scs 0.2.0
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- checksums.yaml +7 -0
- data/CHANGELOG.md +3 -0
- data/LICENSE.txt +22 -0
- data/README.md +84 -0
- data/ext/scs/Rakefile +11 -0
- data/lib/scs/ffi.rb +117 -0
- data/lib/scs/solver.rb +178 -0
- data/lib/scs/version.rb +3 -0
- data/lib/scs.rb +17 -0
- data/vendor/scs/LICENSE.txt +21 -0
- data/vendor/scs/Makefile +164 -0
- data/vendor/scs/README.md +220 -0
- data/vendor/scs/include/aa.h +56 -0
- data/vendor/scs/include/cones.h +46 -0
- data/vendor/scs/include/ctrlc.h +33 -0
- data/vendor/scs/include/glbopts.h +177 -0
- data/vendor/scs/include/linalg.h +26 -0
- data/vendor/scs/include/linsys.h +64 -0
- data/vendor/scs/include/normalize.h +18 -0
- data/vendor/scs/include/rw.h +17 -0
- data/vendor/scs/include/scs.h +161 -0
- data/vendor/scs/include/scs_blas.h +51 -0
- data/vendor/scs/include/util.h +65 -0
- data/vendor/scs/linsys/amatrix.c +305 -0
- data/vendor/scs/linsys/amatrix.h +36 -0
- data/vendor/scs/linsys/amatrix.o +0 -0
- data/vendor/scs/linsys/cpu/direct/private.c +366 -0
- data/vendor/scs/linsys/cpu/direct/private.h +26 -0
- data/vendor/scs/linsys/cpu/direct/private.o +0 -0
- data/vendor/scs/linsys/cpu/indirect/private.c +256 -0
- data/vendor/scs/linsys/cpu/indirect/private.h +31 -0
- data/vendor/scs/linsys/cpu/indirect/private.o +0 -0
- data/vendor/scs/linsys/external/amd/LICENSE.txt +934 -0
- data/vendor/scs/linsys/external/amd/SuiteSparse_config.c +469 -0
- data/vendor/scs/linsys/external/amd/SuiteSparse_config.h +254 -0
- data/vendor/scs/linsys/external/amd/SuiteSparse_config.o +0 -0
- data/vendor/scs/linsys/external/amd/amd.h +400 -0
- data/vendor/scs/linsys/external/amd/amd_1.c +180 -0
- data/vendor/scs/linsys/external/amd/amd_1.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_2.c +1842 -0
- data/vendor/scs/linsys/external/amd/amd_2.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_aat.c +184 -0
- data/vendor/scs/linsys/external/amd/amd_aat.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_control.c +64 -0
- data/vendor/scs/linsys/external/amd/amd_control.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_defaults.c +37 -0
- data/vendor/scs/linsys/external/amd/amd_defaults.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_dump.c +179 -0
- data/vendor/scs/linsys/external/amd/amd_dump.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_global.c +16 -0
- data/vendor/scs/linsys/external/amd/amd_global.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_info.c +119 -0
- data/vendor/scs/linsys/external/amd/amd_info.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_internal.h +304 -0
- data/vendor/scs/linsys/external/amd/amd_order.c +199 -0
- data/vendor/scs/linsys/external/amd/amd_order.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_post_tree.c +120 -0
- data/vendor/scs/linsys/external/amd/amd_post_tree.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_postorder.c +206 -0
- data/vendor/scs/linsys/external/amd/amd_postorder.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_preprocess.c +118 -0
- data/vendor/scs/linsys/external/amd/amd_preprocess.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_valid.c +92 -0
- data/vendor/scs/linsys/external/amd/amd_valid.o +0 -0
- data/vendor/scs/linsys/external/amd/changes +11 -0
- data/vendor/scs/linsys/external/qdldl/LICENSE +201 -0
- data/vendor/scs/linsys/external/qdldl/README.md +120 -0
- data/vendor/scs/linsys/external/qdldl/changes +4 -0
- data/vendor/scs/linsys/external/qdldl/qdldl.c +298 -0
- data/vendor/scs/linsys/external/qdldl/qdldl.h +177 -0
- data/vendor/scs/linsys/external/qdldl/qdldl.o +0 -0
- data/vendor/scs/linsys/external/qdldl/qdldl_types.h +21 -0
- data/vendor/scs/linsys/gpu/gpu.c +41 -0
- data/vendor/scs/linsys/gpu/gpu.h +85 -0
- data/vendor/scs/linsys/gpu/indirect/private.c +304 -0
