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qpOASES
3.0.1
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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) 2007-2014 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: 00280 00283 virtual SymmetricMatrix* duplicateSym( ) const = 0; 00284 00285 00288 virtual returnValue bilinear( const Indexlist* const icols, 00289 int xN, 00290 const real_t *x, 00291 int xLD, 00292 real_t *y, 00293 int yLD 00294 ) const = 0; 00295 00296 }; 00297 00298 00308 class DenseMatrix : public virtual Matrix 00309 { 00310 public: 00312 DenseMatrix( ) : nRows(0), nCols(0), leaDim(0), val(0) {}; 00313 00317 DenseMatrix( int m, 00318 int n, 00319 int lD, 00320 real_t *v 00321 ) : nRows(m), nCols(n), leaDim(lD), val(v) {} 00322 00323 00325 virtual ~DenseMatrix(); 00326 00328 virtual void free( ); 00329 00332 virtual Matrix *duplicate( ) const; 00333 00336 virtual real_t diag( int i 00337 ) const; 00338 00342 virtual BooleanType isDiag( ) const; 00343 00347 virtual real_t getNorm( int type = 2 00348 ) const; 00349 00353 virtual real_t getRowNorm( int rNum, 00354 int type = 2 00355 ) const; 00356 00359 virtual returnValue getRow( 00360 int rNum, 00361 const Indexlist* const icols, 00362 real_t alpha, 00363 real_t *row 00364 ) const; 00365 00368 virtual returnValue getCol( 00369 int cNum, 00370 const Indexlist* const irows, 00371 real_t alpha, 00372 real_t *col 00373 ) const; 00374 00377 returnValue times ( int xN, 00378 real_t alpha, 00379 const real_t *x, 00380 int xLD, 00381 real_t beta, 00382 real_t *y, 00383 int yLD 00384 ) const; 00385 00388 returnValue transTimes ( int xN, 00389 real_t alpha, 00390 const real_t *x, 00391 int xLD, 00392 real_t beta, 00393 real_t *y, 00394 int yLD 00395 ) const; 00396 00399 virtual returnValue times ( const Indexlist* const irows, 00400 const Indexlist* const icols, 00401 int xN, 00402 real_t alpha, 00403 const real_t *x, 00404 int xLD, 00405 real_t beta, 00406 real_t *y, 00407 int yLD, 00408 BooleanType yCompr = BT_TRUE 00409 ) const; 00410 00413 virtual returnValue transTimes ( const Indexlist* const irows, 00414 const Indexlist* const icols, 00415 int xN, 00416 real_t alpha, 00417 const real_t *x, 00418 int xLD, 00419 real_t beta, 00420 real_t *y, 00421 int yLD 00422 ) const; 00423 00427 virtual returnValue addToDiag( real_t alpha 00428 ); 00429 00430 00437 virtual real_t* full() const; 00438 00439 00442 virtual returnValue print( const char* name = 0 00443 ) const; 00444 00445 00446 protected: 00447 int nRows; 00448 int nCols; 00449 int leaDim; 00450 real_t *val; 00451 }; 00452 00453 00463 class SymDenseMat : public DenseMatrix, public SymmetricMatrix 00464 { 00465 public: 00467 SymDenseMat() : DenseMatrix() {} 00468 00470 SymDenseMat( int m, 00471 int n, 00472 int lD, 00473 real_t *v 00474 ) : DenseMatrix(m, n, lD, v) {} 00475 00478 virtual Matrix *duplicate( ) const; 00479 00482 virtual SymmetricMatrix* duplicateSym( ) const; 00483 00484 00487 virtual returnValue bilinear( const Indexlist* const icols, 00488 int xN, 00489 const real_t *x, 00490 int xLD, 00491 real_t *y, 00492 int yLD 00493 ) const; 00494 }; 00495 00496 00506 class SparseMatrix : public virtual Matrix 00507 { 00508 public: 00510 SparseMatrix(); 00511 00513 SparseMatrix( int nr, 00514 int nc, 00515 sparse_int_t *r, 00516 sparse_int_t *c, 00517 real_t *v 00518 ); 00519 00521 SparseMatrix( int nr, 00522 int nc, 00523 int ld, 00524 const real_t * const v 00525 ); 00526 00528 virtual ~SparseMatrix(); 00529 00531 virtual void free( ); 00532 00535 virtual Matrix *duplicate( ) const; 00536 00539 virtual real_t diag( int i 00540 ) const; 00541 00545 virtual BooleanType isDiag( ) const; 00546 00547 00551 virtual real_t getNorm( int type = 2 00552 ) const; 00553 00557 virtual real_t getRowNorm( int rNum, 00558 int type = 2 00559 ) const; 00560 00562 virtual returnValue getRow( int rNum, 00563 const Indexlist* const icols, 00564 real_t alpha, 00565 real_t *row 00566 ) const; 00567 00569 virtual returnValue getCol( int cNum, 00570 const Indexlist* const irows, 00571 real_t alpha, 00572 real_t *col 00573 ) const; 00574 00576 virtual returnValue times ( int xN, 00577 real_t alpha, 00578 const real_t *x, 00579 int xLD, 00580 real_t