scs 0.4.0 → 0.4.2
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- checksums.yaml +4 -4
- data/CHANGELOG.md +8 -0
- data/LICENSE.txt +1 -1
- data/README.md +1 -1
- data/lib/scs/ffi.rb +2 -2
- data/lib/scs/version.rb +1 -1
- data/lib/scs.rb +3 -3
- data/vendor/scs/CITATION.cff +2 -2
- data/vendor/scs/CMakeLists.txt +305 -171
- data/vendor/scs/Makefile +44 -19
- data/vendor/scs/README.md +1 -1
- data/vendor/scs/include/glbopts.h +34 -14
- data/vendor/scs/include/linsys.h +8 -8
- data/vendor/scs/include/scs.h +6 -2
- data/vendor/scs/include/scs_blas.h +4 -0
- data/vendor/scs/include/scs_types.h +3 -1
- data/vendor/scs/include/scs_work.h +9 -8
- data/vendor/scs/include/util.h +1 -1
- data/vendor/scs/linsys/cpu/direct/private.c +32 -153
- data/vendor/scs/linsys/cpu/direct/private.h +6 -6
- data/vendor/scs/linsys/cpu/indirect/private.c +9 -22
- data/vendor/scs/linsys/cpu/indirect/private.h +4 -2
- data/vendor/scs/linsys/csparse.c +140 -12
- data/vendor/scs/linsys/csparse.h +10 -17
- data/vendor/scs/linsys/gpu/gpu.c +4 -4
- data/vendor/scs/linsys/gpu/gpu.h +1 -1
- data/vendor/scs/linsys/gpu/indirect/private.c +15 -26
- data/vendor/scs/linsys/mkl/direct/private.c +182 -0
- data/vendor/scs/linsys/mkl/direct/private.h +38 -0
- data/vendor/scs/linsys/scs_matrix.c +11 -5
- data/vendor/scs/scs.mk +40 -27
- data/vendor/scs/src/cones.c +17 -161
- data/vendor/scs/src/exp_cone.c +399 -0
- data/vendor/scs/src/linalg.c +17 -3
- data/vendor/scs/src/normalize.c +4 -2
- data/vendor/scs/src/rw.c +107 -38
- data/vendor/scs/src/scs.c +103 -69
- data/vendor/scs/src/util.c +12 -3
- data/vendor/scs/test/minunit.h +2 -1
- data/vendor/scs/test/problem_utils.h +2 -1
- data/vendor/scs/test/problems/hs21_tiny_qp.h +1 -1
- data/vendor/scs/test/problems/hs21_tiny_qp_rw.h +8 -3
- data/vendor/scs/test/problems/max_ent +0 -0
- data/vendor/scs/test/problems/max_ent.h +8 -0
- data/vendor/scs/test/problems/mpc_bug.h +19 -0
- data/vendor/scs/test/problems/mpc_bug1 +0 -0
- data/vendor/scs/test/problems/mpc_bug2 +0 -0
- data/vendor/scs/test/problems/mpc_bug3 +0 -0
- data/vendor/scs/test/problems/random_prob.h +2 -43
- data/vendor/scs/test/problems/rob_gauss_cov_est.h +7 -2
- data/vendor/scs/test/problems/test_exp_cone.h +84 -0
- data/vendor/scs/test/problems/test_prob_from_data_file.h +73 -0
- data/vendor/scs/test/run_from_file.c +7 -1
- data/vendor/scs/test/run_tests.c +25 -9
- metadata +14 -3
@@ -21,20 +21,10 @@ static scs_float cg_gpu_norm(cublasHandle_t cublas_handle, scs_float *r,
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return nrm;
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}
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-
const char *
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+
const char *scs_get_lin_sys_method() {
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return "sparse-indirect GPU";
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}
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/*
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char *SCS(get_lin_sys_summary)(ScsLinSysWork *p, const ScsInfo *info) {
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char *str = (char *)scs_malloc(sizeof(char) * 128);
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sprintf(str, "lin-sys: avg cg its: %2.2f\n",
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(scs_float)p->tot_cg_its / (info->iter + 1));
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p->tot_cg_its = 0;
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return str;
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}
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*/
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-
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/* Not possible to do this on the fly due to M_ii += a_i' (R_y)^-1 a_i */
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/* set M = inv ( diag ( R_x + P + A' R_y^{-1} A ) ) */
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static void set_preconditioner(ScsLinSysWork *p, const scs_float *diag_r) {
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@@ -76,7 +66,7 @@ static void set_preconditioner(ScsLinSysWork *p, const scs_float *diag_r) {
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}
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/* no need to update anything in this case */
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-
void
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void scs_update_lin_sys_diag_r(ScsLinSysWork *p, const scs_float *diag_r) {
