scs 0.2.0 → 0.3.0

data/vendor/scs/linsys/amatrix.c

@@ -1,305 +0,0 @@
-/* contains routines common to direct and indirect sparse solvers */
-#include "amatrix.h"
-
-#include "linsys.h"
-
-#define MIN_SCALE (1e-4)
-#define MAX_SCALE (1e4)
-#define NUM_SCALE_PASSES 10 /* additional passes don't help much */
-
-scs_int SCS(copy_a_matrix)(ScsMatrix **dstp, const ScsMatrix *src) {
-  scs_int Anz = src->p[src->n];
-  ScsMatrix *A = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
-  if (!A) {
-    return 0;
-  }
-  A->n = src->n;
-  A->m = src->m;
-  A->x = (scs_float *)scs_malloc(sizeof(scs_float) *
-                                 Anz); /* A values, size: NNZ A */
-  A->i = (scs_int *)scs_malloc(sizeof(scs_int) *
-                               Anz); /* A row index, size: NNZ A */
-  A->p = (scs_int *)scs_malloc(sizeof(scs_int) *
-                               (src->n + 1)); /* A column pointer, size: n+1 */
-  if (!A->x || !A->i || !A->p) {
-    return 0;
-  }
-  memcpy(A->x, src->x, sizeof(scs_float) * Anz);
-  memcpy(A->i, src->i, sizeof(scs_int) * Anz);
-  memcpy(A->p, src->p, sizeof(scs_int) * (src->n + 1));
-  *dstp = A;
-  return 1;
-}
-
-scs_int SCS(validate_lin_sys)(const ScsMatrix *A) {
-  scs_int i, r_max, Anz;
-  if (!A->x || !A->i || !A->p) {
-    scs_printf("data incompletely specified\n");
-    return -1;
-  }
-  /* detects some errors in A col ptrs: */
-  Anz = A->p[A->n];
-  if (Anz > 0) {
-    for (i = 0; i < A->n; ++i) {
-      if (A->p[i] == A->p[i + 1]) {
-        scs_printf(
-            "WARN: A->p (column pointers) not strictly increasing, "
-            "column %li empty\n",
-            (long)i);
-      } else if (A->p[i] > A->p[i + 1]) {
-        scs_printf("ERROR: A->p (column pointers) decreasing\n");
-        return -1;
-      }
-    }
-  }
-  if (((scs_float)Anz / A->m > A->n) || (Anz < 0)) {
-    scs_printf("Anz (nonzeros in A) = %li, outside of valid range\n",
-               (long)Anz);
-    return -1;
-  }
-  r_max = 0;
-  for (i = 0; i < Anz; ++i) {
-    if (A->i[i] > r_max) {
-      r_max = A->i[i];
-    }
-  }
-  if (r_max > A->m - 1) {
-    scs_printf("number of rows in A inconsistent with input dimension\n");
-    return -1;
-  }
-  return 0;
-}
-
-void SCS(free_a_matrix)(ScsMatrix *A) {
-  if (A) {
-    scs_free(A->x);
-    scs_free(A->i);
-    scs_free(A->p);
-    scs_free(A);
-  }
-}
-
-#if EXTRA_VERBOSE > 0
-static void print_a_matrix(const ScsMatrix *A) {
-  scs_int i, j;
-  /* TODO: this is to prevent clogging stdout */
-  if (A->p[A->n] < 2500) {
-    scs_printf("\n");
-    for (i = 0; i < A->n; ++i) {
-      scs_printf("Col %li: ", (long)i);
-      for (j = A->p[i]; j < A->p[i + 1]; j++) {
-        scs_printf("A[%li,%li] = %4f, ", (long)A->i[j], (long)i, A->x[j]);
-      }
-      scs_printf("norm col = %4f\n",
-                 SCS(norm)(&(A->x[A->p[i]]), A->p[i + 1] - A->p[i]));
-    }
-    scs_printf("norm A = %4f\n", SCS(norm)(A->x, A->p[A->n]));
