Austin Schuh | 16ce3c7 | 2018-01-28 16:17:08 -0800 | [diff] [blame^] | 1 | /************************************************************************************************** |
| 2 | * * |
| 3 | * This file is part of HPIPM. * |
| 4 | * * |
| 5 | * HPIPM -- High Performance Interior Point Method. * |
| 6 | * Copyright (C) 2017 by Gianluca Frison. * |
| 7 | * Developed at IMTEK (University of Freiburg) under the supervision of Moritz Diehl. * |
| 8 | * All rights reserved. * |
| 9 | * * |
| 10 | * HPMPC is free software; you can redistribute it and/or * |
| 11 | * modify it under the terms of the GNU Lesser General Public * |
| 12 | * License as published by the Free Software Foundation; either * |
| 13 | * version 2.1 of the License, or (at your option) any later version. * |
| 14 | * * |
| 15 | * HPMPC is distributed in the hope that it will be useful, * |
| 16 | * but WITHOUT ANY WARRANTY; without even the implied warranty of * |
| 17 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. * |
| 18 | * See the GNU Lesser General Public License for more details. * |
| 19 | * * |
| 20 | * You should have received a copy of the GNU Lesser General Public * |
| 21 | * License along with HPMPC; if not, write to the Free Software * |
| 22 | * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA * |
| 23 | * * |
| 24 | * Author: Gianluca Frison, gianluca.frison (at) imtek.uni-freiburg.de * |
| 25 | * * |
| 26 | **************************************************************************************************/ |
| 27 | |
| 28 | |
| 29 | |
| 30 | #include <math.h> |
| 31 | |
| 32 | #include <blasfeo_target.h> |
| 33 | #include <blasfeo_common.h> |
| 34 | #include <blasfeo_d_aux.h> |
| 35 | #include <blasfeo_s_aux.h> |
| 36 | #include <blasfeo_m_aux.h> |
| 37 | #include <blasfeo_d_blas.h> |
| 38 | #include <blasfeo_s_blas.h> |
| 39 | |
| 40 | #include "../include/hpipm_d_ocp_qp.h" |
| 41 | #include "../include/hpipm_s_ocp_qp.h" |
| 42 | #include "../include/hpipm_d_ocp_qp_sol.h" |
| 43 | #include "../include/hpipm_d_ocp_qp_ipm_hard.h" |
| 44 | #include "../include/hpipm_m_ocp_qp_ipm_hard.h" |
| 45 | #include "../include/hpipm_d_core_qp_ipm_hard.h" |
| 46 | #include "../include/hpipm_d_core_qp_ipm_hard_aux.h" |
| 47 | |
| 48 | |
| 49 | |
