casadi 3.6.4__cp27-none-manylinux2010_x86_64.whl → 3.6.6__cp27-none-manylinux2010_x86_64.whl

casadi/include/include/superscs/glbopts.h

@@ -1,240 +0,0 @@
-/*
- * The MIT License (MIT)
- *
- * Copyright (c) 2017 Pantelis Sopasakis (https://alphaville.github.io),
- *                    Krina Menounou (https://www.linkedin.com/in/krinamenounou), 
- *                    Panagiotis Patrinos (http://homes.esat.kuleuven.be/~ppatrino)
- * Copyright (c) 2012 Brendan O'Donoghue (bodonoghue85@gmail.com)
- *
- * Permission is hereby granted, free of charge, to any person obtaining a copy
- * of this software and associated documentation files (the "Software"), to deal
- * in the Software without restriction, including without limitation the rights
- * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
- * copies of the Software, and to permit persons to whom the Software is
- * furnished to do so, subject to the following conditions:
- *
- * The above copyright notice and this permission notice shall be included in all
- * copies or substantial portions of the Software.
- *
- * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
- * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
- * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
- * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
- * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
- * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
- * SOFTWARE.
- * 
- */
-#ifndef SCS_GLB_H_GUARD
-#define SCS_GLB_H_GUARD
-
-#ifdef __cplusplus
-extern "C" {
-#endif
-
-#include <math.h>
-
-#ifdef RESTRICT
-#undef RESTRICT
-#endif
-
-#if(defined _WIN32 || defined _WIN64 || defined _WINDLL)
-#define RESTRICT 
-#else
-#define RESTRICT __restrict
-#endif
-
-    /* redefine printfs and memory allocators as needed */
-#ifdef MATLAB_MEX_FILE
-#include "mex.h"
-#define scs_printf mexPrintf
-#define scs_free_ mxFree
-#define scs_malloc_ mxMalloc
-#define scs_calloc_ mxCalloc
-#elif defined PYTHON
-#include <Python.h>
-#include <stdlib.h>
-#define scs_printf(...)                                                        \
-    {                                                                          \
-        PyGILState_STATE gilstate = PyGILState_Ensure();                       \
-        PySys_WriteStdout(__VA_ARGS__);                                        \
-        PyGILState_Release(gilstate);                                          \
-    }
-#define scs_free_ free
-#define scs_malloc_ malloc
-#define scs_calloc_ calloc
-#elif(defined(USING_R))
-#include <stdlib.h>
-#include <stdio.h>
-#include <R_ext/Print.h> /* Rprintf etc */
-#define scs_printf Rprintf
-#define scs_free_ free
-#define scs_malloc_ malloc
-#define scs_calloc_ calloc
-#elif defined CASADI
-#include <stdio.h>
-#include <stdlib.h>
-extern int casadi_printf(const char  *fmt, ...);
-#define printf casadi_printf
-#define scs_printf casadi_printf
-#define scs_free_ free
-#define scs_malloc_ malloc
-#define scs_calloc_ calloc
-#else
-#include <stdio.h>
-#include <stdlib.h>
-#define scs_printf printf
-#define scs_free_ free
-#define scs_malloc_ malloc
-#define scs_calloc_ calloc
-#endif
-
-#define scs_free(x)  if ((x)!=NULL) {  scs_free_(x); x = SCS_NULL; }
-#define scs_malloc(x) (((x) > 0) ? scs_malloc_(x) : SCS_NULL)
-#define scs_calloc(x, y) scs_calloc_(x, y)
-
-#ifdef DLONG
-#ifdef _WIN64
-    typedef __int64 scs_int;
-    /* #define scs_int __int64 */
-#else
-    typedef long scs_int;
-    /* #define scs_int long */
-#endif
-#else
-    typedef long long int scs_int;
-#endif
-
-#ifndef FLOAT
-    typedef double scs_float;
-#ifndef NAN
-#define NAN ((scs_float)0x7ff8000000000000)
-#endif
-#ifndef INFINITY
-#define INFINITY NAN
-#endif
-#else
-    typedef float scs_float;
-#ifndef NAN
-#define NAN ((float)0x7fc00000)
-#endif
-#ifndef INFINITY
-#define INFINITY NAN
-#endif
-#endif
-
-#define SCS_NULL 0
-
-#ifndef MAX
-    /**
-     * Maximum value of two scalars
-     */
-#define MAX(a, b) (((a) > (b)) ? (a) : (b))
-#endif
-
-#ifndef MIN
-    /**
-     * Minimum value of two scalars
-     */
-#define MIN(a, b) (((a) < (b)) ? (a) : (b))
-#endif
-
-#ifndef ABS
-    /**
-     * Absolute value of a number
-     */
-#define ABS(x) (((x) < 0) ? -(x) : (x))
-#endif
-
-#ifndef SGN
-    /**
-     * Sign of a number
-     */
-#define SGN(x) (((x) >= 0) ? 1.0 : -1.0) 
-#endif
-
-#ifndef POWF
-#ifdef FLOAT
-#define POWF powf
-#else
-#define POWF pow
-#endif
-#endif
-
-#ifndef SQRTF
-#ifdef FLOAT
-#define SQRTF sqrtf
-#else
-#define SQRTF sqrt
-#endif
-#endif
-
-
-    /**
-     * \brief Data of a conic optimization problem
-     * 
-     * Problem dimensions, matrix \f$A\f$, vectors \f$b\f$ and \f$c\f$ and
-     * settings.
