1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
|
/*
* ECOS - Embedded Conic Solver.
* Copyright (C) 2012-2015 A. Domahidi [domahidi@embotech.com],
* Automatic Control Lab, ETH Zurich & embotech GmbH, Zurich, Switzerland.
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*/
/*
* Sparse linear algebra library for solver, i.e. no memory manager
* such as malloc is accessed by this module.
*/
#ifndef __SPLA_H__
#define __SPLA_H__
#include "glblopts.h"
/* Data structure for sparse matrices */
typedef struct spmat{
idxint* jc;
idxint* ir;
pfloat* pr;
idxint n;
idxint m;
idxint nnz;
} spmat;
/* SPARSE MATRIX OPERATIONS PROVIDED BY THIS MODULE -------------------- */
/*
* Sparse matrix-vector multiply for operations
*
* y = A*x (if a > 0 && newVector == 1)
* y += A*x (if a > 0 && newVector == 0)
* y = -A*x (if a < 0 && newVector == 1)
* y -= A*x (if a < 0 && newVector == 0)
*
* where A is a sparse matrix and both x and y are assumed to be dense.
*/
void sparseMV(spmat* A, pfloat* x, pfloat* y, idxint a, idxint newVector);
/*
* Sparse matrix-transpose-vector multiply with subtraction.
*
* If newVector > 0, then this computes y = -A'*x,
* otherwise y -= A'*x,
*
* where A is a sparse matrix and both x and y are assumed to be dense.
* If skipDiagonal == 1, then the contributions of diagonal elements are
* not counted.
*
* NOTE: The product is calculating without explicitly forming the
* transpose.
*/
void sparseMtVm(spmat* A, pfloat* x, pfloat* y, idxint newVector, idxint skipDiagonal);
/*
* Vector addition y += x of size n.
*/
void vadd(idxint n, pfloat* x, pfloat* y);
/*
* Vector subtraction with scaling: y -= a*x of size n.
*/
void vsubscale(idxint n, pfloat a, pfloat* x, pfloat* y);
/*
* 2-norm of a vector.
*/
pfloat norm2(pfloat* v, idxint n);
/*
* inf-norm of a vector.
*/
pfloat norminf(pfloat* v, idxint n);
/*
* ECOS dot product z = x'*y of size n.
*/
pfloat eddot(idxint n, pfloat* x, pfloat* y);
#endif
|
