casadi 3.6.4__cp36-none-win_amd64.whl → 3.6.6__cp36-none-win_amd64.whl

casadi/include/fatrop/blasfeo_wrapper/LinearAlgebraBlasfeo.hpp

@@ -0,0 +1,492 @@
+/*
+ * Fatrop - A fast trajectory optimization solver
+ *  Copyright (C) 2022 - 2024 Lander Vanroye, KU Leuven. All rights reserved.
+ *
+ * This file is part of Fatrop.
+ *
+ * Fatrop is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU Lesser General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Fatrop is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU Lesser General Public License for more details.
+ *
+ * You should have received a copy of the GNU Lesser General Public License
+ * along with Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
+#ifndef FATROP_BLASFEO_INCLUDED
+#define FATROP_BLASFEO_INCLUDED
+
+// macros
+extern "C"
+{
+    void blasfeo_ref_drowpe(int kmax, int *ipiv, struct blasfeo_dmat *sA);
+    void blasfeo_ref_drowpei(int kmax, int *ipiv, struct blasfeo_dmat *sA);
+}
+#define MAT blasfeo_dmat
+#define VEC blasfeo_dvec
+#define MEMSIZE_MAT blasfeo_memsize_dmat
+#define CREATE_MAT blasfeo_create_dmat
+// #define ROWPE blasfeo_drowpe
+#define ROWPE blasfeo_ref_drowpe
+#define VECPE blasfeo_dvecpe
+#define VECPEI blasfeo_dvecpei
+// #define ROWPEI blasfeo_drowpei
+#define ROWPEI blasfeo_ref_drowpei
+#define COLPE blasfeo_dcolpe
+#define COLPEI blasfeo_dcolpei
+#define CREATE_MAT blasfeo_create_dmat
+#define MATEL BLASFEO_DMATEL
+#define ROWSW blasfeo_drowsw
+#define COLSW blasfeo_dcolsw
+#define GEAD blasfeo_dgead
+#define GECP blasfeo_dgecp
+#define GESC blasfeo_dgesc
+#define VECCP blasfeo_dveccp
+#define VECCPSC blasfeo_dveccpsc
+// #define TRSM_LLNN blasfeo_dtrsm_llnn
+#define TRSM_RLTN blasfeo_dtrsm_rltn
+#define VECEL BLASFEO_DVECEL
+#define MEMSIZE_VEC blasfeo_memsize_dvec
+#define CREATE_VEC blasfeo_create_dvec
+#define GEMM_NT blasfeo_dgemm_nt
+#define GEAD blasfeo_dgead
+#define SYRK_LN_MN blasfeo_dsyrk_ln_mn
+#define SYRK_LN blasfeo_dsyrk_ln
+#define GETR blasfeo_dgetr
+#define TRTR_L blasfeo_dtrtr_l
+#define POTRF_L_MN blasfeo_dpotrf_l_mn
+#define ROWEX blasfeo_drowex
+#define ROWIN blasfeo_drowin
+#define COLIN blasfeo_dcolin
+#define ROWAD fatrop_drowad
+#define TRSV_LTN blasfeo_dtrsv_ltn
+#define TRSV_LNN blasfeo_dtrsv_lnn
+#define TRSV_UTN blasfeo_dtrsv_utn
+#define GEMV_T blasfeo_dgemv_t
+#define GEMV_N blasfeo_dgemv_n
+#define VECSE blasfeo_dvecse
+#define VECSC blasfeo_dvecsc
+#define PACKMAT blasfeo_pack_dmat
+#define UNPACKVEC blasfeo_unpack_dvec
+#define PACKVEC blasfeo_pack_dvec
+#define PMAT PermMat
+#define AXPY blasfeo_daxpy
+#define AXPBY blasfeo_daxpby
+#define DOT blasfeo_ddot
+#define GESE blasfeo_dgese
+#define DIARE blasfeo_ddiare
+#define COLSC blasfeo_dcolsc
+#define VECMUL blasfeo_dvecmul
+#define VECMULACC blasfeo_dvecmulacc
+#define GER blasfeo_dger
+
+// functions not implemented by blasfeo_hp
+#define GEADTR fatrop_dgead_transposed
+#define VECCPR fatrop_dveccp_reversed
+#define ROWAD fatrop_drowad
+#define TRSV_UNU fatrop_dtrsv_unu
+#define TRSV_UTU fatrop_dtrsv_utu
+
+#if defined(BLASFEO_REF_API)
+#define TRSM_RLNN blasfeo_dtrsm_rlnn
+#else
+void blasfeo_ref_dtrsm_rlnn_copy(int m, int n, double alpha, struct MAT *sA, int ai, int aj, struct MAT *sB, int bi, int bj, struct MAT *sD, int di, int dj);
+#define TRSM_RLNN blasfeo_ref_dtrsm_rlnn_copy
+#endif
+
+#ifndef __GNUC__
+
+#define MAX(a, b) max(a, b)
+#define MIN(a, b) min(a, b)
+
+#else
+
+#define MAX(a, b)                   \
+    (                               \
+        {                           \
+            __typeof__(a) _a = (a); \
+            __typeof__(b) _b = (b); \
