Matrices.h File Reference

#include <qpOASES_e/Indexlist.h>

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Classes
struct	DenseMatrix
	Interfaces matrix-vector operations tailored to general dense matrices. More...

Macros
#define	GEMM   dgemm_
#define	POTRF   dpotrf_
#define	SYR   dsyr_
#define	SYR2   dsyr2_

Functions
returnValue	DenseMatrix_addToDiag (DenseMatrix *_THIS, real_t alpha)
returnValue	DenseMatrix_bilinear (DenseMatrix *_THIS, const Indexlist *const icols, int xN, const real_t *x, int xLD, real_t *y, int yLD)
real_t	DenseMatrix_diag (DenseMatrix *_THIS, int i)
void	DenseMatrix_free (DenseMatrix *_THIS)
returnValue	DenseMatrix_getCol (DenseMatrix *_THIS, int cNum, const Indexlist *const irows, real_t alpha, real_t *col)
real_t	DenseMatrix_getNorm (DenseMatrix *_THIS, int type)
returnValue	DenseMatrix_getRow (DenseMatrix *_THIS, int rNum, const Indexlist *const icols, real_t alpha, real_t *row)
real_t	DenseMatrix_getRowNorm (DenseMatrix *_THIS, int rNum, int type)
static real_t *	DenseMatrix_getVal (DenseMatrix *_THIS)
returnValue	DenseMatrix_init (DenseMatrix *_THIS, int m, int n, int lD, real_t *v)
BooleanType	DenseMatrix_isDiag (DenseMatrix *_THIS)
returnValue	DenseMatrix_print (DenseMatrix *_THIS)
returnValue	DenseMatrix_subTimes (DenseMatrix *_THIS, const Indexlist *const irows, const Indexlist *const icols, int xN, real_t alpha, const real_t *x, int xLD, real_t beta, real_t *y, int yLD, BooleanType yCompr)
returnValue	DenseMatrix_subTransTimes (DenseMatrix *_THIS, const Indexlist *const irows, const Indexlist *const icols, int xN, real_t alpha, const real_t *x, int xLD, real_t beta, real_t *y, int yLD)
returnValue	DenseMatrix_times (DenseMatrix *_THIS, int xN, real_t alpha, const real_t *x, int xLD, real_t beta, real_t *y, int yLD)
returnValue	DenseMatrix_transTimes (DenseMatrix *_THIS, int xN, real_t alpha, const real_t *x, int xLD, real_t beta, real_t *y, int yLD)
void	DenseMatrixCON (DenseMatrix *_THIS, int m, int n, int lD, real_t *v)
void	DenseMatrixCPY (DenseMatrix *FROM, DenseMatrix *TO)
void	dgemm_ (const char *, const char *, const unsigned long *, const unsigned long *, const unsigned long *, const double *, const double *, const unsigned long *, const double *, const unsigned long *, const double *, double *, const unsigned long *)
void	dpotrf_ (const char *, const unsigned long *, double *, const unsigned long *, long *)
void	dsyr2_ (const char *, const unsigned long *, const double *, const double *, const unsigned long *, const double *, const unsigned long *, double *, const unsigned long *)
void	dsyr_ (const char *, const unsigned long *, const double *, const double *, const unsigned long *, double *, const unsigned long *)
void	sgemm_ (const char *, const char *, const unsigned long *, const unsigned long *, const unsigned long *, const float *, const float *, const unsigned long *, const float *, const unsigned long *, const float *, float *, const unsigned long *)
void	spotrf_ (const char *, const unsigned long *, float *, const unsigned long *, long *)
void	ssyr2_ (const char *, const unsigned long *, const float *, const float *, const unsigned long *, const float *, const unsigned long *, float *, const unsigned long *)
void	ssyr_ (const char *, const unsigned long *, const float *, const float *, const unsigned long *, float *, const unsigned long *)

Detailed Description

Author

Hans Joachim Ferreau, Andreas Potschka, Christian Kirches

Version

3.1embedded

Date

2009-2015

Various matrix classes: Abstract base matrix class, dense and sparse matrices, including symmetry exploiting specializations.

Definition in file Matrices.h.

Macro Definition Documentation

#define GEMM   dgemm_

Macro for calling level 3 BLAS operation in double precision.

Definition at line 54 of file Matrices.h.

#define POTRF   dpotrf_

Macro for calling level 3 BLAS operation in double precision.

Definition at line 60 of file Matrices.h.

#define SYR   dsyr_

Macro for calling level 3 BLAS operation in double precision.

Definition at line 56 of file Matrices.h.

#define SYR2   dsyr2_

Macro for calling level 3 BLAS operation in double precision.

Definition at line 58 of file Matrices.h.

Function Documentation

returnValue DenseMatrix_addToDiag	(	DenseMatrix *	_THIS,
		real_t	alpha
	)

Adds given offset to diagonal of matrix.

