scs 0.2.0

data/vendor/scs/linsys/cpu/direct/private.c

@@ -0,0 +1,366 @@
+#include "private.h"
+
+struct SPARSE_MATRIX /* matrix in compressed-column or triplet form */
+{
+  scs_int nzmax; /* maximum number of entries */
+  scs_int m;     /* number of rows */
+  scs_int n;     /* number of columns */
+  scs_int *p;    /* column pointers (size n+1) or col indices (size nzmax) */
+  scs_int *i;    /* row indices, size nzmax */
+  scs_float *x;  /* numerical values, size nzmax */
+  scs_int nz;    /* # of entries in triplet matrix, -1 for compressed-col */
+};
+
+char *SCS(get_lin_sys_method)(const ScsMatrix *A, const ScsSettings *stgs) {
+  char *tmp = (char *)scs_malloc(sizeof(char) * 128);
+  sprintf(tmp, "sparse-direct, nnz in A = %li", (long)A->p[A->n]);
+  return tmp;
+}
+
+char *SCS(get_lin_sys_summary)(ScsLinSysWork *p, const ScsInfo *info) {
+  char *str = (char *)scs_malloc(sizeof(char) * 128);
+  scs_int n = p->L->n;
+  sprintf(str, "\tLin-sys: nnz in L factor: %li, avg solve time: %1.2es\n",
+          (long)(p->L->p[n] + n), p->total_solve_time / (info->iter + 1) / 1e3);
+  p->total_solve_time = 0;
+  return str;
+}
+
+/* wrapper for free */
+static void *cs_free(void *p) {
+  if (p) {
+    scs_free(p);
+  }                /* free p if it is not already SCS_NULL */
+  return SCS_NULL; /* return SCS_NULL to simplify the use of cs_free */
+}
+
+static _cs *cs_spfree(_cs *A) {
+  if (!A) {
+    return SCS_NULL;
+  } /* do nothing if A already SCS_NULL */
+  cs_free(A->p);
+  cs_free(A->i);
+  cs_free(A->x);
+  return (_cs *)cs_free(A); /* free the _cs struct and return SCS_NULL */
+}
+
+void SCS(free_lin_sys_work)(ScsLinSysWork *p) {
+  if (p) {
+    cs_spfree(p->L);
+    scs_free(p->P);
+    scs_free(p->Dinv);
+    scs_free(p->bp);
+    scs_free(p);
+  }
+}
+
+static _cs *cs_spalloc(scs_int m, scs_int n, scs_int nzmax, scs_int values,
+                       scs_int triplet) {
+  _cs *A = (_cs *)scs_calloc(1, sizeof(_cs)); /* allocate the _cs struct */
+  if (!A) {
+    return SCS_NULL;
+  }         /* out of memory */
+  A->m = m; /* define dimensions and nzmax */
+  A->n = n;
+  A->nzmax = nzmax = MAX(nzmax, 1);
+  A->nz = triplet ? 0 : -1; /* allocate triplet or comp.col */
+  A->p = (scs_int *)scs_malloc((triplet ? nzmax : n + 1) * sizeof(scs_int));
+  A->i = (scs_int *)scs_malloc(nzmax * sizeof(scs_int));
+  A->x = values ? (scs_float *)scs_malloc(nzmax * sizeof(scs_float)) : SCS_NULL;
+  return (!A->p || !A->i || (values && !A->x)) ? cs_spfree(A) : A;
+}
+
+static _cs *cs_done(_cs *C, void *w, void *x, scs_int ok) {
+  cs_free(w); /* free workspace */
+  cs_free(x);
+  return ok ? C : cs_spfree(C); /* return result if OK, else free it */
+}
+
+/* C = compressed-column form of a triplet matrix T */
+static _cs *cs_compress(const _cs *T) {
+  scs_int m, n, nz, p, k, *Cp, *Ci, *w, *Ti, *Tj;
+  scs_float *Cx, *Tx;
+  _cs *C;
+  m = T->m;
+  n = T->n;
+  Ti = T->i;
+  Tj = T->p;
+  Tx = T->x;
+  nz = T->nz;
