| 123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682683684685686687688689690691692693694695696697698699700701702703704705706707708709710711712713714715716717718719720721722723724725726727728729730731732733734735736737738739740741742743744745746747748749750751752753754755756757758759760761762763764765766767768769770771772773774775776777778779780781782783784785786787788789790791792793794795796797798799800801802803804805806807808809810811812813814815816817818819820821822823824825826827828829830831832833834835836837838839840841842843844845846847848849850851852853854855856857858859860861862863864865866867868869870871872873874875876877878879880881882883884885886887888889890891892893894895896897898899900901902903904905906907908909910911912913914915916917918919920921922923924925926927928929930931932933934935936937938939940941942943944945946947948949950951952953954955956957958959960961962963964965966967968969970971972973974975976977978979980981982983984985986987988989990991992993994995996997998999100010011002100310041005100610071008100910101011101210131014101510161017101810191020102110221023102410251026102710281029103010311032103310341035103610371038103910401041104210431044104510461047104810491050105110521053105410551056105710581059106010611062106310641065106610671068106910701071107210731074107510761077107810791080108110821083108410851086108710881089109010911092109310941095109610971098109911001101110211031104110511061107110811091110111111121113111411151116111711181119112011211122112311241125112611271128112911301131113211331134113511361137113811391140114111421143114411451146114711481149115011511152115311541155115611571158115911601161116211631164116511661167116811691170117111721173117411751176117711781179118011811182118311841185118611871188118911901191119211931194119511961197119811991200120112021203120412051206120712081209121012111212121312141215121612171218121912201221122212231224122512261227122812291230123112321233123412351236123712381239124012411242124312441245124612471248124912501251125212531254125512561257125812591260126112621263126412651266126712681269127012711272127312741275127612771278127912801281128212831284128512861287128812891290129112921293129412951296129712981299130013011302130313041305130613071308130913101311131213131314131513161317 |
- /*************************************************************************
- * *
- * Open Dynamics Engine, Copyright (C) 2001,2002 Russell L. Smith. *
- * All rights reserved. Email: [email protected] Web: www.q12.org *
- * *
- * This library is free software; you can redistribute it and/or *
- * modify it under the terms of EITHER: *
- * (1) The GNU Lesser General Public License as published by the Free *
- * Software Foundation; either version 2.1 of the License, or (at *
- * your option) any later version. The text of the GNU Lesser *
- * General Public License is included with this library in the *
- * file LICENSE.TXT. *
- * (2) The BSD-style license that is included with this library in *
- * the file LICENSE-BSD.TXT. *
- * *
- * This library is distributed in the hope that it will be useful, *
- * but WITHOUT ANY WARRANTY; without even the implied warranty of *
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the files *
- * LICENSE.TXT and LICENSE-BSD.TXT for more details. *
- * *
- *************************************************************************/
- /*
- THE ALGORITHM
- -------------
- solve A*x = b+w, with x and w subject to certain LCP conditions.
- each x(i),w(i) must lie on one of the three line segments in the following
- diagram. each line segment corresponds to one index set :
- w(i)
- /|\ | :
- | | :
- | |i in N :
- w>0 | |state[i]=0 :
- | | :
- | | : i in C
- w=0 + +-----------------------+
- | : |
- | : |
- w<0 | : |i in N
- | : |state[i]=1
- | : |
- | : |
- +-------|-----------|-----------|----------> x(i)
- lo 0 hi
- the Dantzig algorithm proceeds as follows:
- for i=1:n
- * if (x(i),w(i)) is not on the line, push x(i) and w(i) positive or
- negative towards the line. as this is done, the other (x(j),w(j))
- for j<i are constrained to be on the line. if any (x,w) reaches the
- end of a line segment then it is switched between index sets.
- * i is added to the appropriate index set depending on what line segment
- it hits.
- we restrict lo(i) <= 0 and hi(i) >= 0. this makes the algorithm a bit
- simpler, because the starting point for x(i),w(i) is always on the dotted
- line x=0 and x will only ever increase in one direction, so it can only hit
- two out of the three line segments.
- NOTES
- -----
- this is an implementation of "lcp_dantzig2_ldlt.m" and "lcp_dantzig_lohi.m".
- the implementation is split into an LCP problem object (dLCP) and an LCP
- driver function. most optimization occurs in the dLCP object.
- a naive implementation of the algorithm requires either a lot of data motion
- or a lot of permutation-array lookup, because we are constantly re-ordering
- rows and columns. to avoid this and make a more optimized algorithm, a
- non-trivial data structure is used to represent the matrix A (this is
- implemented in the fast version of the dLCP object).
- during execution of this algorithm, some indexes in A are clamped (set C),
- some are non-clamped (set N), and some are "don't care" (where x=0).
- A,x,b,w (and other problem vectors) are permuted such that the clamped
- indexes are first, the unclamped indexes are next, and the don't-care
- indexes are last. this permutation is recorded in the array `p'.
- initially p = 0..n-1, and as the rows and columns of A,x,b,w are swapped,
- the corresponding elements of p are swapped.
- because the C and N elements are grouped together in the rows of A, we can do
- lots of work with a fast dot product function. if A,x,etc were not permuted
- and we only had a permutation array, then those dot products would be much
- slower as we would have a permutation array lookup in some inner loops.
- A is accessed through an array of row pointers, so that element (i,j) of the
- permuted matrix is A[i][j]. this makes row swapping fast. for column swapping
- we still have to actually move the data.
- during execution of this algorithm we maintain an L*D*L' factorization of
- the clamped submatrix of A (call it `AC') which is the top left nC*nC
- submatrix of A. there are two ways we could arrange the rows/columns in AC.
- (1) AC is always permuted such that L*D*L' = AC. this causes a problem
- when a row/column is removed from C, because then all the rows/columns of A
- between the deleted index and the end of C need to be rotated downward.
- this results in a lot of data motion and slows things down.
- (2) L*D*L' is actually a factorization of a *permutation* of AC (which is
- itself a permutation of the underlying A). this is what we do - the
- permutation is recorded in the vector C. call this permutation A[C,C].
- when a row/column is removed from C, all we have to do is swap two
- rows/columns and manipulate C.
