void d_res_mpc(int nx, int nu, int N, double **hpBAbt, double **hpQ, double **hq, double **hux, double **hpi, double **hrq, double **hrb) { const int bs = D_MR; //d_get_mr(); const int ncl = D_NCL; const int pnz = bs*((nx+nu+1+bs-1)/bs); const int cnz = ncl*((nx+nu+1+ncl-1)/ncl); const int cnx = ncl*((nx+ncl-1)/ncl); static double temp[D_MR] = {}; int ii, jj; int nxu = nx+nu; // first block for(jj=0; jj<nu; jj++) hrq[0][jj] = - hq[0][jj]; for(jj=0; jj<nu%bs; jj++) { temp[jj] = hux[0][(nu/bs)*bs+jj]; hux[0][(nu/bs)*bs+jj] = 0.0; } dgemv_t_lib(nx, nu, hpQ[0]+(nu/bs)*bs*cnz+nu%bs, cnz, hux[0]+nu, -1, hrq[0], hrq[0]); for(jj=0; jj<nu%bs; jj++) hux[0][(nu/bs)*bs+jj] = temp[jj]; dsymv_lib(nu, nu, hpQ[0], cnz, hux[0], -1, hrq[0], hrq[0]); dgemv_n_lib(nu, nx, hpBAbt[0], cnx, hpi[1], -1, hrq[0], hrq[0]); for(jj=0; jj<nx; jj++) hrb[0][jj] = hux[1][nu+jj] - hpBAbt[0][(nxu/bs)*bs*cnx+nxu%bs+bs*jj]; dgemv_t_lib(nxu, nx, hpBAbt[0], cnx, hux[0], -1, hrb[0], hrb[0]); // middle blocks for(ii=1; ii<N; ii++) { for(jj=0; jj<nu; jj++) hrq[ii][jj] = - hq[ii][jj]; for(jj=0; jj<nx; jj++) hrq[ii][nu+jj] = hpi[ii][jj] - hq[ii][nu+jj]; dsymv_lib(nxu, nxu, hpQ[ii], cnz, hux[ii], -1, hrq[ii], hrq[ii]); for(jj=0; jj<nx; jj++) hrb[ii][jj] = hux[ii+1][nu+jj] - hpBAbt[ii][(nxu/bs)*bs*cnx+nxu%bs+bs*jj]; dgemv_nt_lib(nxu, nx, hpBAbt[ii], cnx, hpi[ii+1], hux[ii], -1, hrq[ii], hrb[ii], hrq[ii], hrb[ii]); } // last block for(jj=0; jj<nx; jj++) hrq[N][nu+jj] = hpi[N][jj] - hq[N][nu+jj]; dsymv_lib(nx+nu%bs, nx+nu%bs, hpQ[N]+(nu/bs)*bs*cnz+(nu/bs)*bs*bs, cnz, hux[N]+(nu/bs)*bs, -1, hrq[N]+(nu/bs)*bs, hrq[N]+(nu/bs)*bs); }
void d_res_mpc_soft_tv(int N, int *nx, int *nu, int *nb, int **idxb, int *ng, int *ns, double **hpBAbt, double **hpQ, double **hq, double **hZ, double **hz, double **hux, double **hpDCt, double **hd, double **hpi, double **hlam, double **ht, double **hrq, double **hrb, double **hrd, double **hrz, double *mu) { const int bs = D_MR; const int ncl = D_NCL; static double temp[D_MR] = {}; int ii, jj; int nu0, nu1, cnz0, nx0, nx1, nxm, cnx0, cnx1, nb0, pnb, ng0, png, cng, ns0, pns, nb_tot; // initialize mu nb_tot = 0; mu[0] = 0; nu1 = nu[0]; nx1 = nx[0]; cnx1 = (nx1+ncl-1)/ncl*ncl; // first blocks for(ii=0; ii<N; ii++) { nu0 = nu1; nu1 = nu[ii+1]; nx0 = nx1; nx1 = nx[ii+1]; cnx0 = cnx1; cnx1 = (nx1+ncl-1)/ncl*ncl; cnz0 = (nu0+nx0+1+ncl-1)/ncl*ncl; nb0 = nb[ii]; pnb = (nb0+bs-1)/bs*bs; ng0 = ng[ii]; png = (ng0+bs-1)/bs*bs; cng = (ng0+ncl-1)/ncl*ncl; ns0 = ns[ii]; pns = (ns0+bs-1)/bs*bs; nb_tot += nb0 + ng0 + ns0; for(jj=0; jj<nb0; jj++) mu[0] += hlam[ii][jj] * ht[ii][jj] + hlam[ii][pnb+jj] * ht[ii][pnb+jj]; for(jj=0; jj<ng0; jj++) mu[0] += hlam[ii][2*pnb+jj] * ht[ii][2*pnb+jj] + hlam[ii][2*pnb+png+jj] * ht[ii][2*pnb+png+jj]; for(jj=0; jj<ns0; jj++) mu[0] += hlam[ii][2*pnb+2*png+0*pns+jj] * ht[ii][2*pnb+2*png+0*pns+jj] + hlam[ii][2*pnb+2*png+1*pns+jj] * ht[ii][2*pnb+2*png+1*pns+jj] + hlam[ii][2*pnb+2*png+2*pns+jj] * ht[ii][2*pnb+2*png+2*pns+jj] + hlam[ii][2*pnb+2*png+3*pns+jj] * ht[ii][2*pnb+2*png+3*pns+jj]; for(jj=0; jj<nb0; jj++) { hrd[ii][jj] = hux[ii][idxb[ii][jj]] - hd[ii][jj] - ht[ii][jj]; hrd[ii][pnb+jj] = - hux[ii][idxb[ii][jj]] - hd[ii][pnb+jj] - ht[ii][pnb+jj]; } if(ng0>0) { dgemv_t_lib(nu0+nx0, ng0, hpDCt[ii], cng, hux[ii], 0, hrd[ii]+2*pnb, hrd[ii]+2*pnb); for(jj=0; jj<ng0; jj++) { hrd[ii][2*pnb+png+jj] = - hrd[ii][2*pnb+jj]; hrd[ii][2*pnb+jj] += - hd[ii][2*pnb+jj] - ht[ii][2*pnb+jj]; hrd[ii][2*pnb+png+jj] += - hd[ii][2*pnb+png+jj] - ht[ii][2*pnb+png+jj]; } } for(jj=0; jj<ns0; jj++) { hrd[ii][2*pnb+2*png+0*pns+jj] = ht[ii][2*pnb+2*png+2*pns+jj] + hux[ii][idxb[ii][nu0+jj]] - hd[ii][2*pnb+2*png+0*pns+jj] - ht[ii][2*pnb+2*png+0*pns+jj]; hrd[ii][2*pnb+2*png+1*pns+jj] = ht[ii][2*pnb+2*png+3*pns+jj] - hux[ii][idxb[ii][nu0+jj]] - hd[ii][2*pnb+2*png+1*pns+jj] - ht[ii][2*pnb+2*png+1*pns+jj]; } for(jj=0; jj<nu0; jj++) hrq[ii][jj] = - hq[ii][jj]; for(jj=0; jj<nx0; jj++) hrq[ii][nu0+jj] = - hq[ii][nu0+jj] + hpi[ii][jj]; dsymv_lib(nu0+nx0, nu0+nx0, hpQ[ii], cnz0, hux[ii], -1, hrq[ii], hrq[ii]); for(jj=0; jj<nb0; jj++) hrq[ii][idxb[ii][jj]] += hlam[ii][jj] - hlam[ii][pnb+jj]; if(ng0>0) { // TODO work space + one dgemv call dgemv_n_lib(nu0+nx0, ng0, hpDCt[ii], cng, hlam[ii]+2*pnb, 1, hrq[ii], hrq[ii]); dgemv_n_lib(nu0+nx0, ng0, hpDCt[ii], cng, hlam[ii]+2*pnb+png, -1, hrq[ii], hrq[ii]); } for(jj=0; jj<ns0; jj++) hrq[ii][idxb[ii][nu0+jj]] += hlam[ii][2*pnb+2*png+0*pns+jj] - hlam[ii][2*pnb+2*png+1*pns+jj]; for(jj=0; jj<nx1; jj++) hrb[ii][jj] = hux[ii+1][nu1+jj] - hpBAbt[ii][(nu0+nx0)/bs*bs*cnx1+(nu0+nx0)%bs+bs*jj]; dgemv_nt_lib(nu0+nx0, nx1, hpBAbt[ii], cnx1, hpi[ii+1], hux[ii], -1, -1, hrq[ii], hrb[ii], hrq[ii], hrb[ii]); for(jj=0; jj<ns0; jj++) { hrz[ii][0*pns+jj] = hz[ii][0*pns+jj] + hZ[ii][0*pns+jj]*ht[ii][2*pnb+2*png+2*pns+jj] - hlam[ii][2*pnb+2*png+0*pns+jj] - hlam[ii][2*pnb+2*png+2*pns+jj]; hrz[ii][1*pns+jj] = hz[ii][1*pns+jj] + hZ[ii][1*pns+jj]*ht[ii][2*pnb+2*png+3*pns+jj] - hlam[ii][2*pnb+2*png+1*pns+jj] - hlam[ii][2*pnb+2*png+3*pns+jj]; } } // last