+            _a > _b ? _a : _b;      \
+        })
+#define MIN(a, b)                   \
+    (                               \
+        {                           \
+            __typeof__(a) _a = (a); \
+            __typeof__(b) _b = (b); \
+            _a < _b ? _a : _b;      \
+        })
+
+#endif
+
+#include <iostream>
+extern "C"
+{
+#include <blasfeo.h>
+}
+#include "fatrop/auxiliary/LinearAlgebra.hpp"
+#include "fatrop/auxiliary/FatropVector.hpp"
+#include "fatrop/auxiliary/Common.hpp"
+#include <cmath>
+#if DEBUG
+#include <assert.h>
+#endif
+namespace fatrop
+{
+    void fatrop_dcolsc(fatrop_int kmax, double alpha, struct blasfeo_dmat *sA, fatrop_int ai, fatrop_int aj);
+    // copy elements from sx to sy but in reversed order to avoid aliasing issues in recursion
+    void fatrop_dveccp_reversed(fatrop_int m, struct blasfeo_dvec *sx, fatrop_int xi, struct blasfeo_dvec *sy, fatrop_int yi);
+    // for debugging purposes
+    // void fatrop_potrf_l_mn(fatrop_int m, fatrop_int n, struct blasfeo_dmat *sC, fatrop_int ci, fatrop_int cj, struct blasfeo_dmat *sD, fatrop_int di, fatrop_int dj);
+    void test();
+    /** \brief D <= alpha * B * A^{-1} , with A lower triangular employing explicit inverse of diagonal, fatrop uses its own (naive) implementation since it  not implemented yet in blasfeo */
+    void fatrop_dtrsm_rlnn(fatrop_int m, fatrop_int n, double alpha, MAT *sA, fatrop_int offs_ai, fatrop_int offs_aj, MAT *sB, fatrop_int offs_bi, fatrop_int offs_bj, MAT *sD, fatrop_int offs_di, fatrop_int offs_dj);
+    /** \brief D <= alpha * B * A^{-1} , with A lower triangular employing explicit inverse of diagonal, fatrop uses its own (naive) implementation since it  not implemented yet in blasfeo */
+    void fatrop_dtrsm_rlnn_alt(fatrop_int m, fatrop_int n, double alpha, MAT *sA, fatrop_int offs_ai, fatrop_int offs_aj, MAT *sB, fatrop_int offs_bi, fatrop_int offs_bj, MAT *sD, fatrop_int offs_di, fatrop_int offs_dj);
+    /** \brief B <= B + alpha*A^T (B is mxn) */
+    void fatrop_dgead_transposed(fatrop_int m, fatrop_int n, double alpha, struct blasfeo_dmat *sA, fatrop_int offs_ai, fatrop_int offs_aj, struct blasfeo_dmat *sB, fatrop_int offs_bi, fatrop_int offs_bj);
+    void fatrop_identity(const fatrop_int m, MAT *sA, const fatrop_int ai, const fatrop_int aj);
+    void fatrop_drowad(fatrop_int kmax, double alpha, struct blasfeo_dvec *sx, fatrop_int xi, struct blasfeo_dmat *sA, fatrop_int ai, fatrop_int aj);
+    /** \brief this class is used for blasfeo matrices*/
+    class FatropMatBF : public FatropMat
+    {
+    public:
+        /** \brief constructor memory still has to be allocated*/
+        FatropMatBF(const fatrop_int nrows, const fatrop_int ncols, const fatrop_int row_offset, const fatrop_int col_offset);
+        /** \brief constructor memory already allocated*/
+        FatropMatBF(const fatrop_int nrows, const fatrop_int ncols, const fatrop_int row_offset, const fatrop_int col_offset, MAT *matbf);
+        /** \brief constructor memory already allocated*/
+        FatropMatBF(MAT *matbf);
+        /** \brief type conversion to blasfeo matrix pointer*/
+        inline explicit operator MAT *() const
+        {
+            return this->mat_;
+        }
+        /** \brief acces to element of matrix */
+        inline double &at(const fatrop_int ai, const fatrop_int aj) const
+        {
+#if DEBUG
+            assert(ai < nrows_);
+            assert(aj < ncols_);
+#endif
+            return MATEL(mat_, ai + row_offset_, aj + col_offset_);
+        };
+        /** \brief get element of matrix */
+        inline double get_el(const fatrop_int ai, const fatrop_int aj) const { return this->at(ai, aj); };
