int main()
{
printf("\n");
printf("\n");
printf("\n");
printf(" HPMPC -- Library for High-Performance implementation of solvers for MPC.\n");
printf(" Copyright (C) 2014-2015 by Technical University of Denmark. All rights reserved.\n");
printf("\n");
printf(" HPMPC is distributed in the hope that it will be useful,\n");
printf(" but WITHOUT ANY WARRANTY; without even the implied warranty of\n");
printf(" MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.\n");
printf(" See the GNU Lesser General Public License for more details.\n");
printf("\n");
printf("\n");
printf("\n");
int ii, jj, ll;
double **dummy;
int ** int_dummy;
const int bs = D_MR; //d_get_mr();
const int ncl = D_NCL;
const int nal = bs*ncl; // number of doubles per cache line
int nx, nu, N, nrep;
// timing variables
float time_ric_diag, time_ric_full, time_ric_full_tv, time_ip_diag, time_ip_full, time_ip_full_tv;
/************************************************
* test of riccati eye/diag & size-variant
************************************************/
#if 1
// horizon length
N = 11;
// base nx and nu
int nx0 = 2;
int nu0 = 1;
// size-varing
int nxx[N+1];
for(ii=0; ii<=N; ii++) nxx[ii] = (N+1-ii)*nx0 + nu0;
int pnxx[N+1];
for(ii=0; ii<=N; ii++) pnxx[ii] = (nxx[ii]+bs-1)/bs*bs;
int cnxx[N+1];
for(ii=0; ii<=N; ii++) cnxx[ii] = (nxx[ii]+ncl-1)/ncl*ncl;
int nuu[N+1];
for(ii=0; ii<N; ii++) nuu[ii] = nu0;
nuu[N] = 0; // !!!!!
int pnuu[N+1];
for(ii=0; ii<N; ii++) pnuu[ii] = (nuu[ii]+bs-1)/bs*bs;
pnuu[N] = 0; // !!!!!
int cnuu[N+1];
for(ii=0; ii<N; ii++) cnuu[ii] = (nuu[ii]+ncl-1)/ncl*ncl;
cnuu[N] = 0; // !!!!!
//for(ii=0; ii<=N; ii++) printf("\n%d %d %d\n", nxx[ii], pnxx[ii], cnxx[ii]);
//for(ii=0; ii<N; ii++) printf("\n%d %d %d\n", nuu[ii], pnuu[ii], cnuu[ii]);
// factorization
printf("\nRiccati diag\n\n");
// data memory space
double *hdA[N];
double *hpBt[N];
double *hpR[N];
double *hpS[N];
double *hpQ[N+1];
double *hpLK[N];
double *hpP[N+1];
double *pK;
for(ii=0; ii<N; ii++)
{
d_zeros_align(&hdA[ii], pnxx[ii], 1);
d_zeros_align(&hpBt[ii], pnuu[ii], cnxx[ii+1]);
d_zeros_align(&hpR[ii], pnuu[ii], cnuu[ii]);
d_zeros_align(&hpS[ii], pnxx[ii], cnuu[ii]);
d_zeros_align(&hpQ[ii], pnxx[ii], cnxx[ii]);
d_zeros_align(&hpLK[ii], pnuu[ii]+pnxx[ii], cnuu[ii]);
d_zeros_align(&hpP[ii], pnxx[ii], cnxx[ii]);
}
d_zeros_align(&hpQ[N], pnxx[N], cnxx[N]);
d_zeros_align(&hpP[N], pnxx[N], cnxx[N]);
d_zeros_align(&pK, pnxx[0], cnuu[0]); // max(nx) x nax(nu)
// dA
for(ii=0; ii<N; ii++)
for(jj=0; jj<nxx[ii+1]; jj++)
hdA[ii][jj] = 1.0;
//d_print_mat(1, cnxx[1], hdA[0], 1);
// B
double *eye_nu0; d_zeros(&eye_nu0, nu0, nu0);
for(jj=0; jj<nu0; jj++) eye_nu0[jj*(nu0+1)] = 1.0;
double *ptrB = BBB;
for(ii=0; ii<N; ii++)
{
d_cvt_mat2pmat(nuu[ii], nuu[ii], eye_nu0, nuu[ii], 0, hpBt[ii], cnxx[ii+1]);
d_cvt_tran_mat2pmat(nxx[ii+1]-nuu[ii], nuu[ii], ptrB, nxx[ii+1]-nuu[ii], 0, hpBt[ii]+nuu[ii]*bs, cnxx[ii+1]);
ptrB += nxx[ii+1] - nuu[ii];
}
free(eye_nu0);
//d_print_pmat(pnuu[0], cnxx[1], bs, hpBt[0], cnxx[0]);
//d_print_pmat(pnuu[1], cnxx[2], bs, hpBt[1], cnxx[1]);
//d_print_pmat(pnuu[2], cnxx[3], bs, hpBt[2], cnxx[2]);
//d_print_pmat(pnuu[N-1], cnxx[N-1], bs, hpBt[N-2], cnxx[N-2]);
//d_print_pmat(pnuu[N-1], cnxx[N], bs, hpBt[N-1], cnxx[N-1]);
// R
// penalty on du
for(ii=0; ii<N; ii++)
for(jj=0; jj<nuu[ii]; jj++)
hpR[ii][jj/bs*bs*cnuu[ii]+jj%bs+jj*bs] = 0.0;
//for(ii=0; ii<N; ii++)
// d_print_pmat(pnuu[ii], cnuu[ii], bs, hpR[ii], pnuu[ii]);
//d_print_pmat(pnuu[0], cnuu[0], bs, hpR[0], pnuu[0]);
// S (zero)
// Q
for(ii=0; ii<=N; ii++)
{
// penalty on u
for(jj=0; jj<nu0; jj++)
hpQ[ii][jj/bs*bs*cnxx[ii]+jj%bs+jj*bs] = 1.0;
// penalty on x
// for(jj==1; jj<nxx[ii]-nx0; jj++)
// hpQ[ii][jj/bs*bs*cnxx[ii]+jj%bs+jj*bs] = 0.0002;
for(jj=nxx[ii]-nx0; jj<nxx[ii]; jj++)
hpQ[ii][jj/bs*bs*cnxx[ii]+jj%bs+jj*bs] = 1.0;
}
//for(ii=0; ii<=N; ii++)
// d_print_pmat(pnxx[ii], cnxx[ii], bs, hpQ2[ii], cnxx[ii]);
//d_print_pmat(pnxx[0], cnxx[0], bs, hpQ2[0], cnxx[0]);
//d_print_pmat(pnxx[1], cnxx[1], bs, hpQ2[1], cnxx[1]);
//d_print_pmat(pnxx[N-1], cnxx[N-1], bs, hpQ2[N-1], cnxx[N-1]);
//d_print_pmat(pnxx[N], cnxx[N], bs, hpQ2[N], cnxx[N]);
//exit(1);
// work space
double *diag; d_zeros_align(&diag, pnxx[0]+pnuu[0], 1);
// factorization
printf("\nfactorization ...\n");
d_ric_diag_trf_mpc(N, nxx, nuu, hdA, hpBt, hpR, hpS, hpQ, hpLK, pK, hpP, diag);
printf("\nfactorization done\n\n");
#if 1
//d_print_pmat(nxx[0], nxx[0], bs, hpP[0], cnxx[0]);
//d_print_pmat(nxx[1], nxx[1], bs, hpP[1], cnxx[1]);
//d_print_pmat(nxx[N-2], nxx[N-2], bs, hpP[N-2], cnxx[N-2]);
//d_print_pmat(nxx[N-1], nxx[N-1], bs, hpP[N-1], cnxx[N-1]);
//d_print_pmat(nxx[N], nxx[N], bs, hpP[N], cnxx[N]);
//for(ii=0; ii<=N; ii++)
// d_print_pmat(pnuu[ii]+nxx[ii], nuu[ii], bs, hpLK[ii], cnuu[ii]);
//d_print_pmat(pnuu[0]+nxx[0], nuu[0], bs, hpLK[0], cnuu[0]);
//d_print_pmat(pnuu[1]+nxx[1], nuu[1], bs, hpLK[1], cnuu[1]);
//d_print_pmat(pnuu[2]+nxx[2], nuu[2], bs, hpLK[2], cnuu[2]);
//d_print_pmat(pnuu[N-3]+nxx[N-3], nuu[N-3], bs, hpLK[N-3], cnuu[N-3]);
//d_print_pmat(pnuu[N-2]+nxx[N-2], nuu[N-2], bs, hpLK[N-2], cnuu[N-2]);
//d_print_pmat(pnuu[N-1]+nxx[N-1], nuu[N-1], bs, hpLK[N-1], cnuu[N-1]);
#endif
// backward-forward solution
// data memory space
double *hrq[N+1];
double *hux[N+1];
double *hpi[N+1];
double *hPb[N];
double *hb[N];
for(ii=0; ii<N; ii++)
{
d_zeros_align(&hrq[ii], pnuu[ii]+pnxx[ii], 1);
d_zeros_align(&hux[ii], pnuu[ii]+pnxx[ii], 1);
d_zeros_align(&hpi[ii], pnxx[ii], 1);
d_zeros_align(&hPb[ii], pnxx[ii+1], 1);
d_zeros_align(&hb[ii], pnxx[ii+1], 1);
}
d_zeros_align(&hrq[N], pnuu[N]+pnxx[N], 1);
d_zeros_align(&hux[N], pnuu[N]+pnxx[N], 1);
d_zeros_align(&hpi[N], pnxx[N], 1);
double *work_diag; d_zeros_align(&work_diag, pnxx[0], 1);
for(ii=0; ii<=N; ii++)
for(jj=0; jj<nuu[ii]; jj++)
hrq[ii][jj] = 0.0;
for(ii=0; ii<=N; ii++)
for(jj=0; jj<nxx[ii]; jj++)
hrq[ii][nuu[ii]+jj] = 0.0;
for(ii=0; ii<N; ii++)
for(jj=0; jj<nxx[ii+1]; jj++)
hb[ii][jj] = 0.0;
// x0
for(jj=0; jj<nuu[0]; jj++)
{
hux[0][jj] = 0.0;
}
for(; jj<nuu[0]+nu0; jj++)
{
hux[0][jj] = 7.5097;
}
for(; jj<nxx[0]; jj+=2)
{
hux[0][jj+0] = 15.01940;
hux[0][jj+1] = 0.0;
}
//d_print_mat(1, nuu[0]+nxx[0], hux2[0], 1);
printf("\nbackward-forward solution ...\n");
d_ric_diag_trs_mpc(N, nxx, nuu, hdA, hpBt, hpLK, hpP, hb, hrq, hux, 1, hPb, 1, hpi, work_diag);
printf("\nbackward-forward solution done\n\n");
#if 1
printf("\nux\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nuu[ii]+nxx[ii], hux[ii], 1);
#endif
// residuals
// data memory space
double *hres_rq[N+1];
double *hres_b[N];
for(ii=0; ii<N; ii++)
{
d_zeros_align(&hres_rq[ii], pnuu[ii]+pnxx[ii], 1);
d_zeros_align(&hres_b[ii], pnxx[ii+1], 1);
}
d_zeros_align(&hres_rq[N], pnuu[N]+pnxx[N], 1);
printf("\nresuduals ...\n");
d_res_diag_mpc(N, nxx, nuu, hdA, hpBt, hpR, hpS, hpQ, hb, hrq, hux, hpi, hres_rq, hres_b, work_diag);
printf("\nresiduals done\n\n");
#if 1
printf("\nres_q\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nuu[ii]+nxx[ii], hres_rq[ii], 1);
printf("\nres_b\n");
for(ii=0; ii<N; ii++)
d_print_mat(1, nxx[ii+1], hres_b[ii], 1);
#endif
// timing
struct timeval tv20, tv21;
#if 1
printf("\ntiming ...\n\n");
gettimeofday(&tv20, NULL); // start
nrep = 10000;
for(ii=0; ii<nrep; ii++)
{
d_ric_diag_trf_mpc(N, nxx, nuu, hdA, hpBt, hpR, hpS, hpQ, hpLK, pK, hpP, diag);
d_ric_diag_trs_mpc(N, nxx, nuu, hdA, hpBt, hpLK, hpP, hb, hrq, hux, 1, hPb, 1, hpi, work_diag);
}
gettimeofday(&tv21, NULL); // start
time_ric_diag = (float) (tv21.tv_sec-tv20.tv_sec)/(nrep+0.0)+(tv21.tv_usec-tv20.tv_usec)/(nrep*1e6);
printf("\ntiming done\n\n");
#endif
#if 1
printf("\nRiccati full\n\n");
// size-variant full
int nzz[N+1];
for(ii=0; ii<=N; ii++) nzz[ii] = nuu[ii] + nxx[ii] + 1;
int pnzz[N+1];
for(ii=0; ii<=N; ii++) pnzz[ii] = (nzz[ii]+bs-1)/bs*bs;
int cnzz[N+1];
for(ii=0; ii<=N; ii++) cnzz[ii] = (nzz[ii]+ncl-1)/ncl*ncl;
int anzz[N+1];
for(ii=0; ii<=N; ii++) anzz[ii] = (nzz[ii]+nal-1)/nal*nal;
int cnll[N+1];
for(ii=0; ii<=N; ii++) cnll[ii] = cnzz[ll]<cnxx[ll]+ncl ? cnxx[ll]+ncl : cnzz[ll];
int nzero[N+1];
for(ii=0; ii<=N; ii++) nzero[ii] = 0;
double *hpBAbt_tv[N];
double *hpRSQ_tv[N+1];
double *hpL_tv[N+1];
double *hl[N+1];
for(ii=0; ii<N; ii++)
{
d_zeros_align(&hpBAbt_tv[ii], pnzz[ii], cnxx[ii+1]);
d_zeros_align(&hpRSQ_tv[ii], pnzz[ii], cnzz[ii]);
d_zeros_align(&hpL_tv[ii], pnzz[ii], cnll[ii]);
d_zeros_align(&hl[ii], anzz[ii], 1);
}
d_zeros_align(&hpRSQ_tv[N], pnzz[N], cnzz[N]);
d_zeros_align(&hpL_tv[N], pnzz[N], cnll[N]);
d_zeros_align(&hl[N], anzz[ii], 1);
double *work_ric_tv; d_zeros_align(&work_ric_tv, pnzz[0], cnxx[0]);
for(ii=0; ii<N; ii++)
{
d_copy_pmat(nuu[ii], nxx[ii+1], bs, hpBt[ii], cnxx[ii], hpBAbt_tv[ii], cnxx[ii+1]);
for(jj=0; jj<nxx[ii+1]; jj++) hpBAbt_tv[ii][(nuu[ii]+jj)/bs*bs*cnxx[ii+1]+(nuu[ii]+jj)%bs+jj*bs] = 1.0;
for(jj=0; jj<nxx[ii+1]; jj++) hpBAbt_tv[ii][(nuu[ii]+nxx[ii])/bs*bs*cnxx[ii+1]+(nuu[ii]+nxx[ii])%bs+jj*bs] = hb[ii][jj];
//d_print_pmat(nzz[ii], nxx[ii+1], bs, hpBAbt_tv[ii], cnxx[ii+1]);
}
for(ii=0; ii<=N; ii++)
{
// R
// penalty on du
for(jj=0; jj<nuu[ii]; jj++)
hpRSQ_tv[ii][jj/bs*bs*cnzz[ii]+jj%bs+jj*bs] = 0.0;
// Q
// penalty on u
for(; jj<nuu[ii]+nu0; jj++)
hpRSQ_tv[ii][jj/bs*bs*cnzz[ii]+jj%bs+jj*bs] = 1.0;
// penalty on x
for(jj=nuu[ii]+nxx[ii]-nx0; jj<nuu[ii]+nxx[ii]; jj++)
hpRSQ_tv[ii][jj/bs*bs*cnzz[ii]+jj%bs+jj*bs] = 1.0;
// r q
for(jj=0; jj<nuu[ii]+nxx[ii]; jj++) hpRSQ_tv[ii][(nuu[ii]+nxx[ii])/bs*bs*cnzz[ii]+(nuu[ii]+nxx[ii])%bs+jj*bs] = hrq[ii][jj];
//d_print_pmat(nzz[ii], nzz[ii], bs, hpRSQ_tv[ii], cnzz[ii]);
}
printf("\nfactorization and backward-forward solution ...\n");
d_ric_sv_mpc_tv(N, nxx, nuu, hpBAbt_tv, hpRSQ_tv, hux, hpL_tv, work_ric_tv, diag, COMPUTE_MULT, hpi, nzero, int_dummy, dummy, dummy, nzero, dummy, dummy, dummy, 0);
printf("\nfactorization and backward-forward solution done\n\n");
#if 0
for(ii=0; ii<=N; ii++)
d_print_pmat(nzz[ii], nzz[ii], bs, hpL_tv[ii], cnzz[ii]);
#endif
printf("\nux\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nuu[ii]+nxx[ii], hux[ii], 1);
for(ii=0; ii<N; ii++)
for(jj=0; jj<nxx[ii+1]; jj++)
hux[ii+1][nuu[ii+1]+jj] = hb[ii][jj];
printf("\nbackward-forward solution ...\n");
d_ric_trs_mpc_tv(N, nxx, nuu, hpBAbt_tv, hpL_tv, hrq, hl, hux, work_ric_tv, 1, hPb, COMPUTE_MULT, hpi, nzero, int_dummy, dummy, nzero, dummy, dummy);
printf("\nbackward-forward solution done\n\n");
printf("\nux\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nuu[ii]+nxx[ii], hux[ii], 1);
//exit(1);
printf("\nresuduals ...\n");
d_res_diag_mpc(N, nxx, nuu, hdA, hpBt, hpR, hpS, hpQ, hb, hrq, hux, hpi, hres_rq, hres_b, work_diag);
printf("\nresiduals done\n\n");
#if 1
printf("\nres_q\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nuu[ii]+nxx[ii], hres_rq[ii], 1);
printf("\nres_b\n");
for(ii=0; ii<N; ii++)
d_print_mat(1, nxx[ii+1], hres_b[ii], 1);
#endif
#if 1
printf("\ntiming ...\n\n");
gettimeofday(&tv20, NULL); // start
nrep = 10000;
for(ii=0; ii<nrep; ii++)
{
d_ric_sv_mpc_tv(N, nxx, nuu, hpBAbt_tv, hpRSQ_tv, hux, hpL_tv, work_ric_tv, diag, COMPUTE_MULT, hpi, nzero, int_dummy, dummy, dummy, nzero, dummy, dummy, dummy, 0);
}
gettimeofday(&tv21, NULL); // start
time_ric_full_tv = (float) (tv21.tv_sec-tv20.tv_sec)/(nrep+0.0)+(tv21.tv_usec-tv20.tv_usec)/(nrep*1e6);
printf("\ntiming done\n\n");
#endif
#endif
#if 1
// IPM
printf("\nIPM diag\n\n");
int kk = -1;
int kmax = 50;
double mu0 = 1;
double mu_tol = 1e-8;
double alpha_min = 1e-12;
double sigma_par[] = {0.4, 0.3, 0.01};
double stat[5*50] = {};
int nbb[N+1];
nbb[0] = nu0;//nuu[0]; // XXX !!!!!!!!!!!!!!
for(ii=1; ii<N; ii++) nbb[ii] = 2*nu0 + nx0; //nuu[ii] + nxx[ii];
nbb[N] = nu0 + nx0;
int *(idxb[N+1]);
for(ii=0; ii<=N; ii++)
{
idxb[ii] = (int *) malloc(nbb[ii]*sizeof(int));
}
int pnbb[N+1];
for(ii=0; ii<=N; ii++) pnbb[ii] = (nbb[ii]+bs-1)/bs*bs;
// data memory space
double *hd[N+1];
double *hlam[N+1];
double *ht[N+1];
double *hres_d[N+1];
for(ii=0; ii<=N; ii++)
{
d_zeros_align(&hd[ii], 2*pnbb[ii], 1);
d_zeros_align(&hlam[ii], 2*pnbb[ii], 1);
d_zeros_align(&ht[ii], 2*pnbb[ii], 1);
d_zeros_align(&hres_d[ii], 2*pnbb[ii], 1);
}
double mu = -1;
//printf("\nbounds\n");
ii = 0; // initial stage
ll = 0;
for(jj=0; jj<nuu[ii]; jj++)
{
hd[ii][ll] = -20.5;
hd[ii][pnbb[ii]+ll] = -20.5;
idxb[ii][ll] = jj;
ll++;
}
//d_print_mat(1, 2*pnbb[ii], hd[ii], 1);
for(ii=1; ii<=N; ii++)
{
ll = 0;
for(jj=0; jj<nuu[ii]; jj++)
{
hd[ii][ll] = -20.5;
hd[ii][pnbb[ii]+ll] = -20.5;
idxb[ii][ll] = jj;
ll++;
}
for(; jj<nuu[ii]+nu0; jj++)
{
hd[ii][ll] = - 2.5; // -2.5
hd[ii][pnbb[ii]+ll] = -10.0; // -10
idxb[ii][ll] = jj;
ll++;
}
//for(; jj<nbb[ii]-nx0; jj++)
//for(; jj<nbb[ii]; jj++)
//{
//hd[ii][jj] = -100.0;
//hd[ii][pnbb[ii]+jj] = -100.0;
//idxb[ii][ll] = jj;
//ll++;
//}
jj += nx0*(N-ii);
hd[ii][ll+0] = - 0.0; // 0
hd[ii][pnbb[ii]+ll+0] = -20.0; // -20
idxb[ii][ll] = jj;
ll++;
jj++;
hd[ii][ll+0] = -10.0; // -10
hd[ii][pnbb[ii]+ll+0] = -10.0; // -10
idxb[ii][ll] = jj;
ll++;
jj++;
//d_print_mat(1, 2*pnbb[ii], hd[ii], 1);
}
#if 0
for(ii=0; ii<=N; ii++)
{
for(jj=0; jj<nbb[ii]; jj++)
printf("%d\t", idxb[ii][jj]);
printf("\n");
}
exit(1);
#endif
for(jj=0; jj<nuu[0]; jj++)
{
hux[0][jj] = 0.0;
}
for(; jj<nuu[0]+nu0; jj++)
{
hux[0][jj] = 7.5097;
}
for(; jj<nxx[0]; jj+=2)
{
hux[0][jj+0] = 15.01940;
hux[0][jj+1] = 0.0;
}
//d_print_mat(1, nuu[0]+nxx[0], hux2[0], 1);
int pnxM = pnxx[0];
int pnuM = pnuu[0];
int cnuM = cnuu[0];
int anxx[N+1];
for(ii=0; ii<=N; ii++) anxx[ii] = (nxx[ii]+nal-1)/nal*nal;
int anuu[N+1];
for(ii=0; ii<=N; ii++) anuu[ii] = (nuu[ii]+nal-1)/nal*nal;
int work_space_ip_double = 0;
for(ii=0; ii<=N; ii++)
work_space_ip_double += anuu[ii] + 3*anxx[ii] + (pnuu[ii]+pnxx[ii])*cnuu[ii] + pnxx[ii]*cnxx[ii] + 12*pnbb[ii];
work_space_ip_double += pnxM*cnuM + pnxM + pnuM;
int work_space_ip_int = (N+1)*7*sizeof(int);
work_space_ip_int = (work_space_ip_int+63)/64*64;
work_space_ip_int /= sizeof(int);
printf("\nIPM diag work space size: %d double + %d int\n\n", work_space_ip_double, work_space_ip_int);
double *work_space_ip; d_zeros_align(&work_space_ip, work_space_ip_double+(work_space_ip_int+1)/2, 1); // XXX assume sizeof(double) = 2 * sizeof(int) !!!!!
printf("\nIPM solution ...\n");
d_ip2_diag_mpc(&kk, kmax, mu0, mu_tol, alpha_min, 0, sigma_par, stat, N, nxx, nuu, nbb, idxb, hdA, hpBt, hpR, hpS, hpQ, hb, hd, hrq, hux, 1, hpi, hlam, ht, work_space_ip);
printf("\nIPM solution done\n");
printf("\nux\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nuu[ii]+nxx[ii], hux[ii], 1);
printf("\nlam\n");
for(ii=0; ii<=N; ii++)
{
d_print_mat(1, nbb[ii], hlam[ii], 1);
d_print_mat(1, nbb[ii], hlam[ii]+pnbb[ii], 1);
}
printf("\nt\n");
for(ii=0; ii<=N; ii++)
{
d_print_mat(1, nbb[ii], ht[ii], 1);
d_print_mat(1, nbb[ii], ht[ii]+pnbb[ii], 1);
}
printf("\nstatistics\n\n");
for(ii=0; ii<kk; ii++)
printf("%d\t%f\t%f\t%f\t%e\t%f\t%f\t%e\n", ii+1, stat[5*ii+0], stat[5*ii+1], stat[5*ii+2], stat[5*ii+2], stat[5*ii+3], stat[5*ii+4], stat[5*ii+4]);
printf("\n\n");
// residuals
printf("\nresuduals IPM ...\n");
d_res_ip_diag_mpc(N, nxx, nuu, nbb, idxb, hdA, hpBt, hpR, hpS, hpQ, hb, hrq, hd, hux, hpi, hlam, ht, hres_rq, hres_b, hres_d, &mu, work_diag);
printf("\nresiduals IPM done\n");
printf("\nres_rq\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nuu[ii]+nxx[ii], hres_rq[ii], 1);
printf("\nres_b\n");
for(ii=0; ii<N; ii++)
d_print_mat(1, nxx[ii+1], hres_b[ii], 1);
printf("\nres_d\n");
for(ii=0; ii<=N; ii++)
{
d_print_mat(1, nbb[ii], hres_d[ii], 1);
d_print_mat(1, nbb[ii], hres_d[ii]+pnbb[ii], 1);
}
printf("\nres_mu\n");
d_print_mat(1, 1, &mu, 1);
// timing
printf("\ntiming ...\n\n");
gettimeofday(&tv20, NULL); // start
nrep = 1000;
for(ii=0; ii<nrep; ii++)
{
d_ip2_diag_mpc(&kk, kmax, mu0, mu_tol, alpha_min, 0, sigma_par, stat, N, nxx, nuu, nbb, idxb, hdA, hpBt, hpR, hpS, hpQ, hb, hd, hrq, hux, 1, hpi, hlam, ht, work_space_ip);
}
gettimeofday(&tv21, NULL); // start
printf("\ntiming done\n\n");
time_ip_diag = (float) (tv21.tv_sec-tv20.tv_sec)/(nrep+0.0)+(tv21.tv_usec-tv20.tv_usec)/(nrep*1e6);
// simulation
printf("\nsimulation ...\n\n");
nrep = 15;
for(ii=0; ii<nrep; ii++)
{
d_ip2_diag_mpc(&kk, kmax, mu0, mu_tol, alpha_min, 0, sigma_par, stat, N, nxx, nuu, nbb, idxb, hdA, hpBt, hpR, hpS, hpQ, hb, hd, hrq, hux, 1, hpi, hlam, ht, work_space_ip);
dgemv_t_lib(nuu[0], nxx[0], hpBt[0], cnxx[0], hux[0], hux[0]+nuu[0], 1);
for(jj=0; jj<nxx[0]-nx0-nu0; jj++) hux[0][nuu[0]+nxx[0]-jj-1] = hux[0][nuu[0]+nxx[0]-jj-1-nx0];
printf("\nsimulation step = %d, IPM iterations = %d, mu = %e\n\n", ii, kk, stat[5*(kk-1)+4]);
d_print_mat(1, nuu[0]+nxx[0], hux[0], 1);
}
printf("\nsimulation done\n\n");
//exit(1);
#if 1
// IPM
printf("\nIPM full\n\n");
int ngg[N+1];
for(ii=0; ii<=N; ii++) ngg[ii] = 0;
int pngg[N+1];
for(ii=0; ii<=N; ii++) pngg[ii] = (ngg[ii]+bs-1)/bs*bs;
//int pnzM = pnzz[0]; // max
//int cnxgM = cnxx[0]; // max
//int work_space_int_size = 7*(N+1);
//int work_space_double_size = pnzM*cnxgM + pnzM;
//for(ii=0; ii<=N; ii++)
// work_space_double_size += pnzz[ii]*cnll[ii] + 3*anzz[ii] + 2*anxx[ii] + 14*pnbb[ii] + 10*pngg[ii];
//printf("\nIPM diag work space size: %d double + %d int\n\n", work_space_double_size, work_space_int_size);
//double *work_ipm_tv_double; d_zeros_align(&work_ipm_tv_double, work_space_double_size, 1);
double *work_ipm_tv_double; d_zeros_align(&work_ipm_tv_double, d_ip2_hard_mpc_tv_work_space_size_double(N, nxx, nuu, nbb, ngg), 1);
//int *work_ipm_tv_int = (int *) malloc(work_space_int_size*sizeof(int));
int *work_ipm_tv_int = (int *) malloc(d_ip2_hard_mpc_tv_work_space_size_int(N, nxx, nuu, nbb, ngg)*sizeof(int));
for(jj=0; jj<nuu[0]; jj++)
{
hux[0][jj] = 0.0;
}
for(; jj<nuu[0]+nu0; jj++)
{
hux[0][jj] = 7.5097;
}
for(; jj<nxx[0]; jj+=2)
{
hux[0][jj+0] = 15.01940;
hux[0][jj+1] = 0.0;
}
//d_print_mat(1, nuu[0]+nxx[0], hux2[0], 1);
printf("\nIPM solution ...\n");
d_ip2_hard_mpc_tv(&kk, kmax, mu0, mu_tol, alpha_min, 0, sigma_par, stat, N, nxx, nuu, nbb, idxb, ngg, hpBAbt_tv, hpRSQ_tv, dummy, hd, hux, 1, hpi, hlam, ht, work_ipm_tv_double, work_ipm_tv_int);
printf("\nIPM solution done\n");
printf("\nux\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nuu[ii]+nxx[ii], hux[ii], 1);
printf("\nlam\n");
for(ii=0; ii<=N; ii++)
{
d_print_mat(1, nbb[ii], hlam[ii], 1);
d_print_mat(1, nbb[ii], hlam[ii]+pnbb[ii], 1);
}
printf("\nt\n");
for(ii=0; ii<=N; ii++)
{
d_print_mat(1, nbb[ii], ht[ii], 1);
d_print_mat(1, nbb[ii], ht[ii]+pnbb[ii], 1);
}
printf("\nstatistics\n\n");
for(ii=0; ii<kk; ii++)
printf("%d\t%f\t%f\t%f\t%e\t%f\t%f\t%e\n", ii+1, stat[5*ii+0], stat[5*ii+1], stat[5*ii+2], stat[5*ii+2], stat[5*ii+3], stat[5*ii+4], stat[5*ii+4]);
printf("\n\n");
printf("\nresiduals ...\n\n");
d_res_ip_hard_mpc_tv(N, nxx, nuu, nbb, idxb, ngg, hpBAbt_tv, hpRSQ_tv, hrq, hux, dummy, hd, hpi, hlam, ht, hres_rq, hres_b, hres_d, &mu);
printf("\nresiduals dones\n\n");
printf("\nres_rq\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nuu[ii]+nxx[ii], hres_rq[ii], 1);
printf("\nres_b\n");
for(ii=0; ii<N; ii++)
d_print_mat(1, nxx[ii+1], hres_b[ii], 1);
printf("\nres_d\n");
for(ii=0; ii<=N; ii++)
{
d_print_mat(1, nbb[ii], hres_d[ii], 1);
d_print_mat(1, nbb[ii], hres_d[ii]+pnbb[ii], 1);
}
printf("\nres_mu\n");
d_print_mat(1, 1, &mu, 1);
// timing
printf("\ntiming ...\n\n");
gettimeofday(&tv20, NULL); // start
nrep = 1000;
for(ii=0; ii<nrep; ii++)
{
d_ip2_hard_mpc_tv(&kk, kmax, mu0, mu_tol, alpha_min, 0, sigma_par, stat, N, nxx, nuu, nbb, idxb, ngg, hpBAbt_tv, hpRSQ_tv, dummy, hd, hux, 1, hpi, hlam, ht, work_ipm_tv_double, work_ipm_tv_int);
}
gettimeofday(&tv21, NULL); // start
printf("\ntiming done\n\n");
time_ip_full_tv = (float) (tv21.tv_sec-tv20.tv_sec)/(nrep+0.0)+(tv21.tv_usec-tv20.tv_usec)/(nrep*1e6);
free(work_ric_tv);
free(work_ipm_tv_double);
free(work_ipm_tv_int);
for(ii=0; ii<N; ii++)
{
free(hpBAbt_tv[ii]);
free(hpRSQ_tv[ii]);
free(hpL_tv[ii]);
free(hl[ii]);
}
free(hpRSQ_tv[N]);
free(hpL_tv[N]);
free(hl[N]);
//exit(1);
#endif
// free memory
for(ii=0; ii<=N; ii++)
{
free(idxb[ii]);
free(hd[ii]);
free(hlam[ii]);
free(ht[ii]);
}
free(work_space_ip);
#endif
for(ii=0; ii<N; ii++)
{
free(hdA[ii]);
free(hpBt[ii]);
free(hpR[ii]);
free(hpS[ii]);
free(hpQ[ii]);
free(hpLK[ii]);
free(hpP[ii]);
free(hrq[ii]);
free(hux[ii]);
free(hpi[ii]);
free(hPb[ii]);
free(hb[ii]);
free(hres_rq[ii]);
free(hres_b[ii]);
}
free(hpQ[N]);
free(hpP[N]);
free(pK);
free(hrq[N]);
free(hux[N]);
free(hpi[N]);
free(work_diag);
free(hres_rq[N]);
/************************************************
* test of normal riccati & IPM
************************************************/
printf("\nRiccati full\n\n");
nx = 25;
nu = 1;
N = 11;
int rep;
int nz = nx+nu+1;
int anz = nal*((nz+nal-1)/nal);
int anx = nal*((nx+nal-1)/nal);
int pnz = bs*((nz+bs-1)/bs);
int pnx = bs*((nx+bs-1)/bs);
int pnu = bs*((nu+bs-1)/bs);
int cnz = ncl*((nx+nu+1+ncl-1)/ncl);
int cnx = ncl*((nx+ncl-1)/ncl);
int cnu = ncl*((nu+ncl-1)/ncl);
int cnl = cnz<cnx+ncl ? cnx+ncl : cnz;
const int ncx = nx;
#if 1
double *BAb_temp; d_zeros(&BAb_temp, nx, nu+nx+1);
double *hpBAbt2[N];
ptrB = BBB;
for(ii=0; ii<N; ii++)
{
//printf("\n%d\n", ii);
d_zeros_align(&hpBAbt2[ii], pnz, cnx);
for(jj=0; jj<nx*(nx+nu+1); jj++) BAb_temp[jj] = 0.0;
for(jj=0; jj<nu; jj++) BAb_temp[jj*(nx+1)] = 1.0;
d_copy_mat(nxx[ii+1]-1, nuu[ii], ptrB, nxx[ii+1]-1, BAb_temp+1, nx);
ptrB += nxx[ii+1]-1;
for(jj=0; jj<nxx[ii+1]; jj++) BAb_temp[nuu[ii]*nx+jj*(nx+1)] = 1.0;
//for(jj=0; jj<nxx[ii+1]; jj++) BAb_temp[(nuu[ii]+nxx[ii+1])*nx+jj] = 1.0;
//d_print_mat(nx, nu+nx+1, BAb_temp, nx);
d_cvt_tran_mat2pmat(nx, nx+nu+1, BAb_temp, nx, 0, hpBAbt2[ii], cnx);
//d_print_pmat(nx+nu+1, nx, bs, hpBAbt2[ii], cnx);
}
double *RSQ; d_zeros(&RSQ, nz, nz);
double *hpRSQ[N+1];
for(ii=0; ii<=N; ii++)
{
//printf("\n%d\n", ii);
d_zeros_align(&hpRSQ[ii], pnz, cnz);
for(jj=0; jj<nz*nz; jj++) RSQ[jj] = 0.0;
for(jj=nu; jj<2*nu; jj++) RSQ[jj*(nz+1)] = 1.0;
for(jj=nu+nxx[ii]-nx0; jj<nu+nxx[ii]; jj++) RSQ[jj*(nz+1)] = 1.0;
d_cvt_mat2pmat(nz, nz, RSQ, nz, 0, hpRSQ[ii], cnz);
//d_print_pmat(nz, nz, bs, hpRSQ[ii], cnz);
}
double *hpL[N+1];
double *hq2[N+1];
double *hux2[N+1];
double *hpi2[N+1];
double *hPb2[N];
for(jj=0; jj<N; jj++)
{
d_zeros_align(&hq2[jj], pnz, 1); // it has to be pnz !!!
d_zeros_align(&hpL[jj], pnz, cnl);
d_zeros_align(&hux2[jj], pnz, 1); // it has to be pnz !!!
