Add mju_mulVecMatVec, mutiplies a square matrix M by a vector x on both sides. Returns x^T * M * x.

PiperOrigin-RevId: 474292806
Change-Id: I3432469dbe1f02ccf5a13241c7aa12d824cbe034
This commit is contained in:
Yuval Tassa
2022-09-14 08:04:40 -07:00
committed by Copybara-Service
parent ee9eccc992
commit f4e7fa97af
12 changed files with 109 additions and 20 deletions
+2 -3
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@@ -190,7 +190,7 @@ static void residual(const mjModel* m, mjData* d, mjtNum* res, int i, int dim, i
// compute cost change
static mjtNum costChange(const mjtNum* A, mjtNum* force, const mjtNum* oldforce,
const mjtNum* res, int dim) {
mjtNum delta[6], v[6], change;
mjtNum delta[6], change;
// compute change
if (dim==1) {
@@ -198,8 +198,7 @@ static mjtNum costChange(const mjtNum* A, mjtNum* force, const mjtNum* oldforce,
change = 0.5*delta[0]*delta[0]*A[0] + delta[0]*res[0];
} else {
mju_sub(delta, force, oldforce, dim);
mju_mulMatVec(v, A, delta, dim, dim);
change = 0.5*mju_dot(delta, v, dim) + mju_dot(delta, res, dim);
change = 0.5*mju_mulVecMatVec(delta, A, delta, dim) + mju_dot(delta, res, dim);
}
// positive change: restore
+13 -4
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@@ -685,8 +685,7 @@ mjtNum mju_dot(const mjtNum* vec1, const mjtNum* vec2, const int n) {
//------------------------------ matrix-vector operations ------------------------------------------
// multiply matrix and vector
void mju_mulMatVec(mjtNum* res, const mjtNum* mat, const mjtNum* vec,
int nr, int nc) {
void mju_mulMatVec(mjtNum* res, const mjtNum* mat, const mjtNum* vec, int nr, int nc) {
for (int r=0; r<nr; r++) {
res[r] = mju_dot(mat + r*nc, vec, nc);
}
@@ -695,8 +694,7 @@ void mju_mulMatVec(mjtNum* res, const mjtNum* mat, const mjtNum* vec,
// multiply transposed matrix and vector
void mju_mulMatTVec(mjtNum* res, const mjtNum* mat, const mjtNum* vec,
int nr, int nc) {
void mju_mulMatTVec(mjtNum* res, const mjtNum* mat, const mjtNum* vec, int nr, int nc) {
mjtNum tmp;
mju_zero(res, nc);
@@ -709,6 +707,17 @@ void mju_mulMatTVec(mjtNum* res, const mjtNum* mat, const mjtNum* vec,
// multiply square matrix with vectors on both sides: return vec1'*mat*vec2
mjtNum mju_mulVecMatVec(const mjtNum* vec1, const mjtNum* mat, const mjtNum* vec2, int n) {
mjtNum res = 0;
for (int i=0; i<n; i++) {
res += vec1[i] * mju_dot(mat + i*n, vec2, n);
}
return res;
}
//------------------------------ matrix-matrix operations ------------------------------------------
// transpose matrix
+3
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@@ -180,6 +180,9 @@ MJAPI void mju_mulMatVec(mjtNum* res, const mjtNum* mat, const mjtNum* vec,
MJAPI void mju_mulMatTVec(mjtNum* res, const mjtNum* mat, const mjtNum* vec,
int nr, int nc);
// multiply square matrix with vectors on both sides: return vec1'*mat*vec2
MJAPI mjtNum mju_mulVecMatVec(const mjtNum* vec1, const mjtNum* mat, const mjtNum* vec2, int n);
//------------------------------ matrix-matrix operations ------------------------------------------
+2 -4
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@@ -934,8 +934,7 @@ int mju_boxQPoption(mjtNum* res, mjtNum* R, int* index, // outputs
}
// compute objective: value = 0.5*res'*H*res + res'*g
mju_mulMatVec(temp, H, res, n, n); // TODO(b/246267542): do this in one call
value = 0.5 * mju_dot(res, temp, n) + mju_dot(res, g, n);
value = 0.5 * mju_mulVecMatVec(res, H, res, n) + mju_dot(res, g, n);
// save last value
oldvalue = value;
@@ -1056,8 +1055,7 @@ int mju_boxQPoption(mjtNum* res, mjtNum* R, int* index, // outputs
}
// new objective value
mju_mulMatVec(temp, H, candidate, n, n);
value = 0.5 * mju_dot(candidate, temp, n) + mju_dot(candidate, g, n);
value = 0.5 * mju_mulVecMatVec(candidate, H, candidate, n) + mju_dot(candidate, g, n);
// increment and break if step is too small
nstep++;