-     */
-    typedef struct scs_data ScsData;
-    /**
-     * \brief Solver settings
-     */
-    typedef struct scs_settings ScsSettings;
-    /**
-     * \brief Primal and dual solution.
-     */
-    typedef struct scs_solution ScsSolution;
-    /**
-     * \brief Solver statistics and information.
-     */
-    typedef struct scs_info ScsInfo;
-    /**
-     * \brief Scaling/normalization matrices.
-     */
-    typedef struct scs_scaling ScsScaling;
-    /**
-     * \brief SuperSCS Workspace structure.
-     */
-    typedef struct scs_work ScsWork;
-    /**
-     * \brief Cartesian product of cones.
-     * 
-     * \sa \ref page_cones "Cones documentation"
-     */
-    typedef struct scs_cone ScsCone;
-    /**
-     * A finite-memory cache where \f$(Y, U)\f$ are stored.
-     */
-    typedef struct scs_direction_cache ScsDirectionCache;
-
-    /**
-     * \brief Direction computation method (in SuperSCS)
-     * 
-     * See \ref page_directions "Documentation on directions"
-     */
-    typedef
-    enum direction_enum {
-        /**
-         * Restarted Broyden method
-         */
-        restarted_broyden = 100,
-        /**
-         * Anderson's acceleration
-         */
-        anderson_acceleration = 150,
-        /**
-         * Using \f$d_k = - R_k\f$
-         */
-        fixed_point_residual = 200,
-        /**
-         * Full Broyden method
-         */
-        full_broyden = 300
-    }
-    ScsDirectionType;
-
-#ifdef __cplusplus
-}
-#endif
-#endif

casadi/include/include/superscs/linAlg.h

@@ -1,437 +0,0 @@
-/*
- * The MIT License (MIT)
- *
- * Copyright (c) 2017 Pantelis Sopasakis (https://alphaville.github.io),
- *                    Krina Menounou (https://www.linkedin.com/in/krinamenounou), 
- *                    Panagiotis Patrinos (http://homes.esat.kuleuven.be/~ppatrino)
- * Copyright (c) 2012 Brendan O'Donoghue (bodonoghue85@gmail.com)
- *
- * Permission is hereby granted, free of charge, to any person obtaining a copy
- * of this software and associated documentation files (the "Software"), to deal
- * in the Software without restriction, including without limitation the rights
- * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
- * copies of the Software, and to permit persons to whom the Software is
- * furnished to do so, subject to the following conditions:
- *
- * The above copyright notice and this permission notice shall be included in all
- * copies or substantial portions of the Software.
- *
- * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
- * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
- * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
- * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
- * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
- * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
- * SOFTWARE.
- * 
- */
-#ifndef SCS_LINALG_H_GUARD
-#define SCS_LINALG_H_GUARD
-
-#ifdef __cplusplus
-extern "C" {
-#endif
-
-#include "scs.h"
-#include <math.h>
-
-    /**
-     * \brief Computes the optimal workspace size for ::scs_svdls
-     * 
-     * @param m     number of rows of matrix A
-     * @param n     number of columns of matrix A
-     * @return      optimal workspace size
-     * 
-     * \note To use this function, you need to compile with USE_LAPACK=1 (recommended).
-     */
-    scs_int scs_svd_workspace_size(
-            scs_int m,
-            scs_int n
-            );
-
-    /**
-     * \brief Compute the optimal size of workspace for ::scs_qrls.