+        /** \brief get number of rows */
+        inline fatrop_int nrows() const { return nrows_; };
+        /** \brief get number of cols */
+        inline fatrop_int ncols() const { return ncols_; };
+        /** \brief copies all elements from a given fatrop_matrix to this matrix*/
+        void operator=(const FatropMat &fm);
+        /** \brief set data pointer*/
+        void set_datap(MAT *matbf)
+        {
+            mat_ = matbf;
+        }
+        /** \brief take a block of size (p,q), starting at (i,j)*/
+        FatropMatBF block(const fatrop_int i, const fatrop_int j, const fatrop_int p, const fatrop_int q) const
+        {
+            return FatropMatBF(p, q, row_offset_ + i, col_offset_ + j, this->mat_);
+        }
+
+    private:
+        MAT *mat_ = NULL;
+        const fatrop_int row_offset_;
+        const fatrop_int col_offset_;
+        const fatrop_int nrows_;
+        const fatrop_int ncols_;
+    };
+
+    class MATBF
+    {
+    public:
+        MATBF(const int m, const int n) : m_(m), n_(n)
+        {
+            blasfeo_allocate_dmat(m_, n_, &mat_);
+        }
+        MATBF(MATBF &&other) : m_(other.m_), n_(other.n_)
+        {
+            mat_ = other.mat_;
+            other.mat_.pA = nullptr;
+            other.mat_.mem = nullptr;
+            other.mat_.dA = nullptr;
+        }
+        ~MATBF()
+        {
+            blasfeo_free_dmat(&mat_);
+        }
+        operator MAT *()
+        {
+            return &mat_;
+        }
+        MAT mat_;
+        const int m_;
+        const int n_;
+    };
+
+    class VECBF
+    {
+    public:
+        VECBF(const int m) : m_(m)
+        {
+            blasfeo_allocate_dvec(m_, &vec_);
+            // zero out vector
+            blasfeo_dvecse(m_, 0.0, &vec_, 0);
+        }
+        VECBF(VECBF &&other) : m_(other.m_)
+        {
+            vec_ = other.vec_;
+            other.vec_.pa = nullptr;
+            other.vec_.mem = nullptr;
+        }
+        ~VECBF()
+        {
+            blasfeo_free_dvec(&vec_);
+        }
+        operator VEC *()
+        {
+            return &vec_;
+        }
+        bool has_inf()
+        {
+            for (int i = 0; i < m_; i++)
+            {
+                if (std::isinf(VECEL(&vec_, i)))
+                {
+                    return true;
+                }
+            }
+            return false;
+        }
+        VEC vec_;
+        const int m_;
+    };
+
+    /** \brief this class is used for the allocation of a blasfeo matrix, the dimsensions are set from a vector */
+    class FatropMemoryMatBF
+    {
+    public:
+        /** \brief constuction for allocation on fatrop_memory_allocator*/
+        FatropMemoryMatBF(const FatropVector<fatrop_int> &nrows, const FatropVector<fatrop_int> &ncols, fatrop_int N);
+        // TODO: if rvalue-reference is used -> unecessary copy, use move sementics instead.;
+        FatropMemoryMatBF(const fatrop_int nrows, const fatrop_int ncols, fatrop_int N);
+        /** \brief calculate memory size*/
+        fatrop_int memory_size() const;
+        /** \brief set up memory element and advance pointer */
+        void set_up();
+        /** \brief get fatrop matrix bf */
+        FatropMatBF operator[](const fatrop_int N) const;
+        /** \brief get first blasfeo_xmat* struct */
+        explicit operator MAT *() const
+        {
+            return mat;
+        }
+        FatropMemoryMatBF(const FatropMemoryMatBF &cpy) = delete;
+        FatropMemoryMatBF &operator=(const FatropMemoryMatBF &) = delete;
+        ~FatropMemoryMatBF();
+
+    private:
+        void *mem = NULL;
+        MAT *mat;
+        const fatrop_int N_;
+        const FatropVector<fatrop_int> nrows_;
+        const FatropVector<fatrop_int> ncols_;
+    };
+    /** this class is used for blasfeo vectors*/
+    class FatropVecBF : public FatropVec
+    {
+    public:
+        /** \brief constructor memory still has to be allocated*/
+        FatropVecBF(const fatrop_int nels, const fatrop_int offset);
+        /** \brief constructor memory already allocated*/
+        FatropVecBF(const fatrop_int nels, const fatrop_int offset, VEC *vecbf);
+        /** \brief type conversion to blasfeo vector pointer*/
+        explicit operator VEC *() const;
+        /** \brief access to element of matrix */
+        inline double &at(const fatrop_int ai) const
+        {
+#if DEBUG
+            assert(ai < nels_);
+#endif
+            return VECEL(vec_, ai + offset_);
+        };
+        /** \brief get element of vector */
+        double get_el(const fatrop_int ai) const;
+        /** \brief get number of elements */
+        fatrop_int nels() const;
+        /** \brief get offset */
+        fatrop_int offset() const;
+        /** \brief copies all elements from a given fatrop_vector to this vector*/
+        void operator=(const FatropVec &fm);
+        void operator=(const double &val)
+        {
+            blasfeo_dvecse(nels(), val, vec_, offset());
+        }
+
+        void copy(const FatropVecBF &fm);
+        void copyto(std::vector<double> &dest) const;
+        void operator=(const std::vector<double> &fm);
+        /** \brief set data pointer*/
+        void set_datap(VEC *vecbf);
+        /** \brief take a block of size (p), starting at (i)*/
+        FatropVecBF block(const fatrop_int i, const fatrop_int p) const;
+        void SwapWith(FatropVecBF &vb);
+        void SetConstant(double constant) const;
+        friend double sum(const FatropVecBF &va)
+        {
+            double ret = 0.0;
+            for (int i = 0; i < va.nels(); i++)
+            {
+                ret += va.at(i);
+            }
+            return ret;
+        }
+        bool has_inf() const
+        {
+            for (int i = 0; i < nels(); i++)
+            {
+                if (std::isinf(VECEL(vec_, i)))
+                {
+                    return true;
+                }
+            }
+            return false;
+        }
+        bool has_nan() const
+        {
+            for (int i = 0; i < nels(); i++)
+            {
+                if (std::isnan(VECEL(vec_, i)))
+                {
+                    return true;
+                }
+            }
+            return false;
+        }
+
+    protected:
+        VEC *vec_ = NULL;
+        const fatrop_int offset_;
+        const fatrop_int nels_;
+    };
+
+    void axpy(const double alpha, const FatropVecBF &va, const FatropVecBF &vb, const FatropVecBF &vc);
+    void copy(const FatropVecBF &va, const FatropVecBF &vb);
+    void axpby(const double alpha, const FatropVecBF &va, const double beta, const FatropVecBF &vb, const FatropVecBF &vc);
+    double dot(const FatropVecBF &va, FatropVecBF &vb);
+    double Linf(const FatropVecBF &va);
+    double LinfScaled(const FatropVecBF &va, const FatropVecBF &scales);
+    double minabs(const FatropVecBF &va);
+    double L1(const FatropVecBF &va);
+
+    /** \brief this class is used for the allocation of a blasfeo vector, the dimsensions are set from a vector */
+    class FatropMemoryVecBF
+    {
+    public:
+        /** \brief constuction for allocation on MemoryAllocator*/
+        FatropMemoryVecBF(const FatropVector<fatrop_int> &nels, fatrop_int N);