| 50 | // backward Riccati recursion |
| 51 | void m_fact_solve_kkt_step_hard_ocp_qp(struct d_ocp_qp *d_qp, struct s_ocp_qp *s_qp, struct m_ipm_hard_ocp_qp_workspace *ws) |
| 52 | { |
| 53 | |
| 54 | int N = s_qp->N; |
| 55 | int *nx = s_qp->nx; |
| 56 | int *nu = s_qp->nu; |
| 57 | int *nb = s_qp->nb; |
| 58 | int *ng = s_qp->ng; |
| 59 | |
| 60 | struct s_strmat *BAbt = s_qp->BAbt; |
| 61 | struct s_strmat *RSQrq = s_qp->RSQrq; |
| 62 | struct s_strmat *DCt = s_qp->DCt; |
| 63 | struct d_strmat *d_DCt = d_qp->DCt; |
| 64 | int **idxb = s_qp->idxb; |
| 65 | int **d_idxb = d_qp->idxb; |
| 66 | |
| 67 | struct s_strmat *L = ws->L; |
| 68 | struct s_strmat *AL = ws->AL; |
| 69 | struct d_strvec *d_res_b = ws->res_b; |
| 70 | struct d_strvec *d_res_g = ws->res_g; |
| 71 | struct s_strvec *res_b = ws->sres_b; |
| 72 | struct s_strvec *res_g = ws->sres_g; |
| 73 | struct d_strvec *d_dux = ws->dux; |
| 74 | struct d_strvec *d_dpi = ws->dpi; |
| 75 | struct s_strvec *dux = ws->sdux; |
| 76 | struct s_strvec *dpi = ws->sdpi; |
| 77 | struct d_strvec *d_dt_lb = ws->dt_lb; |
| 78 | struct d_strvec *d_dt_lg = ws->dt_lg; |
| 79 | struct d_strvec *d_Qx_lg = ws->Qx_lg; |
| 80 | struct d_strvec *d_Qx_lb = ws->Qx_lb; |
| 81 | struct d_strvec *d_qx_lg = ws->qx_lg; |
| 82 | struct d_strvec *d_qx_lb = ws->qx_lb; |
| 83 | struct s_strvec *Qx_lg = ws->sQx_lg; |
| 84 | struct s_strvec *Qx_lb = ws->sQx_lb; |
| 85 | struct s_strvec *qx_lg = ws->sqx_lg; |
| 86 | struct s_strvec *qx_lb = ws->sqx_lb; |
| 87 | struct s_strvec *Pb = ws->Pb; |
| 88 | struct s_strvec *tmp_nxM = ws->tmp_nxM; |
| 89 | |
| 90 | // |
| 91 | int ii; |
| 92 | |
| 93 | struct d_ipm_hard_core_qp_workspace *cws = ws->core_workspace; |
| 94 | |
| 95 | // if(nb>0 | ng>0) |
| 96 | // { |
| 97 | d_compute_Qx_qx_hard_qp(cws); |
| 98 | // } |
| 99 | |
| 100 | |
| 101 | |
| 102 | // cvt double => single |
| 103 | for(ii=0; ii<N; ii++) |
| 104 | { |
| 105 | m_cvt_d2s_strvec(nu[ii]+nx[ii], d_res_g+ii, 0, res_g+ii, 0); |
| 106 | m_cvt_d2s_strvec(nx[ii+1], d_res_b+ii, 0, res_b+ii, 0); |
| 107 | m_cvt_d2s_strvec(nb[ii], d_Qx_lb+ii, 0, Qx_lb+ii, 0); |
| 108 | m_cvt_d2s_strvec(nb[ii], d_qx_lb+ii, 0, qx_lb+ii, 0); |
| 109 | m_cvt_d2s_strvec(ng[ii], d_Qx_lg+ii, 0, Qx_lg+ii, 0); |
| 110 | m_cvt_d2s_strvec(ng[ii], d_qx_lg+ii, 0, qx_lg+ii, 0); |
