Added linux shared libraries and header files for int and ecos functions

1 files changed, 345 insertions, 0 deletions

diff --git a/thirdparty/linux/include/coin1/IpMatrix.hpp b/thirdparty/linux/include/coin1/IpMatrix.hpp
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+++ b/thirdparty/linux/include/coin1/IpMatrix.hpp
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+// Copyright (C) 2004, 2008 International Business Machines and others.
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// $Id: IpMatrix.hpp 2472 2014-04-05 17:47:20Z stefan $
+//
+// Authors:  Carl Laird, Andreas Waechter     IBM    2004-08-13
+
+#ifndef __IPMATRIX_HPP__
+#define __IPMATRIX_HPP__
+
+#include "IpVector.hpp"
+
+namespace Ipopt
+{
+
+  /* forward declarations */
+  class MatrixSpace;
+
+  /** Matrix Base Class. This is the base class for all derived matrix
+   *  types.  All Matrices, such as Jacobian and Hessian matrices, as
+   *  well as possibly the iteration matrices needed for the step
+   *  computation, are of this type.
+   *
+   *  Deriving from Matrix:  Overload the protected XXX_Impl method.
+   */
+  class Matrix : public TaggedObject
+  {
+  public:
+    /** @name Constructor/Destructor */
+    //@{
+    /** Constructor.  It has to be given a pointer to the
+     *  corresponding MatrixSpace.
+     */
+    Matrix(const MatrixSpace* owner_space)
+        :
+        TaggedObject(),
+        owner_space_(owner_space),
+        valid_cache_tag_(0)
+    {}
+
+    /** Destructor */
+    virtual ~Matrix()
+    {}
+    //@}
+
+    /**@name Operations of the Matrix on a Vector */
+    //@{
+    /** Matrix-vector multiply.  Computes y = alpha * Matrix * x +
+     *  beta * y.  Do not overload.  Overload MultVectorImpl instead.
+     */
+    void MultVector(Number alpha, const Vector& x, Number beta,
+                    Vector& y) const
+    {
+      MultVectorImpl(alpha, x, beta, y);
+    }
+
+    /** Matrix(transpose) vector multiply.  Computes y = alpha *
+     *  Matrix^T * x + beta * y.  Do not overload.  Overload
+     *  TransMultVectorImpl instead.
+     */
+    void TransMultVector(Number alpha, const Vector& x, Number beta,
+                         Vector& y) const
+    {
+      TransMultVectorImpl(alpha, x, beta, y);
+    }
+    //@}
+
+    /** @name Methods for specialized operations.  A prototype
+     *  implementation is provided, but for efficient implementation
+     *  those should be specially implemented.
+     */
+    //@{
+    /** X = X + alpha*(Matrix S^{-1} Z).  Should be implemented
+     *  efficiently for the ExansionMatrix
+     */
+    void AddMSinvZ(Number alpha, const Vector& S, const Vector& Z,
+                   Vector& X) const;
+
+    /** X = S^{-1} (r + alpha*Z*M^Td).   Should be implemented
+     *  efficiently for the ExansionMatrix
+     */
+    void SinvBlrmZMTdBr(Number alpha, const Vector& S,
+                        const Vector& R, const Vector& Z,
+                        const Vector& D, Vector& X) const;
+    //@}
+
+    /** Method for determining if all stored numbers are valid (i.e.,
+     *  no Inf or Nan). */
+    bool HasValidNumbers() const;
+
+    /** @name Information about the size of the matrix */
+    //@{
+    /** Number of rows */
+    inline
+    Index  NRows() const;
+
+    /** Number of columns */
+    inline
+    Index  NCols() const;
+    //@}
+
+    /** @name Norms of the individual rows and columns */
+    //@{
+    /** Compute the max-norm of the rows in the matrix.  The result is
+     *  stored in rows_norms.  The vector is assumed to be initialized
+     *  of init is false. */
+    void ComputeRowAMax(Vector& rows_norms, bool init=true) const
+    {
+      DBG_ASSERT(NRows() == rows_norms.Dim());
+      if (init) rows_norms.Set(0.);
+      ComputeRowAMaxImpl(rows_norms, init);
+    }
+    /** Compute the max-norm of the columns in the matrix.  The result
+     *  is stored in cols_norms  The vector is assumed to be initialized
+     *  of init is false. */
+    void ComputeColAMax(Vector& cols_norms, bool init=true) const
+    {
+      DBG_ASSERT(NCols() == cols_norms.Dim());
+      if (init) cols_norms.Set(0.);
+      ComputeColAMaxImpl(cols_norms, init);
+    }
+    //@}
+
+    /** Print detailed information about the matrix. Do not overload.
