1 files changed, 56 insertions, 0 deletions
diff --git a/modules/optimization/includes/spd.h b/modules/optimization/includes/spd.h
new file mode 100755
index 000000000..ee4b5a28e
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+++ b/modules/optimization/includes/spd.h
@@ -0,0 +1,56 @@
+/*
+ * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ * Copyright (C) INRIA
+ *
+ * This file must be used under the terms of the CeCILL.
+ * This source file is licensed as described in the file COPYING, which
+ * you should have received as part of this distribution.  The terms
+ * are also available at
+ * http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+ *
+ */
+#ifndef __SPD_H__
+#define __SPD_H__
+
+#include "machine.h"
+#include "dynlib_optimization.h"
+#include "core_math.h"
+
+#define SQR(x) ((x)*(x))
+
+#define NB 32            /* block size for dgels */
+#define MINABSTOL 1e-8
+#define MAXITERS 100
+#define TOLC 1e-5        /* tolerance used for dual infeasibility */
+#define SIGTOL 1e-5      /* tolerance used for detecting zero steps
+* dF or dZ */
+#define MINRCOND 1e-8    /* minimum rcond to declare F_i dependent */
+
+
+OPTIMIZATION_IMPEXP int sp(int m, int L, double *F, int *blck_szs, double *c,
+                           double *x, double *Z, double *ul, double nu, double abstol,
+                           double reltol, double tv, int *iters, double *work,
+                           int lwork, int *iwork, int *info);
+
+OPTIMIZATION_IMPEXP int C2F(spf)(
+    int *m,                /* no of variables */
+    int *L,                /* no of blocks in F */
+    double *F,            /* F_i's in packed storage */
+    int *blck_szs,        /* L-vector, dimensions of diagonal blocks */
+    double *c,            /* m-vector */
+    double *x,            /* m-vector */
+    double *Z,            /* block diagonal matrix in packed storage */
+    double *ul,           /* ul[0] = pr. obj, ul[1] = du. obj */
+    double *nu,            /* >= 1.0 */
+    double *abstol,        /* absolute accuracy */
+    double *reltol,        /* relative accuracy */
+    double *tv,            /* target value */
+    int *iters,           /* on entry: the maximum number of iterations,
+				    * on exit: the number of iterations taken */
+    double *work,         /* work array */
+    int *lwork,            /* size of work */
+    int *iwork,           /* work array of m integers */
+    int *info            /* status on termination */
+);
+
+#endif /* __SPD_H__ */