cyqlone Namespace Reference

Namespaces
namespace	detail
namespace	linalg
namespace	parallel
namespace	qpalm

Classes
struct	EmptyCompletion
	No-op completion function for the TreeBarrier. More...
class	TreeBarrier
	Fairly vanilla combining tree barrier. More...
struct	LinearOCPSparseQP
	Represents a sparse multiple shooting formulation of the standard optimal control problem. More...
struct	TricyqleParams
	Parameters and settings for the Tricyqle block-tridiagonal solver. More...
struct	CyqloneParams
	Parameters and settings for the Cyqlone solver. More...
struct	CyqloneStorage
	Storage for a linear-quadratic OCP with the initial states x₀ eliminated. More...
struct	TricyqleSolver
	Solver for block-tridiagonal systems using cyclic reduction (CR), parallel cyclic reduction (PCR), and preconditioned conjugate gradient (PCG) methods. More...
struct	CyqloneSolver
	Linear solver for systems with optimal control structure. More...
class	NeumaierSum
	Kahan-Babuška-Neumaier compensated summation. More...
struct	OCPDim
	Dimensions of an optimal control problem. More...
struct	LinearOCPStorage
	Storage for a linear-quadratic OCP of the form. More...
struct	norms
	Utilities for computing vector norms. More...
struct	norms< T, void >
struct	SparseMatrix
	A sparse matrix in COO format. More...
struct	SparseMatrixBuilder
	A builder for constructing a SparseMatrix incrementally. More...
struct	matio_traits
struct	matio_traits< float >
struct	matio_traits< double >
struct	matio_traits< I >
struct	PCRFactorTest
struct	SparseCSC
struct	SparseCOO

Typedefs
using	mat_t = ::_mat_t
	Incomplete matio struct type.
using	MatFilePtr = std::unique_ptr<mat_t, int (*)(mat_t *)>
	Owning handle to a matio file. The file will be closed when the handle goes out of scope.
using	DefaultTimings = batmat::DefaultTimings
using	MatVarPtr = std::unique_ptr<matvar_t, decltype(&Mat_VarFree)>

Enumerations
enum class	SolveMethod { SolveMethod::StairPCG , SolveMethod::JacobiPCG , SolveMethod::PCR }
	Defines how to solve the small linear system that remains after cyclic reduction. More...
enum class	MatioOpenMode { MatioOpenMode::Read , MatioOpenMode::Write }
enum	StorageOrder
enum class	Symmetry