| 111 | } |
| 112 | ii = N; |
| 113 | m_cvt_d2s_strvec(nu[ii]+nx[ii], d_res_g+ii, 0, res_g+ii, 0); |
| 114 | m_cvt_d2s_strvec(nb[ii], d_Qx_lb+ii, 0, Qx_lb+ii, 0); |
| 115 | m_cvt_d2s_strvec(nb[ii], d_qx_lb+ii, 0, qx_lb+ii, 0); |
| 116 | m_cvt_d2s_strvec(ng[ii], d_Qx_lg+ii, 0, Qx_lg+ii, 0); |
| 117 | m_cvt_d2s_strvec(ng[ii], d_qx_lg+ii, 0, qx_lg+ii, 0); |
| 118 | |
| 119 | |
| 120 | |
| 121 | // factorization and backward substitution |
| 122 | |
| 123 | // last stage |
| 124 | #if defined(DOUBLE_PRECISION) |
| 125 | strcp_l_libstr(nu[N]+nx[N], RSQrq+N, 0, 0, L+N, 0, 0); // TODO dtrcp_l_libstr with m and n, for m>=n |
| 126 | #else |
| 127 | sgecp_libstr(nu[N]+nx[N], nu[N]+nx[N], RSQrq+N, 0, 0, L+N, 0, 0); // TODO dtrcp_l_libstr with m and n, for m>=n |
| 128 | #endif |
| 129 | srowin_libstr(nu[N]+nx[N], 1.0, res_g+N, 0, L+N, nu[N]+nx[N], 0); |
| 130 | if(nb[N]>0) |
| 131 | { |
| 132 | sdiaad_sp_libstr(nb[N], 1.0, Qx_lb+N, 0, idxb[N], L+N, 0, 0); |
| 133 | srowad_sp_libstr(nb[N], 1.0, qx_lb+N, 0, idxb[N], L+N, nu[N]+nx[N], 0); |
| 134 | } |
| 135 | if(ng[N]>0) |
| 136 | { |
| 137 | sgemm_r_diag_libstr(nu[N]+nx[N], ng[N], 1.0, DCt+N, 0, 0, Qx_lg+N, 0, 0.0, AL+0, 0, 0, AL+0, 0, 0); |
| 138 | srowin_libstr(ng[N], 1.0, qx_lg+N, 0, AL+0, nu[N]+nx[N], 0); |
| 139 | ssyrk_spotrf_ln_libstr(nu[N]+nx[N]+1, nu[N]+nx[N], ng[N], AL+0, 0, 0, DCt+N, 0, 0, L+N, 0, 0, L+N, 0, 0); |
| 140 | } |
| 141 | else |
| 142 | { |
| 143 | spotrf_l_mn_libstr(nu[N]+nx[N]+1, nu[N]+nx[N], L+N, 0, 0, L+N, 0, 0); |
| 144 | } |
| 145 | |
| 146 | // middle stages |
| 147 | for(ii=0; ii<N; ii++) |
| 148 | { |
| 149 | sgecp_libstr(nu[N-ii-1]+nx[N-ii-1], nx[N-ii], BAbt+(N-ii-1), 0, 0, AL, 0, 0); |
| 150 | srowin_libstr(nx[N-ii], 1.0, res_b+(N-ii-1), 0, AL, nu[N-ii-1]+nx[N-ii-1], 0); |
| 151 | strmm_rlnn_libstr(nu[N-ii-1]+nx[N-ii-1]+1, nx[N-ii], 1.0, L+(N-ii), nu[N-ii], nu[N-ii], AL, 0, 0, AL, 0, 0); |
| 152 | srowex_libstr(nx[N-ii], 1.0, AL, nu[N-ii-1]+nx[N-ii-1], 0, tmp_nxM, 0); |
| 153 | strmv_lnn_libstr(nx[N-ii], nx[N-ii], L+(N-ii), nu[N-ii], nu[N-ii], tmp_nxM, 0, Pb+(N-ii-1), 0); |
| 154 | sgead_libstr(1, nx[N-ii], 1.0, L+(N-ii), nu[N-ii]+nx[N-ii], nu[N-ii], AL, nu[N-ii-1]+nx[N-ii-1], 0); |
| 155 | |
| 156 | #if defined(DOUBLE_PRECISION) |