+        // TODO: if rvalue-reference is used -> unecessary copy, use move sementics instead.;
+        FatropMemoryVecBF(const fatrop_int nels, fatrop_int N = 1);
+        /** \brief calculate memory size*/
+        fatrop_int memory_size() const;
+        /** \brief set up memory element and advance pointer */
+        void set_up();
+        /** \brief get fatrop matrix bf */
+        FatropVecBF operator[](const fatrop_int N) const;
+        /** \brief get first blasfeo_xmat* struct */
+        explicit operator VEC *() const
+        {
+            return vec;
+        }
+        FatropMemoryVecBF(const FatropMemoryVecBF &cpy) = delete;
+        FatropMemoryVecBF &operator=(const FatropMemoryVecBF &) = delete;
+        ~FatropMemoryVecBF();
+
+    private:
+        void *mem = NULL;
+        VEC *vec;
+        const fatrop_int N_;
+        const FatropVector<fatrop_int> nels_;
+    };
+
+    /** \brief this class represents a permutation matrix */
+    class PermMat : public FatropMat
+    {
+    public:
+        /** \brief constructor memory still has to be allocated */
+        PermMat(const fatrop_int dim);
+        ;
+        /** \brief constructor memory already allocated */
+        PermMat(const fatrop_int dim, fatrop_int *data);
+        ;
+        /** \brief get number of rows */
+        fatrop_int nrows() const { return dim_; };
+        /** \brief get number of columns */
+        fatrop_int ncols() const { return dim_; };
+        /** \brief get element of matrix represented by this permutation matrix - only used for debugging and testing purposes */
+        double get_el(const fatrop_int ai, const fatrop_int aj) const;
+        void print(const fatrop_int kmax) const;
+        /** \brief set data pointer*/
+        void set_datap(fatrop_int *data);
+        /** \brief set data point*/
+        void set_datap(const fatrop_int i, const fatrop_int val);
+        /** \brief apply row permutation*/
+        void PM(const fatrop_int kmax, MAT *M) const;
+        /** \brief apply vec permutation*/
+        void PV(const fatrop_int kmax, VEC *V, const fatrop_int offs) const;
+        /** \brief apply vec permutation*/
+        void PtV(const fatrop_int kmax, VEC *V, const fatrop_int offs) const;
+        /** \brief apply row permutation on partial matrix*/
+        void PM(const fatrop_int kmax, const fatrop_int n, MAT *M, const fatrop_int ai, const fatrop_int aj) const;
+        /** \brief apply inverse row permutation*/
+        void
+        PtM(const fatrop_int kmax, MAT *M) const;
+        /** \brief apply inverse col permutation*/
+        void MP(const fatrop_int kmax, MAT *M) const;
+        /** \brief apply col permutation*/
+        void MPt(const fatrop_int kmax, MAT *M) const;
+        /** fatrop_int pointer of permutation vector */
+        explicit operator fatrop_int *() { return data_; };
+
+        // private:
+        const fatrop_int dim_;
+        fatrop_int *data_ = NULL;
+    };
+
+    /** \brief this class is used for the allocation of a permutation matrix */
+    class MemoryPermMat : public PermMat
+    {
+    public:
+        /** \brief constructor */
+        MemoryPermMat(const fatrop_int dim, const fatrop_int N);
+        /** \brief calculate needed memory size*/
+        fatrop_int memory_size() const;
+        /** \brief set up memory*/
+        void set_up();
+        explicit operator PermMat *()
+        {
+            return perm_p;
+        };
+        MemoryPermMat(const MemoryPermMat &cpy) = delete;
+        MemoryPermMat &operator=(const MemoryPermMat &) = delete;
+        ~MemoryPermMat();
+
+    private:
+        void *mem = NULL;
