vendor/scs/src/normalize.c in scs-0.3.2 vs vendor/scs/src/normalize.c in scs-0.4.0

@@ -1,9 +1,58 @@
 #include "normalize.h"
 
 #include "linalg.h"
 #include "scs.h"
 
+/* copied from linsys/scs_matrix.c */
+#define MIN_NORMALIZATION_FACTOR (1e-4)
+#define MAX_NORMALIZATION_FACTOR (1e4)
+
+/* Given D, E in scaling normalize b, c and compute primal / dual scales.
+ *
+ * Recall that	the normalization routine is performing:
+ *
+ * [P  A' c]   with   [E  0  0] on both sides (D, E diagonal)
+ * [A  0  b]          [0  D  0]
+ * [c' b' 0]          [0  0  s]
+ *
+ * which results in:
+ *
+ * [ EPE   EA'D  sEc ]
+ * [ DAE    0    sDb ]
+ * [ sc'E  sb'D   0  ]
+ *
+ * `s` is incorporated into dual_scale and primal_scale
+ *
+ */
+void SCS(normalize_b_c)(ScsScaling *scal, scs_float *b, scs_float *c) {
+  scs_int i;
+  scs_float sigma;
+
+  /* scale c */
+  for (i = 0; i < scal->n; ++i) {
+    c[i] *= scal->E[i];
+  }
+  /* scale b */
+  for (i = 0; i < scal->m; ++i) {
+    b[i] *= scal->D[i];
+  }
+
+  /* calculate primal and dual scales */
+  sigma = MAX(SCS(norm_inf)(c, scal->n), SCS(norm_inf)(b, scal->m));
+  sigma = sigma < MIN_NORMALIZATION_FACTOR ? 1.0 : sigma;
+  sigma = sigma > MAX_NORMALIZATION_FACTOR ? MAX_NORMALIZATION_FACTOR : sigma;
+  sigma = SAFEDIV_POS(1.0, sigma);
+
+  /* Scale b, c */
+  SCS(scale_array)(c, sigma, scal->n);
+  SCS(scale_array)(b, sigma, scal->m);
+
+  /* We assume that primal_scale = dual_scale, otherwise need to refactorize */
+  scal->primal_scale = sigma;
+  scal->dual_scale = sigma;
+}
+
 /* needed for normalizing the warm-start */
 void SCS(normalize_sol)(ScsScaling *scal, ScsSolution *sol) {
   scs_int i;
   scs_float *D = scal->D;
   scs_float *E = scal->E;