| 157 | strcp_l_libstr(nu[N-ii-1]+nx[N-ii-1], RSQrq+(N-ii-1), 0, 0, L+(N-ii-1), 0, 0); |
| 158 | #else |
| 159 | sgecp_libstr(nu[N-ii-1]+nx[N-ii-1], nu[N-ii-1]+nx[N-ii-1], RSQrq+(N-ii-1), 0, 0, L+(N-ii-1), 0, 0); |
| 160 | #endif |
| 161 | srowin_libstr(nu[N-ii-1]+nx[N-ii-1], 1.0, res_g+(N-ii-1), 0, L+(N-ii-1), nu[N-ii-1]+nx[N-ii-1], 0); |
| 162 | |
| 163 | if(nb[N-ii-1]>0) |
| 164 | { |
| 165 | sdiaad_sp_libstr(nb[N-ii-1], 1.0, Qx_lb+(N-ii-1), 0, idxb[N-ii-1], L+(N-ii-1), 0, 0); |
| 166 | srowad_sp_libstr(nb[N-ii-1], 1.0, qx_lb+(N-ii-1), 0, idxb[N-ii-1], L+(N-ii-1), nu[N-ii-1]+nx[N-ii-1], 0); |
| 167 | } |
| 168 | |
| 169 | if(ng[N-ii-1]>0) |
| 170 | { |
| 171 | sgemm_r_diag_libstr(nu[N-ii-1]+nx[N-ii-1], ng[N-ii-1], 1.0, DCt+N-ii-1, 0, 0, Qx_lg+N-ii-1, 0, 0.0, AL+0, 0, nx[N-ii], AL+0, 0, nx[N-ii]); |
| 172 | srowin_libstr(ng[N-ii-1], 1.0, qx_lg+N-ii-1, 0, AL+0, nu[N-ii-1]+nx[N-ii-1], nx[N-ii]); |
| 173 | sgecp_libstr(nu[N-ii-1]+nx[N-ii-1], nx[N-ii], AL+0, 0, 0, AL+1, 0, 0); |
| 174 | sgecp_libstr(nu[N-ii-1]+nx[N-ii-1], ng[N-ii-1], DCt+N-ii-1, 0, 0, AL+1, 0, nx[N-ii]); |
| 175 | ssyrk_spotrf_ln_libstr(nu[N-ii-1]+nx[N-ii-1]+1, nu[N-ii-1]+nx[N-ii-1], nx[N-ii]+ng[N-ii-1], AL+0, 0, 0, AL+1, 0, 0, L+N-ii-1, 0, 0, L+N-ii-1, 0, 0); |
| 176 | } |
| 177 | else |
| 178 | { |
| 179 | ssyrk_spotrf_ln_libstr(nu[N-ii-1]+nx[N-ii-1]+1, nu[N-ii-1]+nx[N-ii-1], nx[N-ii], AL, 0, 0, AL, 0, 0, L+(N-ii-1), 0, 0, L+(N-ii-1), 0, 0); |
| 180 | } |
| 181 | |
| 182 | // d_print_strmat(nu[N-ii-1]+nx[N-ii-1]+1, nu[N-ii-1]+nx[N-ii-1], L+(N-ii-1), 0, 0); |
| 183 | } |
| 184 | |
| 185 | // forward substitution |
| 186 | |
| 187 | // first stage |
| 188 | ii = 0; |
| 189 | srowex_libstr(nu[ii]+nx[ii], -1.0, L+(ii), nu[ii]+nx[ii], 0, dux+ii, 0); |
| 190 | strsv_ltn_libstr(nu[ii]+nx[ii], L+ii, 0, 0, dux+ii, 0, dux+ii, 0); |
| 191 | sgemv_t_libstr(nu[ii]+nx[ii], nx[ii+1], 1.0, BAbt+ii, 0, 0, dux+ii, 0, 1.0, res_b+ii, 0, dux+(ii+1), nu[ii+1]); |
| 192 | srowex_libstr(nx[ii+1], 1.0, L+(ii+1), nu[ii+1]+nx[ii+1], nu[ii+1], tmp_nxM, 0); |
| 193 | strmv_ltn_libstr(nx[ii+1], nx[ii+1], L+(ii+1), nu[ii+1], nu[ii+1], dux+(ii+1), nu[ii+1], dpi+ii, 0); |
| 194 | saxpy_libstr(nx[ii+1], 1.0, tmp_nxM, 0, dpi+ii, 0, dpi+ii, 0); |
| 195 | strmv_lnn_libstr(nx[ii+1], nx[ii+1], L+(ii+1), nu[ii+1], nu[ii+1], dpi+ii, 0, dpi+ii, 0); |
