casadi 3.6.4__cp312-none-macosx_10_13_x86_64.macosx_10_13_intel.whl

casadi/include/include/superscs/util.h

@@ -0,0 +1,354 @@
+/*
+ * 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 UTIL_H_GUARD
+#define UTIL_H_GUARD
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+    
+#if !(defined _WIN32 || defined _WIN64 || defined _WINDLL || defined __APPLE__)   
+#ifdef _POSIX_C_SOURCE
+#undef _POSIX_C_SOURCE
+#endif
+#define _POSIX_C_SOURCE 200112L
+#endif
+
+#include <stdlib.h>
+#include <stdarg.h>
+#include "scs.h"
+
+    /* timing code courtesy of A. Domahidi */
+#if (defined NOTIMER)
+    typedef void *ScsTimer;
+#elif(defined _WIN32 || defined _WIN64 || defined _WINDLL)
+    /* Use Windows QueryPerformanceCounter for timing */
+#include <windows.h>
+
+    struct scs_timer {
+        LARGE_INTEGER tic;
+        LARGE_INTEGER toc;
+        LARGE_INTEGER freq;
+    };
+
+#elif(defined __APPLE__)
+    /* Use MAC OSX mach_time for timing */
+#include <mach/mach_time.h>
+
+    struct scs_timer {
+        uint64_t tic;
+        uint64_t toc;
+        mach_timebase_info_data_t tinfo;
+    };
+
+#else
+
+#include <sys/time.h> /* Use POSIX clock_gettime() for timing on other machines */
+#include <time.h>
+
+    /** 
+     * \brief SCS timer structure 
+     */
+    struct scs_timer {
+        struct timespec tic;
+        struct timespec toc;
+    };
+
+
+#endif
+
+    /**
+     * Typedef for the structure #scs_timer
+     */
+    typedef struct scs_timer ScsTimer;
+
+    /* these all return milli-seconds */
+
+    /**
+     * \brief Starts the timer
+     * @param timer pointer to timer structure
+     */
+    void scs_tic(ScsTimer *timer);
+    /**
+     * \brief Stops the timer 
+     * 
+     * This function prints a message of the form: 
+     * 
+     * ~~~~~
+     * time: %8.4f milli-seconds.\n
+     * ~~~~~
+     * 
+     * to the standard output using \c printf.
+     * 
+     * @param timer pointer to timer structure 
+     * @return elapsed time in milliseconds
+     */
+    scs_float scs_toc(ScsTimer *timer);
+    /**
+     * \brief Stops the timer and prints a custom message
+     * 
+     * 
+     * @param str string
+     * @param timer pointer to timer structure 
+     * @return elapsed time
+     */
+    scs_float scs_strtoc(char *str, ScsTimer *timer);
+    /**
+     * \brief Stops the timer 
+     * 
+     * \note In contrast to #scs_toc, this function does not print anything
+     * 
+     * @param timer pointer to timer structure
+     * @return elapsed time in milliseconds
+     * 
+     * @sa #scs_toc
+     */
+    scs_float scs_toc_quiet(ScsTimer *timer);
+
+    /**
+     * \brief Prints the content of a Cone object
+     * @param cone pointer to cone
+     */
+    void scs_print_cone_data(const ScsCone * RESTRICT cone);
+    /**
+     * \brief Prints the content of a Data object
+     * @param data pointer to data
+     */
+    void scs_print_data(const ScsData *data);
+    /**
+     * \brief Prints the content of a Work object
+     * @param work pointer to work
+     */
+    void scs_print_work(const ScsWork *work);
+
+    /**
+     * \brief Prints an array
+     * 
+     * @param arr pointer to array
+     * @param n length of array
+     * @param name name of the array
+     */
+    void scs_print_array(
