#include "linalg.h" #include "scs_blas.h" #include /* these routines do not have BLAS implementations (that I can find at least) */ scs_float SCS(norm_diff)(const scs_float *a, const scs_float *b, scs_int len) { scs_float nm_diff = 0.0, tmp; scs_int i; for (i = 0; i < len; ++i) { tmp = (a[i] - b[i]); nm_diff += tmp * tmp; } return SQRTF(nm_diff); } scs_float SCS(norm_inf_diff)(const scs_float *a, const scs_float *b, scs_int len) { scs_float tmp, max = 0.0; scs_int i; for (i = 0; i < len; ++i) { tmp = ABS(a[i] - b[i]); if (tmp > max) { max = tmp; } } return max; } #ifndef USE_LAPACK /* Self-rolled basic linear algebra routines */ /* a *= b */ void SCS(scale_array)(scs_float *a, const scs_float b, scs_int len) { scs_int i; for (i = 0; i < len; ++i) a[i] *= b; } /* x'*y */ scs_float SCS(dot)(const scs_float *x, const scs_float *y, scs_int len) { scs_int i; scs_float ip = 0.0; for (i = 0; i < len; ++i) { ip += x[i] * y[i]; } return ip; } /* ||v||_2^2 */ scs_float SCS(norm_sq)(const scs_float *v, scs_int len) { scs_int i; scs_float nmsq = 0.0; for (i = 0; i < len; ++i) { nmsq += v[i] * v[i]; } return nmsq; } /* ||v||_2 */ scs_float SCS(norm_2)(const scs_float *v, scs_int len) { return SQRTF(SCS(norm_sq)(v, len)); } scs_float SCS(norm_inf)(const scs_float *a, scs_int len) { scs_float tmp, max = 0.0; scs_int i; for (i = 0; i < len; ++i) { tmp = ABS(a[i]); if (tmp > max) { max = tmp; } } return max; } /* axpy a += sc*b */ void SCS(add_scaled_array)(scs_float *a, const scs_float *b, scs_int n, const scs_float sc) { scs_int i; for (i = 0; i < n; ++i) { a[i] += sc * b[i]; } } scs_float SCS(mean)(const scs_float *x, scs_int n) { scs_int i; scs_float mean = 0.; for (i = 0; i < n; ++i) { mean += x[i]; } return mean / n; } #else /* If we have BLAS / LAPACK we may as well use them */ #ifdef __cplusplus extern "C" { #endif scs_float BLAS(nrm2)(blas_int *n, const scs_float *x, blas_int *incx); scs_float BLAS(dot)(const blas_int *n, const scs_float *x, const blas_int *incx, const scs_float *y, const blas_int *incy); scs_float BLAS(lange)(const char *norm, const blas_int *m, const blas_int *n, const scs_float *a, blas_int *lda, scs_float *work); void BLAS(axpy)(blas_int *n, const scs_float *a, const scs_float *x, blas_int *incx, scs_float *y, blas_int *incy); void BLAS(scal)(const blas_int *n, const scs_float *sa, scs_float *sx, const blas_int *incx); #ifdef __cplusplus } #endif /* a *= b */ void SCS(scale_array)(scs_float *a, const scs_float b, scs_int len) { blas_int bone = 1; blas_int blen = (blas_int)len; BLAS(scal)(&blen, &b, a, &bone); } /* x'*y */ scs_float SCS(dot)(const scs_float *x, const scs_float *y, scs_int len) { blas_int bone = 1; blas_int blen = (blas_int)len; return BLAS(dot)(&blen, x, &bone, y, &bone); } /* ||v||_2^2 */ scs_float SCS(norm_sq)(const scs_float *v, scs_int len) { scs_float nrm = SCS(norm_2)(v, len); return nrm * nrm; } /* ||v||_2 */ scs_float SCS(norm_2)(const scs_float *v, scs_int len) { blas_int bone = 1; blas_int blen = (blas_int)len; return BLAS(nrm2)(&blen, v, &bone); } scs_float SCS(norm_inf)(const scs_float *a, scs_int len) { blas_int bone = 1; blas_int blen = (blas_int)len; return BLAS(lange)("Max", &blen, &bone, a, &bone, SCS_NULL); } /* axpy a += sc*b */ void SCS(add_scaled_array)(scs_float *a, const scs_float *b, scs_int len, const scs_float sc) { blas_int bone = 1; blas_int blen = (blas_int)len; BLAS(axpy)(&blen, &sc, b, &bone, a, &bone); } scs_float SCS(mean)(const scs_float *x, scs_int n) { blas_int bone = 1; blas_int bzero = 0; blas_int blen = (blas_int)n; scs_float y = 1.0; return BLAS(dot)(&blen, x, &bone, &y, &bzero) / n; } #endif