| 196 | |
| 197 | // d_print_tran_strvec(nu[ii]+nx[ii], dux+ii, 0); |
| 198 | |
| 199 | // middle stages |
| 200 | for(ii=1; ii<N; ii++) |
| 201 | { |
| 202 | srowex_libstr(nu[ii], -1.0, L+(ii), nu[ii]+nx[ii], 0, dux+ii, 0); |
| 203 | strsv_ltn_mn_libstr(nu[ii]+nx[ii], nu[ii], L+ii, 0, 0, dux+ii, 0, dux+ii, 0); |
| 204 | sgemv_t_libstr(nu[ii]+nx[ii], nx[ii+1], 1.0, BAbt+ii, 0, 0, dux+ii, 0, 1.0, res_b+ii, 0, dux+(ii+1), nu[ii+1]); |
| 205 | srowex_libstr(nx[ii+1], 1.0, L+(ii+1), nu[ii+1]+nx[ii+1], nu[ii+1], tmp_nxM, 0); |
| 206 | strmv_ltn_libstr(nx[ii+1], nx[ii+1], L+(ii+1), nu[ii+1], nu[ii+1], dux+(ii+1), nu[ii+1], dpi+ii, 0); |
| 207 | saxpy_libstr(nx[ii+1], 1.0, tmp_nxM, 0, dpi+ii, 0, dpi+ii, 0); |
| 208 | strmv_lnn_libstr(nx[ii+1], nx[ii+1], L+(ii+1), nu[ii+1], nu[ii+1], dpi+ii, 0, dpi+ii, 0); |
| 209 | |
| 210 | // d_print_tran_strvec(nu[ii]+nx[ii], dux+ii, 0); |
| 211 | } |
| 212 | |
| 213 | |
| 214 | |
| 215 | // cvt single => double |
| 216 | for(ii=0; ii<N; ii++) |
| 217 | { |
| 218 | m_cvt_s2d_strvec(nu[ii]+nx[ii], dux+ii, 0, d_dux+ii, 0); |
| 219 | m_cvt_s2d_strvec(nx[ii+1], dpi+ii, 0, d_dpi+ii, 0); |
| 220 | } |
| 221 | ii = N; |
| 222 | m_cvt_s2d_strvec(nu[ii]+nx[ii], dux+ii, 0, d_dux+ii, 0); |
| 223 | |
| 224 | |
| 225 | |
| 226 | // if(nb>0) |
| 227 | // { |
| 228 | for(ii=0; ii<=N; ii++) |
| 229 | dvecex_sp_libstr(nb[ii], 1.0, d_idxb[ii], d_dux+ii, 0, d_dt_lb+ii, 0); |
| 230 | // } |
| 231 | |
| 232 | // if(ng>0) |
| 233 | // { |
| 234 | for(ii=0; ii<=N; ii++) |
| 235 | dgemv_t_libstr(nu[ii]+nx[ii], ng[ii], 1.0, d_DCt+ii, 0, 0, d_dux+ii, 0, 0.0, d_dt_lg+ii, 0, d_dt_lg+ii, 0); |
| 236 | // } |
| 237 | |
| 238 | // if(nb>0 | ng>0) |
| 239 | // { |
| 240 | d_compute_lam_t_hard_qp(cws); |
| 241 | // } |
| 242 | |
| 243 | return; |
| 244 | |
| 245 | } |
| 246 | |
| 247 | |
| 248 | |
| 249 | // backward Riccati recursion |
| 250 | void m_solve_kkt_step_hard_ocp_qp(struct d_ocp_qp *d_qp, struct s_ocp_qp *s_qp, struct m_ipm_hard_ocp_qp_workspace *ws) |
| 251 | { |
| 252 | |
| 253 | int N = s_qp->N; |
| 254 | int *nx = s_qp->nx; |
| 255 | int *nu = s_qp->nu; |
| 256 | int *nb = s_qp->nb; |
| 257 | int *ng = s_qp->ng; |
| 258 | |
| 259 | struct s_strmat *BAbt = s_qp->BAbt; |
| 260 | struct s_strmat *RSQrq = s_qp->RSQrq; |