-  }
-}
-#endif
-
-void SCS(_normalize_a)(ScsMatrix *A, const ScsSettings *stgs, const ScsCone *k,
-                       ScsScaling *scal) {
-  scs_float *D = (scs_float *)scs_malloc(A->m * sizeof(scs_float));
-  scs_float *E = (scs_float *)scs_malloc(A->n * sizeof(scs_float));
-  scs_float *Dt = (scs_float *)scs_malloc(A->m * sizeof(scs_float));
-  scs_float *Et = (scs_float *)scs_malloc(A->n * sizeof(scs_float));
-  scs_float *nms = (scs_float *)scs_calloc(A->m, sizeof(scs_float));
-  scs_int i, j, l, count, delta, *boundaries;
-  scs_int num_boundaries = SCS(get_cone_boundaries)(k, &boundaries);
-  scs_float wrk;
-
-#if EXTRA_VERBOSE > 0
-  SCS(timer) normalize_timer;
-  SCS(tic)(&normalize_timer);
-  scs_printf("normalizing A\n");
-  print_a_matrix(A);
-#endif
-
-  for (l = 0; l < NUM_SCALE_PASSES; ++l) {
-    memset(D, 0, A->m * sizeof(scs_float));
-    memset(E, 0, A->n * sizeof(scs_float));
-    /* calculate row norms */
-    for (i = 0; i < A->n; ++i) {
-      for (j = A->p[i]; j < A->p[i + 1]; ++j) {
-        D[A->i[j]] = MAX(D[A->i[j]], ABS(A->x[j]));
-      }
-    }
-    for (i = 0; i < A->m; ++i) {
-      D[i] = SQRTF(D[i]);
-      D[i] = D[i] < MIN_SCALE ? 1.0 : D[i];
-      D[i] = D[i] > MAX_SCALE ? MAX_SCALE : D[i];
-    }
-    /* calculate col norms, E */
-    for (i = 0; i < A->n; ++i) {
-      E[i] = SCS(norm_inf)(&(A->x[A->p[i]]), A->p[i + 1] - A->p[i]);
-      E[i] = SQRTF(E[i]);
-      E[i] = E[i] < MIN_SCALE ? 1.0 : E[i];
-      E[i] = E[i] > MAX_SCALE ? MAX_SCALE : E[i];
-    }
-
-    /* mean of D across each cone  */
-    count = boundaries[0];
-    for (i = 1; i < num_boundaries; ++i) {
-      wrk = 0;
-      delta = boundaries[i];
-      for (j = count; j < count + delta; ++j) {
-        wrk += D[j];
-      }
-      wrk /= delta;
-      for (j = count; j < count + delta; ++j) {
-        D[j] = wrk;
-      }
-      count += delta;
-    }
-
-    /* scale the rows with D */
-    for (i = 0; i < A->n; ++i) {
-      for (j = A->p[i]; j < A->p[i + 1]; ++j) {
-        A->x[j] /= D[A->i[j]];
-      }
-    }
-
-    /* scale the cols with E */
-    for (i = 0; i < A->n; ++i) {
-      SCS(scale_array)(&(A->x[A->p[i]]), 1.0 / E[i], A->p[i + 1] - A->p[i]);
-    }
-
-    /* Accumulate scaling */
-    for (i = 0; i < A->m; ++i) {
-      Dt[i] = (l == 0) ? D[i] : Dt[i] * D[i];
-    }
-    for (i = 0; i < A->n; ++i) {
-      Et[i] = (l == 0) ? E[i] : Et[i] * E[i];
-    }
-  }
-  scs_free(boundaries);
-  scs_free(D);
-  scs_free(E);
-
-  /* calculate mean of row norms of A */
-  for (i = 0; i < A->n; ++i) {
-    for (j = A->p[i]; j < A->p[i + 1]; ++j) {
-      wrk = A->x[j];
-      nms[A->i[j]] += wrk * wrk;
-    }
-  }
-  scal->mean_norm_row_a = 0.0;
-  for (i = 0; i < A->m; ++i) {
-    scal->mean_norm_row_a += SQRTF(nms[i]) / A->m;
-  }
-  scs_free(nms);
-
-  /* calculate mean of col norms of A */
-  scal->mean_norm_col_a = 0.0;