d_zeros_align(&hpi2[jj], pnx, 1);
d_zeros_align(&hPb2[jj], pnx, 1);
}
d_zeros_align(&hpL[N], pnz, cnl);
d_zeros_align(&hq2[N], pnz, 1); // it has to be pnz !!!
d_zeros_align(&hux2[N], pnz, 1); // it has to be pnz !!!
d_zeros_align(&hpi2[N], pnx, 1);
//double *work; d_zeros_align(&work, 2*anz, 1);
double *work; d_zeros_align(&work, pnz, cnx);
for(jj=0; jj<nx+nu; jj++) hux2[0][jj] = 0.0;
for(jj=0; jj<nu; jj++)
{
hux2[0][nu+jj] = 7.5097;
}
for(; jj<nx; jj+=2)
{
hux2[0][nu+jj+0] = 15.01940;
hux2[0][nu+jj+1] = 0.0;
}
printf("\nfactorization and backward-forward solution ...\n");
d_ric_sv_mpc(nx, nu, N, hpBAbt2, hpRSQ, 0, dummy, dummy, hux2, hpL, work, diag, COMPUTE_MULT, hpi2, 0, 0, 0, dummy, dummy, dummy, 0);
printf("\nfactorization and backward-forward solution done\n\n");
//for(ii=0; ii<=N; ii++)
// d_print_pmat(pnz, cnl-3, bs, hpL[ii], cnl);
//d_print_pmat(pnz, nu, bs, hpL[0], cnl);
//d_print_pmat(pnz, cnl-3, bs, hpL[1], cnl);
//d_print_pmat(pnz, cnl-3, bs, hpL[2], cnl);
//d_print_pmat(pnz, cnl-3, bs, hpL[N-3], cnl);
//d_print_pmat(pnz, cnl-3, bs, hpL[N-2], cnl);
//d_print_pmat(pnz, cnl-3, bs, hpL[N-1], cnl);
//d_print_pmat(pnz, cnl, bs, hpL[N], cnl);
#if 1
printf("\nux Riccati full\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nx+nu, hux2[ii], 1);
#endif
// residuals
double *hres_rq2[N+1];
double *hres_b2[N];
for(ii=0; ii<N; ii++)
{
d_zeros_align(&hres_rq2[ii], pnz, 1);
d_zeros_align(&hres_b2[ii], pnx, 1);
}
d_zeros_align(&hres_rq2[N], pnz, 1);
printf("\nresuduals ...\n");
d_res_mpc(nx, nu, N, hpBAbt2, hpRSQ, hq2, hux2, hpi2, hres_rq2, hres_b2);
printf("\nresiduals done\n\n");
printf("\nres_q full\n");
d_print_mat(1, nu, hres_rq2[ii], 1);
for(ii=0; ii<N; ii++)
d_print_mat(1, nx+nu, hres_rq2[ii], 1);
printf("\nres_b full\n");
for(ii=0; ii<N; ii++)
d_print_mat(1, nx, hres_b2[ii], 1);
// timing
//struct timeval tv20, tv21;
#if 1
printf("\ntiming ...\n\n");
gettimeofday(&tv20, NULL); // start
nrep = 10000;
for(ii=0; ii<nrep; ii++)
{
d_ric_sv_mpc(nx, nu, N, hpBAbt2, hpRSQ, 0, dummy, dummy, hux2, hpL, work, diag, COMPUTE_MULT, hpi2, 0, 0, 0, dummy, dummy, dummy, 0);
}
gettimeofday(&tv21, NULL); // start
time_ric_full = (float) (tv21.tv_sec-tv20.tv_sec)/(nrep+0.0)+(tv21.tv_usec-tv20.tv_usec)/(nrep*1e6);
printf("\ntiming done\n\n");
#endif
printf("\nIPM full\n\n");
int nb = nu+nx;
int ng = 0;
int ngN = 0;
int pnb = (nb+bs-1)/bs*bs;
int png = (ng+bs-1)/bs*bs;
int pngN = (ngN+bs-1)/bs*bs;
double *hd2[N+1];
double *hlam2[N+1];
double *ht2[N+1];
for(ii=0; ii<N; ii++)
{
d_zeros_align(&hd2[ii], 2*pnb+2*png, 1);
d_zeros_align(&hlam2[ii],2*pnb+2*png, 1);
d_zeros_align(&ht2[ii], 2*pnb+2*png, 1);
}
d_zeros_align(&hd2[N], 2*pnb+2*pngN, 1);
d_zeros_align(&hlam2[N],2*pnb+2*pngN, 1);
d_zeros_align(&ht2[N], 2*pnb+2*pngN, 1);
// work space // more than enought !!!!!
double *work_ipm_full; d_zeros_align(&work_ipm_full, hpmpc_ip_hard_mpc_dp_work_space(N, nx, nu, nb, ng, ngN), 1);
// bounds
for(ii=0; ii<=N; ii++)
{
for(jj=0; jj<nu; jj++)
{
hd2[ii][jj] = -20.5;
hd2[ii][pnb+jj] = -20.5;
}
for(; jj<2*nu; jj++)
{
hd2[ii][jj] = - 2.5;
hd2[ii][pnb+jj] = -10.0;
}
for(; jj<2*nu+(N-ii)*nx0; jj++)
{
hd2[ii][jj] = -100.0;
hd2[ii][pnb+jj] = -100.0;
}
hd2[ii][jj+0] = 0.0;
hd2[ii][pnb+jj+0] = -20.0;
hd2[ii][jj+1] = -10.0;
hd2[ii][pnb+jj+1] = -10.0;
jj += 2;
for(; jj<nu+nx; jj++)
{
hd2[ii][jj] = -100.0;
hd2[ii][pnb+jj] = -100.0;
}
//d_print_mat(1, nb, hd2[ii], 1);
//d_print_mat(1, nb, hd2[ii]+pnb, 1);
}
//exit(1);
printf("\nIPM full solve ...\n\n");
d_ip2_hard_mpc(&kk, kmax, mu0, mu_tol, alpha_min, 0, sigma_par, stat, nx, nu, N, nb, ng, ngN, hpBAbt2, hpRSQ, dummy, hd2, hux2, 1, hpi2, hlam2, ht2, work_ipm_full);
printf("\nIPM full solve done\n\n");
#if 1
printf("\nux IPM full\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nx+nu, hux2[ii], 1);
#endif
printf("\nstatistics\n\n");
for(ii=0; ii<kk; ii++)
printf("%d\t%f\t%f\t%f\t%e\t%f\t%f\t%e\n", ii+1, stat[5*ii+0], stat[5*ii+1], stat[5*ii+2], stat[5*ii+2], stat[5*ii+3], stat[5*ii+4], stat[5*ii+4]);
printf("\n\n");
// timing
printf("\ntiming ...\n\n");
gettimeofday(&tv20, NULL); // start
nrep = 1000;
for(ii=0; ii<nrep; ii++)
{
d_ip2_hard_mpc(&kk, kmax, mu0, mu_tol, alpha_min, 0, sigma_par, stat, nx, nu, N, nb, ng, ngN, hpBAbt2, hpRSQ, dummy, hd2, hux2, 1, hpi2, hlam2, ht2, work_ipm_full);
}
gettimeofday(&tv21, NULL); // start
printf("\ntiming done\n\n");
time_ip_full = (float) (tv21.tv_sec-tv20.tv_sec)/(nrep+0.0)+(tv21.tv_usec-tv20.tv_usec)/(nrep*1e6);
// free memory
free(work_ipm_full);
for(ii=0; ii<N; ii++)
{
free(hd2[ii]);
free(hlam2[ii]);
free(ht2[ii]);
}
free(hd2[N]);
free(hlam2[N]);
free(ht2[N]);
// free memory
free(work);
free(RSQ);
free(BAb_temp);
for(ii=0; ii<N; ii++)
{
free(hpBAbt2[ii]);
free(hpRSQ[ii]);
free(hpL[ii]);
free(hux2[ii]);
free(hpi2[ii]);
free(hq2[ii]);
free(hPb2[ii]);
free(hres_rq2[ii]);
free(hres_b2[ii]);
}
free(hpRSQ[N]);
free(hpL[N]);
free(hux2[N]);
free(hpi2[N]);
free(hq2[N]);
free(hres_rq2[N]);
#endif
printf("\nric diag time = %e\t\tric full time = %e\t\tric full tv time = %e\t\tip diag time = %e\t\tip full time = %e\t\tip full tv time = %e\n\n", time_ric_diag, time_ric_full, time_ric_full_tv, time_ip_diag, time_ip_full, time_ip_full_tv);
#endif
}
int main()
{
printf("\n");
printf("\n");
printf("\n");
printf(" HPMPC -- Library for High-Performance implementation of solvers for MPC.\n");
printf(" Copyright (C) 2014 by Technical University of Denmark. All rights reserved.\n");
printf("\n");
printf(" HPMPC is distributed in the hope that it will be useful,\n");
printf(" but WITHOUT ANY WARRANTY; without even the implied warranty of\n");
printf(" MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.\n");
printf(" See the GNU Lesser General Public License for more details.\n");
printf("\n");
printf("\n");
printf("\n");
printf("Riccati solver performance test - single precision\n");
printf("\n");
// maximum frequency of the processor
const float GHz_max = 2.9; //3.6; //2.9;
printf("Frequency used to compute theoretical peak: %5.1f GHz (edit test_dricposv.c to modify this value).\n", GHz_max);
printf("\n");
// maximum flops per cycle, single precision
#if defined(TARGET_X64_AVX)
const float flops_max = 16;
printf("Testing solvers for AVX instruction set, 64 bit: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_X64_SSE3) || defined(TARGET_AMD_SSE3)
const float flops_max = 8;
printf("Testing solvers for SSE3 instruction set, 64 bit: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_CORTEXA9)
const float flops_max = 4;
printf("Testing solvers for ARMv7a NEON instruction set: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_X86_ATOM)
const float flops_max = 4;
printf("Testing solvers for SSE3 instruction set, 32 bit, optimized for Intel Atom: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_POWERPC_G2)
const float flops_max = 2;
printf("Testing solvers for POWERPC instruction set, 32 bit: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_C99_4X4)
const float flops_max = 2;
printf("Testing reference solvers, 4x4 kernel: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_C99_2X2)
const float flops_max = 2;
printf("Testing reference solvers, 2x2 kernel: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#endif
printf("\n");
printf("Tested solvers:\n");
printf("-sv : Riccati factorization and system solution (prediction step in IP methods)\n");
printf("-trs: system solution after a previous call to Riccati factorization (correction step in IP methods)\n");
printf("\n");
printf("\n");
#if defined(TARGET_X64_AVX) || defined(TARGET_X64_SSE3) || defined(TARGET_X86_ATOM) || defined(TARGET_AMD_SSE3)
printf("\nflush to zero on\n");
_MM_SET_FLUSH_ZERO_MODE(_MM_FLUSH_ZERO_ON); // flush to zero subnormals !!! works only with one thread !!!
#endif
// to throw floating-point exception
/*#ifndef __APPLE__*/
/* feenableexcept(FE_DIVBYZERO | FE_INVALID | FE_OVERFLOW);*/
/*#endif*/
int err;
int i, j, ii, jj, idx;
const int bsd = D_MR; //d_get_mr();
const int bss = S_MR; //s_get_mr();
int info = 0;
int nn[] = {4, 6, 8, 10, 12, 16, 20, 24, 28, 32, 36, 40, 44, 48, 52, 56, 60, 64, 68, 72, 76, 80, 84, 88, 92, 96, 100, 104, 108, 112, 116, 120, 124, 128, 132, 136, 140, 144, 148, 152, 156, 160, 164, 168, 172, 176, 180, 184, 188, 192, 196, 200, 204, 208, 212, 216, 220, 224, 228, 232, 236, 240, 244, 248, 252, 256, 260, 264, 268, 272, 276, 280, 284, 288, 292, 296, 300};
int nnrep[] = {10000, 10000, 10000, 10000, 10000, 4000, 4000, 2000, 2000, 1000, 1000, 400, 400, 400, 200, 200, 200, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 40, 40, 40, 40, 40, 20, 20, 20, 20, 20, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10};
int vnx[] = {8, 12, 16, 24, 32, 48, 64, 96, 128, 192, 256, 512, 1024};
int vnrep[] = {100, 100, 100, 100, 100, 100, 50, 50, 50, 20, 10, 10};
int vN[] = {4, 8, 12, 16, 24, 32, 48, 64, 96, 128, 192, 256};
int ll;
for(ll=0; ll<77; ll++)
/* for(ll=0; ll<1; ll++)*/
{
int nx = nn[ll];//NX;//16;//nn[ll]; // number of states (it has to be even for the mass-spring system test problem)
int nu = 2;//NU;//5; // number of inputs (controllers) (it has to be at least 1 and at most nx/2 for the mass-spring system test problem)
int N = 10;//NN;//10; // horizon lenght
int nrep = nnrep[ll];
/* int nx = NX;//16;//nn[ll]; // number of states (it has to be even for the mass-spring system test problem)*/
/* int nu = NU;//5; // number of inputs (controllers) (it has to be at least 1 and at most nx/2 for the mass-spring system test problem)*/
/* int N = NN;//10; // horizon lenght*/
/* int nrep = NREP;*/
int rep;
int nz = nx+nu+1;
int pnz = bss*((nz+bss-nu%bss+bss-1)/bss);
/************************************************
* dynamical system
************************************************/
double *A; d_zeros(&A, nx, nx); // states update matrix
double *B; d_zeros(&B, nx, nu); // inputs matrix
double *b; d_zeros(&b, nx, 1); // states offset
double *x0; d_zeros(&x0, nx, 1); // initial state
double Ts = 0.5; // sampling time
mass_spring_system(Ts, nx, nu, N, A, B, b, x0);
for(jj=0; jj<nx; jj++)
b[jj] = 0.1;
for(jj=0; jj<nx; jj++)
x0[jj] = 0;
x0[0] = 3.5;
x0[1] = 3.5;
// d_print_mat(nx, nx, A, nx);
// d_print_mat(nx, nu, B, nx);
// d_print_mat(nx, 1, b, nx);
// d_print_mat(nx, 1, x0, nx);
/* packed */
double *BAb; d_zeros(&BAb, nx, nz);
dmcopy(nx, nu, B, nx, BAb, nx);
dmcopy(nx, nx, A, nx, BAb+nu*nx, nx);
dmcopy(nx, 1 , b, nx, BAb+(nu+nx)*nx, nx);
// d_print_mat(nx, nx+nu+1, BAb, nx);
/* transposed */
double *BAbt; d_zeros_align(&BAbt, pnz, pnz);
for(ii=0; ii<nx; ii++)
for(jj=0; jj<nz; jj++)
{
BAbt[jj+pnz*ii] = BAb[ii+nx*jj];
}
// d_print_mat(nz, nx+1, BAbt, pnz);
// s_print_mat(nz, nx+1, sBAbt, pnz);
// return 0;
/* packed into contiguous memory */
double *pBAbt; d_zeros_align(&pBAbt, pnz, pnz);
d_cvt_mat2pmat(nz, nx, 0, bsd, BAbt, pnz, pBAbt, pnz);
float *psBAbt; s_zeros_align(&psBAbt, pnz, pnz);
s_cvt_d2s_pmat(nz, nx, bsd, pBAbt, pnz, bss, psBAbt, pnz);
// d_print_pmat(nz, nx, bsd, pBAbt, pnz);
// s_print_pmat(nz, nx, bss, spBAbt, pnz);
/************************************************
* cost function
************************************************/
double *Q; d_zeros_align(&Q, pnz, pnz);
for(ii=0; ii<nu; ii++) Q[ii*(pnz+1)] = 2.0;
for(; ii<pnz; ii++) Q[ii*(pnz+1)] = 1.0;
for(ii=0; ii<nz; ii++) Q[nx+nu+ii*pnz] = 1.0;
Q[(nx+nu)*(pnz+1)] = 1e6;
/* packed into contiguous memory */
float *pQ; s_zeros_align(&pQ, pnz, pnz);
cvt_d2s_mat2pmat(nz, nz, 0, bss, Q, pnz, pQ, pnz);
/* matrices series */
float *(hpQ[N+1]);
float *(hq[N+1]);
float *(hux[N+1]);
float *(hpi[N+1]);
float *(hpBAbt[N]);
float *(hrb[N]);
float *(hrq[N+1]);
for(jj=0; jj<N; jj++)
{
s_zeros_align(&hpQ[jj], pnz, pnz);
s_zeros_align(&hq[jj], pnz, 1);
s_zeros_align(&hux[jj], pnz, 1);
s_zeros_align(&hpi[jj], nx, 1);
hpBAbt[jj] = psBAbt;
s_zeros_align(&hrb[jj], nx, 1);
s_zeros_align(&hrq[jj], nx+nu, 1);
}
s_zeros_align(&hpQ[N], pnz, pnz);
s_zeros_align(&hq[N], pnz, 1);
s_zeros_align(&hux[N], pnz, 1);
s_zeros_align(&hpi[N], nx, 1);
s_zeros_align(&hrq[N], nx+nu, 1);
// starting guess
for(jj=0; jj<nx; jj++) hux[0][nu+jj] = (float) x0[jj];
float *pL; s_zeros_align(&pL, pnz, pnz);
float *pBAbtL; s_zeros_align(&pBAbtL, pnz, pnz);
/************************************************
* riccati-like iteration
************************************************/
// predictor
// restore cost function
for(ii=0; ii<N; ii++)
{
for(jj=0; jj<pnz*pnz; jj++) hpQ[ii][jj]=pQ[jj];
}
for(jj=0; jj<pnz*pnz; jj++) hpQ[N][jj]=pQ[jj];
// call the solver
sricposv_mpc(nx, nu, N, pnz, hpBAbt, hpQ, hux, pL, pBAbtL, COMPUTE_MULT, hpi, &info);
if(PRINTRES==1)
{
/* print result */
printf("\n\nsv\n\n");
for(ii=0; ii<N; ii++)
s_print_mat(1, nu, hux[ii], 1);
}
if(PRINTRES==1 && COMPUTE_MULT==1)
{
// print result
printf("\n\nsv\n\n");
for(ii=0; ii<N; ii++)
s_print_mat(1, nx, hpi[ii+1], 1);
}
// corrector
// clear solution
for(ii=0; ii<N; ii++)
{
for(jj=0; jj<nu; jj++) hux[ii][jj] = 0;
for(jj=0; jj<nx; jj++) hux[ii+1][nu+jj] = 0;
}
// restore linear part of cost function
for(ii=0; ii<N; ii++)
{
for(jj=0; jj<nx+nu; jj++) hq[ii][jj] = Q[nx+nu+pnz*jj];
}
for(jj=0; jj<nx+nu; jj++) hq[N][jj] = Q[nx+nu+pnz*jj];
// call the solver
sricpotrs_mpc(nx, nu, N, pnz, hpBAbt, hpQ, hq, hux, pBAbtL, COMPUTE_MULT, hpi);
if(PRINTRES==1)
{
// print result
printf("\n\ntrs\n\n");
for(ii=0; ii<N; ii++)
s_print_mat(1, nu, hux[ii], 1);
}
if(PRINTRES==1 && COMPUTE_MULT==1)
{
// print result
printf("\n\ntrs\n\n");
for(ii=0; ii<N; ii++)
s_print_mat(1, nx, hpi[ii+1], 1);
}
// restore cost function
for(ii=0; ii<N; ii++)
{
for(jj=0; jj<pnz*pnz; jj++) hpQ[ii][jj]=pQ[jj];
}
for(jj=0; jj<pnz*pnz; jj++) hpQ[N][jj]=pQ[jj];
// restore linear part of cost function
for(ii=0; ii<N; ii++)
{
for(jj=0; jj<nx+nu; jj++) hq[ii][jj] = Q[nx+nu+pnz*jj];
}
for(jj=0; jj<nx+nu; jj++) hq[N][jj] = Q[nx+nu+pnz*jj];
// residuals computation
sres(nx, nu, N, pnz, hpBAbt, hpQ, hq, hux, hpi, hrq, hrb);
if(PRINTRES==1 && COMPUTE_MULT==1)
{
// print result
printf("\n\nres\n\n");
for(ii=0; ii<+N; ii++)
s_print_mat(1, nx+nu, hrq[ii], 1);
for(ii=0; ii<N; ii++)
s_print_mat(1, nx, hrb[ii], 1);
}
// timing
struct timeval tv0, tv1, tv2;
gettimeofday(&tv0, NULL); // start
// double precision
for(rep=0; rep<nrep; rep++)
{
// restore cost function
for(ii=0; ii<N; ii++)
{
for(jj=0; jj<pnz*pnz; jj++) hpQ[ii][jj]=pQ[jj];
}
for(jj=0; jj<pnz*pnz; jj++) hpQ[N][jj]=pQ[jj];
// call the solver
sricposv_mpc(nx, nu, N, pnz, hpBAbt, hpQ, hux, pL, pBAbtL, COMPUTE_MULT, hpi, &info);
}
gettimeofday(&tv1, NULL); // start
for(rep=0; rep<nrep; rep++)
{
// clear solution
for(ii=0; ii<N; ii++)
{
for(jj=0; jj<nu; jj++) hux[ii][jj] = 0;
for(jj=0; jj<nx; jj++) hux[ii+1][nu+jj] = 0;
}
// restore linear part of cost function
for(ii=0; ii<N; ii++)
{
for(jj=0; jj<nx+nu; jj++) hq[ii][jj] = Q[nx+nu+pnz*jj];
}
for(jj=0; jj<nx+nu; jj++) hq[N][jj] = Q[nx+nu+pnz*jj];
// call the solver
sricpotrs_mpc(nx, nu, N, pnz, hpBAbt, hpQ, hq, hux, pBAbtL, COMPUTE_MULT, hpi);
}
gettimeofday(&tv2, NULL); // start
float time_sv = (float) (tv1.tv_sec-tv0.tv_sec)/(nrep+0.0)+(tv1.tv_usec-tv0.tv_usec)/(nrep*1e6);
float flop_sv = (1.0/3.0*nx*nx*nx+3.0/2.0*nx*nx) + N*(7.0/3.0*nx*nx*nx+4.0*nx*nx*nu+2.0*nx*nu*nu+1.0/3.0*nu*nu*nu+13.0/2.0*nx*nx+9.0*nx*nu+5.0/2.0*nu*nu);
if(COMPUTE_MULT==1)
flop_sv += N*2*nx*nx;
float Gflops_sv = 1e-9*flop_sv/time_sv;
float time_trs = (float) (tv2.tv_sec-tv1.tv_sec)/(nrep+0.0)+(tv2.tv_usec-tv1.tv_usec)/(nrep*1e6);
float flop_trs = N*(8.0*nx*nx+8.0*nx*nu+2.0*nu*nu);
if(COMPUTE_MULT==1)
flop_trs += N*2*nx*nx;
float Gflops_trs = 1e-9*flop_trs/time_trs;
float Gflops_max = flops_max * GHz_max;
if(ll==0)
printf("\nnx\tnu\tN\tsv time\t\tsv Gflops\tsv \%\t\ttrs time\ttrs Gflops\ttrs \%\n\n");
printf("%d\t%d\t%d\t%e\t%f\t%f\t%e\t%f\t%f\n", nx, nu, N, time_sv, Gflops_sv, 100.0*Gflops_sv/Gflops_max, time_trs, Gflops_trs, 100.0*Gflops_trs/Gflops_max);
/************************************************
* return
************************************************/
free(A);
free(B);
free(b);
free(x0);
free(BAb);
free(BAbt);
free(pBAbt);
free(Q);
free(pQ);
free(pL);
free(pBAbtL);
for(jj=0; jj<N; jj++)
{
free(hpQ[jj]);
free(hq[jj]);
free(hux[jj]);
free(hpi[jj]);
}
free(hpQ[N]);
free(hq[N]);
free(hux[N]);
free(hpi[N]);
} // increase size
printf("\n");
printf("\n");
printf("\n");
return 0;
}
int main()
{
#if defined(REF_BLAS_OPENBLAS)
openblas_set_num_threads(1);
#endif
#if defined(REF_BLAS_BLIS)
omp_set_num_threads(1);
#endif
printf("\n");
printf("\n");
printf("\n");
printf(" HPMPC -- Library for High-Performance implementation of solvers for MPC.\n");
printf(" Copyright (C) 2014 by Technical University of Denmark. All rights reserved.\n");
printf("\n");
printf(" HPMPC is distributed in the hope that it will be useful,\n");
printf(" but WITHOUT ANY WARRANTY; without even the implied warranty of\n");
printf(" MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.\n");
printf(" See the GNU Lesser General Public License for more details.\n");
printf("\n");
printf("\n");
printf("\n");
printf("Riccati solver performance test - double precision\n");
printf("\n");
// maximum frequency of the processor
const float GHz_max = GHZ_MAX;
printf("Frequency used to compute theoretical peak: %5.1f GHz (edit test_param.h to modify this value).\n", GHz_max);
printf("\n");
// maximum flops per cycle, double precision
#if defined(TARGET_X64_AVX2)
const float flops_max = 16;
printf("Testing solvers for AVX & FMA3 instruction sets, 64 bit: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_X64_AVX)
const float flops_max = 8;
printf("Testing solvers for AVX instruction set, 64 bit: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_X64_SSE3) || defined(TARGET_AMD_SSE3)
const float flops_max = 4;
printf("Testing solvers for SSE3 instruction set, 64 bit: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_CORTEX_A15)
const float flops_max = 2;
printf("Testing solvers for ARMv7a VFPv3 instruction set, oprimized for Cortex A15: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_CORTEX_A9)
const float flops_max = 1;
printf("Testing solvers for ARMv7a VFPv3 instruction set, oprimized for Cortex A9: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_CORTEX_A7)
const float flops_max = 0.5;
printf("Testing solvers for ARMv7a VFPv3 instruction set, oprimized for Cortex A7: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_X86_ATOM)
const float flops_max = 1;
printf("Testing solvers for SSE3 instruction set, 32 bit, optimized for Intel Atom: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_POWERPC_G2)
const float flops_max = 1;
printf("Testing solvers for POWERPC instruction set, 32 bit: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_C99_4X4)
const float flops_max = 2;
printf("Testing reference solvers, 4x4 kernel: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_C99_4X4_PREFETCH)
const float flops_max = 2;
printf("Testing reference solvers, 4x4 kernel with register prefetch: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_C99_2X2)
const float flops_max = 2;
printf("Testing reference solvers, 2x2 kernel: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#endif
FILE *f;
f = fopen("./test_problems/results/test_blas.m", "w"); // a
#if defined(TARGET_X64_AVX2)
fprintf(f, "C = 'd_x64_avx2';\n");
fprintf(f, "\n");
#elif defined(TARGET_X64_AVX)
fprintf(f, "C = 'd_x64_avx';\n");
fprintf(f, "\n");
#elif defined(TARGET_X64_SSE3) || defined(TARGET_AMD_SSE3)
fprintf(f, "C = 'd_x64_sse3';\n");
fprintf(f, "\n");
#elif defined(TARGET_CORTEX_A9)
fprintf(f, "C = 'd_ARM_cortex_A9';\n");
fprintf(f, "\n");
#elif defined(TARGET_CORTEX_A7)
fprintf(f, "C = 'd_ARM_cortex_A7';\n");
fprintf(f, "\n");
#elif defined(TARGET_CORTEX_A15)
fprintf(f, "C = 'd_ARM_cortex_A15';\n");
fprintf(f, "\n");
#elif defined(TARGET_X86_ATOM)
fprintf(f, "C = 'd_x86_atom';\n");
fprintf(f, "\n");
#elif defined(TARGET_POWERPC_G2)
fprintf(f, "C = 'd_PowerPC_G2';\n");
fprintf(f, "\n");
#elif defined(TARGET_C99_4X4)
fprintf(f, "C = 'd_c99_4x4';\n");
fprintf(f, "\n");
#elif defined(TARGET_C99_4X4_PREFETCH)
fprintf(f, "C = 'd_c99_4x4';\n");
fprintf(f, "\n");
#elif defined(TARGET_C99_2X2)
fprintf(f, "C = 'd_c99_2x2';\n");
fprintf(f, "\n");
#endif
fprintf(f, "A = [%f %f];\n", GHz_max, flops_max);
fprintf(f, "\n");
fprintf(f, "B = [\n");
printf("\n");
printf("Tested solvers:\n");
printf("-sv : Riccati factorization and system solution (prediction step in IP methods)\n");
printf("-trs: system solution after a previous call to Riccati factorization (correction step in IP methods)\n");
printf("\n");
printf("\n");
#if defined(TARGET_X64_AVX2) || defined(TARGET_X64_AVX) || defined(TARGET_X64_SSE3) || defined(TARGET_X86_ATOM) || defined(TARGET_AMD_SSE3)
/* printf("\nflush to zero on\n");*/
_MM_SET_FLUSH_ZERO_MODE(_MM_FLUSH_ZERO_ON); // flush to zero subnormals !!! works only with one thread !!!