+  C = cs_spalloc(m, n, nz, Tx != SCS_NULL, 0);   /* allocate result */
+  w = (scs_int *)scs_calloc(n, sizeof(scs_int)); /* get workspace */
+  if (!C || !w) {
+    return cs_done(C, w, SCS_NULL, 0);
+  } /* out of memory */
+  Cp = C->p;
+  Ci = C->i;
+  Cx = C->x;
+  for (k = 0; k < nz; k++) w[Tj[k]]++; /* column counts */
+  SCS(cumsum)(Cp, w, n);               /* column pointers */
+  for (k = 0; k < nz; k++) {
+    Ci[p = w[Tj[k]]++] = Ti[k]; /* A(i,j) is the pth entry in C */
+    if (Cx) {
+      Cx[p] = Tx[k];
+    }
+  }
+  return cs_done(C, w, SCS_NULL, 1); /* success; free w and return C */
+}
+
+static _cs *form_kkt(const ScsMatrix *A, const ScsSettings *s) {
+  /* ONLY UPPER TRIANGULAR PART IS STUFFED
+   * forms column compressed KKT matrix
+   * assumes column compressed form A matrix
+   *
+   * forms upper triangular part of [I A'; A -I]
+   */
+  scs_int j, k, kk;
+  _cs *K_cs;
+  /* I at top left */
+  const scs_int Anz = A->p[A->n];
+  const scs_int Knzmax = A->n + A->m + Anz;
+  _cs *K = cs_spalloc(A->m + A->n, A->m + A->n, Knzmax, 1, 1);
+
+#if EXTRA_VERBOSE > 0
+  scs_printf("forming KKT\n");
+#endif
+
+  if (!K) {
+    return SCS_NULL;
+  }
+  kk = 0;
+  for (k = 0; k < A->n; k++) {
+    K->i[kk] = k;
+    K->p[kk] = k;
+    K->x[kk] = s->rho_x;
+    kk++;
+  }
+  /* A^T at top right : CCS: */
+  for (j = 0; j < A->n; j++) {
+    for (k = A->p[j]; k < A->p[j + 1]; k++) {
+      K->p[kk] = A->i[k] + A->n;
+      K->i[kk] = j;
+      K->x[kk] = A->x[k];
+      kk++;
+    }
+  }
+  /* -I at bottom right */
+  for (k = 0; k < A->m; k++) {
+    K->i[kk] = k + A->n;
+    K->p[kk] = k + A->n;
+    K->x[kk] = -1;
+    kk++;
+  }
+  /* assert kk == Knzmax */
+  K->nz = Knzmax;
+  K_cs = cs_compress(K);
+  cs_spfree(K);
+  return K_cs;
+}
+
+static scs_int _ldl_init(_cs *A, scs_int *P, scs_float **info) {
+  *info = (scs_float *)scs_malloc(AMD_INFO * sizeof(scs_float));
+  return amd_order(A->n, A->p, A->i, P, (scs_float *)SCS_NULL, *info);
+}
+
+static scs_int _ldl_factor(_cs *A, _cs **L, scs_float **Dinv) {
+  scs_int factor_status, n = A->n;
+  scs_int *etree = (scs_int *)scs_malloc(n * sizeof(scs_int));
+  scs_int *Lnz = (scs_int *)scs_malloc(n * sizeof(scs_int));
+  scs_int *iwork = (scs_int *)scs_malloc(3 * n * sizeof(scs_int));
+  scs_float *D, *fwork;
+  scs_int *bwork;
+  (*L)->p = (scs_int *)scs_malloc((1 + n) * sizeof(scs_int));
+  (*L)->nzmax = QDLDL_etree(n, A->p, A->i, iwork, Lnz, etree);
+  if ((*L)->nzmax < 0) {
+    scs_printf("Error in elimination tree calculation.\n");
+    scs_free(Lnz);
+    scs_free(iwork);
+    scs_free(etree);
+    scs_free((*L)->p);
+    return (*L)->nzmax;
+  }
+
+  (*L)->x = (scs_float *)scs_malloc((*L)->nzmax * sizeof(scs_float));
+  (*L)->i = (scs_int *)scs_malloc((*L)->nzmax * sizeof(scs_int));
+  *Dinv = (scs_float *)scs_malloc(n * sizeof(scs_float));
+  D = (scs_float *)scs_malloc(n * sizeof(scs_float));
+  bwork = (scs_int *)scs_malloc(n * sizeof(scs_int));