Returns

SUCCESSFUL_RETURN
RET_NO_DIAGONAL_AVAILABLE

Parameters

alpha

Diagonal offset.

Definition at line 474 of file Matrices.c.

returnValue DenseMatrix_bilinear	(	DenseMatrix *	_THIS,
		const Indexlist *const	icols,
		int	xN,
		const real_t *	x,
		int	xLD,
		real_t *	y,
		int	yLD
	)

Compute bilinear form y = x'*H*x using submatrix given by index list.

Returns

SUCCESSFUL_RETURN

Parameters

icols	Index list specifying columns of x.
xN	Number of vectors to multiply.
x	Input vector to be multiplied (uncompressed).
xLD	Leading dimension of input x.
y	Output vector of results (compressed).
yLD	Leading dimension of output y.

Definition at line 490 of file Matrices.c.

real_t DenseMatrix_diag	(	DenseMatrix *	_THIS,
		int	i
	)

Returns i-th diagonal entry.

Returns

i-th diagonal entry

Parameters

i

Index.

Definition at line 108 of file Matrices.c.

void DenseMatrix_free

(

DenseMatrix *

_THIS

)

Frees all internal memory.

Definition at line 75 of file Matrices.c.

returnValue DenseMatrix_getCol	(	DenseMatrix *	_THIS,
		int	cNum,
		const Indexlist *const	irows,
		real_t	alpha,
		real_t *	col
	)

Retrieve indexed entries of matrix column multiplied by alpha.

Returns

SUCCESSFUL_RETURN

Parameters

cNum	Column number.
irows	Index list specifying rows.
alpha	Scalar factor.
col	Output column vector.

Definition at line 178 of file Matrices.c.

real_t DenseMatrix_getNorm	(	DenseMatrix *	_THIS,
		int	type
	)

Get the N-norm of the matrix

Returns

N-norm of the matrix

Parameters

type	Norm type, 1: one-norm, 2: Euclidean norm.

Definition at line 135 of file Matrices.c.

returnValue DenseMatrix_getRow	(	DenseMatrix *	_THIS,
		int	rNum,
		const Indexlist *const	icols,
		real_t	alpha,
		real_t *	row
	)

Retrieve indexed entries of matrix row multiplied by alpha.

Returns

SUCCESSFUL_RETURN

Parameters

rNum	Row number.
icols	Index list specifying columns.
alpha	Scalar factor.
row	Output row vector.

Definition at line 147 of file Matrices.c.

real_t DenseMatrix_getRowNorm	(	DenseMatrix *	_THIS,
		int	rNum,
		int	type
	)

Get the N-norm of a row

Returns

N-norm of row rNum

Parameters

rNum	Row number.
type	Norm type, 1: one-norm, 2: Euclidean norm.

Definition at line 141 of file Matrices.c.

static real_t* DenseMatrix_getVal ( DenseMatrix *  _THIS )

inlinestatic

Definition at line 257 of file Matrices.h.

returnValue DenseMatrix_init	(	DenseMatrix *	_THIS,
		int	m,
		int	n,
		int	lD,
		real_t *	v
	)

Constructor from vector of values. Caution: Data pointer must be valid throughout lifetime

Parameters

m	Number of rows.
n	Number of columns.
lD	Leading dimension.
v	Values.

Definition at line 80 of file Matrices.c.

BooleanType DenseMatrix_isDiag

(

DenseMatrix *

_THIS

)

Checks whether matrix is square and diagonal.

Returns

BT_TRUE iff matrix is square and diagonal;
BT_FALSE otherwise.

Definition at line 119 of file Matrices.c.

returnValue DenseMatrix_print

(

DenseMatrix *

_THIS

)

Prints matrix to screen.

Returns

SUCCESSFUL_RETURN

Definition at line 484 of file Matrices.c.

returnValue DenseMatrix_subTimes	(	DenseMatrix *	_THIS,
		const Indexlist *const	irows,
		const Indexlist *const	icols,
		int	xN,
		real_t	alpha,
		const real_t *	x,
		int	xLD,
		real_t	beta,
		real_t *	y,
		int	yLD,
		BooleanType	yCompr
	)

Evaluate matrix vector product with submatrix given by Indexlist.

Returns

SUCCESSFUL_RETURN

Parameters

irows	Index list specifying rows.
icols	Index list specifying columns.
xN	Number of vectors to multiply.
alpha	Scalar factor for matrix vector product.
x	Input vector to be multiplied.
xLD	Leading dimension of input x.
beta	Scalar factor for y.
y	Output vector of results.
yLD	Leading dimension of output y.
yCompr	Compressed storage for y.

Definition at line 230 of file Matrices.c.

returnValue DenseMatrix_subTransTimes	(	DenseMatrix *	_THIS,
		const Indexlist *const	irows,
		const Indexlist *const	icols,
		int	xN,
		real_t	alpha,
		const real_t *	x,
		int	xLD,
		real_t	beta,
		real_t *	y,
		int	yLD
	)

Evaluate matrix transpose vector product.

