Files containing the data structures to make the CSDP library work.

Those files were picked from the solver example in the CSDP5.0gpl.

git-svn-id: svn+ssh://scm.gforge.inria.fr/svn/simgrid/simgrid/trunk@3162 48e7efb5-ca39-0410-a469-dd3cf9ba447f

diff --git a/include/csdp/blockmat.h b/include/csdp/blockmat.h
new file mode 100644 (file)
index 0000000..9891ebd
--- /dev/null
+++ b/include/csdp/blockmat.h
@@ -0,0 +1,90 @@
+/*
+  This file contains definitions for the block matrix data structures used
+  in CSDP 3.0.  Note that there are an additional set of definitions used
+  for sparse constraint matrices.
+*/
+
+
+/*
+  Each block is a diagonal block or a matrix
+*/
+
+enum blockcat {DIAG, MATRIX, PACKEDMATRIX};
+
+/*
+  A block data record contains a pointer to the actual data for the block.
+  Note that matrices are stored in Fortran form, while vectors are stored
+  using indices 1, 2, ..., n.
+*/
+
+union blockdatarec {
+  double *vec;
+  double *mat;
+};
+
+/*
+  A block record describes an individual block within a matrix. 
+*/
+
+struct blockrec {
+  union blockdatarec data;
+  enum blockcat blockcategory;
+#ifndef NOSHORTS
+  unsigned short blocksize;
+#else
+  int blocksize;
+#endif
+};
+
+/*
+  A block matrix contains an entire matrix in block diagonal form.
+ */
+
+struct blockmatrix {
+  int nblocks;
+  struct blockrec *blocks;
+};
+
+/*
+   Definition for constraint matrices.
+ */
+
+/*
+ * There's one of these for each nonzero block in each constraint matrix.
+ */
+struct sparseblock {
+  struct sparseblock *next;
+  struct sparseblock *nextbyblock;
+  double *entries;
+#ifndef NOSHORTS
+  unsigned short *iindices;
+  unsigned short *jindices;
+  int numentries;
+  unsigned short blocknum;
+  unsigned short blocksize;
+  unsigned short constraintnum;
+  unsigned short issparse;
+#else
+  int *iindices;
+  int *jindices;
+  int numentries;
+  int blocknum;
+  int blocksize;
+  int constraintnum;
+  int issparse;
+#endif
+};
+
+
+/*
+ * A constraint matrix is just an array of pointers to linked lists of
+ * the constraint blocks.  
+ */
+
+struct constraintmatrix {
+  struct sparseblock *blocks;
+};
+
+
+
+

