osqp 0.2.0 → 0.2.2

checksums.yaml

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data/CHANGELOG.md

@@ -1,3 +1,11 @@
+## 0.2.2 (2023-01-29)
+
+- Fixed mutating `p` argument when not upper triangle
+
+## 0.2.1 (2022-07-05)
+
+- Added `Matrix` class
+
 ## 0.2.0 (2022-06-12)
 
 - Added ARM shared library for Linux

data/README.md

@@ -2,6 +2,8 @@
 
 The [OSQP](https://osqp.org/) (Operator Splitting Quadratic Program) solver for Ruby
 
+Check out [Opt](https://github.com/ankane/opt) for a high-level interface
+
 [![Build Status](https://github.com/ankane/osqp-ruby/workflows/build/badge.svg?branch=master)](https://github.com/ankane/osqp-ruby/actions)
 
 ## Installation
@@ -17,9 +19,9 @@ gem "osqp"
 Prep the problem - here’s how it should be [setup](https://osqp.org/docs/examples/setup-and-solve.html)
 
 ```ruby
-p = [[4, 1], [0, 2]]
+p = OSQP::Matrix.from_dense([[4, 1], [0, 2]])
 q = [1, 1]
-a = [[1, 1], [1, 0], [0, 1]]
+a = OSQP::Matrix.from_dense([[1, 1], [1, 0], [0, 1]])
 l = [1, 0, 0]
 u = [1, 0.7, 0.7]
 ```
@@ -41,16 +43,26 @@ solver.warm_start(x, y)
 
 ## Data
 
-Arrays and matrices can be Ruby arrays
+Matrices can be a sparse matrix
+
+```ruby
+a = OSQP::Matrix.new(3, 2)
+a[0, 0] = 1
+a[1, 0] = 2
+# or
+OSQP::Matrix.from_dense([[1, 0], [2, 0], [0, 0]])
+```
+
+Arrays can be Ruby arrays
 
 ```ruby
-[[1, 2, 3], [4, 5, 6]]
+[1, 2, 3]
 ```
 
 Or Numo arrays
 
 ```ruby
-Numo::NArray.cast([[1, 2, 3], [4, 5, 6]])
+Numo::NArray.cast([1, 2, 3])
 ```
 
 ## Resources

data/lib/osqp/matrix.rb

@@ -0,0 +1,72 @@
+module OSQP
+  class Matrix
+    attr_reader :m, :n
+
+    def initialize(m, n)
+      @m = m
+      @n = n
+      @data = {}
+    end
+
+    def []=(row_index, column_index, value)
+      raise IndexError, "row index out of bounds" if row_index < 0 || row_index >= @m
+      raise IndexError, "column index out of bounds" if column_index < 0 || column_index >= @n
+      # dictionary of keys, optimized for converting to CSC
+      # TODO try COO for performance
+      if value == 0
+        (@data[column_index] ||= {}).delete(row_index)
+      else
+        (@data[column_index] ||= {})[row_index] = value
+      end
+    end
+
+    def to_csc
+      cx = []
+      ci = []
+      cp = []
+
+      # CSC format
+      # https://www.gormanalysis.com/blog/sparse-matrix-storage-formats/
+      cp << 0
+      n.times do |j|
+        (@data[j] || {}).sort_by { |k, v| k }.each do |k, v|
+          cx << v
+          ci << k
+        end
+        # cumulative column values
+        cp << cx.size
+      end
+
+      {
+        start: cp,
+        index: ci,
+        value: cx
+      }
+    end
+
+    # private, for tests
+    def nnz
+      @data.sum { |_, v| v.count }
+    end
+
+    def initialize_copy(other)
+      super
+      @data = @data.transform_values(&:dup)
+    end
+
+    def self.from_dense(data)
+      data = data.to_a
+      m = data.size
+      n = m > 0 ? data.first.size : 0
+
+      mtx = Matrix.new(m, n)
+      data.each_with_index do |row, i|
+        raise ArgumentError, "row has different number of columns" if row.size != n
+        row.each_with_index do |v, j|
+          mtx[i, j] = v if v != 0
+        end
+      end
+      mtx
+    end
+  end
+end

data/lib/osqp/solver.rb

@@ -10,7 +10,6 @@ module OSQP
 
       # data
       # do not assign directly to struct to keep refs
-      m, n = shape(a)
       p = csc_matrix(p, upper: true)
       q = float_array(q)
       a = csc_matrix(a)
@@ -18,11 +17,11 @@ module OSQP
       u = float_array(u)
 
       data = FFI::Data.malloc
-      data.n = n
-      data.m = m
-      data.p = p
+      data.n = a.n
+      data.m = a.m
+      data.p = matrix_ptr(p)
       data.q = q
-      data.a = a
+      data.a = matrix_ptr(a)
       data.l = l
       data.u = u
 