+  fwork = (scs_float *)scs_malloc(n * sizeof(scs_float));
+
+#if EXTRA_VERBOSE > 0
+  scs_printf("numeric factorization\n");
+#endif
+  factor_status = QDLDL_factor(n, A->p, A->i, A->x, (*L)->p, (*L)->i, (*L)->x,
+                               D, *Dinv, Lnz, etree, bwork, iwork, fwork);
+#if EXTRA_VERBOSE > 0
+  scs_printf("finished numeric factorization\n");
+#endif
+
+  scs_free(Lnz);
+  scs_free(iwork);
+  scs_free(etree);
+  scs_free(D);
+  scs_free(bwork);
+  scs_free(fwork);
+  return factor_status;
+}
+
+static void _ldl_perm(scs_int n, scs_float *x, scs_float *b, scs_int *P) {
+  scs_int j;
+  for (j = 0; j < n; j++) x[j] = b[P[j]];
+}
+
+static void _ldl_permt(scs_int n, scs_float *x, scs_float *b, scs_int *P) {
+  scs_int j;
+  for (j = 0; j < n; j++) x[P[j]] = b[j];
+}
+
+static void _ldl_solve(scs_float *b, _cs *L, scs_float *Dinv, scs_int *P,
+                       scs_float *bp) {
+  /* solves PLDL'P' x = b for x */
+  scs_int n = L->n;
+  _ldl_perm(n, bp, b, P);
+  QDLDL_solve(n, L->p, L->i, L->x, Dinv, bp);
+  _ldl_permt(n, b, bp, P);
+}
+
+void SCS(accum_by_atrans)(const ScsMatrix *A, ScsLinSysWork *p,
+                          const scs_float *x, scs_float *y) {
+  SCS(_accum_by_atrans)(A->n, A->x, A->i, A->p, x, y);
+}
+
+void SCS(accum_by_a)(const ScsMatrix *A, ScsLinSysWork *p, const scs_float *x,
+                     scs_float *y) {
+  SCS(_accum_by_a)(A->n, A->x, A->i, A->p, x, y);
+}
+
+static scs_int *cs_pinv(scs_int const *p, scs_int n) {
+  scs_int k, *pinv;
+  if (!p) {
+    return SCS_NULL;
+  } /* p = SCS_NULL denotes identity */
+  pinv = (scs_int *)scs_malloc(n * sizeof(scs_int)); /* allocate result */
+  if (!pinv) {
+    return SCS_NULL;
+  }                                       /* out of memory */
+  for (k = 0; k < n; k++) pinv[p[k]] = k; /* invert the permutation */
+  return pinv;                            /* return result */
+}
+
+static _cs *cs_symperm(const _cs *A, const scs_int *pinv, scs_int values) {
+  scs_int i, j, p, q, i2, j2, n, *Ap, *Ai, *Cp, *Ci, *w;
+  scs_float *Cx, *Ax;
+  _cs *C;
+  n = A->n;
+  Ap = A->p;
+  Ai = A->i;
+  Ax = A->x;
+  C = cs_spalloc(n, n, Ap[n], values && (Ax != SCS_NULL), 0); /* alloc result*/
+  w = (scs_int *)scs_calloc(n, sizeof(scs_int)); /* get workspace */
+  if (!C || !w) {
+    return cs_done(C, w, SCS_NULL, 0);
+  } /* out of memory */
+  Cp = C->p;
+  Ci = C->i;
+  Cx = C->x;
+  for (j = 0; j < n; j++) /* count entries in each column of C */
+  {
+    j2 = pinv ? pinv[j] : j; /* column j of A is column j2 of C */
+    for (p = Ap[j]; p < Ap[j + 1]; p++) {
+      i = Ai[p];
+      if (i > j) {
+        continue;
+      }                        /* skip lower triangular part of A */
+      i2 = pinv ? pinv[i] : i; /* row i of A is row i2 of C */
+      w[MAX(i2, j2)]++;        /* column count of C */
+    }
+  }
+  SCS(cumsum)(Cp, w, n); /* compute column pointers of C */
+  for (j = 0; j < n; j++) {
+    j2 = pinv ? pinv[j] : j; /* column j of A is column j2 of C */
