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author | dan miller | 2007-10-19 05:24:38 +0000 |
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committer | dan miller | 2007-10-19 05:24:38 +0000 |
commit | f205de7847da7ae1c10212d82e7042d0100b4ce0 (patch) | |
tree | 9acc9608a6880502aaeda43af52c33e278e95b9c /libraries/ode-0.9/ode/src/lcp.cpp | |
parent | trying to fix my screwup part deux (diff) | |
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from the start... checking in ode-0.9
Diffstat (limited to 'libraries/ode-0.9/ode/src/lcp.cpp')
-rw-r--r-- | libraries/ode-0.9/ode/src/lcp.cpp | 2007 |
1 files changed, 2007 insertions, 0 deletions
diff --git a/libraries/ode-0.9/ode/src/lcp.cpp b/libraries/ode-0.9/ode/src/lcp.cpp new file mode 100644 index 0000000..d03d3e8 --- /dev/null +++ b/libraries/ode-0.9/ode/src/lcp.cpp | |||
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1 | /************************************************************************* | ||
2 | * * | ||
3 | * Open Dynamics Engine, Copyright (C) 2001,2002 Russell L. Smith. * | ||
4 | * All rights reserved. Email: russ@q12.org Web: www.q12.org * | ||
5 | * * | ||
6 | * This library is free software; you can redistribute it and/or * | ||
7 | * modify it under the terms of EITHER: * | ||
8 | * (1) The GNU Lesser General Public License as published by the Free * | ||
9 | * Software Foundation; either version 2.1 of the License, or (at * | ||
10 | * your option) any later version. The text of the GNU Lesser * | ||
11 | * General Public License is included with this library in the * | ||
12 | * file LICENSE.TXT. * | ||
13 | * (2) The BSD-style license that is included with this library in * | ||
14 | * the file LICENSE-BSD.TXT. * | ||
15 | * * | ||
16 | * This library is distributed in the hope that it will be useful, * | ||
17 | * but WITHOUT ANY WARRANTY; without even the implied warranty of * | ||
18 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the files * | ||
19 | * LICENSE.TXT and LICENSE-BSD.TXT for more details. * | ||
20 | * * | ||
21 | *************************************************************************/ | ||
22 | |||
23 | /* | ||
24 | |||
25 | |||
26 | THE ALGORITHM | ||
27 | ------------- | ||
28 | |||
29 | solve A*x = b+w, with x and w subject to certain LCP conditions. | ||
30 | each x(i),w(i) must lie on one of the three line segments in the following | ||
31 | diagram. each line segment corresponds to one index set : | ||
32 | |||
33 | w(i) | ||
34 | /|\ | : | ||
35 | | | : | ||
36 | | |i in N : | ||
37 | w>0 | |state[i]=0 : | ||
38 | | | : | ||
39 | | | : i in C | ||
40 | w=0 + +-----------------------+ | ||
41 | | : | | ||
42 | | : | | ||
43 | w<0 | : |i in N | ||
44 | | : |state[i]=1 | ||
45 | | : | | ||
46 | | : | | ||
47 | +-------|-----------|-----------|----------> x(i) | ||
48 | lo 0 hi | ||
49 | |||
50 | the Dantzig algorithm proceeds as follows: | ||
51 | for i=1:n | ||
52 | * if (x(i),w(i)) is not on the line, push x(i) and w(i) positive or | ||
53 | negative towards the line. as this is done, the other (x(j),w(j)) | ||
54 | for j<i are constrained to be on the line. if any (x,w) reaches the | ||
55 | end of a line segment then it is switched between index sets. | ||
56 | * i is added to the appropriate index set depending on what line segment | ||
57 | it hits. | ||
58 | |||
59 | we restrict lo(i) <= 0 and hi(i) >= 0. this makes the algorithm a bit | ||
60 | simpler, because the starting point for x(i),w(i) is always on the dotted | ||
61 | line x=0 and x will only ever increase in one direction, so it can only hit | ||
62 | two out of the three line segments. | ||
63 | |||
64 | |||
65 | NOTES | ||
66 | ----- | ||
67 | |||
68 | this is an implementation of "lcp_dantzig2_ldlt.m" and "lcp_dantzig_lohi.m". | ||
69 | the implementation is split into an LCP problem object (dLCP) and an LCP | ||
70 | driver function. most optimization occurs in the dLCP object. | ||
71 | |||
72 | a naive implementation of the algorithm requires either a lot of data motion | ||
73 | or a lot of permutation-array lookup, because we are constantly re-ordering | ||
74 | rows and columns. to avoid this and make a more optimized algorithm, a | ||
75 | non-trivial data structure is used to represent the matrix A (this is | ||
76 | implemented in the fast version of the dLCP object). | ||
77 | |||
78 | during execution of this algorithm, some indexes in A are clamped (set C), | ||
79 | some are non-clamped (set N), and some are "don't care" (where x=0). | ||
80 | A,x,b,w (and other problem vectors) are permuted such that the clamped | ||
81 | indexes are first, the unclamped indexes are next, and the don't-care | ||
82 | indexes are last. this permutation is recorded in the array `p'. | ||
83 | initially p = 0..n-1, and as the rows and columns of A,x,b,w are swapped, | ||
84 | the corresponding elements of p are swapped. | ||
85 | |||
86 | because the C and N elements are grouped together in the rows of A, we can do | ||
87 | lots of work with a fast dot product function. if A,x,etc were not permuted | ||
88 | and we only had a permutation array, then those dot products would be much | ||
89 | slower as we would have a permutation array lookup in some inner loops. | ||
90 | |||
91 | A is accessed through an array of row pointers, so that element (i,j) of the | ||
92 | permuted matrix is A[i][j]. this makes row swapping fast. for column swapping | ||
93 | we still have to actually move the data. | ||
94 | |||
95 | during execution of this algorithm we maintain an L*D*L' factorization of | ||
96 | the clamped submatrix of A (call it `AC') which is the top left nC*nC | ||
97 | submatrix of A. there are two ways we could arrange the rows/columns in AC. | ||
98 | |||
99 | (1) AC is always permuted such that L*D*L' = AC. this causes a problem | ||
100 | when a row/column is removed from C, because then all the rows/columns of A | ||
101 | between the deleted index and the end of C need to be rotated downward. | ||
102 | this results in a lot of data motion and slows things down. | ||
103 | (2) L*D*L' is actually a factorization of a *permutation* of AC (which is | ||
104 | itself a permutation of the underlying A). this is what we do - the | ||
105 | permutation is recorded in the vector C. call this permutation A[C,C]. | ||
106 | when a row/column is removed from C, all we have to do is swap two | ||
107 | rows/columns and manipulate C. | ||
108 | |||
109 | */ | ||
110 | |||
111 | #include <ode/common.h> | ||
112 | #include "lcp.h" | ||
113 | #include <ode/matrix.h> | ||
114 | #include <ode/misc.h> | ||
115 | #include "mat.h" // for testing | ||
116 | #include <ode/timer.h> // for testing | ||
117 | |||
118 | //*************************************************************************** | ||
119 | // code generation parameters | ||
120 | |||
121 | // LCP debugging (mosty for fast dLCP) - this slows things down a lot | ||
122 | //#define DEBUG_LCP | ||
123 | |||
124 | //#define dLCP_SLOW // use slow dLCP object | ||
125 | #define dLCP_FAST // use fast dLCP object | ||
126 | |||
127 | // option 1 : matrix row pointers (less data copying) | ||
128 | #define ROWPTRS | ||
129 | #define ATYPE dReal ** | ||
130 | #define AROW(i) (A[i]) | ||
131 | |||
132 | // option 2 : no matrix row pointers (slightly faster inner loops) | ||
133 | //#define NOROWPTRS | ||
134 | //#define ATYPE dReal * | ||
135 | //#define AROW(i) (A+(i)*nskip) | ||
136 | |||
137 | // use protected, non-stack memory allocation system | ||
138 | |||
139 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
140 | extern unsigned int dMemoryFlag; | ||
141 | |||
142 | #define ALLOCA(t,v,s) t* v = (t*) malloc(s) | ||
143 | #define UNALLOCA(t) free(t) | ||
144 | |||
145 | #else | ||
146 | |||
147 | #define ALLOCA(t,v,s) t* v =(t*)dALLOCA16(s) | ||
148 | #define UNALLOCA(t) /* nothing */ | ||
149 | |||
150 | #endif | ||
151 | |||
152 | #define NUB_OPTIMIZATIONS | ||
153 | |||
154 | //*************************************************************************** | ||
155 | |||
156 | // swap row/column i1 with i2 in the n*n matrix A. the leading dimension of | ||
157 | // A is nskip. this only references and swaps the lower triangle. | ||
158 | // if `do_fast_row_swaps' is nonzero and row pointers are being used, then | ||
159 | // rows will be swapped by exchanging row pointers. otherwise the data will | ||
160 | // be copied. | ||
161 | |||
162 | static void swapRowsAndCols (ATYPE A, int n, int i1, int i2, int nskip, | ||
163 | int do_fast_row_swaps) | ||
164 | { | ||
165 | int i; | ||
166 | dAASSERT (A && n > 0 && i1 >= 0 && i2 >= 0 && i1 < n && i2 < n && | ||
167 | nskip >= n && i1 < i2); | ||
168 | |||
169 | # ifdef ROWPTRS | ||
170 | for (i=i1+1; i<i2; i++) A[i1][i] = A[i][i1]; | ||
171 | for (i=i1+1; i<i2; i++) A[i][i1] = A[i2][i]; | ||
172 | A[i1][i2] = A[i1][i1]; | ||
173 | A[i1][i1] = A[i2][i1]; | ||
174 | A[i2][i1] = A[i2][i2]; | ||
175 | // swap rows, by swapping row pointers | ||