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scs_int i;
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/* R_x to gpu */
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@@ -93,7 +83,7 @@ void SCS(update_lin_sys_diag_r)(ScsLinSysWork *p, const scs_float *diag_r) {
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set_preconditioner(p, diag_r);
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}
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-
void
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+
void scs_free_lin_sys_work(ScsLinSysWork *p) {
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if (p) {
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scs_free(p->M);
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scs_free(p->inv_r_y);
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@@ -182,13 +172,13 @@ static void mat_vec(ScsLinSysWork *p, const scs_float *x, scs_float *y) {
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}
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/* P comes in upper triangular, expand to full
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-
* First compute triplet version of full matrix, then compress to
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* First compute triplet version of full matrix, then compress to CSC
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* */
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static
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+
static ScsMatrix *fill_p_matrix(const ScsMatrix *P) {
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scs_int i, j, k, kk;
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scs_int Pnzmax = 2 * P->p[P->n]; /* upper bound */
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-
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-
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ScsMatrix *P_tmp = SCS(cs_spalloc)(P->n, P->n, Pnzmax, 1, 1);
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ScsMatrix *P_full;
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kk = 0;
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for (j = 0; j < P->n; j++) { /* cols */
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for (k = P->p[j]; k < P->p[j + 1]; k++) {
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@@ -209,16 +199,15 @@ static csc *fill_p_matrix(const ScsMatrix *P) {
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kk++;
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}
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}
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-
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-
P_full = SCS(cs_compress)(P_tmp, SCS_NULL);
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+
P_full = SCS(cs_compress)(P_tmp, kk, SCS_NULL);
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SCS(cs_spfree)(P_tmp);
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return P_full;
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}
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-
ScsLinSysWork *
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-
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ScsLinSysWork *scs_init_lin_sys_work(const ScsMatrix *A, const ScsMatrix *P,
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const scs_float *diag_r) {
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cudaError_t err;
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-
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ScsMatrix *P_full;
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ScsLinSysWork *p = SCS_NULL;
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ScsGpuMatrix *Ag = SCS_NULL;
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ScsGpuMatrix *Pg = SCS_NULL;
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@@ -324,7 +313,7 @@ ScsLinSysWork *SCS(init_lin_sys_work)(const ScsMatrix *A, const ScsMatrix *P,
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cusparseCreateDnVec(&p->dn_vec_m, Ag->m, p->tmp_m, SCS_CUDA_FLOAT);
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/* Form preconditioner and copy R_x, 1/R_y to gpu */
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-
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scs_update_lin_sys_diag_r(p, diag_r);
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#if GPU_TRANSPOSE_MAT > 0
