scs 0.2.2 → 0.3.2
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- checksums.yaml +4 -4
- data/CHANGELOG.md +16 -0
- data/LICENSE.txt +18 -18
- data/README.md +19 -14
- data/lib/scs/ffi.rb +31 -20
- data/lib/scs/solver.rb +32 -9
- data/lib/scs/version.rb +1 -1
- data/vendor/scs/CITATION.cff +39 -0
- data/vendor/scs/CMakeLists.txt +320 -0
- data/vendor/scs/Makefile +32 -23
- data/vendor/scs/README.md +9 -218
- data/vendor/scs/include/aa.h +67 -23
- data/vendor/scs/include/cones.h +22 -19
- data/vendor/scs/include/glbopts.h +107 -79
- data/vendor/scs/include/linalg.h +3 -4
- data/vendor/scs/include/linsys.h +58 -44
- data/vendor/scs/include/normalize.h +6 -5
- data/vendor/scs/include/rw.h +8 -2
- data/vendor/scs/include/scs.h +257 -141
- data/vendor/scs/include/scs_types.h +34 -0
- data/vendor/scs/include/scs_work.h +83 -0
- data/vendor/scs/include/util.h +3 -15
- data/vendor/scs/linsys/cpu/direct/private.c +241 -232
- data/vendor/scs/linsys/cpu/direct/private.h +13 -7
- data/vendor/scs/linsys/cpu/indirect/private.c +194 -118
- data/vendor/scs/linsys/cpu/indirect/private.h +7 -4
- data/vendor/scs/linsys/csparse.c +87 -0
- data/vendor/scs/linsys/csparse.h +34 -0
- data/vendor/scs/linsys/external/amd/SuiteSparse_config.c +6 -6
- data/vendor/scs/linsys/external/amd/SuiteSparse_config.h +6 -1
- data/vendor/scs/linsys/external/amd/amd_internal.h +1 -1
- data/vendor/scs/linsys/external/amd/amd_order.c +5 -5
- data/vendor/scs/linsys/external/qdldl/changes +2 -0
- data/vendor/scs/linsys/external/qdldl/qdldl.c +29 -46
- data/vendor/scs/linsys/external/qdldl/qdldl.h +33 -41
- data/vendor/scs/linsys/external/qdldl/qdldl_types.h +11 -3
- data/vendor/scs/linsys/gpu/gpu.c +58 -21
- data/vendor/scs/linsys/gpu/gpu.h +70 -35
- data/vendor/scs/linsys/gpu/indirect/private.c +394 -157
- data/vendor/scs/linsys/gpu/indirect/private.h +27 -12
- data/vendor/scs/linsys/scs_matrix.c +478 -0
- data/vendor/scs/linsys/scs_matrix.h +70 -0
- data/vendor/scs/scs.mk +14 -10
- data/vendor/scs/src/aa.c +394 -110
- data/vendor/scs/src/cones.c +497 -359
- data/vendor/scs/src/ctrlc.c +15 -5
- data/vendor/scs/src/linalg.c +107 -26
- data/vendor/scs/src/normalize.c +30 -72
- data/vendor/scs/src/rw.c +202 -27
- data/vendor/scs/src/scs.c +769 -571
- data/vendor/scs/src/scs_version.c +11 -3
- data/vendor/scs/src/util.c +37 -106
- data/vendor/scs/test/minunit.h +22 -8
- data/vendor/scs/test/problem_utils.h +180 -25
- data/vendor/scs/test/problems/degenerate.h +130 -0
- data/vendor/scs/test/problems/hs21_tiny_qp.h +124 -0
- data/vendor/scs/test/problems/hs21_tiny_qp_rw.h +116 -0
- data/vendor/scs/test/problems/infeasible_tiny_qp.h +100 -0
- data/vendor/scs/test/problems/qafiro_tiny_qp.h +199 -0
- data/vendor/scs/test/problems/random_prob +0 -0
- data/vendor/scs/test/problems/random_prob.h +45 -0
- data/vendor/scs/test/problems/rob_gauss_cov_est.h +188 -31
- data/vendor/scs/test/problems/small_lp.h +14 -13
- data/vendor/scs/test/problems/small_qp.h +352 -0
- data/vendor/scs/test/problems/test_validation.h +43 -0
- data/vendor/scs/test/problems/unbounded_tiny_qp.h +82 -0
- data/vendor/scs/test/random_socp_prob.c +54 -53
- data/vendor/scs/test/rng.h +109 -0
- data/vendor/scs/test/run_from_file.c +20 -11
- data/vendor/scs/test/run_tests.c +35 -2
- metadata +29 -98
- data/vendor/scs/linsys/amatrix.c +0 -305
- data/vendor/scs/linsys/amatrix.h +0 -36
- data/vendor/scs/linsys/amatrix.o +0 -0
- data/vendor/scs/linsys/cpu/direct/private.o +0 -0
- data/vendor/scs/linsys/cpu/indirect/private.o +0 -0
- data/vendor/scs/linsys/external/amd/SuiteSparse_config.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_1.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_2.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_aat.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_control.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_defaults.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_dump.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_global.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_info.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_order.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_post_tree.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_postorder.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_preprocess.o +0 -0
- data/vendor/scs/linsys/external/amd/amd_valid.o +0 -0
- data/vendor/scs/linsys/external/qdldl/qdldl.o +0 -0
- data/vendor/scs/src/aa.o +0 -0
- data/vendor/scs/src/cones.o +0 -0
- data/vendor/scs/src/ctrlc.o +0 -0
- data/vendor/scs/src/linalg.o +0 -0
- data/vendor/scs/src/normalize.o +0 -0
- data/vendor/scs/src/rw.o +0 -0
- data/vendor/scs/src/scs.o +0 -0
- data/vendor/scs/src/scs_version.o +0 -0
- data/vendor/scs/src/util.o +0 -0
- data/vendor/scs/test/data/small_random_socp +0 -0
- data/vendor/scs/test/problems/small_random_socp.h +0 -33
- data/vendor/scs/test/run_tests +0 -2
metadata
CHANGED
@@ -1,73 +1,17 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: scs
|
3
3
|
version: !ruby/object:Gem::Version
|
4
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-
version: 0.