-  for (i = 0; i < A->n; ++i) {
-    scal->mean_norm_col_a +=
-        SCS(norm)(&(A->x[A->p[i]]), A->p[i + 1] - A->p[i]) / A->n;
-  }
-
-  /* scale up by d->SCALE if not equal to 1 */
-  if (stgs->scale != 1) {
-    SCS(scale_array)(A->x, stgs->scale, A->p[A->n]);
-  }
-
-  scal->D = Dt;
-  scal->E = Et;
-
-#if EXTRA_VERBOSE > 0
-  scs_printf("finished normalizing A, time: %1.2es\n",
-             SCS(tocq)(&normalize_timer) / 1e3);
-  print_a_matrix(A);
-#endif
-}
-
-void SCS(_un_normalize_a)(ScsMatrix *A, const ScsSettings *stgs,
-                          const ScsScaling *scal) {
-  scs_int i, j;
-  scs_float *D = scal->D;
-  scs_float *E = scal->E;
-  for (i = 0; i < A->n; ++i) {
-    SCS(scale_array)
-    (&(A->x[A->p[i]]), E[i] / stgs->scale, A->p[i + 1] - A->p[i]);
-  }
-  for (i = 0; i < A->n; ++i) {
-    for (j = A->p[i]; j < A->p[i + 1]; ++j) {
-      A->x[j] *= D[A->i[j]];
-    }
-  }
-}
-
-void SCS(_accum_by_atrans)(scs_int n, scs_float *Ax, scs_int *Ai, scs_int *Ap,
-                           const scs_float *x, scs_float *y) {
-  /* y += A'*x
-     A in column compressed format
-     parallelizes over columns (rows of A')
-   */
-  scs_int p, j;
-  scs_int c1, c2;
-  scs_float yj;
-#if EXTRA_VERBOSE > 0
-  SCS(timer) mult_by_atrans_timer;
-  SCS(tic)(&mult_by_atrans_timer);
-#endif
-#ifdef _OPENMP
-#pragma omp parallel for private(p, c1, c2, yj)
-#endif
-  for (j = 0; j < n; j++) {
-    yj = y[j];
-    c1 = Ap[j];
-    c2 = Ap[j + 1];
-    for (p = c1; p < c2; p++) {
-      yj += Ax[p] * x[Ai[p]];
-    }
-    y[j] = yj;
-  }
-#if EXTRA_VERBOSE > 0
-  scs_printf("mult By A trans time: %1.2es\n",
-             SCS(tocq)(&mult_by_atrans_timer) / 1e3);
-#endif
-}
-
-scs_float SCS(cumsum)(scs_int *p, scs_int *c, scs_int n) {
-  scs_int i, nz = 0;
-  scs_float nz2 = 0;
-  if (!p || !c) {
-    return (-1);
-  } /* check inputs */
-  for (i = 0; i < n; i++) {
-    p[i] = nz;
-    nz += c[i];
-    nz2 += c[i]; /* also in scs_float to avoid scs_int overflow */
-    c[i] = p[i]; /* also copy p[0..n-1] back into c[0..n-1]*/
-  }
-  p[n] = nz;
-  return nz2; /* return sum (c [0..n-1]) */
-}
-
-void SCS(_accum_by_a)(scs_int n, scs_float *Ax, scs_int *Ai, scs_int *Ap,
-                      const scs_float *x, scs_float *y) {
-  /*y += A*x
-    A in column compressed format
-    this parallelizes over columns and uses
-    pragma atomic to prevent concurrent writes to y
-   */
-  scs_int p, j;
-  scs_int c1, c2;
-  scs_float xj;
-#if EXTRA_VERBOSE > 0
-  SCS(timer) mult_by_a_timer;
-  SCS(tic)(&mult_by_a_timer);
-#endif
-  /*#pragma omp parallel for private(p,c1,c2,xj)  */
-  for (j = 0; j < n; j++) {
-    xj = x[j];
-    c1 = Ap[j];
-    c2 = Ap[j + 1];
-    for (p = c1; p < c2; p++) {
-      /*#pragma omp atomic */
-      y[Ai[p]] += Ax[p] * xj;
-    }
-  }
-#if EXTRA_VERBOSE > 0
-  scs_printf("mult By A time: %1.2es\n", SCS(tocq)(&mult_by_a_timer) / 1e3);
-#endif
-}

