void SimpleIndefDleInternal::init() {
DleInternal::init();
casadi_assert_message(!pos_def_,
"pos_def option set to True: Solver only handles the indefinite case.");
n_ = A_.size1();
MX As = MX::sym("A", A_);
MX Vs = MX::sym("V", V_);
MX Vss = (Vs+Vs.T())/2;
MX A_total = DMatrix::eye(n_*n_) - kron(As, As);
MX Pf = solve(A_total, vec(Vss), getOption("linear_solver"));
MX P = reshape(Pf, n_, n_);
f_ = MXFunction(dleIn("a", As, "v", Vs),
dleOut("p", MX(P(output().sparsity()))));
f_.init();
casadi_assert(getNumOutputs()==f_.getNumOutputs());
for (int i=0;i<getNumInputs();++i) {
casadi_assert_message(input(i).sparsity()==f_.input(i).sparsity(),
"Sparsity mismatch for input " << i << ":" <<
input(i).dimString() << " <-> " << f_.input(i).dimString() << ".");
}
for (int i=0;i<getNumOutputs();++i) {
casadi_assert_message(output(i).sparsity()==f_.output(i).sparsity(),
"Sparsity mismatch for output " << i << ":" <<
output(i).dimString() << " <-> " << f_.output(i).dimString() << ".");
}
}
void SimpleIndefDleInternal::init() {
DleInternal::init();
casadi_assert_message(!pos_def_,
"pos_def option set to True: Solver only handles the indefinite case.");
n_ = A_.size1();
MX As = MX::sym("A", A_);
MX Vs = MX::sym("V", V_);
MX Cs = MX::sym("C", C_);
MX Hs = MX::sym("H", H_);
MX Vss = (Vs+Vs.T())/2;
if (with_C_) Vss = mul(mul(Cs, Vss), Cs.T());
MX A_total = DMatrix::eye(n_*n_) - kron(As,As);
// Should be treated by solve node
MX Pf = solve(A_total, vec(Vss), getOption("linear_solver"));
std::vector<MX> v_in;
v_in.push_back(As);
v_in.push_back(Vs);
v_in.push_back(Cs);
MX P = reshape(Pf,n_,n_);
std::vector<MX> HPH;
if (with_H_) {
std::vector<MX> H = horzsplit(Hs,Hi_);
for (int k=0;k<H.size();++k) {
HPH.push_back(mul(H[k].T(),mul(P,H[k])));
}
}
std::vector<MX> dle_in(DLE_NUM_IN);
dle_in[DLE_A] = As;
dle_in[DLE_V] = Vs;
if (with_C_) dle_in[DLE_C] = Cs;
if (with_H_) dle_in[DLE_H] = Hs;
f_ = MXFunction(dle_in,dleOut("p",with_H_? diagcat(HPH) : P(output().sparsity())));
f_.init();
casadi_assert(nOut()==f_.nOut());
for (int i=0;i<nIn();++i) {
casadi_assert_message(input(i).sparsity()==f_.input(i).sparsity(),
"Sparsity mismatch for input " << i << ":" <<
input(i).dimString() << " <-> " << f_.input(i).dimString() << ".");
}
for (int i=0;i<nOut();++i) {
casadi_assert_message(output(i).sparsity()==f_.output(i).sparsity(),
"Sparsity mismatch for output " << i << ":" <<
output(i).dimString() << " <-> " << f_.output(i).dimString() << ".");
}
}