+    for (p = Ap[j]; p < Ap[j + 1]; p++) {
+      i = Ai[p];
+      if (i > j) {
+        continue;
+      }                        /* skip lower triangular part of A*/
+      i2 = pinv ? pinv[i] : i; /* row i of A is row i2 of C */
+      Ci[q = w[MAX(i2, j2)]++] = MIN(i2, j2);
+      if (Cx) {
+        Cx[q] = Ax[p];
+      }
+    }
+  }
+  return cs_done(C, w, SCS_NULL, 1); /* success; free workspace, return C */
+}
+
+static scs_int factorize(const ScsMatrix *A, const ScsSettings *stgs,
+                         ScsLinSysWork *p) {
+  scs_float *info;
+  scs_int *Pinv, amd_status, ldl_status;
+  _cs *C, *K = form_kkt(A, stgs);
+  if (!K) {
+    return -1;
+  }
+  amd_status = _ldl_init(K, p->P, &info);
+  if (amd_status < 0) {
+    return amd_status;
+  }
+#if EXTRA_VERBOSE > 0
+  if (stgs->verbose) {
+    scs_printf("Matrix factorization info:\n");
+    amd_info(info);
+  }
+#endif
+  Pinv = cs_pinv(p->P, A->n + A->m);
+  C = cs_symperm(K, Pinv, 1);
+  ldl_status = _ldl_factor(C, &p->L, &p->Dinv);
+  cs_spfree(C);
+  cs_spfree(K);
+  scs_free(Pinv);
+  scs_free(info);
+  return ldl_status;
+}
+
+ScsLinSysWork *SCS(init_lin_sys_work)(const ScsMatrix *A,
+                                      const ScsSettings *stgs) {
+  ScsLinSysWork *p = (ScsLinSysWork *)scs_calloc(1, sizeof(ScsLinSysWork));
+  scs_int n_plus_m = A->n + A->m;
+  p->P = (scs_int *)scs_malloc(sizeof(scs_int) * n_plus_m);
+  p->L = (_cs *)scs_malloc(sizeof(_cs));
+  p->bp = (scs_float *)scs_malloc(n_plus_m * sizeof(scs_float));
+  p->L->m = n_plus_m;
+  p->L->n = n_plus_m;
+  p->L->nz = -1;
+
+  if (factorize(A, stgs, p) < 0) {
+    SCS(free_lin_sys_work)(p);
+    return SCS_NULL;
+  }
+  p->total_solve_time = 0.0;
+  return p;
+}
+
+scs_int SCS(solve_lin_sys)(const ScsMatrix *A, const ScsSettings *stgs,
+                           ScsLinSysWork *p, scs_float *b, const scs_float *s,
+                           scs_int iter) {
+  /* returns solution to linear system */
+  /* Ax = b with solution stored in b */
+  SCS(timer) linsys_timer;
+  SCS(tic)(&linsys_timer);
+  _ldl_solve(b, p->L, p->Dinv, p->P, p->bp);
+  p->total_solve_time += SCS(tocq)(&linsys_timer);
+#if EXTRA_VERBOSE > 0
+  scs_printf("linsys solve time: %1.2es\n", SCS(tocq)(&linsys_timer) / 1e3);
+#endif
+  return 0;
+}
+
+void SCS(normalize_a)(ScsMatrix *A, const ScsSettings *stgs, const ScsCone *k,
+                      ScsScaling *scal) {
+  SCS(_normalize_a)(A, stgs, k, scal);
+}
+
+void SCS(un_normalize_a)(ScsMatrix *A, const ScsSettings *stgs,
+                         const ScsScaling *scal) {
+  SCS(_un_normalize_a)(A, stgs, scal);
+}

data/vendor/scs/linsys/cpu/direct/private.h

@@ -0,0 +1,26 @@
+#ifndef PRIV_H_GUARD
+#define PRIV_H_GUARD
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+#include "amatrix.h"
+#include "external/amd/amd.h"
+#include "external/qdldl/qdldl.h"
+#include "glbopts.h"
+#include "scs.h"
+
+typedef struct SPARSE_MATRIX _cs;
+struct SCS_LIN_SYS_WORK {