+     *  Overload PrintImpl instead.
+     */
+    //@{
+    virtual void Print(SmartPtr<const Journalist> jnlst,
+                       EJournalLevel level,
+                       EJournalCategory category,
+                       const std::string& name,
+                       Index indent=0,
+                       const std::string& prefix="") const;
+    virtual void Print(const Journalist& jnlst,
+                       EJournalLevel level,
+                       EJournalCategory category,
+                       const std::string& name,
+                       Index indent=0,
+                       const std::string& prefix="") const;
+    //@}
+
+    /** Return the owner MatrixSpace*/
+    inline
+    SmartPtr<const MatrixSpace> OwnerSpace() const;
+
+  protected:
+    /** @name implementation methods (derived classes MUST
+     *  overload these pure virtual protected methods.
+     */
+    //@{
+    /** Matrix-vector multiply.  Computes y = alpha * Matrix * x +
+     *  beta * y
+     */
+    virtual void MultVectorImpl(Number alpha, const Vector& x, Number beta, Vector& y) const =0;
+
+    /** Matrix(transpose) vector multiply.
+     * Computes y = alpha * Matrix^T * x  +  beta * y
+     */
+    virtual void TransMultVectorImpl(Number alpha, const Vector& x, Number beta, Vector& y) const =0;
+
+    /** X = X + alpha*(Matrix S^{-1} Z).  Prototype for this
+     *  specialize method is provided, but for efficient
+     *  implementation it should be overloaded for the expansion matrix.
+     */
+    virtual void AddMSinvZImpl(Number alpha, const Vector& S, const Vector& Z,
+                               Vector& X) const;
+
+    /** X = S^{-1} (r + alpha*Z*M^Td).   Should be implemented
+     *  efficiently for the ExpansionMatrix.
+     */
+    virtual void SinvBlrmZMTdBrImpl(Number alpha, const Vector& S,
+                                    const Vector& R, const Vector& Z,
+                                    const Vector& D, Vector& X) const;
+
+    /** Method for determining if all stored numbers are valid (i.e.,
+     *  no Inf or Nan). A default implementation always returning true
+     *  is provided, but if possible it should be implemented. */
+    virtual bool HasValidNumbersImpl() const
+    {
+      return true;
+    }
+
+    /** Compute the max-norm of the rows in the matrix.  The result is
+     *  stored in rows_norms.  The vector is assumed to be
+     *  initialized. */
+    virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const = 0;
+    /** Compute the max-norm of the columns in the matrix.  The result
+     *  is stored in cols_norms.  The vector is assumed to be
+     *  initialized. */
+    virtual void ComputeColAMaxImpl(Vector& cols_norms, bool init) const = 0;
+
+    /** Print detailed information about the matrix. */
+    virtual void PrintImpl(const Journalist& jnlst,
+                           EJournalLevel level,
+                           EJournalCategory category,
+                           const std::string& name,
+                           Index indent,
+                           const std::string& prefix) const =0;
+    //@}
+
+  private:
+    /**@name Default Compiler Generated Methods
+     * (Hidden to avoid implicit creation/calling).