176 | if (do_fast_row_swaps) { | ||
177 | dReal *tmpp; | ||
178 | tmpp = A[i1]; | ||
179 | A[i1] = A[i2]; | ||
180 | A[i2] = tmpp; | ||
181 | } | ||
182 | else { | ||
183 | ALLOCA (dReal,tmprow,n * sizeof(dReal)); | ||
184 | |||
185 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
186 | if (tmprow == NULL) { | ||
187 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
188 | return; | ||
189 | } | ||
190 | #endif | ||
191 | |||
192 | memcpy (tmprow,A[i1],n * sizeof(dReal)); | ||
193 | memcpy (A[i1],A[i2],n * sizeof(dReal)); | ||
194 | memcpy (A[i2],tmprow,n * sizeof(dReal)); | ||
195 | UNALLOCA(tmprow); | ||
196 | } | ||
197 | // swap columns the hard way | ||
198 | for (i=i2+1; i<n; i++) { | ||
199 | dReal tmp = A[i][i1]; | ||
200 | A[i][i1] = A[i][i2]; | ||
201 | A[i][i2] = tmp; | ||
202 | } | ||
203 | # else | ||
204 | dReal tmp; | ||
205 | ALLOCA (dReal,tmprow,n * sizeof(dReal)); | ||
206 | |||
207 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
208 | if (tmprow == NULL) { | ||
209 | return; | ||
210 | } | ||
211 | #endif | ||
212 | |||
213 | if (i1 > 0) { | ||
214 | memcpy (tmprow,A+i1*nskip,i1*sizeof(dReal)); | ||
215 | memcpy (A+i1*nskip,A+i2*nskip,i1*sizeof(dReal)); | ||
216 | memcpy (A+i2*nskip,tmprow,i1*sizeof(dReal)); | ||
217 | } | ||
218 | for (i=i1+1; i<i2; i++) { | ||
219 | tmp = A[i2*nskip+i]; | ||
220 | A[i2*nskip+i] = A[i*nskip+i1]; | ||
221 | A[i*nskip+i1] = tmp; | ||
222 | } | ||
223 | tmp = A[i1*nskip+i1]; | ||
224 | A[i1*nskip+i1] = A[i2*nskip+i2]; | ||
225 | A[i2*nskip+i2] = tmp; | ||
226 | for (i=i2+1; i<n; i++) { | ||
227 | tmp = A[i*nskip+i1]; | ||
228 | A[i*nskip+i1] = A[i*nskip+i2]; | ||
229 | A[i*nskip+i2] = tmp; | ||
230 | } | ||
231 | UNALLOCA(tmprow); | ||
232 | # endif | ||
233 | |||
234 | } | ||
235 | |||
236 | |||
237 | // swap two indexes in the n*n LCP problem. i1 must be <= i2. | ||
238 | |||
239 | static void swapProblem (ATYPE A, dReal *x, dReal *b, dReal *w, dReal *lo, | ||
240 | dReal *hi, int *p, int *state, int *findex, | ||
241 | int n, int i1, int i2, int nskip, | ||
242 | int do_fast_row_swaps) | ||
243 | { | ||
244 | dReal tmp; | ||
245 | int tmpi; | ||
246 | dIASSERT (n>0 && i1 >=0 && i2 >= 0 && i1 < n && i2 < n && nskip >= n && | ||
247 | i1 <= i2); | ||
248 | if (i1==i2) return; | ||
249 | swapRowsAndCols (A,n,i1,i2,nskip,do_fast_row_swaps); | ||
250 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
251 | if (dMemoryFlag == d_MEMORY_OUT_OF_MEMORY) | ||
252 | return; | ||
253 | #endif | ||
254 | tmp = x[i1]; | ||
255 | x[i1] = x[i2]; | ||
256 | x[i2] = tmp; | ||
257 | tmp = b[i1]; | ||
258 | b[i1] = b[i2]; | ||
259 | b[i2] = tmp; | ||
260 | tmp = w[i1]; | ||
261 | w[i1] = w[i2]; | ||
262 | w[i2] = tmp; | ||
263 | tmp = lo[i1]; | ||
264 | lo[i1] = lo[i2]; | ||
265 | lo[i2] = tmp; | ||
266 | tmp = hi[i1]; | ||
267 | hi[i1] = hi[i2]; | ||
268 | hi[i2] = tmp; | ||
269 | tmpi = p[i1]; | ||
270 | p[i1] = p[i2]; | ||
271 | p[i2] = tmpi; | ||
272 | tmpi = state[i1]; | ||
273 | state[i1] = state[i2]; | ||
274 | state[i2] = tmpi; | ||
275 | if (findex) { | ||
276 | tmpi = findex[i1]; | ||
277 | findex[i1] = findex[i2]; | ||
278 | findex[i2] = tmpi; | ||
279 | } | ||
280 | } | ||
281 | |||
282 | |||
283 | // for debugging - check that L,d is the factorization of A[C,C]. | ||
284 | // A[C,C] has size nC*nC and leading dimension nskip. | ||
285 | // L has size nC*nC and leading dimension nskip. | ||
286 | // d has size nC. | ||
287 | |||
288 | #ifdef DEBUG_LCP | ||
289 | |||
290 | static void checkFactorization (ATYPE A, dReal *_L, dReal *_d, | ||
291 | int nC, int *C, int nskip) | ||
292 | { | ||
293 | int i,j; | ||
294 | if (nC==0) return; | ||
295 | |||
296 | // get A1=A, copy the lower triangle to the upper triangle, get A2=A[C,C] | ||
297 | dMatrix A1 (nC,nC); | ||
298 | for (i=0; i<nC; i++) { | ||
299 | for (j=0; j<=i; j++) A1(i,j) = A1(j,i) = AROW(i)[j]; | ||
300 | } | ||
301 | dMatrix A2 = A1.select (nC,C,nC,C); | ||
302 | |||
303 | // printf ("A1=\n"); A1.print(); printf ("\n"); | ||
304 | // printf ("A2=\n"); A2.print(); printf ("\n"); | ||
305 | |||
306 | // compute A3 = L*D*L' | ||
307 | dMatrix L (nC,nC,_L,nskip,1); | ||
308 | dMatrix D (nC,nC); | ||
309 | for (i=0; i<nC; i++) D(i,i) = 1/_d[i]; | ||
310 | L.clearUpperTriangle(); | ||
311 | for (i=0; i<nC; i++) L(i,i) = 1; | ||
312 | dMatrix A3 = L * D * L.transpose(); | ||
313 | |||
314 | // printf ("L=\n"); L.print(); printf ("\n"); | ||
315 | // printf ("D=\n"); D.print(); printf ("\n"); | ||
316 | // printf ("A3=\n"); A2.print(); printf ("\n"); | ||
317 | |||
318 | // compare A2 and A3 | ||
319 | dReal diff = A2.maxDifference (A3); | ||
320 | if (diff > 1e-8) | ||
321 | dDebug (0,"L*D*L' check, maximum difference = %.6e\n",diff); | ||
322 | } | ||
323 | |||
324 | #endif | ||
325 | |||
326 | |||
327 | // for debugging | ||
328 | |||
329 | #ifdef DEBUG_LCP | ||
330 | |||
331 | static void checkPermutations (int i, int n, int nC, int nN, int *p, int *C) | ||
332 | { | ||
333 | int j,k; | ||
334 | dIASSERT (nC>=0 && nN>=0 && (nC+nN)==i && i < n); | ||
335 | for (k=0; k<i; k++) dIASSERT (p[k] >= 0 && p[k] < i); | ||
336 | for (k=i; k<n; k++) dIASSERT (p[k] == k); | ||
337 | for (j=0; j<nC; j++) { | ||
338 | int C_is_bad = 1; | ||
339 | for (k=0; k<nC; k++) if (C[k]==j) C_is_bad = 0; | ||
340 | dIASSERT (C_is_bad==0); | ||
341 | } | ||
342 | } | ||
343 | |||
344 | #endif | ||
345 | |||
346 | //*************************************************************************** | ||
347 | // dLCP manipulator object. this represents an n*n LCP problem. | ||
348 | // | ||
349 | // two index sets C and N are kept. each set holds a subset of | ||
350 | // the variable indexes 0..n-1. an index can only be in one set. | ||
351 | // initially both sets are empty. | ||
352 | // | ||
353 | // the index set C is special: solutions to A(C,C)\A(C,i) can be generated. | ||
354 | |||
355 | #ifdef dLCP_SLOW | ||
356 | |||
357 | // simple but slow implementation of dLCP, for testing the LCP drivers. | ||
358 | |||
359 | #include "array.h" | ||
360 | |||
361 | struct dLCP { | ||
362 | int n,nub,nskip; | ||
363 | dReal *Adata,*x,*b,*w,*lo,*hi; // LCP problem data | ||
364 | ATYPE A; // A rows | ||
365 | dArray<int> C,N; // index sets | ||
366 | int last_i_for_solve1; // last i value given to solve1 | ||
367 | |||
368 | dLCP (int _n, int _nub, dReal *_Adata, dReal *_x, dReal *_b, dReal *_w, | ||
369 | dReal *_lo, dReal *_hi, dReal *_L, dReal *_d, | ||
370 | dReal *_Dell, dReal *_ell, dReal *_tmp, | ||
371 | int *_state, int *_findex, int *_p, int *_C, dReal **Arows); | ||
372 | // the constructor is given an initial problem description (A,x,b,w) and | ||
373 | // space for other working data (which the caller may allocate on the stack). | ||
374 | // some of this data is specific to the fast dLCP implementation. | ||
375 | // the matrices A and L have size n*n, vectors have size n*1. | ||
376 | // A represents a symmetric matrix but only the lower triangle is valid. | ||
377 | // `nub' is the number of unbounded indexes at the start. all the indexes | ||
378 | // 0..nub-1 will be put into C. | ||
379 | |||
380 | ~dLCP(); | ||
381 | |||
382 | int getNub() { return nub; } | ||
383 | // return the value of `nub'. the constructor may want to change it, | ||
384 | // so the caller should find out its new value. | ||
385 | |||
386 | // transfer functions: transfer index i to the given set (C or N). indexes | ||
387 | // less than `nub' can never be given. A,x,b,w,etc may be permuted by these | ||
388 | // functions, the caller must be robust to this. | ||
389 | |||
390 | void transfer_i_to_C (int i); | ||
391 | // this assumes C and N span 1:i-1. this also assumes that solve1() has | ||
392 | // been recently called for the same i without any other transfer | ||
393 | // functions in between (thereby allowing some data reuse for the fast | ||
394 | // implementation). | ||
395 | void transfer_i_to_N (int i); | ||
396 | // this assumes C and N span 1:i-1. | ||
397 | void transfer_i_from_N_to_C (int i); | ||
398 | void transfer_i_from_C_to_N (int i); | ||
399 | |||
400 | int numC(); | ||
401 | int numN(); | ||
402 | // return the number of indexes in set C/N | ||
403 | |||
404 | int indexC (int i); | ||
405 | int indexN (int i); | ||
406 | // return index i in set C/N. | ||
407 | |||
408 | // accessor and arithmetic functions. Aij translates as A(i,j), etc. | ||
409 | // make sure that only the lower triangle of A is ever referenced. | ||
410 | |||
411 | dReal Aii (int i); | ||
412 | dReal AiC_times_qC (int i, dReal *q); | ||
413 | dReal AiN_times_qN (int i, dReal *q); // for all Nj | ||
414 | void pN_equals_ANC_times_qC (dReal *p, dReal *q); // for all Nj | ||
415 | void pN_plusequals_ANi (dReal *p, int i, int sign=1); | ||
416 | // for all Nj. sign = +1,-1. assumes i > maximum index in N. | ||
417 | void pC_plusequals_s_times_qC (dReal *p, dReal s, dReal *q); | ||
418 | void pN_plusequals_s_times_qN (dReal *p, dReal s, dReal *q); // for all Nj | ||