+  _cs *L;            /* KKT, and factorization matrix L resp. */
+  scs_float *Dinv;  /* inverse diagonal matrix of factorization */
+  scs_int *P;       /* permutation of KKT matrix for factorization */
+  scs_float *bp;    /* workspace memory for solves */
+  scs_float total_solve_time; /* reporting */
+};
+
+#ifdef __cplusplus
+}
+#endif
+#endif

data/vendor/scs/linsys/cpu/indirect/private.c

@@ -0,0 +1,256 @@
+#include "private.h"
+
+#define CG_BEST_TOL 1e-9
+#define CG_MIN_TOL 1e-1
+
+char *SCS(get_lin_sys_method)(const ScsMatrix *A, const ScsSettings *stgs) {
+  char *str = (char *)scs_malloc(sizeof(char) * 128);
+  sprintf(str, "sparse-indirect, nnz in A = %li, CG tol ~ 1/iter^(%2.2f)",
+          (long)A->p[A->n], stgs->cg_rate);
+  return str;
+}
+
+char *SCS(get_lin_sys_summary)(ScsLinSysWork *p, const ScsInfo *info) {
+  char *str = (char *)scs_malloc(sizeof(char) * 128);
+  sprintf(str,
+          "\tLin-sys: avg # CG iterations: %2.2f, avg solve time: %1.2es\n",
+          (scs_float)p->tot_cg_its / (info->iter + 1),
+          p->total_solve_time / (info->iter + 1) / 1e3);
+  p->tot_cg_its = 0;
+  p->total_solve_time = 0;
+  return str;
+}
+
+/* M = inv ( diag ( RHO_X * I + A'A ) ) */
+static void get_preconditioner(const ScsMatrix *A, const ScsSettings *stgs,
+                               ScsLinSysWork *p) {
+  scs_int i;
+  scs_float *M = p->M;
+
+#if EXTRA_VERBOSE > 0
+  scs_printf("getting pre-conditioner\n");
+#endif
+
+  for (i = 0; i < A->n; ++i) {
+    M[i] = 1 / (stgs->rho_x +
+                SCS(norm_sq)(&(A->x[A->p[i]]), A->p[i + 1] - A->p[i]));
+    /* M[i] = 1; */
+  }
+
+#if EXTRA_VERBOSE > 0
+  scs_printf("finished getting pre-conditioner\n");
+#endif
+}
+
+static void transpose(const ScsMatrix *A, ScsLinSysWork *p) {
+  scs_int *Ci = p->At->i;
+  scs_int *Cp = p->At->p;
+  scs_float *Cx = p->At->x;
+  scs_int m = A->m;
+  scs_int n = A->n;
+
+  scs_int *Ap = A->p;
+  scs_int *Ai = A->i;
+  scs_float *Ax = A->x;
+
+  scs_int i, j, q, *z, c1, c2;
+#if EXTRA_VERBOSE > 0
+  SCS(timer) transpose_timer;
+  scs_printf("transposing A\n");
+  SCS(tic)(&transpose_timer);
+#endif
+
+  z = (scs_int *)scs_calloc(m, sizeof(scs_int));
+  for (i = 0; i < Ap[n]; i++) z[Ai[i]]++; /* row counts */
+  SCS(cumsum)(Cp, z, m);                  /* row pointers */
+
+  for (j = 0; j < n; j++) {
+    c1 = Ap[j];
+    c2 = Ap[j + 1];
+    for (i = c1; i < c2; i++) {
+      q = z[Ai[i]];
+      Ci[q] = j; /* place A(i,j) as entry C(j,i) */
+      Cx[q] = Ax[i];
+      z[Ai[i]]++;
+    }
+  }
+  scs_free(z);
+
+#if EXTRA_VERBOSE > 0
+  scs_printf("finished transposing A, time: %1.2es\n",
+             SCS(tocq)(&transpose_timer) / 1e3);
+#endif
+}
+
+void SCS(free_lin_sys_work)(ScsLinSysWork *p) {
+  if (p) {
+    scs_free(p->p);
+    scs_free(p->r);
+    scs_free(p->Gp);
+    scs_free(p->tmp);
+    if (p->At) {
+      scs_free(p->At->i);
+      scs_free(p->At->x);
+      scs_free(p->At->p);
+      scs_free(p->At);
+    }
