#ifndef PARDISO_H #define PARDISO_H #ifdef __cplusplus extern "C" { #endif #include "lin_alg.h" #include "kkt.h" /** * Pardiso solver structure * * NB: If we use Pardiso, we suppose that EMBEDDED is not enabled */ typedef struct pardiso pardiso_solver; struct pardiso { enum linsys_solver_type type; /** * @name Functions * @{ */ c_int (*solve)(struct pardiso * self, c_float * b); void (*free)(struct pardiso * self); ///< Free workspace (only if desktop) c_int (*update_matrices)(struct pardiso * self, const csc *P, const csc *A); ///< Update solver matrices c_int (*update_rho_vec)(struct pardiso * self, const c_float * rho_vec); ///< Update rho_vec parameter c_int nthreads; /** @} */ /** * @name Attributes * @{ */ // Attributes csc *KKT; ///< KKT matrix (in CSR format!) c_int *KKT_i; ///< KKT column indices in 1-indexing for Pardiso c_int *KKT_p; ///< KKT row pointers in 1-indexing for Pardiso c_float *bp; ///< workspace memory for solves (rhs) c_float *sol; ///< solution to the KKT system c_float *rho_inv_vec; ///< parameter vector c_float sigma; ///< scalar parameter c_int polish; ///< polishing flag c_int n; ///< number of QP variables c_int m; ///< number of QP constraints // Pardiso variables void *pt[64]; ///< internal solver memory pointer pt c_int iparm[64]; ///< Pardiso control parameters c_int nKKT; ///< dimension of the linear system c_int mtype; ///< matrix type (-2 for real and symmetric indefinite) c_int nrhs; ///< number of right-hand sides (1 for our needs) c_int maxfct; ///< maximum number of factors (1 for our needs) c_int mnum; ///< indicates matrix for the solution phase (1 for our needs) c_int phase; ///< control the execution phases of the solver c_int error; ///< the error indicator (0 for no error) c_int msglvl; ///< Message level information (0 for no output) c_int idum; ///< dummy integer c_float fdum; ///< dummy float // These are required for matrix updates c_int * Pdiag_idx, Pdiag_n; ///< index and number of diagonal elements in P c_int * PtoKKT, * AtoKKT; ///< Index of elements from P and A to KKT matrix c_int * rhotoKKT; ///< Index of rho places in KKT matrix /** @} */ }; /** * Initialize Pardiso Solver * * @param s Pointer to a private structure * @param P Cost function matrix (upper triangular form) * @param A Constraints matrix * @param sigma Algorithm parameter. If polish, then sigma = delta. * @param rho_vec Algorithm parameter. If polish, then rho_vec = OSQP_NULL. * @param polish Flag whether we are initializing for polish or not * @return Exitflag for error (0 if no errors) */ c_int init_linsys_solver_pardiso(pardiso_solver ** sp, const csc * P, const csc * A, c_float sigma, const c_float * rho_vec, c_int polish); /** * Solve linear system and store result in b * @param s Linear system solver structure * @param b Right-hand side * @return Exitflag */ c_int solve_linsys_pardiso(pardiso_solver * s, c_float * b); /** * Update linear system solver matrices * @param s Linear system solver structure * @param P Matrix P * @param A Matrix A * @return Exitflag */ c_int update_linsys_solver_matrices_pardiso(pardiso_solver * s, const csc *P, const csc *A); /** * Update rho parameter in linear system solver structure * @param s Linear system solver structure * @param rho_vec new rho_vec value * @return exitflag */ c_int update_linsys_solver_rho_vec_pardiso(pardiso_solver * s, const c_float * rho_vec); /** * Free linear system solver * @param s linear system solver object */ void free_linsys_solver_pardiso(pardiso_solver * s); #ifdef __cplusplus } #endif #endif