419 | void solve1 (dReal *a, int i, int dir=1, int only_transfer=0); | ||
420 | // get a(C) = - dir * A(C,C) \ A(C,i). dir must be +/- 1. | ||
421 | // the fast version of this function computes some data that is needed by | ||
422 | // transfer_i_to_C(). if only_transfer is nonzero then this function | ||
423 | // *only* computes that data, it does not set a(C). | ||
424 | |||
425 | void unpermute(); | ||
426 | // call this at the end of the LCP function. if the x/w values have been | ||
427 | // permuted then this will unscramble them. | ||
428 | }; | ||
429 | |||
430 | |||
431 | dLCP::dLCP (int _n, int _nub, dReal *_Adata, dReal *_x, dReal *_b, dReal *_w, | ||
432 | dReal *_lo, dReal *_hi, dReal *_L, dReal *_d, | ||
433 | dReal *_Dell, dReal *_ell, dReal *_tmp, | ||
434 | int *_state, int *_findex, int *_p, int *_C, dReal **Arows) | ||
435 | { | ||
436 | dUASSERT (_findex==0,"slow dLCP object does not support findex array"); | ||
437 | |||
438 | n = _n; | ||
439 | nub = _nub; | ||
440 | Adata = _Adata; | ||
441 | A = 0; | ||
442 | x = _x; | ||
443 | b = _b; | ||
444 | w = _w; | ||
445 | lo = _lo; | ||
446 | hi = _hi; | ||
447 | nskip = dPAD(n); | ||
448 | dSetZero (x,n); | ||
449 | last_i_for_solve1 = -1; | ||
450 | |||
451 | int i,j; | ||
452 | C.setSize (n); | ||
453 | N.setSize (n); | ||
454 | for (i=0; i<n; i++) { | ||
455 | C[i] = 0; | ||
456 | N[i] = 0; | ||
457 | } | ||
458 | |||
459 | # ifdef ROWPTRS | ||
460 | // make matrix row pointers | ||
461 | A = Arows; | ||
462 | for (i=0; i<n; i++) A[i] = Adata + i*nskip; | ||
463 | # else | ||
464 | A = Adata; | ||
465 | # endif | ||
466 | |||
467 | // lets make A symmetric | ||
468 | for (i=0; i<n; i++) { | ||
469 | for (j=i+1; j<n; j++) AROW(i)[j] = AROW(j)[i]; | ||
470 | } | ||
471 | |||
472 | // if nub>0, put all indexes 0..nub-1 into C and solve for x | ||
473 | if (nub > 0) { | ||
474 | for (i=0; i<nub; i++) memcpy (_L+i*nskip,AROW(i),(i+1)*sizeof(dReal)); | ||
475 | dFactorLDLT (_L,_d,nub,nskip); | ||
476 | memcpy (x,b,nub*sizeof(dReal)); | ||
477 | dSolveLDLT (_L,_d,x,nub,nskip); | ||
478 | dSetZero (_w,nub); | ||
479 | for (i=0; i<nub; i++) C[i] = 1; | ||
480 | } | ||
481 | } | ||
482 | |||
483 | |||
484 | dLCP::~dLCP() | ||
485 | { | ||
486 | } | ||
487 | |||
488 | |||
489 | void dLCP::transfer_i_to_C (int i) | ||
490 | { | ||
491 | if (i < nub) dDebug (0,"bad i"); | ||
492 | if (C[i]) dDebug (0,"i already in C"); | ||
493 | if (N[i]) dDebug (0,"i already in N"); | ||
494 | for (int k=0; k<i; k++) { | ||
495 | if (!(C[k] ^ N[k])) dDebug (0,"assumptions for C and N violated"); | ||
496 | } | ||
497 | for (int k=i; k<n; k++) | ||
498 | if (C[k] || N[k]) dDebug (0,"assumptions for C and N violated"); | ||
499 | if (i != last_i_for_solve1) dDebug (0,"assumptions for i violated"); | ||
500 | last_i_for_solve1 = -1; | ||
501 | C[i] = 1; | ||
502 | } | ||
503 | |||
504 | |||
505 | void dLCP::transfer_i_to_N (int i) | ||
506 | { | ||
507 | if (i < nub) dDebug (0,"bad i"); | ||
508 | if (C[i]) dDebug (0,"i already in C"); | ||
509 | if (N[i]) dDebug (0,"i already in N"); | ||
510 | for (int k=0; k<i; k++) | ||
511 | if (!C[k] && !N[k]) dDebug (0,"assumptions for C and N violated"); | ||
512 | for (int k=i; k<n; k++) | ||
513 | if (C[k] || N[k]) dDebug (0,"assumptions for C and N violated"); | ||
514 | last_i_for_solve1 = -1; | ||
515 | N[i] = 1; | ||
516 | } | ||
517 | |||
518 | |||
519 | void dLCP::transfer_i_from_N_to_C (int i) | ||
520 | { | ||
521 | if (i < nub) dDebug (0,"bad i"); | ||
522 | if (C[i]) dDebug (0,"i already in C"); | ||
523 | if (!N[i]) dDebug (0,"i not in N"); | ||
524 | last_i_for_solve1 = -1; | ||
525 | N[i] = 0; | ||
526 | C[i] = 1; | ||
527 | } | ||
528 | |||
529 | |||
530 | void dLCP::transfer_i_from_C_to_N (int i) | ||
531 | { | ||
532 | if (i < nub) dDebug (0,"bad i"); | ||
533 | if (N[i]) dDebug (0,"i already in N"); | ||
534 | if (!C[i]) dDebug (0,"i not in C"); | ||
535 | last_i_for_solve1 = -1; | ||
536 | C[i] = 0; | ||
537 | N[i] = 1; | ||
538 | } | ||
539 | |||
540 | |||
541 | int dLCP::numC() | ||
542 | { | ||
543 | int i,count=0; | ||
544 | for (i=0; i<n; i++) if (C[i]) count++; | ||
545 | return count; | ||
546 | } | ||
547 | |||
548 | |||
549 | int dLCP::numN() | ||
550 | { | ||
551 | int i,count=0; | ||
552 | for (i=0; i<n; i++) if (N[i]) count++; | ||
553 | return count; | ||
554 | } | ||
555 | |||
556 | |||
557 | int dLCP::indexC (int i) | ||
558 | { | ||
559 | int k,count=0; | ||
560 | for (k=0; k<n; k++) { | ||
561 | if (C[k]) { | ||
562 | if (count==i) return k; | ||
563 | count++; | ||
564 | } | ||
565 | } | ||
566 | dDebug (0,"bad index C (%d)",i); | ||
567 | return 0; | ||
568 | } | ||
569 | |||
570 | |||
571 | int dLCP::indexN (int i) | ||
572 | { | ||
573 | int k,count=0; | ||
574 | for (k=0; k<n; k++) { | ||
575 | if (N[k]) { | ||
576 | if (count==i) return k; | ||
577 | count++; | ||
578 | } | ||
579 | } | ||
580 | dDebug (0,"bad index into N"); | ||
581 | return 0; | ||
582 | } | ||
583 | |||
584 | |||
585 | dReal dLCP::Aii (int i) | ||
586 | { | ||
587 | return AROW(i)[i]; | ||
588 | } | ||
589 | |||
590 | |||
591 | dReal dLCP::AiC_times_qC (int i, dReal *q) | ||
592 | { | ||
593 | dReal sum = 0; | ||
594 | for (int k=0; k<n; k++) if (C[k]) sum += AROW(i)[k] * q[k]; | ||
595 | return sum; | ||
596 | } | ||
597 | |||
598 | |||
599 | dReal dLCP::AiN_times_qN (int i, dReal *q) | ||
600 | { | ||
601 | dReal sum = 0; | ||
602 | for (int k=0; k<n; k++) if (N[k]) sum += AROW(i)[k] * q[k]; | ||
603 | return sum; | ||
604 | } | ||
605 | |||
606 | |||
607 | void dLCP::pN_equals_ANC_times_qC (dReal *p, dReal *q) | ||
608 | { | ||
609 | dReal sum; | ||
610 | for (int ii=0; ii<n; ii++) if (N[ii]) { | ||
611 | sum = 0; | ||
612 | for (int jj=0; jj<n; jj++) if (C[jj]) sum += AROW(ii)[jj] * q[jj]; | ||
613 | p[ii] = sum; | ||
614 | } | ||
615 | } | ||
616 | |||
617 | |||
618 | void dLCP::pN_plusequals_ANi (dReal *p, int i, int sign) | ||
619 | { | ||
620 | int k; | ||
621 | for (k=0; k<n; k++) if (N[k] && k >= i) dDebug (0,"N assumption violated"); | ||
622 | if (sign > 0) { | ||
623 | for (k=0; k<n; k++) if (N[k]) p[k] += AROW(i)[k]; | ||
624 | } | ||
625 | else { | ||
626 | for (k=0; k<n; k++) if (N[k]) p[k] -= AROW(i)[k]; | ||
627 | } | ||
628 | } | ||
629 | |||
630 | |||
631 | void dLCP::pC_plusequals_s_times_qC (dReal *p, dReal s, dReal *q) | ||
632 | { | ||
633 | for (int k=0; k<n; k++) if (C[k]) p[k] += s*q[k]; | ||
634 | } | ||
635 | |||
636 | |||
637 | void dLCP::pN_plusequals_s_times_qN (dReal *p, dReal s, dReal *q) | ||
638 | { | ||
639 | for (int k=0; k<n; k++) if (N[k]) p[k] += s*q[k]; | ||
640 | } | ||
641 | |||
642 | |||
643 | void dLCP::solve1 (dReal *a, int i, int dir, int only_transfer) | ||
644 | { | ||
645 | |||
646 | ALLOCA (dReal,AA,n*nskip*sizeof(dReal)); | ||
647 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
648 | if (AA == NULL) { | ||
649 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
650 | return; | ||
651 | } | ||
652 | #endif | ||
653 | ALLOCA (dReal,dd,n*sizeof(dReal)); | ||
654 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
655 | if (dd == NULL) { | ||
656 | UNALLOCA(AA); | ||
657 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
658 | return; | ||
659 | } | ||
660 | #endif | ||
661 | ALLOCA (dReal,bb,n*sizeof(dReal)); | ||
662 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
663 | if (bb == NULL) { | ||
664 | UNALLOCA(AA); | ||
665 | UNALLOCA(dd); | ||
666 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
667 | return; | ||
668 | } | ||
669 | #endif | ||
670 | |||
671 | int ii,jj,AAi,AAj; | ||
672 | |||
673 | last_i_for_solve1 = i; | ||
674 | AAi = 0; | ||
675 | for (ii=0; ii<n; ii++) if (C[ii]) { | ||
676 | AAj = 0; | ||
677 | for (jj=0; jj<n; jj++) if (C[jj]) { | ||
678 | AA[AAi*nskip+AAj] = AROW(ii)[jj]; | ||
679 | AAj++; | ||
680 | } | ||
681 | bb[AAi] = AROW(i)[ii]; | ||
682 | AAi++; | ||
683 | } | ||
684 | if (AAi==0) { | ||
685 | UNALLOCA (AA); | ||
686 | UNALLOCA (dd); | ||
687 | UNALLOCA (bb); | ||
688 | return; | ||
689 | } | ||
690 | |||
691 | dFactorLDLT (AA,dd,AAi,nskip); | ||
692 | dSolveLDLT (AA,dd,bb,AAi,nskip); | ||
693 | |||
694 | AAi=0; | ||
695 | if (dir > 0) { | ||
696 | for (ii=0; ii<n; ii++) if (C[ii]) a[ii] = -bb[AAi++]; | ||
697 | } | ||
698 | else { | ||
699 | for (ii=0; ii<n; ii++) if (C[ii]) a[ii] = bb[AAi++]; | ||
700 | } | ||
701 | |||
702 | UNALLOCA (AA); | ||
703 | UNALLOCA (dd); | ||
704 | UNALLOCA (bb); | ||
705 | } | ||
706 | |||
707 | |||
708 | void dLCP::unpermute() | ||
709 | { | ||
710 | } | ||
711 | |||
712 | #endif // dLCP_SLOW | ||
713 | |||
714 | //*************************************************************************** | ||
715 | // fast implementation of dLCP. see the above definition of dLCP for | ||
716 | // interface comments. | ||
717 | // | ||
718 | // `p' records the permutation of A,x,b,w,etc. p is initially 1:n and is | ||
719 | // permuted as the other vectors/matrices are permuted. | ||