- data/vendor/scs/linsys/gpu/indirect/private.h +36 -0
- data/vendor/scs/scs.mk +181 -0
- data/vendor/scs/src/aa.c +224 -0
- data/vendor/scs/src/aa.o +0 -0
- data/vendor/scs/src/cones.c +802 -0
- data/vendor/scs/src/cones.o +0 -0
- data/vendor/scs/src/ctrlc.c +77 -0
- data/vendor/scs/src/ctrlc.o +0 -0
- data/vendor/scs/src/linalg.c +84 -0
- data/vendor/scs/src/linalg.o +0 -0
- data/vendor/scs/src/normalize.c +93 -0
- data/vendor/scs/src/normalize.o +0 -0
- data/vendor/scs/src/rw.c +167 -0
- data/vendor/scs/src/rw.o +0 -0
- data/vendor/scs/src/scs.c +975 -0
- data/vendor/scs/src/scs.o +0 -0
- data/vendor/scs/src/scs_version.c +5 -0
- data/vendor/scs/src/scs_version.o +0 -0
- data/vendor/scs/src/util.c +196 -0
- data/vendor/scs/src/util.o +0 -0
- data/vendor/scs/test/data/small_random_socp +0 -0
- data/vendor/scs/test/minunit.h +13 -0
- data/vendor/scs/test/problem_utils.h +93 -0
- data/vendor/scs/test/problems/rob_gauss_cov_est.h +85 -0
- data/vendor/scs/test/problems/small_lp.h +50 -0
- data/vendor/scs/test/problems/small_random_socp.h +33 -0
- data/vendor/scs/test/random_socp_prob.c +171 -0
- data/vendor/scs/test/run_from_file.c +69 -0
- data/vendor/scs/test/run_tests +2 -0
- data/vendor/scs/test/run_tests.c +32 -0
- metadata +203 -0
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/* ========================================================================= */
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/* === AMD_1 =============================================================== */
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/* ========================================================================= */
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/* ------------------------------------------------------------------------- */
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/* AMD, Copyright (c) Timothy A. Davis, */
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/* Patrick R. Amestoy, and Iain S. Duff. See ../README.txt for License. */
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/* email: DrTimothyAldenDavis@gmail.com */
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/* ------------------------------------------------------------------------- */
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/* AMD_1: Construct A+A' for a sparse matrix A and perform the AMD ordering.
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*
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* The n-by-n sparse matrix A can be unsymmetric. It is stored in MATLAB-style
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* compressed-column form, with sorted row indices in each column, and no
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* duplicate entries. Diagonal entries may be present, but they are ignored.
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* Row indices of column j of A are stored in Ai [Ap [j] ... Ap [j+1]-1].
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* Ap [0] must be zero, and nz = Ap [n] is the number of entries in A. The
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* size of the matrix, n, must be greater than or equal to zero.
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*
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* This routine must be preceded by a call to AMD_aat, which computes the
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* number of entries in each row/column in A+A', excluding the diagonal.
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* Len [j], on input, is the number of entries in row/column j of A+A'. This
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* routine constructs the matrix A+A' and then calls AMD_2. No error checking
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* is performed (this was done in AMD_valid).