|
4
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+
version: 0.3.2
|
5
5
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platform: ruby
|
6
6
|
authors:
|
7
7
|
- Andrew Kane
|
8
|
-
autorequire:
|
8
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+
autorequire:
|
9
9
|
bindir: bin
|
10
10
|
cert_chain: []
|
11
|
-
date:
|
12
|
-
dependencies:
|
13
|
-
|
14
|
-
|
15
|
-
requirement: !ruby/object:Gem::Requirement
|
16
|
-
requirements:
|
17
|
-
- - ">="
|
18
|
-
- !ruby/object:Gem::Version
|
19
|
-
version: '0'
|
20
|
-
type: :development
|
21
|
-
prerelease: false
|
22
|
-
version_requirements: !ruby/object:Gem::Requirement
|
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|
-
requirements:
|
24
|
-
- - ">="
|
25
|
-
- !ruby/object:Gem::Version
|
26
|
-
version: '0'
|
27
|
-
- !ruby/object:Gem::Dependency
|
28
|
-
name: rake
|
29
|
-
requirement: !ruby/object:Gem::Requirement
|
30
|
-
requirements:
|
31
|
-
- - ">="
|
32
|
-
- !ruby/object:Gem::Version
|
33
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-
version: '0'
|
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-
type: :development
|
35
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-
prerelease: false
|
36
|
-
version_requirements: !ruby/object:Gem::Requirement
|
37
|
-
requirements:
|
38
|
-
- - ">="
|
39
|
-
- !ruby/object:Gem::Version
|
40
|
-
version: '0'
|
41
|
-
- !ruby/object:Gem::Dependency
|
42
|
-
name: minitest
|
43
|
-
requirement: !ruby/object:Gem::Requirement
|
44
|
-
requirements:
|
45
|
-
- - ">="
|
46
|
-
- !ruby/object:Gem::Version
|
47
|
-
version: '5'
|
48
|
-
type: :development
|
49
|
-
prerelease: false
|
50
|
-
version_requirements: !ruby/object:Gem::Requirement
|
51
|
-
requirements:
|
52
|
-
- - ">="
|
53
|
-
- !ruby/object:Gem::Version
|
54
|
-
version: '5'
|
55
|
-
- !ruby/object:Gem::Dependency
|
56
|
-
name: numo-narray
|
57
|
-
requirement: !ruby/object:Gem::Requirement
|
58
|
-
requirements:
|
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|
-
- - ">="
|
60
|
-
- !ruby/object:Gem::Version
|
61
|
-
version: '0'
|
62
|
-
type: :development
|
63
|
-
prerelease: false
|
64
|
-
version_requirements: !ruby/object:Gem::Requirement
|
65
|
-
requirements:
|
66
|
-
- - ">="
|
67
|
-
- !ruby/object:Gem::Version
|
68
|
-
version: '0'
|
69
|
-
description:
|
70
|
-
email: andrew@chartkick.com
|
11
|
+
date: 2022-01-17 00:00:00.000000000 Z
|
12
|
+
dependencies: []
|
13
|
+
description:
|
14
|
+
email: andrew@ankane.org
|
71
15
|
executables: []
|
72
16
|
extensions:
|
73
17
|
- ext/scs/extconf.rb
|
@@ -81,6 +25,8 @@ files:
|
|
81
25
|
- lib/scs/ffi.rb
|
82
26
|
- lib/scs/solver.rb
|
83
27
|
- lib/scs/version.rb
|
28
|
+
- vendor/scs/CITATION.cff
|
29
|
+
- vendor/scs/CMakeLists.txt
|
84
30
|
- vendor/scs/LICENSE.txt
|
85
31
|
- vendor/scs/Makefile
|
86
32
|
- vendor/scs/README.md
|
@@ -94,94 +40,79 @@ files:
|
|
94
40
|
- vendor/scs/include/rw.h
|
95
41
|
- vendor/scs/include/scs.h
|
96
42
|
- vendor/scs/include/scs_blas.h
|
43
|
+
- vendor/scs/include/scs_types.h
|
44
|
+
- vendor/scs/include/scs_work.h
|
97
45
|
- vendor/scs/include/util.h
|
98
|
-
- vendor/scs/linsys/amatrix.c
|
99
|
-
- vendor/scs/linsys/amatrix.h
|
100
|
-
- vendor/scs/linsys/amatrix.o
|
101
46
|
- vendor/scs/linsys/cpu/direct/private.c
|
102
47
|
- vendor/scs/linsys/cpu/direct/private.h
|
103
|
-
- vendor/scs/linsys/cpu/direct/private.o
|
104
48
|
- vendor/scs/linsys/cpu/indirect/private.c
|
105
49
|
- vendor/scs/linsys/cpu/indirect/private.h
|
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|
-
- vendor/scs/linsys/
|
50
|
+
- vendor/scs/linsys/csparse.c
|
51
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+
- vendor/scs/linsys/csparse.h
|
107
52
|
- vendor/scs/linsys/external/amd/LICENSE.txt
|
108
53
|
- vendor/scs/linsys/external/amd/SuiteSparse_config.c
|
109
54
|
- vendor/scs/linsys/external/amd/SuiteSparse_config.h
|
110
|
-
- vendor/scs/linsys/external/amd/SuiteSparse_config.o
|
111
55
|
- vendor/scs/linsys/external/amd/amd.h
|
112
56
|
- vendor/scs/linsys/external/amd/amd_1.c
|