Functions
void	reference_to_gradient (const LinearOCPStorage &ocp, std::span< const real_t > ref, std::span< real_t > qr)
	Simply computes the gradient of the quadratic cost \( J(x, u) = \sum_{j=1}^{N-1} \ell_j(x^j, u^j) + \ell_N(x^N) \), with \( \ell_j(x, u) = \tfrac12 \left\| \begin{pmatrix} x - x^j_\text{ref} \\ u - u^j_\text{ref} \end{pmatrix} \right\|_{H_j}^2 \), with the Hessian \( H_j = \begin{pmatrix} Q_j & S_j^\top \\ S_j & R_j \end{pmatrix} \).
void	reference_to_gradient (LinearOCPStorage &ocp, std::span< const real_t > ref)
	Simply computes the gradient of the quadratic cost \( J(x, u) = \sum_{j=1}^{N-1} \ell_j(x^j, u^j) + \ell_N(x^N) \), with \( \ell_j(x, u) = \tfrac12 \left\| \begin{pmatrix} x - x^j_\text{ref} \\ u - u^j_\text{ref} \end{pmatrix} \right\|_{H_j}^2 \), with the Hessian \( H_j = \begin{pmatrix} Q_j & S_j^\top \\ S_j & R_j \end{pmatrix} \).
const char *	enum_name (SolveMethod s)
constexpr bool	is_pow_2 (index_t n)
constexpr index_t	ceil_log2 (index_t n)
constexpr index_t	get_level (index_t i)
constexpr index_t	get_index_in_level (index_t i)
MatFilePtr	open_mat (const std::filesystem::path &filename, MatioOpenMode mode=MatioOpenMode::Read)
	Opens a .mat file for reading or writing.
MatFilePtr	create_mat (const std::filesystem::path &filename)
	Create and open a new .mat file for writing.
void	add_to_mat (mat_t *mat, const std::string &varname, float value)
	Add a value to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, double value)
	Add a value to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, short value)
	Add a value to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, int value)
	Add a value to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, long value)
	Add a value to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, long long value)
	Add a value to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, unsigned short value)
	Add a value to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, unsigned int value)
	Add a value to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, unsigned long value)
	Add a value to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, unsigned long long value)
	Add a value to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, guanaqo::MatrixView< const double, index_t > data)
	Add a matrix to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, guanaqo::MatrixView< const float, index_t > data)
	Add a matrix to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, batmat::matrix::View< const double, index_t > data)
	Add a batch of matrices to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, batmat::matrix::View< const float, index_t > data)
	Add a batch of matrices to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, std::span< const float > data)
	Add a vector to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, std::span< const double > data)
	Add a vector to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, std::span< const unsigned short > data)
	Add a vector to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, std::span< const unsigned int > data)
	Add a vector to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, std::span< const unsigned long > data)
	Add a vector to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, std::span< const unsigned long long > data)
	Add a vector to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, std::span< const short > data)
	Add a vector to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, std::span< const int > data)
	Add a vector to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, std::span< const long > data)
	Add a vector to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, std::span< const long long > data)
	Add a vector to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, const SparseMatrix &matrix)
	Add a sparse matrix to an open .mat file.
void	add_to_mat (mat_t *mat, const std::string &varname, const LinearOCPStorage &ocp)
	Add the data from a LinearOCPStorage to an open .mat file.
void	read_from_mat (mat_t *mat, const std::string &varname, LinearOCPStorage &ocp)
	Load a LinearOCPStorage from a .mat file.
void	read_from_mat (mat_t *mat, const std::string &varname, std::vector< float > &data)
	Load a vector from an open .mat file.
void	read_from_mat (mat_t *mat, const std::string &varname, std::vector< double > &data)
	Load a vector from an open .mat file.
void	read_from_mat (mat_t *mat, const std::string &varname, std::span< float > data)
	Load a vector from an open .mat file.
void	read_from_mat (mat_t *mat, const std::string &varname, std::span< double > data)
	Load a vector from an open .mat file.
void	ocp_dump_mat (const std::filesystem::path &filename, const LinearOCPStorage &ocp)
	Dump the data from a LinearOCPStorage to a new .mat file.
LinearOCPStorage	generate_random_ocp (OCPDim dim, uint_fast32_t seed=0)
	Generates a random linear OCP with the given dimensions and random seed.
template<class T, size_t N>
MatVarPtr	create_tensor_var (const char *name, std::span< const T > buffer, std::array< index_t, N > dims)
template<class T, size_t N>
void	write_tensor (mat_t *matfp, const char *name, std::span< const T > buffer, std::array< index_t, N > dims)
template<class T>
void	add_to_mat_impl (mat_t *mat, const std::string &varname, guanaqo::MatrixView< const T, index_t > data)
template<class T>
void	add_to_mat_impl (mat_t *mat, const std::string &varname, batmat::matrix::View< const T, index_t > data)
void	validate_mat_var (const matvar_t *var, const std::string &name, int expected_rank)
auto	open_vector_var (mat_t *mat, const std::string &varname)
constexpr index_t	get_depth (index_t n)
template<class Mat>
auto	λ_max_power (const Mat &M, const Mat &K, int max_it, typename Mat::value_type tol)
template<class M>
auto	unpacked (const M &matrix)
constexpr auto	simdify (simdifiable auto &&a) -> simdified_view_t< decltype(a)>

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Class Documentation

cyqlone::matio_traits

struct cyqlone::matio_traits

Typedef Documentation

DefaultTimings

using cyqlone::DefaultTimings = batmat::DefaultTimings

Definition at line 7 of file timing.hpp.