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p->Agt = (ScsGpuMatrix *)scs_malloc(sizeof(ScsGpuMatrix));
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@@ -367,7 +356,7 @@ ScsLinSysWork *SCS(init_lin_sys_work)(const ScsMatrix *A, const ScsMatrix *P,
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if (err != cudaSuccess) {
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printf("%s:%d:%s\nERROR_CUDA (*): %s\n", __FILE__, __LINE__, __func__,
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cudaGetErrorString(err));
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-
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+
scs_free_lin_sys_work(p);
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return SCS_NULL;
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}
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return p;
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@@ -466,8 +455,8 @@ static scs_int pcg(ScsLinSysWork *pr, const scs_float *s, scs_float *bg,
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* y = R_y^{-1} (Ax - ry)
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*
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*/
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-
scs_int
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-
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scs_int scs_solve_lin_sys(ScsLinSysWork *p, scs_float *b, const scs_float *s,
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scs_float tol) {
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scs_int cg_its, max_iters;
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scs_float neg_onef = -1.0;
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@@ -0,0 +1,182 @@
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1
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#include "private.h"
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#define PARDISO_SYMBOLIC (11)
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#define PARDISO_NUMERIC (22)
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#define PARDISO_SOLVE (33)
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#define PARDISO_CLEANUP (-1)
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/* TODO: is it necessary to use pardiso_64 and MKL_Set_Interface_Layer ? */
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/*
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#define MKL_INTERFACE_LP64 0
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#define MKL_INTERFACE_ILP64 1
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*/
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#ifdef DLONG
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#define _PARDISO pardiso_64
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#else
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#define _PARDISO pardiso
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#endif
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/* Prototypes for Pardiso functions */
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void _PARDISO(void **pt, const scs_int *maxfct, const scs_int *mnum,
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const scs_int *mtype, const scs_int *phase, const scs_int *n,
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const scs_float *a, const scs_int *ia, const scs_int *ja,
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scs_int *perm, const scs_int *nrhs, scs_int *iparm,
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const scs_int *msglvl, scs_float *b, scs_float *x,
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scs_int *error);
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/* scs_int MKL_Set_Interface_Layer(scs_int); */
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const char *scs_get_lin_sys_method() {
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return "sparse-direct-mkl-pardiso";
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}
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void scs_free_lin_sys_work(ScsLinSysWork *p) {
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if (p) {
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p->phase = PARDISO_CLEANUP;
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_PARDISO(p->pt, &(p->maxfct), &(p->mnum), &(p->mtype), &(p->phase),
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&(p->n_plus_m), SCS_NULL, p->kkt->p, p->kkt->i, SCS_NULL,