- */
- #include <ode/common.h>
- #include <ode/misc.h>
- #include <ode/timer.h> // for testing
- #include "config.h"
- #include "lcp.h"
- #include "util.h"
- #include "matrix.h"
- #include "mat.h" // for testing
- #include "threaded_solver_ldlt.h"
- #include "fastdot_impl.h"
- #include "fastldltfactor_impl.h"
- #include "fastldltsolve_impl.h"
- //***************************************************************************
- // code generation parameters
- // LCP debugging (mostly for fast dLCP) - this slows things down a lot
- //#define DEBUG_LCP
- #define dLCP_FAST // use fast dLCP object
- #define NUB_OPTIMIZATIONS // use NUB optimizations
- // option 1 : matrix row pointers (less data copying)
- #define ROWPTRS
- #define ATYPE dReal **
- #define AROW(i) (m_A[i])
- // option 2 : no matrix row pointers (slightly faster inner loops)
- //#define NOROWPTRS
- //#define ATYPE dReal *
- //#define AROW(i) (m_A+(i)*m_nskip)
- //***************************************************************************
- #define dMIN(A,B) ((A)>(B) ? (B) : (A))
- #define dMAX(A,B) ((B)>(A) ? (B) : (A))
- #define LMATRIX_ALIGNMENT dMAX(64, EFFICIENT_ALIGNMENT)
- //***************************************************************************
- // transfer b-values to x-values
- template<bool zero_b>
- inline
- void transfer_b_to_x(dReal pairsbx[PBX__MAX], unsigned n)
- {
- dReal *const endbx = pairsbx + (sizeint)n * PBX__MAX;
- for (dReal *currbx = pairsbx; currbx != endbx; currbx += PBX__MAX) {
- currbx[PBX_X] = currbx[PBX_B];
- if (zero_b) {
- currbx[PBX_B] = REAL(0.0);
- }
- }
- }
- // swap row/column i1 with i2 in the n*n matrix A. the leading dimension of
- // A is nskip. this only references and swaps the lower triangle.
- // if `do_fast_row_swaps' is nonzero and row pointers are being used, then
- // rows will be swapped by exchanging row pointers. otherwise the data will
- // be copied.
- static
- void swapRowsAndCols (ATYPE A, unsigned n, unsigned i1, unsigned i2, unsigned nskip,
- int do_fast_row_swaps)
- {
- dAASSERT (A && n > 0 && i1 >= 0 && i2 >= 0 && i1 < n && i2 < n &&
- nskip >= n && i1 < i2);
- # ifdef ROWPTRS
- dReal *A_i1 = A[i1];
- dReal *A_i2 = A[i2];
- for (unsigned i=i1+1; i<i2; ++i) {
- dReal *A_i_i1 = A[i] + i1;
- A_i1[i] = *A_i_i1;
- *A_i_i1 = A_i2[i];
- }
- A_i1[i2] = A_i1[i1];
- A_i1[i1] = A_i2[i1];
- A_i2[i1] = A_i2[i2];
- // swap rows, by swapping row pointers
- if (do_fast_row_swaps) {
- A[i1] = A_i2;
- A[i2] = A_i1;
- }
- else {
- // Only swap till i2 column to match A plain storage variant.
- for (unsigned k = 0; k <= i2; ++k) {
- dxSwap(A_i1[k], A_i2[k]);
- }
- }
- // swap columns the hard way
- for (unsigned j = i2 + 1; j < n; ++j) {
- dReal *A_j = A[j];
- dxSwap(A_j[i1], A_j[i2]);
- }
- # else
- dReal *A_i1 = A + (sizeint)nskip * i1;
- dReal *A_i2 = A + (sizeint)nskip * i2;
- for (unsigned k = 0; k < i1; ++k) {
- dxSwap(A_i1[k], A_i2[k]);
- }
- dReal *A_i = A_i1 + nskip;
- for (unsigned i= i1 + 1; i < i2; A_i += nskip, ++i) {
- dxSwap(A_i2[i], A_i[i1]);
- }
- dxSwap(A_i1[i1], A_i2[i2]);
- dReal *A_j = A_i2 + nskip;
- for (unsigned j = i2 + 1; j < n; A_j += nskip, ++j) {
- dxSwap(A_j[i1], A_j[i2]);
- }
- # endif
- }
- // swap two indexes in the n*n LCP problem. i1 must be <= i2.
- static
- void swapProblem (ATYPE A, dReal pairsbx[PBX__MAX], dReal *w, dReal pairslh[PLH__MAX],
- unsigned *p, bool *state, int *findex,
- unsigned n, unsigned i1, unsigned i2, unsigned nskip,
- int do_fast_row_swaps)
- {
- dIASSERT (n>0 && i1 < n && i2 < n && nskip >= n && i1 <= i2);
-
- if (i1 != i2) {
- swapRowsAndCols (A, n, i1, i2, nskip, do_fast_row_swaps);
- dxSwap((pairsbx + (sizeint)i1 * PBX__MAX)[PBX_B], (pairsbx + (sizeint)i2 * PBX__MAX)[PBX_B]);
- dxSwap((pairsbx + (sizeint)i1 * PBX__MAX)[PBX_X], (pairsbx + (sizeint)i2 * PBX__MAX)[PBX_X]);
- dSASSERT(PBX__MAX == 2);
- dxSwap(w[i1], w[i2]);
- dxSwap((pairslh + (sizeint)i1 * PLH__MAX)[PLH_LO], (pairslh + (sizeint)i2 * PLH__MAX)[PLH_LO]);
- dxSwap((pairslh + (sizeint)i1 * PLH__MAX)[PLH_HI], (pairslh + (sizeint)i2 * PLH__MAX)[PLH_HI]);
- dSASSERT(PLH__MAX == 2);
- dxSwap(p[i1], p[i2]);
- dxSwap(state[i1], state[i2]);
- if (findex != NULL) {
- dxSwap(findex[i1], findex[i2]);
- }
- }
- }
- // for debugging - check that L,d is the factorization of A[C,C].
- // A[C,C] has size nC*nC and leading dimension nskip.
- // L has size nC*nC and leading dimension nskip.
- // d has size nC.
- #ifdef DEBUG_LCP
- static
- void checkFactorization (ATYPE A, dReal *_L, dReal *_d,
- unsigned nC, unsigned *C, unsigned nskip)
- {
- unsigned i, j;
- if (nC == 0) return;
- // get A1=A, copy the lower triangle to the upper triangle, get A2=A[C,C]
- dMatrix A1 (nC, nC);
- for (i=0; i < nC; i++) {
- for (j = 0; j <= i; j++) A1(i, j) = A1(j, i) = AROW(i)[j];
- }
- dMatrix A2 = A1.select (nC, C, nC, C);
- // printf ("A1=\n"); A1.print(); printf ("\n");
- // printf ("A2=\n"); A2.print(); printf ("\n");
- // compute A3 = L*D*L'
- dMatrix L (nC, nC, _L, nskip, 1);
- dMatrix D (nC, nC);
- for (i = 0; i < nC; i++) D(i, i) = 1.0 / _d[i];
- L.clearUpperTriangle();
- for (i = 0; i < nC; i++) L(i, i) = 1;
- dMatrix A3 = L * D * L.transpose();
- // printf ("L=\n"); L.print(); printf ("\n");
- // printf ("D=\n"); D.print(); printf ("\n");
- // printf ("A3=\n"); A2.print(); printf ("\n");
- // compare A2 and A3
- dReal diff = A2.maxDifference (A3);
- if (diff > 1e-8)
- dDebug (0, "L*D*L' check, maximum difference = %.6e\n", diff);
- }
- #endif
- // for debugging
- #ifdef DEBUG_LCP
- static
- void checkPermutations (unsigned i, unsigned n, unsigned nC, unsigned nN, unsigned *p, unsigned *C)
- {
- unsigned j,k;
- dIASSERT (/*nC >= 0 && nN >= 0 && */(nC + nN) == i && i < n);
- for (k=0; k<i; k++) dIASSERT (p[k] >= 0 && p[k] < i);
- for (k=i; k<n; k++) dIASSERT (p[k] == k);
- for (j=0; j<nC; j++) {
- int C_is_bad = 1;
- for (k=0; k<nC; k++) if (C[k]==j) C_is_bad = 0;
- dIASSERT (C_is_bad==0);
- }
- }
- #endif
- //***************************************************************************
- // dLCP manipulator object. this represents an n*n LCP problem.