+            const scs_float * RESTRICT arr,
+            scs_int n,
+            const char *RESTRICT name);
+
+    /**
+     * \brief Sets the settings to certain default values
+     * 
+     * <table>
+     * <tr><th>Parameter<th>Default value<th>Default value Macro
+     * <tr><td>\ref ScsSettings#normalize "normalize"<td>1<td>::SCS_NORMALIZE_DEFAULT
+     * <tr><td>\ref ScsSettings#scale "scale"<td>1.0<td>::SCS_SCALE_DEFAULT
+     * <tr><td>\ref ScsSettings#rho_x "rho_x"<td>0.001<td>::SCS_RHO_X_DEFAULT
+     * <tr><td>\ref ScsSettings#max_iters "max_iters"<td>10000<td>::SCS_MAX_ITERS_DEFAULT
+     * <tr><td>\ref ScsSettings#max_time_milliseconds "max_time_milliseconds"<td>300000<td>::SCS_MAX_TIME_MILLISECONDS
+     * <tr><td>\ref ScsSettings#previous_max_iters "previous_max_iters"<td>-1<td>::SCS_PMAXITER_DEFAULT
+     * <tr><td>\ref ScsSettings#eps "eps"<td>1e-3<td>::SCS_EPS_DEFAULT
+     * <tr><td>\ref ScsSettings#alpha "alpha"<td>1.5<td>::SCS_ALPHA_DEFAULT
+     * <tr><td>\ref ScsSettings#verbose "verbose"<td>1<td>::SCS_VERBOSE_DEFAULT
+     * <tr><td>\ref ScsSettings#warm_start "warm_start"<td>0<td>::SCS_WARM_START_DEFAULT
+     * <tr><td>\ref ScsSettings#do_super_scs "do_super_scs"<td>1<td>::SCS_DO_SUPERSCS_DEFAULT
+     * <tr><td>\ref ScsSettings#k0 "k0"<td>0<td>::SCS_K0_DEFAULT
+     * <tr><td>\ref ScsSettings#k1 "k1"<td>1<td>::SCS_K1_DEFAULT
+     * <tr><td>\ref ScsSettings#k2 "k2"<td>1<td>::SCS_K2_DEFAULT
+     * <tr><td>\ref ScsSettings#c_bl "c_bl"<td>0.999<td>::SCS_C_BL_DEFAULT
+     * <tr><td>\ref ScsSettings#c_bl "c1"<td>0.9999<td>::SCS_C1_DEFAULT
+     * <tr><td>\ref ScsSettings#cg_rate "cg_rate"<td>2.0<td>::SCS_CG_RATE_DEFAULT
+     * <tr><td>\ref ScsSettings#ls "ls"<td>10<td>::SCS_LS_DEFAULT
+     * <tr><td>\ref ScsSettings#sse "sse"<td>0.999<td>::SCS_SSE_DEFAULT
+     * <tr><td>\ref ScsSettings#beta "beta"<td>0.5<td>::SCS_BETA_DEFAULT
+     * <tr><td>\ref ScsSettings#sigma "sigma"<td>0.01<td>::SCS_SIGMA_DEFAULT
+     * <tr><td>\ref ScsSettings#direction "direction"<td>\ref anderson_acceleration "anderson_acceleration"
+     *     <td>::SCS_DIRECTION_DEFAULT
+     * <tr><td>\ref ScsSettings#thetabar "thetabar"<td>0.1<td>::SCS_THETABAR_DEFAULT
+     * <tr><td>\ref ScsSettings#memory "memory"<td>5<td>::SCS_MEMORY_DEFAULT
+     * <tr><td>\ref ScsSettings#broyden_init_scaling "broyden_init_scaling"<td>1<td>::SCS_BROYDEN_ISCS_SCALE_DEFAULT
+     * <tr><td>\ref ScsSettings#do_record_progress "do_record_progress"<td>0<td>::SCS_DO_RECORD_PROGRESS_DEFAULT
+     * <tr><td>\ref ScsSettings#do_override_streams "do_override_streams"<td>0<td>::SCS_OVERRIDE_STREAMS_DEFAULT
+     * <tr><td>\ref ScsSettings#output_stream "output_stream"<td>\c stdout <td>::SCS_OUT_STREAM_DEFAULT
+     * </table>
+     * 
+     * @param data Pointer to data
+     * 
+     * \warning If you want to increase the maximum number of iteration with respect
+     * to the previous run and you have set \ref ScsSettings#do_record_progress "do_record_progress"
+     * to \c 1, then you should not use this function. If you really want to use it, however,
+     * you should set the parameter \ref ScsSettings#previous_max_iters "previous_max_iters"
+     * to the maximum number of iterations you used in the previous run. This is in 
+     * order to avoid memory management errors. 