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&(p->nrhs), p->iparm, &(p->msglvl), SCS_NULL, SCS_NULL,
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&(p->error));
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if (p->error != 0) {
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scs_printf("Error during MKL Pardiso cleanup: %d", (int)p->error);
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}
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if (p->kkt)
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SCS(cs_spfree)(p->kkt);
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if (p->sol)
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scs_free(p->sol);
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if (p->diag_r_idxs)
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scs_free(p->diag_r_idxs);
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if (p->diag_p)
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scs_free(p->diag_p);
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scs_free(p);
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}
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}
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ScsLinSysWork *scs_init_lin_sys_work(const ScsMatrix *A, const ScsMatrix *P,
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const scs_float *diag_r) {
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scs_int i;
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ScsLinSysWork *p = scs_calloc(1, sizeof(ScsLinSysWork));
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/* TODO: is this necessary with pardiso_64? */
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/* Set MKL interface layer */
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/*
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#ifdef DLONG
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MKL_Set_Interface_Layer(MKL_INTERFACE_ILP64);
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#else
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MKL_Set_Interface_Layer(MKL_INTERFACE_LP64);
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#endif
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*/
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p->n = A->n;
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p->m = A->m;
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p->n_plus_m = p->n + p->m;
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/* Even though we overwrite rhs with sol pardiso requires the memory */
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p->sol = (scs_float *)scs_malloc(sizeof(scs_float) * p->n_plus_m);
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p->diag_r_idxs = (scs_int *)scs_calloc(p->n_plus_m, sizeof(scs_int));
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p->diag_p = (scs_float *)scs_calloc(p->n, sizeof(scs_float));
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/* MKL pardiso requires upper triangular CSR matrices. The KKT matrix stuffed
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* as CSC lower triangular is equivalent. Pass upper=0. */
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p->kkt = SCS(form_kkt)(A, P, p->diag_p, diag_r, p->diag_r_idxs, 0);
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if (!(p->kkt)) {
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scs_printf("Error in forming KKT matrix");
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scs_free_lin_sys_work(p);
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return SCS_NULL;
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}
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for (i = 0; i < 64; i++) {
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p->iparm[i] = 0; /* Setup Pardiso control parameters */
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p->pt[i] = 0; /* Initialize the internal solver memory pointer */
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89
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+
}
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90
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+
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/* Set Pardiso variables */
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p->mtype = -2; /* Real symmetric indefinite matrix */
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93
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p->nrhs = 1; /* Number of right hand sides */