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-
- vendor/scs/linsys/external/amd/amd_1.o
|
114
57
|
- vendor/scs/linsys/external/amd/amd_2.c
|
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-
- vendor/scs/linsys/external/amd/amd_2.o
|
116
58
|
- vendor/scs/linsys/external/amd/amd_aat.c
|
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-
- vendor/scs/linsys/external/amd/amd_aat.o
|
118
59
|
- vendor/scs/linsys/external/amd/amd_control.c
|
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-
- vendor/scs/linsys/external/amd/amd_control.o
|
120
60
|
- vendor/scs/linsys/external/amd/amd_defaults.c
|
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-
- vendor/scs/linsys/external/amd/amd_defaults.o
|
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61
|
- vendor/scs/linsys/external/amd/amd_dump.c
|
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-
- vendor/scs/linsys/external/amd/amd_dump.o
|
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- vendor/scs/linsys/external/amd/amd_global.c
|
125
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-
- vendor/scs/linsys/external/amd/amd_global.o
|
126
63
|
- vendor/scs/linsys/external/amd/amd_info.c
|
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-
- vendor/scs/linsys/external/amd/amd_info.o
|
128
64
|
- vendor/scs/linsys/external/amd/amd_internal.h
|
129
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- vendor/scs/linsys/external/amd/amd_order.c
|
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-
- vendor/scs/linsys/external/amd/amd_order.o
|
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66
|
- vendor/scs/linsys/external/amd/amd_post_tree.c
|
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-
- vendor/scs/linsys/external/amd/amd_post_tree.o
|
133
67
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- vendor/scs/linsys/external/amd/amd_postorder.c
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-
- vendor/scs/linsys/external/amd/amd_postorder.o
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- vendor/scs/linsys/external/amd/amd_preprocess.c
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- vendor/scs/linsys/external/amd/amd_preprocess.o
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- vendor/scs/linsys/external/amd/amd_valid.c
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-
- vendor/scs/linsys/external/amd/amd_valid.o
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70
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- vendor/scs/linsys/external/amd/changes
|
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- vendor/scs/linsys/external/qdldl/LICENSE
|
141
72
|
- vendor/scs/linsys/external/qdldl/README.md
|
142
73
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- vendor/scs/linsys/external/qdldl/changes
|
143
74
|
- vendor/scs/linsys/external/qdldl/qdldl.c
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- vendor/scs/linsys/external/qdldl/qdldl.h
|
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-
- vendor/scs/linsys/external/qdldl/qdldl.o
|
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76
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- vendor/scs/linsys/external/qdldl/qdldl_types.h
|
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- vendor/scs/linsys/gpu/gpu.c
|
148
78
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- vendor/scs/linsys/gpu/gpu.h
|
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- vendor/scs/linsys/gpu/indirect/private.c
|
150
80
|
- vendor/scs/linsys/gpu/indirect/private.h
|
81
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+
- vendor/scs/linsys/scs_matrix.c
|
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+
- vendor/scs/linsys/scs_matrix.h
|
151
83
|
- vendor/scs/scs.mk
|
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84
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- vendor/scs/src/aa.c
|
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- vendor/scs/src/aa.o
|
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- vendor/scs/src/cones.c
|