diff --git a/include/csdp/declarations.h b/include/csdp/declarations.h
new file mode 100644 (file)
index 0000000..745d9ec
--- /dev/null
+++ b/include/csdp/declarations.h
@@ -0,0 +1,276 @@
+/*
+  Other important includes that we need.
+ */
+
+#include "index.h"
+#include "blockmat.h"
+#include "parameters.h"
+
+/*
+  Our own routines.
+  */
+
+void triu(struct blockmatrix A);
+
+void store_packed(struct blockmatrix A, struct blockmatrix B);
+
+void store_unpacked(struct blockmatrix A, struct blockmatrix B);
+
+void alloc_mat_packed(struct blockmatrix A, struct blockmatrix *pB);
+
+void free_mat_packed(struct blockmatrix A);
+
+int structnnz(int n, int k, struct blockmatrix C, struct constraintmatrix *constraints);
+
+int actnnz(int n, int lda, double *A);
+
+int bandwidth(int n, int lda, double *A);
+
+void qreig(int n, double *maindiag, double *offdiag);
+
+void sort_entries(int k, struct blockmatrix C, struct constraintmatrix *constraints);
+
+double norm2(int n, double *x);
+
+double norm1(int n, double *x);
+
+double norminf(int n, double *x);
+
+double Fnorm(struct blockmatrix A);
+
+double Knorm(struct blockmatrix A);
+
+double mat1norm(struct blockmatrix A);
+
+double matinfnorm(struct blockmatrix A);
+
+double calc_pobj(struct blockmatrix C, struct blockmatrix X, 
+                double constant_offset);
+
+double calc_dobj(int k, double *a, double *y, double constant_offset);
+
+double trace_prod(struct blockmatrix A, struct blockmatrix B);
+
+double linesearch(int n, struct blockmatrix dX,
+                 struct blockmatrix work1, struct blockmatrix work2, 
+                 struct blockmatrix work3, struct blockmatrix cholinv, 
+                 double *q, double *oldq, double *z, double *workvec,
+                 double stepfrac,double start, int printlevel);
+
+double pinfeas(int k, struct constraintmatrix *constraints,
+              struct blockmatrix X, double *a, double *workvec);
+
+double dinfeas(int k, struct blockmatrix C, 
+              struct constraintmatrix *constraints, double *y, 
+              struct blockmatrix Z, struct blockmatrix work1);
+
+double dimacserr3(int k, struct blockmatrix C, 
+              struct constraintmatrix *constraints, double *y, 
+              struct blockmatrix Z, struct blockmatrix work1);
+
+void op_a(int k, struct constraintmatrix *constraints,
+         struct blockmatrix X, double *result);
+
+void op_at(int k, double *y, struct constraintmatrix *constraints,
+          struct blockmatrix result);
+
+void makefill(int k, struct blockmatrix C, 
+             struct constraintmatrix *constraints, 
+             struct constraintmatrix *pfill, struct blockmatrix work1, 
+             int printlevel);
+
+void op_o(int k, struct constraintmatrix *constraints,
+         struct sparseblock **byblocks, struct blockmatrix Zi, 
+          struct blockmatrix X, double *O, struct blockmatrix work1, 
+          struct blockmatrix work2);
+
+void addscaledmat(struct blockmatrix A, double scale, struct blockmatrix B,
+                 struct blockmatrix C);
+
+void zero_mat(struct blockmatrix A);
+
+void add_mat(struct blockmatrix A,struct blockmatrix B);
+
+void sym_mat(struct blockmatrix A);
+
+void make_i(struct blockmatrix A);
+
+void copy_mat(struct blockmatrix A, struct blockmatrix B);
+
+void mat_mult(double scale1, double scale2, struct blockmatrix A,
+             struct blockmatrix B, struct blockmatrix C);
+
+void mat_multspa(double scale1, double scale2, struct blockmatrix A,
+                struct blockmatrix B, struct blockmatrix C, 
+                struct constraintmatrix fill);
+
+void mat_multspb(double scale1, double scale2, struct blockmatrix A,
+                struct blockmatrix B, struct blockmatrix C, 
+                struct constraintmatrix fill);
+
+void mat_multspc(double scale1, double scale2, struct blockmatrix A,
+                struct blockmatrix B, struct blockmatrix C, 
+                struct constraintmatrix fill);
+
+void mat_mult_raw(int n, double scale1, double scale2, double *ap,
+                 double *bp, double *cp);
+
+void matvec(struct blockmatrix A, double *x, double *y);
+
+void alloc_mat(struct blockmatrix A, struct blockmatrix *pB);
+
+void free_mat(struct blockmatrix A);
+
+void initparams(struct paramstruc *params, int *pprintlevel);
+
+void initsoln(int n, int k, struct blockmatrix C, double *a, 
+             struct constraintmatrix *constraints, struct blockmatrix *pX0,
+             double **py0, struct blockmatrix *pZ0);
+
+void trans(struct blockmatrix A);
+
+void chol_inv(struct blockmatrix A, struct blockmatrix B);
+
+int chol(struct blockmatrix A);
+
+int solvesys(int m, int ldam, double *A, double *rhs);
+
+int user_exit(int n, int k, struct blockmatrix C, double *a, double dobj,
+             double pobj, double constant_offset, 
+             struct constraintmatrix *constraints, struct blockmatrix X,
+             double *y, struct blockmatrix Z, struct paramstruc params);
+
+int read_sol(char *fname, int n, int k, struct blockmatrix C, 
+            struct blockmatrix *pX, double **py, struct blockmatrix *pZ);
+
+int read_prob(char *fname, int *pn, int *pk, struct blockmatrix *pC,
+             double **pa, struct constraintmatrix **pconstraints,
+             int printlevel);
+
+int write_prob(char *fname, int n, int k, struct blockmatrix C,
+              double *a, struct constraintmatrix *constraints);
+
+int write_sol(char *fname, int n, int k, struct blockmatrix X,
+             double *y, struct blockmatrix Z);
+
+void free_prob(int n, int k, struct blockmatrix C, double *a, 
+              struct constraintmatrix *constraints, struct blockmatrix X,
+              double *y, struct blockmatrix Z);
+
+int sdp(int n, int k, struct blockmatrix C, double *a, double constant_offset,
+       struct constraintmatrix *constraints, struct sparseblock **byblocks,
+       struct constraintmatrix fill, struct blockmatrix X, double *y, 
+       struct blockmatrix Z, struct blockmatrix cholxinv,
+       struct blockmatrix cholzinv, double *pobj, double *dobj, 
+       struct blockmatrix work1, struct blockmatrix work2,     
+       struct blockmatrix work3,
+       double *workvec1, double *workvec2,
+       double *workvec3, double *workvec4, double *workvec5,
+       double *workvec6, double *workvec7, double *workvec8, 
+       double *diagO, struct blockmatrix bestx, double *besty,
+       struct blockmatrix bestz, struct blockmatrix Zi, double *O,
+       double *rhs, struct blockmatrix dZ, struct blockmatrix dX, 
+       double *dy, double *dy1, double *Fp, int nfree, int *freevarblocks,
+       int *freevarin, int printlevel, struct paramstruc parameters);
+
+int easy_sdp(int n, int k, struct blockmatrix C, double *a, 
+            struct constraintmatrix *constraints, double constant_offset,
+            struct blockmatrix *pX, double **py, struct blockmatrix *pZ,
+            double *ppobj, double *pdobj);
+
+void tweakgap(int n, int k, double *a, struct constraintmatrix *constraints,
+             double gap, struct blockmatrix Z, struct blockmatrix dZ, 
+             double *y, double *dy, struct blockmatrix work1, 
+             struct blockmatrix work2, struct blockmatrix work3, 
+             struct blockmatrix work4, double *workvec1, double *workvec2,
+             double *workvec3, double *workvec4, int printlevel);
+
+int bisect_(int *n, double *eps1, double *d, double *e, double *e2,
+           double *lb, double *ub, int *mm, int *m, double *w, int *ind, 
+           int *ierr, double *rv4, double *rv5);
+
+/*
+  BLAS and LINPACK stuff.
+  */
+
+/*
+  First, BLAS routines.
+ */
+
+#ifdef CAPSBLAS
+#ifdef NOUNDERBLAS
+double DNRM2();
+double DASUM();
+double DDOT();
+int IDAMAX();
+void DGEMM();
+void DGEMV();
+void DGER();
+void DTRSM();
+void DTRMV();
+#else
+double DNRM2_();
+double DASUM_();
+double DDOT_();
+int IDAMAX_();
+void DGEMM_();
+void DGEMV_();
+void DGER_();
+void DTRSM_();
+void DTRMV_();
+#endif
+#else
+#ifdef NOUNDERBLAS
+double dnrm2();
+double dasum();
+double ddot();
+int idamax();
+void dgemm();
+void dgemv();
+void dger();
+void dtrsm();
+void dtrmv();
+#else
+double dnrm2_();
+double dasum_();
+double ddot_();
+int idamax_();
+void dgemm_();
+void dgemv_();
+void dger_();
+void dtrsm_();
+void dtrmv_();
+#endif
+#endif
+
+/*
+  LAPACK next.
+ */
+
+#ifdef CAPSLAPACK
+#ifdef NOUNDERLAPACK
+void DPOTRF();
+void DPOTRS();
+void DPOTRI();
+void DTRTRI();
+#else
+void DPOTRF_();
+void DPOTRS_();
+void DPOTRI_();
+void DTRTRI_();
+#endif
+#else
+#ifdef NOUNDERLAPACK
+void dpotrf();
+void dpotrs();
+void dpotri();
+void dtrtri();
+#else
+void dpotrf_();
+void dpotrs_();
+void dpotri_();
+void dtrtri_();
+#endif
+#endif
+
+