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p->maxfct = 1; /* Maximum number of numerical factorizations */
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95
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p->mnum = 1; /* Which factorization to use */
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p->error = 0; /* Initialize error flag */
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p->msglvl = VERBOSITY; /* Printing information */
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+
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99
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/* For all iparm vars see MKL documentation */
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p->iparm[0] = 1; /* Parsido must inspect iparm */
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p->iparm[1] = 3; /* Fill-in reordering from OpenMP */
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p->iparm[5] = 1; /* Write solution into b */
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p->iparm[7] = 0; /* Automatic iterative refinement calculation */
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p->iparm[9] = 8; /* Perturb the pivot elements with 1E-8 */
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p->iparm[34] = 1; /* Use C-style indexing for indices */
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/* p->iparm[36] = -80; */ /* Form block sparse matrices */
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#ifdef SFLOAT
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p->iparm[27] = 1; /* 1 is single precision, 0 is double */
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#endif
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112
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/* Permutation and symbolic factorization */
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scs_int phase = PARDISO_SYMBOLIC;
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_PARDISO(p->pt, &(p->maxfct), &(p->mnum), &(p->mtype), &phase, &(p->n_plus_m),
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p->kkt->x, p->kkt->p, p->kkt->i, SCS_NULL, &(p->nrhs), p->iparm,
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&(p->msglvl), SCS_NULL, SCS_NULL, &(p->error));
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+
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if (p->error != 0) {
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scs_printf("Error during symbolic factorization: %d", (int)p->error);
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scs_free_lin_sys_work(p);
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return SCS_NULL;
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}
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+
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/* Numerical factorization */
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p->phase = PARDISO_NUMERIC;
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_PARDISO(p->pt, &(p->maxfct), &(p->mnum), &(p->mtype), &(p->phase),
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&(p->n_plus_m), p->kkt->x, p->kkt->p, p->kkt->i, SCS_NULL,
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&(p->nrhs), p->iparm, &(p->msglvl), SCS_NULL, SCS_NULL, &(p->error));
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+
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if (p->error) {
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scs_printf("Error during numerical factorization: %d", (int)p->error);
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scs_free_lin_sys_work(p);
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return SCS_NULL;
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+
}
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+
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136
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+
if (p->iparm[21] < p->n) {
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+
scs_printf("KKT matrix has < n positive eigenvalues. P not PSD.");
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+
return SCS_NULL;
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139
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+
}
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140
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+
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141
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return p;