+     * 
+     * \warning Alternatively, a simple solution is to invoke ::scs_free_info after you 
+     * call ::scs and then again ::scs_init_info. Then it is safe to call this function and
+     * run ::scs again.
+     * 
+     * \note If you have set \ref ScsSettings#do_record_progress "do_record_progress" to \c 0,
+     * you may ignore this warning.
+     * 
+     * \sa #scs_set_restarted_broyden_settings
+     * \sa #scs_set_anderson_settings
+     * \sa #scs_set_tolerance
+     * \sa \ref sec_superscs_config_factory "easy configuration in MATLAB CVX"
+     */
+    void scs_set_default_settings(ScsData * RESTRICT data);
+
+    /**
+     * Calls #scs_set_default_settings and sets the direction to #restarted_broyden
+     * and the memory to a specified value.
+     * 
+     * \note Sets the memory to the maximum between \c 2 and the given memory.
+     * \note Sets <code>k0</code> to <code>0</code>
+     *  
+     * @param data pointer to data
+     * @param broyden_memory desired memory length
+     * 
+     * \sa #scs_set_anderson_settings
+     * \sa #scs_set_tolerance
+     * \sa #scs_set_default_settings
+     */
+    void scs_set_restarted_broyden_settings(ScsData * RESTRICT data, scs_int broyden_memory);
+
+    /**
+     * Calls #scs_set_default_settings and sets the direction to #anderson_acceleration
+     * and the memory to a specified value.
+     * 
+     * \note Sets the memory to the maximum between \c 2 and the given memory.
+     * \note Sets <code>k0</code> to <code>1</code>
+     * 
+     * @param data pointer to data
+     * @param anderson_memory desired memory length
+     * 
+     * \sa #scs_set_restarted_broyden_settings
+     * \sa #scs_set_tolerance
+     * \sa #scs_set_default_settings
+     */
+    void scs_set_anderson_settings(ScsData * RESTRICT data, scs_int anderson_memory);
+
+    /**
+     * Sets the tolerance to a given value.
+     * 
+     * \note If the specified tolerance is lower than 2 times the machine accuracy,
+     * the tolerance is set to that minimum value. That is, the minimum allowed 
+     * tolerance is <code>10 * DBL_EPSILON</code>.
+     * 
+     * \warning If the user provides an illegal value such as negative or lower than
+     * <code>10 * DBL_EPSILON</code>, the tolerance is set to <code>10 * DBL_EPSILON</code>.
+     * 
+     * \note Recommended range of tolerances: \c 1e-14 to \c 5e-2.
+     * 
+     * @param data pointer to data
+     * @param tolerance desired tolerance
+     */
+    void scs_set_tolerance(ScsData * RESTRICT data, scs_float tolerance);
+    
+    /**
+     * Sets the memory for limited-memory quasi-Newtonian direction methods.
+     * 
+     * \note If \c memory is below \c 2 the memory is set to \c 2. 
+     * \note If \c memory is higher than the problem dimension, the memory is 
+     *       saturated to exactly the problem dimension. This rule applies to the 
+     *       Anderson acceleration method. It is not advisable to use too high 
+     *       memory values.
+     *  
+     * @param data pointer to data
+     * @param memory memory length
+     * 
+     * 
+     */
+    void scs_set_memory(ScsData * RESTRICT data, scs_int memory);
+
+    /**
+     * \brief Frees the memory allocated for a Sol object
+     * 
+     * @param sol pointer to allocated #ScsSolution structure
+     * 
+     * \sa scs_init_sol
+     */
+    void scs_free_sol(ScsSolution * RESTRICT sol);
+    
+    /**
+     * Frees the memory associated with an #ScsData structure.