| 261 | struct s_strmat *DCt = s_qp->DCt; |
| 262 | struct d_strmat *d_DCt = d_qp->DCt; |
| 263 | int **idxb = s_qp->idxb; |
| 264 | int **d_idxb = d_qp->idxb; |
| 265 | |
| 266 | struct s_strmat *L = ws->L; |
| 267 | struct s_strmat *AL = ws->AL; |
| 268 | struct d_strvec *d_res_b = ws->res_b; |
| 269 | struct d_strvec *d_res_g = ws->res_g; |
| 270 | struct s_strvec *res_b = ws->sres_b; |
| 271 | struct s_strvec *res_g = ws->sres_g; |
| 272 | struct d_strvec *d_dux = ws->dux; |
| 273 | struct d_strvec *d_dpi = ws->dpi; |
| 274 | struct s_strvec *dux = ws->sdux; |
| 275 | struct s_strvec *dpi = ws->sdpi; |
| 276 | struct d_strvec *d_dt_lb = ws->dt_lb; |
| 277 | struct d_strvec *d_dt_lg = ws->dt_lg; |
| 278 | struct d_strvec *d_qx_lg = ws->qx_lg; |
| 279 | struct d_strvec *d_qx_lb = ws->qx_lb; |
| 280 | struct s_strvec *qx_lg = ws->sqx_lg; |
| 281 | struct s_strvec *qx_lb = ws->sqx_lb; |
| 282 | struct s_strvec *Pb = ws->Pb; |
| 283 | struct s_strvec *tmp_nxM = ws->tmp_nxM; |
| 284 | |
| 285 | // |
| 286 | int ii; |
| 287 | |
| 288 | struct d_ipm_hard_core_qp_workspace *cws = ws->core_workspace; |
| 289 | |
| 290 | // if(nb>0 | ng>0) |
| 291 | // { |
| 292 | d_compute_qx_hard_qp(cws); |
| 293 | // } |
| 294 | |
| 295 | |
| 296 | |
| 297 | // cvt double => single |
| 298 | for(ii=0; ii<N; ii++) |
| 299 | { |
| 300 | m_cvt_d2s_strvec(nu[ii]+nx[ii], d_res_g+ii, 0, res_g+ii, 0); |
| 301 | m_cvt_d2s_strvec(nx[ii+1], d_res_b+ii, 0, res_b+ii, 0); |
| 302 | m_cvt_d2s_strvec(nb[ii], d_qx_lb+ii, 0, qx_lb+ii, 0); |
| 303 | m_cvt_d2s_strvec(ng[ii], d_qx_lg+ii, 0, qx_lg+ii, 0); |
| 304 | } |
| 305 | ii = N; |
| 306 | m_cvt_d2s_strvec(nu[ii]+nx[ii], d_res_g+ii, 0, res_g+ii, 0); |
| 307 | m_cvt_d2s_strvec(nb[ii], d_qx_lb+ii, 0, qx_lb+ii, 0); |
| 308 | m_cvt_d2s_strvec(ng[ii], d_qx_lg+ii, 0, qx_lg+ii, 0); |
| 309 | |
| 310 | |
| 311 | |
| 312 | // backward substitution |
| 313 | |
| 314 | // last stage |
| 315 | sveccp_libstr(nu[N]+nx[N], res_g+N, 0, dux+N, 0); |
| 316 | if(nb[N]>0) |
| 317 | { |
| 318 | svecad_sp_libstr(nb[N], 1.0, qx_lb+N, 0, idxb[N], dux+N, 0); |
| 319 | } |
| 320 | // general constraints |
| 321 | if(ng[N]>0) |
| 322 | { |
| 323 | sgemv_n_libstr(nu[N]+nx[N], ng[N], 1.0, DCt+N, 0, 0, qx_lg+N, 0, 1.0, dux+N, 0, dux+N, 0); |
