Squashed 'third_party/osqp/' content from commit 33454b3e23
Change-Id: I056df0582ca06664e86554c341a94c47ab932001
git-subtree-dir: third_party/osqp
git-subtree-split: 33454b3e236f1f44193bfbbb6b8c8e71f8f04e9a
Signed-off-by: Austin Schuh <austin.linux@gmail.com>
diff --git a/include/lin_alg.h b/include/lin_alg.h
new file mode 100644
index 0000000..e9589e9
--- /dev/null
+++ b/include/lin_alg.h
@@ -0,0 +1,216 @@
+#ifndef LIN_ALG_H
+# define LIN_ALG_H
+
+
+# ifdef __cplusplus
+extern "C" {
+# endif // ifdef __cplusplus
+
+# include "types.h"
+
+
+/* VECTOR FUNCTIONS ----------------------------------------------------------*/
+
+# ifndef EMBEDDED
+
+/* copy vector a into output (Uses MALLOC)*/
+c_float* vec_copy(c_float *a,
+ c_int n);
+# endif // ifndef EMBEDDED
+
+/* copy vector a into preallocated vector b */
+void prea_vec_copy(const c_float *a,
+ c_float *b,
+ c_int n);
+
+/* copy integer vector a into preallocated vector b */
+void prea_int_vec_copy(const c_int *a,
+ c_int *b,
+ c_int n);
+
+/* set float vector to scalar */
+void vec_set_scalar(c_float *a,
+ c_float sc,
+ c_int n);
+
+/* set integer vector to scalar */
+void int_vec_set_scalar(c_int *a,
+ c_int sc,
+ c_int n);
+
+/* add scalar to vector*/
+void vec_add_scalar(c_float *a,
+ c_float sc,
+ c_int n);
+
+/* multiply scalar to vector */
+void vec_mult_scalar(c_float *a,
+ c_float sc,
+ c_int n);
+
+/* c = a + sc*b */
+void vec_add_scaled(c_float *c,
+ const c_float *a,
+ const c_float *b,
+ c_int n,
+ c_float sc);
+
+/* ||v||_inf */
+c_float vec_norm_inf(const c_float *v,
+ c_int l);
+
+/* ||Sv||_inf */
+c_float vec_scaled_norm_inf(const c_float *S,
+ const c_float *v,
+ c_int l);
+
+/* ||a - b||_inf */
+c_float vec_norm_inf_diff(const c_float *a,
+ const c_float *b,
+ c_int l);
+
+/* mean of vector elements */
+c_float vec_mean(const c_float *a,
+ c_int n);
+
+# if EMBEDDED != 1
+
+/* Vector elementwise reciprocal b = 1./a (needed for scaling)*/
+void vec_ew_recipr(const c_float *a,
+ c_float *b,
+ c_int n);
+# endif // if EMBEDDED != 1
+
+/* Inner product a'b */
+c_float vec_prod(const c_float *a,
+ const c_float *b,
+ c_int n);
+
+/* Elementwise product a.*b stored in c*/
+void vec_ew_prod(const c_float *a,
+ const c_float *b,
+ c_float *c,
+ c_int n);
+
+# if EMBEDDED != 1
+
+/* Elementwise sqrt of the vector elements */
+void vec_ew_sqrt(c_float *a,
+ c_int n);
+
+/* Elementwise max between each vector component and max_val */
+void vec_ew_max(c_float *a,
+ c_int n,
+ c_float max_val);
+
+/* Elementwise min between each vector component and max_val */
+void vec_ew_min(c_float *a,
+ c_int n,
+ c_float min_val);
+
+/* Elementwise maximum between vectors c = max(a, b) */
+void vec_ew_max_vec(const c_float *a,
+ const c_float *b,
+ c_float *c,
+ c_int n);
+
+/* Elementwise minimum between vectors c = min(a, b) */
+void vec_ew_min_vec(const c_float *a,
+ const c_float *b,
+ c_float *c,
+ c_int n);
+
+# endif // if EMBEDDED != 1
+
+
+/* MATRIX FUNCTIONS ----------------------------------------------------------*/
+
+/* multiply scalar to matrix */
+void mat_mult_scalar(csc *A,
+ c_float sc);
+
+/* Premultiply matrix A by diagonal matrix with diagonal d,
+ i.e. scale the rows of A by d
+ */
+void mat_premult_diag(csc *A,
+ const c_float *d);
+
+/* Premultiply matrix A by diagonal matrix with diagonal d,
+ i.e. scale the columns of A by d
+ */
+void mat_postmult_diag(csc *A,
+ const c_float *d);
+
+
+/* Matrix-vector multiplication
+ * y = A*x (if plus_eq == 0)
+ * y += A*x (if plus_eq == 1)
+ * y -= A*x (if plus_eq == -1)
+ */
+void mat_vec(const csc *A,
+ const c_float *x,
+ c_float *y,
+ c_int plus_eq);
+
+
+/* Matrix-transpose-vector multiplication
+ * y = A'*x (if plus_eq == 0)
+ * y += A'*x (if plus_eq == 1)
+ * y -= A'*x (if plus_eq == -1)
+ * If skip_diag == 1, then diagonal elements of A are assumed to be zero.
+ */
+void mat_tpose_vec(const csc *A,
+ const c_float *x,
+ c_float *y,
+ c_int plus_eq,
+ c_int skip_diag);
+
+
+# if EMBEDDED != 1
+
+/**
+ * Infinity norm of each matrix column
+ * @param M Input matrix
+ * @param E Vector of infinity norms
+ *
+ */
+void mat_inf_norm_cols(const csc *M,
+ c_float *E);
+
+/**
+ * Infinity norm of each matrix row
+ * @param M Input matrix
+ * @param E Vector of infinity norms
+ *
+ */
+void mat_inf_norm_rows(const csc *M,
+ c_float *E);
+
+/**
+ * Infinity norm of each matrix column
+ * Matrix M is symmetric upper-triangular
+ *
+ * @param M Input matrix (symmetric, upper-triangular)
+ * @param E Vector of infinity norms
+ *
+ */
+void mat_inf_norm_cols_sym_triu(const csc *M,
+ c_float *E);
+
+# endif // EMBEDDED != 1
+
+/**
+ * Compute quadratic form f(x) = 1/2 x' P x
+ * @param P quadratic matrix in CSC form (only upper triangular)
+ * @param x argument float vector
+ * @return quadratic form value
+ */
+c_float quad_form(const csc *P,
+ const c_float *x);
+
+
+# ifdef __cplusplus
+}
+# endif // ifdef __cplusplus
+
+#endif // ifndef LIN_ALG_H