+     * 
+     * @param data pointer to data
+     * 
+     * \sa scs_init_data
+     */
+    void scs_free_data(ScsData *RESTRICT data);
+    
+    /**
+     * Frees the memory associated with an #ScsCone structure
+     * @param cone pointer to cone
+     */
+    void scs_free_cone(ScsCone *RESTRICT cone);
+    /**
+     * \brief Frees the memory allocate of a Data and a Cone object
+     * @param d pointer to allocated #ScsData structure
+     * @param k pointer to allocated #ScsCone structure
+     * 
+     * \sa scs_set_default_settings
+     * \sa scs_init_data
+     * \sa scs_free_data
+     * \sa scs_free_cone
+     */
+    void scs_free_data_cone(ScsData * RESTRICT d, ScsCone * RESTRICT k);
+    /**
+     * \brief Frees the memory allocated for an Info object
+     * @param info pointer to allocated #ScsInfo structure
+     * 
+     * \sa ::scs_init_info
+     */
+    void scs_free_info(ScsInfo * RESTRICT info);
+
+    /**
+     * \brief Custom print function for SCS.
+     * 
+     * This functions allows to print in different streams. The argument \c print_mode
+     * specifies whether it is allowed to override the default stream and use a 
+     * print function other than \c printf. 
+     * 
+     * For example, if SCS is interfaced via a MEX function, MATLAB expects to 
+     * use \c printf exclusively which it then delegated to \c mexPrintf; a function
+     * that prints the program's output to the console of MATLAB.
+     * 
+     * When SCS is called from other software, it is likely that \c print_mode 
+     * has to be set to 0.
+     * 
+     * @param print_mode whether to override the default behavior (using \c printf)
+     * @param __stream an output stream
+     * @param __format string format 
+     * @param ... arguments specifying data to print
+     * @return return value of \c print or \c vfprintf
+     */
+    int scs_special_print(scs_int print_mode,
+            FILE * RESTRICT __stream,
+            const char *RESTRICT __format, ...);
+
+#ifdef __cplusplus
+}
+#endif
+#endif

casadi/include/include/trlib/trlib_eigen_inverse.h

@@ -0,0 +1,118 @@
+/* MIT License
+ *
+ * Copyright (c) 2016--2017 Felix Lenders
+ *
+ * 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 TRLIB_EIGEN_INVERSE_H
+#define TRLIB_EIGEN_INVERSE_H
+
+#define TRLIB_EIR_CONV          (0)
+#define TRLIB_EIR_ITMAX         (-1)
+#define TRLIB_EIR_FAIL_FACTOR   (-2)
+#define TRLIB_EIR_FAIL_LINSOLVE (-3)
+
+#define TRLIB_EIR_N_STARTVEC    (5)
+
+/** Computes eigenvector to provided eigenvalue of symmetric tridiagonal matrix :math:`T \in \mathbb R^{n\times n}`,
+ *  using inverse iteration.
+ *
+ *  For a description of the method see https://en.wikipedia.org/wiki/Inverse_iteration.
+ *
+ *  **Convergence**
+ *  
+ *  Convergence is reported if :math:`\vert \frac{1}{\Vert w_{i+1} \Vert} - \texttt{pert} \vert \le \texttt{tol}\_\texttt{abs}`, where :math:`(T-\lambda I) w_{i+1} = v_i`, :math:`v_i` the current normalized iterate and :math:`\texttt{pert}` is the perturbation applied to the provided eigenvalue.