720 | // | ||
721 | // A,x,b,w,lo,hi,state,findex,p,c are permuted such that sets C,N have | ||
722 | // contiguous indexes. the don't-care indexes follow N. | ||
723 | // | ||
724 | // an L*D*L' factorization is maintained of A(C,C), and whenever indexes are | ||
725 | // added or removed from the set C the factorization is updated. | ||
726 | // thus L*D*L'=A[C,C], i.e. a permuted top left nC*nC submatrix of A. | ||
727 | // the leading dimension of the matrix L is always `nskip'. | ||
728 | // | ||
729 | // at the start there may be other indexes that are unbounded but are not | ||
730 | // included in `nub'. dLCP will permute the matrix so that absolutely all | ||
731 | // unbounded vectors are at the start. thus there may be some initial | ||
732 | // permutation. | ||
733 | // | ||
734 | // the algorithms here assume certain patterns, particularly with respect to | ||
735 | // index transfer. | ||
736 | |||
737 | #ifdef dLCP_FAST | ||
738 | |||
739 | struct dLCP { | ||
740 | int n,nskip,nub; | ||
741 | ATYPE A; // A rows | ||
742 | dReal *Adata,*x,*b,*w,*lo,*hi; // permuted LCP problem data | ||
743 | dReal *L,*d; // L*D*L' factorization of set C | ||
744 | dReal *Dell,*ell,*tmp; | ||
745 | int *state,*findex,*p,*C; | ||
746 | int nC,nN; // size of each index set | ||
747 | |||
748 | dLCP (int _n, int _nub, dReal *_Adata, dReal *_x, dReal *_b, dReal *_w, | ||
749 | dReal *_lo, dReal *_hi, dReal *_L, dReal *_d, | ||
750 | dReal *_Dell, dReal *_ell, dReal *_tmp, | ||
751 | int *_state, int *_findex, int *_p, int *_C, dReal **Arows); | ||
752 | int getNub() { return nub; } | ||
753 | void transfer_i_to_C (int i); | ||
754 | void transfer_i_to_N (int i) | ||
755 | { nN++; } // because we can assume C and N span 1:i-1 | ||
756 | void transfer_i_from_N_to_C (int i); | ||
757 | void transfer_i_from_C_to_N (int i); | ||
758 | int numC() { return nC; } | ||
759 | int numN() { return nN; } | ||
760 | int indexC (int i) { return i; } | ||
761 | int indexN (int i) { return i+nC; } | ||
762 | dReal Aii (int i) { return AROW(i)[i]; } | ||
763 | dReal AiC_times_qC (int i, dReal *q) { return dDot (AROW(i),q,nC); } | ||
764 | dReal AiN_times_qN (int i, dReal *q) { return dDot (AROW(i)+nC,q+nC,nN); } | ||
765 | void pN_equals_ANC_times_qC (dReal *p, dReal *q); | ||
766 | void pN_plusequals_ANi (dReal *p, int i, int sign=1); | ||
767 | void pC_plusequals_s_times_qC (dReal *p, dReal s, dReal *q) | ||
768 | { for (int i=0; i<nC; i++) p[i] += s*q[i]; } | ||
769 | void pN_plusequals_s_times_qN (dReal *p, dReal s, dReal *q) | ||
770 | { for (int i=0; i<nN; i++) p[i+nC] += s*q[i+nC]; } | ||
771 | void solve1 (dReal *a, int i, int dir=1, int only_transfer=0); | ||
772 | void unpermute(); | ||
773 | }; | ||
774 | |||
775 | |||
776 | dLCP::dLCP (int _n, int _nub, dReal *_Adata, dReal *_x, dReal *_b, dReal *_w, | ||
777 | dReal *_lo, dReal *_hi, dReal *_L, dReal *_d, | ||
778 | dReal *_Dell, dReal *_ell, dReal *_tmp, | ||
779 | int *_state, int *_findex, int *_p, int *_C, dReal **Arows) | ||
780 | { | ||
781 | n = _n; | ||
782 | nub = _nub; | ||
783 | Adata = _Adata; | ||
784 | A = 0; | ||
785 | x = _x; | ||
786 | b = _b; | ||
787 | w = _w; | ||
788 | lo = _lo; | ||
789 | hi = _hi; | ||
790 | L = _L; | ||
791 | d = _d; | ||
792 | Dell = _Dell; | ||
793 | ell = _ell; | ||
794 | tmp = _tmp; | ||
795 | state = _state; | ||
796 | findex = _findex; | ||
797 | p = _p; | ||
798 | C = _C; | ||
799 | nskip = dPAD(n); | ||
800 | dSetZero (x,n); | ||
801 | |||
802 | int k; | ||
803 | |||
804 | # ifdef ROWPTRS | ||
805 | // make matrix row pointers | ||
806 | A = Arows; | ||
807 | for (k=0; k<n; k++) A[k] = Adata + k*nskip; | ||
808 | # else | ||
809 | A = Adata; | ||
810 | # endif | ||
811 | |||
812 | nC = 0; | ||
813 | nN = 0; | ||
814 | for (k=0; k<n; k++) p[k]=k; // initially unpermuted | ||
815 | |||
816 | /* | ||
817 | // for testing, we can do some random swaps in the area i > nub | ||
818 | if (nub < n) { | ||
819 | for (k=0; k<100; k++) { | ||
820 | int i1,i2; | ||
821 | do { | ||
822 | i1 = dRandInt(n-nub)+nub; | ||
823 | i2 = dRandInt(n-nub)+nub; | ||
824 | } | ||
825 | while (i1 > i2); | ||
826 | //printf ("--> %d %d\n",i1,i2); | ||
827 | swapProblem (A,x,b,w,lo,hi,p,state,findex,n,i1,i2,nskip,0); | ||
828 | } | ||
829 | } | ||
830 | */ | ||
831 | |||
832 | // permute the problem so that *all* the unbounded variables are at the | ||
833 | // start, i.e. look for unbounded variables not included in `nub'. we can | ||
834 | // potentially push up `nub' this way and get a bigger initial factorization. | ||
835 | // note that when we swap rows/cols here we must not just swap row pointers, | ||
836 | // as the initial factorization relies on the data being all in one chunk. | ||
837 | // variables that have findex >= 0 are *not* considered to be unbounded even | ||
838 | // if lo=-inf and hi=inf - this is because these limits may change during the | ||
839 | // solution process. | ||
840 | |||
841 | for (k=nub; k<n; k++) { | ||
842 | if (findex && findex[k] >= 0) continue; | ||
843 | if (lo[k]==-dInfinity && hi[k]==dInfinity) { | ||
844 | swapProblem (A,x,b,w,lo,hi,p,state,findex,n,nub,k,nskip,0); | ||
845 | nub++; | ||
846 | } | ||
847 | } | ||
848 | |||
849 | // if there are unbounded variables at the start, factorize A up to that | ||
850 | // point and solve for x. this puts all indexes 0..nub-1 into C. | ||
851 | if (nub > 0) { | ||
852 | for (k=0; k<nub; k++) memcpy (L+k*nskip,AROW(k),(k+1)*sizeof(dReal)); | ||
853 | dFactorLDLT (L,d,nub,nskip); | ||
854 | memcpy (x,b,nub*sizeof(dReal)); | ||
855 | dSolveLDLT (L,d,x,nub,nskip); | ||
856 | dSetZero (w,nub); | ||
857 | for (k=0; k<nub; k++) C[k] = k; | ||
858 | nC = nub; | ||
859 | } | ||
860 | |||
861 | // permute the indexes > nub such that all findex variables are at the end | ||
862 | if (findex) { | ||
863 | int num_at_end = 0; | ||
864 | for (k=n-1; k >= nub; k--) { | ||
865 | if (findex[k] >= 0) { | ||
866 | swapProblem (A,x,b,w,lo,hi,p,state,findex,n,k,n-1-num_at_end,nskip,1); | ||
867 | num_at_end++; | ||
868 | } | ||
869 | } | ||
870 | } | ||
871 | |||
872 | // print info about indexes | ||
873 | /* | ||
874 | for (k=0; k<n; k++) { | ||
875 | if (k<nub) printf ("C"); | ||
876 | else if (lo[k]==-dInfinity && hi[k]==dInfinity) printf ("c"); | ||
877 | else printf ("."); | ||
878 | } | ||
879 | printf ("\n"); | ||
880 | */ | ||
881 | } | ||
882 | |||
883 | |||
884 | void dLCP::transfer_i_to_C (int i) | ||
885 | { | ||
886 | int j; | ||
887 | if (nC > 0) { | ||
888 | // ell,Dell were computed by solve1(). note, ell = D \ L1solve (L,A(i,C)) | ||
889 | for (j=0; j<nC; j++) L[nC*nskip+j] = ell[j]; | ||
890 | d[nC] = dRecip (AROW(i)[i] - dDot(ell,Dell,nC)); | ||
891 | } | ||
892 | else { | ||
893 | d[0] = dRecip (AROW(i)[i]); | ||
894 | } | ||
895 | swapProblem (A,x,b,w,lo,hi,p,state,findex,n,nC,i,nskip,1); | ||
896 | C[nC] = nC; | ||
897 | nC++; | ||
898 | |||
899 | # ifdef DEBUG_LCP | ||
900 | checkFactorization (A,L,d,nC,C,nskip); | ||
901 | if (i < (n-1)) checkPermutations (i+1,n,nC,nN,p,C); | ||
902 | # endif | ||
903 | } | ||
904 | |||
905 | |||
906 | void dLCP::transfer_i_from_N_to_C (int i) | ||
907 | { | ||
908 | int j; | ||
909 | if (nC > 0) { | ||
910 | dReal *aptr = AROW(i); | ||
911 | # ifdef NUB_OPTIMIZATIONS | ||
912 | // if nub>0, initial part of aptr unpermuted | ||
913 | for (j=0; j<nub; j++) Dell[j] = aptr[j]; | ||
914 | for (j=nub; j<nC; j++) Dell[j] = aptr[C[j]]; | ||
915 | # else | ||
916 | for (j=0; j<nC; j++) Dell[j] = aptr[C[j]]; | ||
917 | # endif | ||
918 | dSolveL1 (L,Dell,nC,nskip); | ||
919 | for (j=0; j<nC; j++) ell[j] = Dell[j] * d[j]; | ||
920 | for (j=0; j<nC; j++) L[nC*nskip+j] = ell[j]; | ||
921 | d[nC] = dRecip (AROW(i)[i] - dDot(ell,Dell,nC)); | ||
922 | } | ||
923 | else { | ||
924 | d[0] = dRecip (AROW(i)[i]); | ||
925 | } | ||
926 | swapProblem (A,x,b,w,lo,hi,p,state,findex,n,nC,i,nskip,1); | ||
927 | C[nC] = nC; | ||
928 | nN--; | ||
929 | nC++; | ||
930 | |||
931 | // @@@ TO DO LATER | ||
932 | // if we just finish here then we'll go back and re-solve for | ||
933 | // delta_x. but actually we can be more efficient and incrementally | ||
934 | // update delta_x here. but if we do this, we wont have ell and Dell | ||
935 | // to use in updating the factorization later. | ||
936 | |||
937 | # ifdef DEBUG_LCP | ||
938 | checkFactorization (A,L,d,nC,C,nskip); | ||
939 | # endif | ||
940 | } | ||
941 | |||
942 | |||
943 | void dLCP::transfer_i_from_C_to_N (int i) | ||
944 | { | ||
945 | // remove a row/column from the factorization, and adjust the | ||
946 | // indexes (black magic!) | ||
947 | int j,k; | ||
948 | for (j=0; j<nC; j++) if (C[j]==i) { | ||
949 | dLDLTRemove (A,C,L,d,n,nC,j,nskip); | ||
950 | for (k=0; k<nC; k++) if (C[k]==nC-1) { | ||
951 | C[k] = C[j]; | ||
952 | if (j < (nC-1)) memmove (C+j,C+j+1,(nC-j-1)*sizeof(int)); | ||
953 | break; | ||
954 | } | ||
955 | dIASSERT (k < nC); | ||
956 | break; | ||