-     * 
-     * @param m rows of A
-     * @param n columns of A
-     * 
-     * @return optimal size of workspace
-     * 
-     * \note To use this function, you need to compile with USE_LAPACK=1 (recommended).
-     */
-    scs_int scs_qr_workspace_size(
-            scs_int m,
-            scs_int n
-            );
-
-    /**
-     * \brief Solves a least squares problem using the QR factorization
-     * 
-     * @param m rows of A
-     * @param n columns of A
-     * @param A On entry, matrix A (column-packed). On exit, if \f$m\geq n\f$, A is 
-     *          overwritten by details of its QR factorization as returned by lapack's
-     *          DGEQRF; otherwise, A is overwritten by details of its LQ factorization 
-     *          as returned by DGELQF.
-     * @param b On entry: vector b, On exit: solution
-     * @param wspace workspace
-     * @param wsize workspace size
-     * @return status code (0: success)
-     * 
-     * @see ::scs_qr_workspace_size
-     * 
-     * \note This is a wrapper for lapack's ?gels
-     * 
-     * \warning It is assumed that matrix \f$A\f$ has full rank. If not, 
-     * use ::scs_svdls.
-     * 
-     * \note To use this function, you need to compile with USE_LAPACK=1 (recommended).
-     */
-    scs_int scs_qrls(
-            scs_int m,
-            scs_int n,
-            scs_float * RESTRICT A,
-            scs_float * RESTRICT b,
-            scs_float * RESTRICT wspace,
-            scs_int wsize
-            );
-
-    /**
-     * \brief Solves a least squares problem using the SVD factorization
-     * 
-     * Solves the least squares problem \f$\mathrm{Minimize}\|b-Ax\|^2\f$ where 
-     * \f$A\in\mathbb{R}^{m\times n}\f$ and \f$b\in\mathbb{R}^{m}\f$.
-     * 
-     * @param m                 number of rows of matrix A
-     * @param n                 number of columns of matrix A
-     * @param A                 On entry, matrix A. On exit, the first min(m,n) 
-     *                          rows of A are overwritten with its right singular 
-     *                          vectors, stored row-wise.
-     * @param b                 On entry, vector b, On exit, solution
-     * @param wspace            workspace
-     * @param wsize             size of the workspace (its size is returned by
-     *                          #scs_svd_workspace_size)
-     * @param rcond             rcond is used to determine the effective rank of A. 
-     *                          singular values \f$ \sigma_i \leq \mathrm{rcond} \cdot \sigma_1\f$ 
-     *                          are treated as zero.
-     * @param singular_values   this function computes the singular values of \f$A\f$
-     * @param rank              the effective rank of matrix \f$A\f$, that is, the number 
-     *                          of singular values which are greater than 
-     *                          \f$\mathrm{rcond} \cdot \sigma_1\f$.
-     * @return status (0: success)
-     * 
-     * \note This is a wrapper for lapack's ?gelss.
-     * 
-     * \note To use this function, you need to compile with USE_LAPACK=1 (recommended).
-     */
-    scs_int scs_svdls(
-            scs_int m,
-            scs_int n,
-            scs_float * RESTRICT A,
-            scs_float * RESTRICT b,
-            scs_float * RESTRICT wspace,
-            scs_int wsize,
-            scs_float rcond,
-            scs_float * RESTRICT singular_values,
-            scs_int * RESTRICT rank
-            );
-
-
-    /**
-     * Performs the operation
-     * \f[
-     *  x \leftarrow b\cdot a,
-     * \f]
-     * where <code>a</code> is a vector and <code>b</code> is a scalar.
-     * 
-     * @param x
-     * @param a
-     * @param b
-     * @param len
-     * 
-     * \note with loop unrolling for speed
-     */
-    void scs_set_as_scaled_array(
-            scs_float * RESTRICT x,
-            const scs_float * RESTRICT a,
-            const scs_float b,
-            scs_int len);
-
-    /**
-     * Performs the operation
-     * \f[
-     *   a \leftarrow b\cdot a
-     * \f]
-     * @param a vector \f$a\f$
-     * @param b vector \f$b\f$
-     * @param len length of vectors
-     * 
-     */
-    void scs_scale_array(
-            scs_float * RESTRICT a,
-            const scs_float b,
-            scs_int len);
-
-    /**
-     * Computes the inner product of two vectors, that is
-     * \f[
-     *  \langle x, y \rangle = x'y = \sum_{i=1}^{\mathrm{len}}x_i y_i.