+        const fatrop_int dim_;
+        const fatrop_int N_;
+        PermMat *perm_p;
+    };
+    MatrixInd max_el(fatrop_int m, fatrop_int n, MAT *matr, fatrop_int ai, fatrop_int aj);
+
+    /** \brief Function to calculate LU factorization result is saved in A, L is lower unitriangular */
+    void LU_FACT(const fatrop_int m, const fatrop_int n, const fatrop_int n_max, fatrop_int &rank, MAT *A, PMAT *Pl_p, PMAT *Pr_p, double tol = 1e-8);
+    /** \brief Function to calculate LU factorization but A, and result (L and U) are transposed, all indices refer to the dimensions of the original A matrix (and not the transposed one) */
+    void LU_FACT_transposed(const fatrop_int m, const fatrop_int n, const fatrop_int n_max, fatrop_int &rank, MAT *At, PMAT *Pl_p, PMAT *Pr_p, double tol = 1e-5);
+    void fatrop_dtrsv_unu(const fatrop_int m, const fatrop_int n, blasfeo_dmat *sA, const fatrop_int ai, const fatrop_int aj, blasfeo_dvec *sx, const fatrop_int xi, blasfeo_dvec *sz, const fatrop_int zi);
+    void fatrop_dtrsv_utu(const fatrop_int m, blasfeo_dmat *sA, const fatrop_int ai, const fatrop_int aj, blasfeo_dvec *sx, const fatrop_int xi, blasfeo_dvec *sz, const fatrop_int zi);
+} // namespace fatrop
+#endif // FATROP_BLASFEO_INCLUDED

casadi/include/fatrop/function_evaluation/CasadiCodegen.hpp

@@ -0,0 +1,104 @@
+/*
+ * Fatrop - A fast trajectory optimization solver
+ *  Copyright (C) 2022 - 2024 Lander Vanroye, KU Leuven. All rights reserved.
+ *
+ * This file is part of Fatrop.
+ *
+ * Fatrop is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU Lesser General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Fatrop is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU Lesser General Public License for more details.
+ *
+ * You should have received a copy of the GNU Lesser General Public License
+ * along with Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
+#ifndef CASADICODEGENINCLUDED
+#define CASADICODEGENINCLUDED
+#include <vector>
+#include <string>
+#include <memory>
+#include "FunctionEvaluation.hpp"
+#include "fatrop/auxiliary/DynamicLib.hpp"
+
+#ifdef ENABLE_MULTITHREADING
+#include <omp.h>
+#endif
+
+/* Typedefs */
+typedef long long int casadi_int;
+typedef void (*signal_t)(void);
+typedef casadi_int (*getint_t)(void);
+typedef int (*work_t)(casadi_int *sz_arg, casadi_int *sz_res, casadi_int *sz_iw, casadi_int *sz_w);
+typedef const casadi_int *(*sparsity_t)(casadi_int ind);
+typedef int (*eval_t)(const double **arg, double **res, casadi_int *iw, double *w, int mem);
+typedef int (*casadi_checkout_t)(void);
+typedef void (*casadi_release_t)(int);
+namespace fatrop
+{
+    class EvalCasGen : public EvalBase
+    {
+    public:
+        EvalCasGen();
+        /// constructor from file
+        EvalCasGen(const std::shared_ptr<DLHandler> &handle, const std::string &function_name);
+        EvalCasGen(
+            const signal_t incref,
+            const signal_t decref,
+            const casadi_checkout_t checkout,
+            const casadi_release_t release,
+            const getint_t n_in_fcn,
+            const getint_t n_out_fcn,
+            const sparsity_t sp_in,
+            const sparsity_t sp_out,
+            const work_t work,
+            const eval_t eval);
+/// pointer to result_buffer
+#ifndef ENABLE_MULTITHREADING
+        // double *output_buffer_p;
+#else
+        // std::vector<double *> output_buffer_p = std::vector<double *>(omp_get_max_threads());
+#endif
+        /// pointer to casadi codegen evalutation function
+        eval_t eval; // !! multhithreading of this function not yet supported
+        /// casadi int work vector