- //
- // two index sets C and N are kept. each set holds a subset of
- // the variable indexes 0..n-1. an index can only be in one set.
- // initially both sets are empty.
- //
- // the index set C is special: solutions to A(C,C)\A(C,i) can be generated.
- //***************************************************************************
- // fast implementation of dLCP. see the above definition of dLCP for
- // interface comments.
- //
- // `p' records the permutation of A,x,b,w,etc. p is initially 1:n and is
- // permuted as the other vectors/matrices are permuted.
- //
- // A,x,b,w,lo,hi,state,findex,p,c are permuted such that sets C,N have
- // contiguous indexes. the don't-care indexes follow N.
- //
- // an L*D*L' factorization is maintained of A(C,C), and whenever indexes are
- // added or removed from the set C the factorization is updated.
- // thus L*D*L'=A[C,C], i.e. a permuted top left nC*nC submatrix of A.
- // the leading dimension of the matrix L is always `nskip'.
- //
- // at the start there may be other indexes that are unbounded but are not
- // included in `nub'. dLCP will permute the matrix so that absolutely all
- // unbounded vectors are at the start. thus there may be some initial
- // permutation.
- //
- // the algorithms here assume certain patterns, particularly with respect to
- // index transfer.
- #ifdef dLCP_FAST
- struct dLCP {
- const unsigned m_n;
- const unsigned m_nskip;
- unsigned m_nub;
- unsigned m_nC, m_nN; // size of each index set
- ATYPE const m_A; // A rows
- dReal *const m_pairsbx, *const m_w, *const m_pairslh; // permuted LCP problem data
- dReal *const m_L, *const m_d; // L*D*L' factorization of set C
- dReal *const m_Dell, *const m_ell, *const m_tmp;
- bool *const m_state;
- int *const m_findex;
- unsigned *const m_p, *const m_C;
- dLCP (unsigned _n, unsigned _nskip, unsigned _nub, dReal *_Adata, dReal *_pairsbx, dReal *_w,
- dReal *_pairslh, dReal *_L, dReal *_d,
- dReal *_Dell, dReal *_ell, dReal *_tmp,
- bool *_state, int *_findex, unsigned *_p, unsigned *_C, dReal **Arows);
- unsigned getNub() const { return m_nub; }
- void transfer_i_to_C (unsigned i);
- void transfer_i_to_N (unsigned /*i*/) { m_nN++; } // because we can assume C and N span 1:i-1
- void transfer_i_from_N_to_C (unsigned i);
- void transfer_i_from_C_to_N (unsigned i, void *tmpbuf);
- static sizeint estimate_transfer_i_from_C_to_N_mem_req(unsigned nC, unsigned nskip) { return dEstimateLDLTRemoveTmpbufSize(nC, nskip); }
- unsigned numC() const { return m_nC; }
- unsigned numN() const { return m_nN; }
- unsigned indexC (unsigned i) const { return i; }
- unsigned indexN (unsigned i) const { return i+m_nC; }
- dReal Aii (unsigned i) const { return AROW(i)[i]; }
- template<unsigned q_stride>
- dReal AiC_times_qC (unsigned i, dReal *q) const { return calculateLargeVectorDot<q_stride> (AROW(i), q, m_nC); }
- template<unsigned q_stride>
- dReal AiN_times_qN (unsigned i, dReal *q) const { return calculateLargeVectorDot<q_stride> (AROW(i) + m_nC, q + (sizeint)m_nC * q_stride, m_nN); }
- void pN_equals_ANC_times_qC (dReal *p, dReal *q);
- void pN_plusequals_ANi (dReal *p, unsigned i, bool dir_positive);
- template<unsigned p_stride>
- void pC_plusequals_s_times_qC (dReal *p, dReal s, dReal *q);
- void pN_plusequals_s_times_qN (dReal *p, dReal s, dReal *q);
- void solve1 (dReal *a, unsigned i, bool dir_positive, int only_transfer=0);
- void unpermute_X();
- void unpermute_W();
- };
- dLCP::dLCP (unsigned _n, unsigned _nskip, unsigned _nub, dReal *_Adata, dReal *_pairsbx, dReal *_w,
- dReal *_pairslh, dReal *_L, dReal *_d,
- dReal *_Dell, dReal *_ell, dReal *_tmp,
- bool *_state, int *_findex, unsigned *_p, unsigned *_C, dReal **Arows):
- m_n(_n), m_nskip(_nskip), m_nub(_nub), m_nC(0), m_nN(0),
- # ifdef ROWPTRS
- m_A(Arows),
- #else
- m_A(_Adata),
- #endif
- m_pairsbx(_pairsbx), m_w(_w), m_pairslh(_pairslh),
- m_L(_L), m_d(_d), m_Dell(_Dell), m_ell(_ell), m_tmp(_tmp),
- m_state(_state), m_findex(_findex), m_p(_p), m_C(_C)
- {
- dxtSetZero<PBX__MAX>(m_pairsbx + PBX_X, m_n);
- {
- # ifdef ROWPTRS
- // make matrix row pointers
- dReal *aptr = _Adata;
- ATYPE A = m_A;
- const unsigned n = m_n, nskip = m_nskip;
- for (unsigned k=0; k<n; aptr+=nskip, ++k) A[k] = aptr;
- # endif
- }
- {
- unsigned *p = m_p;
- const unsigned n = m_n;
- for (unsigned k=0; k != n; ++k) p[k] = k; // initially unpermutted
- }
- /*
- // for testing, we can do some random swaps in the area i > nub
- {
- const unsigned n = m_n;
- const unsigned nub = m_nub;
- if (nub < n) {
- for (unsigned k=0; k<100; k++) {
- unsigned i1,i2;
- do {
- i1 = dRandInt(n-nub)+nub;
- i2 = dRandInt(n-nub)+nub;
- }
- while (i1 > i2);
- //printf ("--> %d %d\n",i1,i2);
- swapProblem (m_A, m_pairsbx, m_w, m_pairslh, m_p, m_state, m_findex, n, i1, i2, m_nskip, 0);
- }
- }
- */
- // permute the problem so that *all* the unbounded variables are at the
- // start, i.e. look for unbounded variables not included in `nub'. we can
- // potentially push up `nub' this way and get a bigger initial factorization.
- // note that when we swap rows/cols here we must not just swap row pointers,
- // as the initial factorization relies on the data being all in one chunk.
- // variables that have findex >= 0 are *not* considered to be unbounded even
- // if lo=-inf and hi=inf - this is because these limits may change during the
- // solution process.