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- vendor/scs/src/cones.o
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- vendor/scs/src/ctrlc.c
|
157
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-
- vendor/scs/src/ctrlc.o
|
158
87
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- vendor/scs/src/linalg.c
|
159
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-
- vendor/scs/src/linalg.o
|
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88
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- vendor/scs/src/normalize.c
|
161
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-
- vendor/scs/src/normalize.o
|
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89
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- vendor/scs/src/rw.c
|
163
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-
- vendor/scs/src/rw.o
|
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90
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- vendor/scs/src/scs.c
|
165
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-
- vendor/scs/src/scs.o
|
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91
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- vendor/scs/src/scs_version.c
|
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- vendor/scs/src/scs_version.o
|
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92
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- vendor/scs/src/util.c
|
169
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- vendor/scs/src/util.o
|
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-
- vendor/scs/test/data/small_random_socp
|
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93
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- vendor/scs/test/minunit.h
|
172
94
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- vendor/scs/test/problem_utils.h
|
95
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- vendor/scs/test/problems/degenerate.h
|
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- vendor/scs/test/problems/hs21_tiny_qp.h
|
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- vendor/scs/test/problems/hs21_tiny_qp_rw.h
|
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- vendor/scs/test/problems/infeasible_tiny_qp.h
|
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- vendor/scs/test/problems/qafiro_tiny_qp.h
|
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- vendor/scs/test/problems/random_prob
|
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- vendor/scs/test/problems/random_prob.h
|
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- vendor/scs/test/problems/rob_gauss_cov_est.h
|
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- vendor/scs/test/problems/small_lp.h
|
175
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-
- vendor/scs/test/problems/
|
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- vendor/scs/test/problems/small_qp.h
|
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- vendor/scs/test/problems/test_validation.h
|
106
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- vendor/scs/test/problems/unbounded_tiny_qp.h
|
176
107
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- vendor/scs/test/random_socp_prob.c
|
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- vendor/scs/test/rng.h
|
177
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- vendor/scs/test/run_from_file.c
|
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- vendor/scs/test/run_tests
|
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- vendor/scs/test/run_tests.c
|
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-
homepage: https://github.com/ankane/scs
|
111
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+
homepage: https://github.com/ankane/scs-ruby
|
181
112
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licenses:
|
182
113
|
- MIT
|
183
114
|
metadata: {}
|
184
|
-
post_install_message:
|
115
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+
post_install_message:
|
185
116
|
rdoc_options: []
|
186
117
|
require_paths:
|
187
118
|
- lib
|