+    scs_free(p->z);
+    scs_free(p->M);
+    scs_free(p);
+  }
+}
+
+/*y = (RHO_X * I + A'A)x */
+static void mat_vec(const ScsMatrix *A, const ScsSettings *s, ScsLinSysWork *p,
+                    const scs_float *x, scs_float *y) {
+  scs_float *tmp = p->tmp;
+  memset(tmp, 0, A->m * sizeof(scs_float));
+  SCS(accum_by_a)(A, p, x, tmp);
+  memset(y, 0, A->n * sizeof(scs_float));
+  SCS(accum_by_atrans)(A, p, tmp, y);
+  SCS(add_scaled_array)(y, x, A->n, s->rho_x);
+}
+
+void SCS(accum_by_atrans)(const ScsMatrix *A, ScsLinSysWork *p,
+                          const scs_float *x, scs_float *y) {
+  SCS(_accum_by_atrans)(A->n, A->x, A->i, A->p, x, y);
+}
+
+void SCS(accum_by_a)(const ScsMatrix *A, ScsLinSysWork *p, const scs_float *x,
+                     scs_float *y) {
+  SCS(_accum_by_atrans)(p->At->n, p->At->x, p->At->i, p->At->p, x, y);
+}
+
+static void apply_pre_conditioner(scs_float *M, scs_float *z, scs_float *r,
+                                  scs_int n, scs_float *ipzr) {
+  scs_int i;
+  *ipzr = 0;
+  for (i = 0; i < n; ++i) {
+    z[i] = r[i] * M[i];
+    *ipzr += z[i] * r[i];
+  }
+}
+
+ScsLinSysWork *SCS(init_lin_sys_work)(const ScsMatrix *A,
+                                      const ScsSettings *stgs) {
+  ScsLinSysWork *p = (ScsLinSysWork *)scs_calloc(1, sizeof(ScsLinSysWork));
+  p->p = (scs_float *)scs_malloc((A->n) * sizeof(scs_float));
+  p->r = (scs_float *)scs_malloc((A->n) * sizeof(scs_float));
+  p->Gp = (scs_float *)scs_malloc((A->n) * sizeof(scs_float));
+  p->tmp = (scs_float *)scs_malloc((A->m) * sizeof(scs_float));
+
+  /* memory for A transpose */
+  p->At = (ScsMatrix *)scs_malloc(sizeof(ScsMatrix));
+  p->At->m = A->n;
+  p->At->n = A->m;
+  p->At->i = (scs_int *)scs_malloc((A->p[A->n]) * sizeof(scs_int));
+  p->At->p = (scs_int *)scs_malloc((A->m + 1) * sizeof(scs_int));
+  p->At->x = (scs_float *)scs_malloc((A->p[A->n]) * sizeof(scs_float));
+  transpose(A, p);
+
+  /* preconditioner memory */
+  p->z = (scs_float *)scs_malloc((A->n) * sizeof(scs_float));
+  p->M = (scs_float *)scs_malloc((A->n) * sizeof(scs_float));
+  get_preconditioner(A, stgs, p);
+
+  p->total_solve_time = 0;
+  p->tot_cg_its = 0;
+  if (!p->p || !p->r || !p->Gp || !p->tmp || !p->At || !p->At->i || !p->At->p ||
+      !p->At->x) {
+    SCS(free_lin_sys_work)(p);
+    return SCS_NULL;
+  }
+  return p;
+}
+
+/* solves (I+A'A)x = b, s warm start, solution stored in b */
+static scs_int pcg(const ScsMatrix *A, const ScsSettings *stgs,
+                   ScsLinSysWork *pr, const scs_float *s, scs_float *b,
+                   scs_int max_its, scs_float tol) {
+  scs_int i, n = A->n;
+  scs_float ipzr, ipzr_old, alpha;
+  scs_float *p = pr->p;   /* cg direction */
+  scs_float *Gp = pr->Gp; /* updated CG direction */
+  scs_float *r = pr->r;   /* cg residual */
+  scs_float *z = pr->z;   /* for preconditioning */
+  scs_float *M = pr->M;   /* inverse diagonal preconditioner */
+
+  if (s == SCS_NULL) {