- {
- int *findex = m_findex;
- dReal *pairslh = m_pairslh;
- const unsigned n = m_n;
- for (unsigned k = m_nub; k < n; ++k) {
- if (findex && findex[k] >= 0) continue;
- if ((pairslh + (sizeint)k * PLH__MAX)[PLH_LO] == -dInfinity && (pairslh + (sizeint)k * PLH__MAX)[PLH_HI] == dInfinity) {
- swapProblem (m_A, m_pairsbx, m_w, pairslh, m_p, m_state, findex, n, m_nub, k, m_nskip, 0);
- m_nub++;
- }
- }
- }
- // if there are unbounded variables at the start, factorize A up to that
- // point and solve for x. this puts all indexes 0..nub-1 into C.
- if (m_nub > 0) {
- const unsigned nub = m_nub;
- {
- dReal *Lrow = m_L;
- const unsigned nskip = m_nskip;
- for (unsigned j = 0; j < nub; Lrow += nskip, ++j) memcpy(Lrow, AROW(j), (j + 1) * sizeof(dReal));
- }
- transfer_b_to_x<false> (m_pairsbx, nub);
- factorMatrixAsLDLT<1> (m_L, m_d, nub, m_nskip);
- solveEquationSystemWithLDLT<1, PBX__MAX> (m_L, m_d, m_pairsbx + PBX_X, nub, m_nskip);
- dSetZero (m_w, nub);
- {
- unsigned *C = m_C;
- for (unsigned k = 0; k < nub; ++k) C[k] = k;
- }
- m_nC = nub;
- }
- // permute the indexes > nub such that all findex variables are at the end
- if (m_findex) {
- const unsigned nub = m_nub;
- int *findex = m_findex;
- unsigned num_at_end = 0;
- for (unsigned k = m_n; k > nub; ) {
- --k;
- if (findex[k] >= 0) {
- swapProblem (m_A, m_pairsbx, m_w, m_pairslh, m_p, m_state, findex, m_n, k, m_n - 1 - num_at_end, m_nskip, 1);
- num_at_end++;
- }
- }
- }
- // print info about indexes
- /*
- {
- const unsigned n = m_n;
- const unsigned nub = m_nub;
- for (unsigned k=0; k<n; k++) {
- if (k<nub) printf ("C");
- else if ((m_pairslh + (sizeint)k * PLH__MAX)[PLH_LO] == -dInfinity && (m_pairslh + (sizeint)k * PLH__MAX)[PLH_HI] == dInfinity) printf ("c");
- else printf (".");
- }
- printf ("\n");
- }
- */
- }
- void dLCP::transfer_i_to_C (unsigned i)
- {
- {
- const unsigned nC = m_nC;
- if (nC > 0) {
- // ell,Dell were computed by solve1(). note, ell = D \ L1solve (L,A(i,C))
- dReal *const Ltgt = m_L + (sizeint)m_nskip * nC, *ell = m_ell;
- memcpy(Ltgt, ell, nC * sizeof(dReal));
- dReal ell_Dell_dot = dxDot(m_ell, m_Dell, nC);
- dReal AROW_i_i = AROW(i)[i] != ell_Dell_dot ? AROW(i)[i] : dNextAfter(AROW(i)[i], dInfinity); // A hack to avoid getting a zero in the denominator
- m_d[nC] = dRecip (AROW_i_i - ell_Dell_dot);
- }
- else {
- m_d[0] = dRecip (AROW(i)[i]);
- }
- swapProblem (m_A, m_pairsbx, m_w, m_pairslh, m_p, m_state, m_findex, m_n, nC, i, m_nskip, 1);
- m_C[nC] = nC;
- m_nC = nC + 1; // nC value is outdated after this line
- }
- # ifdef DEBUG_LCP
- checkFactorization (m_A, m_L, m_d, m_nC, m_C, m_nskip);
- if (i < (m_n-1)) checkPermutations (i+1, m_n, m_nC, m_nN, m_p, m_C);
- # endif
- }
- void dLCP::transfer_i_from_N_to_C (unsigned i)
- {
- {
- const unsigned nC = m_nC;
- if (nC > 0) {
- {
- dReal *const aptr = AROW(i);
- dReal *Dell = m_Dell;
- const unsigned *C = m_C;
- # ifdef NUB_OPTIMIZATIONS
- // if nub>0, initial part of aptr unpermuted
- const unsigned nub = m_nub;
- unsigned j=0;
- for ( ; j<nub; ++j) Dell[j] = aptr[j];
- for ( ; j<nC; ++j) Dell[j] = aptr[C[j]];
- # else
- for (unsigned j=0; j<nC; ++j) Dell[j] = aptr[C[j]];
- # endif
- }
- solveL1Straight<1>(m_L, m_Dell, nC, m_nskip);
- dReal ell_Dell_dot = REAL(0.0);
- dReal *const Ltgt = m_L + (sizeint)m_nskip * nC;
- dReal *ell = m_ell, *Dell = m_Dell, *d = m_d;
- for (unsigned j = 0; j < nC; ++j) {
- dReal ell_j, Dell_j = Dell[j];
- Ltgt[j] = ell[j] = ell_j = Dell_j * d[j];
- ell_Dell_dot += ell_j * Dell_j;
- }
-
- dReal AROW_i_i = AROW(i)[i] != ell_Dell_dot ? AROW(i)[i] : dNextAfter(AROW(i)[i], dInfinity); // A hack to avoid getting a zero in the denominator
- m_d[nC] = dRecip (AROW_i_i - ell_Dell_dot);
- }
- else {
- m_d[0] = dRecip (AROW(i)[i]);
- }
- swapProblem (m_A, m_pairsbx, m_w, m_pairslh, m_p, m_state, m_findex, m_n, nC, i, m_nskip, 1);
- m_C[nC] = nC;
- m_nN--;
- m_nC = nC + 1; // nC value is outdated after this line
- }
- // @@@ TO DO LATER
- // if we just finish here then we'll go back and re-solve for
- // delta_x. but actually we can be more efficient and incrementally
- // update delta_x here. but if we do this, we wont have ell and Dell
- // to use in updating the factorization later.
- # ifdef DEBUG_LCP
- checkFactorization (m_A,m_L,m_d,m_nC,m_C,m_nskip);
- # endif
- }
- void dLCP::transfer_i_from_C_to_N (unsigned i, void *tmpbuf)
- {
- {
- unsigned *C = m_C;
- // remove a row/column from the factorization, and adjust the
- // indexes (black magic!)
