t* full() const; 00483 00484 00487 virtual returnValue print( const char* name = 0 00488 ) const; 00489 00492 virtual returnValue writeToFile( FILE* output_file, const char* prefix ) const; 00493 00494 protected: 00495 int_t nRows; 00496 int_t nCols; 00497 int_t leaDim; 00498 real_t* val; 00499 }; 00500 00501 00511 class SymDenseMat : public DenseMatrix, public SymmetricMatrix 00512 { 00513 public: 00515 SymDenseMat() : DenseMatrix() { }; 00516 00518 SymDenseMat( int_t m, 00519 int_t n, 00520 int_t lD, 00521 real_t* v 00522 ) : DenseMatrix(m, n, lD, v) { }; 00523 00525 virtual ~SymDenseMat() { }; 00526 00529 virtual Matrix *duplicate( ) const; 00530 00533 virtual SymmetricMatrix* duplicateSym( ) const; 00534 00535 00538 virtual returnValue bilinear( const Indexlist* const icols, 00539 int_t xN, 00540 const real_t* x, 00541 int_t xLD, 00542 real_t* y, 00543 int_t yLD 00544 ) const; 00545 }; 00546 00547 00557 class SparseMatrix : public virtual Matrix 00558 { 00559 public: 00561 SparseMatrix( ); 00562 00564 SparseMatrix( int_t nr, 00565 int_t nc, 00566 sparse_int_t* r, 00567 sparse_int_t* c, 00568 real_t* v 00569 ); 00570 00572 SparseMatrix( int_t nr, 00573 int_t nc, 00574 int_t ld, 00575 const real_t* const v 00576 ); 00577 00579 virtual ~SparseMatrix( ); 00580 00582 virtual void free( ); 00583 00586 virtual Matrix *duplicate( ) const; 00587 00588 00593 virtual void setVal( const real_t* newVal 00594 ); 00595 00598 virtual real_t diag( int_t i 00599 ) const; 00600 00604 virtual BooleanType isDiag( ) const; 00605 00606 00610 virtual real_t getNorm( int_t type = 2 00611 ) const; 00612 00616 virtual real_t getRowNorm( int_t rNum, 00617 int_t type = 2 00618 ) const; 00619 00622 virtual returnValue getRowNorm( real_t* norm, 00623 int_t type = 2 00624 ) const; 00625 00627 virtual returnValue getRow( int_t rNum, 00628 const Indexlist* const icols, 00629 real_t alpha, 00630 real_t* row 00631 ) const; 00632 00634 virtual returnValue getCol( int_t cNum, 00635 const Indexlist* const irows, 00636 real_t alpha, 00637 real_t* col 00638 ) const; 00639 00645 virtual returnValue getSparseSubmatrix( 00646 int_t irowsLength, 00647 const int_t* const irowsNumber, 00648 int_t icolsLength, 00649 const int_t* const icolsNumber, 00650 int_t rowoffset, 00651 int_t coloffset, 00652 int_t& numNonzeros, 00653 int_t* irn, 00654 int_t* jcn, 00655 real_t* avals, 00656 BooleanType only_lower_triangular = BT_FALSE 00657 ) const; 00658 00660 virtual returnValue times ( int_t xN, 00661 real_t alpha, 00662 const real_t* x, 00663 int_t xLD, 00664 real_t beta, 00665 real_t* y, 00666 int_t yLD 00667 ) const; 00668 00670 virtual returnValue transTimes ( int_t xN, 00671 real_t alpha, 00672 const real_t* x, 00673 int_t xLD, 00674 real_t beta, 00675 real_t* y, 00676 int_t yLD 00677 ) const; 00678 00680 virtual returnValue times ( const Indexlist* const irows, 00681 const Indexlist* const icols, 00682 int_t xN, 00683 real_t alpha, 00684 const real_t* x, 00685 int_t xLD, 00686 real_t beta, 00687 real_t* y, 00688 int_t yLD, 00689 BooleanType yCompr = BT_TRUE 00690 ) const; 00691 00693 virtual returnValue transTimes ( const Indexlist* const irows, 00694 const Indexlist* const icols, 00695 int_t xN, 00696 real_t alpha, 00697 const real_t* x, 00698 int_t xLD, 00699 real_t beta, 00700 real_t* y, 00701 int_t yLD 00702 ) const; 00703 00707 virtual returnValue addToDiag( real_t alpha 00708 ); 00709 00712 sparse_int_t* createDiagInfo(); 00713 00720 virtual real_t* full() const; 00721 00724 virtual returnValue print( const char* name = 0 00725 ) const; 00726 00729 virtual returnValue writeToFile( FILE* output_file, const char* prefix ) const; 00730 00731 00732 protected: 00733 int_t nRows; 00734 int_t nCols; 00735 sparse_int_t* ir; 00736 sparse_int_t* jc; 00737 