+        casadi_int *iw;
+        /// casadi double work vector
+        double *w;
+        /// increase reference counter
+        signal_t incref;
+        /// decrease reference counter
+        signal_t decref;
+        /// input size
+        int *input_size;
+        /// release casadi memory
+        casadi_release_t release;
+        /// thread local mem id
+        int mem;
+        /// double work vector
+#ifndef ENABLE_MULTITHREADING
+        std::vector<double> work_vector_d;
+        std::vector<double*> res_vec;
+        std::vector<const double*> arg_vec;
+        /// int work vector
+        std::vector<casadi_int> work_vector_i;
+#else
+        std::vector<std::vector<double>> work_vector_d;
+        std::vector<std::vector<double*>> res_vec;
+        std::vector<std::vector<const double*>> arg_vec;
+        std::vector<std::vector<casadi_int>> work_vector_i;
+#endif
+        /// evaluate function and save res in "ccs format with lda==out_m"
+        int eval_buffer(const double **arg);
+        /// for reference counting of handle pointer
+        std::shared_ptr<DLHandler> handle;
+        ~EvalCasGen();
+    };
+    // define a macro that instantiates an EvalCasGen object with a given name
+
+} // fatrop
+
+#endif // CASADICODEGENINCLUDED

casadi/include/fatrop/function_evaluation/FunctionEvaluation.hpp

@@ -0,0 +1,60 @@
+/*
+ * Fatrop - A fast trajectory optimization solver
+ *  Copyright (C) 2022 - 2024 Lander Vanroye, KU Leuven. All rights reserved.
+ *
+ * This file is part of Fatrop.
+ *
+ * Fatrop is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU Lesser General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Fatrop is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU Lesser General Public License for more details.
+ *
+ * You should have received a copy of the GNU Lesser General Public License
+ * along with Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
+#ifndef FUNCTIONEVALUATIONINCLUDED
+#define FUNCTIONEVALUATIONINCLUDED
+#include <vector>
+#include <cstring>
+#include "fatrop/blasfeo_wrapper/LinearAlgebraBlasfeo.hpp"
+#include "fatrop/auxiliary/Common.hpp"
+
+#ifdef ENABLE_MULTITHREADING
+#include <omp.h>
+#endif
+
+namespace fatrop
+{
+    /// Class used to evaluate a numerical functions. Functions can be implemented by hand or casadi codegen API or by plain casadi.
+    class EvalBase
+    {
+    public:
+        /// number of input vectors of the function
+        fatrop_int n_in;
+        /// number of columns in output matrix
+        fatrop_int out_m;
+        /// number of rows in output matrix
+        fatrop_int out_n;
+        /// number of nonzeros in output matrix
+        fatrop_int out_nnz;
+        /// sparsity pattern of output matrix sparsity pattern [m,n|0,ncol0, ncol0:1 , ..., | nnz | row_el0, row_el1, ...]
+        std::vector<fatrop_int> sparsity_out;
+        /// buffer to safe evaluation result, in a buffer we always save a matrix in CCS format with lda==out_m
+        #ifndef ENABLE_MULTITHREADING
+        std::vector<double> buffer;
+        #else
+        std::vector<std::vector<double>> buffer = std::vector<std::vector<double>>(omp_get_max_threads());
+        #endif
+        /// evaluate function and save res in "ccs format with lda==out_m"
+        virtual fatrop_int eval_buffer(const double **arg) = 0;
+        /// evaluate function and save res in "blasfeo format"
+        fatrop_int eval_bf(const double **arg, MAT *bf_mat);
+        fatrop_int eval_array(const double **arg, double *array);
+        ~EvalBase(){};
+    };
+};     // namespace fatrop
+#endif // FUNCTIONEVALUATIONINCLUDED