-     * \f]
-     * @param x vector \f$x\f$
-     * @param y vector \f$y\f$
-     * @param len length of vectors
-     * @return  inner product of \f$x\f$ with \f$y\f$
-     * 
-     */
-    scs_float scs_inner_product(
-            const scs_float * RESTRICT x,
-            const scs_float * RESTRICT y,
-            scs_int len);
-
-    /**
-     * Returns the square Euclidean norm of a vector \f$v\f$.
-     * @param v vector \f$v\f$
-     * @param len length of vector
-     * @return norm of vector \f$v\f$
-     * 
-     * \note uses ::scs_inner_product
-     */
-    scs_float scs_norm_squared(
-            const scs_float * RESTRICT v,
-            scs_int len);
-
-    /**
-     * Returns the Euclidean norm of a vector.
-     * @param v
-     * @param len
-     * @return 
-     */
-    scs_float scs_norm(
-            const scs_float * RESTRICT v,
-            scs_int len);
-
-    /**
-     * Returns the infinity norm of a vector.
-     * @param a
-     * @param l
-     * @return 
-     */
-    scs_float scs_norm_infinity(
-            const scs_float * RESTRICT a,
-            scs_int l);
-
-
-    /**
-     * Performs the operation
-     * \f[
-     *  a \leftarrow a + \gamma b
-     * \f]
-     * @param a vector <code>a</code>
-     * @param b vector <code>b</code>
-     * @param n length of <code>a</code>
-     * @param sc the scalar \f$\gamma\f$
-     * 
-     * \note with loop unrolling for speed
-     */
-    void scs_add_scaled_array(
-            scs_float * RESTRICT a,
-            const scs_float * RESTRICT b,
-            scs_int n,
-            const scs_float sc);
-
-    /**
-     * Performs the operation
-     * \f[
-     *  a \leftarrow a + b
-     * \f]
-     * @param a vector <code>a</code>
-     * @param b vector <code>b</code>
-     * @param n length of <code>a</code>
-     * 
-     * \note with loop unrolling for speed
-     */
-    void scs_add_array(
-            scs_float * RESTRICT a,
-            const scs_float * RESTRICT b,
-            scs_int n);
-
-    /**
-     * Computes \f$x \leftarrow \alpha u + \beta v\f$
-     * 
-     * \note The pointer <code>x</code> can have the same value as 
-     * <code>u</code> so as to perform
-     * operations like \f$x\leftarrow \alpha x + \beta v\f$.     
-     */
-    void scs_axpy(
-            scs_float * RESTRICT x,
-            const scs_float * RESTRICT u,
-            const scs_float * RESTRICT v,
-            scs_float a,
-            scs_float b,
-            scs_int n);
-
-    /**
-     * Performs the operation
-     * \f[
-     *  a \leftarrow a - b
-     * \f]
-     * @param a vector <code>a</code>
-     * @param b vector <code>b</code>
-     * @param n length of <code>a</code>
-     * 
-     * \note with loop unrolling for speed
-     */
-    void scs_subtract_array(
-            scs_float * RESTRICT a,
-            const scs_float * RESTRICT b,
-            scs_int n);
-
-    /**
-     * Returns the Euclidean norm of the difference of two vectors
-     * @param a
-     * @param b
-     * @param l
-     * @return 
-     */
-    scs_float scs_norm_difference(
-            const scs_float * RESTRICT a,
-            const scs_float * RESTRICT b,
-            scs_int l);
-
-    /**
-     * Returns the infinity norm of the difference of two vectors
-     * @param a
-     * @param b
-     * @param l
-     * @return 
-     */
-    scs_float scs_norm_infinity_difference(
-            const scs_float * RESTRICT a,
-            const scs_float * RESTRICT b,
-            scs_int l);
-    
-    
-
-    /**
-     * Perofrms the operation \f$C \leftarrow \beta C + \alpha A B,\f$
-     * where \f$A\f$, \f$B\f$ and \f$C\f$ are column-packed matrices.