|
142
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+
}
|
143
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+
|
144
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+
/* Returns solution to linear system Ax = b with solution stored in b */
|
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+
scs_int scs_solve_lin_sys(ScsLinSysWork *p, scs_float *b, const scs_float *ws,
|
146
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+
scs_float tol) {
|
147
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+
/* Back substitution and iterative refinement */
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148
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+
p->phase = PARDISO_SOLVE;
|
149
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+
_PARDISO(p->pt, &(p->maxfct), &(p->mnum), &(p->mtype), &(p->phase),
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&(p->n_plus_m), p->kkt->x, p->kkt->p, p->kkt->i, SCS_NULL,
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&(p->nrhs), p->iparm, &(p->msglvl), b, p->sol, &(p->error));
|
152
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+
if (p->error != 0) {
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153
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+
scs_printf("Error during linear system solution: %d", (int)p->error);
|
154
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+
}
|
155
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+
return p->error;
|
156
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+
}
|
157
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+
|
158
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+
/* Update factorization when R changes */
|
159
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+
void scs_update_lin_sys_diag_r(ScsLinSysWork *p, const scs_float *diag_r) {
|
160
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+
scs_int i;
|
161
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+
|
162
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+
for (i = 0; i < p->n; ++i) {
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163
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+
/* top left is R_x + P, bottom right is -R_y */
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164
|
+
p->kkt->x[p->diag_r_idxs[i]] = p->diag_p[i] + diag_r[i];
|
165
|
+
}
|
166
|
+
for (i = p->n; i < p->n + p->m; ++i) {
|
167
|
+
/* top left is R_x + P, bottom right is -R_y */
|
168
|
+
p->kkt->x[p->diag_r_idxs[i]] = -diag_r[i];
|
169
|
+
}
|
170
|
+
|
171
|
+
/* Perform numerical factorization */
|
172
|
+
p->phase = PARDISO_NUMERIC;
|
173
|
+
_PARDISO(p->pt, &(p->maxfct), &(p->mnum), &(p->mtype), &(p->phase),
|
174
|
+
&(p->n_plus_m), p->kkt->x, p->kkt->p, p->kkt->i, SCS_NULL,
|
175
|
+
&(p->nrhs), p->iparm, &(p->msglvl), SCS_NULL, SCS_NULL, &(p->error));
|
176
|
+
|
177
|
+
if (p->error != 0) {
|
178
|
+
scs_printf("Error in PARDISO factorization when updating: %d.\n",
|
179
|
+
(int)p->error);
|
180
|
+
scs_free_lin_sys_work(p);
|
181
|
+
}
|
182
|
+
}
|
@@ -0,0 +1,38 @@
|
|
1
|
+
#ifndef PRIV_H_GUARD
|
2
|
+
#define PRIV_H_GUARD
|
3
|
+
|
4
|
+
#ifdef __cplusplus
|
5
|
+
extern "C" {
|
6
|
+
#endif
|
7
|
+
|
8
|
+
#include "csparse.h"
|
9
|
+
#include "linsys.h"
|
10
|
+
|
11
|
+
struct SCS_LIN_SYS_WORK {
|
12
|
+
ScsMatrix *kkt; /* Upper triangular KKT matrix (in CSR format) */
|
13
|
+
scs_float *sol; /* solution to the KKT system */
|
14
|
+
scs_int n; /* number of QP variables */
|
15
|
+
scs_int m; /* number of QP constraints */
|
16
|
+
|
17
|
+
/* Pardiso variables */
|
18
|
+
void *pt[64]; /* internal solver memory pointer pt */
|
19
|
+
scs_int iparm[64]; /* Pardiso control parameters */
|
20
|
+
scs_int n_plus_m; /* dimension of the linear system */
|
21
|
+
scs_int mtype; /* matrix type (-2 for real and symmetric indefinite) */
|
22
|
+
scs_int nrhs; /* number of right-hand sides (1) */
|
23
|
+
scs_int maxfct; /* maximum number of factors (1) */
|
24
|
+
scs_int mnum; /* indicates matrix for the solution phase (1) */
|
25
|
+
scs_int phase; /* control the execution phases of the solver */
|
26
|
+
scs_int error; /* the error indicator (0 for no error) */
|
27
|
+
scs_int msglvl; /* Message level information (0 for no output) */
|
28
|
+
|
29
|
+
/* These are required for matrix updates */
|
30
|
+
scs_int *diag_r_idxs; /* indices where R appears */
|
31
|
+
scs_float *diag_p; /* Diagonal values of P */
|
32
|
+
};
|
33
|
+
|
34
|
+