diff --git a/include/csdp/index.h b/include/csdp/index.h
new file mode 100644 (file)
index 0000000..6d99512
--- /dev/null
+++ b/include/csdp/index.h
@@ -0,0 +1,50 @@
+/*
+  Declarations needed to handle indexing into Fortran arrays and packed
+  arrays.
+*/
+
+#ifndef BIT64
+
+/*
+  First, to convert fortran i,j indices into a C vector index.
+*/
+
+#define ijtok(iiii,jjjj,lda) ((jjjj-1)*lda+iiii-1)
+
+/* 
+   Packed indexing.
+ */
+
+#define ijtokp(iii,jjj,lda) ((iii+jjj*(jjj-1)/2)-1)
+
+/*
+  Next, to convert C vector index into Fortran i,j indices.
+*/
+
+#define ktoi(k,lda) ((k % lda)+1)
+#define ktoj(k,lda) ((k/lda)+1)
+
+#else
+
+/*
+  First, to convert fortran i,j indices into a C vector index.
+*/
+
+#define ijtok(iiii,jjjj,lda) ((jjjj-1L)*lda+iiii-1L)
+
+/* 
+   Packed indexing.
+ */
+
+#define ijtokp(iii,jjj,lda) (((long int)iii+(long int)jjj*(jjj-1L)/2-1L))
+
+/*
+  Next, to convert C vector index into Fortran i,j indices.
+*/
+
+#define ktoi(k,lda) (((long int)k % lda)+1L)
+#define ktoj(k,lda) (((long int)k/lda)+1L)
+
+
+#endif
+

diff --git a/include/csdp/parameters.h b/include/csdp/parameters.h
new file mode 100644 (file)
index 0000000..a85c20d
--- /dev/null
+++ b/include/csdp/parameters.h
@@ -0,0 +1,35 @@
+/*
+
+  This include file contains declarations for a number of parameters that 
+  can affect the performance of CSDP.  You can adjust these parameters by 
+ 
+    1. #include "parameters.h" in your code.
+    2. Declare struct paramstruc params;
+    3. Call init_params(params); to get default values.
+    4. Change the value of the parameter that you're interested in.
+
+  */
+
+struct paramstruc {
+  double axtol;
+  double atytol;
+  double objtol;
+  double pinftol;
+  double dinftol;
+  int maxiter;
+  double minstepfrac;
+  double maxstepfrac;
+  double minstepp;
+  double minstepd;
+  int usexzgap;
+  int tweakgap;
+  int affine;
+  int perturbobj;
+  int fastmode;
+};
+
+
+
+
+
+