957 | } | ||
958 | dIASSERT (j < nC); | ||
959 | swapProblem (A,x,b,w,lo,hi,p,state,findex,n,i,nC-1,nskip,1); | ||
960 | nC--; | ||
961 | nN++; | ||
962 | |||
963 | # ifdef DEBUG_LCP | ||
964 | checkFactorization (A,L,d,nC,C,nskip); | ||
965 | # endif | ||
966 | } | ||
967 | |||
968 | |||
969 | void dLCP::pN_equals_ANC_times_qC (dReal *p, dReal *q) | ||
970 | { | ||
971 | // we could try to make this matrix-vector multiplication faster using | ||
972 | // outer product matrix tricks, e.g. with the dMultidotX() functions. | ||
973 | // but i tried it and it actually made things slower on random 100x100 | ||
974 | // problems because of the overhead involved. so we'll stick with the | ||
975 | // simple method for now. | ||
976 | for (int i=0; i<nN; i++) p[i+nC] = dDot (AROW(i+nC),q,nC); | ||
977 | } | ||
978 | |||
979 | |||
980 | void dLCP::pN_plusequals_ANi (dReal *p, int i, int sign) | ||
981 | { | ||
982 | dReal *aptr = AROW(i)+nC; | ||
983 | if (sign > 0) { | ||
984 | for (int i=0; i<nN; i++) p[i+nC] += aptr[i]; | ||
985 | } | ||
986 | else { | ||
987 | for (int i=0; i<nN; i++) p[i+nC] -= aptr[i]; | ||
988 | } | ||
989 | } | ||
990 | |||
991 | |||
992 | void dLCP::solve1 (dReal *a, int i, int dir, int only_transfer) | ||
993 | { | ||
994 | // the `Dell' and `ell' that are computed here are saved. if index i is | ||
995 | // later added to the factorization then they can be reused. | ||
996 | // | ||
997 | // @@@ question: do we need to solve for entire delta_x??? yes, but | ||
998 | // only if an x goes below 0 during the step. | ||
999 | |||
1000 | int j; | ||
1001 | if (nC > 0) { | ||
1002 | dReal *aptr = AROW(i); | ||
1003 | # ifdef NUB_OPTIMIZATIONS | ||
1004 | // if nub>0, initial part of aptr[] is guaranteed unpermuted | ||
1005 | for (j=0; j<nub; j++) Dell[j] = aptr[j]; | ||
1006 | for (j=nub; j<nC; j++) Dell[j] = aptr[C[j]]; | ||
1007 | # else | ||
1008 | for (j=0; j<nC; j++) Dell[j] = aptr[C[j]]; | ||
1009 | # endif | ||
1010 | dSolveL1 (L,Dell,nC,nskip); | ||
1011 | for (j=0; j<nC; j++) ell[j] = Dell[j] * d[j]; | ||
1012 | |||
1013 | if (!only_transfer) { | ||
1014 | for (j=0; j<nC; j++) tmp[j] = ell[j]; | ||
1015 | dSolveL1T (L,tmp,nC,nskip); | ||
1016 | if (dir > 0) { | ||
1017 | for (j=0; j<nC; j++) a[C[j]] = -tmp[j]; | ||
1018 | } | ||
1019 | else { | ||
1020 | for (j=0; j<nC; j++) a[C[j]] = tmp[j]; | ||
1021 | } | ||
1022 | } | ||
1023 | } | ||
1024 | } | ||
1025 | |||
1026 | |||
1027 | void dLCP::unpermute() | ||
1028 | { | ||
1029 | // now we have to un-permute x and w | ||
1030 | int j; | ||
1031 | ALLOCA (dReal,tmp,n*sizeof(dReal)); | ||
1032 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1033 | if (tmp == NULL) { | ||
1034 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1035 | return; | ||
1036 | } | ||
1037 | #endif | ||
1038 | memcpy (tmp,x,n*sizeof(dReal)); | ||
1039 | for (j=0; j<n; j++) x[p[j]] = tmp[j]; | ||
1040 | memcpy (tmp,w,n*sizeof(dReal)); | ||
1041 | for (j=0; j<n; j++) w[p[j]] = tmp[j]; | ||
1042 | |||
1043 | UNALLOCA (tmp); | ||
1044 | } | ||
1045 | |||
1046 | #endif // dLCP_FAST | ||
1047 | |||
1048 | //*************************************************************************** | ||
1049 | // an unoptimized Dantzig LCP driver routine for the basic LCP problem. | ||
1050 | // must have lo=0, hi=dInfinity, and nub=0. | ||
1051 | |||
1052 | void dSolveLCPBasic (int n, dReal *A, dReal *x, dReal *b, | ||
1053 | dReal *w, int nub, dReal *lo, dReal *hi) | ||
1054 | { | ||
1055 | dAASSERT (n>0 && A && x && b && w && nub == 0); | ||
1056 | |||
1057 | int i,k; | ||
1058 | int nskip = dPAD(n); | ||
1059 | ALLOCA (dReal,L,n*nskip*sizeof(dReal)); | ||
1060 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1061 | if (L == NULL) { | ||
1062 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1063 | return; | ||
1064 | } | ||
1065 | #endif | ||
1066 | ALLOCA (dReal,d,n*sizeof(dReal)); | ||
1067 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1068 | if (d == NULL) { | ||
1069 | UNALLOCA(L); | ||
1070 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1071 | return; | ||
1072 | } | ||
1073 | #endif | ||
1074 | ALLOCA (dReal,delta_x,n*sizeof(dReal)); | ||
1075 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1076 | if (delta_x == NULL) { | ||
1077 | UNALLOCA(d); | ||
1078 | UNALLOCA(L); | ||
1079 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1080 | return; | ||
1081 | } | ||
1082 | #endif | ||
1083 | ALLOCA (dReal,delta_w,n*sizeof(dReal)); | ||
1084 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1085 | if (delta_w == NULL) { | ||
1086 | UNALLOCA(delta_x); | ||
1087 | UNALLOCA(d); | ||
1088 | UNALLOCA(L); | ||
1089 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1090 | return; | ||
1091 | } | ||
1092 | #endif | ||
1093 | ALLOCA (dReal,Dell,n*sizeof(dReal)); | ||
1094 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1095 | if (Dell == NULL) { | ||
1096 | UNALLOCA(delta_w); | ||
1097 | UNALLOCA(delta_x); | ||
1098 | UNALLOCA(d); | ||
1099 | UNALLOCA(L); | ||
1100 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1101 | return; | ||
1102 | } | ||
1103 | #endif | ||
1104 | ALLOCA (dReal,ell,n*sizeof(dReal)); | ||
1105 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1106 | if (ell == NULL) { | ||
1107 | UNALLOCA(Dell); | ||
1108 | UNALLOCA(delta_w); | ||
1109 | UNALLOCA(delta_x); | ||
1110 | UNALLOCA(d); | ||
1111 | UNALLOCA(L); | ||
1112 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1113 | return; | ||
1114 | } | ||
1115 | #endif | ||
1116 | ALLOCA (dReal,tmp,n*sizeof(dReal)); | ||
1117 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1118 | if (tmp == NULL) { | ||
1119 | UNALLOCA(ell); | ||
1120 | UNALLOCA(Dell); | ||
1121 | UNALLOCA(delta_w); | ||
1122 | UNALLOCA(delta_x); | ||
1123 | UNALLOCA(d); | ||
1124 | UNALLOCA(L); | ||
1125 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1126 | return; | ||
1127 | } | ||
1128 | #endif | ||
1129 | ALLOCA (dReal*,Arows,n*sizeof(dReal*)); | ||
1130 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1131 | if (Arows == NULL) { | ||
1132 | UNALLOCA(tmp); | ||
1133 | UNALLOCA(ell); | ||
1134 | UNALLOCA(Dell); | ||
1135 | UNALLOCA(delta_w); | ||
1136 | UNALLOCA(delta_x); | ||
1137 | UNALLOCA(d); | ||
1138 | UNALLOCA(L); | ||
1139 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1140 | return; | ||
1141 | } | ||
1142 | #endif | ||
1143 | ALLOCA (int,p,n*sizeof(int)); | ||
1144 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1145 | if (p == NULL) { | ||
1146 | UNALLOCA(Arows); | ||
1147 | UNALLOCA(tmp); | ||
1148 | UNALLOCA(ell); | ||
1149 | UNALLOCA(Dell); | ||
1150 | UNALLOCA(delta_w); | ||
1151 | UNALLOCA(delta_x); | ||
1152 | UNALLOCA(d); | ||
1153 | UNALLOCA(L); | ||
1154 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1155 | return; | ||
1156 | } | ||
1157 | #endif | ||
1158 | ALLOCA (int,C,n*sizeof(int)); | ||
1159 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1160 | if (C == NULL) { | ||
1161 | UNALLOCA(p); | ||
1162 | UNALLOCA(Arows); | ||
1163 | UNALLOCA(tmp); | ||
1164 | UNALLOCA(ell); | ||
1165 | UNALLOCA(Dell); | ||
1166 | UNALLOCA(delta_w); | ||
1167 | UNALLOCA(delta_x); | ||
1168 | UNALLOCA(d); | ||
1169 | UNALLOCA(L); | ||
1170 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1171 | return; | ||
1172 | } | ||
1173 | #endif | ||
1174 | ALLOCA (int,dummy,n*sizeof(int)); | ||
1175 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1176 | if (dummy == NULL) { | ||
1177 | UNALLOCA(C); | ||
1178 | UNALLOCA(p); | ||
1179 | UNALLOCA(Arows); | ||
1180 | UNALLOCA(tmp); | ||
1181 | UNALLOCA(ell); | ||
1182 | UNALLOCA(Dell); | ||
1183 | UNALLOCA(delta_w); | ||
1184 | UNALLOCA(delta_x); | ||
1185 | UNALLOCA(d); | ||
1186 | UNALLOCA(L); | ||
1187 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1188 | return; | ||
1189 | } | ||
1190 | #endif | ||
1191 | |||
1192 | |||
1193 | dLCP lcp (n,0,A,x,b,w,tmp,tmp,L,d,Dell,ell,tmp,dummy,dummy,p,C,Arows); | ||
1194 | nub = lcp.getNub(); | ||
1195 | |||
1196 | for (i=0; i<n; i++) { | ||
1197 | w[i] = lcp.AiC_times_qC (i,x) - b[i]; | ||
1198 | if (w[i] >= 0) { | ||
1199 | lcp.transfer_i_to_N (i); | ||
1200 | } | ||
1201 | else { | ||
1202 | for (;;) { | ||
1203 | // compute: delta_x(C) = -A(C,C)\A(C,i) | ||
1204 | dSetZero (delta_x,n); | ||
1205 | lcp.solve1 (delta_x,i); | ||
1206 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1207 | if (dMemoryFlag == d_MEMORY_OUT_OF_MEMORY) { | ||
1208 | UNALLOCA(dummy); | ||
1209 | UNALLOCA(C); | ||
1210 | UNALLOCA(p); | ||
1211 | UNALLOCA(Arows); | ||
1212 | UNALLOCA(tmp); | ||
1213 | UNALLOCA(ell); | ||
1214 | UNALLOCA(Dell); | ||
1215 | UNALLOCA(delta_w); | ||
1216 | UNALLOCA(delta_x); | ||
1217 | UNALLOCA(d); | ||
1218 | UNALLOCA(L); | ||
1219 | return; | ||
1220 | } | ||
1221 | #endif | ||
1222 | delta_x[i] = 1; | ||
1223 | |||
1224 | // compute: delta_w = A*delta_x | ||
1225 | dSetZero (delta_w,n); | ||
1226 | lcp.pN_equals_ANC_times_qC (delta_w,delta_x); | ||
