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/lin_sys/direct/pardiso/pardiso_interface.h b/lin_sys/direct/pardiso/pardiso_interface.h
new file mode 100644
index 0000000..c0e334d
--- /dev/null
+++ b/lin_sys/direct/pardiso/pardiso_interface.h
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+#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