| 324 | } |
| 325 | |
| 326 | // middle stages |
| 327 | for(ii=0; ii<N-1; ii++) |
| 328 | { |
| 329 | sveccp_libstr(nu[N-ii-1]+nx[N-ii-1], res_g+N-ii-1, 0, dux+N-ii-1, 0); |
| 330 | if(nb[N-ii-1]>0) |
| 331 | { |
| 332 | svecad_sp_libstr(nb[N-ii-1], 1.0, qx_lb+N-ii-1, 0, idxb[N-ii-1], dux+N-ii-1, 0); |
| 333 | } |
| 334 | if(ng[N-ii-1]>0) |
| 335 | { |
| 336 | sgemv_n_libstr(nu[N-ii-1]+nx[N-ii-1], ng[N-ii-1], 1.0, DCt+N-ii-1, 0, 0, qx_lg+N-ii-1, 0, 1.0, dux+N-ii-1, 0, dux+N-ii-1, 0); |
| 337 | } |
| 338 | if(ws->compute_Pb) |
| 339 | { |
| 340 | strmv_ltn_libstr(nx[N-ii], nx[N-ii], L+(N-ii), nu[N-ii], nu[N-ii], res_b+N-ii-1, 0, Pb+(N-ii-1), 0); |
| 341 | strmv_lnn_libstr(nx[N-ii], nx[N-ii], L+(N-ii), nu[N-ii], nu[N-ii], Pb+(N-ii-1), 0, Pb+(N-ii-1), 0); |
| 342 | } |
| 343 | saxpy_libstr(nx[N-ii], 1.0, dux+N-ii, nu[N-ii], Pb+N-ii-1, 0, tmp_nxM, 0); |
| 344 | sgemv_n_libstr(nu[N-ii-1]+nx[N-ii-1], nx[N-ii], 1.0, BAbt+N-ii-1, 0, 0, tmp_nxM, 0, 1.0, dux+N-ii-1, 0, dux+N-ii-1, 0); |
| 345 | strsv_lnn_mn_libstr(nu[N-ii-1]+nx[N-ii-1], nu[N-ii-1], L+N-ii-1, 0, 0, dux+N-ii-1, 0, dux+N-ii-1, 0); |
| 346 | } |
| 347 | |
| 348 | // first stage |
| 349 | ii = N-1; |
| 350 | sveccp_libstr(nu[N-ii-1]+nx[N-ii-1], res_g+N-ii-1, 0, dux+N-ii-1, 0); |
| 351 | if(nb[N-ii-1]>0) |
| 352 | { |
| 353 | svecad_sp_libstr(nb[N-ii-1], 1.0, qx_lb+N-ii-1, 0, idxb[N-ii-1], dux+N-ii-1, 0); |
| 354 | } |
| 355 | if(ng[N-ii-1]>0) |
| 356 | { |
| 357 | sgemv_n_libstr(nu[N-ii-1]+nx[N-ii-1], ng[N-ii-1], 1.0, DCt+N-ii-1, 0, 0, qx_lg+N-ii-1, 0, 1.0, dux+N-ii-1, 0, dux+N-ii-1, 0); |
| 358 | } |
| 359 | if(ws->compute_Pb) |
| 360 | { |
| 361 | strmv_ltn_libstr(nx[N-ii], nx[N-ii], L+(N-ii), nu[N-ii], nu[N-ii], res_b+N-ii-1, 0, Pb+(N-ii-1), 0); |
| 362 | strmv_lnn_libstr(nx[N-ii], nx[N-ii], L+(N-ii), nu[N-ii], nu[N-ii], Pb+(N-ii-1), 0, Pb+(N-ii-1), 0); |
| 363 | } |
| 364 | saxpy_libstr(nx[N-ii], 1.0, dux+N-ii, nu[N-ii], Pb+N-ii-1, 0, tmp_nxM, 0); |
| 365 | sgemv_n_libstr(nu[N-ii-1]+nx[N-ii-1], nx[N-ii], 1.0, BAbt+N-ii-1, 0, 0, tmp_nxM, 0, 1.0, dux+N-ii-1, 0, dux+N-ii-1, 0); |
| 366 | strsv_lnn_libstr(nu[N-ii-1]+nx[N-ii-1], L+N-ii-1, 0, 0, dux+N-ii-1, 0, dux+N-ii-1, 0); |
| 367 | |
| 368 | // first stage |
| 369 | ii = 0; |
| 370 | sveccp_libstr(nx[ii+1], dux+ii+1, nu[ii+1], dpi+ii, 0); |