- int last_idx = -1;
- const unsigned nC = m_nC;
- unsigned j = 0;
- for ( ; j < nC; ++j) {
- if (C[j] == nC - 1) {
- last_idx = j;
- }
- if (C[j] == i) {
- dxLDLTRemove (m_A, C, m_L, m_d, m_n, nC, j, m_nskip, tmpbuf);
- unsigned k;
- if (last_idx == -1) {
- for (k = j + 1 ; k < nC; ++k) {
- if (C[k] == nC - 1) {
- break;
- }
- }
- dIASSERT (k < nC);
- }
- else {
- k = last_idx;
- }
- C[k] = C[j];
- if (j != (nC - 1)) memmove (C + j, C + j + 1, (nC - j - 1) * sizeof(C[0]));
- break;
- }
- }
- dIASSERT (j < nC);
- swapProblem (m_A, m_pairsbx, m_w, m_pairslh, m_p, m_state, m_findex, m_n, i, nC - 1, m_nskip, 1);
- m_nN++;
- m_nC = nC - 1; // nC value is outdated after this line
- }
- # ifdef DEBUG_LCP
- checkFactorization (m_A, m_L, m_d, m_nC, m_C, m_nskip);
- # endif
- }
- void dLCP::pN_equals_ANC_times_qC (dReal *p, dReal *q)
- {
- // we could try to make this matrix-vector multiplication faster using
- // outer product matrix tricks, e.g. with the dMultidotX() functions.
- // but i tried it and it actually made things slower on random 100x100
- // problems because of the overhead involved. so we'll stick with the
- // simple method for now.
- const unsigned nC = m_nC;
- dReal *ptgt = p + nC;
- const unsigned nN = m_nN;
- for (unsigned i = 0; i < nN; ++i) {
- ptgt[i] = dxDot (AROW(i + nC), q, nC);
- }
- }
- void dLCP::pN_plusequals_ANi (dReal *p, unsigned i, bool dir_positive)
- {
- const unsigned nC = m_nC;
- dReal *aptr = AROW(i) + nC;
- dReal *ptgt = p + nC;
- if (dir_positive) {
- const unsigned nN = m_nN;
- for (unsigned j=0; j < nN; ++j) ptgt[j] += aptr[j];
- }
- else {
- const unsigned nN = m_nN;
- for (unsigned j=0; j < nN; ++j) ptgt[j] -= aptr[j];
- }
- }
- template<unsigned p_stride>
- void dLCP::pC_plusequals_s_times_qC (dReal *p, dReal s, dReal *q)
- {
- const unsigned nC = m_nC;
- dReal *q_end = q + nC;
- for (; q != q_end; p += p_stride, ++q) {
- *p += s * (*q);
- }
- }
- void dLCP::pN_plusequals_s_times_qN (dReal *p, dReal s, dReal *q)
- {
- const unsigned nC = m_nC;
- dReal *ptgt = p + nC, *qsrc = q + nC;
- const unsigned nN = m_nN;
- for (unsigned i = 0; i < nN; ++i) {
- ptgt[i] += s * qsrc[i];
- }
- }
- void dLCP::solve1 (dReal *a, unsigned i, bool dir_positive, int only_transfer)
- {
- // the `Dell' and `ell' that are computed here are saved. if index i is
- // later added to the factorization then they can be reused.
- //
- // @@@ question: do we need to solve for entire delta_x??? yes, but
- // only if an x goes below 0 during the step.
- const unsigned nC = m_nC;
- if (nC > 0) {
- {
- dReal *Dell = m_Dell;
- unsigned *C = m_C;
- dReal *aptr = AROW(i);
- # ifdef NUB_OPTIMIZATIONS
- // if nub>0, initial part of aptr[] is guaranteed unpermuted
- const unsigned nub = m_nub;
- unsigned j = 0;
- for ( ; j < nub; ++j) Dell[j] = aptr[j];
- for ( ; j < nC; ++j) Dell[j] = aptr[C[j]];
- # else
- for (unsigned j = 0; j < nC; ++j) Dell[j] = aptr[C[j]];
- # endif
- }
- solveL1Straight<1>(m_L, m_Dell, nC, m_nskip);
- {
- dReal *ell = m_ell, *Dell = m_Dell, *d = m_d;
- for (unsigned j = 0; j < nC; ++j) ell[j] = Dell[j] * d[j];
- }
- if (!only_transfer) {
- dReal *tmp = m_tmp, *ell = m_ell;
- {
- for (unsigned j = 0; j < nC; ++j) tmp[j] = ell[j];
- }
- solveL1Transposed<1>(m_L, tmp, nC, m_nskip);
- if (dir_positive) {
- unsigned *C = m_C;
- dReal *tmp = m_tmp;
- for (unsigned j = 0; j < nC; ++j) a[C[j]] = -tmp[j];
- } else {
- unsigned *C = m_C;
- dReal *tmp = m_tmp;
- for (unsigned j = 0; j < nC; ++j) a[C[j]] = tmp[j];
- }
- }
- }
- }
- void dLCP::unpermute_X()
- {
- unsigned *p = m_p;
- dReal *pairsbx = m_pairsbx;
- const unsigned n = m_n;
- for (unsigned j = 0; j < n; ++j) {
- unsigned k = p[j];
- if (k != j) {
- // p[j] = j; -- not going to be checked anymore anyway
- dReal x_j = (pairsbx + (sizeint)j * PBX__MAX)[PBX_X];
- for (;;) {
- dxSwap(x_j, (pairsbx + (sizeint)k * PBX__MAX)[PBX_X]);
- unsigned orig_k = p[k];
- p[k] = k;
- if (orig_k == j) {
- break;
- }
- k = orig_k;
- }
- (pairsbx + (sizeint)j * PBX__MAX)[PBX_X] = x_j;
- }
- }
- }
- void dLCP::unpermute_W()
- {
- memcpy (m_tmp, m_w, m_n * sizeof(dReal));
- const unsigned *p = m_p;
- dReal *w = m_w, *tmp = m_tmp;
- const unsigned n = m_n;
- for (unsigned j = 0; j < n; ++j) {
- unsigned k = p[j];
- w[k] = tmp[j];
- }
- }
- #endif // dLCP_FAST
- static void dxSolveLCP_AllUnbounded (dxWorldProcessMemArena *memarena, unsigned n, dReal *A, dReal pairsbx[PBX__MAX]);
- static void dxSolveLCP_Generic (dxWorldProcessMemArena *memarena, unsigned n, dReal *A, dReal pairsbx[PBX__MAX],
- dReal *outer_w/*=NULL*/, unsigned nub, dReal pairslh[PLH__MAX], int *findex);
- /*extern */
- void dxSolveLCP (dxWorldProcessMemArena *memarena, unsigned n, dReal *A, dReal pairsbx[PBX__MAX],
- dReal *outer_w/*=NULL*/, unsigned nub, dReal pairslh[PLH__MAX], int *findex)
- {
- if (nub >= n)
- {
- dxSolveLCP_AllUnbounded (memarena, n, A, pairsbx);
- }
- else
- {
- dxSolveLCP_Generic (memarena, n, A, pairsbx, outer_w, nub, pairslh, findex);
- }
- }
- //***************************************************************************
- // if all the variables are unbounded then we can just factor, solve, and return
- static
- void dxSolveLCP_AllUnbounded (dxWorldProcessMemArena *memarena, unsigned n, dReal *A, dReal pairsbx[PBX__MAX])
- {
- dAASSERT(A != NULL);
- dAASSERT(pairsbx != NULL);
- dAASSERT(n != 0);
- transfer_b_to_x<true>(pairsbx, n);
- unsigned nskip = dPAD(n);
- factorMatrixAsLDLT<PBX__MAX> (A, pairsbx + PBX_B, n, nskip);
- solveEquationSystemWithLDLT<PBX__MAX, PBX__MAX> (A, pairsbx + PBX_B, pairsbx + PBX_X, n, nskip);
- }
- //***************************************************************************
- // an optimized Dantzig LCP driver routine for the lo-hi LCP problem.