+ *
+ *  :param n: dimension, ensure :math:`n > 0`
+ *  :type n: trlib_int_t, input
+ *  :param diag: pointer to array holding diagonal of :math:`T`, length :c:data:`n`
+ *  :type diag: trlib_flt_t, input
+ *  :param offdiag: pointer to array holding offdiagonal of :math:`T`, length :c:data:`n-1`
+ *  :type offdiag: trlib_flt_t, input
+ *  :param lam_init: estimation of eigenvalue corresponding to eigenvector to compute
+ *  :type lam_init: trlib_flt_t, input
+ *  :param itmax: maximum number of iterations
+ *  :type itmax: trlib_int_t, input
+ *  :param tol_abs: absolute stopping tolerance in inverse iteration, good default may be :math:`\sqrt{\texttt{macheps}}` (:c:macro:`TRLIB_EPS_POW_5`)
+ *  :type tol_abs: trlib_flt_t, input
+ *  :param ones: array with every value ``1.0``, length :c:data:`n`
+ *  :type ones: trlib_flt_t, input
+ *  :param diag_fac: pointer to array holding diagonal of Cholesky factorization of :math:`T - \lambda I`, length :c:data:`n`
+ *
+ *      - on entry: allocated memory
+ *      - on exit: factorization corresponding to computed eigenvalue @p lam
+ *
+ *  :type diag_fac: trlib_flt_t, input/output
+ *  :param offdiag_fac: pointer to array holding offdiagonal of Cholesky factorization of :math:`T - \lambda I`, length :c:data:`n-1`
+ *
+ *      - on entry: allocated memory
+ *      - on exit: factorization corresponding to computed eigenvalue @p lam
+ *
+ *  :type offidag_fac: trlib_flt_t, input/output
+ *  :param eig: pointer to array holding eigenvector, length :c:data:`n`
+ *  :type eig: trlib_flt_t, input/output
+ *  :param verbose: determines the verbosity level of output that is written to :c:data:`fout`
+ *  :type verbose: trlib_int_t, input
+ *  :param unicode: set to ``1`` if :c:data:`fout` can handle unicode, otherwise to ``0``
+ *  :type unicode: trlib_int_t, input
+ *  :param prefix: string that is printed before iteration output
+ *  :type prefix: char, input
+ *  :param fout: output stream
+ *  :type fout: FILE, input
+ *  :param timing: gives timing details, provide allocated zero initialized memory of length :c:func:`trlib_eigen_timing_size`
+ *
+ *      ====== ================================
+ *      block   description
+ *      ====== ================================
+ *      0       total duration
+ *      1       timing of linear algebra calls
+ *      ====== ================================
+ *
+ *  :type timing: trlib_int_t, input/output
+ *  :param lam_pert: eigenvalue corresponding to eigenvector
+ *  :type lam_pert: trlib_flt_t, output
+ *  :param pert: perturbation applied to provided eigenvalue
+ *  :type pert: trlib_flt_t, output
+ *  :param iter_inv: number of inverse iterations
+ *  :type iter_inv: trlib_int_t, output
+ *
+ *  :returns:      status
+ *
+ *                 - :c:macro:`TRLIB_EIR_CONV`          success
+ *                 - :c:macro:`TRLIB_EIR_ITMAX`         iteration limit exceeded
+ *                 - :c:macro:`TRLIB_EIR_FAIL_FACTOR`   failure on matrix factorization
+ *                 - :c:macro:`TRLIB_EIR_FAIL_LINSOLVE` failure on backsolve
+ *
+ *  :rtype: trlib_int_t
+ */
+
+trlib_int_t trlib_eigen_inverse(
+        trlib_int_t n, trlib_flt_t *diag, trlib_flt_t *offdiag, 
+        trlib_flt_t lam_init, trlib_int_t itmax, trlib_flt_t tol_abs,
+        trlib_flt_t *ones, trlib_flt_t *diag_fac, trlib_flt_t *offdiag_fac,
+        trlib_flt_t *eig, trlib_int_t verbose, trlib_int_t unicode, char *prefix, FILE *fout,
+        trlib_int_t *timing, trlib_flt_t *lam_pert, trlib_flt_t *pert, trlib_int_t *iter_inv);
+
+/** size that has to be allocated for :c:data:`timing` in :c:func:`trlib_eigen_inverse`
+ */
+trlib_int_t trlib_eigen_timing_size(void);
+
+#endif