#endif
// to throw floating-point exception
/*#ifndef __APPLE__*/
/* feenableexcept(FE_DIVBYZERO | FE_INVALID | FE_OVERFLOW);*/
/*#endif*/
int ii, jj;
const int bs = D_MR; //d_get_mr();
const int ncl = D_NCL;
const int nal = bs*ncl; // number of doubles per cache line
int nn[] = {4, 6, 8, 10, 12, 16, 20, 24, 28, 32, 36, 40, 44, 48, 52, 56, 60, 64, 68, 72, 76, 80, 84, 88, 92, 96, 100, 104, 108, 112, 116, 120, 124, 128, 132, 136, 140, 144, 148, 152, 156, 160, 164, 168, 172, 176, 180, 184, 188, 192, 196, 200, 204, 208, 212, 216, 220, 224, 228, 232, 236, 240, 244, 248, 252, 256, 260, 264, 268, 272, 276, 280, 284, 288, 292, 296, 300};
int nnrep[] = {10000, 10000, 10000, 10000, 10000, 4000, 4000, 2000, 2000, 1000, 1000, 400, 400, 400, 200, 200, 200, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 40, 40, 40, 40, 40, 20, 20, 20, 20, 20, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10};
int vnx[] = {8, 12, 16, 24, 32, 48, 64, 96, 128, 192, 256, 512, 1024};
int vnrep[] = {100, 100, 100, 100, 100, 100, 50, 50, 50, 20, 10, 10};
int vN[] = {4, 8, 12, 16, 24, 32, 48, 64, 96, 128, 192, 256};
int nx, nw, ny, ndN, N, nrep, Ns;
int diag_R;
int ll;
// int ll_max = 77;
int ll_max = 1;
for(ll=0; ll<ll_max; ll++)
{
FILE* fid;
double* yy;
float* yy_temp;
if(1)
{
fid = fopen("./test_problems/mhe_measure.dat", "r");
if(fid==NULL)
exit(-1);
//printf("\nhola\n");
int dummy_int = fscanf(fid, "%d %d %d %d", &nx, &nw, &ny, &Ns);
//printf("\n%d %d %d %d\n", nx, nw, ny, Ns);
yy_temp = (float*) malloc(ny*Ns*sizeof(float));
yy = (double*) malloc(ny*Ns*sizeof(double));
for(jj=0; jj<ny*Ns; jj++)
{
dummy_int = fscanf(fid, "%e", &yy_temp[jj]);
yy[jj] = (double) yy_temp[jj];
//printf("\n%f", yy[jj]);
}
//printf("\n");
fclose(fid);
#if 1
N = 15; //Ns-1; // NN;
nrep = NREP;//nnrep[ll];
nx = 12;//nn[ll];
nw = 5;//nn[ll];
ny = 3;
ndN = 0; //2;
diag_R = 0;
#else
N = 10; //Ns-1; // NN;
nrep = nnrep[ll];
nx = nn[ll];
nw = nn[ll];
ny = 3;
ndN = 0;
diag_R = 0;
#endif
//printf("\nnx = %d; nw = %d; ny = %d; ndN = %d; N = %d\n\n", nx, nw, ny, ndN, N);
}
else if(ll_max==1)
{
nx = NX; // number of states (it has to be even for the mass-spring system test problem)
nw = NU; // number of inputs (controllers) (it has to be at least 1 and at most nx/2 for the mass-spring system test problem)
ny = nx/2; // size of measurements vector
N = NN; // horizon lenght
nrep = NREP;
}
else
{
nx = nn[ll]; // number of states (it has to be even for the mass-spring system test problem)
nw = 2; // number of inputs (controllers) (it has to be at least 1 and at most nx/2 for the mass-spring system test problem)
ny = nx/2; // size of measurements vector
N = 10; // horizon lenght
nrep = nnrep[ll];
}
int rep;
const int nz = nx+ny; // TODO delete
const int nwx = nw+nx;
const int anz = nal*((nz+nal-1)/nal);
const int anx = nal*((nx+nal-1)/nal);
const int anw = nal*((nw+nal-1)/nal);
const int any = nal*((ny+nal-1)/nal);
const int pnz = bs*((nz+bs-1)/bs);
const int pnx = bs*((nx+bs-1)/bs);
const int pnw = bs*((nw+bs-1)/bs);
const int pny = bs*((ny+bs-1)/bs);
const int pnx2 = bs*((2*nx+bs-1)/bs);
const int pnwx = bs*((nw+nx+bs-1)/bs);
const int cnz = ncl*((nz+ncl-1)/ncl);
const int cnx = ncl*((nx+ncl-1)/ncl);
const int cnw = ncl*((nw+ncl-1)/ncl);
const int cny = ncl*((ny+ncl-1)/ncl);
const int cnx2 = 2*(ncl*((nx+ncl-1)/ncl));
const int cnwx = ncl*((nw+nx+ncl-1)/ncl);
const int cnwx1 = ncl*((nw+nx+1+ncl-1)/ncl);
const int cnf = cnz<cnx+ncl ? cnx+ncl : cnz;
const int pad = (ncl-(nx+nw)%ncl)%ncl; // packing between AGL & P
const int cnl = nx+nw+pad+cnx;
const int pad2 = (ncl-(nx)%ncl)%ncl; // packing between AGL & P
const int cnl2 = cnz<cnx+ncl ? nx+pad2+cnx+ncl : nx+pad2+cnz;
/************************************************
* dynamical system
************************************************/
double *A; d_zeros(&A, nx, nx); // states update matrix
double *B; d_zeros(&B, nx, nw); // inputs matrix
double *b; d_zeros(&b, nx, 1); // states offset
double *x0; d_zeros(&x0, nx, 1); // initial state
double Ts = 0.5; // sampling time
mass_spring_system(Ts, nx, nw, N, A, B, b, x0);
for(jj=0; jj<nx; jj++)
b[jj] = 0.0;
for(jj=0; jj<nx; jj++)
x0[jj] = 0.0;
x0[0] = 3.5;
x0[1] = 3.5;
double *C; d_zeros(&C, ny, nx); // inputs matrix
for(jj=0; jj<ny; jj++)
C[jj*(ny+1)] = 1.0;
// d_print_mat(nx, nx, A, nx);
// d_print_mat(nx, nw, B, nx);
// d_print_mat(ny, nx, C, ny);
// d_print_mat(nx, 1, b, nx);
// d_print_mat(nx, 1, x0, nx);
/* packed into contiguous memory */
double *pA; d_zeros_align(&pA, pnx, cnx);
d_cvt_mat2pmat(nx, nx, A, nx, 0, pA, cnx);
double *pG; d_zeros_align(&pG, pnx, cnw);
d_cvt_mat2pmat(nx, nw, B, nx, 0, pG, cnw);
double *pC; d_zeros_align(&pC, pny, cnx);
d_cvt_mat2pmat(ny, nx, C, ny, 0, pC, cnx);
double *pCA; d_zeros_align(&pCA, pnz, cnx);
d_cvt_mat2pmat(ny, nx, C, ny, 0, pCA, cnx);
d_cvt_mat2pmat(nx, nx, A, nx, ny, pCA+(ny/bs)*bs+ny%bs, cnx);
// d_print_pmat(nx, nx, bs, pA, cnx);
// d_print_pmat(nx, nw, bs, pG, cnw);
// d_print_pmat(ny, nx, bs, pC, cnx);
/************************************************
* cost function
************************************************/
double *R; d_zeros(&R, nw, nw);
for(jj=0; jj<nw; jj++)
R[jj*(nw+1)] = 1.0;
double *Q; d_zeros(&Q, ny, ny);
for(jj=0; jj<ny; jj++)
Q[jj*(ny+1)] = 1.0;
double *Qx; d_zeros(&Qx, nx, nx);
for(jj=0; jj<ny; jj++)
for(ii=0; ii<ny; ii++)
Qx[ii+nx*jj] = Q[ii+ny*jj];
double *L0; d_zeros(&L0, nx, nx);
for(jj=0; jj<nx; jj++)
L0[jj*(nx+1)] = 1.0;
double *q; d_zeros_align(&q, any, 1);
for(jj=0; jj<ny; jj++)
q[jj] = 0.0;
double *r; d_zeros_align(&r, anw, 1);
for(jj=0; jj<nw; jj++)
r[jj] = 1.0;
double *f; d_zeros_align(&f, anx, 1);
for(jj=0; jj<nx; jj++)
f[jj] = jj;//1.0; //b[jj]; //1.0;
/* packed into contiguous memory */
double *pR; d_zeros_align(&pR, pnw, cnw);
d_cvt_mat2pmat(nw, nw, R, nw, 0, pR, cnw);
double *pQ; d_zeros_align(&pQ, pny, cny);
d_cvt_mat2pmat(ny, ny, Q, ny, 0, pQ, cny);
// d_print_pmat(nw, nw, bs, pQ, cnw);
// d_print_pmat(ny, ny, bs, pR, cny);
/************************************************
* compound quantities
************************************************/
double *pRG; d_zeros_align(&pRG, pnwx, cnw);
d_cvt_mat2pmat(nw, nw, R, nw, 0, pRG, cnw);
d_cvt_mat2pmat(nx, nw, B, nx, nw, pRG+(nw/bs)*bs*cnw+nw%bs, cnw);
//d_print_pmat(nw+nx, nw, bs, pRG, cnw);
double *pQA; d_zeros_align(&pQA, pnx2, cnx);
d_cvt_mat2pmat(ny, ny, Q, ny, 0, pQA, cnx);
d_cvt_mat2pmat(nx, nx, A, nx, nx, pQA+(nx/bs)*bs*cnx+nx%bs, cnx);
//d_print_pmat(2*nx, cnx, bs, pQA, cnx);
//exit(1);
/************************************************
* series of matrices
************************************************/
double *(hpA[N]);
double *(hpCA[N]);
double *(hpG[N]);
double *(hpC[N+1]);
double *(hpR[N]);
double *(hpQ[N+1]);
double *(hpLp[N+1]);
double *(hdLp[N+1]);
double *(hpLp2[N+1]);
double *(hpLe[N+1]);
double *(hq[N]);
double *(hr[N+1]);
double *(hf[N]);
double *(hxe[N+1]);
double *(hxp[N+1]);
double *(hw[N]);
double *(hy[N+1]);
double *(hlam[N]);
double *(hpRG[N]);
double *(hpQA[N+1]);
double *(hpGLr[N]);
double *(hpALe[N+1]);
double *(hrr[N]);
double *(hqq[N+1]);
double *(hff[N+1]);
double *p_hrr; d_zeros_align(&p_hrr, anw, N);
double *p_hqq; d_zeros_align(&p_hqq, anx, N+1);
double *p_hff; d_zeros_align(&p_hff, anx, N+1);
double *p_hxe; d_zeros_align(&p_hxe, anx, N+1);
double *p_hxp; d_zeros_align(&p_hxp, anx, N+1);
double *p_hw; d_zeros_align(&p_hw, anw, N);
double *p_hy; d_zeros_align(&p_hy, any, N+1);
double *p_hlam; d_zeros_align(&p_hlam, anx, N+1);
double *(hq_res[N+1]);
double *(hr_res[N]);
double *(hf_res[N+1]);
double *p_hq_res; d_zeros_align(&p_hq_res, anx, N+1);
double *p_hr_res; d_zeros_align(&p_hr_res, anw, N);
double *p_hf_res; d_zeros_align(&p_hf_res, anx, N+1);
for(jj=0; jj<N; jj++)
{
hpA[jj] = pA;
hpCA[jj] = pCA;
hpG[jj] = pG;
hpC[jj] = pC;
hpR[jj] = pR;
hpQ[jj] = pQ;
d_zeros_align(&hpLp[jj], pnx, cnl);
d_zeros_align(&hdLp[jj], anx, 1);
d_zeros_align(&hpLp2[jj], pnz, cnl2);
d_zeros_align(&hpLe[jj], pnz, cnf);
hr[jj] = r;
hq[jj] = q;
hf[jj] = f;
hpRG[jj] = pRG;
hpQA[jj] = pQA;
d_zeros_align(&hpGLr[jj], pnwx, cnw);
d_zeros_align(&hpALe[jj], pnx2, cnx2);
hrr[jj] = p_hrr+jj*anw;
hqq[jj] = p_hqq+jj*anx;
hff[jj] = p_hff+jj*anx;
hxe[jj] = p_hxe+jj*anx; //d_zeros_align(&hxe[jj], anx, 1);
hxp[jj] = p_hxp+jj*anx; //d_zeros_align(&hxp[jj], anx, 1);
hw[jj] = p_hw+jj*anw; //d_zeros_align(&hw[jj], anw, 1);
hy[jj] = p_hy+jj*any; //d_zeros_align(&hy[jj], any, 1);
hlam[jj] = p_hlam+jj*anx; //d_zeros_align(&hlambda[jj], anx, 1);
hq_res[jj] = p_hq_res+jj*anx;
hr_res[jj] = p_hr_res+jj*anw;
hf_res[jj] = p_hf_res+jj*anx;
}
hpC[N] = pC;
hpQ[N] = pQ;
d_zeros_align(&hpLp[N], pnx, cnl);
d_zeros_align(&hdLp[N], anx, 1);
d_zeros_align(&hpLp2[N], pnz, cnl2);
d_zeros_align(&hpLe[N], pnz, cnf);
hq[N] = q;
// equality constraints on the states at the last stage
double *D; d_zeros(&D, ndN, nx);
for(ii=0; ii<ndN; ii++) D[ii*(ndN+1)] = 1;
//D[0+ndN*0] = 1;
//D[1+ndN*(nx-1)] = 1;
double *d; d_zeros_align(&d, ndN, 1);
for(ii=0; ii<ndN; ii++) d[ii] = ii;
//d[0] = 1;
//d[1] = 0;
const int pnxdN = bs*((nx+ndN+bs-1)/bs);
double *pCtQC; d_zeros_align(&pCtQC, pnxdN, cnx);
d_cvt_mat2pmat(ny, ny, Q, ny, 0, pCtQC, cnx);
d_cvt_mat2pmat(ndN, nx, D, ndN, nx, pCtQC+nx/bs*bs*cnx+nx%bs, cnx);
//d_print_pmat(nx+ndN, nx, bs, pCtRC, cnx);
hpQA[N] = pCtQC; // there is not A_N
d_zeros_align(&hpALe[N], pnxdN, cnx2); // there is not A_N: pnx not pnx2
hqq[N] = p_hqq+N*anx;
hff[N] = p_hff+N*anx;
const int pndN = bs*((ndN+bs-1)/bs);
const int cndN = ncl*((ndN+ncl-1)/ncl);
double *Ld; d_zeros_align(&Ld, pndN, cndN);
double *d_res; d_zeros_align(&d_res, pndN, 1);
hxe[N] = p_hxe+N*anx; //d_zeros_align(&hxe[N], anx, 1);
hxp[N] = p_hxp+N*anx; //d_zeros_align(&hxp[N], anx, 1);
hy[N] = p_hy+N*any; //d_zeros_align(&hy[N], any, 1);
hlam[N] = p_hlam+N*anx; //d_zeros_align(&hlambda[jj], anx, 1);
hf_res[N] = p_hf_res+N*anx;
hq_res[N] = p_hq_res+N*anx;
// initialize hpLp[0] with the cholesky factorization of /Pi_p
d_cvt_mat2pmat(nx, nx, L0, nx, 0, hpLp[0]+(nx+nw+pad)*bs, cnl);
for(ii=0; ii<nx; ii++) hdLp[0][ii] = 1.0/L0[ii*(nx+1)];
d_cvt_mat2pmat(nx, nx, L0, nx, ny, hpLp2[0]+(ny/bs)*bs+ny%bs+(nx+pad2+ny)*bs, cnl2);
dtrtr_l_lib(nx, ny, hpLp2[0]+(ny/bs)*bs*cnl2+ny%bs+(nx+pad2+ny)*bs, cnl2, hpLp2[0]+(nx+pad2+ncl)*bs, cnl2);
//d_print_pmat(nx, cnl, bs, hpLp[0], cnl);
//d_print_pmat(nz, cnl2, bs, hpLp2[0], cnl2);
// buffer for L0
double *pL0; d_zeros_align(&pL0, pnx, cnx);
d_cvt_mat2pmat(nx, nx, L0, nx, 0, pL0, cnx);
// invert L0 in hpALe[0]
dtrinv_lib(nx, pL0, cnx, hpALe[0], cnx2);
double *pL0_inv; d_zeros_align(&pL0_inv, pnx, cnx);
dtrinv_lib(nx, pL0, cnx, pL0_inv, cnx);
//d_print_pmat(nx, nx, bs, pL0, cnx);
//d_print_pmat(nx, nx, bs, pL0_inv, cnx);
//d_print_pmat(pnx2, cnx2, bs, hpALe[0], cnx2);
//exit(1);
//double *work; d_zeros_align(&work, pny*cnx+pnz*cnz+anz+pnz*cnf+pnw*cnw, 1);
double *work; d_zeros_align(&work, 2*pny*cnx+anz+pnw*cnw+pnx*cnx, 1);
//printf("\nciao %d %d %d %d %d %d\n", pny, cnx, anz, pnw, cnw, pnx);
double *work2; d_zeros_align(&work2, 2*pny*cnx+pnw*cnw+pnx*cnw+2*pnx*cnx+anz, 1);
double *work3; d_zeros_align(&work3, pnx*cnl+anx, 1);
double *work4; d_zeros_align(&work4, 4*anx+2*(anx+anw), 1);
// for(jj=0; jj<2*pny*cnx+anz+pnw*cnw+pnx*cnx; jj++)
// work[jj] = -100.0;
// measurements
for(jj=0; jj<=N; jj++)
for(ii=0; ii<ny; ii++)
hy[jj][ii] = yy[jj*ny+ii];
//d_print_mat(ny, N+1, hy[0], any);
// initial guess
for(ii=0; ii<nx; ii++)
x0[ii] = 0.0;
for(ii=0; ii<nx; ii++)
hxp[0][ii] = x0[ii];
// information filter - solution
double *y_temp; d_zeros_align(&y_temp, any, 1);
for(ii=0; ii<N; ii++) for(jj=0; jj<nw; jj++) hrr[ii][jj] = r[jj];
for(ii=0; ii<N; ii++) for(jj=0; jj<nx; jj++) hff[ii][jj] = f[jj];
for(jj=0; jj<ndN; jj++) hff[N][jj] = d[jj];
for(ii=0; ii<=N; ii++)
{
for(jj=0; jj<ny; jj++) y_temp[jj] = - q[jj];
//d_print_mat(1, ny, y_temp, 1);
dsymv_lib(ny, ny, hpQ[ii], cny, hy[ii], y_temp, y_temp, -1);
//d_print_mat(1, ny, y_temp, 1);
dgemv_t_lib(ny, nx, hpC[ii], cnx, y_temp, hqq[ii], hqq[ii], 0);
//d_print_mat(1, nx, hqq[ii], 1);
//if(ii==9)
//exit(1);
}
//exit(1);
/************************************************
* new low-level mhe_if interface
************************************************/
int nrows = pnx>pnw ? 2*pnx : pnx+pnw;
int ncols = cnwx1;
double *pQRAG; d_zeros_align(&pQRAG, nrows, ncols);
if(nx>=nw)
{
d_cvt_mat2pmat(ny, ny, Q, ny, 0, pQRAG, cnwx1);
d_cvt_mat2pmat(nx, nx, A, nx, 0, pQRAG+pnx*cnwx1, cnwx1);
d_cvt_mat2pmat(nw, nw, R, nw, 0, pQRAG+(pnx-pnw)*cnwx1+nx*bs, cnwx1);
d_cvt_mat2pmat(nx, nw, B, nx, 0, pQRAG+pnx*cnwx1+nx*bs, cnwx1);
//d_print_pmat(nrows, ncols, bs, pQRAG, ncols);
if(nx>pnx-nx)
d_cvt_mat2pmat(pnx-nx, nx, A+(nx-pnx+nx), nx, nx, pQRAG+nx/bs*bs*cnwx1+nx%bs, cnwx1);
else
d_cvt_mat2pmat(nx, nx, A, nx, nx, pQRAG+nx/bs*bs*cnwx1+nx%bs, cnwx1);
if(nx>pnw-nw)
d_cvt_mat2pmat(pnw-nw, nw, B+(nx-pnw+nw), nx, nw, pQRAG+(pnx-pnw+nw/bs*bs)*cnwx1+nw%bs+nx*bs, cnwx1);
else
d_cvt_mat2pmat(nx, nw, B, nx, nw, pQRAG+(pnx-pnw+nw/bs*bs)*cnwx1+nw%bs+nx*bs, cnwx1);
//d_print_pmat(nrows, ncols, bs, pQRAG, ncols);
}
else
{
d_cvt_mat2pmat(ny, ny, Q, ny, 0, pQRAG+(pnw-pnx)*cnwx1, cnwx1);
d_cvt_mat2pmat(nx, nx, A, nx, 0, pQRAG+pnw*cnwx1, cnwx1);
d_cvt_mat2pmat(nw, nw, R, nw, 0, pQRAG+nx*bs, cnwx1);
d_cvt_mat2pmat(nx, nw, B, nx, 0, pQRAG+pnw*cnwx1+nx*bs, cnwx1);
//d_print_pmat(nrows, ncols, bs, pQRAG, ncols);
if(nx>pnx-nx)
d_cvt_mat2pmat(pnx-nx, nx, A+(nx-pnx+nx), nx, nx, pQRAG+(pnw-pnx+nx/bs*bs)*cnwx1+nx%bs, cnwx1);
else
d_cvt_mat2pmat(nx, nx, A, nx, nx, pQRAG+(pnw-pnx+nx/bs*bs)*cnwx1+nx%bs, cnwx1);
if(nx>pnw-nw)
d_cvt_mat2pmat(pnw-nw, nw, B+(nx-pnw+nw), nx, nw, pQRAG+nw/bs*bs*cnwx1+nw%bs+nx*bs, cnwx1);
else
d_cvt_mat2pmat(nx, nw, B, nx, nw, pQRAG+nw/bs*bs*cnwx1+nw%bs+nx*bs, cnwx1);
//d_print_pmat(nrows, ncols, bs, pQRAG, ncols);
}
double *pQD; d_zeros_align(&pQD, pnx+pndN, cnx);
d_cvt_mat2pmat(ny, ny, Q, ny, 0, pQD, cnx);
d_cvt_mat2pmat(ndN, nx, D, ndN, 0, pQD+pnx*cnx, cnx);
//d_print_pmat(pnx+pndN, cnx, bs, pQD, cnx);
if(ndN>pnx-nx)
d_cvt_mat2pmat(pnx-nx, nx, D+(ndN-pnx+nx), ndN, nx, pQD+nx/bs*bs*cnx+nx%bs, cnx);
else
d_cvt_mat2pmat(ndN, nx, D, ndN, nx, pQD+nx/bs*bs*cnx+nx%bs, cnx);
//d_print_pmat(pnx+pndN, cnx, bs, pQD, cnx);
//exit(1);
double *(hpQRAG[N+1]);
double *(hpLAG[N+1]);
double *(hpLe2[N+1]);
for(ii=0; ii<N; ii++)
{
hpQRAG[ii] = pQRAG;
d_zeros_align(&hpLAG[ii], nrows, ncols);
d_zeros_align(&hpLe2[ii], pnx, cnx);
}
hpQRAG[N] = pQD;
d_zeros_align(&hpLAG[N], pnx+pndN, cnx);
d_zeros_align(&hpLe2[N], pnx, cnx);
d_cvt_mat2pmat(nx, nx, L0, nx, 0, hpLe2[0], cnx);
//d_print_pmat(nx, nx, bs, hpLe2[0], cnx);
double **dummy;
#if 0
struct timeval tv10, tv11, tv12;
// double precision
gettimeofday(&tv10, NULL); // start
for(ii=0; ii<1; ii++)
//for(ii=0; ii<nrep; ii++)
{
d_ric_trf_mhe_if(nx, nw, ndN, N, hpQRAG, diag_R, hpLe2, hpLAG, Ld, work3);
//d_ric_trf_mhe_if(nx, nw, ndN, N, hpQA, hpRG, diag_R, hpALe, hpGLr, Ld, work3);
}
gettimeofday(&tv11, NULL); // stop
for(ii=0; ii<1; ii++)
//for(ii=0; ii<nrep; ii++)
{
d_ric_trs_mhe_if(nx, nw, ndN, N, hpLe2, hpLAG, Ld, hqq, hrr, hff, hxp, hxe, hw, hlam, work3);
}
gettimeofday(&tv12, NULL); // stop
float time_trf_mhe_if_new = (float) (tv11.tv_sec-tv10.tv_sec)/(nrep+0.0)+(tv11.tv_usec-tv10.tv_usec)/(nrep*1e6);
float time_trs_mhe_if_new = (float) (tv12.tv_sec-tv11.tv_sec)/(nrep+0.0)+(tv12.tv_usec-tv11.tv_usec)/(nrep*1e6);
printf("\ntime = %e\t%e\n\n", time_trf_mhe_if_new, time_trs_mhe_if_new);
//exit(1);
#endif
/************************************************
* reference code
************************************************/
double *(hA[N]);
double *(hG[N]);
double *(hQ[N+1]);
double *(hR[N]);
double *(hAGU[N]);
double *(hUp[N+1]);
double *(hUe[N+1]);
double *(hUr[N]);
double *Ud;
double *work_ref;
for(ii=0; ii<N; ii++)
{
hA[ii] = A;
hG[ii] = B;
hQ[ii] = Qx;
hR[ii] = R;
d_zeros(&hAGU[ii], nx, nx+nw);
d_zeros(&hUp[ii], nx, nx);
d_zeros(&hUe[ii], nx, nx);
d_zeros(&hUr[ii], nw, nw);
}
hA[N] = D;
hQ[N] = Qx;
d_zeros(&hAGU[N], ndN, nx);
d_zeros(&hUp[N], nx, nx);
d_zeros(&hUe[N], nx, nx);
d_zeros(&Ud, ndN, ndN);
d_zeros(&work_ref, nx+nw, 1);
for(ii=0; ii<nx*nx; ii++)
hUp[0][ii] = L0[ii];
#if 0
printf("\nfactorization\n");
d_ric_trf_mhe_if_blas( nx, nw, ndN, N, hA, hG, hQ, hR, hAGU, hUp, hUe, hUr, Ud);
printf("\nsolution\n");
d_ric_trs_mhe_if_blas( nx, nw, ndN, N, hAGU, hUp, hUe, hUr, Ud, hqq, hrr, hff, hxp, hxe, hw, hlam, work_ref);
//d_print_mat(nx, nx, hUe[N], nx);
//exit(1);
#endif
/************************************************
* high-level interface
************************************************/
#if 0
int kk;
double *AA; d_zeros(&AA, nx, nx*N);
//for(ii=0; ii<N; ii++) for(jj=0; jj<nx; jj++) for(ll=0; ll<nx; ll++) AA[ll+nx*jj+nx*nx*ii] = A[ll+nx*jj];
for(ii=0; ii<N; ii++) for(jj=0; jj<nx; jj++) for(kk=0; kk<nx; kk++) AA[jj+nx*kk+nx*nx*ii] = A[kk+nx*jj];
double *GG; d_zeros(&GG, nx, nw*N);
//for(ii=0; ii<N; ii++) for(jj=0; jj<nw; jj++) for(ll=0; ll<nx; ll++) GG[ll+nx*jj+nx*nw*ii] = B[ll+nx*jj];
for(ii=0; ii<N; ii++) for(jj=0; jj<nw; jj++) for(kk=0; kk<nx; kk++) GG[jj+nw*kk+nx*nw*ii] = B[kk+nx*jj];
double *ff; d_zeros(&ff, nx, N);
for(ii=0; ii<N; ii++) for(jj=0; jj<nx; jj++) ff[jj+nx*ii] = f[jj];
double *DD; d_zeros(&DD, ndN, nx);
//for(jj=0; jj<nx; jj++) for(ll=0; ll<ndN; ll++) DD[ll+ndN*jj] = D[ll+ndN*jj];
for(jj=0; jj<nx; jj++) for(kk=0; kk<ndN; kk++) DD[jj+nx*kk] = D[kk+ndN*jj];
double *dd; d_zeros(&dd, ndN, 1);
for(kk=0; kk<ndN; kk++) dd[kk] = d[kk];
double *RR; d_zeros(&RR, nw, nw*N);
for(ii=0; ii<N; ii++) for(jj=0; jj<nw*nw; jj++) RR[jj+nw*nw*ii] = R[jj];
double *QQ; d_zeros(&QQ, nx, nx*N);
for(ii=0; ii<N; ii++)
{
for(jj=0; jj<ny; jj++) for(kk=0; kk<ny; kk++) QQ[kk+nx*jj+nx*nx*ii] = Q[kk+ny*jj];
//for(jj=ny; jj<nx; jj++) QQ[jj+nx*jj+nx*nx*ii] = 1e-8;
}
double *Qf; d_zeros(&Qf, nx, nx);
for(jj=0; jj<ny; jj++) for(kk=0; kk<ny; kk++) Qf[kk+nx*jj] = Q[kk+ny*jj];
double *rr; d_zeros(&rr, nw, N);
for(ii=0; ii<N; ii++) for(jj=0; jj<nw; jj++) rr[jj+nw*ii] = r[jj];
double *qq; d_zeros(&qq, nx, N);
for(ii=0; ii<N; ii++) for(jj=0; jj<ny; jj++) qq[jj+nx*ii] = q[jj];
double *yy_tmp; d_zeros_align(&yy_tmp, any, 1);
for(ii=0; ii<N; ii++)
{
for(jj=0; jj<ny; jj++) yy_tmp[jj] = - q[jj];
dsymv_lib(ny, ny, hpQ[ii], cny, hy[ii], yy_tmp, -1);
dgemv_t_lib(ny, nx, hpC[ii], cnx, yy_tmp, &qq[ii*nx], 0);
}
double *qf; d_zeros(&qf, nx, 1);
// for(jj=0; jj<ny; jj++) qf[jj] = q[jj];
// if(ndN>0)
// {
for(jj=0; jj<ny; jj++) yy_tmp[jj] = - q[jj];
dsymv_lib(ny, ny, hpQ[N], cny, hy[N], yy_tmp, -1);
dgemv_t_lib(ny, nx, hpC[N], cnx, yy_tmp, qf, 0);
// }
double *xx0; d_zeros(&xx0, nx, 1);
double *LL0; d_zeros(&LL0, nx, nx);
double *xxe; d_zeros(&xxe, nx, N+1);
double *LLe; d_zeros(&LLe, nx, nx);
double *ww; d_zeros(&ww, nw, N);
double *llam; d_zeros(&llam, nx, N+1);
double *work_high_level; d_zeros(&work_high_level, hpmpc_ric_mhe_if_dp_work_space(nx, nw, ny, ndN, N), 1);
double *dummy0;
struct timeval tv00, tv01;
int error_code;
printf("\nhigh-level\n");
// double precision
gettimeofday(&tv00, NULL); // start
for(ii=0; ii<nrep; ii++)
{
for(jj=0; jj<nx; jj++) xx0[jj] = x0[jj];
for(jj=0; jj<nx*nx; jj++) LL0[jj] = L0[jj];
//error_code = fortran_order_riccati_mhe_if( 'd', 2, nx, nw, 0, ndN, N, AA, GG, dummy, ff, DD, dd, RR, QQ, Qf, rr, qq, qf, dummy, xx0, LL0, xxe, LLe, ww, llam, work_high_level);
error_code = c_order_riccati_mhe_if( 'd', 2, nx, nw, 0, ndN, N, AA, GG, dummy0, ff, DD, dd, RR, QQ, Qf, rr, qq, qf, dummy0, xx0, LL0, xxe, LLe, ww, llam, work_high_level);
//if(error_code)
// break;
}
gettimeofday(&tv01, NULL); // stop
float time_mhe_if_high_level = (float) (tv01.tv_sec-tv00.tv_sec)/(nrep+0.0)+(tv01.tv_usec-tv00.tv_usec)/(nrep*1e6);
printf("\nhigh-level interface for MHE_if\n\nerror_code: %d, time = %e\n\n", error_code, time_mhe_if_high_level);
//d_print_mat(nx, N+1, xxe, nx);
//d_print_mat(nw, N, ww, nw);
free(AA);
free(GG);
free(ff);
free(DD);
free(dd);
free(RR);
free(QQ);
free(Qf);
free(rr);
free(qq);
free(qf);
free(xx0);
free(LL0);
free(xxe);
free(LLe);
free(ww);
free(llam);
free(work_high_level);
free(yy_tmp);
//exit(1);
#endif
/************************************************
* call the solver
************************************************/
//d_print_mat(nx, nx, A, nx);
//d_print_mat(nx, nw, B, nx);
//d_ric_trf_mhe_test(nx, nw, ny, N, hpA, hpG, hpC, hpLp, hpQ, hpR, hpLe, work);
d_ric_trf_mhe(nx, nw, ny, N, hpA, hpG, hpC, hpLp, hdLp, hpR, hpQ, hpLe, work);
// estimation
d_ric_trs_mhe(nx, nw, ny, N, hpA, hpG, hpC, hpLp, hdLp, hpR, hpQ, hpLe, hr, hq, hf, hxp, hxe, hw, hy, 0, hlam, work);
#if 0
// print solution
printf("\nx_e\n");
d_print_mat(nx, N+1, hxe[0], anx);
#endif
// smooth estimation
d_ric_trs_mhe(nx, nw, ny, N, hpA, hpG, hpC, hpLp, hdLp, hpR, hpQ, hpLe, hr, hq, hf, hxp, hxe, hw, hy, 1, hlam, work);
//d_print_pmat(nx, nx, bs, hpLp[N-1]+(nx+nw+pad)*bs, cnl);
//d_print_pmat(nx, nx, bs, hpLp[N]+(nx+nw+pad)*bs, cnl);
//d_print_pmat(nx, nx, bs, hpLe[N-1]+ncl*bs, cnf);
//d_print_pmat(nx, nx, bs, hpLe[N]+ncl*bs, cnf);
#if 1
printf("\nx_s\n");
//d_print_mat(nx, N+1, hxp[0], anx);
d_print_mat(nw, N, hw[0], anw);
d_print_mat(nx, N+1, hxe[0], anx);
//d_print_mat(nx, N, hlam[0], anx);
#endif
// information filter - factorization
//d_ric_trf_mhe_if(nx, nw, ndN, N, hpQA, hpRG, diag_R, hpALe, hpGLr, Ld, work3);
d_ric_trf_mhe_if(nx, nw, ndN, N, hpQRAG, diag_R, hpLe2, hpLAG, Ld, work3);
// information filter - solution
//d_ric_trs_mhe_if(nx, nw, ndN, N, hpALe, hpGLr, Ld, hqq, hrr, hff, hxp, hxe, hw, hlam, work3);
d_ric_trs_mhe_if(nx, nw, ndN, N, hpLe2, hpLAG, Ld, hqq, hrr, hff, hxp, hxe, hw, hlam, work3);
//d_ric_trs_mhe(nx, nw, ny, N, hpA, hpG, hpC, hpLp, hdLp, hpQ, hpR, hpLe, hq, hr, hf, hxp, hxe, hw, hy, 1, hlam, work);
//d_print_pmat(nx, nx, bs, hpALe[N-1], cnx2);
//d_print_pmat(nx, nx, bs, hpALe[N], cnx2);
//d_print_pmat(nx, nx, bs, hpALe[N-2]+cnx*bs, cnx2);
//d_print_pmat(nx, nx, bs, hpALe[N-1]+cnx*bs, cnx2);
//d_print_pmat(nx, nx, bs, hpALe[N]+cnx*bs, cnx2);
//d_print_pmat(nx, nx, bs, hpRA[N], cnx);
#if 1
printf("\nx_s_if\n");
//d_print_mat(nx, N+1, hxp[0], anx);
d_print_mat(nw, N, hw[0], anw);
d_print_mat(nx, N+1, hxe[0], anx);
//d_print_mat(nx, N, hlam[0], anx);
//exit(1);
#endif
//d_print_pmat(nw, nw, bs, hpQ[0], cnw);
//d_print_pmat(nx, nw, bs, hpG[0], cnw);
//d_print_mat(nw, 1, hq[0], nw);
//d_print_mat(nw, 1, hw[0], nw);
//d_print_mat(nx, 1, hlam[0], nx);
//exit(3);
#if 1
int nZ = nw+nx+1;
int pnZ = (nw+nx+1+bs-1)/bs*bs;
int cnZ = (nw+nx+1+ncl-1)/ncl*ncl;
int cnL = cnZ>cnx+ncl ? cnZ : cnx+ncl;
double *(hpRSQrq[N+1]);
for(ii=0; ii<=N; ii++)
{
d_zeros_align(&hpRSQrq[ii], pnZ, cnZ);
d_cvt_mat2pmat(nw, nw, R, nw, 0, hpRSQrq[ii], cnZ);
d_cvt_mat2pmat(ny, ny, Q, ny, nw, hpRSQrq[ii]+nw/bs*bs*cnZ+nw%bs+nw*bs, cnZ);
d_cvt_mat2pmat(1, nw, r, 1, nw+nx, hpRSQrq[ii]+(nw+nx)/bs*bs*cnZ+(nw+nx)%bs, cnZ);
d_cvt_mat2pmat(1, nx, hqq[ii], 1, nw+nx, hpRSQrq[ii]+(nw+nx)/bs*bs*cnZ+(nw+nx)%bs+nw*bs, cnZ);
//d_print_pmat(nZ, nZ, bs, hpRSQrq[ii], cnZ);
}
double *pP0; d_zeros_align(&pP0, pnx, cnx);
d_cvt_mat2pmat(nx, nx, L0, nx, 0, pP0, cnx);
//d_print_pmat(nx, nx, bs, pP0, cnx);
dgead_lib(nx, nx, 1.0, 0, pP0, cnx, nw, hpRSQrq[0]+nw/bs*bs*cnZ+nw%bs+nw*bs, cnZ);
//d_print_pmat(nZ, nZ, bs, hpRSQrq[0], cnZ);
double *pBAbt; d_zeros_align(&pBAbt, pnZ, cnx);
d_cvt_tran_mat2pmat(nx, nw, B, nx, 0, pBAbt, cnx);
d_cvt_tran_mat2pmat(nx, nx, A, nx, nw, pBAbt+nw/bs*bs*cnx+nw%bs, cnx);
d_cvt_mat2pmat(1, nx, f, 1, nw+nx, pBAbt+(nw+nx)/bs*bs*cnx+(nw+nx)%bs, cnx);
//d_print_pmat(nZ, nx, bs, pBAbt, cnx);
double *(hpBAbt[N]);
for(ii=0; ii<N; ii++)
{
hpBAbt[ii] = pBAbt;
}
double *(hpLam[N+1]);
for(ii=0; ii<=N; ii++)
{
d_zeros_align(&hpLam[ii], pnZ, cnL);
}
double *work_ric; d_zeros_align(&work_ric, pnZ, cnx);
double *diag_ric; d_zeros_align(&diag_ric, pnZ, 1);
double *hux_mat; d_zeros_align(&hux_mat, pnZ, N+1);
double *(hux[N+1]);
for(ii=0; ii<=N; ii++)
{
hux[ii] = hux_mat+ii*pnZ;
}
double **pdummy;
d_back_ric_sv(N, nx, nw, hpBAbt, hpRSQrq, 0, pdummy, pdummy, 0, hux, hpLam, work_ric, diag_ric, 0, pdummy, 0, pdummy, 0, 0, 0, pdummy, pdummy, pdummy);
d_print_mat(nw, N+1, hux_mat, pnZ);
d_print_mat(nx, N+1, hux_mat+nw, pnZ);
exit(1);
#endif
// compute residuals
double *p0; d_zeros_align(&p0, anx, 1);
double *x_temp; d_zeros_align(&x_temp, anx, 1);
dtrmv_u_t_lib(nx, pL0_inv, cnx, x0, x_temp, 0);
dtrmv_u_n_lib(nx, pL0_inv, cnx, x_temp, p0, 0);
d_res_mhe_if(nx, nw, ndN, N, hpQA, hpRG, pL0_inv, hqq, hrr, hff, p0, hxe, hw, hlam, hq_res, hr_res, hf_res, work4);
// printf("\nprint residuals\n\n");
// d_print_mat(nx, N+1, hq_res[0], anx);
// d_print_mat(nw, N, hr_res[0], anw);
// d_print_mat(nx, N, hf_res[0], anx);
// d_print_mat(ndN, 1, hf_res[0]+N*anx, anx);
//return 0;
//exit(1);
if(0 && PRINTRES)
{
// print solution
printf("\nx_p\n");
d_print_mat(nx, N+1, hxp[0], anx);
printf("\nx_s\n");
d_print_mat(nx, N+1, hxe[0], anx);
printf("\nw\n");
d_print_mat(nw, N+1, hw[0], anw);
//printf("\nL_p\n");
//d_print_pmat(nx, nx, bs, hpLp[0]+(nx+nw+pad)*bs, cnl);
//d_print_mat(1, nx, hdLp[0], 1);
//d_print_pmat(nx, nx, bs, hpLp[1]+(nx+nw+pad)*bs, cnl);
//d_print_mat(1, nx, hdLp[1], 1);
//d_print_pmat(nx, nx, bs, hpLp[2]+(nx+nw+pad)*bs, cnl);
//d_print_mat(1, nx, hdLp[2], 1);
//d_print_pmat(nx, nx, bs, hpLp[N]+(nx+nw+pad)*bs, cnl);
//d_print_mat(1, nx, hdLp[N], 1);
//printf("\nL_p\n");
//d_print_pmat(nz, nz, bs, hpLp2[0]+(nx+pad2)*bs, cnl2);
//d_print_pmat(nz, nz, bs, hpLp2[1]+(nx+pad2)*bs, cnl2);
//d_print_pmat(nz, nz, bs, hpLp2[2]+(nx+pad2)*bs, cnl2);
//printf("\nL_e\n");
//d_print_pmat(nz, nz, bs, hpLe[0], cnf);
//d_print_pmat(nz, nz, bs, hpLe[1], cnf);
//d_print_pmat(nz, nz, bs, hpLe[2], cnf);
//d_print_pmat(nx, nx, bs, hpA[0], cnx);
}
// timing
struct timeval tv0, tv1, tv2, tv3, tv4, tv5, tv6, tv7, tv8;
// double precision
gettimeofday(&tv0, NULL); // start
// factorize
for(rep=0; rep<nrep; rep++)
{
//d_ric_trf_mhe_test(nx, nw, ny, N, hpA, hpG, hpC, hpLp, hpQ, hpR, hpLe, work);
d_ric_trf_mhe(nx, nw, ny, N, hpA, hpG, hpC, hpLp, hdLp, hpR, hpQ, hpLe, work);
}
gettimeofday(&tv1, NULL); // start
// solve
for(rep=0; rep<nrep; rep++)
{
d_ric_trs_mhe(nx, nw, ny, N, hpA, hpG, hpC, hpLp, hdLp, hpR, hpQ, hpLe, hr, hq, hf, hxp, hxe, hw, hy, 1, hlam, work);
}
gettimeofday(&tv2, NULL); // start
// factorize
for(rep=0; rep<nrep; rep++)
{
//d_print_pmat(nx, nx, bs, hpLe[N]+(ncl)*bs, cnf);
//d_print_pmat(nx, nx, bs, hpLp[N]+(nx+nw+pad)*bs, cnl);
//d_ric_trf_mhe_test(nx, nw, ny, N, hpA, hpG, hpC, hpLp, hpQ, hpR, hpLe, work);
d_ric_trf_mhe_end(nx, nw, ny, N, hpCA, hpG, hpC, hpLp2, hpR, hpQ, hpLe, work2);
}
gettimeofday(&tv3, NULL); // start
// solve
for(rep=0; rep<nrep; rep++)
{
d_ric_trs_mhe_end(nx, nw, ny, N, hpA, hpG, hpC, hpLp2, hpR, hpQ, hpLe, hr, hq, hf, hxp, hxe, hy, work2);
}
