123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127 |
- #ifndef PARDISO_H
- #define PARDISO_H
- #ifdef __cplusplus
- extern "C" {
- #endif
- #include "lin_alg.h"
- #include "kkt.h"
- /**
- * Pardiso solver structure
- *
- * NB: If we use Pardiso, we suppose that EMBEDDED is not enabled
- */
- typedef struct pardiso pardiso_solver;
- struct pardiso {
- enum linsys_solver_type type;
- /**
- * @name Functions
- * @{
- */
- c_int (*solve)(struct pardiso * self, c_float * b);
- void (*free)(struct pardiso * self); ///< Free workspace (only if desktop)
- c_int (*update_matrices)(struct pardiso * self, const csc *P, const csc *A); ///< Update solver matrices
- c_int (*update_rho_vec)(struct pardiso * self, const c_float * rho_vec); ///< Update rho_vec parameter
- c_int nthreads;
- /** @} */
- /**
- * @name Attributes
- * @{
- */
- // Attributes
- csc *KKT; ///< KKT matrix (in CSR format!)
- c_int *KKT_i; ///< KKT column indices in 1-indexing for Pardiso
- c_int *KKT_p; ///< KKT row pointers in 1-indexing for Pardiso
- c_float *bp; ///< workspace memory for solves (rhs)
- c_float *sol; ///< solution to the KKT system
- c_float *rho_inv_vec; ///< parameter vector
- c_float sigma; ///< scalar parameter
- c_int polish; ///< polishing flag
- c_int n; ///< number of QP variables
- c_int m; ///< number of QP constraints
- // Pardiso variables
- void *pt[64]; ///< internal solver memory pointer pt
- c_int iparm[64]; ///< Pardiso control parameters
- c_int nKKT; ///< dimension of the linear system
- c_int mtype; ///< matrix type (-2 for real and symmetric indefinite)
- c_int nrhs; ///< number of right-hand sides (1 for our needs)
- c_int maxfct; ///< maximum number of factors (1 for our needs)
- c_int mnum; ///< indicates matrix for the solution phase (1 for our needs)
- c_int phase; ///< control the execution phases of the solver
- c_int error; ///< the error indicator (0 for no error)
- c_int msglvl; ///< Message level information (0 for no output)
- c_int idum; ///< dummy integer
- c_float fdum; ///< dummy float
- // These are required for matrix updates
- c_int * Pdiag_idx, Pdiag_n; ///< index and number of diagonal elements in P
- c_int * PtoKKT, * AtoKKT; ///< Index of elements from P and A to KKT matrix
- c_int * rhotoKKT; ///< Index of rho places in KKT matrix
- /** @} */
- };
- /**
- * Initialize Pardiso Solver
- *
- * @param s Pointer to a private structure
- * @param P Cost function matrix (upper triangular form)
- * @param A Constraints matrix
- * @param sigma Algorithm parameter. If polish, then sigma = delta.
- * @param rho_vec Algorithm parameter. If polish, then rho_vec = OSQP_NULL.
- * @param polish Flag whether we are initializing for polish or not
- * @return Exitflag for error (0 if no errors)
- */
- c_int init_linsys_solver_pardiso(pardiso_solver ** sp, const csc * P, const csc * A, c_float sigma, const c_float * rho_vec, c_int polish);
- /**
- * Solve linear system and store result in b
- * @param s Linear system solver structure
- * @param b Right-hand side
- * @return Exitflag
- */
- c_int solve_linsys_pardiso(pardiso_solver * s, c_float * b);
- /**
- * Update linear system solver matrices
- * @param s Linear system solver structure
- * @param P Matrix P
- * @param A Matrix A
- * @return Exitflag
- */
- c_int update_linsys_solver_matrices_pardiso(pardiso_solver * s, const csc *P, const csc *A);
- /**
- * Update rho parameter in linear system solver structure
- * @param s Linear system solver structure
- * @param rho_vec new rho_vec value
- * @return exitflag
- */
- c_int update_linsys_solver_rho_vec_pardiso(pardiso_solver * s, const c_float * rho_vec);
- /**
- * Free linear system solver
- * @param s linear system solver object
- */
- void free_linsys_solver_pardiso(pardiso_solver * s);
- #ifdef __cplusplus
- }
- #endif
- #endif
|