Returns

SUCCESSFUL_RETURN

Parameters

irows	Index list specifying rows.
icols	Index list specifying columns.
xN	Number of vectors to multiply.
alpha	Scalar factor for matrix vector product.
x	Input vector to be multiplied.
xLD	Leading dimension of input x.
beta	Scalar factor for y.
y	Output vector of results.
yLD	Leading dimension of output y.

Definition at line 416 of file Matrices.c.

returnValue DenseMatrix_times	(	DenseMatrix *	_THIS,
		int	xN,
		real_t	alpha,
		const real_t *	x,
		int	xLD,
		real_t	beta,
		real_t *	y,
		int	yLD
	)

Evaluate Y=alpha*A*X + beta*Y.

Returns

SUCCESSFUL_RETURN.

Parameters

xN	Number of vectors to multiply.
alpha	Scalar factor for matrix vector product.
x	Input vector to be multiplied.
xLD	Leading dimension of input x.
beta	Scalar factor for y.
y	Output vector of results.
yLD	Leading dimension of output y.

Definition at line 196 of file Matrices.c.

returnValue DenseMatrix_transTimes	(	DenseMatrix *	_THIS,
		int	xN,
		real_t	alpha,
		const real_t *	x,
		int	xLD,
		real_t	beta,
		real_t *	y,
		int	yLD
	)

Evaluate Y=alpha*A'*X + beta*Y.

Returns

SUCCESSFUL_RETURN.

Parameters

xN	Number of vectors to multiply.
alpha	Scalar factor for matrix vector product.
x	Input vector to be multiplied.
xLD	Leading dimension of input x.
beta	Scalar factor for y.
y	Output vector of results.
yLD	Leading dimension of output y.

Definition at line 213 of file Matrices.c.

void DenseMatrixCON	(	DenseMatrix *	_THIS,
		int	m,
		int	n,
		int	lD,
		real_t *	v
	)

Constructor from vector of values. Caution: Data pointer must be valid throughout lifetime

Parameters

m	Number of rows.
n	Number of columns.
lD	Leading dimension.
v	Values.

Definition at line 47 of file Matrices.c.

void DenseMatrixCPY	(	DenseMatrix *	FROM,
		DenseMatrix *	TO
	)

Definition at line 58 of file Matrices.c.

void dgemm_	(	const char *	,
		const char *	,
		const unsigned long *	,
		const unsigned long *	,
		const unsigned long *	,
		const double *	,
		const double *	,
		const unsigned long *	,
		const double *	,
		const unsigned long *	,
		const double *	,
		double *	,
		const unsigned long *
	)

Performs one of the matrix-matrix operation in double precision.

Definition at line 38 of file qpOASES-3.0beta/src/BLASReplacement.cpp.

void dpotrf_	(	const char *	,
		const unsigned long *	,
		double *	,
		const unsigned long *	,
		long *
	)

Calculates the Cholesky factorization of a real symmetric positive definite matrix in double precision.

Definition at line 38 of file qpOASES-3.0beta/src/LAPACKReplacement.cpp.

void dsyr2_	(	const char *	,
		const unsigned long *	,
		const double *	,
		const double *	,
		const unsigned long *	,
		const double *	,
		const unsigned long *	,
		double *	,
		const unsigned long *
	)

Performs a symmetric rank 2 operation in double precision.

void dsyr_	(	const char *	,
		const unsigned long *	,
		const double *	,
		const double *	,
		const unsigned long *	,
		double *	,
		const unsigned long *
	)

Performs a symmetric rank 1 operation in double precision.

void sgemm_	(	const char *	,
		const char *	,
		const unsigned long *	,
		const unsigned long *	,
		const unsigned long *	,
		const float *	,
		const float *	,
		const unsigned long *	,
		const float *	,
		const unsigned long *	,
		const float *	,
		float *	,
		const unsigned long *
	)

Performs one of the matrix-matrix operation in single precision.

Definition at line 92 of file qpOASES-3.0beta/src/BLASReplacement.cpp.

void spotrf_	(	const char *	,
		const unsigned long *	,
		float *	,
		const unsigned long *	,
		long *
	)

Calculates the Cholesky factorization of a real symmetric positive definite matrix in single precision.

Definition at line 80 of file qpOASES-3.2.0/src/LAPACKReplacement.cpp.

void ssyr2_	(	const char *	,
		const unsigned long *	,
		const float *	,
		const float *	,
		const unsigned long *	,
		const float *	,
		const unsigned long *	,
		float *	,
		const unsigned long *
	)

Performs a symmetric rank 2 operation in single precision.

void ssyr_	(	const char *	,
		const unsigned long *	,
		const float *	,
		const float *	,
		const unsigned long *	,
		float *	,
		const unsigned long *
	)

Performs a symmetric rank 1 operation in single precision.