| Austin Schuh | 9049e20 | 2022-02-20 17:34:16 -0800 | [diff] [blame^] | 1 | #include <stdio.h> |
| 2 | #include "osqp.h" |
| 3 | #include "cs.h" |
| 4 | #include "util.h" |
| 5 | #include "osqp_tester.h" |
| 6 | #include "lin_sys.h" |
| 7 | |
| 8 | |
| 9 | #include "solve_linsys/data.h" |
| 10 | |
| 11 | |
| 12 | void test_solveKKT() { |
| 13 | c_int m, exitflag = 0; |
| 14 | c_float *rho_vec; |
| 15 | LinSysSolver *s; // Private structure to form KKT factorization |
| 16 | OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings)); // Settings |
| 17 | solve_linsys_sols_data *data = generate_problem_solve_linsys_sols_data(); |
| 18 | |
| 19 | // Settings |
| 20 | settings->rho = data->test_solve_KKT_rho; |
| 21 | settings->sigma = data->test_solve_KKT_sigma; |
| 22 | |
| 23 | // Set rho_vec |
| 24 | m = data->test_solve_KKT_A->m; |
| 25 | rho_vec = (c_float*) c_calloc(m, sizeof(c_float)); |
| 26 | vec_add_scalar(rho_vec, settings->rho, m); |
| 27 | |
| 28 | // Form and factorize KKT matrix |
| 29 | exitflag = init_linsys_solver(&s, data->test_solve_KKT_Pu, data->test_solve_KKT_A, |
| 30 | settings->sigma, rho_vec, LINSYS_SOLVER, 0); |
| 31 | |
| 32 | // Solve KKT x = b via LDL given factorization |
| 33 | s->solve(s, data->test_solve_KKT_rhs); |
| 34 | |
| 35 | mu_assert( |
| 36 | "Linear systems solve tests: error in forming and solving KKT system!", |
| 37 | vec_norm_inf_diff(data->test_solve_KKT_rhs, data->test_solve_KKT_x, |
| 38 | data->test_solve_KKT_m + data->test_solve_KKT_n) < TESTS_TOL); |
| 39 | |
| 40 | |
| 41 | // Cleanup |
| 42 | s->free(s); |
| 43 | c_free(settings); |
| 44 | c_free(rho_vec); |
| 45 | clean_problem_solve_linsys_sols_data(data); |
| 46 | } |
| 47 | |
| 48 | #ifdef ENABLE_MKL_PARDISO |
| 49 | void test_solveKKT_pardiso() { |
| 50 | c_int m, exitflag = 0; |
| 51 | c_float *rho_vec; |
| 52 | LinSysSolver *s; // Private structure to form KKT factorization |
| 53 | OSQPSettings *settings = (OSQPSettings *)c_malloc(sizeof(OSQPSettings)); // Settings |
| 54 | |
| 55 | solve_linsys_sols_data *data = generate_problem_solve_linsys_sols_data(); |
| 56 | |
| 57 | // Settings |
| 58 | settings->rho = data->test_solve_KKT_rho; |
| 59 | settings->sigma = data->test_solve_KKT_sigma; |
| 60 | |
| 61 | // Set rho_vec |
| 62 | m = data->test_solve_KKT_A->m; |
| 63 | rho_vec = (c_float*)c_calloc(m, sizeof(c_float)); |
| 64 | vec_add_scalar(rho_vec, settings->rho, m); |
| 65 | |
| 66 | // Load Pardiso shared library |
| 67 | exitflag = load_linsys_solver(MKL_PARDISO_SOLVER); |
| 68 | mu_assert("Linear system solve test: error in loading Pardiso shared library", |
| 69 | exitflag == 0); |
| 70 | |
| 71 | // Form and factorize KKT matrix |
| 72 | exitflag = init_linsys_solver(&s, data->test_solve_KKT_Pu, data->test_solve_KKT_A, |
| 73 | settings->sigma, rho_vec, MKL_PARDISO_SOLVER, 0); |
| 74 | |
| 75 | // Solve KKT x = b via LDL given factorization |
| 76 | s->solve(s, data->test_solve_KKT_rhs); |
| 77 | |
| 78 | mu_assert( |
| 79 | "Linear systems solve tests: error in forming and solving KKT system with PARDISO!", |
| 80 | vec_norm_inf_diff(data->test_solve_KKT_rhs, data->test_solve_KKT_x, |
| 81 | data->test_solve_KKT_m + data->test_solve_KKT_n) < TESTS_TOL); |
| 82 | |
| 83 | |
| 84 | // Cleanup |
| 85 | s->free(s); |
| 86 | c_free(settings); |
| 87 | c_free(rho_vec); |
| 88 | clean_problem_solve_linsys_sols_data(data); |
| 89 | |
| 90 | // Unload Pardiso shared library |
| 91 | exitflag = unload_linsys_solver(MKL_PARDISO_SOLVER); |
| 92 | } |
| 93 | #endif |