- static
- void dxSolveLCP_Generic (dxWorldProcessMemArena *memarena, unsigned n, dReal *A, dReal pairsbx[PBX__MAX],
- dReal *outer_w/*=NULL*/, unsigned nub, dReal pairslh[PLH__MAX], int *findex)
- {
- dAASSERT (n > 0 && A && pairsbx && pairslh && nub >= 0 && nub < n);
- # ifndef dNODEBUG
- {
- // check restrictions on lo and hi
- dReal *endlh = pairslh + (sizeint)n * PLH__MAX;
- for (dReal *currlh = pairslh; currlh != endlh; currlh += PLH__MAX) dIASSERT (currlh[PLH_LO] <= 0 && currlh[PLH_HI] >= 0);
- }
- # endif
- const unsigned nskip = dPAD(n);
- dReal *L = memarena->AllocateOveralignedArray<dReal> ((sizeint)nskip * n, LMATRIX_ALIGNMENT);
- dReal *d = memarena->AllocateArray<dReal> (n);
- dReal *w = outer_w != NULL ? outer_w : memarena->AllocateArray<dReal> (n);
- dReal *delta_w = memarena->AllocateArray<dReal> (n);
- dReal *delta_x = memarena->AllocateArray<dReal> (n);
- dReal *Dell = memarena->AllocateArray<dReal> (n);
- dReal *ell = memarena->AllocateArray<dReal> (n);
- #ifdef ROWPTRS
- dReal **Arows = memarena->AllocateArray<dReal *> (n);
- #else
- dReal **Arows = NULL;
- #endif
- unsigned *p = memarena->AllocateArray<unsigned> (n);
- unsigned *C = memarena->AllocateArray<unsigned> (n);
- // for i in N, state[i] is 0 if x(i)==lo(i) or 1 if x(i)==hi(i)
- bool *state = memarena->AllocateArray<bool> (n);
- // create LCP object. note that tmp is set to delta_w to save space, this
- // optimization relies on knowledge of how tmp is used, so be careful!
- dLCP lcp(n, nskip, nub, A, pairsbx, w, pairslh, L, d, Dell, ell, delta_w, state, findex, p, C, Arows);
- unsigned adj_nub = lcp.getNub();
- // loop over all indexes adj_nub..n-1. for index i, if x(i),w(i) satisfy the
- // LCP conditions then i is added to the appropriate index set. otherwise
- // x(i),w(i) is driven either +ve or -ve to force it to the valid region.
- // as we drive x(i), x(C) is also adjusted to keep w(C) at zero.
- // while driving x(i) we maintain the LCP conditions on the other variables
- // 0..i-1. we do this by watching out for other x(i),w(i) values going
- // outside the valid region, and then switching them between index sets
- // when that happens.
- bool hit_first_friction_index = false;
- for (unsigned i = adj_nub; i < n; ++i) {
- bool s_error = false;
- // the index i is the driving index and indexes i+1..n-1 are "dont care",
- // i.e. when we make changes to the system those x's will be zero and we
- // don't care what happens to those w's. in other words, we only consider
- // an (i+1)*(i+1) sub-problem of A*x=b+w.
- // if we've hit the first friction index, we have to compute the lo and
- // hi values based on the values of x already computed. we have been
- // permuting the indexes, so the values stored in the findex vector are
- // no longer valid. thus we have to temporarily unpermute the x vector.
- // for the purposes of this computation, 0*infinity = 0 ... so if the
- // contact constraint's normal force is 0, there should be no tangential
- // force applied.
- if (!hit_first_friction_index && findex && findex[i] >= 0) {
- // un-permute x into delta_w, which is not being used at the moment
- for (unsigned j = 0; j < n; ++j) delta_w[p[j]] = (pairsbx + (sizeint)j * PBX__MAX)[PBX_X];
- // set lo and hi values
- for (unsigned k = i; k < n; ++k) {
- dReal *currlh = pairslh + (sizeint)k * PLH__MAX;
- dReal wfk = delta_w[findex[k]];
- if (wfk == 0) {
- currlh[PLH_HI] = 0;
- currlh[PLH_LO] = 0;
- }
- else {
- currlh[PLH_HI] = dFabs (currlh[PLH_HI] * wfk);
- currlh[PLH_LO] = -currlh[PLH_HI];
- }
- }
- hit_first_friction_index = true;
- }
- // thus far we have not even been computing the w values for indexes
- // greater than i, so compute w[i] now.
- dReal wPrep = lcp.AiC_times_qC<PBX__MAX> (i, pairsbx + PBX_X) + lcp.AiN_times_qN<PBX__MAX> (i, pairsbx + PBX_X);
- dReal *currbx = pairsbx + (sizeint)i * PBX__MAX;
- w[i] = wPrep - currbx[PBX_B];
- // if lo=hi=0 (which can happen for tangential friction when normals are
- // 0) then the index will be assigned to set N with some state. however,
- // set C's line has zero size, so the index will always remain in set N.
- // with the "normal" switching logic, if w changed sign then the index
- // would have to switch to set C and then back to set N with an inverted
- // state. this is pointless, and also computationally expensive. to
- // prevent this from happening, we use the rule that indexes with lo=hi=0
- // will never be checked for set changes. this means that the state for
- // these indexes may be incorrect, but that doesn't matter.
- dReal *currlh = pairslh + (sizeint)i * PLH__MAX;
- // see if x(i),w(i) is in a valid region
- if (currlh[PLH_LO] == 0 && w[i] >= 0) {
- lcp.transfer_i_to_N (i);
- state[i] = false;
- }
- else if (currlh[PLH_HI] == 0 && w[i] <= 0) {
- lcp.transfer_i_to_N (i);
- state[i] = true;
- }
- else if (w[i] == 0) {
- // this is a degenerate case. by the time we get to this test we know
- // that lo != 0, which means that lo < 0 as lo is not allowed to be +ve,
- // and similarly that hi > 0. this means that the line segment
- // corresponding to set C is at least finite in extent, and we are on it.