beta, 00581 real_t *y, 00582 int yLD 00583 ) const; 00584 00586 virtual returnValue transTimes ( int xN, 00587 real_t alpha, 00588 const real_t *x, 00589 int xLD, 00590 real_t beta, 00591 real_t *y, 00592 int yLD 00593 ) const; 00594 00596 virtual returnValue times ( const Indexlist* const irows, 00597 const Indexlist* const icols, 00598 int xN, 00599 real_t alpha, 00600 const real_t *x, 00601 int xLD, 00602 real_t beta, 00603 real_t *y, 00604 int yLD, 00605 BooleanType yCompr = BT_TRUE 00606 ) const; 00607 00609 virtual returnValue transTimes ( const Indexlist* const irows, 00610 const Indexlist* const icols, 00611 int xN, 00612 real_t alpha, 00613 const real_t *x, 00614 int xLD, 00615 real_t beta, 00616 real_t *y, 00617 int yLD 00618 ) const; 00619 00623 virtual returnValue addToDiag( real_t alpha 00624 ); 00625 00628 sparse_int_t *createDiagInfo(); 00629 00636 virtual real_t* full() const; 00637 00640 virtual returnValue print( const char* name = 0 00641 ) const; 00642 00643 00644 protected: 00645 int nRows; 00646 int nCols; 00647 sparse_int_t *ir; 00648 sparse_int_t *jc; 00649 sparse_int_t *jd; 00650 real_t *val; 00651 }; 00652 00653 00663 class SparseMatrixRow : public virtual Matrix 00664 { 00665 public: 00667 SparseMatrixRow(); 00668 00670 SparseMatrixRow( int nr, 00671 int nc, 00672 sparse_int_t *r, 00673 sparse_int_t *c, 00674 real_t *v 00675 ); 00676 00678 SparseMatrixRow( int nr, 00679 int nc, 00680 int ld, 00681 const real_t * const v 00682 ); 00683 00685 virtual ~SparseMatrixRow(); 00686 00688 virtual void free( ); 00689 00692 virtual Matrix *duplicate( ) const; 00693 00696 virtual real_t diag( int i 00697 ) const; 00698 00702 virtual BooleanType isDiag( ) const; 00703 00704 00708 virtual real_t getNorm( int type = 2 00709 ) const; 00710 00714 virtual real_t getRowNorm( int rNum, 00715 int type = 2 00716 ) const; 00717 00719 virtual returnValue getRow ( 00720 int rNum, 00721 const Indexlist* const icols, 00722 real_t alpha, 00723 real_t *row 00724 ) const; 00725 00727 virtual returnValue getCol ( 00728 int cNum, 00729 const Indexlist* const irows, 00730 real_t alpha, 00731 real_t *col 00732 ) const; 00733 00735 virtual returnValue times ( int xN, 00736 real_t alpha, 00737 const real_t *x, 00738 int xLD, 00739 real_t beta, 00740 real_t *y, 00741 int yLD 00742 ) const; 00743 00745 virtual returnValue transTimes ( int xN, 00746 real_t alpha, 00747 const real_t *x, 00748 int xLD, 00749 real_t beta, 00750 real_t *y, 00751 int yLD 00752 ) const; 00753 00755 virtual returnValue times ( const Indexlist* const irows, 00756 const Indexlist* const icols, 00757 int xN, 00758 real_t alpha, 00759 const real_t *x, 00760 int xLD, 00761 real_t beta, 00762 real_t *y, 00763 int yLD, 00764 BooleanType yCompr = BT_TRUE 00765 ) const; 00766 00768 virtual returnValue transTimes ( const Indexlist* const irows, 00769 const Indexlist* const icols, 00770 int xN, 00771 real_t alpha, 00772 const real_t *x, 00773 int xLD, 00774 real_t beta, 00775 real_t *y, 00776 int yLD 00777 ) const; 00778 00782 virtual returnValue addToDiag( real_t alpha 00783 ); 00784 00787 sparse_int_t *createDiagInfo(); 00788 00795 virtual real_t* full() const; 00796 00799 virtual returnValue print( const char* name = 0 00800 ) const; 00801 00802 00803 protected: 00804 int nRows; 00805 int nCols; 00806 sparse_int_t *jr; 00807 sparse_int_t *ic; 00808 sparse_int_t *jd; 00809 real_t *val; 00810 }; 00811 00812 00822 class SymSparseMat : public SymmetricMatrix, public SparseMatrix 00823 { 00824 public: 00826 SymSparseMat() : SparseMatrix() {} 00827 00829 SymSparseMat( int nr, 00830 int nc, 00831 sparse_int_t *r, 00832 sparse_int_t *c, 00833 real_t *v 00834 ) : SparseMatrix(nr, nc, r, c, v) {} 00835 00837 SymSparseMat( int nr, 00838 int nc, 00839 int ld, 00840 const real_t * const v 00841 ) : SparseMatrix(nr, nc, ld, v) {} 00842 00845 virtual Matrix *duplicate( ) const; 00846 00849 virtual SymmetricMatrix* duplicateSym( ) const; 00850 00851 00854 virtual returnValue bilinear( const Indexlist* const icols, 00855 int xN, 00856 const real_t *x, 00857 int xLD, 00858 real_t *y, 00859 int yLD 00860 ) const; 00861 }; 00862 00863 00864 END_NAMESPACE_QPOASES 00865 00866 00867 #endif /* QPOASES_MATRICES_HPP */
1.7.6.1