+    memcpy(r, b, n * sizeof(scs_float));
+    memset(b, 0, n * sizeof(scs_float));
+  } else {
+    mat_vec(A, stgs, pr, s, r);
+    SCS(add_scaled_array)(r, b, n, -1);
+    SCS(scale_array)(r, -1, n);
+    memcpy(b, s, n * sizeof(scs_float));
+  }
+
+  /* check to see if we need to run CG at all */
+  if (SCS(norm)(r, n) < MIN(tol, 1e-18)) {
+    return 0;
+  }
+
+  apply_pre_conditioner(M, z, r, n, &ipzr);
+  memcpy(p, z, n * sizeof(scs_float));
+
+  for (i = 0; i < max_its; ++i) {
+    mat_vec(A, stgs, pr, p, Gp);
+    alpha = ipzr / SCS(dot)(p, Gp, n);
+    SCS(add_scaled_array)(b, p, n, alpha);
+    SCS(add_scaled_array)(r, Gp, n, -alpha);
+
+    if (SCS(norm)(r, n) < tol) {
+#if EXTRA_VERBOSE > 0
+      scs_printf("tol: %.4e, resid: %.4e, iters: %li\n", tol, SCS(norm)(r, n),
+                 (long)i + 1);
+#endif
+      return i + 1;
+    }
+    ipzr_old = ipzr;
+    apply_pre_conditioner(M, z, r, n, &ipzr);
+
+    SCS(scale_array)(p, ipzr / ipzr_old, n);
+    SCS(add_scaled_array)(p, z, n, 1);
+  }
+  return i;
+}
+
+scs_int SCS(solve_lin_sys)(const ScsMatrix *A, const ScsSettings *stgs,
+                           ScsLinSysWork *p, scs_float *b, const scs_float *s,
+                           scs_int iter) {
+  scs_int cg_its;
+  SCS(timer) linsys_timer;
+  scs_float cg_tol =
+      SCS(norm)(b, A->n) *
+      (iter < 0 ? CG_BEST_TOL
+                : CG_MIN_TOL / POWF((scs_float)iter + 1, stgs->cg_rate));
+
+  SCS(tic)(&linsys_timer);
+  /* solves Mx = b, for x but stores result in b */
+  /* s contains warm-start (if available) */
+  SCS(accum_by_atrans)(A, p, &(b[A->n]), b);
+  /* solves (I+A'A)x = b, s warm start, solution stored in b */
+  cg_its = pcg(A, stgs, p, s, b, A->n, MAX(cg_tol, CG_BEST_TOL));
+  SCS(scale_array)(&(b[A->n]), -1, A->m);
+  SCS(accum_by_a)(A, p, b, &(b[A->n]));
+
+  if (iter >= 0) {
+    p->tot_cg_its += cg_its;
+  }
+
+  p->total_solve_time += SCS(tocq)(&linsys_timer);
+#if EXTRA_VERBOSE > 0
+  scs_printf("linsys solve time: %1.2es\n", SCS(tocq)(&linsys_timer) / 1e3);
+#endif
+  return 0;
+}
+
+void SCS(normalize_a)(ScsMatrix *A, const ScsSettings *stgs, const ScsCone *k,
+                      ScsScaling *scal) {
+  SCS(_normalize_a)(A, stgs, k, scal);
+}
+
+void SCS(un_normalize_a)(ScsMatrix *A, const ScsSettings *stgs,
+                         const ScsScaling *scal) {
+  SCS(_un_normalize_a)(A, stgs, scal);
+}

data/vendor/scs/linsys/cpu/indirect/private.h

@@ -0,0 +1,31 @@
+#ifndef PRIV_H_GUARD
+#define PRIV_H_GUARD
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+#include <math.h>
+#include "amatrix.h"
+#include "glbopts.h"
+#include "linalg.h"
+#include "scs.h"
+
+struct SCS_LIN_SYS_WORK {
+  scs_float *p; /* cg iterate  */
+  scs_float *r; /* cg residual */
+  scs_float *Gp;
+  scs_float *tmp;
+  ScsMatrix *At;
+  /* preconditioning */
+  scs_float *z;
+  scs_float *M;
+  /* reporting */
+  scs_int tot_cg_its;
+  scs_float total_solve_time;
+};
+
+#ifdef __cplusplus
+}
+#endif
+#endif