@@ -196,8 +127,8 @@ required_rubygems_version: !ruby/object:Gem::Requirement
|
|
196
127
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- !ruby/object:Gem::Version
|
197
128
|
version: '0'
|
198
129
|
requirements: []
|
199
|
-
rubygems_version: 3.
|
200
|
-
signing_key:
|
130
|
+
rubygems_version: 3.3.3
|
131
|
+
signing_key:
|
201
132
|
specification_version: 4
|
202
133
|
summary: SCS - the splitting conic solver - for Ruby
|
203
134
|
test_files: []
|
data/vendor/scs/linsys/amatrix.c
DELETED
@@ -1,305 +0,0 @@
|
|
1
|
-
/* contains routines common to direct and indirect sparse solvers */
|
2
|
-
#include "amatrix.h"
|
3
|
-
|
4
|
-
#include "linsys.h"
|
5
|
-
|
6
|
-
#define MIN_SCALE (1e-4)
|
7
|
-
#define MAX_SCALE (1e4)
|
8
|
-
#define NUM_SCALE_PASSES 10 /* additional passes don't help much */
|
9
|
-
|
10
|
-
scs_int SCS(copy_a_matrix)(ScsMatrix **dstp, const ScsMatrix *src) {
|
11
|
-
scs_int Anz = src->p[src->n];
|
12
|
-
ScsMatrix *A = (ScsMatrix *)scs_calloc(1, sizeof(ScsMatrix));
|
13
|
-
if (!A) {
|
14
|
-
return 0;
|
15
|
-
}
|
16
|
-
A->n = src->n;
|
17
|
-
A->m = src->m;
|
18
|
-
A->x = (scs_float *)scs_malloc(sizeof(scs_float) *
|
19
|
-
Anz); /* A values, size: NNZ A */
|
20
|
-
A->i = (scs_int *)scs_malloc(sizeof(scs_int) *
|
21
|
-
Anz); /* A row index, size: NNZ A */
|
22
|
-
A->p = (scs_int *)scs_malloc(sizeof(scs_int) *
|
23
|
-
(src->n + 1)); /* A column pointer, size: n+1 */
|
24
|
-
if (!A->x || !A->i || !A->p) {
|
25
|
-
return 0;
|
26
|
-
}
|
27
|
-
memcpy(A->x, src->x, sizeof(scs_float) * Anz);
|
28
|
-
memcpy(A->i, src->i, sizeof(scs_int) * Anz);
|
29
|
-
memcpy(A->p, src->p, sizeof(scs_int) * (src->n + 1));
|
30
|
-
*dstp = A;
|
31
|
-
return 1;
|
32
|
-
}
|
33
|
-
|
34
|
-
scs_int SCS(validate_lin_sys)(const ScsMatrix *A) {
|
35
|
-
scs_int i, r_max, Anz;
|
36
|
-
if (!A->x || !A->i || !A->p) {
|
37
|
-
scs_printf("data incompletely specified\n");
|
38
|
-
return -1;
|
39
|
-
}
|
40
|
-
/* detects some errors in A col ptrs: */
|
41
|
-
Anz = A->p[A->n];
|
42
|
-
if (Anz > 0) {
|
43
|
-
for (i = 0; i < A->n; ++i) {
|
44
|
-
if (A->p[i] == A->p[i + 1]) {
|
45
|
-
scs_printf(
|
46
|
-
"WARN: A->p (column pointers) not strictly increasing, "
|
47
|
-
"column %li empty\n",
|
48
|
-
(long)i);
|
49
|
-
} else if (A->p[i] > A->p[i + 1]) {
|
50
|
-
scs_printf("ERROR: A->p (column pointers) decreasing\n");
|
51
|
-
return -1;
|
52
|
-
}
|
53
|
-
}
|
54
|
-
}
|
55
|
-
if (((scs_float)Anz / A->m > A->n) || (Anz < 0)) {
|
56
|
-
scs_printf("Anz (nonzeros in A) = %li, outside of valid range\n",
|
57
|
-
(long)Anz);
|
58
|
-
return -1;
|
59
|
-
}
|
60
|
-
r_max = 0;
|
61
|
-
for (i = 0; i < Anz; ++i) {
|
62
|
-
if (A->i[i] > r_max) {
|
63
|
-
r_max = A->i[i];
|
64
|
-
}
|
65
|
-
}
|
66
|
-
if (r_max > A->m - 1) {
|
67
|
-
scs_printf("number of rows in A inconsistent with input dimension\n");
|
68
|
-
return -1;
|
69
|
-
}
|
70
|
-
return 0;
|
71
|
-
}
|
72
|
-
|
73
|
-
void SCS(free_a_matrix)(ScsMatrix *A) {
|
74
|
-
if (A) {
|
75
|
-
scs_free(A->x);
|
76
|
-
scs_free(A->i);
|
77
|
-
scs_free(A->p);
|
78
|
-
scs_free(A);
|
79
|
-
}
|
80
|
-
}
|
81
|
-
|
82
|
-
#if EXTRA_VERBOSE > 0
|
83
|
-
static void print_a_matrix(const ScsMatrix *A) {
|
84
|
-
scs_int i, j;
|
85
|
-
/* TODO: this is to prevent clogging stdout */
|
86
|
-
if (A->p[A->n] < 2500) {
|
87
|
-
scs_printf("\n");
|
88
|
-
for (i = 0; i < A->n; ++i) {
|
89
|
-
scs_printf("Col %li: ", (long)i);
|
90
|
-
for (j = A->p[i]; j < A->p[i + 1]; j++) {
|
91
|
-
scs_printf("A[%li,%li] = %4f, ", (long)A->i[j], (long)i, A->x[j]);
|
92
|
-
}
|
93
|
-
scs_printf("norm col = %4f\n",
|
94
|
-
SCS(norm)(&(A->x[A->p[i]]), A->p[i + 1] - A->p[i]));
|
95
|
-
}
|
96
|
-
scs_printf("norm A = %4f\n", SCS(norm)(A->x, A->p[A->n]));
|
97
|
-
}
|
98
|
-
}
|
99
|
-
#endif
|
100
|
-
|
101
|
-
void SCS(_normalize_a)(ScsMatrix *A, const ScsSettings *stgs, const ScsCone *k,
|
102
|
-
ScsScaling *scal) {
|
103
|
-
scs_float *D = (scs_float *)scs_malloc(A->m * sizeof(scs_float));
|
104
|
-
scs_float *E = (scs_float *)scs_malloc(A->n * sizeof(scs_float));
|
105
|
-