#ifdef __cplusplus
|
35
|
+
}
|
36
|
+
#endif
|
37
|
+
|
38
|
+
#endif
|
@@ -117,6 +117,7 @@ static void compute_ruiz_mats(ScsMatrix *P, ScsMatrix *A, scs_float *Dt,
|
|
117
117
|
scs_float *Et, ScsConeWork *cone) {
|
118
118
|
scs_int i, j, kk;
|
119
119
|
scs_float wrk;
|
120
|
+
scs_float nm_a_col;
|
120
121
|
|
121
122
|
/**************************** D ****************************/
|
122
123
|
|
@@ -138,7 +139,8 @@ static void compute_ruiz_mats(ScsMatrix *P, ScsMatrix *A, scs_float *Dt,
|
|
138
139
|
|
139
140
|
/* invert temporary vec to form D */
|
140
141
|
for (i = 0; i < A->m; ++i) {
|
141
|
-
Dt[i] =
|
142
|
+
Dt[i] = SQRTF(apply_limit(Dt[i]));
|
143
|
+
Dt[i] = SAFEDIV_POS(1.0, Dt[i]);
|
142
144
|
}
|
143
145
|
|
144
146
|
/**************************** E ****************************/
|
@@ -169,8 +171,10 @@ static void compute_ruiz_mats(ScsMatrix *P, ScsMatrix *A, scs_float *Dt,
|
|
169
171
|
|
170
172
|
/* calculate col norms, E */
|
171
173
|
for (i = 0; i < A->n; ++i) {
|
172
|
-
|
173
|
-
Et[i] =
|
174
|
+
nm_a_col = SCS(norm_inf)(&(A->x[A->p[i]]), A->p[i + 1] - A->p[i]);
|
175
|
+
Et[i] = MAX(Et[i], nm_a_col);
|
176
|
+
Et[i] = SQRTF(apply_limit(Et[i]));
|
177
|
+
Et[i] = SAFEDIV_POS(1.0, Et[i]);
|
174
178
|
}
|
175
179
|
}
|
176
180
|
|
@@ -201,7 +205,8 @@ static void compute_l2_mats(ScsMatrix *P, ScsMatrix *A, scs_float *Dt,
|
|
201
205
|
SCS(enforce_cone_boundaries)(cone, Dt, &SCS(mean));
|
202
206
|
|
203
207
|
for (i = 0; i < A->m; ++i) {
|
204
|
-
Dt[i] =
|
208
|
+
Dt[i] = SQRTF(apply_limit(Dt[i]));
|
209
|
+
Dt[i] = SAFEDIV_POS(1.0, Dt[i]);
|
205
210
|
}
|
206
211
|
|
207
212
|
/**************************** E ****************************/
|
@@ -233,7 +238,8 @@ static void compute_l2_mats(ScsMatrix *P, ScsMatrix *A, scs_float *Dt,
|
|
233
238
|
/* calculate col norms, E */
|
234
239
|
for (i = 0; i < A->n; ++i) {
|
235
240
|
Et[i] += SCS(norm_sq)(&(A->x[A->p[i]]), A->p[i + 1] - A->p[i]);
|
236
|
-
Et[i] =
|
241
|
+
Et[i] = SQRTF(apply_limit(SQRTF(Et[i])));
|
242
|
+
Et[i] = SAFEDIV_POS(1.0, Et[i]);
|
237
243
|
}
|
238
244
|
}
|
239
245
|
|
data/vendor/scs/scs.mk
CHANGED
@@ -69,6 +69,7 @@ DIRSRC = $(LINSYS)/cpu/direct
|
|
69
69
|
INDIRSRC = $(LINSYS)/cpu/indirect
|
70
70
|
GPUDIR = $(LINSYS)/gpu/direct
|
71
71
|
GPUINDIR = $(LINSYS)/gpu/indirect
|
72
|
+
MKLSRC = $(LINSYS)/mkl/direct
|
72
73
|
|
73
74
|
EXTSRC = $(LINSYS)/external
|
74
75
|
|
@@ -83,44 +84,56 @@ ifeq ($(PREFIX),)
|
|
83
84
|
PREFIX = /usr/local
|
84
85
|
endif
|
85
86
|
|
86
|
-
|
87
|
-
########### OPTIONAL FLAGS ##########
|
87
|
+
########### CUSTOM FLAGS ##########
|
88
88
|
# these can all be override from the command line
|
89
|
+
CUSTOM_FLAGS =
|
89
90
|
# e.g. make DLONG=1 will override the setting below
|
90
91
|
DLONG = 0
|
91
92
|
ifneq ($(DLONG), 0)
|
92
|
-
|
93
|
+
CUSTOM_FLAGS += -DDLONG=$(DLONG) # use longs rather than ints
|
93
94
|
endif
|
94
95
|
CTRLC = 1
|
95
96
|
ifneq ($(CTRLC), 0)
|
96
|
-
|
97
|
+
CUSTOM_FLAGS += -DCTRLC=$(CTRLC) # graceful interrupts with ctrl-c
|
97
98
|
endif
|
98
99
|
SFLOAT = 0
|
99
100
|
ifneq ($(SFLOAT), 0)
|
100
|
-
|
101
|
-
endif
|
102
|
-
NOTIMER = 0
|
103
|
-
ifneq ($(NOTIMER), 0)
|
104
|
-
OPT_FLAGS += -DNOTIMER=$(NOTIMER) # no timing, times reported as nan
|
101
|
+
CUSTOM_FLAGS += -DSFLOAT=$(SFLOAT) # use floats rather than doubles
|
105
102
|
endif
|
106
103
|
GPU_TRANSPOSE_MAT = 1
|
107
104
|
ifneq ($(GPU_TRANSPOSE_MAT), 0)
|
108
|
-
|
105
|
+
CUSTOM_FLAGS += -DGPU_TRANSPOSE_MAT=$(GPU_TRANSPOSE_MAT) # transpose A mat in GPU memory
|
106
|
+
endif
|
107
|
+
NO_TIMER = 0
|
108
|
+
ifneq ($(NO_TIMER), 0)
|
109
|
+
CUSTOM_FLAGS += -DNO_TIMER=$(NO_TIMER) # no timing, times reported as nan
|
110
|
+
endif
|
111
|
+
NO_VALIDATE = 0
|
112
|
+
ifneq ($(NO_VALIDATE), 0)
|
113
|
+
CUSTOM_FLAGS += -DNO_VALIDATE=$(NO_VALIDATE) # perform problem validation or skip
|
114
|
+
endif
|
115
|
+
NO_PRINTING = 0
|
116
|
+
ifneq ($(NO_PRINTING), 0)
|
117
|
+
CUSTOM_FLAGS += -DNO_PRINTING=$(NO_PRINTING) # disable printing
|
109
118
|
endif
|
110
|
-
|
111
|
-
ifneq ($(
|
112
|
-
|
119
|
+
NO_READ_WRITE = 0
|
120
|
+
ifneq ($(NO_READ_WRITE), 0)
|
121
|
+
CUSTOM_FLAGS += -DNO_READ_WRITE=$(NO_READ_WRITE) # disable printing
|
113
122
|
endif
|
114
123
|
### VERBOSITY LEVELS: 0,1,2,...
|
115
124
|
VERBOSITY = 0
|
116
125
|
ifneq ($(VERBOSITY), 0)
|
117
|
-
|
126
|
+
CUSTOM_FLAGS += -DVERBOSITY=$(VERBOSITY) # verbosity level
|
118
127
|
endif
|
119
128
|
COVERAGE = 0
|
120
129
|
ifneq ($(COVERAGE), 0)