- // NOTE: we must call lcp.solve1() before lcp.transfer_i_to_C()
- lcp.solve1 (delta_x, i, false, 1);
- lcp.transfer_i_to_C (i);
- }
- else {
- // we must push x(i) and w(i)
- for (;;) {
- // find direction to push on x(i)
- bool dir_positive = (w[i] <= 0);
- // compute: delta_x(C) = -dir*A(C,C)\A(C,i)
- lcp.solve1 (delta_x, i, dir_positive);
- // note that delta_x[i] = (dir_positive ? 1 : -1), but we wont bother to set it
- // compute: delta_w = A*delta_x ... note we only care about
- // delta_w(N) and delta_w(i), the rest is ignored
- lcp.pN_equals_ANC_times_qC (delta_w, delta_x);
- lcp.pN_plusequals_ANi (delta_w, i, dir_positive);
- delta_w[i] = dir_positive
- ? lcp.AiC_times_qC<1> (i, delta_x) + lcp.Aii(i)
- : lcp.AiC_times_qC<1> (i, delta_x) - lcp.Aii(i);
- // find largest step we can take (size=s), either to drive x(i),w(i)
- // to the valid LCP region or to drive an already-valid variable
- // outside the valid region.
- int cmd = 1; // index switching command
- unsigned si = 0; // si = index to switch if cmd>3
- dReal s = delta_w[i] != REAL(0.0)
- ? -w[i] / delta_w[i]
- : (w[i] != REAL(0.0) ? dCopySign(dInfinity, -w[i]) : REAL(0.0));
-
- if (dir_positive) {
- if (currlh[PLH_HI] < dInfinity) {
- dReal s2 = (currlh[PLH_HI] - currbx[PBX_X]); // was (hi[i]-x[i])/dirf // step to x(i)=hi(i)
- if (s2 < s) {
- s = s2;
- cmd = 3;
- }
- }
- }
- else {
- if (currlh[PLH_LO] > -dInfinity) {
- dReal s2 = (currbx[PBX_X] - currlh[PLH_LO]); // was (lo[i]-x[i])/dirf // step to x(i)=lo(i)
- if (s2 < s) {
- s = s2;
- cmd = 2;
- }
- }
- }
- {
- const unsigned numN = lcp.numN();
- for (unsigned k = 0; k < numN; ++k) {
- const unsigned indexN_k = lcp.indexN(k);
- if (!state[indexN_k] ? delta_w[indexN_k] < 0 : delta_w[indexN_k] > 0) {
- // don't bother checking if lo=hi=0
- dReal *indexlh = pairslh + (sizeint)indexN_k * PLH__MAX;
- if (indexlh[PLH_LO] == 0 && indexlh[PLH_HI] == 0) continue;
- dReal s2 = -w[indexN_k] / delta_w[indexN_k];
- if (s2 < s) {
- s = s2;
- cmd = 4;
- si = indexN_k;
- }
- }
- }
- }
- {
- const unsigned numC = lcp.numC();
- for (unsigned k = adj_nub; k < numC; ++k) {
- const unsigned indexC_k = lcp.indexC(k);
- dReal *indexlh = pairslh + (sizeint)indexC_k * PLH__MAX;
- if (delta_x[indexC_k] < 0 && indexlh[PLH_LO] > -dInfinity) {
- dReal s2 = (indexlh[PLH_LO] - (pairsbx + (sizeint)indexC_k * PBX__MAX)[PBX_X]) / delta_x[indexC_k];
- if (s2 < s) {
- s = s2;
- cmd = 5;
- si = indexC_k;
- }
- }
- if (delta_x[indexC_k] > 0 && indexlh[PLH_HI] < dInfinity) {
- dReal s2 = (indexlh[PLH_HI] - (pairsbx + (sizeint)indexC_k * PBX__MAX)[PBX_X]) / delta_x[indexC_k];
- if (s2 < s) {
- s = s2;
- cmd = 6;
- si = indexC_k;
- }
- }
- }
- }
- //static char* cmdstring[8] = {0,"->C","->NL","->NH","N->C",
- // "C->NL","C->NH"};
- //printf ("cmd=%d (%s), si=%d\n",cmd,cmdstring[cmd],(cmd>3) ? si : i);
- // if s <= 0 then we've got a problem. if we just keep going then
- // we're going to get stuck in an infinite loop. instead, just cross
- // our fingers and exit with the current solution.
- if (s <= REAL(0.0)) {
- dMessage (d_ERR_LCP, "LCP internal error, s <= 0 (s=%.4e)",(double)s);
- if (i < n) {
- dxtSetZero<PBX__MAX>(currbx + PBX_X, n - i);
- dxSetZero (w + i, n - i);
- }
- s_error = true;
- break;
- }
- // apply x = x + s * delta_x
- lcp.pC_plusequals_s_times_qC<PBX__MAX> (pairsbx + PBX_X, s, delta_x);
- currbx[PBX_X] = dir_positive
- ? currbx[PBX_X] + s
- : currbx[PBX_X] - s;
- // apply w = w + s * delta_w
- lcp.pN_plusequals_s_times_qN (w, s, delta_w);
- w[i] += s * delta_w[i];
- void *tmpbuf;
- // switch indexes between sets if necessary
- switch (cmd) {
- case 1: // done
- w[i] = 0;
- lcp.transfer_i_to_C (i);
- break;
- case 2: // done
- currbx[PBX_X] = currlh[PLH_LO];
- state[i] = false;
- lcp.transfer_i_to_N (i);
- break;
- case 3: // done
- currbx[PBX_X] = currlh[PLH_HI];
- state[i] = true;
- lcp.transfer_i_to_N (i);
- break;
- case 4: // keep going
- w[si] = 0;
- lcp.transfer_i_from_N_to_C (si);
- break;
- case 5: // keep going
- (pairsbx + (sizeint)si * PBX__MAX)[PBX_X] = (pairslh + (sizeint)si * PLH__MAX)[PLH_LO];
- state[si] = false;
- tmpbuf = memarena->PeekBufferRemainder();
- lcp.transfer_i_from_C_to_N (si, tmpbuf);
- break;
- case 6: // keep going
- (pairsbx + (sizeint)si * PBX__MAX)[PBX_X] = (pairslh + (sizeint)si * PLH__MAX)[PLH_HI];
- state[si] = true;
- tmpbuf = memarena->PeekBufferRemainder();
- lcp.transfer_i_from_C_to_N (si, tmpbuf);
- break;
- }
- if (cmd <= 3) break;
- } // for (;;)
- } // else
- if (s_error) {
- break;
- }
- } // for (unsigned i = adj_nub; i < n; ++i)
- // now we have to un-permute x and w
- if (outer_w != NULL) {
- lcp.unpermute_W();
- }
- lcp.unpermute_X(); // This destroys p[] and must be done last
- }
- sizeint dxEstimateSolveLCPMemoryReq(unsigned n, bool outer_w_avail)
- {
- const unsigned nskip = dPAD(n);
- sizeint res = 0;
- res += dOVERALIGNED_SIZE(sizeof(dReal) * ((sizeint)n * nskip), LMATRIX_ALIGNMENT); // for L
- res += 5 * dEFFICIENT_SIZE(sizeof(dReal) * n); // for d, delta_w, delta_x, Dell, ell