scs_float *Dt = (scs_float *)scs_malloc(A->m * sizeof(scs_float));
|
106
|
-
scs_float *Et = (scs_float *)scs_malloc(A->n * sizeof(scs_float));
|
107
|
-
scs_float *nms = (scs_float *)scs_calloc(A->m, sizeof(scs_float));
|
108
|
-
scs_int i, j, l, count, delta, *boundaries;
|
109
|
-
scs_int num_boundaries = SCS(get_cone_boundaries)(k, &boundaries);
|
110
|
-
scs_float wrk;
|
111
|
-
|
112
|
-
#if EXTRA_VERBOSE > 0
|
113
|
-
SCS(timer) normalize_timer;
|
114
|
-
SCS(tic)(&normalize_timer);
|
115
|
-
scs_printf("normalizing A\n");
|
116
|
-
print_a_matrix(A);
|
117
|
-
#endif
|
118
|
-
|
119
|
-
for (l = 0; l < NUM_SCALE_PASSES; ++l) {
|
120
|
-
memset(D, 0, A->m * sizeof(scs_float));
|
121
|
-
memset(E, 0, A->n * sizeof(scs_float));
|
122
|
-
/* calculate row norms */
|
123
|
-
for (i = 0; i < A->n; ++i) {
|
124
|
-
for (j = A->p[i]; j < A->p[i + 1]; ++j) {
|
125
|
-
D[A->i[j]] = MAX(D[A->i[j]], ABS(A->x[j]));
|
126
|
-
}
|
127
|
-
}
|
128
|
-
for (i = 0; i < A->m; ++i) {
|
129
|
-
D[i] = SQRTF(D[i]);
|
130
|
-
D[i] = D[i] < MIN_SCALE ? 1.0 : D[i];
|
131
|
-
D[i] = D[i] > MAX_SCALE ? MAX_SCALE : D[i];
|
132
|
-
}
|
133
|
-
/* calculate col norms, E */
|
134
|
-
for (i = 0; i < A->n; ++i) {
|
135
|
-
E[i] = SCS(norm_inf)(&(A->x[A->p[i]]), A->p[i + 1] - A->p[i]);
|
136
|
-
E[i] = SQRTF(E[i]);
|
137
|
-
E[i] = E[i] < MIN_SCALE ? 1.0 : E[i];
|
138
|
-
E[i] = E[i] > MAX_SCALE ? MAX_SCALE : E[i];
|
139
|
-
}
|
140
|
-
|
141
|
-
/* mean of D across each cone */
|
142
|
-
count = boundaries[0];
|
143
|
-
for (i = 1; i < num_boundaries; ++i) {
|
144
|
-
wrk = 0;
|
145
|
-
delta = boundaries[i];
|
146
|
-
for (j = count; j < count + delta; ++j) {
|
147
|
-
wrk += D[j];
|
148
|
-
}
|
149
|
-
wrk /= delta;
|
150
|
-
for (j = count; j < count + delta; ++j) {
|
151
|
-
D[j] = wrk;
|
152
|
-
}
|
153
|
-
count += delta;
|
154
|
-
}
|
155
|
-
|
156
|
-
/* scale the rows with D */
|
157
|
-
for (i = 0; i < A->n; ++i) {
|
158
|
-
for (j = A->p[i]; j < A->p[i + 1]; ++j) {
|
159
|
-
A->x[j] /= D[A->i[j]];
|
160
|
-
}
|
161
|
-
}
|
162
|
-
|
163
|
-
/* scale the cols with E */
|
164
|
-
for (i = 0; i < A->n; ++i) {
|
165
|
-
SCS(scale_array)(&(A->x[A->p[i]]), 1.0 / E[i], A->p[i + 1] - A->p[i]);
|
166
|
-
}
|
167
|
-
|
168
|
-
/* Accumulate scaling */
|
169
|
-
for (i = 0; i < A->m; ++i) {
|
170
|
-
Dt[i] = (l == 0) ? D[i] : Dt[i] * D[i];
|
171
|
-
}
|
172
|
-
for (i = 0; i < A->n; ++i) {
|
173
|
-
Et[i] = (l == 0) ? E[i] : Et[i] * E[i];
|
174
|
-
}
|
175
|
-
}
|
176
|
-
scs_free(boundaries);
|
177
|
-
scs_free(D);
|
178
|
-
scs_free(E);
|
179
|
-
|
180
|
-
/* calculate mean of row norms of A */
|
181
|
-
for (i = 0; i < A->n; ++i) {
|
182
|
-
for (j = A->p[i]; j < A->p[i + 1]; ++j) {
|
183
|
-
wrk = A->x[j];
|
184
|
-
nms[A->i[j]] += wrk * wrk;
|
185
|
-
}
|
186
|
-
}
|
187
|
-
scal->mean_norm_row_a = 0.0;
|
188
|
-
for (i = 0; i < A->m; ++i) {
|
189
|
-
scal->mean_norm_row_a += SQRTF(nms[i]) / A->m;
|
190
|
-
}
|
191
|
-
scs_free(nms);
|
192
|
-
|
193
|
-
/* calculate mean of col norms of A */
|
194
|
-
scal->mean_norm_col_a = 0.0;
|
195
|
-
for (i = 0; i < A->n; ++i) {
|
196
|
-
scal->mean_norm_col_a +=
|
197
|
-
SCS(norm)(&(A->x[A->p[i]]), A->p[i + 1] - A->p[i]) / A->n;
|
198
|
-
}
|
199
|
-
|
200
|
-
/* scale up by d->SCALE if not equal to 1 */
|
201
|
-
if (stgs->scale != 1) {
|
202
|
-
SCS(scale_array)(A->x, stgs->scale, A->p[A->n]);
|
203
|
-
}
|
204
|
-
|
205
|
-
scal->D = Dt;
|
206
|
-
scal->E = Et;
|
207
|
-
|
208
|
-
#if EXTRA_VERBOSE > 0
|
209
|
-
scs_printf("finished normalizing A, time: %1.2es\n",
|
210
|
-
SCS(tocq)(&normalize_timer) / 1e3);
|
211
|
-
print_a_matrix(A);
|
212
|
-
#endif
|
213
|
-
}
|
214
|
-
|
215
|
-
void SCS(_un_normalize_a)(ScsMatrix *A, const ScsSettings *stgs,
|
216
|
-
const ScsScaling *scal) {
|
217
|
-
scs_int i, j;
|
218
|
-
scs_float *D = scal->D;
|
219
|
-
scs_float *E = scal->E;
|
220
|
-
for (i = 0; i < A->n; ++i) {
|
221
|
-
SCS(scale_array)
|
222
|
-
(&(A->x[A->p[i]]), E[i] / stgs->scale, A->p[i + 1] - A->p[i]);
|
223
|
-
}
|
224
|
-
for (i = 0; i < A->n; ++i) {
|
225
|
