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