gettimeofday(&tv4, NULL); // start
// factorize information filter
for(rep=0; rep<nrep; rep++)
{
//d_ric_trf_mhe_if(nx, nw, ndN, N, hpQA, hpRG, diag_R, hpALe, hpGLr, Ld, work3);
d_ric_trf_mhe_if(nx, nw, ndN, N, hpQRAG, diag_R, hpLe2, hpLAG, Ld, work3);
}
gettimeofday(&tv5, NULL); // start
// factorize information filter
for(rep=0; rep<nrep; rep++)
{
//d_ric_trs_mhe_if(nx, nw, ndN, N, hpALe, hpGLr, Ld, hqq, hrr, hff, hxp, hxe, hw, hlam, work3);
d_ric_trs_mhe_if(nx, nw, ndN, N, hpLe2, hpLAG, Ld, hqq, hrr, hff, hxp, hxe, hw, hlam, work3);
}
gettimeofday(&tv6, NULL); // start
// factorize information filter
for(rep=0; rep<nrep; rep++)
{
#if defined(REF_BLAS_OPENBLAS) || defined(REF_BLAS_BLIS) || defined(REF_BLAS_NETLIB)
//d_ric_trf_mhe_if_blas( nx, nw, ndN, N, hA, hG, hQ, hR, hAGU, hUp, hUe, hUr);
d_ric_trf_mhe_if_blas( nx, nw, ndN, N, hA, hG, hQ, hR, hAGU, hUp, hUe, hUr, Ud);
#endif
}
gettimeofday(&tv7, NULL); // start
// solution information filter
for(rep=0; rep<nrep; rep++)
{
#if defined(REF_BLAS_OPENBLAS) || defined(REF_BLAS_BLIS) || defined(REF_BLAS_NETLIB)
d_ric_trs_mhe_if_blas( nx, nw, ndN, N, hAGU, hUp, hUe, hUr, Ud, hqq, hrr, hff, hxp, hxe, hw, hlam, work_ref);
#endif
}
gettimeofday(&tv8, NULL); // start
float Gflops_max = flops_max * GHz_max;
float time_trf = (float) (tv1.tv_sec-tv0.tv_sec)/(nrep+0.0)+(tv1.tv_usec-tv0.tv_usec)/(nrep*1e6);
float time_trs = (float) (tv2.tv_sec-tv1.tv_sec)/(nrep+0.0)+(tv2.tv_usec-tv1.tv_usec)/(nrep*1e6);
float time_trf_end = (float) (tv3.tv_sec-tv2.tv_sec)/(nrep+0.0)+(tv3.tv_usec-tv2.tv_usec)/(nrep*1e6);
float time_trs_end = (float) (tv4.tv_sec-tv3.tv_sec)/(nrep+0.0)+(tv4.tv_usec-tv3.tv_usec)/(nrep*1e6);
float time_trf_if = (float) (tv5.tv_sec-tv4.tv_sec)/(nrep+0.0)+(tv5.tv_usec-tv4.tv_usec)/(nrep*1e6);
float time_trs_if = (float) (tv6.tv_sec-tv5.tv_sec)/(nrep+0.0)+(tv6.tv_usec-tv5.tv_usec)/(nrep*1e6);
float time_trf_if_blas = (float) (tv7.tv_sec-tv6.tv_sec)/(nrep+0.0)+(tv7.tv_usec-tv6.tv_usec)/(nrep*1e6);
float time_trs_if_blas = (float) (tv8.tv_sec-tv7.tv_sec)/(nrep+0.0)+(tv8.tv_usec-tv7.tv_usec)/(nrep*1e6);
float flop_trf_if = N*(10.0/3.0*nx*nx*nx+nx*nx*nw)+2.0/3.0*nx*nx*nx+ndN*nx*nx+ndN*ndN*nx+1.0/3.0*ndN*ndN*ndN;
if(diag_R==0)
flop_trf_if += N*(nx*nw*nw+1.0/3.0*nw*nw*nw);
else
flop_trf_if += N*(nx*nw+1.0/2.0*nw*nw);
float Gflops_trf_if = flop_trf_if*1e-9/time_trf_if;
float Gflops_trf_if_blas = flop_trf_if*1e-9/time_trf_if_blas;
if(ll==0)
{
printf("\nnx\tnw\tny\tN\ttrf time\ttrs time\ttrf_e time\ttrs_e time\ttrf_if time\ttrf_if Gflops\ttrf_if percent\ttrs_if time\ttrf_if BLAS\tGflops\t\tpercent\t\ttrs_if BLAS\n\n");
// fprintf(f, "\nnx\tnu\tN\tsv time\t\tsv Gflops\tsv %%\t\ttrs time\ttrs Gflops\ttrs %%\n\n");
}
printf("%d\t%d\t%d\t%d\t%e\t%e\t%e\t%e\t%e\t%f\t%f\t%e\t%e\t%f\t%f\t%e\n", nx, nw, ny, N, time_trf, time_trs, time_trf_end, time_trs_end, time_trf_if, Gflops_trf_if, 100*Gflops_trf_if/Gflops_max, time_trs_if, time_trf_if_blas, Gflops_trf_if_blas, 100*Gflops_trf_if_blas/Gflops_max, time_trs_if_blas);
#if 0
return 0;
// moving horizon test
// window size
N = 20;
double *(hhxe[N+1]);
double *(hhxp[N+1]);
double *(hhw[N]);
double *(hhy[N+1]);
double *(hhlam[N]);
double *p_hhxe; d_zeros_align(&p_hhxe, anx, N+1);
double *p_hhxp; d_zeros_align(&p_hhxp, anx, N+1);
double *p_hhw; d_zeros_align(&p_hhw, anw, N);
double *p_hhlam; d_zeros_align(&p_hhlam, anx, N);
// shift measurements and initial prediction
for(ii=0; ii<N; ii++)
{
hhxe[ii] = p_hhxe+ii*anx; //d_zeros_align(&hxe[jj], anx, 1);
hhxp[ii] = p_hhxp+ii*anx; //d_zeros_align(&hxp[jj], anx, 1);
hhw[ii] = p_hhw+ii*anw; //d_zeros_align(&hw[jj], anw, 1);
hhy[ii] = hy[ii]; //d_zeros_align(&hy[jj], any, 1);
hhlam[ii] = p_hhlam+ii*anx; //d_zeros_align(&hlam[jj], anx, 1);
}
hhxe[N] = p_hhxe+N*anx; //d_zeros_align(&hxe[jj], anx, 1);
hhxp[N] = p_hhxp+N*anx; //d_zeros_align(&hxp[jj], anx, 1);
hhy[N] = hy[N]; //d_zeros_align(&hy[jj], any, 1);
// shift initial prediction covariance
//for(ii=0; ii<pnx*cnl; ii++)
// hpLp[0][ii] = hpLp[1][ii];
d_ric_trf_mhe(nx, nw, ny, N, hpA, hpG, hpC, hpLp, hdLp, hpQ, hpR, hpLe, work);
d_ric_trs_mhe(nx, nw, ny, N, hpA, hpG, hpC, hpLp, hdLp, hpQ, hpR, hpLe, hq, hr, hf, hhxp, hhxe, hhw, hhy, 1, hhlam, work);
// zero data
for(ii=0; ii<Ns*anx; ii++)
hxe[0][ii] = 0.0;
for(ii=anx; ii<Ns*anx; ii++)
hxp[0][ii] = 0.0;
for(ii=0; ii<(Ns-1)*anw; ii++)
hw[0][ii] = 0.0;
for(ii=0; ii<(Ns-1)*anx; ii++)
hlam[0][ii] = 0.0;
// save data
for(ii=0; ii<(N+1); ii++)
for(jj=0; jj<nx; jj++)
hxe[ii][jj] = hhxe[ii][jj];
for(ii=0; ii<(N+1); ii++)
for(jj=0; jj<nx; jj++)
hxp[ii][jj] = hhxp[ii][jj];
for(ii=0; ii<N; ii++)
for(jj=0; jj<nw; jj++)
hw[ii][jj] = hhw[ii][jj];
//d_print_mat(nw, N, hw[0], anw);
for(ii=0; ii<N; ii++)
for(jj=0; jj<nx; jj++)
hlam[ii][jj] = hhlam[ii][jj];
for(jj=1; jj<Ns-N; jj++)
{
//break;
// shift measurements and initial prediction
for(ii=0; ii<=N; ii++)
{
hhy[ii] = hy[ii+jj];
}
// shift initial prediction and relative covariance
for(ii=0; ii<nx; ii++)
hhxp[0][ii] = hhxp[1][ii];
for(ii=0; ii<pnx*cnl; ii++)
hpLp[0][ii] = hpLp[1][ii];
//d_print_mat(nx, N+1, hhxp[0], anx);
//d_print_pmat(nx, nx, bs, hpLp[1]+(nx+nw+pad)*bs, cnl);
//d_print_pmat(nz, nz, bs, hpLe[1], cnf);
//d_print_pmat(nx, nx, bs, hpLp[2]+(nx+nw+pad)*bs, cnl);
//d_print_pmat(nz, nz, bs, hpLe[2], cnf);
d_ric_trf_mhe(nx, nw, ny, N, hpA, hpG, hpC, hpLp, hdLp, hpQ, hpR, hpLe, work);
d_ric_trs_mhe(nx, nw, ny, N, hpA, hpG, hpC, hpLp, hdLp, hpQ, hpR, hpLe, hq, hr, hf, hhxp, hhxe, hhw, hhy, 1, hhlam, work);
//d_print_mat(nx, N+1, hhxp[0], anx);
//d_print_pmat(nx, nx, bs, hpLp[0]+(nx+nw+pad)*bs, cnl);
//d_print_pmat(nz, nz, bs, hpLe[0], cnf);
//d_print_pmat(nx, nx, bs, hpLp[1]+(nx+nw+pad)*bs, cnl);
//d_print_pmat(nz, nz, bs, hpLe[1], cnf);
// save data
for(ii=0; ii<nx; ii++)
hxe[N+jj][ii] = hhxe[N][ii];
for(ii=0; ii<nx; ii++)
hxp[N+jj][ii] = hhxp[N][ii];
if(jj<Ns-N-1)
for(ii=0; ii<nw; ii++)
hw[N+jj][ii] = hhw[N-1][ii];
if(jj<Ns-N-1)
for(ii=0; ii<nx; ii++)
hlam[N+jj][ii] = hhlam[N-1][ii];
//break;
}
// print solution
if(PRINTRES)
{
printf("\nx_p\n");
d_print_mat(nx, Ns, hxp[0], anx);
printf("\nx_e\n");
d_print_mat(nx, Ns, hxe[0], anx);
//printf("\nL_e\n");
//d_print_pmat(nx, nx, bs, hpLp[Ns-1]+(nx+nw+pad)*bs, cnl);
}
#endif
/************************************************
* return
************************************************/
free(A);
free(B);
free(C);
free(b);
free(D);
free(d);
free(x0);
free(Q);
free(Qx);
free(R);
free(q);
free(r);
free(f);
free(L0);
free(pA);
free(pG);
free(pC);
free(pQ);
free(pR);
free(pQA);
free(pRG);
free(work);
free(work2);
free(work3);
free(work4);
free(p_hxe);
free(p_hxp);
free(p_hy);
free(p_hw);
free(p_hlam);
//free(p_hhxe);
//free(p_hhxp);
//free(p_hhw);
//free(p_hhlam);
free(x_temp);
free(y_temp);
free(p0);
free(p_hr_res);
free(p_hq_res);
free(p_hf_res);
free(pL0_inv);
free(hpLp[0]);
free(hdLp[0]);
free(hpLe[0]);
for(jj=0; jj<N; jj++)
{
free(hpLp[jj+1]);
free(hdLp[jj+1]);
free(hpLe[jj+1]);
free(hpGLr[jj]);
free(hpALe[jj]);
free(hpLp2[jj]);
}
free(hpALe[N]);
free(pQRAG);
free(pQD);
for(ii=0; ii<N; ii++)
{
free(hpLAG[ii]);
free(hpLe2[ii]);
}
free(hpLAG[N]);
free(hpLe2[N]);
for(ii=0; ii<N; ii++)
{
free(hAGU[ii]);
free(hUp[ii]);
free(hUe[ii]);
free(hUr[ii]);
}
free(hUp[N]);
free(hUe[N]);
free(Ud);
free(work_ref);
} // increase size
fprintf(f, "];\n");
fclose(f);
return 0;
}
int main()
{
printf("\n");
printf("\n");
printf("\n");
printf(" HPMPC -- Library for High-Performance implementation of solvers for MPC.\n");
printf(" Copyright (C) 2014-2015 by Technical University of Denmark. All rights reserved.\n");
printf("\n");
printf(" HPMPC is distributed in the hope that it will be useful,\n");
printf(" but WITHOUT ANY WARRANTY; without even the implied warranty of\n");
printf(" MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.\n");
printf(" See the GNU Lesser General Public License for more details.\n");
printf("\n");
printf("\n");
printf("\n");
#if defined(TARGET_X64_AVX2) || defined(TARGET_X64_AVX) || defined(TARGET_X64_SSE3) || defined(TARGET_X86_ATOM) || defined(TARGET_AMD_SSE3)
_MM_SET_FLUSH_ZERO_MODE(_MM_FLUSH_ZERO_ON); // flush to zero subnormals !!! works only with one thread !!!
#endif
int ii, jj;
int rep, nrep=1000; //000;//NREP;
int nx_ = 8;//NX; // number of states (it has to be even for the mass-spring system test problem)
int nu_ = 3;//NU; // number of inputs (controllers) (it has to be at least 1 and at most nx/2 for the mass-spring system test problem)
int N = 10;//NN; // horizon lenght
// int nb = nu+nx; // number of box constrained inputs and states
// int ng = nx; //4; // number of general constraints
// int ngN = nx; // number of general constraints at the last stage
printf("\nN = %d, nx = %d, nu = %d\n\n", N, nx_, nu_);
#define MHE 0
// int nbu = nu<nb ? nu : nb ;
// int nbx = nb-nu>0 ? nb-nu : 0;
// stage-wise variant size
int nx[N+1];
#if MHE==1
nx[0] = nx_;
#else
nx[0] = 0;
#endif
for(ii=1; ii<=N; ii++)
nx[ii] = nx_;
int nu[N+1];
for(ii=0; ii<N; ii++)
nu[ii] = nu_;
nu[N] = 0; // XXX
int nb[N+1];
nb[0] = nu[0] + nx[0]/2;
for(ii=1; ii<N; ii++)
nb[ii] = nu[1] + nx[ii]/2;
nb[N] = nu[N] + nx[N]/2;
int ng[N+1];
for(ii=0; ii<N; ii++)
ng[ii] = 0; //ng;
ng[N] = 0; //ngN;
// ng[M] = nx_; // XXX
/************************************************
* IPM common arguments
************************************************/
int hpmpc_status;
int kk = -1;
int k_max = 10;
double mu0 = 2.0;
double mu_tol = 1e-20;
double alpha_min = 1e-8;
int warm_start = 0; // read initial guess from x and u
double *stat; d_zeros(&stat, k_max, 5);
int compute_res = 1;
int compute_mult = 1;
/************************************************
* dynamical system
************************************************/
double *A; d_zeros(&A, nx_, nx_); // states update matrix
double *B; d_zeros(&B, nx_, nu_); // inputs matrix
double *b; d_zeros_align(&b, nx_, 1); // states offset
double *x0; d_zeros_align(&x0, nx_, 1); // initial state
double Ts = 0.5; // sampling time
mass_spring_system(Ts, nx_, nu_, N, A, B, b, x0);
for(jj=0; jj<nx_; jj++)
b[jj] = 0.1;
for(jj=0; jj<nx_; jj++)
x0[jj] = 0;
x0[0] = 2.5;
x0[1] = 2.5;
#if MHE!=1
struct blasfeo_dvec sx0;
blasfeo_allocate_dvec(nx_, &sx0);
blasfeo_pack_dvec(nx_, x0, &sx0, 0);
struct blasfeo_dvec sb;
blasfeo_allocate_dvec(nx_, &sb);
blasfeo_pack_dvec(nx_, b, &sb, 0);
struct blasfeo_dmat sA;
blasfeo_allocate_dmat(nx_, nx_, &sA);
blasfeo_pack_dmat(nx_, nx_, A, nx_, &sA, 0, 0);
struct blasfeo_dvec sb0;
blasfeo_allocate_dvec(nx_, &sb0);
blasfeo_dgemv_n(nx_, nx_, 1.0, &sA, 0, 0, &sx0, 0, 1.0, &sb, 0, &sb0, 0);
struct blasfeo_dmat sBAbt0;
blasfeo_allocate_dmat(nu[0]+1, nx[1], &sBAbt0);
blasfeo_pack_tran_dmat(nx_, nu_, B, nx_, &sBAbt0, 0, 0);
blasfeo_drowin(nx[1], 1.0, &sb0, 0, &sBAbt0, nu[0], 0);
// d_print_strmat(nu[0]+1, nx[1], &sBAbt0, 0, 0);
#endif
struct blasfeo_dmat sBAbt1;
if(N>1)
{
blasfeo_allocate_dmat(nu[1]+nx[1]+1, nx[2], &sBAbt1);
blasfeo_pack_tran_dmat(nx_, nu_, B, nx_, &sBAbt1, 0, 0);
blasfeo_pack_tran_dmat(nx_, nx_, A, nx_, &sBAbt1, nu[1], 0);
blasfeo_pack_tran_dmat(nx_, 1, b, nx_, &sBAbt1, nu[1]+nx[1], 0);
// d_print_strmat(nu[1]+nx[1]+1, nx[2], &sBAbt1, 0, 0);
}
/************************************************
* cost function
************************************************/
double *R; d_zeros(&R, nu_, nu_);
for(ii=0; ii<nu_; ii++) R[ii*(nu_+1)] = 2.0;
double *S; d_zeros(&S, nu_, nx_);
double *Q; d_zeros(&Q, nx_, nx_);
for(ii=0; ii<nx_; ii++) Q[ii*(nx_+1)] = 1.0;
double *r; d_zeros(&r, nu_, 1);
for(ii=0; ii<nu_; ii++) r[ii] = 0.2;
double *q; d_zeros(&q, nx_, 1);
for(ii=0; ii<nx_; ii++) q[ii] = 0.1;
#if MHE!=1
struct blasfeo_dvec sr;
blasfeo_allocate_dvec(nu_, &sr);
blasfeo_pack_dvec(nu_, r, &sr, 0);
struct blasfeo_dmat sS;
blasfeo_allocate_dmat(nu_, nx_, &sS);
blasfeo_pack_dmat(nu_, nx_, S, nu_, &sS, 0, 0);
struct blasfeo_dvec sr0;
blasfeo_allocate_dvec(nu_, &sr0);
blasfeo_dgemv_n(nu_, nx_, 1.0, &sS, 0, 0, &sx0, 0, 1.0, &sr, 0, &sr0, 0);
struct blasfeo_dmat sRSQrq0;
blasfeo_allocate_dmat(nu[0]+nx[0]+1, nu[0]+nx[0], &sRSQrq0);
blasfeo_pack_dmat(nu_, nu_, R, nu_, &sRSQrq0, 0, 0);
blasfeo_drowin(nu[0], 1.0, &sr0, 0, &sRSQrq0, nu[0], 0);
// d_print_strmat(nu[0]+nx[0]+1, nu[0]+nx[0], &sRSQrq0, 0, 0);
struct blasfeo_dvec srq0;
blasfeo_allocate_dvec(nu[0]+nx[0], &srq0);
blasfeo_dveccp(nu[0], 1.0, &sr0, 0, &srq0, 0);
#endif
struct blasfeo_dmat sRSQrq1;
struct blasfeo_dvec srq1;
if(N>1)
{
blasfeo_allocate_dmat(nu[1]+nx[1]+1, nu[1]+nx[1], &sRSQrq1);
blasfeo_pack_dmat(nu_, nu_, R, nu_, &sRSQrq1, 0, 0);
blasfeo_pack_tran_dmat(nu_, nx_, S, nu_, &sRSQrq1, nu[1], 0);
blasfeo_pack_dmat(nx_, nx_, Q, nx_, &sRSQrq1, nu[1], nu[1]);
blasfeo_pack_tran_dmat(nu_, 1, r, nu_, &sRSQrq1, nu[1]+nx[1], 0);
blasfeo_pack_tran_dmat(nx_, 1, q, nx_, &sRSQrq1, nu[1]+nx[1], nu[1]);
// d_print_strmat(nu[1]+nx[1]+1, nu[1]+nx[1], &sRSQrq1, 0, 0);
blasfeo_allocate_dvec(nu[1]+nx[1], &srq1);
blasfeo_pack_dvec(nu_, r, &srq1, 0);
blasfeo_pack_dvec(nx_, q, &srq1, nu[1]);
}
struct blasfeo_dmat sRSQrqN;
blasfeo_allocate_dmat(nx[N]+1, nx[N], &sRSQrqN);
blasfeo_pack_dmat(nx_, nx_, Q, nx_, &sRSQrqN, 0, 0);
blasfeo_pack_tran_dmat(nx_, 1, q, nx_, &sRSQrqN, nx[1], 0);
// d_print_strmat(nu[N]+nx[N]+1, nu[N]+nx[N], &sRSQrqN, 0, 0);
struct blasfeo_dvec srqN;
blasfeo_allocate_dvec(nx[N], &srqN);
blasfeo_pack_dvec(nx_, q, &srqN, 0);
/************************************************
* constraints
************************************************/
#if MHE!=1
double *d0; d_zeros(&d0, 2*nb[0]+2*ng[0], 1);
int *idxb0; int_zeros(&idxb0, nb[0], 1);
// inputs
for(ii=0; ii<nu[0]; ii++)
{
d0[ii] = - 0.5; // u_min
d0[nb[0]+ng[0]+ii] = + 0.5; // u_max
idxb0[ii] = ii;
}
// states
for( ; ii<nb[0]; ii++)
{
d0[ii] = - 4.0; // x_min
d0[nb[0]+ng[0]+ii] = + 4.0; // x_max
idxb0[ii] = ii;
}
#endif
double *d1;
int *idxb1;
if(N>1)
{
d_zeros(&d1, 2*nb[1]+2*ng[1], 1);
int_zeros(&idxb1, nb[1], 1);
// inputs
for(ii=0; ii<nu[1]; ii++)
{
d1[ii] = - 0.5; // u_min
d1[nb[1]+ng[1]+ii] = + 0.5; // u_max
idxb1[ii] = ii;
}
// states
for( ; ii<nb[1]; ii++)
{
d1[ii] = - 4.0; // x_min
d1[nb[1]+ng[1]+ii] = + 4.0; // x_max
idxb1[ii] = ii;
}
}
double *dN; d_zeros(&dN, 2*nb[N]+2*ng[N], 1);
int *idxbN; int_zeros(&idxbN, nb[N], 1);
// no inputs
// states
for(ii=0 ; ii<nb[N]; ii++)
{
dN[ii] = - 4.0; // x_min
dN[nb[N]+ng[N]+ii] = + 4.0; // x_max
idxbN[ii] = ii;
}
struct blasfeo_dvec sd0;
blasfeo_allocate_dvec(2*nb[0]+2*ng[0], &sd0);
blasfeo_pack_dvec(2*nb[0]+2*ng[0], d0, &sd0, 0);
// blasfeo_print_tran_dvec(2*nb[0], &sd0, 0);
struct blasfeo_dvec sd1;
blasfeo_allocate_dvec(2*nb[1]+2*ng[1], &sd1);
blasfeo_pack_dvec(2*nb[1]+2*ng[1], d1, &sd1, 0);
// blasfeo_print_tran_dvec(2*nb[1], &sd1, 0);
struct blasfeo_dvec sdN;
blasfeo_allocate_dvec(2*nb[N]+2*ng[N], &sdN);
blasfeo_pack_dvec(2*nb[N]+2*ng[N], dN, &sdN, 0);
// blasfeo_print_tran_dvec(2*nb[N], &sdN, 0);
/************************************************
* array of data matrices
************************************************/
// original MPC
struct blasfeo_dmat hsBAbt[N];
struct blasfeo_dvec hsb[N];
struct blasfeo_dmat hsRSQrq[N+1];
struct blasfeo_dvec hsrq[N+1];
struct blasfeo_dmat hsDCt[N+1]; // XXX
struct blasfeo_dvec hsd[N+1];
int *hidxb[N+1];
ii = 0;
#if MHE!=1
hsBAbt[ii] = sBAbt0;
hsb[ii] = sb0;
hsRSQrq[ii] = sRSQrq0;
hsrq[ii] = srq0;
hsd[ii] = sd0;
hidxb[0] = idxb0;
#else
hsBAbt[ii] = sBAbt1;
hsb[ii] = sb;
hsRSQrq[ii] = sRSQrq1;
hsrq[ii] = srq1;
hsd[ii] = sd1;
hidxb[0] = idxb1;
#endif
for(ii=1; ii<N; ii++)
{
hsBAbt[ii] = sBAbt1;
hsb[ii] = sb;
hsRSQrq[ii] = sRSQrq1;
hsrq[ii] = srq1;
hsd[ii] = sd1;
hidxb[ii] = idxb1;
}
hsRSQrq[ii] = sRSQrqN;
hsrq[ii] = srqN;
hsd[ii] = sdN;
hidxb[N] = idxbN;
/************************************************
* solve full spase system using Riccati / IPM
************************************************/
// result vectors
struct blasfeo_dvec hsux[N+1];
struct blasfeo_dvec hspi[N+1];
struct blasfeo_dvec hslam[N+1];
struct blasfeo_dvec hst[N+1];
for(ii=0; ii<=N; ii++)
{
blasfeo_allocate_dvec(nu[ii]+nx[ii], &hsux[ii]);
blasfeo_allocate_dvec(nx[ii], &hspi[ii]);
blasfeo_allocate_dvec(2*nb[ii]+2*ng[ii], &hslam[ii]);
blasfeo_allocate_dvec(2*nb[ii]+2*ng[ii], &hst[ii]);
}
// work space
void *work_space_ipm;
v_zeros_align(&work_space_ipm, d_ip2_res_mpc_hard_work_space_size_bytes_libstr(N, nx, nu, nb, ng));
struct timeval tv0, tv1;
printf("\nsolving... (full space system)\n");
gettimeofday(&tv0, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
hpmpc_status = d_ip2_res_mpc_hard_libstr(&kk, k_max, mu0, mu_tol, alpha_min, warm_start, stat, N, nx, nu, nb, hidxb, ng, hsBAbt, hsRSQrq, hsDCt, hsd, hsux, 1, hspi, hslam, hst, work_space_ipm);
}
gettimeofday(&tv1, NULL); // stop
printf("\n... done\n");
float time_ipm_full = (tv1.tv_sec-tv0.tv_sec)/(nrep+0.0)+(tv1.tv_usec-tv0.tv_usec)/(nrep*1e6);
printf("\nstatistics from last run\n\n");
for(jj=0; jj<kk; jj++)
printf("k = %d\tsigma = %f\talpha = %f\tmu = %f\t\tmu = %e\talpha = %f\tmu = %f\tmu = %e\n", jj, stat[5*jj], stat[5*jj+1], stat[5*jj+2], stat[5*jj+2], stat[5*jj+3], stat[5*jj+4], stat[5*jj+4]);
printf("\n");
printf("\nux =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(nu[ii]+nx[ii], &hsux[ii], 0);
printf("\npi =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(nx[ii], &hspi[ii], 0);
printf("\nlam =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(2*nb[ii]+2*ng[ii], &hslam[ii], 0);
printf("\nt =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(2*nb[ii]+2*ng[ii], &hst[ii], 0);
// residuals vectors
struct blasfeo_dvec hsrrq[N+1];
struct blasfeo_dvec hsrb[N+1];
struct blasfeo_dvec hsrd[N+1];
struct blasfeo_dvec hsrm[N+1];
double mu;
for(ii=0; ii<N; ii++)
{
blasfeo_allocate_dvec(nu[ii]+nx[ii], &hsrrq[ii]);
blasfeo_allocate_dvec(nx[ii+1], &hsrb[ii]);
blasfeo_allocate_dvec(2*nb[ii]+2*ng[ii], &hsrd[ii]);
blasfeo_allocate_dvec(2*nb[ii]+2*ng[ii], &hsrm[ii]);
}
blasfeo_allocate_dvec(nu[N]+nx[N], &hsrrq[N]);
blasfeo_allocate_dvec(2*nb[N]+2*ng[N], &hsrd[N]);
blasfeo_allocate_dvec(2*nb[N]+2*ng[N], &hsrm[N]);
int ngM = ng[0];
for(ii=1; ii<=N; ii++)
{
ngM = ng[ii]>ngM ? ng[ii] : ngM;
}
void *work_space_res;
v_zeros_align(&work_space_res, d_res_res_mpc_hard_work_space_size_bytes_libstr(N, nx, nu, nb, ng));
d_res_res_mpc_hard_libstr(N, nx, nu, nb, hidxb, ng, hsBAbt, hsb, hsRSQrq, hsrq, hsux, hsDCt, hsd, hspi, hslam, hst, hsrrq, hsrb, hsrd, hsrm, &mu, work_space_res);
printf("\nres_rq\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_exp_tran_dvec(nu[ii]+nx[ii], &hsrrq[ii], 0);
printf("\nres_b\n");
for(ii=0; ii<N; ii++)
blasfeo_print_exp_tran_dvec(nx[ii+1], &hsrb[ii], 0);
printf("\nres_d\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_exp_tran_dvec(2*nb[ii]+2*ng[ii], &hsrd[ii], 0);
printf("\nres_m\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_exp_tran_dvec(2*nb[ii]+2*ng[ii], &hsrm[ii], 0);
/************************************************
* full condensing
************************************************/
// condensed problem size
int N2 = 1;
int nx2[N2+1];
int nu2[N2+1];
int nb2[N2+1];
int ng2[N2+1];
d_cond_compute_problem_size_libstr(N, nx, nu, nb, hidxb, ng, nx2, nu2, nb2, ng2);
#if 0
for(ii=0; ii<=N2; ii++)
printf("\n%d %d %d %d\n", nx2[ii], nu2[ii], nb2[ii], ng2[ii]);
#endif
int work_sizes_cond[5];
int work_size_cond = d_cond_work_space_size_bytes_libstr(N, nx, nu, nb, hidxb, ng, nx2, nu2, nb2, ng2, work_sizes_cond);
int memo_size_cond = d_cond_memory_space_size_bytes_libstr(N, nx, nu, nb, hidxb, ng, nx, nu2, nb2, ng2);
int work_size_ipm_cond = d_ip2_res_mpc_hard_work_space_size_bytes_libstr(N2, nx2, nu2, nb2, ng2);
int work_sizes_expa[2];
int work_size_expa = d_expand_work_space_size_bytes_libstr(N, nx, nu, nb, ng, work_sizes_expa);
// work space
void *work_cond;
void *memo_cond;
void *work_ipm_cond;
void *work_expa;
v_zeros_align(&work_cond, work_size_cond);
v_zeros_align(&memo_cond, memo_size_cond);
v_zeros_align(&work_ipm_cond, work_size_ipm_cond);
v_zeros_align(&work_expa, work_size_expa);
// data matrices
struct blasfeo_dmat hsBAbt2[N2];
struct blasfeo_dvec hsb2[N2];
struct blasfeo_dmat hsRSQrq2[N2+1];
struct blasfeo_dvec hsrq2[N2+1];
struct blasfeo_dmat hsDCt2[N2+1];
struct blasfeo_dvec hsd2[N2+1];
int *hidxb2[N2+1];
for(ii=0; ii<N2; ii++)
blasfeo_allocate_dmat(nu2[ii]+nx2[ii]+1, nx2[ii+1], &hsBAbt2[ii]);
for(ii=0; ii<N2; ii++)
blasfeo_allocate_dvec(nx2[ii+1], &hsb2[ii]);
for(ii=0; ii<=N2; ii++)
blasfeo_allocate_dmat(nu2[ii]+nx2[ii]+1, nu2[ii]+nx2[ii], &hsRSQrq2[ii]);
for(ii=0; ii<=N2; ii++)
blasfeo_allocate_dvec(nu2[ii]+nx2[ii], &hsrq2[ii]);
for(ii=0; ii<=N2; ii++)
blasfeo_allocate_dmat(nu2[ii]+nx2[ii]+1, ng2[ii], &hsDCt2[ii]);
for(ii=0; ii<=N2; ii++)
blasfeo_allocate_dvec(2*nb2[ii]+2*ng2[ii], &hsd2[ii]);
for(ii=0; ii<=N2; ii++)
int_zeros(&hidxb2[ii], nb2[ii], 1);
// result vectors
struct blasfeo_dvec hsux2[N2+1];
struct blasfeo_dvec hspi2[N2+1];
struct blasfeo_dvec hslam2[N2+1];
struct blasfeo_dvec hst2[N2+1];
for(ii=0; ii<=N2; ii++)
{
blasfeo_allocate_dvec(nu2[ii]+nx2[ii], &hsux2[ii]);
blasfeo_allocate_dvec(nx2[ii], &hspi2[ii]);
blasfeo_allocate_dvec(2*nb2[ii]+2*ng2[ii], &hslam2[ii]);
blasfeo_allocate_dvec(2*nb2[ii]+2*ng2[ii], &hst2[ii]);
}
d_cond_libstr(N, nx, nu, nb, hidxb, ng, hsBAbt, hsRSQrq, hsDCt, hsd, nx2, nu2, nb2, hidxb2, ng2, hsBAbt2, hsRSQrq2, hsDCt2, hsd2, memo_cond, work_cond, work_sizes_cond);
#if 0
printf("\nBAbt2\n");
for(ii=0; ii<N2; ii++)
d_print_strmat(nu2[ii]+nx2[ii]+1, nx2[ii+1], &hsBAbt2[ii], 0, 0);
printf("\nRSQrq2\n");
for(ii=0; ii<=N2; ii++)
d_print_strmat(nu2[ii]+nx2[ii]+1, nu2[ii]+nx2[ii], &hsRSQrq2[ii], 0, 0);
printf("\nDCt2\n");
for(ii=0; ii<=N2; ii++)
d_print_strmat(nu2[ii]+nx2[ii], ng2[ii], &hsDCt2[ii], 0, 0);
printf("\nd2\n");
for(ii=0; ii<=N2; ii++)
blasfeo_print_tran_dvec(2*nb2[ii]+2*ng2[ii], &hsd2[ii], 0);
#endif
/************************************************
* solve condensed system using IPM
************************************************/
// zero solution
for(ii=0; ii<=N; ii++)
blasfeo_dvecse(nu[ii]+nx[ii], 0.0, &hsux[ii], 0);
for(ii=0; ii<=N; ii++)
blasfeo_dvecse(nx[ii], 0.0, &hspi[ii], 0);
for(ii=0; ii<=N; ii++)
blasfeo_dvecse(2*nb[ii]+2*ng[ii], 0.0, &hslam[ii], 0);
for(ii=0; ii<=N; ii++)
blasfeo_dvecse(2*nb[ii]+2*ng[ii], 0.0, &hst[ii], 0);
printf("\nsolving... (condensed system)\n");
gettimeofday(&tv0, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
d_cond_libstr(N, nx, nu, nb, hidxb, ng, hsBAbt, hsRSQrq, hsDCt, hsd, nx2, nu2, nb2, hidxb2, ng2, hsBAbt2, hsRSQrq2, hsDCt2, hsd2, memo_cond, work_cond, work_sizes_cond);
hpmpc_status = d_ip2_res_mpc_hard_libstr(&kk, k_max, mu0, mu_tol, alpha_min, warm_start, stat, N2, nx2, nu2, nb2, hidxb2, ng2, hsBAbt2, hsRSQrq2, hsDCt2, hsd2, hsux2, 1, hspi2, hslam2, hst2, work_ipm_cond);
d_expand_solution_libstr(N, nx, nu, nb, hidxb, ng, hsBAbt, hsb, hsRSQrq, hsrq, hsDCt, hsux, hspi, hslam, hst, nx2, nu2, nb2, hidxb2, ng2, hsux2, hspi2, hslam2, hst2, work_expa, work_sizes_expa);
}
gettimeofday(&tv1, NULL); // stop
printf("\n... done\n");
float time_ipm_cond = (tv1.tv_sec-tv0.tv_sec)/(nrep+0.0)+(tv1.tv_usec-tv0.tv_usec)/(nrep*1e6);
printf("\nstatistics from last run\n\n");
for(jj=0; jj<kk; jj++)
printf("k = %d\tsigma = %f\talpha = %f\tmu = %f\t\tmu = %e\talpha = %f\tmu = %f\tmu = %e\n", jj, stat[5*jj], stat[5*jj+1], stat[5*jj+2], stat[5*jj+2], stat[5*jj+3], stat[5*jj+4], stat[5*jj+4]);
printf("\n");
#if 0
printf("\nux2 =\n\n");
for(ii=0; ii<=N2; ii++)
blasfeo_print_tran_dvec(nu2[ii]+nx2[ii], &hsux2[ii], 0);
printf("\npi2 =\n\n");
for(ii=0; ii<=N2; ii++)
blasfeo_print_tran_dvec(nx2[ii], &hspi2[ii], 0);
printf("\nlam2 =\n\n");
for(ii=0; ii<=N2; ii++)
blasfeo_print_tran_dvec(2*nb2[ii]+2*ng2[ii], &hslam2[ii], 0);
printf("\nt2 =\n\n");
for(ii=0; ii<=N2; ii++)
blasfeo_print_tran_dvec(2*nb2[ii]+2*ng2[ii], &hst2[ii], 0);
#endif
printf("\nux =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(nu[ii]+nx[ii], &hsux[ii], 0);
printf("\npi =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(nx[ii], &hspi[ii], 0);
printf("\nlam =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(2*nb[ii]+2*ng[ii], &hslam[ii], 0);
printf("\nt =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(2*nb[ii]+2*ng[ii], &hst[ii], 0);
/************************************************
* free memory full space
************************************************/
// TODO
d_free(A);
d_free(B);
d_free(b);
d_free(x0);
d_free(R);
d_free(S);
d_free(Q);
d_free(r);
d_free(q);
d_free(d0);
int_free(idxb0);
d_free(d1);
int_free(idxb1);
d_free(dN);
int_free(idxbN);
v_free_align(work_space_ipm);
blasfeo_free_dvec(&sx0);
blasfeo_free_dvec(&sb);
blasfeo_free_dmat(&sA);
blasfeo_free_dvec(&sb0);
blasfeo_free_dmat(&sBAbt0);
if(N>1)
blasfeo_free_dmat(&sBAbt1);
blasfeo_free_dvec(&sr);
blasfeo_free_dmat(&sS);
blasfeo_free_dvec(&sr0);
blasfeo_free_dmat(&sRSQrq0);
blasfeo_free_dvec(&srq0);
if(N>1)
blasfeo_free_dmat(&sRSQrq1);
if(N>1)
blasfeo_free_dvec(&srq1);
blasfeo_free_dmat(&sRSQrqN);
blasfeo_free_dvec(&srqN);
blasfeo_free_dvec(&sd0);
blasfeo_free_dvec(&sd1);
blasfeo_free_dvec(&sdN);
for(ii=0; ii<N; ii++)
{
blasfeo_free_dvec(&hsux[ii]);
blasfeo_free_dvec(&hspi[ii]);
blasfeo_free_dvec(&hslam[ii]);
blasfeo_free_dvec(&hst[ii]);
blasfeo_free_dvec(&hsrrq[ii]);
blasfeo_free_dvec(&hsrb[ii]);
blasfeo_free_dvec(&hsrd[ii]);
blasfeo_free_dvec(&hsrm[ii]);
}
ii = N;
blasfeo_free_dvec(&hsux[ii]);
blasfeo_free_dvec(&hspi[ii]);
blasfeo_free_dvec(&hslam[ii]);
blasfeo_free_dvec(&hst[ii]);
blasfeo_free_dvec(&hsrrq[ii]);
blasfeo_free_dvec(&hsrd[ii]);
blasfeo_free_dvec(&hsrm[ii]);
v_free_align(work_space_res);
/************************************************
* print timings
************************************************/
printf("\ntime ipm full (in sec): %e", time_ipm_full);
printf("\ntime ipm cond (in sec): %e\n\n", time_ipm_cond);
/************************************************
* return
************************************************/
return 0;
}
int main()
{
printf("\n");
printf("\n");
printf("\n");
printf(" HPMPC -- Library for High-Performance implementation of solvers for MPC.\n");
printf(" Copyright (C) 2014-2015 by Technical University of Denmark. All rights reserved.\n");
printf("\n");
printf(" HPMPC is distributed in the hope that it will be useful,\n");
printf(" but WITHOUT ANY WARRANTY; without even the implied warranty of\n");
printf(" MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.\n");
printf(" See the GNU Lesser General Public License for more details.\n");
printf("\n");
printf("\n");
printf("\n");
#if defined(TARGET_X64_AVX2) || defined(TARGET_X64_AVX) || defined(TARGET_X64_SSE3) || defined(TARGET_X86_ATOM) || defined(TARGET_AMD_SSE3)
/* printf("\nflush subnormals to zero\n");*/
_MM_SET_FLUSH_ZERO_MODE(_MM_FLUSH_ZERO_ON); // flush to zero subnormals !!! works only with one thread !!!