block ii = N; nu0 = nu1; nx0 = nx1; cnz0 = (nu0+nx0+1+ncl-1)/ncl*ncl; nb0 = nb[ii]; pnb = (nb0+bs-1)/bs*bs; ng0 = ng[ii]; png = (ng0+bs-1)/bs*bs; cng = (ng0+ncl-1)/ncl*ncl; ns0 = ns[ii]; pns = (ns0+bs-1)/bs*bs; nb_tot += nb0 + ng0 + ns0; for(jj=0; jj<nb0; jj++) mu[0] += hlam[ii][jj] * ht[ii][jj] + hlam[ii][pnb+jj] * ht[ii][pnb+jj]; for(jj=0; jj<ng0; jj++) mu[0] += hlam[ii][2*pnb+jj] * ht[ii][2*pnb+jj] + hlam[ii][2*pnb+png+jj] * ht[ii][2*pnb+png+jj]; for(jj=0; jj<ns0; jj++) mu[0] += hlam[ii][2*pnb+2*png+0*pns+jj] * ht[ii][2*pnb+2*png+0*pns+jj] + hlam[ii][2*pnb+2*png+1*pns+jj] * ht[ii][2*pnb+2*png+1*pns+jj] + hlam[ii][2*pnb+2*png+2*pns+jj] * ht[ii][2*pnb+2*png+2*pns+jj] + hlam[ii][2*pnb+2*png+3*pns+jj] * ht[ii][2*pnb+2*png+3*pns+jj]; for(jj=0; jj<nb0; jj++) { hrd[ii][jj] = hux[ii][idxb[ii][jj]] - hd[ii][jj] - ht[ii][jj]; hrd[ii][pnb+jj] = - hux[ii][idxb[ii][jj]] - hd[ii][pnb+jj] - ht[ii][pnb+jj]; } if(ng0>0) { dgemv_t_lib(nu0+nx0, ng0, hpDCt[ii], cng, hux[ii], 0, hrd[ii]+2*pnb, hrd[ii]+2*pnb); for(jj=0; jj<ng0; jj++) { hrd[ii][2*pnb+png+jj] = - hrd[ii][2*pnb+jj]; hrd[ii][2*pnb+jj] += - hd[ii][2*pnb+jj] - ht[ii][2*pnb+jj]; hrd[ii][2*pnb+png+jj] += - hd[ii][2*pnb+png+jj] - ht[ii][2*pnb+png+jj]; } } for(jj=0; jj<ns0; jj++) { hrd[ii][2*pnb+2*png+0*pns+jj] = ht[ii][2*pnb+2*png+2*pns+jj] + hux[ii][idxb[ii][nu0+jj]] - hd[ii][2*pnb+2*png+0*pns+jj] - ht[ii][2*pnb+2*png+0*pns+jj]; hrd[ii][2*pnb+2*png+1*pns+jj] = ht[ii][2*pnb+2*png+3*pns+jj] - hux[ii][idxb[ii][nu0+jj]] - hd[ii][2*pnb+2*png+1*pns+jj] - ht[ii][2*pnb+2*png+1*pns+jj]; } for(jj=0; jj<nx0; jj++) hrq[ii][nu0+jj] = hpi[ii][jj] - hq[ii][nu0+jj]; for(jj=0; jj<nb0; jj++) hrq[ii][idxb[ii][jj]] += hlam[ii][jj] - hlam[ii][pnb+jj]; dsymv_lib(nx0+nu0%bs, nx0+nu0%bs, hpQ[ii]+nu0/bs*bs*cnz0+nu0/bs*bs*bs, cnz0, hux[ii]+nu0/bs*bs, -1, hrq[ii]+nu0/bs*bs, hrq[ii]+nu0/bs*bs); if(ng0>0) { // TODO work space + one dgemv call dgemv_n_lib(nu0+nx0, ng0, hpDCt[ii], cng, hlam[ii]+2*pnb, 1, hrq[ii], hrq[ii]); dgemv_n_lib(nu0+nx0, ng0, hpDCt[ii], cng, hlam[ii]+2*pnb+png, -1, hrq[ii], hrq[ii]); } for(jj=0; jj<ns0; jj++) hrq[ii][idxb[ii][nu0+jj]] += - hlam[ii][2*pnb+2*png+2*pns+jj] + hlam[ii][2*pnb+2*png+3*pns+jj]; for(jj=0; jj<ns0; jj++) { hrz[ii][0*pns+jj] = hz[ii][0*pns+jj] + hZ[ii][0*pns+jj]*ht[ii][2*pnb+2*png+2*pns+jj] - hlam[ii][2*pnb+2*png+0*pns+jj] - hlam[ii][2*pnb+2*png+2*pns+jj]; hrz[ii][1*pns+jj] = hz[ii][1*pns+jj] + hZ[ii][1*pns+jj]*ht[ii][2*pnb+2*png+3*pns+jj] - hlam[ii][2*pnb+2*png+1*pns+jj] - hlam[ii][2*pnb+2*png+3*pns+jj]; } // normalize mu if(nb_tot!=0) mu[0] /= 2.0*nb_tot; }
