scs_int solveLinSys(const AMatrix * A, const Settings * stgs, Priv * p, scs_float * b, const scs_float * s, scs_int iter) {
/* returns solution to linear system */
/* Ax = b with solution stored in b */
tic(&linsysTimer);
LDLSolve(b, b, p->L, p->D, p->P, p->bp);
totalSolveTime += tocq(&linsysTimer);
#if EXTRAVERBOSE > 0
scs_printf("linsys solve time: %1.2es\n", tocq(&linsysTimer) / 1e3);
#endif
return 0;
}
Work * scs_init(Data * d, Cone * k, Info * info) {
Work * w;
timer initTimer;
if (!d || !k || !info) {
scs_printf("ERROR: Missing Data, Cone or Info input\n");
return NULL;
}
#ifdef EXTRAVERBOSE
printData(d);
printConeData(k);
#endif
#ifndef NOVALIDATE
if (validate(d, k) < 0) {
scs_printf("ERROR: Validation returned failure\n");
return NULL;
}
#endif
tic(&initTimer);
w = initWork(d, k);
/* strtoc("init", &initTimer); */
info->setupTime = tocq(&initTimer);
if (d->VERBOSE) {
scs_printf("Setup time: %1.2es\n", info->setupTime / 1e3);
}
return w;
}
int main(int argc, char **argv) {
int num_iters;
#if (NUMTESTS > 0)
int i;
double time;
double time_per;
#endif
set_defaults();
setup_indexing();
load_default_data();
/* Solve problem instance for the record. */
settings.verbose = 1;
num_iters = solve();
#ifndef ZERO_LIBRARY_MODE
#if (NUMTESTS > 0)
/* Now solve multiple problem instances for timing purposes. */
settings.verbose = 0;
tic();
for (i = 0; i < NUMTESTS; i++) {
solve();
}
time = tocq();
printf("Timed %d solves over %.3f seconds.\n", NUMTESTS, time);
time_per = time / NUMTESTS;
if (time_per > 1) {
printf("Actual time taken per solve: %.3g s.\n", time_per);
} else if (time_per > 1e-3) {
printf("Actual time taken per solve: %.3g ms.\n", 1e3*time_per);
} else {
printf("Actual time taken per solve: %.3g us.\n", 1e6*time_per);
}
#endif
#endif
return 0;
}
idxint scs_solve(Work * w, Data * d, Cone * k, Sol * sol, Info * info) {
idxint i;
timer solveTimer;
struct residuals r;
if (!d || !k || !sol || !info || !w || !d->b || !d->c) {
scs_printf("ERROR: NULL input\n");
return FAILURE;
}
tic(&solveTimer);
info->statusVal = 0; /* not yet converged */
updateWork(d, w, sol);
if (d->VERBOSE)
printHeader(d, w, k);
/* scs: */
for (i = 0; i < d->MAX_ITERS; ++i) {
memcpy(w->u_prev, w->u, (d->n + d->m + 1) * sizeof(pfloat));
if (projectLinSys(d, w, i) < 0) return failureDefaultReturn(d, w, sol, info, "error in projectLinSys");
if (projectCones(d, w, k, i) < 0) return failureDefaultReturn(d, w, sol, info, "error in projectCones");
updateDualVars(d, w);
if ((info->statusVal = converged(d, w, &r, i)) != 0)
break;
if (i % PRINT_INTERVAL == 0) {
if (d->VERBOSE) {
printSummary(i, &r, &solveTimer);
#ifdef EXTRAVERBOSE
scs_printf("Norm u = %4f, ", calcNorm(w->u, d->n + d->m + 1));
scs_printf("Norm u_t = %4f, ", calcNorm(w->u_t, d->n + d->m + 1));