1227 | lcp.pN_plusequals_ANi (delta_w,i); | ||
1228 | delta_w[i] = lcp.AiC_times_qC (i,delta_x) + lcp.Aii(i); | ||
1229 | |||
1230 | // find index to switch | ||
1231 | int si = i; // si = switch index | ||
1232 | int si_in_N = 0; // set to 1 if si in N | ||
1233 | dReal s = -w[i]/delta_w[i]; | ||
1234 | |||
1235 | if (s <= 0) { | ||
1236 | dMessage (d_ERR_LCP, "LCP internal error, s <= 0 (s=%.4e)",s); | ||
1237 | if (i < (n-1)) { | ||
1238 | dSetZero (x+i,n-i); | ||
1239 | dSetZero (w+i,n-i); | ||
1240 | } | ||
1241 | goto done; | ||
1242 | } | ||
1243 | |||
1244 | for (k=0; k < lcp.numN(); k++) { | ||
1245 | if (delta_w[lcp.indexN(k)] < 0) { | ||
1246 | dReal s2 = -w[lcp.indexN(k)] / delta_w[lcp.indexN(k)]; | ||
1247 | if (s2 < s) { | ||
1248 | s = s2; | ||
1249 | si = lcp.indexN(k); | ||
1250 | si_in_N = 1; | ||
1251 | } | ||
1252 | } | ||
1253 | } | ||
1254 | for (k=0; k < lcp.numC(); k++) { | ||
1255 | if (delta_x[lcp.indexC(k)] < 0) { | ||
1256 | dReal s2 = -x[lcp.indexC(k)] / delta_x[lcp.indexC(k)]; | ||
1257 | if (s2 < s) { | ||
1258 | s = s2; | ||
1259 | si = lcp.indexC(k); | ||
1260 | si_in_N = 0; | ||
1261 | } | ||
1262 | } | ||
1263 | } | ||
1264 | |||
1265 | // apply x = x + s * delta_x | ||
1266 | lcp.pC_plusequals_s_times_qC (x,s,delta_x); | ||
1267 | x[i] += s; | ||
1268 | lcp.pN_plusequals_s_times_qN (w,s,delta_w); | ||
1269 | w[i] += s * delta_w[i]; | ||
1270 | |||
1271 | // switch indexes between sets if necessary | ||
1272 | if (si==i) { | ||
1273 | w[i] = 0; | ||
1274 | lcp.transfer_i_to_C (i); | ||
1275 | break; | ||
1276 | } | ||
1277 | if (si_in_N) { | ||
1278 | w[si] = 0; | ||
1279 | lcp.transfer_i_from_N_to_C (si); | ||
1280 | } | ||
1281 | else { | ||
1282 | x[si] = 0; | ||
1283 | lcp.transfer_i_from_C_to_N (si); | ||
1284 | } | ||
1285 | } | ||
1286 | } | ||
1287 | } | ||
1288 | |||
1289 | done: | ||
1290 | lcp.unpermute(); | ||
1291 | |||
1292 | UNALLOCA (L); | ||
1293 | UNALLOCA (d); | ||
1294 | UNALLOCA (delta_x); | ||
1295 | UNALLOCA (delta_w); | ||
1296 | UNALLOCA (Dell); | ||
1297 | UNALLOCA (ell); | ||
1298 | UNALLOCA (tmp); | ||
1299 | UNALLOCA (Arows); | ||
1300 | UNALLOCA (p); | ||
1301 | UNALLOCA (C); | ||
1302 | UNALLOCA (dummy); | ||
1303 | } | ||
1304 | |||
1305 | //*************************************************************************** | ||
1306 | // an optimized Dantzig LCP driver routine for the lo-hi LCP problem. | ||
1307 | |||
1308 | void dSolveLCP (int n, dReal *A, dReal *x, dReal *b, | ||
1309 | dReal *w, int nub, dReal *lo, dReal *hi, int *findex) | ||
1310 | { | ||
1311 | dAASSERT (n>0 && A && x && b && w && lo && hi && nub >= 0 && nub <= n); | ||
1312 | |||
1313 | int i,k,hit_first_friction_index = 0; | ||
1314 | int nskip = dPAD(n); | ||
1315 | |||
1316 | // if all the variables are unbounded then we can just factor, solve, | ||
1317 | // and return | ||
1318 | if (nub >= n) { | ||
1319 | dFactorLDLT (A,w,n,nskip); // use w for d | ||
1320 | dSolveLDLT (A,w,b,n,nskip); | ||
1321 | memcpy (x,b,n*sizeof(dReal)); | ||
1322 | dSetZero (w,n); | ||
1323 | |||
1324 | return; | ||
1325 | } | ||
1326 | # ifndef dNODEBUG | ||
1327 | // check restrictions on lo and hi | ||
1328 | for (k=0; k<n; k++) dIASSERT (lo[k] <= 0 && hi[k] >= 0); | ||
1329 | # endif | ||
1330 | ALLOCA (dReal,L,n*nskip*sizeof(dReal)); | ||
1331 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1332 | if (L == NULL) { | ||
1333 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1334 | return; | ||
1335 | } | ||
1336 | #endif | ||
1337 | ALLOCA (dReal,d,n*sizeof(dReal)); | ||
1338 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1339 | if (d == NULL) { | ||
1340 | UNALLOCA(L); | ||
1341 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1342 | return; | ||
1343 | } | ||
1344 | #endif | ||
1345 | ALLOCA (dReal,delta_x,n*sizeof(dReal)); | ||
1346 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1347 | if (delta_x == NULL) { | ||
1348 | UNALLOCA(d); | ||
1349 | UNALLOCA(L); | ||
1350 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1351 | return; | ||
1352 | } | ||
1353 | #endif | ||
1354 | ALLOCA (dReal,delta_w,n*sizeof(dReal)); | ||
1355 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1356 | if (delta_w == NULL) { | ||
1357 | UNALLOCA(delta_x); | ||
1358 | UNALLOCA(d); | ||
1359 | UNALLOCA(L); | ||
1360 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1361 | return; | ||
1362 | } | ||
1363 | #endif | ||
1364 | ALLOCA (dReal,Dell,n*sizeof(dReal)); | ||
1365 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1366 | if (Dell == NULL) { | ||
1367 | UNALLOCA(delta_w); | ||
1368 | UNALLOCA(delta_x); | ||
1369 | UNALLOCA(d); | ||
1370 | UNALLOCA(L); | ||
1371 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1372 | return; | ||
1373 | } | ||
1374 | #endif | ||
1375 | ALLOCA (dReal,ell,n*sizeof(dReal)); | ||
1376 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1377 | if (ell == NULL) { | ||
1378 | UNALLOCA(Dell); | ||
1379 | UNALLOCA(delta_w); | ||
1380 | UNALLOCA(delta_x); | ||
1381 | UNALLOCA(d); | ||
1382 | UNALLOCA(L); | ||
1383 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1384 | return; | ||
1385 | } | ||
1386 | #endif | ||
1387 | ALLOCA (dReal*,Arows,n*sizeof(dReal*)); | ||
1388 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1389 | if (Arows == NULL) { | ||
1390 | UNALLOCA(ell); | ||
1391 | UNALLOCA(Dell); | ||
1392 | UNALLOCA(delta_w); | ||
1393 | UNALLOCA(delta_x); | ||
1394 | UNALLOCA(d); | ||
1395 | UNALLOCA(L); | ||
1396 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1397 | return; | ||
1398 | } | ||
1399 | #endif | ||
1400 | ALLOCA (int,p,n*sizeof(int)); | ||
1401 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1402 | if (p == NULL) { | ||
1403 | UNALLOCA(Arows); | ||
1404 | UNALLOCA(ell); | ||
1405 | UNALLOCA(Dell); | ||
1406 | UNALLOCA(delta_w); | ||
1407 | UNALLOCA(delta_x); | ||
1408 | UNALLOCA(d); | ||
1409 | UNALLOCA(L); | ||
1410 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1411 | return; | ||
1412 | } | ||
1413 | #endif | ||
1414 | ALLOCA (int,C,n*sizeof(int)); | ||
1415 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1416 | if (C == NULL) { | ||
1417 | UNALLOCA(p); | ||
1418 | UNALLOCA(Arows); | ||
1419 | UNALLOCA(ell); | ||
1420 | UNALLOCA(Dell); | ||
1421 | UNALLOCA(delta_w); | ||
1422 | UNALLOCA(delta_x); | ||
1423 | UNALLOCA(d); | ||
1424 | UNALLOCA(L); | ||
1425 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1426 | return; | ||
1427 | } | ||
1428 | #endif | ||
1429 | |||
1430 | int dir; | ||
1431 | dReal dirf; | ||
1432 | |||
1433 | // for i in N, state[i] is 0 if x(i)==lo(i) or 1 if x(i)==hi(i) | ||
1434 | ALLOCA (int,state,n*sizeof(int)); | ||
1435 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1436 | if (state == NULL) { | ||
1437 | UNALLOCA(C); | ||
1438 | UNALLOCA(p); | ||
1439 | UNALLOCA(Arows); | ||
1440 | UNALLOCA(ell); | ||
1441 | UNALLOCA(Dell); | ||
1442 | UNALLOCA(delta_w); | ||
1443 | UNALLOCA(delta_x); | ||
1444 | UNALLOCA(d); | ||
1445 | UNALLOCA(L); | ||
1446 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1447 | return; | ||
1448 | } | ||
1449 | #endif | ||
1450 | |||
1451 | // create LCP object. note that tmp is set to delta_w to save space, this | ||
1452 | // optimization relies on knowledge of how tmp is used, so be careful! | ||
1453 | dLCP *lcp=new dLCP(n,nub,A,x,b,w,lo,hi,L,d,Dell,ell,delta_w,state,findex,p,C,Arows); | ||
1454 | nub = lcp->getNub(); | ||
1455 | |||
1456 | // loop over all indexes nub..n-1. for index i, if x(i),w(i) satisfy the | ||
1457 | // LCP conditions then i is added to the appropriate index set. otherwise | ||
1458 | // x(i),w(i) is driven either +ve or -ve to force it to the valid region. | ||
1459 | // as we drive x(i), x(C) is also adjusted to keep w(C) at zero. | ||
1460 | // while driving x(i) we maintain the LCP conditions on the other variables | ||
1461 | // 0..i-1. we do this by watching out for other x(i),w(i) values going | ||
1462 | // outside the valid region, and then switching them between index sets | ||
1463 | // when that happens. | ||
1464 | |||
1465 | for (i=nub; i<n; i++) { | ||
1466 | // the index i is the driving index and indexes i+1..n-1 are "dont care", | ||
1467 | // i.e. when we make changes to the system those x's will be zero and we | ||
1468 | // don't care what happens to those w's. in other words, we only consider | ||
1469 | // an (i+1)*(i+1) sub-problem of A*x=b+w. | ||
1470 | |||
1471 | // if we've hit the first friction index, we have to compute the lo and | ||
1472 | // hi values based on the values of x already computed. we have been | ||
1473 | // permuting the indexes, so the values stored in the findex vector are | ||
1474 | // no longer valid. thus we have to temporarily unpermute the x vector. | ||
1475 | // for the purposes of this computation, 0*infinity = 0 ... so if the | ||
1476 | // contact constraint's normal force is 0, there should be no tangential | ||
1477 | // force applied. | ||