void d_res_mpc_tv(int N, int *nx, int *nu, double **hpBAbt, double **hpQ, double **hq, double **hux, double **hpi, double **hrq, double **hrb) { const int bs = D_MR; const int ncl = D_NCL; const int nal = bs*ncl; // number of doubles per cache line static double temp[D_MR] = {}; int ii, jj; int nu0, nu1, cnz0, nx0, nx1, nxm, cnx0, cnx1; // first block ii = 0; nu0 = nu[ii]; nu1 = nu[ii+1]; nx0 = nx[ii]; nx1 = nx[ii+1]; cnx1 = (nx1+ncl-1)/ncl*ncl; cnz0 = (nu0+nx0+1+ncl-1)/ncl*ncl; for(jj=0; jj<nu0; jj++) hrq[ii][jj] = - hq[ii][jj]; if(nx0>0) { for(jj=0; jj<nu0%bs; jj++) { temp[jj] = hux[ii][nu0/bs*bs+jj]; hux[ii][nu0/bs*bs+jj] = 0.0; } dgemv_t_lib(nx0+nu0%bs, nu0, hpQ[ii]+nu0/bs*bs*cnz0, cnz0, hux[ii]+nu0/bs*bs, -1, hrq[ii], hrq[ii]); for(jj=0; jj<nu0%bs; jj++) hux[ii][nu0/bs*bs+jj] = temp[jj]; } dsymv_lib(nu0, nu0, hpQ[ii], cnz0, hux[ii], -1, hrq[ii], hrq[ii]); dgemv_n_lib(nu0, nx1, hpBAbt[ii], cnx1, hpi[ii+1], -1, hrq[ii], hrq[ii]); for(jj=0; jj<nx1; jj++) hrb[ii][jj] = hux[ii+1][nu1+jj] - hpBAbt[ii][(nu0+nx0)/bs*bs*cnx1+(nu0+nx0)%bs+bs*jj]; dgemv_t_lib(nu0+nx0, nx1, hpBAbt[ii], cnx1, hux[ii], -1, hrb[ii], hrb[ii]); // middle blocks for(ii=1; ii<N; ii++) { nu0 = nu1; nu1 = nu[ii+1]; nx0 = nx1; nx1 = nx[ii+1]; cnx0 = cnx1; cnx1 = (nx1+ncl-1)/ncl*ncl; cnz0 = (nu0+nx0+1+ncl-1)/ncl*ncl; for(jj=0; jj<nu0; jj++) hrq[ii][jj] = - hq[ii][jj]; for(jj=0; jj<nx0; jj++) hrq[ii][nu0+jj] = - hq[ii][nu0+jj] + hpi[ii][jj]; dsymv_lib(nu0+nx0, nu0+nx0, hpQ[ii], cnz0, hux[ii], -1, hrq[ii], hrq[ii]); for(jj=0; jj<nx1; jj++) hrb[ii][jj] = hux[ii+1][nu1+jj] - hpBAbt[ii][(nu0+nx0)/bs*bs*cnx1+(nu0+nx0)%bs+bs*jj]; dgemv_nt_lib(nu0+nx0, nx1, hpBAbt[ii], cnx1, hpi[ii+1], hux[ii], -1, hrq[ii], hrb[ii], hrq[ii], hrb[ii]); } // last block ii = N; nu0 = nu1; nx0 = nx1; cnz0 = (nu0+nx0+1+ncl-1)/ncl*ncl; for(jj=0; jj<nx0; jj++) hrq[ii][nu0+jj] = hpi[ii][jj] - hq[ii][nu0+jj]; dsymv_lib(nx0+nu0%bs, nx0+nu0%bs, hpQ[ii]+nu0/bs*bs*cnz0+nu0/bs*bs*bs, cnz0, hux[ii]+nu0/bs*bs, -1, hrq[ii]+nu0/bs*bs, hrq[ii]+nu0/bs*bs); }