| 371 | svecsc_libstr(nu[ii]+nx[ii], -1.0, dux+ii, 0); |
| 372 | strsv_ltn_libstr(nu[ii]+nx[ii], L+ii, 0, 0, dux+ii, 0, dux+ii, 0); |
| 373 | sgemv_t_libstr(nu[ii]+nx[ii], nx[ii+1], 1.0, BAbt+ii, 0, 0, dux+ii, 0, 1.0, res_b+ii, 0, dux+ii+1, nu[ii+1]); |
| 374 | sveccp_libstr(nx[ii+1], dux+ii+1, nu[ii+1], tmp_nxM, 0); |
| 375 | strmv_ltn_libstr(nx[ii+1], nx[ii+1], L+ii+1, nu[ii+1], nu[ii+1], tmp_nxM, 0, tmp_nxM, 0); |
| 376 | strmv_lnn_libstr(nx[ii+1], nx[ii+1], L+ii+1, nu[ii+1], nu[ii+1], tmp_nxM, 0, tmp_nxM, 0); |
| 377 | saxpy_libstr(nx[ii+1], 1.0, tmp_nxM, 0, dpi+ii, 0, dpi+ii, 0); |
| 378 | |
| 379 | // middle stages |
| 380 | for(ii=1; ii<N; ii++) |
| 381 | { |
| 382 | sveccp_libstr(nx[ii+1], dux+ii+1, nu[ii+1], dpi+ii, 0); |
| 383 | svecsc_libstr(nu[ii], -1.0, dux+ii, 0); |
| 384 | strsv_ltn_mn_libstr(nu[ii]+nx[ii], nu[ii], L+ii, 0, 0, dux+ii, 0, dux+ii, 0); |
| 385 | sgemv_t_libstr(nu[ii]+nx[ii], nx[ii+1], 1.0, BAbt+ii, 0, 0, dux+ii, 0, 1.0, res_b+ii, 0, dux+ii+1, nu[ii+1]); |
| 386 | sveccp_libstr(nx[ii+1], dux+ii+1, nu[ii+1], tmp_nxM, 0); |
| 387 | strmv_ltn_libstr(nx[ii+1], nx[ii+1], L+ii+1, nu[ii+1], nu[ii+1], tmp_nxM, 0, tmp_nxM, 0); |
| 388 | strmv_lnn_libstr(nx[ii+1], nx[ii+1], L+ii+1, nu[ii+1], nu[ii+1], tmp_nxM, 0, tmp_nxM, 0); |
| 389 | saxpy_libstr(nx[ii+1], 1.0, tmp_nxM, 0, dpi+ii, 0, dpi+ii, 0); |
| 390 | } |
| 391 | |
| 392 | |
| 393 | |
| 394 | // cvt single => double |
| 395 | for(ii=0; ii<N; ii++) |
| 396 | { |
| 397 | m_cvt_s2d_strvec(nu[ii]+nx[ii], dux+ii, 0, d_dux+ii, 0); |
| 398 | m_cvt_s2d_strvec(nx[ii+1], dpi+ii, 0, d_dpi+ii, 0); |
| 399 | } |
| 400 | ii = N; |
| 401 | m_cvt_s2d_strvec(nu[ii]+nx[ii], dux+ii, 0, d_dux+ii, 0); |
| 402 | |
| 403 | |
| 404 | |
| 405 | // if(nb>0) |
| 406 | // { |
| 407 | for(ii=0; ii<=N; ii++) |
| 408 | dvecex_sp_libstr(nb[ii], 1.0, d_idxb[ii], d_dux+ii, 0, d_dt_lb+ii, 0); |
| 409 | // } |
| 410 | |
| 411 | // if(ng>0) |
| 412 | // { |
| 413 | for(ii=0; ii<=N; ii++) |
| 414 | dgemv_t_libstr(nu[ii]+nx[ii], ng[ii], 1.0, d_DCt+ii, 0, 0, d_dux+ii, 0, 0.0, d_dt_lg+ii, 0, d_dt_lg+ii, 0); |
| 415 | // } |
| 416 | |
| 417 | // if(nb>0 | ng>0) |
| 418 | // { |
| 419 | d_compute_lam_t_hard_qp(cws); |
| 420 | // } |
| 421 | |
| 422 | return; |
| 423 | |
| 424 | } |
| 425 | |
| 426 | |