#endif
int ii, jj, idx;
int rep, nrep=NREP;
int nx = NX; // number of states (it has to be even for the mass-spring system test problem)
int nu = NU; // number of inputs (controllers) (it has to be at least 1 and at most nx/2 for the mass-spring system test problem)
int N = NN; // horizon lenght
// int nb = NB; // number of box constrained inputs and states
int nh = nu;//nu+nx/2; // number of hard box constraints
int ns = nx;//nx/2;//nx; // number of soft box constraints
int nb = nh + ns;
int nhu = nu<nh ? nu : nh ;
printf(" Test problem: mass-spring system with %d masses and %d controls.\n", nx/2, nu);
printf("\n");
printf(" MPC problem size: %d states, %d inputs, %d horizon length, %d two-sided box constraints on inputs and states, %d two-sided soft constraints on states.\n", nx, nu, N, nh, ns);
printf("\n");
#if IP == 1
printf(" IP method parameters: primal-dual IP, double precision, %d maximum iterations, %5.1e exit tolerance in duality measure (edit file test_d_ip_box.c to change them).\n", K_MAX, MU_TOL);
#elif IP == 2
printf(" IP method parameters: predictor-corrector IP, double precision, %d maximum iterations, %5.1e exit tolerance in duality measure (edit file test_d_ip_box.c to change them).\n", K_MAX, MU_TOL);
#else
printf(" Wrong value for IP solver choice: %d\n", IP);
#endif
int info = 0;
const int bs = D_MR; //d_get_mr();
const int ncl = D_NCL;
const int nal = bs*ncl; // number of doubles per cache line
const int nz = nx+nu+1;
const int pnz = bs*((nz+bs-1)/bs);
const int pnx = bs*((nx+bs-1)/bs);
const int pnu = bs*((nu+bs-1)/bs);
const int pnb = bs*((2*nb+bs-1)/bs); // packed number of box constraints
const int cnz = ncl*((nx+nu+1+ncl-1)/ncl);
const int cnx = ncl*((nx+ncl-1)/ncl);
const int anz = nal*((nz+nal-1)/nal);
const int anx = nal*((nx+nal-1)/nal);
// const int pad = (ncl-nx%ncl)%ncl; // packing between BAbtL & P
// const int cnl = cnz<cnx+ncl ? nx+pad+cnx+ncl : nx+pad+cnz;
const int cnl = cnz<cnx+ncl ? cnx+ncl : cnz;
/************************************************
* dynamical system
************************************************/
double *A; d_zeros(&A, nx, nx); // states update matrix
double *B; d_zeros(&B, nx, nu); // inputs matrix
double *b; d_zeros(&b, nx, 1); // states offset
double *x0; d_zeros(&x0, nx, 1); // initial state
double Ts = 0.5; // sampling time
mass_spring_system(Ts, nx, nu, N, A, B, b, x0);
for(jj=0; jj<nx; jj++)
b[jj] = 0.0;
for(jj=0; jj<nx; jj++)
x0[jj] = 0;
x0[0] = 3.5;
x0[1] = 3.5;
// d_print_mat(nx, nx, A, nx);
// d_print_mat(nx, nu, B, nx);
// d_print_mat(nx, 1, b, nx);
// d_print_mat(nx, 1, x0, nx);
/* packed */
/* double *BAb; d_zeros(&BAb, nx, nz);*/
/* dmcopy(nx, nu, B, nx, BAb, nx);*/
/* dmcopy(nx, nx, A, nx, BAb+nu*nx, nx);*/
/* dmcopy(nx, 1 , b, nx, BAb+(nu+nx)*nx, nx);*/
/* transposed */
/* double *BAbt; d_zeros_align(&BAbt, pnz, pnz);*/
/* for(ii=0; ii<nx; ii++)*/
/* for(jj=0; jj<nz; jj++)*/
/* {*/
/* BAbt[jj+pnz*ii] = BAb[ii+nx*jj];*/
/* }*/
/* packed into contiguous memory */
double *pBAbt; d_zeros_align(&pBAbt, pnz, cnx);
/* d_cvt_mat2pmat(nz, nx, BAbt, pnz, 0, pBAbt, cnx);*/
/* d_cvt_tran_mat2pmat(nx, nz, BAb, nx, 0, pBAbt, cnx);*/
d_cvt_tran_mat2pmat(nx, nu, B, nx, 0, pBAbt, cnx);
d_cvt_tran_mat2pmat(nx, nx, A, nx, nu, pBAbt+nu/bs*cnx*bs+nu%bs, cnx);
for (jj = 0; jj<nx; jj++)
pBAbt[(nx+nu)/bs*cnx*bs+(nx+nu)%bs+jj*bs] = b[jj];
/* d_print_pmat (nz, nx, bs, pBAbt, cnx);*/
/* exit(1);*/
/************************************************
* box constraints
************************************************/
double *db; d_zeros_align(&db, 2*nb, 1);
jj=0;
for( ; jj<2*nhu; jj++)
db[jj] = - 0.5; // umin
for( ; jj<2*nh; jj++)
db[jj] = - 4.0; // xmin_hard
for( ; jj<2*nb; jj++)
db[jj] = - 1.0; // xmin_soft
/************************************************
* cost function
************************************************/
double *Q; d_zeros(&Q, nz, nz);
for(ii=0; ii<nu; ii++) Q[ii*(nz+1)] = 2.0;
for(; ii<nz; ii++) Q[ii*(nz+1)] = 0.0;
for(ii=0; ii<nu; ii++) Q[nx+nu+ii*nz] = 0.2;
for(; ii<nz; ii++) Q[nx+nu+ii*nz] = 0.1;
/* Q[(nx+nu)*(pnz+1)] = 1e35; // large enough (not needed any longer) */
/* packed into contiguous memory */
double *pQ; d_zeros_align(&pQ, pnz, cnz);
d_cvt_mat2pmat(nz, nz, Q, nz, 0, pQ, cnz);
// cost function of the soft constrained slack variables
double *Z; d_zeros_align(&Z, pnb, 1);
for(ii=0; ii<2*ns; ii++) Z[2*nh+ii] = 0.0;
//for(ii=0; ii<nx; ii++) Z[2*nu+2*ii+0] = 100.0;
double *z; d_zeros_align(&z, pnb, 1);
for(ii=0; ii<2*ns; ii++) z[2*nh+ii] = 100.0;
// maximum element in cost functions
double mu0 = 1.0;
for(ii=0; ii<nu+nx; ii++)
for(jj=0; jj<nu+nx; jj++)
mu0 = fmax(mu0, Q[jj+nz*ii]);
for(ii=0; ii<2*ns; ii++)
{
mu0 = fmax(mu0, Z[2*nh+ii]);
mu0 = fmax(mu0, z[2*nh+ii]);
}
//printf("\n mu0 = %f\n", mu0);
/************************************************
* matrices series
************************************************/
double *hpQ[N+1];
double *hq[N+1];
double *hZ[N+1];
double *hz[N+1];
double *hux[N+1];
double *hpi[N+1];
double *hlam[N+1];
double *ht[N+1];
double *hpBAbt[N];
double *hdb[N+1];
double *hrb[N];
double *hrq[N+1];
double *hrd[N+1];
double *hrz[N+1];
for(jj=0; jj<N; jj++)
{
//d_zeros_align(&hpQ[jj], pnz, cnz);
hpQ[jj] = pQ;
}
//d_zeros_align(&hpQ[N], pnz, pnz);
hpQ[N] = pQ;
for(jj=0; jj<N; jj++)
{
d_zeros_align(&hq[jj], anz, 1);
hZ[jj] = Z;
hz[jj] = z;
d_zeros_align(&hux[jj], anz, 1);
d_zeros_align(&hpi[jj], anx, 1);
d_zeros_align(&hlam[jj],2*pnb, 1); // TODO pnb
d_zeros_align(&ht[jj], 2*pnb, 1); // TODO pnb
hpBAbt[jj] = pBAbt;
hdb[jj] = db;
d_zeros_align(&hrb[jj], anx, 1);
d_zeros_align(&hrq[jj], anz, 1);
d_zeros_align(&hrd[jj], pnb, 1); // TODO pnb
d_zeros_align(&hrz[jj], pnb, 1); // TODO pnb
}
d_zeros_align(&hq[N], anz, 1);
hZ[N] = Z;
hz[N] = z;
d_zeros_align(&hux[N], anz, 1);
d_zeros_align(&hpi[N], anx, 1);
d_zeros_align(&hlam[N], 2*pnb, 1); // TODO pnb
d_zeros_align(&ht[N], 2*pnb, 1); // TODO pnb
hdb[N] = db;
d_zeros_align(&hrq[N], anz, 1);
d_zeros_align(&hrd[N], pnb, 1); // TODO pnb
d_zeros_align(&hrz[N], pnb, 1); // TODO pnb
// starting guess
for(jj=0; jj<nx; jj++) hux[0][nu+jj]=x0[jj];
/************************************************
* riccati-like iteration
************************************************/
// double *work; d_zeros_align(&work, (N+1)*(pnz*cnl + 5*anz + 10*pnb + 2*anx) + 3*anz, 1); // work space
double *work; d_zeros_align(&work, (N+1)*(pnz*cnl + pnz + 5*anz + 10*pnb + 2*anx) + anz + pnz*cnx, 1); // work space
/* for(jj=0; jj<( (N+1)*(pnz*cnl + 4*anz + 4*pnb + 2*anx) + 3*anz ); jj++) work[jj] = -1.0;*/
int kk = 0; // acutal number of iterations
/* char prec = PREC; // double/single precision*/
/* double sp_thr = SP_THR; // threshold to switch between double and single precision*/
int k_max = K_MAX; // maximum number of iterations in the IP method
double mu_tol = MU_TOL; // tolerance in the duality measure
double alpha_min = ALPHA_MIN; // minimum accepted step length
double sigma[] = {0.4, 0.3, 0.01}; // control primal-dual IP behaviour
double *stat; d_zeros(&stat, 5, k_max); // stats from the IP routine
int compute_mult = COMPUTE_MULT;
int warm_start = WARM_START;
double mu = -1.0;
int hpmpc_status;
/* initizile the cost function */
// for(ii=0; ii<N; ii++)
// {
// for(jj=0; jj<pnz*cnz; jj++) hpQ[ii][jj]=pQ[jj];
// }
// for(jj=0; jj<pnz*cnz; jj++) hpQ[N][jj]=pQ[jj];
// initial states
double xx0[] = {3.5, 3.5, 3.66465, 2.15833, 1.81327, -0.94207, 1.86531, -2.35760, 2.91534, 1.79890, -1.49600, -0.76600, -2.60268, 1.92456, 1.66630, -2.28522, 3.12038, 1.83830, 1.93519, -1.87113};
/* warm up */
// initialize states and inputs
for(ii=0; ii<=N; ii++)
for(jj=0; jj<nx+nu; jj++)
hux[ii][jj] = 0;
hux[0][nu+0] = xx0[0];
hux[0][nu+1] = xx0[1];
// call the IP solver
// if(FREE_X0==0)
// {
if(IP==1)
hpmpc_status = d_ip_soft_mpc(&kk, k_max, mu0, mu_tol, alpha_min, warm_start, sigma, stat, nx, nu, N, nh, ns, hpBAbt, hpQ, hZ, hz, hdb, hux, compute_mult, hpi, hlam, ht, work);
else
hpmpc_status = d_ip2_soft_mpc(&kk, k_max, mu0, mu_tol, alpha_min, warm_start, sigma, stat, nx, nu, N, nh, ns, hpBAbt, hpQ, hZ, hz, hdb, hux, compute_mult, hpi, hlam, ht, work);
// }
// else
// {
// if(IP==1)
// hpmpc_status = d_ip_box_mhe_old(&kk, k_max, mu_tol, alpha_min, warm_start, sigma, stat, nx, nu, N, nb, hpBAbt, hpQ, hdb, hux, compute_mult, hpi, hlam, ht, work);
// else
// hpmpc_status = d_ip2_box_mhe_old(&kk, k_max, mu_tol, alpha_min, warm_start, sigma, stat, nx, nu, N, nb, hpBAbt, hpQ, hdb, hux, compute_mult, hpi, hlam, ht, work);
// }
#if 0
if(PRINTSTAT==1)
{
printf("\n");
printf("\n");
printf(" Print IP statistics of the last run (soft-constraints solver)\n");
printf("\n");
for(jj=0; jj<kk; jj++)
printf("k = %d\tsigma = %f\talpha = %f\tmu = %f\t\tmu = %e\talpha = %f\tmu = %f\tmu = %e\n", jj, stat[5*jj], stat[5*jj+1], stat[5*jj+2], stat[5*jj+2], stat[5*jj+3], stat[5*jj+4], stat[5*jj+4]);
printf("\n");
}
if(PRINTRES==1)
{
printf("\n");
printf("\n");
printf(" Print solution\n");
printf("\n");
printf("\nu = \n\n");
for(ii=0; ii<N; ii++)
d_print_mat(1, nu, hux[ii], 1);
printf("\nx = \n\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nx, hux[ii]+nu, 1);
printf("\nlam = \n\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, 2*nb, hlam[ii], 1);
}
#endif
int kk_avg = 0;
int kks_avg = 0;
/* timing */
struct timeval tv0, tv1, tv2, tv3, tv4, tv5;
// use general constraint to solve the soft-box-constrainted problem
#if 1
int nus = nu + 2*nx; // number of inputs and slack variables
int nbs = nus;
int ngs = nx;
const int nzs = nx+nus+1;
const int cnzs = ncl*((nzs+ncl-1)/ncl);
const int cngs = ncl*((ngs+ncl-1)/ncl);
const int cnxgs= ncl*((ngs+nx+ncl-1)/ncl);
const int pnzs = bs*((nzs+bs-1)/bs);
const int pnbs = bs*((nbs+bs-1)/bs); // simd aligned number of one-sided box constraints !!!!!!!!!!!!
const int pngs = bs*((ngs+bs-1)/bs); // simd aligned number of one-sided box constraints !!!!!!!!!!!!
const int cnls = cnzs<cnx+ncl ? cnx+ncl : cnzs;
const int anzs = nal*((nzs+nal-1)/nal);
double *pBAbts; d_zeros_align(&pBAbts, pnzs, cnx);
d_cvt_tran_mat2pmat(nx, nu, B, nx, 0, pBAbts, cnx);
d_cvt_tran_mat2pmat(nx, nx, A, nx, nus, pBAbts+nus/bs*cnx*bs+nus%bs, cnx);
for(jj=0; jj<nx; jj++)
pBAbts[(nx+nus)/bs*cnx*bs+(nx+nus)%bs+jj*bs] = b[jj];
//d_print_pmat (nzs, nx, bs, pBAbts, cnx);
double *ds; d_zeros_align(&ds, 2*pnbs+2*pngs, 1);
for(jj=0; jj<nu; jj++)
{
ds[jj] = - 0.5; // umin
ds[pnbs+jj] = - 0.5; // - umax
}
for(; jj<nus; jj++)
{
ds[jj] = 0.0; // smin
ds[pnbs+jj] = - 10.0; // - smax
}
for(jj=0; jj<ngs; jj++)
{
ds[2*pnbs+jj] = - 1.0; // xmin
ds[2*pnbs+pngs+jj] = - 1.0; // - xmax
}
//d_print_mat(1, 2*pnbs+2*pngs, ds, 1);
double *Cs; d_zeros(&Cs, ngs, nx);
double *Ds; d_zeros(&Ds, ngs, nus);
for(jj=0; jj<nx; jj++)
{
Cs[jj+jj*ngs] = 1.0;
Ds[jj+(nu+jj)*ngs] = 1.0;
Ds[jj+(nu+nx+jj)*ngs] = - 1.0;
}
double *pDCts; d_zeros_align(&pDCts, pnzs, cngs);
d_cvt_tran_mat2pmat(ngs, nus, Ds, ngs, 0, pDCts, cngs);
d_cvt_tran_mat2pmat(ngs, nx, Cs, ngs, nus, pDCts+nus/bs*cngs*bs+nus%bs, cngs);
//d_print_pmat(nus+nx, ngs, bs, pDCts, cngs);
double *Qs; d_zeros(&Qs, nzs, nzs);
d_copy_mat(nu, nu, Q, nz, Qs, nzs);
d_copy_mat(nx+1, nu, Q+nu, nz, Qs+nus, nzs);
d_copy_mat(nx+1, nx, Q+nu*(nz+1), nz, Qs+nus*(nzs+1), nzs);
for(jj=0; jj<nx; jj++)
{
Qs[(nu+jj)*(nzs+1)] = Z[2*nh+2*jj+0]; // TODO change when updated IP !!!!!
Qs[(nu+nx+jj)*(nzs+1)] = Z[2*nh+2*jj+1]; // TODO change when updated IP !!!!!
Qs[nus+nx+(nu+jj)*nzs] = z[2*nh+2*jj+0]; // TODO change when updated IP !!!!!
Qs[nus+nx+(nu+nx+jj)*nzs] = z[2*nh+2*jj+1]; // TODO change when updated IP !!!!!
}
double *pQs; d_zeros_align(&pQs, pnzs, cnzs);
d_cvt_mat2pmat(nzs, nzs, Qs, nzs, 0, pQs, cnzs);
//d_print_pmat(nzs, nzs, bs, pQs, cnzs);
double *hpQs[N+1];
double *huxs[N+1];
double *hpis[N+1];
double *hlams[N+1];
double *hts[N+1];
double *hpBAbts[N];
double *hpDCts[N+1];
double *hds[N+1];
for(jj=0; jj<N; jj++)
{
hpQs[jj] = pQs;
hpBAbts[jj] = pBAbts;
hpDCts[jj] = pDCts;
hds[jj] = ds;
d_zeros_align(&huxs[jj], pnzs, 1);
d_zeros_align(&hpis[jj], pnx, 1);
d_zeros_align(&hlams[jj], 2*pnbs+2*pngs, 1);
d_zeros_align(&hts[jj], 2*pnbs+2*pngs, 1);
}
hpQs[N] = pQs;
d_zeros_align(&hpDCts[N], pnzs, cngs);
d_zeros_align(&hds[N], 2*pnbs+2*pngs, 1);
d_zeros_align(&huxs[N], pnzs, 1);
d_zeros_align(&hpis[N], pnx, 1);
d_zeros_align(&hlams[N] ,2*pnbs+2*pngs, 1);
d_zeros_align(&hts[N], 2*pnbs+2*pngs, 1);
double *works; d_zeros_align(&works, (N+1)*(pnzs*cnls + pnzs + 5*anzs + 10*(pnbs+pngs) + 2*anx) + anzs + pnzs*cnxgs, 1); // work space
gettimeofday(&tv0, NULL); // start
for(rep=0; rep<nrep; rep++)
{
// initialize states and inputs
for(ii=0; ii<=N; ii++)
for(jj=0; jj<nx+nus; jj++)
huxs[ii][jj] = 0;
idx = rep%10;
huxs[0][nus+0] = xx0[2*idx];
huxs[0][nus+1] = xx0[2*idx+1];
if(IP==1)
hpmpc_status = d_ip_hard_mpc(&kk, k_max, mu0, mu_tol, alpha_min, warm_start, sigma, stat, nx, nus, N, nbs, ngs, ngs, hpBAbts, hpQs, hpDCts, hds, huxs, compute_mult, hpis, hlams, hts, works);
else
hpmpc_status = d_ip2_hard_mpc(&kk, k_max, mu0, mu_tol, alpha_min, warm_start, sigma, stat, nx, nus, N, nbs, ngs, ngs, hpBAbts, hpQs, hpDCts, hds, huxs, compute_mult, hpis, hlams, hts, works);
kks_avg += kk;
}
gettimeofday(&tv1, NULL); // stop
if(PRINTSTAT==1)
{
printf("\n");
printf("\n");
printf(" Print IP statistics of the last run (general-constraints solver)\n");
printf("\n");
for(jj=0; jj<kk; jj++)
printf("k = %d\tsigma = %f\talpha = %f\tmu = %f\t\tmu = %e\talpha = %f\tmu = %f\tmu = %e\n", jj, stat[5*jj], stat[5*jj+1], stat[5*jj+2], stat[5*jj+2], stat[5*jj+3], stat[5*jj+4], stat[5*jj+4]);
printf("\n");
}
if(PRINTRES==1)
{
printf("\n");
printf("\n");
printf(" Print solution\n");
printf("\n");
printf("\nus = \n\n");
for(ii=0; ii<N; ii++)
d_print_mat(1, nus, huxs[ii], 1);
printf("\nxs = \n\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nx, huxs[ii]+nus, 1);
}
for(jj=0; jj<N; jj++)
{
free(huxs[jj]);
free(hpis[jj]);
free(hlams[jj]);
free(hts[jj]);
}
free(hpDCts[N]);
free(hds[N]);
free(huxs[N]);
free(hpis[N]);
free(hlams[N]);
free(hts[N]);
free(works);
//exit(1);
#endif
gettimeofday(&tv2, NULL); // start
for(rep=0; rep<nrep; rep++)
{
idx = rep%10;
// x0[0] = xx0[2*idx];
// x0[1] = xx0[2*idx+1];
// initialize states and inputs
for(ii=0; ii<=N; ii++)
for(jj=0; jj<nx+nu; jj++)
hux[ii][jj] = 0;
hux[0][nu+0] = xx0[2*idx];
hux[0][nu+1] = xx0[2*idx+1];
// call the IP solver
// if(FREE_X0==0)
// {
if(IP==1)
hpmpc_status = d_ip_soft_mpc(&kk, k_max, mu0, mu_tol, alpha_min, warm_start, sigma, stat, nx, nu, N, nh, ns, hpBAbt, hpQ, hZ, hz, hdb, hux, compute_mult, hpi, hlam, ht, work);
else
hpmpc_status = d_ip2_soft_mpc(&kk, k_max, mu0, mu_tol, alpha_min, warm_start, sigma, stat, nx, nu, N, nh, ns, hpBAbt, hpQ, hZ, hz, hdb, hux, compute_mult, hpi, hlam, ht, work);
// }
// else
// {
// if(IP==1)
// hpmpc_status = d_ip_box_mhe_old(&kk, k_max, mu_tol, alpha_min, warm_start, sigma, stat, nx, nu, N, nb, hpBAbt, hpQ, hdb, hux, compute_mult, hpi, hlam, ht, work);
// else
// hpmpc_status = d_ip2_box_mhe_old(&kk, k_max, mu_tol, alpha_min, warm_start, sigma, stat, nx, nu, N, nb, hpBAbt, hpQ, hdb, hux, compute_mult, hpi, hlam, ht, work);
// }
kk_avg += kk;
}
gettimeofday(&tv3, NULL); // stop
// restore linear part of cost function
for(ii=0; ii<N; ii++)
{
for(jj=0; jj<nx+nu; jj++) hq[ii][jj] = Q[nx+nu+nz*jj];
}
for(jj=0; jj<nx+nu; jj++) hq[N][jj] = Q[nx+nu+nz*jj];
// residuals computation
// if(FREE_X0==0)
d_res_ip_soft_mpc(nx, nu, N, nh, ns, hpBAbt, hpQ, hq, hZ, hz, hux, hdb, hpi, hlam, ht, hrq, hrb, hrd, hrz, &mu);
// else
// d_res_ip_box_mhe_old(nx, nu, N, nb, hpBAbt, hpQ, hq, hux, hdb, hpi, hlam, ht, hrq, hrb, hrd, &mu);
if(PRINTSTAT==1)
{
printf("\n");
printf("\n");
printf(" Print IP statistics of the last run (soft-constraints solver)\n");
printf("\n");
for(jj=0; jj<kk; jj++)
printf("k = %d\tsigma = %f\talpha = %f\tmu = %f\t\tmu = %e\talpha = %f\tmu = %f\tmu = %e\n", jj, stat[5*jj], stat[5*jj+1], stat[5*jj+2], stat[5*jj+2], stat[5*jj+3], stat[5*jj+4], stat[5*jj+4]);
printf("\n");
}
if(PRINTRES==1)
{
printf("\n");
printf("\n");
printf(" Print solution\n");
printf("\n");
printf("\nu = \n\n");
for(ii=0; ii<N; ii++)
d_print_mat(1, nu, hux[ii], 1);
printf("\nx = \n\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nx, hux[ii]+nu, 1);
printf("\nlam = \n\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, 2*nb, hlam[ii], 1);
}
if(PRINTRES==1 && COMPUTE_MULT==1)
{
// print result
// print result
printf("\n");
printf("\n");
printf(" Print residuals\n\n");
printf("\n");
printf("\n");
printf("rq = \n\n");
// if(FREE_X0==0)
// {
d_print_mat(1, nu, hrq[0], 1);
for(ii=1; ii<=N; ii++)
/* d_print_mat_e(1, nx+nu, hrq[ii], 1);*/
d_print_mat(1, nx+nu, hrq[ii], 1);
// }
// else
// {
// for(ii=0; ii<=N; ii++)
///* d_print_mat_e(1, nx+nu, hrq[ii], 1);*/
// d_print_mat(1, nx+nu, hrq[ii], 1);
// }
printf("rz = \n\n");
for(ii=0; ii<=N; ii++)
// d_print_mat_e(1, 2*nb-2*nu, hrz[ii]+2*nu, 1);
d_print_mat(1, 2*nb-2*nu, hrz[ii]+2*nu, 1);
printf("\n");
printf("\n");
printf("\n");
printf("\n");
printf("rb = \n\n");
for(ii=0; ii<N; ii++)
/* d_print_mat_e(1, nx, hrb[ii], 1);*/
d_print_mat(1, nx, hrb[ii], 1);
printf("\n");
printf("\n");
printf("rd = \n\n");
for(ii=0; ii<=N; ii++)
/* d_print_mat_e(1, 2*nb, hrd[ii], 1);*/
d_print_mat(1, 2*nb, hrd[ii], 1);
printf("\n");
printf("\n");
printf("mu = %e\n\n", mu);
}
/* printf("\nnx\tnu\tN\tkernel\n\n");*/
/* printf("\n%d\t%d\t%d\t%e\n\n", nx, nu, N, time);*/
/**************************************************************************************************
*
* time-variant nx and nu, sparse box and soft constraints format
*
**************************************************************************************************/
// problem size
int nx_tv[N+1];
int nu_tv[N+1];
int nb_tv[N+1];
int ng_tv[N+1];
int ns_tv[N+1];
int nz_tv[N+1]; // vector of zeros
// first stage
nx_tv[0] = 0;
nu_tv[0] = nu;
nb_tv[0] = nu;
ng_tv[0] = 0;
ns_tv[0] = 0;
nz_tv[0] = 0;
// middle stages
for(ii=1; ii<N; ii++)
{
nx_tv[ii] = nx;
nu_tv[ii] = nu;
nb_tv[ii] = nu;
ng_tv[ii] = 0;
ns_tv[ii] = nx;
nz_tv[ii] = 0;
}
// last stage
nx_tv[N] = nx;
nu_tv[N] = 0;
nb_tv[N] = 0;
ng_tv[N] = 0;
ns_tv[N] = nx;
nz_tv[N] = 0;
// matrix sizes
int pnz_tv[N+1];
int pnx_tv[N+1];
int pnb_tv[N+1];
int png_tv[N+1];
int pns_tv[N+1];
int cnz_tv[N+1];
int cnx_tv[N+1];
int cnl_tv[N+1];
for(ii=0; ii<=N; ii++)
{
pnz_tv[ii] = (nu_tv[ii]+nx_tv[ii]+1+bs-1)/bs*bs;
pnx_tv[ii] = (nx_tv[ii]+bs-1)/bs*bs;
pnb_tv[ii] = (nb_tv[ii]+bs-1)/bs*bs;
png_tv[ii] = (ng_tv[ii]+bs-1)/bs*bs;
pns_tv[ii] = (ns_tv[ii]+bs-1)/bs*bs;
cnz_tv[ii] = (nu_tv[ii]+nx_tv[ii]+1+ncl-1)/ncl*ncl;
cnx_tv[ii] = (nx_tv[ii]+ncl-1)/ncl*ncl;
cnl_tv[ii] = cnz_tv[ii]<cnx_tv[ii]+ncl ? cnx_tv[ii]+ncl : cnz_tv[ii];
}
// for(ii=0; ii<=N; ii++)
// printf("\n%d\t%d\t%d\t%d\t%d\t%d\t%d\n", pnz_tv[ii], pnx_tv[ii], pnb_tv[ii], pns_tv[ii], cnz_tv[ii], cnx_tv[ii], cnl_tv[ii]);
// state-space matrices
//d_print_mat(nx, nx, A, nx);
//d_print_mat(nx, nu, B, nx);
//for(ii=0; ii<nx; ii++) b[ii] = 1.0;
//d_print_mat(nx, 1, b, nx);
//d_print_mat(nx, 1, x0, nx);
// compute b0
double *pA; d_zeros_align(&pA, pnx, cnx);
d_cvt_mat2pmat(nx, nx, A, nx, 0, pA, cnx);
double *b0; d_zeros_align(&b0, pnx, 1);
dgemv_n_lib(nx, nx, pA, cnx, x0, 1, b, b0);
//d_print_pmat(nx, nx, bs, pA, cnx);
//d_print_mat(nx, 1, b0, nx);
double *pBAbt0; d_zeros_align(&pBAbt0, pnz_tv[0], cnx_tv[1]);
d_cvt_tran_mat2pmat(nx, nu, B, nx, 0, pBAbt0, cnx_tv[1]);
d_cvt_tran_mat2pmat(nx, 1, b0, nx, nu, pBAbt0+nu/bs*bs*cnx_tv[1]+nu%bs, cnx_tv[1]);
//d_print_pmat(nu_tv[0]+nx_tv[0]+1, nx_tv[1], bs, pBAbt0, cnx_tv[1]);
double *pBAbt1; d_zeros_align(&pBAbt1, pnz_tv[1], cnx_tv[2]);
d_cvt_tran_mat2pmat(nx, nu, B, nx, 0, pBAbt1, cnx_tv[2]);
d_cvt_tran_mat2pmat(nx, nx, A, nx, nu, pBAbt1+nu/bs*bs*cnx_tv[2]+nu%bs, cnx_tv[2]);
d_cvt_tran_mat2pmat(nx, 1, b, nx, nu+nx, pBAbt1+(nu+nx)/bs*bs*cnx_tv[2]+(nu+nx)%bs, cnx_tv[2]);
// d_print_pmat(nu_tv[1]+nx_tv[1]+1, nx_tv[2], bs, pBAbt1, cnx_tv[2]);
double *(hpBAbt_tv[N]);
hpBAbt_tv[0] = pBAbt0;
for(ii=1; ii<N; ii++)
hpBAbt_tv[ii] = pBAbt1;
// cost function matrices
//for(ii=nu; ii<nu+nx; ii++) Q[ii*(nz+1)] = 1.0; // TODO remove !!!!
