tests/solve_linsys/test_solve_linsys.h

#include <stdio.h>
#include "osqp.h"
#include "cs.h"
#include "util.h"
#include "osqp_tester.h"
#include "lin_sys.h"


#include "solve_linsys/data.h"


void test_solveKKT() {
  c_int m, exitflag = 0;
  c_float *rho_vec;
  LinSysSolver *s;  // Private structure to form KKT factorization
  OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings)); // Settings
  solve_linsys_sols_data *data = generate_problem_solve_linsys_sols_data();

  // Settings
  settings->rho   = data->test_solve_KKT_rho;
  settings->sigma = data->test_solve_KKT_sigma;

  // Set rho_vec
  m       = data->test_solve_KKT_A->m;
  rho_vec = (c_float*) c_calloc(m, sizeof(c_float));
  vec_add_scalar(rho_vec, settings->rho, m);

  // Form and factorize KKT matrix
  exitflag = init_linsys_solver(&s, data->test_solve_KKT_Pu, data->test_solve_KKT_A,
                                settings->sigma, rho_vec, LINSYS_SOLVER, 0);

  // Solve  KKT x = b via LDL given factorization
  s->solve(s, data->test_solve_KKT_rhs);

  mu_assert(
    "Linear systems solve tests: error in forming and solving KKT system!",
    vec_norm_inf_diff(data->test_solve_KKT_rhs, data->test_solve_KKT_x,
                      data->test_solve_KKT_m + data->test_solve_KKT_n) < TESTS_TOL);


  // Cleanup
  s->free(s);
  c_free(settings);
  c_free(rho_vec);
  clean_problem_solve_linsys_sols_data(data);
}

#ifdef ENABLE_MKL_PARDISO
void test_solveKKT_pardiso() {
  c_int m, exitflag = 0;
  c_float *rho_vec;
  LinSysSolver *s;  // Private  structure  to  form  KKT  factorization
  OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings)); // Settings

  solve_linsys_sols_data *data = generate_problem_solve_linsys_sols_data();

  // Settings
  settings->rho   = data->test_solve_KKT_rho;
  settings->sigma = data->test_solve_KKT_sigma;

  // Set rho_vec
  m = data->test_solve_KKT_A->m;
  rho_vec = (c_float*)c_calloc(m, sizeof(c_float));
  vec_add_scalar(rho_vec, settings->rho, m);

  // Load Pardiso shared library
  exitflag = load_linsys_solver(MKL_PARDISO_SOLVER);
  mu_assert("Linear system solve test: error in loading Pardiso shared library",
            exitflag == 0);

  // Form and factorize KKT matrix
  exitflag = init_linsys_solver(&s, data->test_solve_KKT_Pu, data->test_solve_KKT_A,
                                settings->sigma, rho_vec, MKL_PARDISO_SOLVER, 0);

  // Solve  KKT x = b via LDL given factorization
  s->solve(s, data->test_solve_KKT_rhs);

  mu_assert(
    "Linear systems solve tests: error in forming and solving KKT system with PARDISO!",
    vec_norm_inf_diff(data->test_solve_KKT_rhs, data->test_solve_KKT_x,
                      data->test_solve_KKT_m + data->test_solve_KKT_n) < TESTS_TOL);


  // Cleanup
  s->free(s);
  c_free(settings);
  c_free(rho_vec);
  clean_problem_solve_linsys_sols_data(data);

  // Unload Pardiso shared library
  exitflag = unload_linsys_solver(MKL_PARDISO_SOLVER);
}
#endif