+     * These methods are not implemented and 
+     * we do not want the compiler to implement
+     * them for us, so we declare them private
+     * and do not define them. This ensures that
+     * they will not be implicitly created/called. */
+    //@{
+    /** default constructor */
+    Matrix();
+
+    /** Copy constructor */
+    Matrix(const Matrix&);
+
+    /** Overloaded Equals Operator */
+    Matrix& operator=(const Matrix&);
+    //@}
+
+    const SmartPtr<const MatrixSpace> owner_space_;
+
+    /**@name CachedResults data members */
+    //@{
+    mutable TaggedObject::Tag valid_cache_tag_;
+    mutable bool cached_valid_;
+    //@}
+  };
+
+
+  /** MatrixSpace base class, corresponding to the Matrix base class.
+   *  For each Matrix implementation, a corresponding MatrixSpace has
+   *  to be implemented.  A MatrixSpace is able to create new Matrices
+   *  of a specific type.  The MatrixSpace should also store
+   *  information that is common to all Matrices of that type.  For
+   *  example, the dimensions of a Matrix is stored in the MatrixSpace
+   *  base class.
+   */
+  class MatrixSpace : public ReferencedObject
+  {
+  public:
+    /** @name Constructors/Destructors */
+    //@{
+    /** Constructor, given the number rows and columns of all matrices
+     *  generated by this MatrixSpace.
+     */
+    MatrixSpace(Index nRows, Index nCols)
+        :
+        nRows_(nRows),
+        nCols_(nCols)
+    {}
+
+    /** Destructor */
+    virtual ~MatrixSpace()
+    {}
+    //@}
+
+    /** Pure virtual method for creating a new Matrix of the
+     *  corresponding type.
+     */
+    virtual Matrix* MakeNew() const=0;
+
+    /** Accessor function for the number of rows. */
+    Index NRows() const
+    {
+      return nRows_;
+    }
+    /** Accessor function for the number of columns. */
+    Index NCols() const
+    {
+      return nCols_;
+    }
+
+    /** Method to test if a given matrix belongs to a particular
+     *  matrix space.
+     */
+    bool IsMatrixFromSpace(const Matrix& matrix) const
+    {
+      return (matrix.OwnerSpace() == this);
+    }
+
+  private:
+    /**@name Default Compiler Generated Methods
+     * (Hidden to avoid implicit creation/calling).
+     * These methods are not implemented and 
+     * we do not want the compiler to implement
+     * them for us, so we declare them private
+     * and do not define them. This ensures that
+     * they will not be implicitly created/called. */
+    //@{
+    /** default constructor */
+    MatrixSpace();
+
+    /** Copy constructor */
+    MatrixSpace(const MatrixSpace&);
+
+    /** Overloaded Equals Operator */
+    MatrixSpace& operator=(const MatrixSpace&);
+    //@}
+
+    /** Number of rows for all matrices of this type. */
+    const Index nRows_;
+    /** Number of columns for all matrices of this type. */
+    const Index nCols_;
+  };
+
+
+  /* Inline Methods */
+  inline
+  Index  Matrix::NRows() const
+  {
+    return owner_space_->NRows();
+  }
+
+  inline
+  Index  Matrix::NCols() const
+  {
+    return owner_space_->NCols();
+  }
+
+  inline
+  SmartPtr<const MatrixSpace> Matrix::OwnerSpace() const
+  {
+    return owner_space_;
+  }
+
+} // namespace Ipopt
+
+// Macro definitions for debugging matrices
+#if COIN_IPOPT_VERBOSITY == 0
+# define DBG_PRINT_MATRIX(__verbose_level, __mat_name, __mat)
+#else
+# define DBG_PRINT_MATRIX(__verbose_level, __mat_name, __mat) \
+   if (dbg_jrnl.Verbosity() >= (__verbose_level)) { \
+      if (dbg_jrnl.Jnlst()!=NULL) { \
+        (__mat).Print(dbg_jrnl.Jnlst(), \
+        J_ERROR, J_DBG, \
+        __mat_name, \
+        dbg_jrnl.IndentationLevel()*2, \
+        "# "); \
+      } \
+   }
+#endif // #if COIN_IPOPT_VERBOSITY == 0
+
+#endif