data/vendor/scs/linsys/amatrix.h

@@ -1,36 +0,0 @@
-#ifndef AMATRIX_H_GUARD
-#define AMATRIX_H_GUARD
-
-#ifdef __cplusplus
-extern "C" {
-#endif
-
-#include "glbopts.h"
-#include "linalg.h"
-#include "linsys.h"
-#include "scs.h"
-#include "util.h"
-
-/* this struct defines the data matrix A */
-struct SCS_A_DATA_MATRIX {
-  /* A is supplied in column compressed format */
-  scs_float *x; /* A values, size: NNZ A */
-  scs_int *i;   /* A row index, size: NNZ A */
-  scs_int *p;   /* A column pointer, size: n+1 */
-  scs_int m, n; /* m rows, n cols */
-};
-
-void SCS(_accum_by_atrans)(scs_int n, scs_float *Ax, scs_int *Ai, scs_int *Ap,
-                           const scs_float *x, scs_float *y);
-void SCS(_accum_by_a)(scs_int n, scs_float *Ax, scs_int *Ai, scs_int *Ap,
-                      const scs_float *x, scs_float *y);
-void SCS(_normalize_a)(ScsMatrix *A, const ScsSettings *stgs, const ScsCone *k,
-                       ScsScaling *scal);
-void SCS(_un_normalize_a)(ScsMatrix *A, const ScsSettings *stgs,
-                          const ScsScaling *scal);
-scs_float SCS(cumsum)(scs_int *p, scs_int *c, scs_int n);
-
-#ifdef __cplusplus
-}
-#endif
-#endif

data/vendor/scs/test/problems/small_random_socp.h

@@ -1,33 +0,0 @@
-#include "rw.h"
-#include "scs.h"
-#include "util.h"
-
-#define OPT (1.530897)
-
-static const char *small_random_socp(void) {
-  ScsData *d;
-  ScsCone *k;
-  ScsSolution *sol;
-  ScsInfo info = {0};
-  scs_int exitflag, success;
-  scs_float perr, derr;
-  const char *filename = "test/data/small_random_socp";
-
-  SCS(read_data)(filename, &d, &k);
-  sol = scs_calloc(1, sizeof(ScsSolution));
-  exitflag = scs(d, k, sol, &info);
-
-  perr = SCS(dot)(d->c, sol->x, d->n) - OPT;
-  derr = -SCS(dot)(d->b, sol->y, d->m) - OPT;
-
-  scs_printf("primal obj error %4e\n", perr);
-  scs_printf("dual obj error %4e\n", derr);
-
-  success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
-
-  SCS(free_data)(d, k);
-  SCS(free_sol)(sol);
-  mu_assert("small_random_socp: SCS failed to produce outputflag SCS_SOLVED",
-            success);
-  return 0;
-}

data/vendor/scs/test/run_tests

@@ -1,2 +0,0 @@
-out/run_tests_indirect
-out/run_tests_direct