|
121
|
-
|
130
|
+
CUSTOM_FLAGS += --coverage # generate test coverage data
|
122
131
|
endif
|
123
132
|
|
133
|
+
# See: https://www.intel.com/content/www/us/en/developer/tools/oneapi/onemkl-link-line-advisor.html
|
134
|
+
# This is probably not correct for other systems. TODO: update this
|
135
|
+
# to work for all combinations of platform / compiler / threading options.
|
136
|
+
MKLFLAGS = -L$(MKLROOT) -L$(MKLROOT)/lib -Wl,--no-as-needed -lmkl_rt -lmkl_gnu_thread -lmkl_core -lgomp -lpthread -ldl
|
124
137
|
|
125
138
|
############ OPENMP: ############
|
126
139
|
# set USE_OPENMP = 1 to allow openmp (multi-threaded matrix multiplies):
|
@@ -130,7 +143,7 @@ endif
|
|
130
143
|
USE_OPENMP = 0
|
131
144
|
ifneq ($(USE_OPENMP), 0)
|
132
145
|
override CFLAGS += -fopenmp
|
133
|
-
LDFLAGS += -
|
146
|
+
LDFLAGS += -fopenmp
|
134
147
|
endif
|
135
148
|
|
136
149
|
############ SDPS: BLAS + LAPACK ############
|
@@ -138,44 +151,44 @@ endif
|
|
138
151
|
# NB: point the libraries to the locations where
|
139
152
|
# you have blas and lapack installed
|
140
153
|
|
154
|
+
BLASLDFLAGS =
|
141
155
|
USE_LAPACK = 1
|
142
156
|
ifneq ($(USE_LAPACK), 0)
|
143
157
|
# edit these for your setup:
|
144
|
-
BLASLDFLAGS
|
145
|
-
|
146
|
-
OPT_FLAGS += -DUSE_LAPACK
|
158
|
+
BLASLDFLAGS += -llapack -lblas # -lgfortran
|
159
|
+
CUSTOM_FLAGS += -DUSE_LAPACK
|
147
160
|
|
148
161
|
BLAS64 = 0
|
149
162
|
ifneq ($(BLAS64), 0)
|
150
|
-
|
163
|
+
CUSTOM_FLAGS += -DBLAS64=$(BLAS64) # if blas/lapack lib uses 64 bit ints
|
151
164
|
endif
|
152
165
|
|
153
166
|
NOBLASSUFFIX = 0
|
154
167
|
ifneq ($(NOBLASSUFFIX), 0)
|
155
|
-
|
168
|
+
CUSTOM_FLAGS += -DNOBLASSUFFIX=$(NOBLASSUFFIX) # hack to strip blas suffix
|
156
169
|
endif
|
157
170
|
|
158
171
|
BLASSUFFIX = "_"
|
159
172
|
ifneq ($(BLASSUFFIX), "_")
|
160
|
-
|
173
|
+
CUSTOM_FLAGS += -DBLASSUFFIX=$(BLASSUFFIX) # blas suffix (underscore usually)
|
161
174
|
endif
|
162
175
|
endif
|
163
176
|
|
164
177
|
MATLAB_MEX_FILE = 0
|
165
178
|
ifneq ($(MATLAB_MEX_FILE), 0)
|
166
|
-
|
179
|
+
CUSTOM_FLAGS += -DMATLAB_MEX_FILE=$(MATLAB_MEX_FILE) # matlab mex
|
167
180
|
endif
|
168
181
|
PYTHON = 0
|
169
182
|
ifneq ($(PYTHON), 0)
|
170
|
-
|
183
|
+
CUSTOM_FLAGS += -DPYTHON=$(PYTHON) # python extension
|
171
184
|
endif
|
172
185
|
USING_R = 0
|
173
186
|
ifneq ($(USING_R), 0)
|
174
|
-
|
187
|
+
CUSTOM_FLAGS += -DUSING_R=$(USING_R) # R extension
|
175
188
|
endif
|
176
189
|
|
177
190
|
# debug to see var values, e.g. 'make print-OBJECTS' shows OBJECTS value
|
178
191
|
print-%: ; @echo $*=$($*)
|
179
192
|
|
180
|
-
override CFLAGS += $(
|
181
|
-
CUDAFLAGS += $(
|
193
|
+
override CFLAGS += $(CUSTOM_FLAGS)
|
194
|
+
CUDAFLAGS += $(CUSTOM_FLAGS)
|