-
for (j = A->p[i]; j < A->p[i + 1]; ++j) {
|
226
|
-
A->x[j] *= D[A->i[j]];
|
227
|
-
}
|
228
|
-
}
|
229
|
-
}
|
230
|
-
|
231
|
-
void SCS(_accum_by_atrans)(scs_int n, scs_float *Ax, scs_int *Ai, scs_int *Ap,
|
232
|
-
const scs_float *x, scs_float *y) {
|
233
|
-
/* y += A'*x
|
234
|
-
A in column compressed format
|
235
|
-
parallelizes over columns (rows of A')
|
236
|
-
*/
|
237
|
-
scs_int p, j;
|
238
|
-
scs_int c1, c2;
|
239
|
-
scs_float yj;
|
240
|
-
#if EXTRA_VERBOSE > 0
|
241
|
-
SCS(timer) mult_by_atrans_timer;
|
242
|
-
SCS(tic)(&mult_by_atrans_timer);
|
243
|
-
#endif
|
244
|
-
#ifdef _OPENMP
|
245
|
-
#pragma omp parallel for private(p, c1, c2, yj)
|
246
|
-
#endif
|
247
|
-
for (j = 0; j < n; j++) {
|
248
|
-
yj = y[j];
|
249
|
-
c1 = Ap[j];
|
250
|
-
c2 = Ap[j + 1];
|
251
|
-
for (p = c1; p < c2; p++) {
|
252
|
-
yj += Ax[p] * x[Ai[p]];
|
253
|
-
}
|
254
|
-
y[j] = yj;
|
255
|
-
}
|
256
|
-
#if EXTRA_VERBOSE > 0
|
257
|
-
scs_printf("mult By A trans time: %1.2es\n",
|
258
|
-
SCS(tocq)(&mult_by_atrans_timer) / 1e3);
|
259
|
-
#endif
|
260
|
-
}
|
261
|
-
|
262
|
-
scs_float SCS(cumsum)(scs_int *p, scs_int *c, scs_int n) {
|
263
|
-
scs_int i, nz = 0;
|
264
|
-
scs_float nz2 = 0;
|
265
|
-
if (!p || !c) {
|
266
|
-
return (-1);
|
267
|
-
} /* check inputs */
|
268
|
-
for (i = 0; i < n; i++) {
|
269
|
-
p[i] = nz;
|
270
|
-
nz += c[i];
|
271
|
-
nz2 += c[i]; /* also in scs_float to avoid scs_int overflow */
|
272
|
-
c[i] = p[i]; /* also copy p[0..n-1] back into c[0..n-1]*/
|
273
|
-
}
|
274
|
-
p[n] = nz;
|
275
|
-
return nz2; /* return sum (c [0..n-1]) */
|
276
|
-
}
|
277
|
-
|
278
|
-
void SCS(_accum_by_a)(scs_int n, scs_float *Ax, scs_int *Ai, scs_int *Ap,
|
279
|
-
const scs_float *x, scs_float *y) {
|
280
|
-
/*y += A*x
|
281
|
-
A in column compressed format
|
282
|
-
this parallelizes over columns and uses
|
283
|
-
pragma atomic to prevent concurrent writes to y
|
284
|
-
*/
|
285
|
-
scs_int p, j;
|
286
|
-
scs_int c1, c2;
|
287
|
-
scs_float xj;
|
288
|
-
#if EXTRA_VERBOSE > 0
|
289
|
-
SCS(timer) mult_by_a_timer;
|
290
|
-
SCS(tic)(&mult_by_a_timer);
|
291
|
-
#endif
|
292
|
-
/*#pragma omp parallel for private(p,c1,c2,xj) */
|
293
|
-
for (j = 0; j < n; j++) {
|
294
|
-
xj = x[j];
|
295
|
-
c1 = Ap[j];
|
296
|
-
c2 = Ap[j + 1];
|
297
|
-
for (p = c1; p < c2; p++) {
|
298
|
-
/*#pragma omp atomic */
|
299
|
-
y[Ai[p]] += Ax[p] * xj;
|
300
|
-
}
|
301
|
-
}
|
302
|
-
#if EXTRA_VERBOSE > 0
|
303
|
-
scs_printf("mult By A time: %1.2es\n", SCS(tocq)(&mult_by_a_timer) / 1e3);
|
304
|
-
#endif
|
305
|
-
}
|
data/vendor/scs/linsys/amatrix.h
DELETED
@@ -1,36 +0,0 @@
|
|
1
|
-
#ifndef AMATRIX_H_GUARD
|
2
|
-
#define AMATRIX_H_GUARD
|
3
|
-
|
4
|
-
#ifdef __cplusplus
|
5
|
-
extern "C" {
|
6
|
-
#endif
|
7
|
-
|
8
|
-
#include "glbopts.h"
|
9
|
-
#include "linalg.h"
|
10
|
-
#include "linsys.h"
|
11
|
-
#include "scs.h"
|
12
|
-
#include "util.h"
|
13
|
-
|
14
|
-
/* this struct defines the data matrix A */
|
15
|
-
struct SCS_A_DATA_MATRIX {
|
16
|
-
/* A is supplied in column compressed format */
|
17
|
-
scs_float *x; /* A values, size: NNZ A */
|
18
|
-
scs_int *i; /* A row index, size: NNZ A */
|
19
|
-
scs_int *p; /* A column pointer, size: n+1 */
|
20
|
-
scs_int m, n; /* m rows, n cols */
|
21
|
-
};
|
22
|
-
|
23
|
-
void SCS(_accum_by_atrans)(scs_int n, scs_float *Ax, scs_int *Ai, scs_int *Ap,
|
24
|
-
const scs_float *x, scs_float *y);
|
25
|
-
void SCS(_accum_by_a)(scs_int n, scs_float *Ax, scs_int *Ai, scs_int *Ap,
|
26
|
-
const scs_float *x, scs_float *y);
|
27
|
-
void SCS(_normalize_a)(ScsMatrix *A, const ScsSettings *stgs, const ScsCone *k,
|
28
|
-
ScsScaling *scal);
|
29
|
-
void SCS(_un_normalize_a)(ScsMatrix *A, const ScsSettings *stgs,
|
30
|
-
const ScsScaling *scal);
|
31
|
-
scs_float SCS(cumsum)(scs_int *p, scs_int *c, scs_int n);
|
32
|
-
|
33
|
-
#ifdef __cplusplus
|
34
|
-
}
|
35
|
-
#endif
|
36
|
-
#endif
|
data/vendor/scs/linsys/amatrix.o
DELETED
Binary file
|
Binary file
|
Binary file
|
Binary file
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data/vendor/scs/src/util.o