MatVarPtr

using cyqlone::MatVarPtr = std::unique_ptr<matvar_t, decltype(&Mat_VarFree)>

Definition at line 67 of file matio.cpp.

Enumeration Type Documentation

StorageOrder

enum batmat::matrix::StorageOrder

Symmetry

enum class guanaqo::linalg::sparsity::Symmetry

strong

Function Documentation

reference_to_gradient()

void cyqlone::reference_to_gradient	(	LinearOCPStorage &	ocp,
		std::span< const real_t >	ref )

Simply computes the gradient of the quadratic cost \( J(x, u) = \sum_{j=1}^{N-1} \ell_j(x^j, u^j) + \ell_N(x^N) \), with \( \ell_j(x, u) = \tfrac12 \left\| \begin{pmatrix} x - x^j_\text{ref} \\ u - u^j_\text{ref} \end{pmatrix} \right\|_{H_j}^2 \), with the Hessian \( H_j = \begin{pmatrix} Q_j & S_j^\top \\ S_j & R_j \end{pmatrix} \).

Stores \( \nabla J(0, 0) \) to qr.

Definition at line 37 of file conversion.cpp.

enum_name()

const char * cyqlone::enum_name ( SolveMethod s )

inline

Definition at line 17 of file cyqlone-params.hpp.

is_pow_2()

bool cyqlone::is_pow_2 ( index_t n )

nodiscardconstexpr

Examples

solve-block-tridiagonal.cpp, and solve-ocp.cpp.

Definition at line 32 of file cyqlone.hpp.

ceil_log2()

index_t cyqlone::ceil_log2 ( index_t n )

nodiscardconstexpr

Definition at line 38 of file cyqlone.hpp.

get_level()

index_t cyqlone::get_level ( index_t i )

nodiscardconstexpr

Definition at line 45 of file cyqlone.hpp.

get_index_in_level()

index_t cyqlone::get_index_in_level ( index_t i )

nodiscardconstexpr

Definition at line 51 of file cyqlone.hpp.

create_tensor_var()

template<class T, size_t N>

MatVarPtr cyqlone::create_tensor_var	(	const char *	name,
		std::span< const T >	buffer,
		std::array< index_t, N >	dims )

Definition at line 70 of file matio.cpp.

write_tensor()

template<class T, size_t N>

void cyqlone::write_tensor	(	mat_t *	matfp,
		const char *	name,
		std::span< const T >	buffer,
		std::array< index_t, N >	dims )

Definition at line 80 of file matio.cpp.

add_to_mat_impl() [1/2]

template<class T>

void cyqlone::add_to_mat_impl	(	mat_t *	mat,
		const std::string &	varname,
		guanaqo::MatrixView< const T, index_t >	data )

Definition at line 105 of file matio.cpp.

add_to_mat_impl() [2/2]

template<class T>

void cyqlone::add_to_mat_impl	(	mat_t *	mat,
		const std::string &	varname,
		batmat::matrix::View< const T, index_t >	data )

Definition at line 173 of file matio.cpp.

validate_mat_var()

void cyqlone::validate_mat_var	(	const matvar_t *	var,
		const std::string &	name,
		int	expected_rank )

Definition at line 351 of file matio.cpp.

open_vector_var()

auto cyqlone::open_vector_var	(	mat_t *	mat,
		const std::string &	varname )

Definition at line 481 of file matio.cpp.

get_depth()

index_t cyqlone::get_depth ( index_t n )

nodiscardconstexpr

Examples

test/test-pcr.cpp.

Definition at line 23 of file test-pcr.cpp.

λ_max_power()

template<class Mat>

auto cyqlone::λ_max_power	(	const Mat &	M,
		const Mat &	K,
		int	max_it,
		typename Mat::value_type	tol )

Examples

test/test-pcr.cpp.

Definition at line 105 of file test-pcr.cpp.

unpacked()

template<class M>

auto cyqlone::unpacked

(

const M &

matrix

)

Examples

test/test-pcr.cpp.

Definition at line 128 of file test-pcr.cpp.

simdify()

auto batmat::linalg::simdify

(

simdifiable auto &&

a

)

-> simdified_view_t< decltype(a)>