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*/
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#include "amd_internal.h"
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GLOBAL void AMD_1
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(
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Int n, /* n > 0 */
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const Int Ap [ ], /* input of size n+1, not modified */
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const Int Ai [ ], /* input of size nz = Ap [n], not modified */
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Int P [ ], /* size n output permutation */
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Int Pinv [ ], /* size n output inverse permutation */
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Int Len [ ], /* size n input, undefined on output */
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Int slen, /* slen >= sum (Len [0..n-1]) + 7n,
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* ideally slen = 1.2 * sum (Len) + 8n */
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Int S [ ], /* size slen workspace */
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scs_float Control [ ], /* input array of size AMD_CONTROL */
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scs_float Info [ ] /* output array of size AMD_INFO */
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)
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{
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Int i, j, k, p, pfree, iwlen, pj, p1, p2, pj2, *Iw, *Pe, *Nv, *Head,
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*Elen, *Degree, *s, *W, *Sp, *Tp ;
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/* --------------------------------------------------------------------- */
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/* construct the matrix for AMD_2 */
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/* --------------------------------------------------------------------- */
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ASSERT (n > 0) ;
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iwlen = slen - 6*n ;
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s = S ;
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Pe = s ; s += n ;
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Nv = s ; s += n ;
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Head = s ; s += n ;
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Elen = s ; s += n ;
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Degree = s ; s += n ;
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W = s ; s += n ;
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Iw = s ; s += iwlen ;
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ASSERT (AMD_valid (n, n, Ap, Ai) == AMD_OK) ;
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/* construct the pointers for A+A' */
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Sp = Nv ; /* use Nv and W as workspace for Sp and Tp [ */
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Tp = W ;
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pfree = 0 ;
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for (j = 0 ; j < n ; j++)
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{
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Pe [j] = pfree ;
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Sp [j] = pfree ;
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pfree += Len [j] ;
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}
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/* Note that this restriction on iwlen is slightly more restrictive than
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* what is strictly required in AMD_2. AMD_2 can operate with no elbow
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* room at all, but it will be very slow. For better performance, at
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* least size-n elbow room is enforced. */
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ASSERT (iwlen >= pfree + n) ;
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#ifndef NDEBUG
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for (p = 0 ; p < iwlen ; p++) Iw [p] = EMPTY ;
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#endif
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for (k = 0 ; k < n ; k++)
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{
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AMD_DEBUG1 (("Construct row/column k= "ID" of A+A'\n", k)) ;
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p1 = Ap [k] ;
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p2 = Ap [k+1] ;
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/* construct A+A' */
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for (p = p1 ; p < p2 ; )
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{
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/* scan the upper triangular part of A */
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j = Ai [p] ;
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ASSERT (j >= 0 && j < n) ;
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if (j < k)
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{
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/* entry A (j,k) in the strictly upper triangular part */
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ASSERT (Sp [j] < (j == n-1 ? pfree : Pe [j+1])) ;
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ASSERT (Sp [k] < (k == n-1 ? pfree : Pe [k+1])) ;
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Iw [Sp [j]++] = k ;
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Iw [Sp [k]++] = j ;
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p++ ;
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}
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else if (j == k)
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{
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/* skip the diagonal */
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p++ ;
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break ;
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}
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else /* j > k */
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{
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/* first entry below the diagonal */
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break ;
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}
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/* scan lower triangular part of A, in column j until reaching
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* row k. Start where last scan left off. */
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ASSERT (Ap [j] <= Tp [j] && Tp [j] <= Ap [j+1]) ;
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pj2 = Ap [j+1] ;
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for (pj = Tp [j] ; pj < pj2 ; )
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{
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i = Ai [pj] ;
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ASSERT (i >= 0 && i < n) ;
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if (i < k)
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{
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/* A (i,j) is only in the lower part, not in upper */
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ASSERT (Sp [i] < (i == n-1 ? pfree : Pe [i+1])) ;
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ASSERT (Sp [j] < (j == n-1 ? pfree : Pe [j+1])) ;
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Iw [Sp [i]++] = j ;
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Iw [Sp [j]++] = i ;
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pj++ ;
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}
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else if (i == k)
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{
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/* entry A (k,j) in lower part and A (j,k) in upper */
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pj++ ;
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break ;
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}
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else /* i > k */
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{
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/* consider this entry later, when k advances to i */
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break ;
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}
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}
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Tp [j] = pj ;
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}
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Tp [k] = p ;
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}
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/* clean up, for remaining mismatched entries */
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for (j = 0 ; j < n ; j++)
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{
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for (pj = Tp [j] ; pj < Ap [j+1] ; pj++)
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{
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i = Ai [pj] ;
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ASSERT (i >= 0 && i < n) ;
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/* A (i,j) is only in the lower part, not in upper */
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ASSERT (Sp [i] < (i == n-1 ? pfree : Pe [i+1])) ;
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ASSERT (Sp [j] < (j == n-1 ? pfree : Pe [j+1])) ;
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Iw [Sp [i]++] = j ;
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Iw [Sp [j]++] = i ;
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}
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}
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#ifndef NDEBUG
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for (j = 0 ; j < n-1 ; j++) ASSERT (Sp [j] == Pe [j+1]) ;
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ASSERT (Sp [n-1] == pfree) ;
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#endif
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/* Tp and Sp no longer needed ] */
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/* --------------------------------------------------------------------- */
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/* order the matrix */
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/* --------------------------------------------------------------------- */
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AMD_2 (n, Pe, Iw, Len, iwlen, pfree,
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Nv, Pinv, P, Head, Elen, Degree, W, Control, Info) ;
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}
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Binary file
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