//d_print_mat(nz, nz, Q, nz);
double *q; d_zeros_align(&q, pnz, 1);
for(ii=0; ii<nu; ii++) q[ii] = Q[nu+nx+ii*nz];
//d_print_mat(nu, 1, q, nu);
double *pS; d_zeros_align(&pS, pnu, cnx);
d_cvt_tran_mat2pmat(nx, nu, Q+nu, nz, 0, pS, cnx);
//d_print_pmat(nu, nx, bs, pS, cnx);
double *q0; d_zeros_align(&q0, pnz_tv[0], 1);
dgemv_n_lib(nu, nx, pS, cnx, x0, 1, q, q0);
//d_print_mat(nu, 1, q0, nu);
double *pQ0; d_zeros_align(&pQ0, pnz_tv[0], cnz_tv[0]);
d_cvt_mat2pmat(nu, nu, Q, nz, 0, pQ0, cnz_tv[0]);
d_cvt_tran_mat2pmat(nu, 1, q0, nu, nu, pQ0+nu/bs*bs*cnz_tv[0]+nu%bs, cnz_tv[0]);
//d_print_pmat(nu_tv[0]+nx_tv[0]+1, nu_tv[0]+nx_tv[0]+1, bs, pQ0, pnz_tv[0]);
double *pQ1; d_zeros_align(&pQ1, pnz_tv[1], cnz_tv[1]);
d_cvt_mat2pmat(nz, nz, Q, nz, 0, pQ1, cnz_tv[1]);
//d_print_pmat(nu_tv[1]+nx_tv[1]+1, nu_tv[1]+nx_tv[1]+1, bs, pQ1, pnz_tv[1]);
double *pQN; d_zeros_align(&pQN, pnz_tv[N], cnz_tv[N]);
d_cvt_mat2pmat(nx+1, nx+1, Q+nu*(nz+1), nz, 0, pQN, cnz_tv[N]);
//d_print_pmat(nu_tv[N]+nx_tv[N]+1, nu_tv[N]+nx_tv[N]+1, bs, pQN, cnz_tv[N]);
double *(hpQ_tv[N+1]);
hpQ_tv[0] = pQ0;
for(ii=1; ii<N; ii++)
hpQ_tv[ii] = pQ1;
hpQ_tv[N] = pQN;
double *(hpL_tv[N+1]);
for(ii=0; ii<=N; ii++)
d_zeros_align(&hpL_tv[ii], pnz_tv[ii], cnl_tv[ii]);
double *(hdL_tv[N+1]);
for(ii=0; ii<=N; ii++)
d_zeros_align(&hdL_tv[ii], pnz_tv[ii], 1);
double *hux_tv[N+1];
for(ii=0; ii<=N; ii++)
d_zeros_align(&hux_tv[ii], (nu_tv[ii]+nx_tv[ii]+bs-1)/bs*bs, 1);
double *hpi_tv[N+1];
for(ii=0; ii<=N; ii++)
d_zeros_align(&hpi_tv[ii], pnx_tv[ii], 1);
// dummy variables
int **pdummyi;
double **pdummyd;
#if 0
// work space
double *ric_tv_work; d_zeros_align(&ric_tv_work, d_ric_sv_mpc_tv_work_space_size_double(N, nx_tv, nu_tv, nz_tv, nz_tv), 1);
double *ric_tv_diag; d_zeros_align(&ric_tv_diag, pnz, 1);
// call the Riccati solver
d_back_ric_sv_tv(N, nx_tv, nu_tv, hpBAbt_tv, hpQ_tv, hux_tv, hpL_tv, hdL_tv, ric_tv_work, ric_tv_diag, 0, pdummyd, 1, hpi_tv, nz_tv, pdummyi, pdummyd, pdummyd, nz_tv, pdummyd, pdummyd, pdummyd);
// print solution
for(ii=0; ii<=N; ii++)
d_print_mat(1, nu_tv[ii]+nx_tv[ii], hux_tv[ii], 1);
#endif
// constraints
int *idxb0 = (int *) malloc((nb_tv[0]+ns_tv[0])*sizeof(int));
double *db0; d_zeros_align(&db0, 2*pnb_tv[0]+2*pns_tv[0], 1);
int nbu0;
nbu0 = nu_tv[0]<nb_tv[0] ? nu_tv[0] : nb_tv[0];
idx = 0;
for(jj=0; jj<nbu0; jj++)
{
idxb0[idx] = idx;
db0[0*pnb_tv[0]+jj] = - 0.5; // umin_hard
db0[1*pnb_tv[0]+jj] = - 0.5; // umax_hard
idx++;
}
int *idxb1 = (int *) malloc((nb_tv[1]+ns_tv[1])*sizeof(int));
double *db1; d_zeros_align(&db1, 2*pnb_tv[1]+2*pns_tv[1], 1);
nbu0 = nu_tv[1]<nb_tv[1] ? nu_tv[1] : nb_tv[1];
idx = 0;
for(jj=0; jj<nbu0; jj++)
{
idxb1[idx] = idx;
db1[0*pnb_tv[1]+jj] = - 0.5; // umin_hard
db1[1*pnb_tv[1]+jj] = - 0.5; // umax_hard
idx++;
}
for(jj=nu_tv[1]; jj<nb_tv[1]; jj++)
{
idxb1[idx] = idx;
db1[0*pnb_tv[1]+jj] = - 4.0; // xmin_hard
db1[1*pnb_tv[1]+jj] = - 4.0; // xmax_hard
idx++;
}
for(jj=0; jj<ns_tv[1]; jj++)
{
idxb1[idx] = idx;
db1[2*pnb_tv[1]+0*pns_tv[1]+jj] = - 1.0; // xmin_soft
db1[2*pnb_tv[1]+1*pns_tv[1]+jj] = - 1.0; // xmax soft
idx++;
}
int *idxbN = (int *) malloc((nb_tv[N]+ns_tv[N])*sizeof(int));
double *dbN; d_zeros_align(&dbN, 2*pnb_tv[N]+2*pns_tv[N], 1);
idx = 0;
for(jj=nu_tv[N]; jj<nb_tv[N]; jj++)
{
idxbN[idx] = idx;
dbN[0*pnb_tv[N]+jj] = - 4.0; // xmin_hard
dbN[1*pnb_tv[N]+jj] = - 4.0; // xmax_hard
idx++;
}
for(jj=0; jj<ns_tv[N]; jj++)
{
idxbN[idx] = idx;
dbN[2*pnb_tv[N]+0*pns_tv[N]+jj] = - 1.0; // xmin_soft
dbN[2*pnb_tv[N]+1*pns_tv[N]+jj] = - 1.0; // xmax soft
idx++;
}
int *idxb_tv[N+1];
double *hdb_tv[N+1];
idxb_tv[0] = idxb0;
hdb_tv[0] = db0;
for(ii=1; ii<N; ii++)
{
idxb_tv[ii] = idxb1;
hdb_tv[ii] = db1;
}
idxb_tv[N] = idxbN;
hdb_tv[N] = dbN;
#if 0
for(ii=0; ii<=N; ii++)
{
for(jj=0; jj<nb_tv[ii]+ns_tv[ii]; jj++)
printf("\t%d", idxb_tv[ii][jj]);
printf("\n");
}
#endif
// cost function of the soft contraint slack variables
double *Z1; d_zeros_align(&Z1, 2*pns_tv[1], 1);
for(ii=0; ii<ns_tv[1]; ii++)
{
Z1[0*pns_tv[1]+ii] = 0.0;
Z1[1*pns_tv[1]+ii] = 0.0;
}
double *z1; d_zeros_align(&z1, 2*pns_tv[1], 1);
for(ii=0; ii<ns_tv[1]; ii++)
{
z1[0*pns_tv[1]+ii] = 100.0;
z1[1*pns_tv[1]+ii] = 100.0;
}
double *hZ_tv[N+1];
double *hz_tv[N+1];
for(ii=0; ii<=N; ii++)
{
hZ_tv[ii] = Z1;
hz_tv[ii] = z1;
}
// maximum element in cost functions
mu0 = 1.0;
for(ii=0; ii<nu+nx; ii++)
for(jj=0; jj<nu+nx; jj++)
mu0 = fmax(mu0, Q[jj+nz*ii]);
for(ii=0; ii<ns; ii++)
{
mu0 = fmax(mu0, Z[0*pns_tv[1]+ii]);
mu0 = fmax(mu0, Z[1*pns_tv[1]+ii]);
mu0 = fmax(mu0, z[0*pns_tv[1]+ii]);
mu0 = fmax(mu0, z[1*pns_tv[1]+ii]);
}
//printf("\n mu0 = %f\n", mu0);
// lagrangian multipliers and slack variables
double *hlam_tv[N+1];
double *ht_tv[N+1];
for(ii=0; ii<=N; ii++)
{
d_zeros_align(&hlam_tv[ii], 2*pnb_tv[ii]+2*png_tv[ii]+4*pns_tv[ii], 1);
d_zeros_align(&ht_tv[ii], 2*pnb_tv[ii]+2*png_tv[ii]+4*pns_tv[ii], 1);
}
// ip soft work space
double *ip_soft_tv_work; d_zeros_align(&ip_soft_tv_work, d_ip2_soft_mpc_tv_work_space_size_double(N, nx_tv, nu_tv, nb_tv, ng_tv, ns_tv), 1);
// call the ip soft solver
d_ip2_soft_mpc_tv(&kk, k_max, mu0, mu_tol, alpha_min, warm_start, sigma, stat, N, nx_tv, nu_tv, nb_tv, idxb_tv, ng_tv, ns_tv, hpBAbt_tv, hpQ_tv, hZ_tv, hz_tv, pdummyd, hdb_tv, hux_tv, 1, hpi_tv, hlam_tv, ht_tv, ip_soft_tv_work);
int kk_avg_tv = 0;
gettimeofday(&tv4, NULL); // start
for(rep=0; rep<nrep; rep++)
{
idx = rep%10;
// x0[0] = xx0[2*idx];
// x0[1] = xx0[2*idx+1];
// initialize states and inputs
// for(ii=0; ii<=N; ii++)
// for(jj=0; jj<nx+nu; jj++)
// hux[ii][jj] = 0;
x0[0] = xx0[2*idx];
x0[1] = xx0[2*idx+1];
// update initial state embedded in b and r
dgemv_n_lib(nx, nx, pA, cnx, x0, 1, b, b0);
d_cvt_tran_mat2pmat(nx, 1, b0, nx, nu, pBAbt0+nu/bs*bs*cnx_tv[1]+nu%bs, cnx_tv[1]);
dgemv_n_lib(nu, nx, pS, cnx, x0, 1, q, q0);
d_cvt_tran_mat2pmat(nu, 1, q0, nu, nu, pQ0+nu/bs*bs*cnz_tv[0]+nu%bs, cnz_tv[0]);
// call the IP solver
d_ip2_soft_mpc_tv(&kk, k_max, mu0, mu_tol, alpha_min, warm_start, sigma, stat, N, nx_tv, nu_tv, nb_tv, idxb_tv, ng_tv, ns_tv, hpBAbt_tv, hpQ_tv, hZ_tv, hz_tv, pdummyd, hdb_tv, hux_tv, 1, hpi_tv, hlam_tv, ht_tv, ip_soft_tv_work);
kk_avg_tv += kk;
}
gettimeofday(&tv5, NULL); // stop
double *hrq_tv[N+1];
double *hrb_tv[N];
double *hrd_tv[N+1];
double *hrz_tv[N+1];
double *hq_tv[N+1];
for(ii=0; ii<N; ii++)
{
d_zeros_align(&hrq_tv[ii], pnz_tv[ii], 1);
d_zeros_align(&hrb_tv[ii], pnx_tv[ii+1], 1);
d_zeros_align(&hrd_tv[ii], 2*pnb_tv[ii]+2*png_tv[ii]+2*pns_tv[ii], 1);
d_zeros_align(&hrz_tv[ii], 2*pns_tv[ii], 1);
d_zeros_align(&hq_tv[ii], pnz_tv[ii], 1);
}
d_zeros_align(&hrq_tv[N], pnz_tv[N], 1);
d_zeros_align(&hrd_tv[N], 2*pnb_tv[N]+2*png_tv[N]+2*pns_tv[N], 1);
d_zeros_align(&hrz_tv[N], 2*pns_tv[N], 1);
d_zeros_align(&hq_tv[N], pnz_tv[N], 1);
// restore linear part of cost function
for(ii=0; ii<=N; ii++)
{
drowex_lib(nu_tv[ii]+nx_tv[ii], hpQ_tv[ii]+(nu_tv[ii]+nx_tv[ii])/bs*bs*cnz_tv[ii]+(nu_tv[ii]+nx_tv[ii])%bs, hq_tv[ii]);
}
// residuals computation
// d_res_ip_soft_mpc(nx, nu, N, nh, ns, hpBAbt, hpQ, hq, hZ, hz, hux, hdb, hpi, hlam, ht, hrq, hrb, hrd, hrz, &mu);
d_res_ip_soft_mpc_tv(N, nx_tv, nu_tv, nb_tv, idxb_tv, ng_tv, ns_tv, hpBAbt_tv, hpQ_tv, hq_tv, hZ_tv, hz_tv, hux_tv, pdummyd, hdb_tv, hpi_tv, hlam_tv, ht_tv, hrq_tv, hrb_tv, hrd_tv, hrz_tv, &mu);
if(PRINTSTAT==1)
{
printf("\n");
printf("\n");
printf(" Print IP statistics of the last run (soft-constraints time-variant solver)\n");
printf("\n");
for(jj=0; jj<kk; jj++)
printf("k = %d\tsigma = %f\talpha = %f\tmu = %f\t\tmu = %e\talpha = %f\tmu = %f\tmu = %e\n", jj, stat[5*jj], stat[5*jj+1], stat[5*jj+2], stat[5*jj+2], stat[5*jj+3], stat[5*jj+4], stat[5*jj+4]);
printf("\n");
}
if(PRINTRES==1)
{
printf("\n");
printf("\n");
printf(" Print solution\n");
printf("\n");
// print solution
printf("\nhux_tv = \n\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nu_tv[ii]+nx_tv[ii], hux_tv[ii], 1);
}
if(PRINTRES==1 && COMPUTE_MULT==1)
{
// print result
// print result
printf("\n");
printf("\n");
printf(" Print residuals\n\n");
printf("\n");
printf("\n");
printf("rq = \n\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nu_tv[ii]+nx_tv[ii], hrq_tv[ii], 1);
printf("\n");
printf("\n");
printf("rz = \n\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, 2*pns_tv[ii], hrz_tv[ii], 1);
printf("\n");
printf("\n");
printf("rb = \n\n");
for(ii=0; ii<N; ii++)
d_print_mat(1, nx_tv[ii], hrb_tv[ii], 1);
printf("\n");
printf("\n");
printf("rd = \n\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, 2*pnb_tv[ii]+2*png_tv[ii]+2*pns_tv[ii], hrd_tv[ii], 1);
printf("\n");
printf("\n");
printf("mu = %e\n\n", mu);
}
// free memory
free(pA);
free(b0);
free(pBAbt0);
free(pBAbt1);
free(pQ0);
free(pQ1);
free(pQN);
free(idxb0);
free(idxb1);
free(idxbN);
free(db0);
free(db1);
free(dbN);
free(Z1);
free(z1);
for(ii=0; ii<=N; ii++) free(hpL_tv[ii]);
for(ii=0; ii<=N; ii++) free(hdL_tv[ii]);
for(ii=0; ii<=N; ii++) free(hux_tv[ii]);
for(ii=0; ii<=N; ii++) free(hpi_tv[ii]);
for(ii=0; ii<=N; ii++) free(hlam_tv[ii]);
for(ii=0; ii<=N; ii++) free(ht_tv[ii]);
for(ii=0; ii<=N; ii++) free(hrq_tv[ii]);
for(ii=0; ii<N; ii++) free(hrb_tv[ii]);
for(ii=0; ii<=N; ii++) free(hrd_tv[ii]);
for(ii=0; ii<=N; ii++) free(hrz_tv[ii]);
for(ii=0; ii<=N; ii++) free(hq_tv[ii]);
/**************************************************************************************************
* printing timings
**************************************************************************************************/
double times = (tv1.tv_sec-tv0.tv_sec)/(nrep+0.0)+(tv1.tv_usec-tv0.tv_usec)/(nrep*1e6);
double time = (tv3.tv_sec-tv2.tv_sec)/(nrep+0.0)+(tv3.tv_usec-tv2.tv_usec)/(nrep*1e6);
double time_tv = (tv5.tv_sec-tv4.tv_sec)/(nrep+0.0)+(tv5.tv_usec-tv4.tv_usec)/(nrep*1e6);
/* printf("\nnx\tnu\tN\tkernel\n\n");*/
/* printf("\n%d\t%d\t%d\t%e\n\n", nx, nu, N, time);*/
printf("\n");
printf(" Average number of iterations over %d runs: %5.1f (soft-constraints solver)\n", nrep, kk_avg / (double) nrep);
printf(" Average number of iterations over %d runs: %5.1f (general-constraints solver)\n", nrep, kks_avg / (double) nrep);
printf(" Average number of iterations over %d runs: %5.1f (soft-constraints time-variant solver)\n", nrep, kk_avg_tv / (double) nrep);
printf("\n");
printf(" Average solution time over %d runs: %5.2e seconds (soft-constraints solver)\n", nrep, time);
printf(" Average solution time over %d runs: %5.2e seconds (general-constraints solver)\n", nrep, times);
printf(" Average solution time over %d runs: %5.2e seconds (soft-constraints time-variant solver)\n", nrep, time_tv);
printf("\n");
/************************************************
* free memory and return
************************************************/
free(A);
free(B);
free(b);
free(x0);
/* free(BAb);*/
/* free(BAbt);*/
free(pBAbt);
free(db);
free(Q);
free(pQ);
free(Z);
free(z);
free(work);
free(stat);
for(jj=0; jj<N; jj++)
{
// free(hpQ[jj]);
free(hq[jj]);
free(hux[jj]);
free(hpi[jj]);
free(hlam[jj]);
free(ht[jj]);
free(hrb[jj]);
free(hrq[jj]);
free(hrd[jj]);
free(hrz[jj]);
}
// free(hpQ[N]);
free(hq[N]);
free(hux[N]);
free(hpi[N]);
free(hlam[N]);
free(ht[N]);
free(hrq[N]);
free(hrd[N]);
free(hrz[N]);
return 0;
}
int main()
{
printf("\n");
printf("\n");
printf("\n");
printf(" HPMPC -- Library for High-Performance implementation of solvers for MPC.\n");
printf(" Copyright (C) 2014 by Technical University of Denmark. All rights reserved.\n");
printf("\n");
printf(" HPMPC is distributed in the hope that it will be useful,\n");
printf(" but WITHOUT ANY WARRANTY; without even the implied warranty of\n");
printf(" MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.\n");
printf(" See the GNU Lesser General Public License for more details.\n");
printf("\n");
printf("\n");
printf("\n");
#if defined(TARGET_X64_AVX2) || defined(TARGET_X64_AVX) || defined(TARGET_X64_SSE3) || defined(TARGET_X86_ATOM) || defined(TARGET_AMD_SSE3)
/* printf("\nflush subnormals to zero\n");*/
_MM_SET_FLUSH_ZERO_MODE(_MM_FLUSH_ZERO_ON); // flush to zero subnormals !!! works only with one thread !!!
#endif
int ii, jj, idx;
int rep, nrep=NREP;
int nx = NX; // number of states (it has to be even for the mass-spring system test problem)
int nu = NU; // number of inputs (controllers) (it has to be at least 1 and at most nx/2 for the mass-spring system test problem)
int N = NN; // horizon lenght
int nb = NB; // number of box constrained inputs and states
printf(" Test problem: mass-spring system with %d masses and %d controls.\n", nx/2, nu);
printf("\n");
printf(" MPC problem size: %d states, %d inputs, %d horizon length, %d two-sided box constraints.\n", nx, nu, N, nb);
printf("\n");
#if IP == 1
printf(" IP method parameters: primal-dual IP, double precision, %d maximum iterations, %5.1e exit tolerance in duality measure (edit file test_d_ip_box.c to change them).\n", K_MAX, MU_TOL);
#elif IP == 2
printf(" IP method parameters: predictor-corrector IP, double precision, %d maximum iterations, %5.1e exit tolerance in duality measure (edit file test_d_ip_box.c to change them).\n", K_MAX, MU_TOL);
#else
printf(" Wrong value for IP solver choice: %d\n", IP);
#endif
int info = 0;
const int bs = D_MR; //d_get_mr();
const int ncl = D_NCL;
const int nal = bs*ncl; // number of doubles per cache line
const int nz = nx+nu+1;
const int pnz = bs*((nz+bs-1)/bs);
const int pnx = bs*((nx+bs-1)/bs);
const int cnz = ncl*((nx+nu+1+ncl-1)/ncl);
const int cnx = ncl*((nx+ncl-1)/ncl);
const int pnb = bs*((2*nb+bs-1)/bs); // packed number of box constraints
const int anz = nal*((nz+nal-1)/nal);
const int anx = nal*((nx+nal-1)/nal);
const int anb = nal*((2*nb+nal-1)/nal); // cache aligned number of box constraints
const int pad = (ncl-nx%ncl)%ncl; // packing between BAbtL & P
const int cnl = cnz<cnx+ncl ? nx+pad+cnx+ncl : nx+pad+cnz;
/************************************************
* dynamical system
************************************************/
double *A; d_zeros(&A, nx, nx); // states update matrix
double *B; d_zeros(&B, nx, nu); // inputs matrix
double *b; d_zeros(&b, nx, 1); // states offset
double *x0; d_zeros(&x0, nx, 1); // initial state
double Ts = 0.5; // sampling time
mass_spring_system(Ts, nx, nu, N, A, B, b, x0);
for(jj=0; jj<nx; jj++)
b[jj] = 0.1;
for(jj=0; jj<nx; jj++)
x0[jj] = 0;
x0[0] = 3.5;
x0[1] = 3.5;
// d_print_mat(nx, nx, A, nx);
// d_print_mat(nx, nu, B, nx);
// d_print_mat(nx, 1, b, nx);
// d_print_mat(nx, 1, x0, nx);
/* packed */
/* double *BAb; d_zeros(&BAb, nx, nz);*/
/* dmcopy(nx, nu, B, nx, BAb, nx);*/
/* dmcopy(nx, nx, A, nx, BAb+nu*nx, nx);*/
/* dmcopy(nx, 1 , b, nx, BAb+(nu+nx)*nx, nx);*/
/* transposed */
/* double *BAbt; d_zeros_align(&BAbt, pnz, pnz);*/
/* for(ii=0; ii<nx; ii++)*/
/* for(jj=0; jj<nz; jj++)*/
/* {*/
/* BAbt[jj+pnz*ii] = BAb[ii+nx*jj];*/
/* }*/
/* packed into contiguous memory */
double *pBAbt; d_zeros_align(&pBAbt, pnz, cnx);
/* d_cvt_mat2pmat(nz, nx, 0, bs, BAbt, pnz, pBAbt, cnx);*/
/* d_cvt_tran_mat2pmat(nx, nz, 0, bs, BAb, nx, pBAbt, cnx);*/
d_cvt_tran_mat2pmat(nx, nu, 0, bs, B, nx, pBAbt, cnx);
d_cvt_tran_mat2pmat(nx, nx, nu, bs, A, nx, pBAbt+nu/bs*cnx*bs+nu%bs, cnx);
for (jj = 0; jj<nx; jj++)
pBAbt[(nx+nu)/bs*cnx*bs+(nx+nu)%bs+jj*bs] = b[jj];
/* d_print_pmat (nz, nx, bs, pBAbt, cnx);*/
/* exit(1);*/
/************************************************
* box constraints
************************************************/
double *db; d_zeros_align(&db, 2*nb, 1);
for(jj=0; jj<2*nu; jj++)
db[jj] = - 0.5; // umin
for(; jj<2*nb; jj++)
db[jj] = - 4.0; // xmin
/************************************************
* cost function
************************************************/
double *Q; d_zeros_align(&Q, pnz, pnz);
for(ii=0; ii<nu; ii++) Q[ii*(pnz+1)] = 2.0;
for(; ii<pnz; ii++) Q[ii*(pnz+1)] = 1.0;
for(ii=0; ii<nz; ii++) Q[nx+nu+ii*pnz] = 0.1;
/* Q[(nx+nu)*(pnz+1)] = 1e35; // large enough (not needed any longer) */
/* packed into contiguous memory */
double *pQ; d_zeros_align(&pQ, pnz, cnz);
d_cvt_mat2pmat(nz, nz, 0, bs, Q, pnz, pQ, cnz);
/************************************************
* matrices series
************************************************/
double *(hpQ[N+1]);
double *(hq[N+1]);
double *(hux[N+1]);
double *(hpi[N+1]);
double *(hlam[N+1]);
double *(ht[N+1]);
double *(hpBAbt[N]);
double *(hdb[N+1]);
double *(hrb[N]);
double *(hrq[N+1]);
double *(hrd[N+1]);
for(jj=0; jj<N; jj++)
{
d_zeros_align(&hpQ[jj], pnz, cnz);
}
d_zeros_align(&hpQ[N], pnz, pnz);
for(jj=0; jj<N; jj++)
{
d_zeros_align(&hq[jj], anz, 1);
d_zeros_align(&hux[jj], anz, 1);
d_zeros_align(&hpi[jj], anx, 1);
d_zeros_align(&hlam[jj],anb, 1); // TODO pnb
d_zeros_align(&ht[jj], anb, 1); // TODO pnb
hpBAbt[jj] = pBAbt;
hdb[jj] = db;
d_zeros_align(&hrb[jj], anx, 1);
d_zeros_align(&hrq[jj], anz, 1);
d_zeros_align(&hrd[jj], anb, 1); // TODO pnb
}
d_zeros_align(&hq[N], anz, 1);
d_zeros_align(&hux[N], anz, 1);
d_zeros_align(&hpi[N], anx, 1);
d_zeros_align(&hlam[N], anb, 1); // TODO pnb
d_zeros_align(&ht[N], anb, 1); // TODO pnb
hdb[N] = db;
d_zeros_align(&hrq[N], anz, 1);
d_zeros_align(&hrd[N], anb, 1); // TODO pnb
// starting guess
for(jj=0; jj<nx; jj++) hux[0][nu+jj]=x0[jj];
/************************************************
* riccati-like iteration
************************************************/
double *work; d_zeros_align(&work, (N+1)*(pnz*cnl + 4*anz + 4*anb + 2*anx) + 3*anz, 1); // work space
/* for(jj=0; jj<( (N+1)*(pnz*cnl + 4*anz + 4*anb + 2*anx) + 3*anz ); jj++) work[jj] = -1.0;*/
int kk = 0; // acutal number of iterations
/* char prec = PREC; // double/single precision*/
/* double sp_thr = SP_THR; // threshold to switch between double and single precision*/
int k_max = K_MAX; // maximum number of iterations in the IP method
double mu_tol = MU_TOL; // tolerance in the duality measure
double alpha_min = ALPHA_MIN; // minimum accepted step length
double sigma[] = {0.4, 0.3, 0.01}; // control primal-dual IP behaviour
double *stat; d_zeros(&stat, 5, k_max); // stats from the IP routine
int compute_mult = COMPUTE_MULT;
int warm_start = WARM_START;
double mu = -1.0;
int hpmpc_status;
/* initizile the cost function */
for(ii=0; ii<N; ii++)
{
for(jj=0; jj<pnz*cnz; jj++) hpQ[ii][jj]=pQ[jj];
}
for(jj=0; jj<pnz*cnz; jj++) hpQ[N][jj]=pQ[jj];
// initial states
double xx0[] = {3.5, 3.5, 3.66465, 2.15833, 1.81327, -0.94207, 1.86531, -2.35760, 2.91534, 1.79890, -1.49600, -0.76600, -2.60268, 1.92456, 1.66630, -2.28522, 3.12038, 1.83830, 1.93519, -1.87113};
/* warm up */
// initialize states and inputs
for(ii=0; ii<=N; ii++)
for(jj=0; jj<nx+nu; jj++)
hux[ii][jj] = 0;
hux[0][nu+0] = xx0[0];
hux[0][nu+1] = xx0[1];
// call the IP solver
if(FREE_X0==0)
{
if(IP==1)
hpmpc_status = d_ip_box_mpc(&kk, k_max, mu_tol, alpha_min, warm_start, sigma, stat, nx, nu, N, nb, hpBAbt, hpQ, hdb, hux, compute_mult, hpi, hlam, ht, work);
else
hpmpc_status = d_ip2_box_mpc(&kk, k_max, mu_tol, alpha_min, warm_start, sigma, stat, nx, nu, N, nb, hpBAbt, hpQ, hdb, hux, compute_mult, hpi, hlam, ht, work);
}
else
{
if(IP==1)
hpmpc_status = d_ip_box_mhe_old(&kk, k_max, mu_tol, alpha_min, warm_start, sigma, stat, nx, nu, N, nb, hpBAbt, hpQ, hdb, hux, compute_mult, hpi, hlam, ht, work);
else
hpmpc_status = d_ip2_box_mhe_old(&kk, k_max, mu_tol, alpha_min, warm_start, sigma, stat, nx, nu, N, nb, hpBAbt, hpQ, hdb, hux, compute_mult, hpi, hlam, ht, work);
}
int kk_avg = 0;
/* timing */
struct timeval tv0, tv1;
gettimeofday(&tv0, NULL); // start
for(rep=0; rep<nrep; rep++)
{
idx = rep%10;
x0[0] = xx0[2*idx];
x0[1] = xx0[2*idx+1];
// initialize states and inputs
for(ii=0; ii<=N; ii++)
for(jj=0; jj<nx+nu; jj++)
hux[ii][jj] = 0;
hux[0][nu+0] = xx0[2*idx];
hux[0][nu+1] = xx0[2*idx+1];
// call the IP solver
if(FREE_X0==0)
{
if(IP==1)
hpmpc_status = d_ip_box_mpc(&kk, k_max, mu_tol, alpha_min, warm_start, sigma, stat, nx, nu, N, nb, hpBAbt, hpQ, hdb, hux, compute_mult, hpi, hlam, ht, work);
else
hpmpc_status = d_ip2_box_mpc(&kk, k_max, mu_tol, alpha_min, warm_start, sigma, stat, nx, nu, N, nb, hpBAbt, hpQ, hdb, hux, compute_mult, hpi, hlam, ht, work);
}
else
{
if(IP==1)
hpmpc_status = d_ip_box_mhe_old(&kk, k_max, mu_tol, alpha_min, warm_start, sigma, stat, nx, nu, N, nb, hpBAbt, hpQ, hdb, hux, compute_mult, hpi, hlam, ht, work);
else
hpmpc_status = d_ip2_box_mhe_old(&kk, k_max, mu_tol, alpha_min, warm_start, sigma, stat, nx, nu, N, nb, hpBAbt, hpQ, hdb, hux, compute_mult, hpi, hlam, ht, work);
}
kk_avg += kk;
}
gettimeofday(&tv1, NULL); // stop
double time = (tv1.tv_sec-tv0.tv_sec)/(nrep+0.0)+(tv1.tv_usec-tv0.tv_usec)/(nrep*1e6);
/* printf("\nnx\tnu\tN\tkernel\n\n");*/
/* printf("\n%d\t%d\t%d\t%e\n\n", nx, nu, N, time);*/
printf("\n");
printf(" Average number of iterations over %d runs: %5.1f\n", nrep, kk_avg / (double) nrep);
printf("\n");
printf(" Average solution time over %d runs: %5.2e seconds\n", nrep, time);
printf("\n");
// restore linear part of cost function
for(ii=0; ii<N; ii++)
{
for(jj=0; jj<nx+nu; jj++) hq[ii][jj] = Q[nx+nu+pnz*jj];
}
for(jj=0; jj<nx+nu; jj++) hq[N][jj] = Q[nx+nu+pnz*jj];
// residuals computation
if(FREE_X0==0)
d_res_ip_box_mpc(nx, nu, N, nb, hpBAbt, hpQ, hq, hux, hdb, hpi, hlam, ht, hrq, hrb, hrd, &mu);
else
d_res_ip_box_mhe_old(nx, nu, N, nb, hpBAbt, hpQ, hq, hux, hdb, hpi, hlam, ht, hrq, hrb, hrd, &mu);
if(PRINTSTAT==1)
{
printf("\n");
printf("\n");
printf(" Print IP statistics of the last run\n");
printf("\n");
for(jj=0; jj<kk; jj++)
printf("k = %d\tsigma = %f\talpha = %f\tmu = %f\t\tmu = %e\talpha = %f\tmu = %f\tmu = %e\n", jj, stat[5*jj], stat[5*jj+1], stat[5*jj+2], stat[5*jj+2], stat[5*jj+3], stat[5*jj+4], stat[5*jj+4]);
printf("\n");
}
if(PRINTRES==1)
{
printf("\n");
printf("\n");
printf(" Print solution\n");
printf("\n");
printf("\nu = \n\n");
for(ii=0; ii<N; ii++)
d_print_mat(1, nu, hux[ii], 1);
printf("\nlam = \n\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, 2*nb, hlam[ii], 1);
}
if(PRINTRES==1 && COMPUTE_MULT==1)
{
// print result
// print result
printf("\n");
printf("\n");
printf(" Print residuals\n\n");
printf("\n");
printf("\n");
printf("rq = \n\n");
if(FREE_X0==0)
{
d_print_mat(1, nu, hrq[0], 1);
for(ii=1; ii<=N; ii++)
/* d_print_mat_e(1, nx+nu, hrq[ii], 1);*/
d_print_mat(1, nx+nu, hrq[ii], 1);
}
else
{
for(ii=0; ii<=N; ii++)
/* d_print_mat_e(1, nx+nu, hrq[ii], 1);*/
d_print_mat(1, nx+nu, hrq[ii], 1);
}
printf("\n");
printf("\n");
printf("rb = \n\n");
for(ii=0; ii<N; ii++)
/* d_print_mat_e(1, nx, hrb[ii], 1);*/
d_print_mat(1, nx, hrb[ii], 1);
printf("\n");
printf("\n");