void d_res_diag_mpc(int N, int *nx, int *nu, double **hdA, double **hpBt, double **hpR, double **hpSt, double **hpQ, double **hb, double **hrq, double **hux, double **hpi, double **hres_rq, double **hres_b, double *work) { const int bs = D_MR; //d_get_mr(); const int ncl = D_NCL; int ii, jj; int nu0, nu1, cnu0, nx0, nx1, nxm, cnx0, cnx1; // first stage ii = 0; nu0 = nu[ii]; nu1 = nu[ii+1]; nx0 = nx[ii]; // nx1; nx1 = nx[ii+1]; cnu0 = ncl*((nu0+ncl-1)/ncl); cnx1 = ncl*((nx1+ncl-1)/ncl); nxm = (nx0<nx1) ? nx0 : nx1; for(jj=0; jj<nu0; jj++) hres_rq[ii][jj] = - hrq[ii][jj]; for(jj=0; jj<nx0; jj++) work[jj] = hux[ii][nu0+jj]; dgemv_t_lib(nx0, nu0, hpSt[ii], cnu0, work, -1, hres_rq[ii], hres_rq[ii]); dsymv_lib(nu0, nu0, hpR[ii], cnu0, hux[ii], -1, hres_rq[ii], hres_rq[ii]); dgemv_n_lib(nu0, nx1, hpBt[ii], cnx1, hpi[ii+1], -1, hres_rq[ii], hres_rq[ii]); for(jj=0; jj<nx1; jj++) hres_b[ii][jj] = hux[ii+1][nu1+jj] - hb[ii][jj]; for(jj=0; jj<nxm; jj++) hres_b[ii][jj] -= hdA[ii][jj] * work[jj]; dgemv_t_lib(nu0, nx1, hpBt[ii], cnx1, hux[ii], -1, hres_b[ii], hres_b[ii]); // middle stages for(ii=1; ii<N; ii++) { nu0 = nu1; nu1 = nu[ii+1]; nx0 = nx1; nx1 = nx[ii+1]; cnu0 = ncl*((nu0+ncl-1)/ncl); cnx0 = cnx1; cnx1 = ncl*((nx1+ncl-1)/ncl); nxm = (nx0<nx1) ? nx0 : nx1; for(jj=0; jj<nu0; jj++) hres_rq[ii][jj] = - hrq[ii][jj]; for(jj=0; jj<nx0; jj++) work[jj] = hux[ii][nu0+jj]; dgemv_t_lib(nx0, nu0, hpSt[ii], cnu0, work, -1, hres_rq[ii], hres_rq[ii]); dsymv_lib(nu0, nu0, hpR[ii], cnu0, hux[ii], -1, hres_rq[ii], hres_rq[ii]); dgemv_n_lib(nu0, nx1, hpBt[ii], cnx1, hpi[ii+1], -1, hres_rq[ii], hres_rq[ii]); for(jj=0; jj<nx0; jj++) hres_rq[ii][nu0+jj] = hpi[ii][jj] - hrq[ii][nu0+jj]; for(jj=0; jj<nxm; jj++) hres_rq[ii][nu0+jj] -= hdA[ii][jj] * hpi[ii+1][jj]; dgemv_n_lib(nx0, nu0, hpSt[ii], cnu0, hux[ii], -1, hres_rq[ii]+nu0, hres_rq[ii]+nu0); dsymv_lib(nx0, nx0, hpQ[ii], cnx0, work, -1, hres_rq[ii]+nu0, hres_rq[ii]+nu0); for(jj=0; jj<nx1; jj++) hres_b[ii][jj] = hux[ii+1][nu1+jj] - hb[ii][jj]; for(jj=0; jj<nxm; jj++) hres_b[ii][jj] -= hdA[ii][jj] * work[jj]; dgemv_t_lib(nu0, nx1, hpBt[ii], cnx1, hux[ii], -1, hres_b[ii], hres_b[ii]); } // last stage ii = N; nu0 = nu1; nx0 = nx1; cnx0 = cnx1; for(jj=0; jj<nx0; jj++) hres_rq[ii][nu0+jj] = hpi[ii][jj] - hrq[ii][nu0+jj]; for(jj=0; jj<nx0; jj++) work[jj] = hux[ii][nu0+jj]; dsymv_lib(nx0, nx0, hpQ[ii], cnx0, work, -1, hres_rq[ii]+nu0, hres_rq[ii]+nu0); }
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() { #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() { #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; }