linsys.h in scs-0.3.2

- old
+ new

@@ -3,10 +3,11 @@
 
 #ifdef __cplusplus
 extern "C" {
 #endif
 
+#include "glbopts.h"
 #include "scs.h"
 
 /* This is the API that any new linear system solver must implement */
 
 /* Struct containing linear system workspace. Implemented by linear solver. */
@@ -14,37 +15,36 @@
 /* typedef struct SCS_LIN_SYS_WORK ScsLinSysWork; */
 
 /**
  * Initialize `ScsLinSysWork` structure and perform any necessary preprocessing.
  *
- *  @param  A          A data matrix.
- *  @param  P          P data matrix.
- *  @param  rho_y_vec  `rho_y > 0` diagonal entries.
- *  @param  rho_x      `rho_x > 0` float.
+ *  @param  A          `A` data matrix, `m x n`.
+ *  @param  P          `P` data matrix, `n x n`.
+ *  @param  diag_r     `R > 0` diagonal entries of length `m + n`.
  *  @return            Linear system solver workspace.
  *
  */
 ScsLinSysWork *SCS(init_lin_sys_work)(const ScsMatrix *A, const ScsMatrix *P,
-                                      scs_float *rho_y_vec, scs_float rho_x);
+                                      const scs_float *diag_r);
 
 /**
  * Frees `ScsLinSysWork` structure and associated allocated memory.
  *
  *  @param  w    Linear system private workspace.
  */
 void SCS(free_lin_sys_work)(ScsLinSysWork *w);
 
 /**
- * Solves the linear system required by SCS at each iteration:
+ * Solves the linear system as required by SCS at each iteration:
  * \f[
  *    \begin{bmatrix}
- *    (\rho_x I + P) & A^\top \\
- *     A   &  -\mathrm{diag}(\rho_y) \\
+ *    (R_x + P) & A^\top \\
+ *     A   &  -R_y \\
  *    \end{bmatrix} x = b
  *  \f]
  *
- *  for `x`. Overwrites `b` with result.
+ *  for `x`, where `diag(R_x, R_y) = R`. Overwrites `b` with result.
  *
  *  @param  w    Linear system private workspace.
  *  @param  b    Right hand side, contains solution at the end.
  *  @param  s    Contains warm-start (may be NULL).
  *  @param  tol  Tolerance required for the system solve.
@@ -52,18 +52,18 @@
  *
  */
 scs_int SCS(solve_lin_sys)(ScsLinSysWork *w, scs_float *b, const scs_float *s,
                            scs_float tol);
 /**
- *  Update the linsys workspace when `rho_y_vec` is changed. For example, a
+ *  Update the linsys workspace when `R` is changed. For example, a
  *  direct method for solving the linear system might need to update the
  *  factorization of the matrix.
  *
- *  @param  w          Linear system private workspace.
- *  @param  rho_y_vec  `rho_y` diagonal entries.
+ *  @param  w             Linear system private workspace.
+ *  @param  new_diag_r    Updated `diag_r`, diagonal entries of R.
  *
  */
-void SCS(update_lin_sys_rho_y_vec)(ScsLinSysWork *w, scs_float *rho_y_vec);
+void SCS(update_lin_sys_diag_r)(ScsLinSysWork *w, const scs_float *new_diag_r);
 
 /**
  * Name of the linear solver.
  *
  * @return name of method.