linAlg.h

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/*
 * The MIT License (MIT)
 *
 * Copyright (c) 2017 Pantelis Sopasakis (https://alphaville.github.io),
 *                    Krina Menounou (https://www.linkedin.com/in/krinamenounou), 
 *                    Panagiotis Patrinos (http://homes.esat.kuleuven.be/~ppatrino)
 * Copyright (c) 2012 Brendan O'Donoghue (bodonoghue85@gmail.com)
 *
 * Permission is hereby granted, free of charge, to any person obtaining a copy
 * of this software and associated documentation files (the "Software"), to deal
 * in the Software without restriction, including without limitation the rights
 * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
 * copies of the Software, and to permit persons to whom the Software is
 * furnished to do so, subject to the following conditions:
 *
 * The above copyright notice and this permission notice shall be included in all
 * copies or substantial portions of the Software.
 *
 * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
 * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
 * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
 * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
 * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
 * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
 * SOFTWARE.
 * 
 */
#ifndef SCS_LINALG_H_GUARD
#define SCS_LINALG_H_GUARD

#ifdef __cplusplus
extern "C" {
#endif

#include "scs.h"
#include <math.h>

    scs_int scs_svd_workspace_size(
            scs_int m,
            scs_int n
            );

    scs_int scs_qr_workspace_size(
            scs_int m,
            scs_int n
            );

    scs_int scs_qrls(
            scs_int m,
            scs_int n,
            scs_float * RESTRICT A,
            scs_float * RESTRICT b,
            scs_float * RESTRICT wspace,
            scs_int wsize
            );

    scs_int scs_svdls(
            scs_int m,
            scs_int n,
            scs_float * RESTRICT A,
            scs_float * RESTRICT b,
            scs_float * RESTRICT wspace,
            scs_int wsize,
            scs_float rcond,
            scs_float * RESTRICT singular_values,
            scs_int * RESTRICT rank
            );


    void scs_set_as_scaled_array(
            scs_float * RESTRICT x,
            const scs_float * RESTRICT a,
            const scs_float b,
            scs_int len);

    void scs_scale_array(
            scs_float * RESTRICT a,
            const scs_float b,
            scs_int len);

    scs_float scs_inner_product(
            const scs_float * RESTRICT x,
            const scs_float * RESTRICT y,
            scs_int len);

    scs_float scs_norm_squared(
            const scs_float * RESTRICT v,
            scs_int len);

    scs_float scs_norm(
            const scs_float * RESTRICT v,
            scs_int len);

    scs_float scs_norm_infinity(
            const scs_float * RESTRICT a,
            scs_int l);


    void scs_add_scaled_array(
            scs_float * RESTRICT a,
            const scs_float * RESTRICT b,
            scs_int n,
            const scs_float sc);

    void scs_add_array(
            scs_float * RESTRICT a,
            const scs_float * RESTRICT b,
            scs_int n);

    void scs_axpy(
            scs_float * RESTRICT x,
            const scs_float * RESTRICT u,
            const scs_float * RESTRICT v,
            scs_float a,
            scs_float b,
            scs_int n);

    void scs_subtract_array(
            scs_float * RESTRICT a,
            const scs_float * RESTRICT b,
            scs_int n);

    scs_float scs_norm_difference(
            const scs_float * RESTRICT a,
            const scs_float * RESTRICT b,
            scs_int l);

    scs_float scs_norm_infinity_difference(
            const scs_float * RESTRICT a,
            const scs_float * RESTRICT b,
            scs_int l);
    
    

    void scs_matrix_multiply(
            scs_int rows_A,
            scs_int cols_B,
            scs_int cols_A,
            scs_float alpha,
            const scs_float * RESTRICT A,
            scs_float beta,
            const scs_float * RESTRICT B,
            scs_float *C);

    void scs_matrix_transpose_multiply(
            scs_int rows_A,
            scs_int cols_B,
            scs_int cols_A,
            scs_float alpha,
            const scs_float * RESTRICT A,
            scs_float beta,
            const scs_float * RESTRICT B,
            scs_float *C);


    scs_float * scs_cgls_malloc_workspace(scs_int m, scs_int n);

    scs_int scs_cgls(
            scs_int m,
            scs_int n,
            const scs_float * RESTRICT A,
            const scs_float * RESTRICT b,
            scs_float*RESTRICT x,
            scs_float tol,
            scs_int*RESTRICT maxiter,
            scs_float *RESTRICT wspace
            );


#ifdef __cplusplus
}
#endif
#endif