// Copyright 2021 DeepMind Technologies Limited // // Licensed under the Apache License, Version 2.0 (the "License"); // you may not use this file except in compliance with the License. // You may obtain a copy of the License at // // http://www.apache.org/licenses/LICENSE-2.0 // // Unless required by applicable law or agreed to in writing, software // distributed under the License is distributed on an "AS IS" BASIS, // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. // See the License for the specific language governing permissions and // limitations under the License. #ifndef MUJOCO_SRC_ENGINE_ENGINE_UTIL_SOLVE_H_ #define MUJOCO_SRC_ENGINE_ENGINE_UTIL_SOLVE_H_ #include #include #include #ifdef __cplusplus extern "C" { #endif // Cholesky decomposition: mat = L*L'; return rank MJAPI int mju_cholFactor(mjtNum* mat, int n, mjtNum mindiag); // Cholesky solve MJAPI void mju_cholSolve(mjtNum* res, const mjtNum* mat, const mjtNum* vec, int n); // Cholesky rank-one update: L*L' +/- x*x'; return rank MJAPI int mju_cholUpdate(mjtNum* mat, mjtNum* x, int n, int flg_plus); // sparse reverse-order Cholesky decomposition: mat = L'*L; return 'rank' // mat must be lower-triangular, have preallocated space for fill-in MJAPI int mju_cholFactorSparse(mjtNum* mat, int n, mjtNum mindiag, int* rownnz, const int* rowadr, int* colind, mjData* d); // symbolic reverse-Cholesky: compute both L (CSR) and LT (CSC) structures // if L_colind is NULL, perform counting logic (fill rownnz/rowadr arrays and return total nnz) // if L_colind is not NULL, assume rownnz/rowadr are precomputed and fill colind/map arrays // reads pattern from upper triangle // based on ldl_symbolic from 'Algorithm 8xx: a concise sparse Cholesky factorization package' MJAPI int mju_cholFactorSymbolic(int* L_colind, int* L_rownnz, int* L_rowadr, int* LT_colind, int* LT_rownnz, int* LT_rowadr, int* LT_map, const int* rownnz, const int* rowadr, const int* colind, int n, mjData* d); // numeric reverse-Cholesky: compute L values given fixed sparsity pattern, returns rank // L_colind must already contain the correct sparsity pattern (from mju_cholFactorSymbolic) // LT_map[k] gives index in L for LT_colind[k] MJAPI int mju_cholFactorNumeric(mjtNum* L, int n, mjtNum mindiag, const int* L_rownnz, const int* L_rowadr, const int* L_colind, const int* LT_rownnz, const int* LT_rowadr, const int* LT_colind, const int* LT_map, const mjtNum* H, const int* H_rownnz, const int* H_rowadr, const int* H_colind, mjData* d); // sparse reverse-order Cholesky solve void mju_cholSolveSparse(mjtNum* res, const mjtNum* mat, const mjtNum* vec, int n, const int* rownnz, const int* rowadr, const int* colind); // sparse reverse-order Cholesky rank-one update: L'*L +/i x*x'; return rank // x is sparse, change in sparsity pattern of mat is not allowed MJAPI int mju_cholUpdateSparse(mjtNum* mat, const mjtNum* x, int n, int flg_plus, const int* rownnz, const int* rowadr, const int* colind, int x_nnz, const int* x_ind, mjData* d); // band-dense Cholesky decomposition // returns minimum value in the factorized diagonal, or 0 if rank-deficient // mat has (ntotal-ndense) x nband + ndense x ntotal elements // the first (ntotal-ndense) x nband store the band part, left of diagonal, inclusive // the second ndense x ntotal store the band part as entire dense rows // add diagadd+diagmul*mat_ii to diagonal before