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@@ -1,33 +0,0 @@
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1
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-
#include "rw.h"
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2
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#include "scs.h"
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3
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-
#include "util.h"
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4
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-
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5
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#define OPT (1.530897)
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6
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-
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7
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static const char *small_random_socp(void) {
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8
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ScsData *d;
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9
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ScsCone *k;
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10
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ScsSolution *sol;
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11
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ScsInfo info = {0};
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12
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scs_int exitflag, success;
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13
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scs_float perr, derr;
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14
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const char *filename = "test/data/small_random_socp";
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15
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-
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SCS(read_data)(filename, &d, &k);
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sol = scs_calloc(1, sizeof(ScsSolution));
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exitflag = scs(d, k, sol, &info);
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19
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-
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20
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perr = SCS(dot)(d->c, sol->x, d->n) - OPT;
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21
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derr = -SCS(dot)(d->b, sol->y, d->m) - OPT;
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22
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-
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scs_printf("primal obj error %4e\n", perr);
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24
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scs_printf("dual obj error %4e\n", derr);
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25
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-
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success = ABS(perr) < 1e-4 && ABS(derr) < 1e-4 && exitflag == SCS_SOLVED;
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-
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SCS(free_data)(d, k);
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SCS(free_sol)(sol);
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mu_assert("small_random_socp: SCS failed to produce outputflag SCS_SOLVED",
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success);
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32
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return 0;
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33
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}
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data/vendor/scs/test/run_tests
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