1478 | |||
1479 | if (hit_first_friction_index == 0 && findex && findex[i] >= 0) { | ||
1480 | // un-permute x into delta_w, which is not being used at the moment | ||
1481 | for (k=0; k<n; k++) delta_w[p[k]] = x[k]; | ||
1482 | |||
1483 | // set lo and hi values | ||
1484 | for (k=i; k<n; k++) { | ||
1485 | dReal wfk = delta_w[findex[k]]; | ||
1486 | if (wfk == 0) { | ||
1487 | hi[k] = 0; | ||
1488 | lo[k] = 0; | ||
1489 | } | ||
1490 | else { | ||
1491 | hi[k] = dFabs (hi[k] * wfk); | ||
1492 | lo[k] = -hi[k]; | ||
1493 | } | ||
1494 | } | ||
1495 | hit_first_friction_index = 1; | ||
1496 | } | ||
1497 | |||
1498 | // thus far we have not even been computing the w values for indexes | ||
1499 | // greater than i, so compute w[i] now. | ||
1500 | w[i] = lcp->AiC_times_qC (i,x) + lcp->AiN_times_qN (i,x) - b[i]; | ||
1501 | |||
1502 | // if lo=hi=0 (which can happen for tangential friction when normals are | ||
1503 | // 0) then the index will be assigned to set N with some state. however, | ||
1504 | // set C's line has zero size, so the index will always remain in set N. | ||
1505 | // with the "normal" switching logic, if w changed sign then the index | ||
1506 | // would have to switch to set C and then back to set N with an inverted | ||
1507 | // state. this is pointless, and also computationally expensive. to | ||
1508 | // prevent this from happening, we use the rule that indexes with lo=hi=0 | ||
1509 | // will never be checked for set changes. this means that the state for | ||
1510 | // these indexes may be incorrect, but that doesn't matter. | ||
1511 | |||
1512 | // see if x(i),w(i) is in a valid region | ||
1513 | if (lo[i]==0 && w[i] >= 0) { | ||
1514 | lcp->transfer_i_to_N (i); | ||
1515 | state[i] = 0; | ||
1516 | } | ||
1517 | else if (hi[i]==0 && w[i] <= 0) { | ||
1518 | lcp->transfer_i_to_N (i); | ||
1519 | state[i] = 1; | ||
1520 | } | ||
1521 | else if (w[i]==0) { | ||
1522 | // this is a degenerate case. by the time we get to this test we know | ||
1523 | // that lo != 0, which means that lo < 0 as lo is not allowed to be +ve, | ||
1524 | // and similarly that hi > 0. this means that the line segment | ||
1525 | // corresponding to set C is at least finite in extent, and we are on it. | ||
1526 | // NOTE: we must call lcp->solve1() before lcp->transfer_i_to_C() | ||
1527 | lcp->solve1 (delta_x,i,0,1); | ||
1528 | |||
1529 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1530 | if (dMemoryFlag == d_MEMORY_OUT_OF_MEMORY) { | ||
1531 | UNALLOCA(state); | ||
1532 | UNALLOCA(C); | ||
1533 | UNALLOCA(p); | ||
1534 | UNALLOCA(Arows); | ||
1535 | UNALLOCA(ell); | ||
1536 | UNALLOCA(Dell); | ||
1537 | UNALLOCA(delta_w); | ||
1538 | UNALLOCA(delta_x); | ||
1539 | UNALLOCA(d); | ||
1540 | UNALLOCA(L); | ||
1541 | return; | ||
1542 | } | ||
1543 | #endif | ||
1544 | |||
1545 | lcp->transfer_i_to_C (i); | ||
1546 | } | ||
1547 | else { | ||
1548 | // we must push x(i) and w(i) | ||
1549 | for (;;) { | ||
1550 | // find direction to push on x(i) | ||
1551 | if (w[i] <= 0) { | ||
1552 | dir = 1; | ||
1553 | dirf = REAL(1.0); | ||
1554 | } | ||
1555 | else { | ||
1556 | dir = -1; | ||
1557 | dirf = REAL(-1.0); | ||
1558 | } | ||
1559 | |||
1560 | // compute: delta_x(C) = -dir*A(C,C)\A(C,i) | ||
1561 | lcp->solve1 (delta_x,i,dir); | ||
1562 | |||
1563 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1564 | if (dMemoryFlag == d_MEMORY_OUT_OF_MEMORY) { | ||
1565 | UNALLOCA(state); | ||
1566 | UNALLOCA(C); | ||
1567 | UNALLOCA(p); | ||
1568 | UNALLOCA(Arows); | ||
1569 | UNALLOCA(ell); | ||
1570 | UNALLOCA(Dell); | ||
1571 | UNALLOCA(delta_w); | ||
1572 | UNALLOCA(delta_x); | ||
1573 | UNALLOCA(d); | ||
1574 | UNALLOCA(L); | ||
1575 | return; | ||
1576 | } | ||
1577 | #endif | ||
1578 | |||
1579 | // note that delta_x[i] = dirf, but we wont bother to set it | ||
1580 | |||
1581 | // compute: delta_w = A*delta_x ... note we only care about | ||
1582 | // delta_w(N) and delta_w(i), the rest is ignored | ||
1583 | lcp->pN_equals_ANC_times_qC (delta_w,delta_x); | ||
1584 | lcp->pN_plusequals_ANi (delta_w,i,dir); | ||
1585 | delta_w[i] = lcp->AiC_times_qC (i,delta_x) + lcp->Aii(i)*dirf; | ||
1586 | |||
1587 | // find largest step we can take (size=s), either to drive x(i),w(i) | ||
1588 | // to the valid LCP region or to drive an already-valid variable | ||
1589 | // outside the valid region. | ||
1590 | |||
1591 | int cmd = 1; // index switching command | ||
1592 | int si = 0; // si = index to switch if cmd>3 | ||
1593 | dReal s = -w[i]/delta_w[i]; | ||
1594 | if (dir > 0) { | ||
1595 | if (hi[i] < dInfinity) { | ||
1596 | dReal s2 = (hi[i]-x[i])/dirf; // step to x(i)=hi(i) | ||
1597 | if (s2 < s) { | ||
1598 | s = s2; | ||
1599 | cmd = 3; | ||
1600 | } | ||
1601 | } | ||
1602 | } | ||
1603 | else { | ||
1604 | if (lo[i] > -dInfinity) { | ||
1605 | dReal s2 = (lo[i]-x[i])/dirf; // step to x(i)=lo(i) | ||
1606 | if (s2 < s) { | ||
1607 | s = s2; | ||
1608 | cmd = 2; | ||
1609 | } | ||
1610 | } | ||
1611 | } | ||
1612 | |||
1613 | for (k=0; k < lcp->numN(); k++) { | ||
1614 | if ((state[lcp->indexN(k)]==0 && delta_w[lcp->indexN(k)] < 0) || | ||
1615 | (state[lcp->indexN(k)]!=0 && delta_w[lcp->indexN(k)] > 0)) { | ||
1616 | // don't bother checking if lo=hi=0 | ||
1617 | if (lo[lcp->indexN(k)] == 0 && hi[lcp->indexN(k)] == 0) continue; | ||
1618 | dReal s2 = -w[lcp->indexN(k)] / delta_w[lcp->indexN(k)]; | ||
1619 | if (s2 < s) { | ||
1620 | s = s2; | ||
1621 | cmd = 4; | ||
1622 | si = lcp->indexN(k); | ||
1623 | } | ||
1624 | } | ||
1625 | } | ||
1626 | |||
1627 | for (k=nub; k < lcp->numC(); k++) { | ||
1628 | if (delta_x[lcp->indexC(k)] < 0 && lo[lcp->indexC(k)] > -dInfinity) { | ||
1629 | dReal s2 = (lo[lcp->indexC(k)]-x[lcp->indexC(k)]) / | ||
1630 | delta_x[lcp->indexC(k)]; | ||
1631 | if (s2 < s) { | ||
1632 | s = s2; | ||
1633 | cmd = 5; | ||
1634 | si = lcp->indexC(k); | ||
1635 | } | ||
1636 | } | ||
1637 | if (delta_x[lcp->indexC(k)] > 0 && hi[lcp->indexC(k)] < dInfinity) { | ||
1638 | dReal s2 = (hi[lcp->indexC(k)]-x[lcp->indexC(k)]) / | ||
1639 | delta_x[lcp->indexC(k)]; | ||
1640 | if (s2 < s) { | ||
1641 | s = s2; | ||
1642 | cmd = 6; | ||
1643 | si = lcp->indexC(k); | ||
1644 | } | ||
1645 | } | ||
1646 | } | ||
1647 | |||
1648 | //static char* cmdstring[8] = {0,"->C","->NL","->NH","N->C", | ||
1649 | // "C->NL","C->NH"}; | ||
1650 | //printf ("cmd=%d (%s), si=%d\n",cmd,cmdstring[cmd],(cmd>3) ? si : i); | ||
1651 | |||
1652 | // if s <= 0 then we've got a problem. if we just keep going then | ||
1653 | // we're going to get stuck in an infinite loop. instead, just cross | ||
1654 | // our fingers and exit with the current solution. | ||
1655 | if (s <= 0) { | ||
1656 | dMessage (d_ERR_LCP, "LCP internal error, s <= 0 (s=%.4e)",s); | ||
1657 | if (i < (n-1)) { | ||
1658 | dSetZero (x+i,n-i); | ||
1659 | dSetZero (w+i,n-i); | ||
1660 | } | ||
1661 | goto done; | ||
1662 | } | ||
1663 | |||
1664 | // apply x = x + s * delta_x | ||
1665 | lcp->pC_plusequals_s_times_qC (x,s,delta_x); | ||
1666 | x[i] += s * dirf; | ||
1667 | |||
1668 | // apply w = w + s * delta_w | ||
1669 | lcp->pN_plusequals_s_times_qN (w,s,delta_w); | ||
1670 | w[i] += s * delta_w[i]; | ||
1671 | |||
1672 | // switch indexes between sets if necessary | ||
1673 | switch (cmd) { | ||
1674 | case 1: // done | ||
1675 | w[i] = 0; | ||
1676 | lcp->transfer_i_to_C (i); | ||
1677 | break; | ||
1678 | case 2: // done | ||
1679 | x[i] = lo[i]; | ||
1680 | state[i] = 0; | ||
1681 | lcp->transfer_i_to_N (i); | ||
1682 | break; | ||
1683 | case 3: // done | ||
1684 | x[i] = hi[i]; | ||
1685 | state[i] = 1; | ||
1686 | lcp->transfer_i_to_N (i); | ||
1687 | break; | ||
1688 | case 4: // keep going | ||
1689 | w[si] = 0; | ||
1690 | lcp->transfer_i_from_N_to_C (si); | ||
1691 | break; | ||
1692 | case 5: // keep going | ||
1693 | x[si] = lo[si]; | ||
1694 | state[si] = 0; | ||
1695 | lcp->transfer_i_from_C_to_N (si); | ||
1696 | break; | ||
1697 | case 6: // keep going | ||
1698 | x[si] = hi[si]; | ||
1699 | state[si] = 1; | ||
1700 | lcp->transfer_i_from_C_to_N (si); | ||
1701 | break; | ||
1702 | } | ||
1703 | |||
1704 | if (cmd <= 3) break; | ||
1705 | } | ||
1706 | } | ||
1707 | } | ||
1708 | |||
1709 | done: | ||
1710 | lcp->unpermute(); | ||
1711 | delete lcp; | ||
1712 | |||
1713 | UNALLOCA (L); | ||
1714 | UNALLOCA (d); | ||
1715 | UNALLOCA (delta_x); | ||
1716 | UNALLOCA (delta_w); | ||
1717 | UNALLOCA (Dell); | ||
1718 | UNALLOCA (ell); | ||
1719 | UNALLOCA (Arows); | ||
1720 | UNALLOCA (p); | ||
1721 | UNALLOCA (C); | ||
1722 | UNALLOCA (state); | ||
1723 | } | ||
1724 | |||
1725 | //*************************************************************************** | ||
1726 | // accuracy and timing test | ||
1727 | |||
1728 | extern "C" ODE_API void dTestSolveLCP() | ||
1729 | { | ||
1730 | int n = 100; | ||
1731 | int i,nskip = dPAD(n); | ||
1732 | #ifdef dDOUBLE | ||
1733 | const dReal tol = REAL(1e-9); | ||
1734 | #endif | ||
