Auxilary.h

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#ifndef __QP_AUXILARY_H__
#define __QP_AUXILARY_H__
 
#ifdef __cplusplus
extern "C"
{
#endif
 
#include "timer.h"
#include "amd.h"
#include "amd_internal.h"
#include "ldl.h"
typedef struct smat
{
    qp_int *jc;  
    qp_int *ir;  
    qp_real *pr; 
    qp_int n;    
    qp_int m;    
    qp_int nnz;  
} smat;
 
typedef struct kkt
{
    smat *kktmatrix;  
    qp_real *b;       
    qp_int *Parent;   
    qp_int *Flag;     
    qp_int *Lnz;      
    qp_int *Li;       
    qp_int *Lp;       
    qp_int *Lti;      
    qp_int *Ltp;      
    qp_int *Pattern;  
    qp_int *UPattern; 
    qp_real *Y;       
    qp_real *Lx;      
    qp_real *D;       
    qp_int *P;        
    qp_int *Pinv;     
} kkt;
 
typedef struct stats
{
 
    qp_real tsetup;         
    qp_real tsolve;         
    qp_real kkt_time;       
    qp_real ldl_numeric;    
    qp_int IterationCount; 
    qp_real n_rx;          
    qp_real n_ry;          
    qp_real n_rz;          
    qp_real n_mu;          
    qp_real alpha_p;        
    qp_real alpha_d;        
    qp_real fval;           
    qp_int Flag;            
    qp_int AMD_RESULT;      
    qp_int resolve_kkt;     
} stats;
 
typedef struct settings
{
 
    qp_int maxit;   
    qp_real reltol; 
    qp_real abstol; 
    qp_real sigma;  
    qp_int verbose; 
} settings;
 
    typedef struct QP
    {
 
    qp_int n; 
    qp_int m; 
    qp_int p; 
    qp_real sigma_d; 
    qp_real mu;      
    qp_real rho;     
    qp_real *x; 
    qp_real *y; 
    qp_real *z; 
    qp_real *s; 
    qp_real *rx; 
    qp_real *ry; 
    qp_real *rz; 
    qp_real *delta;   
    qp_real *delta_x; 
    qp_real *delta_y; 
    qp_real *delta_z; 
    qp_real *delta_s; 
    qp_real *ds;     
    qp_real *lambda; 
    qp_real *temp; 
    smat *P;    
    qp_real *c; 
    smat *G;    
    qp_real *h; 
    smat *A;    
    qp_real *b; 
    smat *At; 
    smat *Gt; 
    kkt *kkt;          
    settings *options; 
    stats *stats;      
} QP;
 
 
qp_int kkt_initialize(QP *myQP);
 
qp_int kktsolve_1(QP *myQP);
 
void kktsolve_2(QP *myQP);
 
void SparseMatrixSetup(qp_int m, qp_int n, qp_int nnz, qp_int *jc, qp_int *ir, qp_real *pr, smat *sparse);
 
void Transpose_Row_Count(qp_int m, qp_int n, qp_int *Li, qp_int *Lp, qp_int *Lti, qp_int *Ltp);
 
void computeresiduals(QP *myQP);
 
void SparseMatrixMultiply(smat *A, qp_real *x, qp_real *y, qp_int start);
 
void SparseMatrixTransMultiply(smat *A, qp_real *x, qp_real *y, qp_int start);
 
void form_ds(qp_real *ds, qp_real *lambda, qp_real *delta_s, qp_real *delta_z, qp_real sigma, qp_real mu, qp_int m, qp_int selector);
 
void formkktmatrix_U(smat *P, smat *G, smat *Gt, smat *kkt);
 
void formkktmatrix_full(smat *P, smat *G, smat *A, smat *Gt, smat *At, smat *kktmatrix);
 
void SparseMatrixTranspose(smat *A, smat *At);
 
void updatekktmatrix(smat *kkt, qp_real *s, qp_real *z, qp_real *delta_s, qp_real *delta_z, qp_real alpha_p, qp_real alpha_d, qp_int m, qp_int n, qp_int p, qp_int indicator);
 
void updatekktmatrix_b(qp_real *b, qp_real *rx, qp_real *ry, qp_real *rz, qp_real *ds, qp_real *z, qp_int n, qp_int m, qp_int p);
 
qp_int checksign(qp_real *s, qp_real *delta_s, qp_real alpha, qp_int count);
 
void updatevariables(qp_real *x, qp_real *delta_x, qp_real alpha, qp_int count);
 
void formlambda(qp_real *lambda, qp_real *s, qp_real *z, qp_int n);
 
qp_real formrho(qp_real *s, qp_real *delta_s, qp_real *z, qp_real *delta_z, qp_real alpha_p, qp_real alpha_d, qp_int n);
 
qp_int ldlinitialsolve(kkt *mykkt, qp_real *delta);
 
void test_reach(qp_int *Parent, qp_int *Pinv, qp_int *UPattern, qp_int n, qp_int m, qp_int p);
 
void findsteplength(qp_real *s, qp_real *delta_s, qp_real *z, qp_real *delta_z, qp_int m, qp_real *alpha_p, qp_real *alpha_d);
 
qp_real obj_value(smat *P, qp_real *c, qp_real *x, qp_real *temp);
 
qp_real innerproduct(qp_real *x, qp_real *y, qp_int n);
 
void densetosparse(qp_int m, qp_int n, qp_real *pr, smat *A);
 
void densetosparse_ROWMAJOR(qp_int m, qp_int n, qp_real *pr, smat *A);
 
 
#ifdef __cplusplus
}
#endif
 
#endif