-     * 
-     * 
-     * @param rows_A number of rows of matrix \f$A\f$
-     * @param cols_B number of columns of matrix \f$B\f$
-     * @param cols_A number of rows of matrix \f$B\f$ (columns of \f$A\f$)
-     * @param alpha coefficient \f$\alpha\f$
-     * @param A pointer to matrix \f$A\f$ in column-packed form
-     * @param beta coefficient \f$\beta\f$
-     * @param B pointer to matrix \f$B\f$ in column-packed form
-     * @param C pointer to matrix \f$C\f$ in column-packed form
-     * 
-     */
-    void scs_matrix_multiply(
-            scs_int rows_A,
-            scs_int cols_B,
-            scs_int cols_A,
-            scs_float alpha,
-            const scs_float * RESTRICT A,
-            scs_float beta,
-            const scs_float * RESTRICT B,
-            scs_float *C);
-
-    /**
-     * Perofrms the operation \f$C \leftarrow \beta C + \alpha A^{\top} B,\f$
-     * where \f$A\f$, \f$B\f$ and \f$C\f$ are column-packed matrices.
-     * 
-     * 
-     * @param rows_A number of rows of matrix \f$A\f$
-     * @param cols_B number of columns of matrix \f$B\f$
-     * @param cols_A number of rows of matrix \f$B\f$ (columns of \f$A\f$)
-     * @param alpha coefficient \f$\alpha\f$
-     * @param A pointer to matrix \f$A\f$ in column-packed form
-     * @param beta coefficient \f$\beta\f$
-     * @param B pointer to matrix \f$B\f$ in column-packed form
-     * @param C pointer to matrix \f$C\f$ in column-packed form
-     * 
-     * 
-     */
-    void scs_matrix_transpose_multiply(
-            scs_int rows_A,
-            scs_int cols_B,
-            scs_int cols_A,
-            scs_float alpha,
-            const scs_float * RESTRICT A,
-            scs_float beta,
-            const scs_float * RESTRICT B,
-            scs_float *C);
-
-
-    /** 
-     * Allocates memory to be used as workspace in #scs_cgls (see 
-     * documentation of #scs_cgls for details).
-     * 
-     * If either <code>m</code> or <code>n</code> are negative or zero, it returns #SCS_NULL.
-     * 
-     * \note The caller should always check whether the returned pointer is #SCS_NULL.
-     * 
-     * \warning The caller should free the memory allocated by this function. Example:
-     * ~~~~~
-     * scs_int m = 10;
-     * scs_int n = 2;
-     * scs_float * ws;
-     * ws = scs_cgls_malloc_workspace(scs_int m, scs_int n);
-     * if (ws == SCS_NULL) {
-     *      // memory not allocated, take necessary action
-     * }
-     * // use ws in cgls
-     * scs_free(ws);
-     * ~~~~~
-     * 
-     * @param m     number of rows of matrix A
-     * @param n     number of columns of matrix A
-     * @return      pointer to allocated 
-     * 
-     * @see ::scs_cgls
-     */
-    scs_float * scs_cgls_malloc_workspace(scs_int m, scs_int n);
-
-    /**
-     * Solves a least squares problem using the conjugate gradient method.
-     * 
-     * Solves the problem: Minimize \f$\|Ax-b\|^2\f$, or, what is the same, the 
-     * linear system \f$ A^{\top}Ax = A^{\top}b\f$.
-     * 
-     * The iterations are terminated when the Euclidean norm of the residual, 
-     * \f$r = A^{\top}(b - Ax)\f$
-     * becomes smaller than the specified tolerance.
-     *   
-     * @param m         Number of rows of matrix <code>A</code>
-     * @param n         Number of columns of <code>A</code>
-     * @param A         Matrix <code>A</code> (column-packed)
-     * @param b         Right-hand side vector <code>b</code>
-     * @param x         Solution (on entry: initial guess)
-     * @param tol       Tolerance
-     * @param maxiter   Maximum number of CG iterations (on exit: number of iterations)
-     * @param wspace    Externally allocated memory space serving as workspace. 
-     *                  This must be of size <code>(max(m,n) + m + 2 * n) * sizeof(scs_float)</code>.
-     *                  On exit, the first <code>n</code> memory positions store the residual.
-     *                  You may use #scs_cgls_malloc_workspace to allocate the workspace.
-     * 
-     * @return status code (0: success, 1: maximum number of iterations reached).
-     * 
-     * @see ::scs_cgls_malloc_workspace
-     */
-    scs_int scs_cgls(
-            scs_int m,
-            scs_int n,
-            const scs_float * RESTRICT A,
-            const scs_float * RESTRICT b,
-            scs_float*RESTRICT x,
-            scs_float tol,
-            scs_int*RESTRICT maxiter,
-            scs_float *RESTRICT wspace
-            );
-
-
-#ifdef __cplusplus
-}
-#endif
-#endif