printf("rd = \n\n");
for(ii=0; ii<=N; ii++)
/* d_print_mat_e(1, 2*nb, hrd[ii], 1);*/
d_print_mat(1, 2*nb, hrd[ii], 1);
printf("\n");
printf("\n");
printf("mu = %e\n\n", mu);
}
/* printf("\nnx\tnu\tN\tkernel\n\n");*/
/* printf("\n%d\t%d\t%d\t%e\n\n", nx, nu, N, time);*/
/************************************************
* free memory and return
************************************************/
free(A);
free(B);
free(b);
free(x0);
/* free(BAb);*/
/* free(BAbt);*/
free(pBAbt);
free(db);
free(Q);
free(pQ);
free(work);
free(stat);
for(jj=0; jj<N; jj++)
{
free(hpQ[jj]);
free(hq[jj]);
free(hux[jj]);
free(hpi[jj]);
free(hlam[jj]);
free(ht[jj]);
free(hrb[jj]);
free(hrq[jj]);
free(hrd[jj]);
}
free(hpQ[N]);
free(hq[N]);
free(hux[N]);
free(hpi[N]);
free(hlam[N]);
free(ht[N]);
free(hrq[N]);
free(hrd[N]);
return 0;
}
int main()
{
int i, j, rep;
const int bs = D_MR; //d_get_mr();
const int bss = S_MR; //s_get_mr();
printf("\nbs = %d\n\n", bss);
int n = 16;
int nrep = 1000000;
double *A; d_zeros(&A, n, n);
double *B; d_zeros(&B, n, n);
double *C; d_zeros(&C, n, n);
double *L; d_zeros(&L, n, n);
float *sA; s_zeros(&sA, n, n);
float *sB; s_zeros(&sB, n, n);
for(i=0; i<n*n; i++)
{
A[i] = i;
sA[i] = i;
}
B[0] = 2;
/* B[1] = 1;*/
sB[0] = 2;
/* sB[1] = 1;*/
for(i=1; i<n-1; i++)
{
/* B[i*(n+1)-1] = 1;*/
B[i*(n+1)+0] = 2;
/* B[i*(n+1)+1] = 1;*/
/* sB[i*(n+1)-1] = 1;*/
sB[i*(n+1)+0] = 2;
/* sB[i*(n+1)+1] = 1;*/
}
/* B[n*n-2] = 1;*/
B[n*n-1] = 2;
/* sB[n*n-2] = 1;*/
sB[n*n-1] = 2;
for(i=0; i<n; i++)
C[i*(n+1)] = 2;
for(i=0; i<n-1; i++)
C[1+i*(n+1)] = 1;
/*sB[1*(n+1)] = 2;*/
/* d_print_mat(n, n, C, n);*/
int pn = ((n+bs-1)/bs)*bs;//+4;
int pns = ((n+bss-1)/bss)*bss;//+4;
int cns = ((n+S_NCL-1)/S_NCL)*S_NCL;//+4;
int cns2 = ((2*n+S_NCL-1)/S_NCL)*S_NCL;
double *pA; d_zeros_align(&pA, pn, pn);
double *pB; d_zeros_align(&pB, pn, pn);
double *pC; d_zeros_align(&pC, pn, pn);
double *pL; d_zeros_align(&pL, pn, pn);
float *spA; s_zeros_align(&spA, pns, cns);
float *spB; s_zeros_align(&spB, pns, cns);
float *spC; s_zeros_align(&spC, pns, cns);
float *spD; s_zeros_align(&spD, pns, cns);
float *spE; s_zeros_align(&spE, pns, cns2);
float *diag; s_zeros_align(&diag, pns, 1);
d_cvt_mat2pmat(n, n, 0, bs, A, n, pA, pn);
d_cvt_mat2pmat(n, n, 0, bs, B, n, pB, pn);
s_cvt_mat2pmat(n, n, 0, bss, sA, n, spA, cns);
s_cvt_mat2pmat(n, n, 0, bss, sB, n, spB, cns);
s_cvt_mat2pmat(n, n, 0, bss, sB, n, spC, cns);
s_cvt_mat2pmat(n, n, 0, bss, sB, n, spD, cns);
s_cvt_mat2pmat(n, n, 0, bss, sA, n, spE, cns2);
double *x; d_zeros_align(&x, n, 1);
double *y; d_zeros_align(&y, n, 1);
x[2] = 1;
/* for(i=0; i<pn*pn; i++) pC[i] = -1;*/
/* for(i=0; i<pn*pn; i++) spC[i] = -1;*/
// d_print_pmat(pn, pn, bs, pA, pn);
// d_print_pmat(pn, pn, bs, pB, pn);
// d_print_pmat(pn, pn, bs, pC, pn);
// d_print_mat(n, n, B, n);
// double *x; d_zeros_align(&x, pn, 1);
// double *y; d_zeros_align(&y, pn, 1);
// x[3] = 1.0;
/* d_cvt_mat2pmat(n, n, bs-n%bs, bs, C, n, pC+((bs-n%bs))%bs*(bs+1), pn);*/
/* d_print_pmat(pn, pn, bs, pC, pn);*/
/* s_print_pmat(n, n, bss, spD, cns);*/
/* s_print_pmat(n, n+4, bss, spE, cns2);*/
/* timing */
struct timeval tv0, tv1;
gettimeofday(&tv0, NULL); // start
/* d_print_pmat(n, n, bs, pC, pn);*/
for(rep=0; rep<nrep; rep++)
{
/* sgemm_nt_lib(n, n, n, spA, cns, spB, cns, spC, cns, 0);*/
ssyrk_spotrf_lib(n, n, n, spE, cns2, spD, cns, diag);
/* strtr_l_lib(11, 3, spA+3, cns, spC, cns);*/
/* sgemm_nt_lib(n, n, n, spB, pns, spA, pns, spC, pns, 0);*/
/* dgemm_nt_lib(n, n, n, pA, pn, pB, pn, pC, pn, 0);*/
/* dgemm_nt_lib(n, n, n, pB, pn, pA, pn, pC, pn, 0);*/
/* dtrmm_pup_nn_lib(n, n, pA, pn, B, n, pC, pn);*/
/* dsyrk_ppp_lib(n, n, pA, pn, pC, pn);*/
/* dgemm_ppp_nt_lib(n, n, n, pA, pn, pA, pn, pB, pn, 0);*/
/* dtrmm_ppp_lib(n, n, 0, pA, pn, pB, pn, pC, pn);*/
/* dpotrf_dcopy_lib(n, 0, pC, pn, pL, pn);*/
/* dgemm_pup_nn_lib(n, n, n, pA, pn, B, n, pC, pn, 0);*/
/* dgemm_ppp_nt_lib(n, n, n, pA, pn, pA, pn, pC+(bs-n)*(bs+1), pn, 1);*/
/* d_print_pmat(pn, pn, bs, pC, pn);*/
/* dpotrf_p_dcopy_u_lib(n, (bs-n%bs)%bs, pC+((bs-n%bs))%bs*(bs+1), pn, L, n);*/
/* d_print_pmat(pn, pn, bs, pC, pn);*/
/* d_print_mat(n, n, L, n);*/
/* exit(2);*/
// dgemm_nt_lib(n, n, n, A, n, B, n, C, n, 0);
// dgemm_nt_lib_asm(n, n, n, pA, pn, pB, pn, pC, pn, 0);
// sgemm_nt_lib_neon(n, n, n, spA, pns, spB, pns, spC, pns, 0);
// dsymm_nt_lib(n, n, A, n, B, n, C, n);
// dpotrf_lib(n, B, n);
// dgemm_nt_lib2(n, pB, pA, pC, pn);
// dgemv_n_lib(n-1, n, 1, pn, pA+1, x, y);
// dtrmv_n_lib(n-1, 1, pA+1, pn, x, y);
/* dtrmv_t_lib(n-1, 1, pA+1, pn, x, y);*/
}
gettimeofday(&tv1, NULL); // stop
float time = (float) (tv1.tv_sec-tv0.tv_sec)/(nrep+0.0)+(tv1.tv_usec-tv0.tv_usec)/(nrep*1e6);
float flop = 2.0*n*n*n;
/* float flop = 1.0*n*n;*/
// float flop = 1.0/3.0*n*n*n;
float Gflops = 1e-9*flop/time;
float Gflops_max = 1*1;
printf("\nn\tGflops\t\t%%\n%d\t%f\t%f\n\n", n, Gflops, 100.0*Gflops/Gflops_max);
if(n<=24)
{
// d_print_pmat(pn, pn, bs, pC, pn);
// d_print_pmat(n, n, bs, pB, pn);
/* d_print_pmat(n, n, bs, pA, pn);*/
/* d_print_mat(n, n, B, n);*/
/* d_print_pmat(n, n, bs, pB, pn);*/
/* d_print_pmat(n, n, bs, pC, pn);*/
/* d_print_pmat(n, n, bs, pL, pn);*/
s_print_pmat(n, n, bss, spA, cns);
s_print_pmat(n, n, bss, spB, cns);
/* s_print_pmat(n, n, bss, spC, cns);*/
s_print_pmat(n, n, bss, spE+n*bss, cns2);
/* d_print_mat(n, 1, y, pn);*/
}
return 0;
}
int main()
{
#if defined(REF_BLAS_OPENBLAS)
openblas_set_num_threads(1);
#endif
#if defined(REF_BLAS_BLIS)
omp_set_num_threads(1);
#endif
printf("\n");
printf("\n");
printf("\n");
printf(" HPMPC -- Library for High-Performance implementation of solvers for MPC.\n");
printf(" Copyright (C) 2014-2015 by Technical University of Denmark. All rights reserved.\n");
printf("\n");
printf(" HPMPC is distributed in the hope that it will be useful,\n");
printf(" but WITHOUT ANY WARRANTY; without even the implied warranty of\n");
printf(" MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.\n");
printf(" See the GNU Lesser General Public License for more details.\n");
printf("\n");
printf("\n");
printf("\n");
printf("BLAS performance test - double precision\n");
printf("\n");
// maximum frequency of the processor
const float GHz_max = GHZ_MAX;
printf("Frequency used to compute theoretical peak: %5.1f GHz (edit test_param.h to modify this value).\n", GHz_max);
printf("\n");
// maximum flops per cycle, double precision
#if defined(TARGET_X64_AVX2)
const float flops_max = 16;
printf("Testing BLAS version for AVX2 & FMA3 instruction sets, 64 bit: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_X64_AVX)
const float flops_max = 8;
printf("Testing BLAS version for AVX instruction set, 64 bit: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_X64_SSE3) || defined(TARGET_AMD_SSE3)
const float flops_max = 4;
printf("Testing BLAS version for SSE3 instruction set, 64 bit: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_CORTEX_A15)
const float flops_max = 2;
printf("Testing solvers for ARMv7a VFPv3 instruction set, oprimized for Cortex A15: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_CORTEX_A9)
const float flops_max = 1;
printf("Testing solvers for ARMv7a VFPv3 instruction set, oprimized for Cortex A9: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_CORTEX_A7)
const float flops_max = 0.5;
printf("Testing solvers for ARMv7a VFPv3 instruction set, oprimized for Cortex A7: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_X86_ATOM)
const float flops_max = 1;
printf("Testing BLAS version for SSE3 instruction set, 32 bit, optimized for Intel Atom: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_POWERPC_G2)
const float flops_max = 1;
printf("Testing BLAS version for POWERPC instruction set, 32 bit: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_C99_4X4)
const float flops_max = 2;
printf("Testing reference BLAS version, 4x4 kernel: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_C99_4X4_PREFETCH)
const float flops_max = 2;
printf("Testing reference BLAS version, 4x4 kernel with register prefetch: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#elif defined(TARGET_C99_2X2)
const float flops_max = 2;
printf("Testing reference BLAS version, 2x2 kernel: theoretical peak %5.1f Gflops\n", flops_max*GHz_max);
#endif
FILE *f;
f = fopen("./test_problems/results/test_blas.m", "w"); // a
#if defined(TARGET_X64_AVX2)
fprintf(f, "C = 'd_x64_avx2';\n");
fprintf(f, "\n");
#elif defined(TARGET_X64_AVX)
fprintf(f, "C = 'd_x64_avx';\n");
fprintf(f, "\n");
#elif defined(TARGET_X64_SSE3) || defined(TARGET_AMD_SSE3)
fprintf(f, "C = 'd_x64_sse3';\n");
fprintf(f, "\n");
#elif defined(TARGET_CORTEX_A9)
fprintf(f, "C = 'd_ARM_cortex_A9';\n");
fprintf(f, "\n");
#elif defined(TARGET_CORTEX_A7)
fprintf(f, "C = 'd_ARM_cortex_A7';\n");
fprintf(f, "\n");
#elif defined(TARGET_CORTEX_A15)
fprintf(f, "C = 'd_ARM_cortex_A15';\n");
fprintf(f, "\n");
#elif defined(TARGET_X86_ATOM)
fprintf(f, "C = 'd_x86_atom';\n");
fprintf(f, "\n");
#elif defined(TARGET_POWERPC_G2)
fprintf(f, "C = 'd_PowerPC_G2';\n");
fprintf(f, "\n");
#elif defined(TARGET_C99_4X4)
fprintf(f, "C = 'd_c99_4x4';\n");
fprintf(f, "\n");
#elif defined(TARGET_C99_4X4_PREFETCH)
fprintf(f, "C = 'd_c99_4x4';\n");
fprintf(f, "\n");
#elif defined(TARGET_C99_2X2)
fprintf(f, "C = 'd_c99_2x2';\n");
fprintf(f, "\n");
#endif
fprintf(f, "A = [%f %f];\n", GHz_max, flops_max);
fprintf(f, "\n");
fprintf(f, "B = [\n");
int i, j, rep, ll;
const int bsd = D_MR; //d_get_mr();
/* int info = 0;*/
printf("\nn\t kernel_dgemm\t dgemm\t\t dsyrk_dpotrf\t dtrmm\t\t dtrtr\t\t dgemv_n\t dgemv_t\t dtrmv_n\t dtrmv_t\t dtrsv_n\t dtrsv_t\t dsymv\t\t dgemv_nt\t\t dsyrk+dpotrf\t BLAS dgemm\t BLAS dgemv_n\t BLAS dgemv_t\n");
printf("\nn\t Gflops\t %%\t Gflops\t %%\t Gflops\t %%\t Gflops\t %%\t Gflops\t %%\t Gflops\t %%\t Gflops\t %%\t Gflops\t %%\t Gflops\t %%\t Gflops\t %%\t Gflops\t %%\t Gflops\t %%\t Gflops\t %%\t Gflops\t %%\t Gflops\t %%\t Gflops\t %%\t Gflops\t %%\n\n");
#if 1
int nn[] = {4, 8, 12, 16, 20, 24, 28, 32, 36, 40, 44, 48, 52, 56, 60, 64, 68, 72, 76, 80, 84, 88, 92, 96, 100, 104, 108, 112, 116, 120, 124, 128, 132, 136, 140, 144, 148, 152, 156, 160, 164, 168, 172, 176, 180, 184, 188, 192, 196, 200, 204, 208, 212, 216, 220, 224, 228, 232, 236, 240, 244, 248, 252, 256, 260, 264, 268, 272, 276, 280, 284, 288, 292, 296, 300, 304, 308, 312, 316, 320, 324, 328, 332, 336, 340, 344, 348, 352, 356, 360, 364, 368, 372, 376, 380, 384, 388, 392, 396, 400, 404, 408, 412, 416, 420, 424, 428, 432, 436, 440, 444, 448, 452, 456, 460, 500, 550, 600, 650, 700};
int nnrep[] = {10000, 10000, 10000, 10000, 10000, 10000, 10000, 10000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 400, 400, 400, 400, 400, 200, 200, 200, 200, 200, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 40, 40, 40, 40, 40, 40, 40, 40, 40, 40, 20, 20, 20, 20, 20, 20, 20, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 4, 4, 4, 4, 4};
for(ll=0; ll<75; ll++)
// for(ll=0; ll<115; ll++)
// for(ll=0; ll<120; ll++)
{
int n = nn[ll];
int nrep = nnrep[ll];
#else
int nn[] = {1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24};
for(ll=0; ll<24; ll++)
{
int n = nn[ll];
int nrep = 40000; //nnrep[ll];
#endif
#if defined(REF_BLAS_BLIS)
f77_int n77 = n;
#endif
double *A; d_zeros(&A, n, n);
double *B; d_zeros(&B, n, n);
double *C; d_zeros(&C, n, n);
double *M; d_zeros(&M, n, n);
char c_n = 'n';
char c_t = 't';
int i_1 = 1;
#if defined(REF_BLAS_BLIS)
f77_int i77_1 = i_1;
#endif
double d_1 = 1;
double d_0 = 0;
for(i=0; i<n*n; i++)
A[i] = i;
for(i=0; i<n; i++)
B[i*(n+1)] = 1;
for(i=0; i<n*n; i++)
M[i] = 1;
int pnd = ((n+bsd-1)/bsd)*bsd;
int cnd = ((n+D_NCL-1)/D_NCL)*D_NCL;
int cnd2 = 2*((n+D_NCL-1)/D_NCL)*D_NCL;
int pad = (D_NCL-n%D_NCL)%D_NCL;
double *pA; d_zeros_align(&pA, pnd, cnd);
double *pB; d_zeros_align(&pB, pnd, cnd);
double *pC; d_zeros_align(&pC, pnd, cnd);
double *pD; d_zeros_align(&pD, pnd, cnd);
double *pE; d_zeros_align(&pE, pnd, cnd2);
double *pF; d_zeros_align(&pF, 2*pnd, cnd);
double *pL; d_zeros_align(&pL, pnd, cnd);
double *pM; d_zeros_align(&pM, pnd, cnd);
double *x; d_zeros_align(&x, pnd, 1);
double *y; d_zeros_align(&y, pnd, 1);
double *x2; d_zeros_align(&x2, pnd, 1);
double *y2; d_zeros_align(&y2, pnd, 1);
double *diag; d_zeros_align(&diag, pnd, 1);
d_cvt_mat2pmat(n, n, A, n, 0, pA, cnd);
d_cvt_mat2pmat(n, n, B, n, 0, pB, cnd);
d_cvt_mat2pmat(n, n, B, n, 0, pD, cnd);
d_cvt_mat2pmat(n, n, A, n, 0, pE, cnd2);
d_cvt_mat2pmat(n, n, M, n, 0, pM, cnd);
/* d_cvt_mat2pmat(n, n, B, n, 0, pE+n*bsd, pnd);*/
/* d_print_pmat(n, 2*n, bsd, pE, 2*pnd);*/
/* exit(2);*/
for(i=0; i<pnd*cnd; i++) pC[i] = -1;
for(i=0; i<pnd; i++) x[i] = 1;
for(i=0; i<pnd; i++) x2[i] = 1;
double *dummy;
/* timing */
struct timeval tvm1, tv0, tv1, tv2, tv3, tv4, tv5, tv6, tv7, tv8, tv9, tv10, tv11, tv12, tv13, tv14, tv15, tv16;
/* warm up */
for(rep=0; rep<nrep; rep++)
{
dgemm_nt_lib(n, n, n, pA, cnd, pB, cnd, 1, pC, cnd, pC, cnd, 1, 1);
}
gettimeofday(&tvm1, NULL); // start
for(rep=0; rep<nrep; rep++)
{
//dgemm_kernel_nt_lib(n, n, n, pA, cnd, pB, cnd, pC, cnd, pC, cnd, 0, 0, 0);
dgemm_nn_lib(n, n, n, pA, cnd, pB, cnd, 0, pC, cnd, pC, cnd, 0, 0);
}
gettimeofday(&tv0, NULL); // start
for(rep=0; rep<nrep; rep++)
{
dgemm_nt_lib(n, n, n, pA, cnd, pB, cnd, 0, pC, cnd, pC, cnd, 0, 0);
}
gettimeofday(&tv1, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
//dsyrk_dpotrf_lib(n, n, n, pA, cnd, 1, pD, cnd, pC, cnd, diag, 0);
dsyrk_dpotrf_lib_new(n, n, n, pA, cnd, pA, cnd, 1, pD, cnd, pC, cnd, diag);
}
gettimeofday(&tv2, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
dtrmm_nt_u_lib(n, n, pA, cnd, pB, cnd, pC, cnd);
}
gettimeofday(&tv3, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
dtrtr_l_lib(n, 0, pA, cnd, pC, cnd); // triangualr matrix transpose
//dgetr_lib(n, n, 0, pA, cnd, 0, pC, cnd); // general matrix transpose
}
gettimeofday(&tv4, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
dgemv_n_lib(n, n, pA, cnd, x, 0, y, y);
}
gettimeofday(&tv5, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
dgemv_t_lib(n, n, pA, cnd, x, 0, y, y);
}
gettimeofday(&tv6, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
dtrmv_u_n_lib(n, pA, cnd, x, 0, y);
}
gettimeofday(&tv7, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
dtrmv_u_t_lib(n, pA, cnd, x, 0, y);
}
gettimeofday(&tv8, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
dtrsv_n_lib(2*n, n, 1, pF, cnd, x);
}
gettimeofday(&tv9, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
dtrsv_t_lib(2*n, n, 1, pF, cnd, x);
}
gettimeofday(&tv10, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
dsymv_lib(n, n, pA, cnd, x, 0, y, y);
}
gettimeofday(&tv11, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
dgemv_nt_lib(n, n, pA, cnd, x, x2, 0, y, y2, y, y2);
}
gettimeofday(&tv12, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
dsyrk_nt_lib(n, n, n, pE, cnd2, pE, cnd2, 1, pD, cnd, pE+(n+pad)*bsd, cnd2);
//dpotrf_lib(n, n, pE+(n+pad)*bsd, cnd2, pE+(n+pad)*bsd, cnd2, diag);
dpotrf_lib_new(n, n, pE+(n+pad)*bsd, cnd2, pE+(n+pad)*bsd, cnd2, diag);
//d_print_pmat(pnd, cnd2, bsd, pE, cnd2);
//exit(1);
//break;
}
gettimeofday(&tv13, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
#if defined(REF_BLAS_OPENBLAS) || defined(REF_BLAS_NETLIB)
dgemm_(&c_n, &c_n, &n, &n, &n, &d_1, A, &n, M, &n, &d_0, C, &n);
#endif
#if defined(REF_BLAS_BLIS)
dgemm_(&c_n, &c_n, &n77, &n77, &n77, &d_1, A, &n77, B, &n77, &d_0, C, &n77);
#endif
}
gettimeofday(&tv14, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
#if defined(REF_BLAS_OPENBLAS) || defined(REF_BLAS_NETLIB)
dgemv_(&c_n, &n, &n, &d_1, A, &n, x2, &i_1, &d_0, y, &i_1);
#endif
#if defined(REF_BLAS_BLIS)
dgemv_(&c_n, &n77, &n77, &d_1, A, &n77, x2, &i77_1, &d_0, y, &i77_1);
#endif
}
gettimeofday(&tv15, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
#if defined(REF_BLAS_OPENBLAS) || defined(REF_BLAS_NETLIB)
dgemv_(&c_t, &n, &n, &d_1, A, &n, x2, &i_1, &d_0, y, &i_1);
#endif
#if defined(REF_BLAS_BLIS)
dgemv_(&c_t, &n77, &n77, &d_1, A, &n77, x2, &i77_1, &d_0, y, &i77_1);
#endif
}
gettimeofday(&tv16, NULL); // stop
float Gflops_max = flops_max * GHz_max;
float time_dgemm_kernel = (float) (tv0.tv_sec-tvm1.tv_sec)/(nrep+0.0)+(tv0.tv_usec-tvm1.tv_usec)/(nrep*1e6);
float flop_dgemm_kernel = 2.0*n*n*n;
float Gflops_dgemm_kernel = 1e-9*flop_dgemm_kernel/time_dgemm_kernel;
float time_dgemm = (float) (tv1.tv_sec-tv0.tv_sec)/(nrep+0.0)+(tv1.tv_usec-tv0.tv_usec)/(nrep*1e6);
float flop_dgemm = 2.0*n*n*n;
float Gflops_dgemm = 1e-9*flop_dgemm/time_dgemm;
float time_dsyrk_dpotrf = (float) (tv2.tv_sec-tv1.tv_sec)/(nrep+0.0)+(tv2.tv_usec-tv1.tv_usec)/(nrep*1e6);
float flop_dsyrk_dpotrf = 1.0*n*n*n + 1.0/3.0*n*n*n;
float Gflops_dsyrk_dpotrf = 1e-9*flop_dsyrk_dpotrf/time_dsyrk_dpotrf;
float time_dtrmm = (float) (tv3.tv_sec-tv2.tv_sec)/(nrep+0.0)+(tv3.tv_usec-tv2.tv_usec)/(nrep*1e6);
float flop_dtrmm = 1.0*n*n*n;
float Gflops_dtrmm = 1e-9*flop_dtrmm/time_dtrmm;
float time_dtrtr = (float) (tv4.tv_sec-tv3.tv_sec)/(nrep+0.0)+(tv4.tv_usec-tv3.tv_usec)/(nrep*1e6);
float flop_dtrtr = 0.5*n*n;
float Gflops_dtrtr = 1e-9*flop_dtrtr/time_dtrtr;
float time_dgemv_n = (float) (tv5.tv_sec-tv4.tv_sec)/(nrep+0.0)+(tv5.tv_usec-tv4.tv_usec)/(nrep*1e6);
float flop_dgemv_n = 2.0*n*n;
float Gflops_dgemv_n = 1e-9*flop_dgemv_n/time_dgemv_n;
float time_dgemv_t = (float) (tv6.tv_sec-tv5.tv_sec)/(nrep+0.0)+(tv6.tv_usec-tv5.tv_usec)/(nrep*1e6);
float flop_dgemv_t = 2.0*n*n;
float Gflops_dgemv_t = 1e-9*flop_dgemv_t/time_dgemv_t;
float time_dtrmv_n = (float) (tv7.tv_sec-tv6.tv_sec)/(nrep+0.0)+(tv7.tv_usec-tv6.tv_usec)/(nrep*1e6);
float flop_dtrmv_n = 1.0*n*n;
float Gflops_dtrmv_n = 1e-9*flop_dtrmv_n/time_dtrmv_n;
float time_dtrmv_t = (float) (tv8.tv_sec-tv7.tv_sec)/(nrep+0.0)+(tv8.tv_usec-tv7.tv_usec)/(nrep*1e6);
float flop_dtrmv_t = 1.0*n*n;
float Gflops_dtrmv_t = 1e-9*flop_dtrmv_t/time_dtrmv_t;
float time_dtrsv_n = (float) (tv9.tv_sec-tv8.tv_sec)/(nrep+0.0)+(tv9.tv_usec-tv8.tv_usec)/(nrep*1e6);
float flop_dtrsv_n = 3.0*n*n;
float Gflops_dtrsv_n = 1e-9*flop_dtrsv_n/time_dtrsv_n;
float time_dtrsv_t = (float) (tv10.tv_sec-tv9.tv_sec)/(nrep+0.0)+(tv10.tv_usec-tv9.tv_usec)/(nrep*1e6);
float flop_dtrsv_t = 3.0*n*n;
float Gflops_dtrsv_t = 1e-9*flop_dtrsv_t/time_dtrsv_t;
float time_dsymv = (float) (tv11.tv_sec-tv10.tv_sec)/(nrep+0.0)+(tv11.tv_usec-tv10.tv_usec)/(nrep*1e6);
float flop_dsymv = 2.0*n*n;
float Gflops_dsymv = 1e-9*flop_dsymv/time_dsymv;
float time_dgemv_nt = (float) (tv12.tv_sec-tv11.tv_sec)/(nrep+0.0)+(tv12.tv_usec-tv11.tv_usec)/(nrep*1e6);
float flop_dgemv_nt = 4.0*n*n;
float Gflops_dgemv_nt = 1e-9*flop_dgemv_nt/time_dgemv_nt;
float time_dsyrk_dpotrf2 = (float) (tv13.tv_sec-tv12.tv_sec)/(nrep+0.0)+(tv13.tv_usec-tv12.tv_usec)/(nrep*1e6);
float flop_dsyrk_dpotrf2 = 1.0*n*n*n + 1.0/3.0*n*n*n;
float Gflops_dsyrk_dpotrf2 = 1e-9*flop_dsyrk_dpotrf2/time_dsyrk_dpotrf2;
float time_dgemm_blas = (float) (tv14.tv_sec-tv13.tv_sec)/(nrep+0.0)+(tv14.tv_usec-tv13.tv_usec)/(nrep*1e6);
float flop_dgemm_blas = 2.0*n*n*n;
float Gflops_dgemm_blas = 1e-9*flop_dgemm_blas/time_dgemm_blas;
float time_dgemv_n_blas = (float) (tv15.tv_sec-tv14.tv_sec)/(nrep+0.0)+(tv15.tv_usec-tv14.tv_usec)/(nrep*1e6);
float flop_dgemv_n_blas = 2.0*n*n;
float Gflops_dgemv_n_blas = 1e-9*flop_dgemv_n_blas/time_dgemv_n_blas;
float time_dgemv_t_blas = (float) (tv16.tv_sec-tv15.tv_sec)/(nrep+0.0)+(tv16.tv_usec-tv15.tv_usec)/(nrep*1e6);
float flop_dgemv_t_blas = 2.0*n*n;
float Gflops_dgemv_t_blas = 1e-9*flop_dgemv_t_blas/time_dgemv_t_blas;
printf("%d\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\n", n, Gflops_dgemm_kernel, 100.0*Gflops_dgemm_kernel/Gflops_max, Gflops_dgemm, 100.0*Gflops_dgemm/Gflops_max, Gflops_dsyrk_dpotrf, 100.0*Gflops_dsyrk_dpotrf/Gflops_max, Gflops_dtrmm, 100.0*Gflops_dtrmm/Gflops_max, Gflops_dtrtr, 100.0*Gflops_dtrtr/Gflops_max, Gflops_dgemv_n, 100.0*Gflops_dgemv_n/Gflops_max, Gflops_dgemv_t, 100.0*Gflops_dgemv_t/Gflops_max, Gflops_dtrmv_n, 100.0*Gflops_dtrmv_n/Gflops_max, Gflops_dtrmv_t, 100.0*Gflops_dtrmv_t/Gflops_max, Gflops_dtrsv_n, 100.0*Gflops_dtrsv_n/Gflops_max, Gflops_dtrsv_t, 100.0*Gflops_dtrsv_t/Gflops_max, Gflops_dsymv, 100.0*Gflops_dsymv/Gflops_max, Gflops_dgemv_nt, 100.0*Gflops_dgemv_nt/Gflops_max, Gflops_dsyrk_dpotrf2, 100.0*Gflops_dsyrk_dpotrf2/Gflops_max, Gflops_dgemm_blas, 100.0*Gflops_dgemm_blas/Gflops_max, Gflops_dgemv_n_blas, 100.0*Gflops_dgemv_n_blas/Gflops_max, Gflops_dgemv_t_blas, 100.0*Gflops_dgemv_t_blas/Gflops_max);
fprintf(f, "%d\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\t%7.2f\n", n, Gflops_dgemm_kernel, 100.0*Gflops_dgemm_kernel/Gflops_max, Gflops_dgemm, 100.0*Gflops_dgemm/Gflops_max, Gflops_dsyrk_dpotrf, 100.0*Gflops_dsyrk_dpotrf/Gflops_max, Gflops_dtrmm, 100.0*Gflops_dtrmm/Gflops_max, Gflops_dtrtr, 100.0*Gflops_dtrtr/Gflops_max, Gflops_dgemv_n, 100.0*Gflops_dgemv_n/Gflops_max, Gflops_dgemv_t, 100.0*Gflops_dgemv_t/Gflops_max, Gflops_dtrmv_n, 100.0*Gflops_dtrmv_n/Gflops_max, Gflops_dtrmv_t, 100.0*Gflops_dtrmv_t/Gflops_max, Gflops_dtrsv_n, 100.0*Gflops_dtrsv_n/Gflops_max, Gflops_dtrsv_t, 100.0*Gflops_dtrsv_t/Gflops_max, Gflops_dsymv, 100.0*Gflops_dsymv/Gflops_max, Gflops_dgemv_nt, 100.0*Gflops_dgemv_nt/Gflops_max, Gflops_dsyrk_dpotrf2, 100.0*Gflops_dsyrk_dpotrf2/Gflops_max, Gflops_dgemm_blas, 100.0*Gflops_dgemm_blas/Gflops_max, Gflops_dgemv_n_blas, 100.0*Gflops_dgemv_n_blas/Gflops_max, Gflops_dgemv_t_blas, 100.0*Gflops_dgemv_t_blas/Gflops_max);
free(A);
free(B);
free(M);
free(pA);
free(pB);
free(pC);
free(pD);
free(pE);
free(pF);
free(pL);
free(pM);
free(x);
free(y);
free(x2);
free(y2);
}
printf("\n");
fprintf(f, "];\n");
fclose(f);
return 0;
}
int main()
{
printf("\n");
printf("\n");
printf("\n");
printf(" HPMPC -- Library for High-Performance implementation of solvers for MPC.\n");
printf(" Copyright (C) 2014-2015 by Technical University of Denmark. All rights reserved.\n");
printf("\n");
printf(" HPMPC is distributed in the hope that it will be useful,\n");
printf(" but WITHOUT ANY WARRANTY; without even the implied warranty of\n");
printf(" MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.\n");
printf(" See the GNU Lesser General Public License for more details.\n");
printf("\n");
printf("\n");
printf("\n");
#if defined(TARGET_X64_AVX2) || defined(TARGET_X64_AVX) || defined(TARGET_X64_SSE3) || defined(TARGET_X86_ATOM) || defined(TARGET_AMD_SSE3)
_MM_SET_FLUSH_ZERO_MODE(_MM_FLUSH_ZERO_ON); // flush to zero subnormals !!! works only with one thread !!!