- if (!outer_w_avail) {
- res += dEFFICIENT_SIZE(sizeof(dReal) * n); // for w
- }
- #ifdef ROWPTRS
- res += dEFFICIENT_SIZE(sizeof(dReal *) * n); // for Arows
- #endif
- res += 2 * dEFFICIENT_SIZE(sizeof(unsigned) * n); // for p, C
- res += dEFFICIENT_SIZE(sizeof(bool) * n); // for state
- // Use n instead of nC as nC varies at runtime while n is greater or equal to nC
- sizeint lcp_transfer_req = dLCP::estimate_transfer_i_from_C_to_N_mem_req(n, nskip);
- res += dEFFICIENT_SIZE(lcp_transfer_req); // for dLCP::transfer_i_from_C_to_N
- return res;
- }
- //***************************************************************************
- // accuracy and timing test
- static sizeint EstimateTestSolveLCPMemoryReq(unsigned n)
- {
- const unsigned nskip = dPAD(n);
- sizeint res = 0;
- res += 2 * dEFFICIENT_SIZE(sizeof(dReal) * ((sizeint)n * nskip)); // for A, A2
- res += 7 * dEFFICIENT_SIZE(sizeof(dReal) * n); // for x, b, w, lo, hi, tmp1, tmp2
- res += dEFFICIENT_SIZE(sizeof(dReal) * PBX__MAX * n); // for pairsbx,
- res += dEFFICIENT_SIZE(sizeof(dReal) * PLH__MAX * n); // for pairslh
- res += dxEstimateSolveLCPMemoryReq(n, true);
- return res;
- }
- extern "C" ODE_API int dTestSolveLCP()
- {
- const unsigned n = 100;
- sizeint memreq = EstimateTestSolveLCPMemoryReq(n);
- dxWorldProcessMemArena *arena = dxAllocateTemporaryWorldProcessMemArena(memreq, NULL, NULL);
- if (arena == NULL) {
- return 0;
- }
- arena->ResetState();
- unsigned i,nskip = dPAD(n);
- #ifdef dDOUBLE
- const dReal tol = REAL(1e-9);
- #endif
- #ifdef dSINGLE
- const dReal tol = REAL(1e-4);
- #endif
- printf ("dTestSolveLCP()\n");
- dReal *A = arena->AllocateArray<dReal> (n*nskip);
- dReal *x = arena->AllocateArray<dReal> (n);
- dReal *b = arena->AllocateArray<dReal> (n);
- dReal *w = arena->AllocateArray<dReal> (n);
- dReal *lo = arena->AllocateArray<dReal> (n);
- dReal *hi = arena->AllocateArray<dReal> (n);
- dReal *A2 = arena->AllocateArray<dReal> (n*nskip);
- dReal *pairsbx = arena->AllocateArray<dReal> (n * PBX__MAX);
- dReal *pairslh = arena->AllocateArray<dReal> (n * PLH__MAX);
- dReal *tmp1 = arena->AllocateArray<dReal> (n);
- dReal *tmp2 = arena->AllocateArray<dReal> (n);
- double total_time = 0;
- for (unsigned count=0; count < 1000; count++) {
- BEGIN_STATE_SAVE(arena, saveInner) {
- // form (A,b) = a random positive definite LCP problem
- dMakeRandomMatrix (A2,n,n,1.0);
- dMultiply2 (A,A2,A2,n,n,n);
- dMakeRandomMatrix (x,n,1,1.0);
- dMultiply0 (b,A,x,n,n,1);
- for (i=0; i<n; i++) b[i] += (dRandReal()*REAL(0.2))-REAL(0.1);
- // choose `nub' in the range 0..n-1
- unsigned nub = 50; //dRandInt (n);
- // make limits
- for (i=0; i<nub; i++) lo[i] = -dInfinity;
- for (i=0; i<nub; i++) hi[i] = dInfinity;
- //for (i=nub; i<n; i++) lo[i] = 0;
- //for (i=nub; i<n; i++) hi[i] = dInfinity;
- //for (i=nub; i<n; i++) lo[i] = -dInfinity;
- //for (i=nub; i<n; i++) hi[i] = 0;
- for (i=nub; i<n; i++) lo[i] = -(dRandReal()*REAL(1.0))-REAL(0.01);
- for (i=nub; i<n; i++) hi[i] = (dRandReal()*REAL(1.0))+REAL(0.01);
- // set a few limits to lo=hi=0
- /*
- for (i=0; i<10; i++) {
- unsigned j = dRandInt (n-nub) + nub;
- lo[j] = 0;
- hi[j] = 0;
- }
- */
- // solve the LCP. we must make copy of A,b,lo,hi (A2,b2,lo2,hi2) for
- // SolveLCP() to permute. also, we'll clear the upper triangle of A2 to
- // ensure that it doesn't get referenced (if it does, the answer will be
- // wrong).
- memcpy (A2, A, n * nskip * sizeof(dReal));
- dClearUpperTriangle (A2, n);
- for (i = 0; i != n; ++i) {
- dReal *currbx = pairsbx + i * PBX__MAX;
- currbx[PBX_B] = b[i];
- currbx[PBX_X] = 0;
- }
- for (i = 0; i != n; ++i) {
- dReal *currlh = pairslh + i * PLH__MAX;
- currlh[PLH_LO] = lo[i];
- currlh[PLH_HI] = hi[i];
- }
- dSetZero (w,n);
- dStopwatch sw;
- dStopwatchReset (&sw);
- dStopwatchStart (&sw);
- dxSolveLCP (arena,n,A2,pairsbx,w,nub,pairslh,0);
- dStopwatchStop (&sw);
- double time = dStopwatchTime(&sw);
- total_time += time;
- double average = total_time / double(count+1) * 1000.0;
- for (i = 0; i != n; ++i) {
- const dReal *currbx = pairsbx + i * PBX__MAX;
- x[i] = currbx[PBX_X];
- }
- // check the solution
- dMultiply0 (tmp1,A,x,n,n,1);
- for (i=0; i<n; i++) tmp2[i] = b[i] + w[i];
- dReal diff = dMaxDifference (tmp1,tmp2,n,1);
- // printf ("\tA*x = b+w, maximum difference = %.6e - %s (1)\n",diff,
- // diff > tol ? "FAILED" : "passed");
- if (diff > tol) dDebug (0,"A*x = b+w, maximum difference = %.6e",diff);
- unsigned n1=0,n2=0,n3=0;
- for (i=0; i<n; i++) {
- if (x[i]==lo[i] && w[i] >= 0) {
- n1++; // ok
- }
- else if (x[i]==hi[i] && w[i] <= 0) {
- n2++; // ok
- }
- else if (x[i] >= lo[i] && x[i] <= hi[i] && w[i] == 0) {
- n3++; // ok
- }
- else {
- dDebug (0,"FAILED: i=%d x=%.4e w=%.4e lo=%.4e hi=%.4e",i,
- x[i],w[i],lo[i],hi[i]);
- }
- }
- // pacifier
- printf ("passed: NL=%3d NH=%3d C=%3d ",n1,n2,n3);
- printf ("time=%10.3f ms avg=%10.4f\n",time * 1000.0,average);
- } END_STATE_SAVE(arena, saveInner);
- }
- dxFreeTemporaryWorldProcessMemArena(arena);
- return 1;
- }
|