factorization MJAPI mjtNum mju_cholFactorBand(mjtNum* mat, int ntotal, int nband, int ndense, mjtNum diagadd, mjtNum diagmul); // solve (mat*mat')*res = vec with band-Cholesky decomposition MJAPI void mju_cholSolveBand(mjtNum* res, const mjtNum* mat, const mjtNum* vec, int ntotal, int nband, int ndense); // convert banded matrix to dense matrix, fill upper triangle if flg_sym>0 MJAPI void mju_band2Dense(mjtNum* res, const mjtNum* mat, int ntotal, int nband, int ndense, mjtByte flg_sym); // convert dense matrix to banded matrix MJAPI void mju_dense2Band(mjtNum* res, const mjtNum* mat, int ntotal, int nband, int ndense); // multiply band-diagonal matrix with vector, include upper triangle if flg_sym>0 MJAPI void mju_bandMulMatVec(mjtNum* res, const mjtNum* mat, const mjtNum* vec, int ntotal, int nband, int ndense, int nvec, mjtByte flg_sym); // address of diagonal element i in band-dense matrix representation MJAPI int mju_bandDiag(int i, int ntotal, int nband, int ndense); // sparse reverse-order LU factorization, assume tree topology (only dofs in index, if given) // LU = L + U; original = (U+I) * L; scratch is size n void mju_factorLUSparse(mjtNum *LU, int n, int* scratch, const int *rownnz, const int *rowadr, const int *colind, const int *index); // solve mat*res=vec given LU factorization of mat (only dofs in index, if given) void mju_solveLUSparse(mjtNum *res, const mjtNum *LU, const mjtNum* vec, int n, const int *rownnz, const int *rowadr, const int* diag, const int *colind, const int *index); // solve 3x3 linear system A*x = b using Gaussian elimination void mju_solve3(mjtNum x[3], const mjtNum A[9], const mjtNum b[3]); // eigenvalue decomposition of symmetric 3x3 matrix MJAPI int mju_eig3(mjtNum eigval[3], mjtNum eigvec[9], mjtNum quat[4], const mjtNum mat[9]); // solve QCQP in 2 dimensions: // min 0.5*x'*A*x + x'*b s.t. sum (xi/di)^2 <= r^2 // return 0 if unconstrained, 1 if constrained MJAPI int mju_QCQP2(mjtNum* res, const mjtNum* Ain, const mjtNum* bin, const mjtNum* d, mjtNum r); // solve QCQP in 3 dimensions: // min 0.5*x'*A*x + x'*b s.t. sum (xi/di)^2 <= r^2 // return 0 if unconstrained, 1 if constrained MJAPI int mju_QCQP3(mjtNum* res, const mjtNum* Ain, const mjtNum* bin, const mjtNum* d, mjtNum r); // solve QCQP in n<=5 dimensions: // min 0.5*x'*A*x + x'*b s.t. sum (xi/di)^2 <= r^2 // return 0 if unconstrained, 1 if constrained int mju_QCQP(mjtNum* res, const mjtNum* Ain, const mjtNum* bin, const mjtNum* d, mjtNum r, int n); // solve box-constrained Quadratic Program // min 0.5*x'*H*x + x'*g s.t. lower <= x <=upper // return rank of unconstrained subspace or -1 on failure MJAPI int mju_boxQP(mjtNum* res, mjtNum* R, int* index, const mjtNum* H, const mjtNum* g, int n, const mjtNum* lower, const mjtNum* upper); // allocate memory for box-constrained Quadratic Program MJAPI void mju_boxQPmalloc(mjtNum** res, mjtNum** R, int** index, mjtNum** H, mjtNum** g, int n, mjtNum** lower, mjtNum** upper); // minimize 0.5*x'*H*x + x'*g s.t. lower <= x <=upper, explicit options (see implementation) MJAPI int mju_boxQPoption(mjtNum* res, mjtNum* R, int* index, const mjtNum* H, const mjtNum* g, int n, const mjtNum* lower, const mjtNum* upper, int maxiter, mjtNum mingrad, mjtNum backtrack, mjtNum minstep, mjtNum armijo, char* log, int logsz); #ifdef __cplusplus } #endif #endif // MUJOCO_SRC_ENGINE_ENGINE_UTIL_SOLVE_H_