Convex_Optimization/lib_include/scocp_include/csocp_ldl.h

/**
 * @file csocp_ldl.h
 * @brief 实现稀疏Cholesky分解模块
 * This file implements Sparse cholesky factorization module
 * @version 0.1
 * @date 2021-09-17
 * 
 * @copyright Copyright (c) 2021
 * 
 */

#include "csocp_config.h"

/** 符号分解 Symbolic factorization */
void c_ldl_symbolic(c_int ndim,   /**< KKT矩阵的维度 Dimension of KKT matrix */
                    c_int *Ajc,   /**< 输入：KKT矩阵的begin指针 Input begin pointer of KKT matrix */
                    c_int *Air,   /**< 输入：KKT矩阵的index指针 Input index pointer of KKT matrix */
                    c_int *Ljc,   /**< 输出：KKT矩阵的begin指针 Output begin pointer of matrix */
                    c_int *etree, /**< 临时消去树 Temporary elimination tree */
                    c_int *lnz,   /**< 临时非零元计数 Temporary non-zeros count */
                    c_int *flag   /**< Temporary visit flag */
);

/** 数值分解 Numerical factorization */
void c_ldl_numeric(c_int ndim,     /**< KKT矩阵的维度 Dimension of KKT matrix */
                   c_int *Ajc,     /**< 输入：KKT矩阵的begin指针 Input begin pointer of KKT matrix */
                   c_int *Air,     /**< 输入：KKT矩阵的index指针 Input index pointer of KKT matrix */
                   c_real *Apr,    /**< 输入：KKT矩阵的element指针 Input element pointer of KKT matrix */
                   c_int *Ljc,     /**< 输入：L矩阵的begin指针 Input begin pointer of L matrix */
                   c_int *etree,   /**< 输入：消去树 Input elimination tree */
                   c_int *sign,    /**< 输入：符号向量 Input sign vector */
                   c_real eps,     /**< 输入：正则化阈值 Input regularization threshold */
                   c_real delta,   /**< 输入：正则化参数 Input regularization parameter */
                   c_int *lnz,     /**< 输出：L矩阵非零元素数量 Output non-zeros count of L matrix */
                   c_int *Lir,     /**< 输出：L矩阵的index指针 Output index pointer of L matrix */
                   c_real *Lpr,    /**< 输出：L矩阵的element指针 Output element pointer of L matrix */
                   c_real *D,      /**< 输出：对角矩阵D Output diagonal D matrix */
                   c_real *col,    /**< 临时列向量 Temporary column vector */
                   c_int *pattern, /**< Temporary non-zeros pattern */
                   c_int *flag     /**< Temporary flag for visit status */
);

/** 求解下三角线性方程组L*x=b Solve L*x = b */
void c_ldl_lsolve(c_int ndim,  /**< L矩阵维度 Dimension of L matrix */
                  c_real *b,   /**< 输入：右端项 Input RHS value */
                  c_int *Ljc,  /**< 输入：L矩阵的begin指针 Input begin pointer of L matrix */
                  c_int *Lir,  /**< 输入：L矩阵的index指针 Input index pointer of L matrix */
                  c_real *Lpr, /**< 输入：L矩阵的element指针 Input element pointer of L matrix */
                  c_real *x    /**< 输出：求解结果x Output solution value */
);

/** 求解对角线性方程组D*x=b Solve D*x = b */
void c_ldl_dsolve(c_int ndim, /**< 对角矩阵维度 Dimension of diagonal matrix */
                  c_real *x,  /**< 输入输出：求解结果x Input + Output value */
                  c_real *D   /**< 输入：对角矩阵D Input diagonal matrix */
);

/** 求解上三角线性方程组L'*x=b Solve L'*x = b */
void c_ldl_ltsolve(c_int ndim, /**< L矩阵维度Dimension of L matrix */
                   c_real *x,  /**< 输入输出：求解结果x Input + Output value */
                   c_int *Ljc, /**< 输入：L矩阵的begin指针 Input begin pointer of L matrix */
                   c_int *Lir, /**< 输入：L矩阵的index指针 Input index pointer of L matrix */
                   c_real *Lpr /**< 输入：L矩阵的element指针 Input element pointer of L matrix */
);