scs_printf("Norm v = %4f, ", calcNorm(w->v, d->n + d->m + 1));
scs_printf("tau = %4f, ", w->u[d->n + d->m]);
scs_printf("kappa = %4f, ", w->v[d->n + d->m]);
scs_printf("|u - u_prev| = %4f, ", calcNormDiff(w->u, w->u_prev, d->n + d->m + 1));
scs_printf("|u - u_t| = %4f\n", calcNormDiff(w->u, w->u_t, d->n + d->m + 1));
#endif
}
}
}
if (d->VERBOSE) {
printSummary(i, &r, &solveTimer);
}
setSolution(d, w, sol, info);
/* populate info */
info->iter = i;
getInfo(d, w, sol, info);
info->solveTime = tocq(&solveTimer);
if (d->VERBOSE)
printFooter(d, w, info);
/* un-normalize sol, b, c but not A */
if (d->NORMALIZE)
unNormalizeSolBC(d, w, sol);
return info->statusVal;
}
static void printSummary(idxint i, struct residuals *r, timer * solveTimer) {
scs_printf("%*i|", (int) strlen(HEADER[0]), (int) i);
scs_printf("%*.2e ", (int) HSPACE, r->resPri);
scs_printf("%*.2e ", (int) HSPACE, r->resDual);
scs_printf("%*.2e ", (int) HSPACE, r->relGap);
scs_printf("%*.2e ", (int) HSPACE, r->cTx);
scs_printf("%*.2e ", (int) HSPACE, -r->bTy);
scs_printf("%*.2e ", (int) HSPACE, r->kap / r->tau);
scs_printf("%*.2e ", (int) HSPACE, tocq(solveTimer) / 1e3);
scs_printf("\n");
#ifdef MATLAB_MEX_FILE
mexEvalString("drawnow;");
#endif
}
scs_int solveLinSys(const AMatrix * A, const Settings * stgs, Priv * p, scs_float * b, const scs_float * s, scs_int iter) {
scs_int cgIts;
scs_float cgTol = calcNorm(b, A->n)
* (iter < 0 ? CG_BEST_TOL : CG_MIN_TOL / POWF((scs_float) iter + 1, stgs->cg_rate));
tic(&linsysTimer);
/* solves Mx = b, for x but stores result in b */
/* s contains warm-start (if available) */
accumByAtrans(A, p, &(b[A->n]), b);
/* solves (I+A'A)x = b, s warm start, solution stored in b */
cgIts = pcg(A, stgs, p, s, b, A->n, MAX(cgTol, CG_BEST_TOL));
scaleArray(&(b[A->n]), -1, A->m);
accumByA(A, p, b, &(b[A->n]));
if (iter >= 0) {
totCgIts += cgIts;
}
totalSolveTime += tocq(&linsysTimer);
#if EXTRAVERBOSE > 0
scs_printf("linsys solve time: %1.2es\n", tocq(&linsysTimer) / 1e3);
#endif
return 0;
}
static void transpose(const AMatrix * A, Priv * p) {
scs_int * Ci = p->At->i;
scs_int * Cp = p->At->p;
scs_float * Cx = p->At->x;
scs_int m = A->m;
scs_int n = A->n;
scs_int * Ap = A->p;
scs_int * Ai = A->i;
scs_float * Ax = A->x;
scs_int i, j, q, *z, c1, c2;
#if EXTRAVERBOSE > 0
timer transposeTimer;
scs_printf("transposing A\n");
tic(&transposeTimer);
#endif
z = scs_calloc(m, sizeof(scs_int));
for (i = 0; i < Ap[n]; i++)
z[Ai[i]]++; /* row counts */
cs_cumsum(Cp, z, m); /* row pointers */
for (j = 0; j < n; j++) {
c1 = Ap[j];
c2 = Ap[j + 1];
for (i = c1; i < c2; i++) {
q = z[Ai[i]];
Ci[q] = j; /* place A(i,j) as entry C(j,i) */
Cx[q] = Ax[i];
z[Ai[i]]++;
}
}
scs_free(z);
#if EXTRAVERBOSE > 0
scs_printf("finished transposing A, time: %1.2es\n", tocq(&transposeTimer) / 1e3);
#endif
}