#endif
int ii, jj;
int rep, nrep=1000;//NREP;
int nx = NX; // number of states (it has to be even for the mass-spring system test problem)
int nu = NU; // number of inputs (controllers) (it has to be at least 1 and at most nx/2 for the mass-spring system test problem)
int N = NN; // horizon lenght
int nb = nu+nx; // number of box constrained inputs and states
int ng = nx; //4; // number of general constraints
int ngN = nx; // number of general constraints at the last stage
# define USE_IPM_RES 1
// int M = 32; // where the equality constraint hold
int nbu = nu<nb ? nu : nb ;
int nbx = nb-nu>0 ? nb-nu : 0;
#define KEEP_X0 0
// stage-wise variant size
int nx_v[N+1];
#if KEEP_X0
nx_v[0] = nx;
#else
nx_v[0] = 0;
#endif
for(ii=1; ii<=N; ii++)
nx_v[ii] = nx;
int nu_v[N+1];
for(ii=0; ii<N; ii++)
nu_v[ii] = nu;
nu_v[N] = 0;
int nb_v[N+1];
#if KEEP_X0
nb_v[0] = nb;
#else
nb_v[0] = nbu;
#endif
for(ii=1; ii<N; ii++)
nb_v[ii] = nb;
nb_v[N] = nbx;
int ng_v[N+1];
for(ii=0; ii<N; ii++)
ng_v[ii] = ng;
ng_v[N] = ngN;
// ng_v[M] = nx; // XXX
printf(" Test problem: mass-spring system with %d masses and %d controls.\n", nx/2, nu);
printf("\n");
printf(" MPC problem size: %d states, %d inputs, %d horizon length, %d two-sided box constraints, %d two-sided general constraints.\n", nx, nu, N, nb, ng);
printf("\n");
#if IP == 1
printf(" IP method parameters: primal-dual IP, double precision, %d maximum iterations, %5.1e exit tolerance in duality measure (edit file test_param.c to change them).\n", K_MAX, MU_TOL);
#elif IP == 2
printf(" IP method parameters: predictor-corrector IP, double precision, %d maximum iterations, %5.1e exit tolerance in duality measure (edit file test_param.c to change them).\n", K_MAX, MU_TOL);
#else
printf(" Wrong value for IP solver choice: %d\n", IP);
#endif
int info = 0;
const int bs = D_MR; //d_get_mr();
const int ncl = D_NCL;
int pnz = (nu+nx+1+bs-1)/bs*bs;
int pnu = (nu+bs-1)/bs*bs;
int pnu1 = (nu+1+bs-1)/bs*bs;
int pnx = (nx+bs-1)/bs*bs;
int pnx1 = (nx+1+bs-1)/bs*bs;
int pnux = (nu+nx+bs-1)/bs*bs;
int cnx = (nx+ncl-1)/ncl*ncl;
int cnu = (nu+ncl-1)/ncl*ncl;
int cnux = (nu+nx+ncl-1)/ncl*ncl;
int pnb_v[N+1];
int png_v[N+1];
int pnx_v[N+1];
int pnz_v[N+1];
int pnux_v[N+1];
int cnx_v[N+1];
int cnux_v[N+1];
int cng_v[N+1];
for(ii=0; ii<N; ii++)
{
pnb_v[ii] = (nb_v[ii]+bs-1)/bs*bs;
png_v[ii] = (ng_v[ii]+bs-1)/bs*bs;
pnx_v[ii] = (nx_v[ii]+bs-1)/bs*bs;
pnz_v[ii] = (nu_v[ii]+nx_v[ii]+1+bs-1)/bs*bs;
pnux_v[ii] = (nu_v[ii]+nx_v[ii]+bs-1)/bs*bs;
cnx_v[ii] = (nx_v[ii]+ncl-1)/ncl*ncl;
cnux_v[ii] = (nu_v[ii]+nx_v[ii]+ncl-1)/ncl*ncl;
cng_v[ii] = (ng_v[ii]+ncl-1)/ncl*ncl;
}
ii = N;
pnb_v[ii] = (nb_v[ii]+bs-1)/bs*bs;
png_v[ii] = (ng_v[ii]+bs-1)/bs*bs;
pnx_v[ii] = (nx_v[ii]+bs-1)/bs*bs;
pnz_v[ii] = (nx_v[ii]+1+bs-1)/bs*bs;
pnux_v[ii] = (nx_v[ii]+bs-1)/bs*bs;
cnx_v[ii] = (nx_v[ii]+ncl-1)/ncl*ncl;
cnux_v[ii] = (nx_v[ii]+ncl-1)/ncl*ncl;
cng_v[ii] = (ng_v[ii]+ncl-1)/ncl*ncl;
/************************************************
* dynamical system
************************************************/
double *A; d_zeros(&A, nx, nx); // states update matrix
double *B; d_zeros(&B, nx, nu); // inputs matrix
double *b; d_zeros_align(&b, nx, 1); // states offset
double *x0; d_zeros_align(&x0, nx, 1); // initial state
double Ts = 0.5; // sampling time
mass_spring_system(Ts, nx, nu, N, A, B, b, x0);
for(jj=0; jj<nx; jj++)
b[jj] = 0.1;
for(jj=0; jj<nx; jj++)
x0[jj] = 0;
x0[0] = 2.5;
x0[1] = 2.5;
double *pA; d_zeros_align(&pA, pnx, cnx);
d_cvt_mat2pmat(nx, nx, A, nx, 0, pA, cnx);
double *b0; d_zeros_align(&b0, pnx, 1);
for(ii=0; ii<nx; ii++) b0[ii] = b[ii];
#if ! KEEP_X0
dgemv_n_lib(nx, nx, pA, cnx, x0, 1, b0, b0);
#endif
double *pBAbt0;
d_zeros_align(&pBAbt0, pnz_v[0], cnx_v[1]);
d_cvt_tran_mat2pmat(nx_v[1], nu_v[0], B, nx_v[1], 0, pBAbt0, cnx_v[1]);
d_cvt_tran_mat2pmat(nx_v[1], nx_v[0], A, nx_v[1], nu_v[0], pBAbt0+nu_v[0]/bs*bs*cnx_v[1]+nu_v[0]%bs, cnx_v[1]);
d_cvt_tran_mat2pmat(nx_v[1], 1, b0, nx_v[1], nu_v[0]+nx_v[0], pBAbt0+(nu_v[0]+nx_v[0])/bs*bs*cnx_v[1]+(nu_v[0]+nx_v[0])%bs, cnx_v[1]);
double *pBAbt1;
if(N>1)
{
d_zeros_align(&pBAbt1, pnz_v[1], cnx_v[2]);
d_cvt_tran_mat2pmat(nx_v[2], nu_v[1], B, nx_v[2], 0, pBAbt1, cnx_v[2]);
d_cvt_tran_mat2pmat(nx_v[2], nx_v[1], A, nx_v[2], nu_v[1], pBAbt1+nu_v[1]/bs*bs*cnx_v[2]+nu_v[1]%bs, cnx_v[2]);
d_cvt_tran_mat2pmat(nx_v[2], 1, b, nx_v[2], nu_v[1]+nx_v[1], pBAbt1+(nu_v[1]+nx_v[1])/bs*bs*cnx_v[2]+(nu_v[1]+nx_v[1])%bs, cnx_v[2]);
}
#if 0
d_print_pmat(nu_v[0]+nx_v[0]+1, nx_v[1], bs, pBAbt0, cnx_v[1]);
d_print_pmat(nu_v[1]+nx_v[1]+1, nx_v[2], bs, pBAbt1, cnx_v[2]);
exit(2);
#endif
/************************************************
* box & general constraints
************************************************/
int *idx0; i_zeros(&idx0, nb_v[0], 1);
double *d0; d_zeros_align(&d0, 2*pnb_v[0]+2*png_v[0], 1);
#if KEEP_X0
for(jj=0; jj<nbu; jj++)
{
d0[jj] = - 0.5; // umin
d0[pnb_v[0]+jj] = 0.5; // umax
idx0[jj] = jj;
}
for(; jj<nb; jj++)
{
d0[jj] = x0[jj-nu]; // xmin
d0[pnb_v[0]+jj] = x0[jj-nu]; // xmax
idx0[jj] = jj;
}
#else
for(jj=0; jj<nbu; jj++)
{
d0[jj] = - 0.5; // umin
d0[pnb_v[0]+jj] = 0.5; // umax
idx0[jj] = jj;
}
#endif
for(jj=0; jj<ng_v[0]; jj++)
{
d0[2*pnb_v[0]+jj] = - 100.0; // xmin
d0[2*pnb_v[0]+png_v[0]+jj] = 100.0; // xmax
}
#if 0
i_print_mat(1, nb_v[0], idx0, 1);
d_print_mat(1, 2*pnb_v[0]+2*png_v[0], d0, 1);
exit(2);
#endif
int *idx1; i_zeros(&idx1, nb_v[1], 1);
double *d1; d_zeros_align(&d1, 2*pnb_v[1]+2*png_v[1], 1);
for(jj=0; jj<nbu; jj++)
{
d1[jj] = - 0.5; // umin
d1[pnb_v[1]+jj] = 0.5; // umax
idx1[jj] = jj;
}
for(; jj<nb; jj++)
{
d1[jj] = - 10.0; // xmin
d1[pnb_v[1]+jj] = 10.0; // xmax
idx1[jj] = jj;
}
for(jj=0; jj<ng_v[1]; jj++)
{
d1[2*pnb_v[1]+jj] = - 100.0; // xmin
d1[2*pnb_v[1]+png_v[1]+jj] = 100.0; // xmax
}
// i_print_mat(nb, 1, idx1, nb);
int *idxN; i_zeros(&idxN, nb_v[N], 1);
double *dN; d_zeros_align(&dN, 2*pnb_v[N]+2*png_v[N], 1);
for(jj=0; jj<nbx; jj++)
{
dN[jj] = - 10.0; // xmin
dN[pnb_v[N]+jj] = 10.0; // xmax
idxN[jj] = jj;
}
for(jj=0; jj<ng_v[N]; jj++)
{
dN[2*pnb_v[N]+jj] = - 0.0; // xmin
dN[2*pnb_v[N]+png_v[N]+jj] = 0.0; // xmax
}
// d_print_mat(1, 2*pnb+2*png, d, 1);
// d_print_mat(1, 2*pnb_v[N]+2*png_v[N], dN, 1);
// exit(1);
// double *dM; d_zeros_align(&dM, 2*pnb_v[M]+2*png_v[M], 1);
// for(jj=0; jj<nbu; jj++)
// {
// dM[jj] = - 0.5; // umin
// dM[pnb_v[1]+jj] = 0.5; // umax
// }
// for(; jj<nb; jj++)
// {
// dM[jj] = - 4.0; // xmin
// dM[pnb_v[1]+jj] = 4.0; // xmax
// }
// for(jj=0; jj<ng_v[M]; jj++)
// {
// dM[2*pnb_v[M]+jj] = - 0.5; // xmin
// dM[2*pnb_v[M]+png_v[M]+jj] = - 0.5; // xmax
// }
double *C; d_zeros(&C, ng, nx);
for(ii=0; ii<ng; ii++)
C[ii*(ng+1)] = 1.0;
double *D; d_zeros(&D, ng, nu);
// first stage
double *pDCt0; d_zeros_align(&pDCt0, pnux_v[0], cng_v[0]);
// middle stage
double *DC1; d_zeros(&DC1, ng_v[1], nu_v[1]+nx_v[1]);
for(jj=0; jj<ng_v[1]; jj++) DC1[jj+(nu_v[1]+jj)*ng_v[1]] = 1.0;
// d_print_mat(ng_v[1], nu_v[1]+nx_v[1], DC1, ng_v[1]);
double *pDCt1; d_zeros_align(&pDCt1, pnux_v[1], cng_v[1]);
d_cvt_tran_mat2pmat(ng_v[1], nu_v[1]+nx_v[1], DC1, ng_v[1], 0, pDCt1, cng_v[1]);
// d_print_pmat(nu_v[1]+nx_v[1], ng_v[1], bs, pDCt1, cng_v[1]);
// exit(2);
// last stage
double *DCN; d_zeros(&DCN, ng_v[N], nx_v[N]);
for(jj=0; jj<ng_v[N]; jj++) DCN[jj*(ng_v[N]+1)] = 1.0;
// d_print_mat(ng_v[N], nx_v[N], DCN, ng_v[N]);
double *pDCtN; d_zeros_align(&pDCtN, pnx_v[N], cng_v[N]);
d_cvt_tran_mat2pmat(ng_v[N], nx_v[N], DCN, ng_v[N], 0, pDCtN, cng_v[N]);
// d_print_pmat(nx_v[N], ng_v[N], bs, pDCtN, cng_v[N]);
// constrained stage
// double *DCM; d_zeros(&DCM, ng_v[M], nu_v[M]+nx_v[M]);
// for(jj=0; jj<ng_v[M]; jj++) DCM[jj+(jj+nu_v[M])*ng_v[M]] = 1.0;
// d_print_mat(ng_v[M], nu_v[M]+nx_v[M], DCM, ng_v[M]);
// double *pDCtM; d_zeros_align(&pDCtM, pnux_v[M], cng_v[M]);
// d_cvt_tran_mat2pmat(ng_v[M], nu_v[M]+nx_v[M], DCM, ng_v[M], 0, pDCtM, cng_v[M]);
// d_print_pmat(nu_v[M]+nx_v[M], ng_v[M], bs, pDCtM, cng_v[M]);
// exit(2);
/************************************************
* cost function
************************************************/
double *Q; d_zeros(&Q, nx, nx);
for(ii=0; ii<nx; ii++) Q[ii*(nx+1)] = 1.0;
double *R; d_zeros(&R, nu, nu);
for(ii=0; ii<nu; ii++) R[ii*(nu+1)] = 2.0;
double *S; d_zeros(&S, nu, nx); // S=0, so no need to update r0
double *q; d_zeros(&q, nx, 1);
for(ii=0; ii<nx; ii++) q[ii] = 0.1;
double *r; d_zeros(&r, nu, 1);
for(ii=0; ii<nu; ii++) r[ii] = 0.2;
#if KEEP_X0
double *pRSQ0; d_zeros_align(&pRSQ0, pnz, cnux);
d_cvt_mat2pmat(nu, nu, R, nu, 0, pRSQ0, cnux);
d_cvt_tran_mat2pmat(nu, nx, S, nu, nu, pRSQ0+nu/bs*bs*cnux+nu%bs, cnux);
d_cvt_tran_mat2pmat(nu, 1, r, nu, nu+nx, pRSQ0+(nu+nx)/bs*bs*cnux+(nu+nx)%bs, cnux);
d_cvt_mat2pmat(nx, nx, Q, nx, nu, pRSQ0+nu/bs*bs*cnux+nu%bs+nu*bs, cnux);
d_cvt_tran_mat2pmat(nx, 1, q, nx, nu+nx, pRSQ0+(nu+nx)/bs*bs*cnux+(nu+nx)%bs+nu*bs, cnux);
// d_print_pmat(nu+nx+1, nu+nx, bs, pRSQ0, cnux);
double *rq0; d_zeros_align(&rq0, pnux, 1);
d_copy_mat(nu, 1, r, nu, rq0, pnux);
d_copy_mat(nx, 1, q, nx, rq0+nu, pnux);
#else
double *pRSQ0; d_zeros_align(&pRSQ0, pnu1, cnu);
d_cvt_mat2pmat(nu, nu, R, nu, 0, pRSQ0, cnu);
d_cvt_tran_mat2pmat(nu, 1, r, nu, nu, pRSQ0+nu/bs*bs*cnu+nu%bs, cnu);
// d_print_pmat(nu+1, nu, bs, pRSQ0, cnu);
double *rq0; d_zeros_align(&rq0, pnu, 1);
d_copy_mat(nu, 1, r, nu, rq0, pnu);
#endif
double *pRSQ1; d_zeros_align(&pRSQ1, pnz, cnux);
d_cvt_mat2pmat(nu, nu, R, nu, 0, pRSQ1, cnux);
d_cvt_tran_mat2pmat(nu, nx, S, nu, nu, pRSQ1+nu/bs*bs*cnux+nu%bs, cnux);
d_cvt_tran_mat2pmat(nu, 1, r, nu, nu+nx, pRSQ1+(nu+nx)/bs*bs*cnux+(nu+nx)%bs, cnux);
d_cvt_mat2pmat(nx, nx, Q, nx, nu, pRSQ1+nu/bs*bs*cnux+nu%bs+nu*bs, cnux);
d_cvt_tran_mat2pmat(nx, 1, q, nx, nu+nx, pRSQ1+(nu+nx)/bs*bs*cnux+(nu+nx)%bs+nu*bs, cnux);
// d_print_pmat(nu+nx+1, nu+nx, bs, pRSQ1, cnux);
double *rq1; d_zeros_align(&rq1, pnux, 1);
d_copy_mat(nu, 1, r, nu, rq1, pnux);
d_copy_mat(nx, 1, q, nx, rq1+nu, pnux);
double *pRSQN; d_zeros_align(&pRSQN, pnx1, cnx);
d_cvt_mat2pmat(nx, nx, Q, nx, 0, pRSQN, cnx);
d_cvt_tran_mat2pmat(nx, 1, q, nx, nx, pRSQN+(nx)/bs*bs*cnx+(nx)%bs, cnx);
// d_print_pmat(nx+1, nx, bs, pRSQN, cnx);
double *rqN; d_zeros_align(&rqN, pnx, 1);
d_copy_mat(nx, 1, q, nx, rqN, pnx);
// maximum element in cost functions
double mu0 = 2.0;
/************************************************
* high level interface work space
************************************************/
#if 0
double *rA; d_zeros(&rA, nx, N*nx);
d_rep_mat(N, nx, nx, A, nx, rA, nx);
double *rB; d_zeros(&rB, nx, N*nu);
d_rep_mat(N, nx, nu, B, nx, rB, nx);
double *rC; d_zeros(&rC, ng, (N+1)*nx);
d_rep_mat(N, ng, nx, C, ng, rC+nx*ng, ng);
double *CN = DCN;
double *rD; d_zeros(&rD, ng, N*nu);
d_rep_mat(N, ng, nu, D, ng, rD, ng);
double *rb; d_zeros(&rb, nx, N*1);
d_rep_mat(N, nx, 1, b, nx, rb, nx);
double *rQ; d_zeros(&rQ, nx, N*nx);
d_rep_mat(N, nx, nx, Q, nx, rQ, nx);
double *rQf; d_zeros(&rQf, nx, nx);
d_copy_mat(nx, nx, Q, nx, rQf, nx);
double *rS; d_zeros(&rS, nu, N*nx);
d_rep_mat(N, nu, nx, S, nu, rS, nu);
double *rR; d_zeros(&rR, nu, N*nu);
d_rep_mat(N, nu, nu, R, nu, rR, nu);
double *rq; d_zeros(&rq, nx, N);
d_rep_mat(N, nx, 1, q, nx, rq, nx);
double *rqf; d_zeros(&rqf, nx, 1);
d_copy_mat(nx, 1, q, nx, rqf, nx);
double *rr; d_zeros(&rr, nu, N);
d_rep_mat(N, nu, 1, r, nu, rr, nu);
double *lb; d_zeros(&lb, nb, 1);
for(ii=0; ii<nb; ii++)
lb[ii] = d1[ii];
double *rlb; d_zeros(&rlb, nb, N+1);
d_rep_mat(N+1, nb, 1, lb, nb, rlb, nb);
// d_print_mat(nb, N+1, rlb, nb);
double *lg; d_zeros(&lg, ng, 1);
for(ii=0; ii<ng; ii++)
lg[ii] = d1[2*pnb_v[1]+ii];
double *rlg; d_zeros(&rlg, ng, N);
d_rep_mat(N, ng, 1, lg, ng, rlg, ng);
// d_print_mat(ng, N, rlg, ng);
double *lgN; d_zeros(&lgN, ngN, 1);
for(ii=0; ii<ngN; ii++)
lgN[ii] = dN[2*pnb_v[N]+ii];
// d_print_mat(ngN, 1, lgN, ngN);
double *ub; d_zeros(&ub, nb, 1);
for(ii=0; ii<nb; ii++)
ub[ii] = d1[pnb_v[1]+ii];
double *rub; d_zeros(&rub, nb, N+1);
d_rep_mat(N+1, nb, 1, ub, nb, rub, nb);
// d_print_mat(nb, N+1, rub, nb);
double *ug; d_zeros(&ug, ng, 1);
for(ii=0; ii<ng; ii++)
ug[ii] = d1[2*pnb_v[1]+png_v[1]+ii];
double *rug; d_zeros(&rug, ng, N);
d_rep_mat(N, ng, 1, ug, ng, rug, ng);
// d_print_mat(ng, N, rug, ng);
double *ugN; d_zeros(&ugN, ngN, 1);
for(ii=0; ii<ngN; ii++)
ugN[ii] = dN[2*pnb_v[N]+png_v[N]+ii];
// d_print_mat(ngN, 1, ugN, ngN);
double *rx; d_zeros(&rx, nx, N+1);
d_copy_mat(nx, 1, x0, nx, rx, nx);
double *ru; d_zeros(&ru, nu, N);
double *rpi; d_zeros(&rpi, nx, N);
double *rlam; d_zeros(&rlam, N*2*(nb+ng)+2*(nb+ngN), 1);
double *rt; d_zeros(&rt, N*2*(nb+ng)+2*(nb+ngN), 1);
double *rwork = (double *) malloc(hpmpc_d_ip_mpc_hard_tv_work_space_size_bytes(N, nx, nu, nb, ng, ngN));
double inf_norm_res[4] = {}; // infinity norm of residuals: rq, rb, rd, mu
#endif
/************************************************
* low level interface work space
************************************************/
double *hpBAbt[N];
double *hpDCt[N+1];
double *hb[N];
double *hpRSQ[N+1];
double *hrq[N+1];
double *hd[N+1];
int *idx[N+1];
double *hux[N+1];
double *hpi[N];
double *hlam[N+1];
double *ht[N+1];
double *hrb[N];
double *hrrq[N+1];
double *hrd[N+1];
hpBAbt[0] = pBAbt0;
hpDCt[0] = pDCt0;
hb[0] = b0;
hpRSQ[0] = pRSQ0;
hrq[0] = rq0;
hd[0] = d0;
idx[0] = idx0;
d_zeros_align(&hux[0], pnux_v[0], 1);
d_zeros_align(&hpi[0], pnx_v[1], 1);
d_zeros_align(&hlam[0], 2*pnb_v[0]+2*png_v[0], 1);
d_zeros_align(&ht[0], 2*pnb_v[0]+2*png_v[0], 1);
d_zeros_align(&hrb[0], pnx_v[1], 1);
d_zeros_align(&hrrq[0], pnz_v[0], 1);
d_zeros_align(&hrd[0], 2*pnb_v[0]+2*png_v[0], 1);
for(ii=1; ii<N; ii++)
{
hpBAbt[ii] = pBAbt1;
// d_zeros_align(&hpBAbt[ii], pnz_v[ii], cnx_v[ii+1]); for(jj=0; jj<pnz_v[ii]*cnx_v[ii+1]; jj++) hpBAbt[ii][jj] = pBAbt1[jj];
hpDCt[ii] = pDCt1;
hb[ii] = b;
hpRSQ[ii] = pRSQ1;
// d_zeros_align(&hpRSQ[ii], pnz_v[ii], cnux_v[ii]); for(jj=0; jj<pnz_v[ii]*cnux_v[ii]; jj++) hpRSQ[ii][jj] = pRSQ1[jj];
hrq[ii] = rq1;
hd[ii] = d1;
idx[ii] = idx1;
d_zeros_align(&hux[ii], pnux_v[ii], 1);
d_zeros_align(&hpi[ii], pnx_v[ii+1], 1);
d_zeros_align(&hlam[ii], 2*pnb_v[ii]+2*png_v[ii], 1);
d_zeros_align(&ht[ii], 2*pnb_v[ii]+2*png_v[ii], 1);
d_zeros_align(&hrb[ii], pnx_v[ii+1], 1);
d_zeros_align(&hrrq[ii], pnz_v[ii], 1);
d_zeros_align(&hrd[ii], 2*pnb_v[ii]+2*png_v[ii], 1);
}
hpDCt[N] = pDCtN;
hpRSQ[N] = pRSQN;
hrq[N] = rqN;
hd[N] = dN;
idx[N] = idxN;
d_zeros_align(&hux[N], pnx, 1);
d_zeros_align(&hlam[N], 2*pnb_v[N]+2*png_v[N], 1);
d_zeros_align(&ht[N], 2*pnb_v[N]+2*png_v[N], 1);
d_zeros_align(&hrrq[N], pnz_v[N], 1);
d_zeros_align(&hrd[N], 2*pnb_v[N]+2*png_v[N], 1);
// hpDCt[M] = pDCtM;
// hd[M] = dM;
double mu = 0.0;
#if USE_IPM_RES
double *work; d_zeros_align(&work, d_ip2_res_mpc_hard_tv_work_space_size_bytes(N, nx_v, nu_v, nb_v, ng_v)/sizeof(double), 1);
#else
double *work; d_zeros_align(&work, d_ip2_mpc_hard_tv_work_space_size_bytes(N, nx_v, nu_v, nb_v, ng_v)/sizeof(double), 1);
#endif
/************************************************
* (new) high level interface work space
************************************************/
// box constraints
double *lb0; d_zeros(&lb0, nb_v[0], 1);
for(ii=0; ii<nb_v[0]; ii++)
lb0[ii] = d0[ii];
double *ub0; d_zeros(&ub0, nb_v[0], 1);
for(ii=0; ii<nb_v[0]; ii++)
ub0[ii] = d0[pnb_v[0]+ii];
double *lb1; d_zeros(&lb1, nb_v[1], 1);
for(ii=0; ii<nb_v[1]; ii++)
lb1[ii] = d1[ii];
double *ub1; d_zeros(&ub1, nb_v[1], 1);
for(ii=0; ii<nb_v[1]; ii++)
ub1[ii] = d1[pnb_v[1]+ii];
double *lbN; d_zeros(&lbN, nb_v[N], 1);
for(ii=0; ii<nb_v[N]; ii++)
lbN[ii] = dN[ii];
double *ubN; d_zeros(&ubN, nb_v[N], 1);
for(ii=0; ii<nb_v[N]; ii++)
ubN[ii] = dN[pnb_v[N]+ii];
// general constraints
double *lg0; d_zeros(&lg0, ng_v[0], 1);
for(ii=0; ii<ng_v[0]; ii++)
lg0[ii] = d0[2*pnb_v[0]+ii];
double *ug0; d_zeros(&ug0, ng_v[0], 1);
for(ii=0; ii<ng_v[0]; ii++)
ug0[ii] = d0[2*pnb_v[0]+png_v[0]+ii];
double *lg1; d_zeros(&lg1, ng_v[1], 1);
for(ii=0; ii<ng_v[1]; ii++)
lg1[ii] = d1[2*pnb_v[1]+ii];
double *ug1; d_zeros(&ug1, ng_v[1], 1);
for(ii=0; ii<ng_v[1]; ii++)
ug1[ii] = d1[2*pnb_v[1]+png_v[1]+ii];
double *lgN; d_zeros(&lgN, ng_v[N], 1);
for(ii=0; ii<ng_v[N]; ii++)
lgN[ii] = dN[2*pnb_v[N]+ii];
double *ugN; d_zeros(&ugN, ng_v[N], 1);
for(ii=0; ii<ng_v[N]; ii++)
ugN[ii] = dN[2*pnb_v[N]+png_v[N]+ii];
// data matrices
double *hA[N];
double *hB[N];
double *hC[N+1];
double *hD[N];
double *hQ[N+1];
double *hS[N];
double *hR[N];
double *hq[N+1];
double *hr[N];
double *hlb[N+1];
double *hub[N+1];
double *hlg[N+1];
double *hug[N+1];
double *hx[N+1];
double *hu[N];
double *hpi1[N];
double *hlam1[N+1];
double *ht1[N+1];
double inf_norm_res[4] = {}; // infinity norm of residuals: rq, rb, rd, mu
ii = 0;
hA[0] = A;
hB[0] = B;
hC[0] = C;
hD[0] = D;
hQ[0] = Q;
hS[0] = S;
hR[0] = R;
hq[0] = q;
hr[0] = r;
hlb[0] = lb0;
hub[0] = ub0;
hlg[0] = lg0;
hug[0] = ug0;
d_zeros(&hx[0], nx_v[0], 1);
d_zeros(&hu[0], nu_v[0], 1);
d_zeros(&hpi1[0], nx_v[1], 1);
d_zeros(&hlam1[0], 2*nb_v[0]+2*ng_v[0], 1);
d_zeros(&ht1[0], 2*nb_v[0]+2*ng_v[0], 1);
for(ii=1; ii<N; ii++)
{
hA[ii] = A;
hB[ii] = B;
hC[ii] = C;
hD[ii] = D;
hQ[ii] = Q;
hS[ii] = S;
hR[ii] = R;
hq[ii] = q;
hr[ii] = r;
hlb[ii] = lb1;
hub[ii] = ub1;
hlg[ii] = lg1;
hug[ii] = ug1;
d_zeros(&hx[ii], nx_v[ii], 1);
d_zeros(&hu[ii], nu_v[ii], 1);
d_zeros(&hpi1[ii], nx_v[ii+1], 1);
d_zeros(&hlam1[ii], 2*nb_v[ii]+2*ng_v[ii], 1);
d_zeros(&ht1[ii], 2*nb_v[ii]+2*ng_v[ii], 1);
}
ii = N;
hC[N] = C;
hQ[N] = Q;
hq[N] = q;
hlb[N] = lbN;
hub[N] = ubN;
hlg[N] = lgN;
hug[N] = ugN;
d_zeros(&hx[N], nx_v[N], 1);
d_zeros(&hlam1[N], 2*nb_v[N]+2*ng_v[N], 1);
d_zeros(&ht1[N], 2*nb_v[N]+2*ng_v[N], 1);
// work space
#if 0
printf("work space in bytes: %d\n", hpmpc_d_ip_ocp_hard_tv_work_space_size_bytes(N, nx_v, nu_v, nb_v, ng_v));
exit(3);
#endif
void *work1 = malloc(hpmpc_d_ip_ocp_hard_tv_work_space_size_bytes(N, nx_v, nu_v, nb_v, ng_v));
double *ptr_work1 = (double *) work1;
/************************************************
* solvers common stuff
************************************************/
int hpmpc_status;
int kk, kk_avg;
int k_max = 10;
double mu_tol = 1e-20;
double alpha_min = 1e-8;
int warm_start = 0; // read initial guess from x and u
double *stat; d_zeros(&stat, k_max, 5);
int compute_res = 1;
int compute_mult = 1;
struct timeval tv0, tv1, tv2, tv3;
double time;
double **dummy;
/************************************************
* call the solver (high-level interface)
************************************************/
#if 1
int time_invariant = 0; // assume the problem to be time invariant
int free_x0 = 0; // assume x0 as optimization variable
gettimeofday(&tv0, NULL); // stop
kk_avg = 0;
for(rep=0; rep<nrep; rep++)
{
// hpmpc_status = fortran_order_d_ip_mpc_hard_tv(&kk, k_max, mu0, mu_tol, N, nx, nu, nb, ng, ngN, time_invariant, free_x0, warm_start, rA, rB, rb, rQ, rQf, rS, rR, rq, rqf, rr, rlb, rub, rC, rD, rlg, rug, CN, lgN, ugN, rx, ru, rpi, rlam, rt, inf_norm_res, rwork, stat);
hpmpc_status = fortran_order_d_ip_ocp_hard_tv(&kk, k_max, mu0, mu_tol, N, nx_v, nu_v, nb_v, ng_v, warm_start, hA, hB, hb, hQ, hS, hR, hq, hr, hlb, hub, hC, hD, hlg, hug, hx, hu, hpi1, hlam1, ht1, inf_norm_res, work1, stat);
kk_avg += kk;
}
gettimeofday(&tv1, NULL); // stop
printf("\nsolution from high-level interface\n\n");
// d_print_mat(nx, N+1, rx, nx);
// d_print_mat(nu, N, ru, nu);
for(ii=0; ii<=N; ii++)
d_print_mat(1, nx_v[ii], hx[ii], 1);
for(ii=0; ii<N; ii++)
d_print_mat(1, nu_v[ii], hu[ii], 1);
printf("\ninfinity norm of residuals\n\n");
d_print_mat_e(1, 4, inf_norm_res, 1);
time = (tv1.tv_sec-tv0.tv_sec)/(nrep+0.0)+(tv1.tv_usec-tv0.tv_usec)/(nrep*1e6);
printf("\nstatistics from last run\n\n");
for(jj=0; jj<kk; jj++)
printf("k = %d\tsigma = %f\talpha = %f\tmu = %f\t\tmu = %e\talpha = %f\tmu = %f\tmu = %e\n", jj, stat[5*jj], stat[5*jj+1], stat[5*jj+2], stat[5*jj+2], stat[5*jj+3], stat[5*jj+4], stat[5*jj+4]);
printf("\n");
printf("\n");
printf(" Average number of iterations over %d runs: %5.1f\n", nrep, kk_avg / (double) nrep);
printf(" Average solution time over %d runs: %5.2e seconds\n", nrep, time);
printf("\n\n");
gettimeofday(&tv0, NULL); // stop
kk_avg = 0;
for(rep=0; rep<nrep; rep++)
{
// fortran_order_d_solve_kkt_new_rhs_mpc_hard_tv(N, nx, nu, nb, ng, ngN, time_invariant, free_x0, rA, rB, rb, rQ, rQf, rS, rR, rq, rqf, rr, rlb, rub, rC, rD, rlg, rug, CN, lgN, ugN, rx, ru, rpi, rlam, rt, inf_norm_res, rwork);
fortran_order_d_solve_kkt_new_rhs_ocp_hard_tv(N, nx_v, nu_v, nb_v, ng_v, hA, hB, hb, hQ, hS, hR, hq, hr, hlb, hub, hC, hD, hlg, hug, hx, hu, hpi1, hlam1, ht1, inf_norm_res, work1);
kk_avg += kk;
}
gettimeofday(&tv1, NULL); // stop
printf("\nsolution from high-level interface (resolve final kkt)\n\n");
// d_print_mat(nx, N+1, rx, nx);
// d_print_mat(nu, N, ru, nu);
for(ii=0; ii<=N; ii++)
d_print_mat(1, nx_v[ii], hx[ii], 1);
for(ii=0; ii<N; ii++)
d_print_mat(1, nu_v[ii], hu[ii], 1);
printf("\ninfinity norm of residuals\n\n");
d_print_mat_e(1, 4, inf_norm_res, 1);
time = (tv1.tv_sec-tv0.tv_sec)/(nrep+0.0)+(tv1.tv_usec-tv0.tv_usec)/(nrep*1e6);
printf(" Average solution time over %d runs: %5.2e seconds\n", nrep, time);
#endif
/************************************************
* call the solver (low-level interface)
************************************************/
// for(ii=0; ii<N; ii++)
// d_print_pmat(nu_v[ii]+nx_v[ii]+1, nx_v[ii+1], bs, hpBAbt[ii], cnx_v[ii+1]);
// exit(3);
gettimeofday(&tv0, NULL); // stop
kk_avg = 0;
printf("\nsolution...\n");
for(rep=0; rep<nrep; rep++)
{
#if USE_IPM_RES
hpmpc_status = d_ip2_res_mpc_hard_tv(&kk, k_max, mu0, mu_tol, alpha_min, warm_start, stat, N, nx_v, nu_v, nb_v, idx, ng_v, hpBAbt, hpRSQ, hpDCt, hd, hux, compute_mult, hpi, hlam, ht, work);
#else
hpmpc_status = d_ip2_mpc_hard_tv(&kk, k_max, mu0, mu_tol, alpha_min, warm_start, stat, N, nx_v, nu_v, nb_v, idx, ng_v, hpBAbt, hpRSQ, hpDCt, hd, hux, compute_mult, hpi, hlam, ht, work);
#endif
kk_avg += kk;
}
printf("\ndone\n");
gettimeofday(&tv1, NULL); // stop
printf("\nsolution from low-level interface (original problem)\n\n");
printf("\nux\n\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nu_v[ii]+nx_v[ii], hux[ii], 1);
printf("\npi\n\n");
for(ii=0; ii<N; ii++)
d_print_mat(1, nx_v[ii+1], hpi[ii], 1);
// printf("\nux\n\n");
// for(ii=0; ii<=N; ii++)
// d_print_mat(1, 2*pnb_v[ii]+2*png_v[ii], hlam[ii], 1);
// printf("\nux\n\n");
// for(ii=0; ii<=N; ii++)
// d_print_mat(1, 2*pnb_v[ii]+2*png_v[ii], ht[ii], 1);
// residuals
if(compute_res)
{
// compute residuals
d_res_mpc_hard_tv(N, nx_v, nu_v, nb_v, idx, ng_v, hpBAbt, hb, hpRSQ, hrq, hux, hpDCt, hd, hpi, hlam, ht, hrrq, hrb, hrd, &mu);
// print residuals
printf("\nhrrq\n\n");
for(ii=0; ii<=N; ii++)
d_print_mat_e(1, nu_v[ii]+nx_v[ii], hrrq[ii], 1);
printf("\nhrb\n\n");
for(ii=0; ii<N; ii++)
d_print_mat_e(1, nx_v[ii+1], hrb[ii], 1);
printf("\nhrd low\n\n");
for(ii=0; ii<=N; ii++)
d_print_mat_e(1, nb_v[ii], hrd[ii], 1);
printf("\nhrd up\n\n");
for(ii=0; ii<=N; ii++)
d_print_mat_e(1, nb_v[ii], hrd[ii]+pnb_v[ii], 1);
}
// zero the solution again
for(ii=0; ii<=N; ii++)
for(jj=0; jj<nu_v[ii]+nx_v[ii]; jj++) hux[ii][jj] = 0.0;
// modify constraints
#if 0
for(jj=0; jj<nbx; jj++)
{
dN[jj] = - 4.0; // xmin
dN[pnb_v[N]+jj] = 4.0; // xmax
idxN[jj] = jj;
}
for(jj=0; jj<ng_v[N]; jj++)
{
dN[2*pnb_v[N]+jj] = 0.1; // xmin
dN[2*pnb_v[N]+png_v[N]+jj] = 0.1; // xmax
}
#endif
#if 0
for(ii=0; ii<=N; ii++)
d_print_pmat(nu_v[ii]+nx_v[ii]+1, nu_v[ii]+nx_v[ii], bs, hpRSQ[ii], cnux_v[ii]);
for(ii=0; ii<=N; ii++)
d_print_mat(1, nu_v[ii]+nx_v[ii], hrq[ii], 1);
exit(1);
#endif
gettimeofday(&tv2, NULL); // stop
printf("\nsolution...\n");
for(rep=0; rep<nrep; rep++)
{
#if USE_IPM_RES
d_kkt_solve_new_rhs_res_mpc_hard_tv(N, nx_v, nu_v, nb_v, idx, ng_v, hpBAbt, hb, hpRSQ, hrq, hpDCt, hd, hux, compute_mult, hpi, hlam, ht, work);
#else
d_kkt_solve_new_rhs_mpc_hard_tv(N, nx_v, nu_v, nb_v, idx, ng_v, hpBAbt, hb, hpRSQ, hrq, hpDCt, hd, hux, compute_mult, hpi, hlam, ht, work);
#endif
}
printf("\ndone\n");
gettimeofday(&tv3, NULL); // stop
printf("\nsolution from low-level interface (resolve final kkt)\n\n");
printf("\nux\n\n");
for(ii=0; ii<=N; ii++)
d_print_mat(1, nu_v[ii]+nx_v[ii], hux[ii], 1);
printf("\npi\n\n");
for(ii=0; ii<N; ii++)
d_print_mat(1, nx_v[ii+1], hpi[ii], 1);
// printf("\nux\n\n");
// for(ii=0; ii<=N; ii++)
// d_print_mat(1, 2*pnb_v[ii]+2*png_v[ii], hlam[ii], 1);
// printf("\nux\n\n");
// for(ii=0; ii<=N; ii++)
// d_print_mat(1, 2*pnb_v[ii]+2*png_v[ii], ht[ii], 1);
// residuals
if(compute_res)
{
// compute residuals
d_res_mpc_hard_tv(N, nx_v, nu_v, nb_v, idx, ng_v, hpBAbt, hb, hpRSQ, hrq, hux, hpDCt, hd, hpi, hlam, ht, hrrq, hrb, hrd, &mu);
// print residuals
printf("\nhrrq\n\n");
for(ii=0; ii<=N; ii++)
d_print_mat_e(1, nu_v[ii]+nx_v[ii], hrrq[ii], 1);
printf("\nhrb\n\n");
for(ii=0; ii<N; ii++)
d_print_mat_e(1, nx_v[ii+1], hrb[ii], 1);
printf("\nhrd low\n\n");
for(ii=0; ii<=N; ii++)
d_print_mat_e(1, nb_v[ii], hrd[ii], 1);
printf("\nhrd up\n\n");
for(ii=0; ii<=N; ii++)
d_print_mat_e(1, nb_v[ii], hrd[ii]+pnb_v[ii], 1);
}
double time_ipm = (tv1.tv_sec-tv0.tv_sec)/(nrep+0.0)+(tv1.tv_usec-tv0.tv_usec)/(nrep*1e6);
double time_final = (tv3.tv_sec-tv2.tv_sec)/(nrep+0.0)+(tv3.tv_usec-tv2.tv_usec)/(nrep*1e6);
printf("\nstatistics from last run\n\n");
for(jj=0; jj<kk; jj++)
printf("k = %d\tsigma = %f\talpha = %f\tmu = %f\t\tmu = %e\talpha = %f\tmu = %f\tmu = %e\n", jj, stat[5*jj], stat[5*jj+1], stat[5*jj+2], stat[5*jj+2], stat[5*jj+3], stat[5*jj+4], stat[5*jj+4]);
printf("\n");
printf("\n");
printf(" Average number of iterations over %d runs: %5.1f\n", nrep, kk_avg / (double) nrep);
printf(" Average solution time over %d runs: %5.2e seconds (IPM)\n", nrep, time_ipm);
printf(" Average solution time over %d runs: %5.2e seconds (resolve final kkt)\n", nrep, time_final);
printf("\n\n");
/************************************************
* compute residuals
************************************************/
/************************************************
* free memory
************************************************/
// problem data
free(A);
free(B);
d_free_align(b);
d_free_align(x0);
free(C);
free(D);
free(Q);
free(S);
free(R);
free(q);
free(r);
// low level interface
d_free_align(pA);
d_free_align(b0);
d_free_align(pBAbt0);
d_free_align(pBAbt1);
d_free_align(d0);
d_free_align(d1);
d_free_align(dN);
d_free_align(pDCt0);
d_free_align(pDCt1);
free(DCN);
d_free_align(pDCtN);
free(idx0);
free(idx1);
free(idxN);
d_free_align(pRSQ0);
d_free_align(pRSQ1);
d_free_align(pRSQN);
d_free_align(rq0);
d_free_align(rq1);
d_free_align(rqN);
d_free_align(work);
free(stat);
for(ii=0; ii<N; ii++)
{
d_free_align(hux[ii]);
d_free_align(hpi[ii]);
d_free_align(hlam[ii]);
d_free_align(ht[ii]);
d_free_align(hrb[ii]);
d_free_align(hrrq[ii]);
d_free_align(hrd[ii]);
}
d_free_align(hux[N]);
d_free_align(hlam[N]);
d_free_align(ht[N]);
d_free_align(hrrq[N]);
d_free_align(hrd[N]);
#if 0
// high level interface
free(rA);
free(rB);
free(rC);
free(rD);
free(rb);
free(rQ);
free(rQf);
free(rS);
free(rR);
free(rq);
free(rqf);
free(rr);
free(lb);
free(rlb);
free(lg);
free(rlg);
free(lgN);
free(ub);
free(rub);
free(ug);
free(rug);
free(ugN);
free(rx);
free(ru);
free(rpi);
free(rlam);
free(rt);
free(rwork);
#endif
// new high level interface
free(lb0);
free(ub0);
free(lb1);
free(ub1);
free(lbN);
free(ubN);
free(lg0);
free(ug0);
free(lg1);
free(ug1);
free(work1);
for(ii=0; ii<N; ii++)
{
free(hx[ii]);
free(hu[ii]);
free(hpi1[ii]);
free(hlam1[ii]);
free(ht1[ii]);
}
free(hx[N]);
free(hlam1[N]);
free(ht1[N]);
return 0;
}