@@ -134,36 +133,30 @@ module OSQP
       char_ptr[0, idx].map(&:chr).join
     end
 
-    # TODO add support sparse matrices
     def csc_matrix(mtx, upper: false)
-      mtx = mtx.to_a
-
-      m, n = shape(mtx)
-
-      cx = []
-      ci = []
-      cp = []
-
-      # CSC format
-      # https://www.gormanalysis.com/blog/sparse-matrix-storage-formats/
-      cp << 0
-      n.times do |j|
-        mtx.each_with_index do |row, i|
-          if row[j] != 0 && (!upper || i <= j)
-            cx << row[j]
-            ci << i
+      mtx = Matrix.from_dense(mtx) unless mtx.is_a?(Matrix)
+
+      if upper
+        # TODO improve performance
+        mtx = mtx.dup
+        mtx.m.times do |i|
+          mtx.n.times do |j|
+            mtx[i, j] = 0 if i > j
           end
         end
-        # cumulative column values
-        cp << cx.size
       end
 
-      nnz = cx.size
-      cx = float_array(cx)
-      ci = int_array(ci)
-      cp = int_array(cp)
+      mtx
+    end
+
+    def matrix_ptr(mtx)
+      csc = mtx.to_csc
+      nnz = csc[:value].size
+      cx = float_array(csc[:value])
+      ci = int_array(csc[:index])
+      cp = int_array(csc[:start])
 
-      ptr = FFI.csc_matrix(m, n, nnz, cx, ci, cp)
+      ptr = FFI.csc_matrix(mtx.m, mtx.n, nnz, cx, ci, cp)
       # save refs
       ptr.instance_variable_set(:@osqp_refs, [cx, ci, cp])
       ptr
@@ -174,16 +167,6 @@ module OSQP
       [data.m, data.n]
     end
 
-    def shape(a)
-      if defined?(Matrix) && a.is_a?(Matrix)
-        [a.row_count, a.column_count]
-      elsif defined?(Numo::NArray) && a.is_a?(Numo::NArray)
-        a.shape
-      else
-        [a.size, a.first.size]
-      end
-    end
-
     def create_settings(settings)
       set = FFI::Settings.malloc
       FFI.osqp_set_default_settings(set)

data/lib/osqp/utils.rb

@@ -0,0 +1,15 @@
+module OSQP
+  module Utils
+    class << self
+      def float_array(arr)
+        # OSQP float = double
+        Fiddle::Pointer[arr.to_a.pack("d*")]
+      end
+
+      def int_array(arr)
+        # OSQP int = long long
+        Fiddle::Pointer[arr.to_a.pack("q*")]
+      end
+    end
+  end
+end

data/lib/osqp/version.rb

@@ -1,3 +1,3 @@
 module OSQP
-  VERSION = "0.2.0"
+  VERSION = "0.2.2"
 end

data/lib/osqp.rb

@@ -2,6 +2,7 @@
 require "fiddle/import"
 
 # modules
+require "osqp/matrix"
 require "osqp/solver"
 require "osqp/version"
 

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: osqp
 version: !ruby/object:Gem::Version
-  version: 0.2.0
+  version: 0.2.2
 platform: ruby
 authors:
 - Andrew Kane
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2022-06-12 00:00:00.000000000 Z
+date: 2023-01-30 00:00:00.000000000 Z
 dependencies: []
 description:
 email: andrew@ankane.org
@@ -22,7 +22,9 @@ files:
 - README.md
 - lib/osqp.rb
 - lib/osqp/ffi.rb
+- lib/osqp/matrix.rb
 - lib/osqp/solver.rb
+- lib/osqp/utils.rb
 - lib/osqp/version.rb
 - vendor/aarch64-linux/LICENSE-amd.txt
 - vendor/aarch64-linux/LICENSE-osqp.txt
@@ -68,7 +70,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.3.7
+rubygems_version: 3.4.1
 signing_key:
 specification_version: 4
 summary: OSQP (Operator Splitting Quadratic Program) solver for Ruby