sparse_int_t* jd; 00738 real_t* val; 00739 }; 00740 00741 00751 class SparseMatrixRow : public virtual Matrix 00752 { 00753 public: 00755 SparseMatrixRow( ); 00756 00758 SparseMatrixRow( int_t nr, 00759 int_t nc, 00760 sparse_int_t* r, 00761 sparse_int_t* c, 00762 real_t* v 00763 ); 00764 00766 SparseMatrixRow( int_t nr, 00767 int_t nc, 00768 int_t ld, 00769 const real_t* const v 00770 ); 00771 00773 virtual ~SparseMatrixRow( ); 00774 00776 virtual void free( ); 00777 00780 virtual Matrix *duplicate( ) const; 00781 00784 virtual real_t diag( int_t i 00785 ) const; 00786 00790 virtual BooleanType isDiag( ) const; 00791 00792 00796 virtual real_t getNorm( int_t type = 2 00797 ) const; 00798 00802 virtual real_t getRowNorm( int_t rNum, 00803 int_t type = 2 00804 ) const; 00805 00808 virtual returnValue getRowNorm( real_t* norm, 00809 int_t type = 2 00810 ) const; 00811 00813 virtual returnValue getRow ( int_t rNum, 00814 const Indexlist* const icols, 00815 real_t alpha, 00816 real_t* row 00817 ) const; 00818 00820 virtual returnValue getCol ( int_t cNum, 00821 const Indexlist* const irows, 00822 real_t alpha, 00823 real_t* col 00824 ) const; 00825 00831 virtual returnValue getSparseSubmatrix( 00832 int_t irowsLength, 00833 const int_t* const irowsNumber, 00834 int_t icolsLength, 00835 const int_t* const icolsNumber, 00836 int_t rowoffset, 00837 int_t coloffset, 00838 int_t& numNonzeros, 00839 int_t* irn, 00840 int_t* jcn, 00841 real_t* avals, 00842 BooleanType only_lower_triangular = BT_FALSE 00843 ) const; 00844 00846 virtual returnValue times( int_t xN, 00847 real_t alpha, 00848 const real_t* x, 00849 int_t xLD, 00850 real_t beta, 00851 real_t* y, 00852 int_t yLD 00853 ) const; 00854 00856 virtual returnValue transTimes( int_t xN, 00857 real_t alpha, 00858 const real_t* x, 00859 int_t xLD, 00860 real_t beta, 00861 real_t* y, 00862 int_t yLD 00863 ) const; 00864 00866 virtual returnValue times( const Indexlist* const irows, 00867 const Indexlist* const icols, 00868 int_t xN, 00869 real_t alpha, 00870 const real_t* x, 00871 int_t xLD, 00872 real_t beta, 00873 real_t* y, 00874 int_t yLD, 00875 BooleanType yCompr = BT_TRUE 00876 ) const; 00877 00879 virtual returnValue transTimes( const Indexlist* const irows, 00880 const Indexlist* const icols, 00881 int_t xN, 00882 real_t alpha, 00883 const real_t* x, 00884 int_t xLD, 00885 real_t beta, 00886 real_t* y, 00887 int_t yLD 00888 ) const; 00889 00893 virtual returnValue addToDiag( real_t alpha 00894 ); 00895 00898 sparse_int_t* createDiagInfo(); 00899 00906 virtual real_t* full() const; 00907 00910 virtual returnValue print( const char* name = 0 00911 ) const; 00912 00915 virtual returnValue writeToFile( FILE* output_file, const char* prefix ) const; 00916 00917 protected: 00918 int_t nRows; 00919 int_t nCols; 00920 sparse_int_t* jr; 00921 sparse_int_t* ic; 00922 sparse_int_t* jd; 00923 real_t* val; 00924 }; 00925 00926 00936 class SymSparseMat : public SymmetricMatrix, public SparseMatrix 00937 { 00938 public: 00940 SymSparseMat( ) : SparseMatrix( ) { }; 00941 00943 SymSparseMat( int_t nr, 00944 int_t nc, 00945 sparse_int_t* r, 00946 sparse_int_t* c, 00947 real_t* v 00948 ) : SparseMatrix(nr, nc, r, c, v) { }; 00949 00951 SymSparseMat( int_t nr, 00952 int_t nc, 00953 int_t ld, 00954 const real_t* const v 00955 ) : SparseMatrix(nr, nc, ld, v) { }; 00956 00958 virtual ~SymSparseMat( ) { }; 00959 00962 virtual Matrix *duplicate( ) const; 00963 00966 virtual SymmetricMatrix* duplicateSym( ) const; 00967 00968 00971 virtual returnValue bilinear( const Indexlist* const icols, 00972 int_t xN, 00973 const real_t* x, 00974 int_t xLD, 00975 real_t* y, 00976 int_t yLD 00977 ) const; 00978 }; 00979 00980 00981 END_NAMESPACE_QPOASES 00982 00983 00984 #endif /* QPOASES_MATRICES_HPP */
1.7.6.1