1735 | #ifdef dSINGLE | ||
1736 | const dReal tol = REAL(1e-4); | ||
1737 | #endif | ||
1738 | printf ("dTestSolveLCP()\n"); | ||
1739 | |||
1740 | ALLOCA (dReal,A,n*nskip*sizeof(dReal)); | ||
1741 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1742 | if (A == NULL) { | ||
1743 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1744 | return; | ||
1745 | } | ||
1746 | #endif | ||
1747 | ALLOCA (dReal,x,n*sizeof(dReal)); | ||
1748 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1749 | if (x == NULL) { | ||
1750 | UNALLOCA (A); | ||
1751 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1752 | return; | ||
1753 | } | ||
1754 | #endif | ||
1755 | ALLOCA (dReal,b,n*sizeof(dReal)); | ||
1756 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1757 | if (b == NULL) { | ||
1758 | UNALLOCA (x); | ||
1759 | UNALLOCA (A); | ||
1760 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1761 | return; | ||
1762 | } | ||
1763 | #endif | ||
1764 | ALLOCA (dReal,w,n*sizeof(dReal)); | ||
1765 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1766 | if (w == NULL) { | ||
1767 | UNALLOCA (b); | ||
1768 | UNALLOCA (x); | ||
1769 | UNALLOCA (A); | ||
1770 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1771 | return; | ||
1772 | } | ||
1773 | #endif | ||
1774 | ALLOCA (dReal,lo,n*sizeof(dReal)); | ||
1775 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1776 | if (lo == NULL) { | ||
1777 | UNALLOCA (w); | ||
1778 | UNALLOCA (b); | ||
1779 | UNALLOCA (x); | ||
1780 | UNALLOCA (A); | ||
1781 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1782 | return; | ||
1783 | } | ||
1784 | #endif | ||
1785 | ALLOCA (dReal,hi,n*sizeof(dReal)); | ||
1786 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1787 | if (hi == NULL) { | ||
1788 | UNALLOCA (lo); | ||
1789 | UNALLOCA (w); | ||
1790 | UNALLOCA (b); | ||
1791 | UNALLOCA (x); | ||
1792 | UNALLOCA (A); | ||
1793 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1794 | return; | ||
1795 | } | ||
1796 | #endif | ||
1797 | |||
1798 | ALLOCA (dReal,A2,n*nskip*sizeof(dReal)); | ||
1799 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1800 | if (A2 == NULL) { | ||
1801 | UNALLOCA (hi); | ||
1802 | UNALLOCA (lo); | ||
1803 | UNALLOCA (w); | ||
1804 | UNALLOCA (b); | ||
1805 | UNALLOCA (x); | ||
1806 | UNALLOCA (A); | ||
1807 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1808 | return; | ||
1809 | } | ||
1810 | #endif | ||
1811 | ALLOCA (dReal,b2,n*sizeof(dReal)); | ||
1812 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1813 | if (b2 == NULL) { | ||
1814 | UNALLOCA (A2); | ||
1815 | UNALLOCA (hi); | ||
1816 | UNALLOCA (lo); | ||
1817 | UNALLOCA (w); | ||
1818 | UNALLOCA (b); | ||
1819 | UNALLOCA (x); | ||
1820 | UNALLOCA (A); | ||
1821 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1822 | return; | ||
1823 | } | ||
1824 | #endif | ||
1825 | ALLOCA (dReal,lo2,n*sizeof(dReal)); | ||
1826 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1827 | if (lo2 == NULL) { | ||
1828 | UNALLOCA (b2); | ||
1829 | UNALLOCA (A2); | ||
1830 | UNALLOCA (hi); | ||
1831 | UNALLOCA (lo); | ||
1832 | UNALLOCA (w); | ||
1833 | UNALLOCA (b); | ||
1834 | UNALLOCA (x); | ||
1835 | UNALLOCA (A); | ||
1836 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1837 | return; | ||
1838 | } | ||
1839 | #endif | ||
1840 | ALLOCA (dReal,hi2,n*sizeof(dReal)); | ||
1841 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1842 | if (hi2 == NULL) { | ||
1843 | UNALLOCA (lo2); | ||
1844 | UNALLOCA (b2); | ||
1845 | UNALLOCA (A2); | ||
1846 | UNALLOCA (hi); | ||
1847 | UNALLOCA (lo); | ||
1848 | UNALLOCA (w); | ||
1849 | UNALLOCA (b); | ||
1850 | UNALLOCA (x); | ||
1851 | UNALLOCA (A); | ||
1852 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1853 | return; | ||
1854 | } | ||
1855 | #endif | ||
1856 | ALLOCA (dReal,tmp1,n*sizeof(dReal)); | ||
1857 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1858 | if (tmp1 == NULL) { | ||
1859 | UNALLOCA (hi2); | ||
1860 | UNALLOCA (lo2); | ||
1861 | UNALLOCA (b2); | ||
1862 | UNALLOCA (A2); | ||
1863 | UNALLOCA (hi); | ||
1864 | UNALLOCA (lo); | ||
1865 | UNALLOCA (w); | ||
1866 | UNALLOCA (b); | ||
1867 | UNALLOCA (x); | ||
1868 | UNALLOCA (A); | ||
1869 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1870 | return; | ||
1871 | } | ||
1872 | #endif | ||
1873 | ALLOCA (dReal,tmp2,n*sizeof(dReal)); | ||
1874 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1875 | if (tmp2 == NULL) { | ||
1876 | UNALLOCA (tmp1); | ||
1877 | UNALLOCA (hi2); | ||
1878 | UNALLOCA (lo2); | ||
1879 | UNALLOCA (b2); | ||
1880 | UNALLOCA (A2); | ||
1881 | UNALLOCA (hi); | ||
1882 | UNALLOCA (lo); | ||
1883 | UNALLOCA (w); | ||
1884 | UNALLOCA (b); | ||
1885 | UNALLOCA (x); | ||
1886 | UNALLOCA (A); | ||
1887 | dMemoryFlag = d_MEMORY_OUT_OF_MEMORY; | ||
1888 | return; | ||
1889 | } | ||
1890 | #endif | ||
1891 | |||
1892 | double total_time = 0; | ||
1893 | for (int count=0; count < 1000; count++) { | ||
1894 | |||
1895 | // form (A,b) = a random positive definite LCP problem | ||
1896 | dMakeRandomMatrix (A2,n,n,1.0); | ||
1897 | dMultiply2 (A,A2,A2,n,n,n); | ||
1898 | dMakeRandomMatrix (x,n,1,1.0); | ||
1899 | dMultiply0 (b,A,x,n,n,1); | ||
1900 | for (i=0; i<n; i++) b[i] += (dRandReal()*REAL(0.2))-REAL(0.1); | ||
1901 | |||
1902 | // choose `nub' in the range 0..n-1 | ||
1903 | int nub = 50; //dRandInt (n); | ||
1904 | |||
1905 | // make limits | ||
1906 | for (i=0; i<nub; i++) lo[i] = -dInfinity; | ||
1907 | for (i=0; i<nub; i++) hi[i] = dInfinity; | ||
1908 | //for (i=nub; i<n; i++) lo[i] = 0; | ||
1909 | //for (i=nub; i<n; i++) hi[i] = dInfinity; | ||
1910 | //for (i=nub; i<n; i++) lo[i] = -dInfinity; | ||
1911 | //for (i=nub; i<n; i++) hi[i] = 0; | ||
1912 | for (i=nub; i<n; i++) lo[i] = -(dRandReal()*REAL(1.0))-REAL(0.01); | ||
1913 | for (i=nub; i<n; i++) hi[i] = (dRandReal()*REAL(1.0))+REAL(0.01); | ||
1914 | |||
1915 | // set a few limits to lo=hi=0 | ||
1916 | /* | ||
1917 | for (i=0; i<10; i++) { | ||
1918 | int j = dRandInt (n-nub) + nub; | ||
1919 | lo[j] = 0; | ||
1920 | hi[j] = 0; | ||
1921 | } | ||
1922 | */ | ||
1923 | |||
1924 | // solve the LCP. we must make copy of A,b,lo,hi (A2,b2,lo2,hi2) for | ||
1925 | // SolveLCP() to permute. also, we'll clear the upper triangle of A2 to | ||
1926 | // ensure that it doesn't get referenced (if it does, the answer will be | ||
1927 | // wrong). | ||
1928 | |||
1929 | memcpy (A2,A,n*nskip*sizeof(dReal)); | ||
1930 | dClearUpperTriangle (A2,n); | ||
1931 | memcpy (b2,b,n*sizeof(dReal)); | ||
1932 | memcpy (lo2,lo,n*sizeof(dReal)); | ||
1933 | memcpy (hi2,hi,n*sizeof(dReal)); | ||
1934 | dSetZero (x,n); | ||
1935 | dSetZero (w,n); | ||
1936 | |||
1937 | dStopwatch sw; | ||
1938 | dStopwatchReset (&sw); | ||
1939 | dStopwatchStart (&sw); | ||
1940 | |||
1941 | dSolveLCP (n,A2,x,b2,w,nub,lo2,hi2,0); | ||
1942 | #ifdef dUSE_MALLOC_FOR_ALLOCA | ||
1943 | if (dMemoryFlag == d_MEMORY_OUT_OF_MEMORY) { | ||
1944 | UNALLOCA (tmp2); | ||
1945 | UNALLOCA (tmp1); | ||
1946 | UNALLOCA (hi2); | ||
1947 | UNALLOCA (lo2); | ||
1948 | UNALLOCA (b2); | ||
1949 | UNALLOCA (A2); | ||
1950 | UNALLOCA (hi); | ||
1951 | UNALLOCA (lo); | ||
1952 | UNALLOCA (w); | ||
1953 | UNALLOCA (b); | ||
1954 | UNALLOCA (x); | ||
1955 | UNALLOCA (A); | ||
1956 | return; | ||
1957 | } | ||
1958 | #endif | ||
1959 | |||
1960 | dStopwatchStop (&sw); | ||
1961 | double time = dStopwatchTime(&sw); | ||
1962 | total_time += time; | ||
1963 | double average = total_time / double(count+1) * 1000.0; | ||
1964 | |||
1965 | // check the solution | ||
1966 | |||
1967 | dMultiply0 (tmp1,A,x,n,n,1); | ||
1968 | for (i=0; i<n; i++) tmp2[i] = b[i] + w[i]; | ||
1969 | dReal diff = dMaxDifference (tmp1,tmp2,n,1); | ||
1970 | // printf ("\tA*x = b+w, maximum difference = %.6e - %s (1)\n",diff, | ||
1971 | // diff > tol ? "FAILED" : "passed"); | ||
1972 | if (diff > tol) dDebug (0,"A*x = b+w, maximum difference = %.6e",diff); | ||
1973 | int n1=0,n2=0,n3=0; | ||
1974 | for (i=0; i<n; i++) { | ||
1975 | if (x[i]==lo[i] && w[i] >= 0) { | ||
1976 | n1++; // ok | ||
1977 | } | ||
1978 | else if (x[i]==hi[i] && w[i] <= 0) { | ||
1979 | n2++; // ok | ||
1980 | } | ||
1981 | else if (x[i] >= lo[i] && x[i] <= hi[i] && w[i] == 0) { | ||
1982 | n3++; // ok | ||
1983 | } | ||
1984 | else { | ||
1985 | dDebug (0,"FAILED: i=%d x=%.4e w=%.4e lo=%.4e hi=%.4e",i, | ||
1986 | x[i],w[i],lo[i],hi[i]); | ||
1987 | } | ||
1988 | } | ||
1989 | |||
1990 | // pacifier | ||
1991 | printf ("passed: NL=%3d NH=%3d C=%3d ",n1,n2,n3); | ||
1992 | printf ("time=%10.3f ms avg=%10.4f\n",time * 1000.0,average); | ||
1993 | } | ||
1994 | |||
1995 | UNALLOCA (A); | ||
1996 | UNALLOCA (x); | ||
1997 | UNALLOCA (b); | ||
1998 | UNALLOCA (w); | ||
1999 | UNALLOCA (lo); | ||
2000 | UNALLOCA (hi); | ||
2001 | UNALLOCA (A2); | ||
2002 | UNALLOCA (b2); | ||
2003 | UNALLOCA (lo2); | ||
2004 | UNALLOCA (hi2); | ||
2005 | UNALLOCA (tmp1); | ||
2006 | UNALLOCA (tmp2); | ||
2007 | } | ||