QPALM
A proximal augmented Lagrangian method for QPs.
lin_alg.h File Reference

Linear algebra with vectors. More...

#include "types.h"
#include "solver_interface.h"

Go to the source code of this file.

Functions

Vector functions
c_float * vec_copy (const c_float *a, size_t n)
 Copy vector a into output. More...
 
void prea_vec_copy (const c_float *a, c_float *b, size_t n)
 Copy vector a into preallocated vector b. More...
 
void prea_int_vec_copy (const c_int *a, c_int *b, size_t n)
 Copy integer vector a into preallocated vector b. More...
 
void vec_set_scalar (c_float *a, c_float sc, size_t n)
 Fill float vector with a scalar value. More...
 
void vec_set_scalar_int (c_int *a, c_int sc, size_t n)
 Fill int vector with a scalar value. More...
 
void vec_self_mult_scalar (c_float *a, c_float sc, size_t n)
 Mulitply vector with a constant scale factor. More...
 
void vec_mult_scalar (const c_float *a, c_float sc, c_float *b, size_t n)
 Mulitply vector with a constant scale factor and store in a different vector. More...
 
c_float vec_prod (const c_float *a, const c_float *b, size_t n)
 Inner product between two vectors, $a^T \cdot b$. More...
 
c_float vec_norm_two (const c_float *a, size_t n)
 2-norm of a vector, $\|a\|_2$. More...
 
c_float vec_norm_inf (const c_float *a, size_t n)
 Infinity norm of a vector, $\|a\|_\infty$. More...
 
void vec_add_scaled (const c_float *a, const c_float *b, c_float *c, c_float sc, size_t n)
 Scaled addition of one vector to another vector, $c_i = a_i + sc\cdot b_i$. More...
 
void vec_mult_add_scaled (c_float *a, const c_float *b, c_float sc1, c_float sc2, size_t n)
 Scaled addition of one vector to another vector, both being scaled, $a_i = sc1\cdot a_i + sc2\cdot b_i$. More...
 
void vec_ew_recipr (const c_float *a, c_float *b, size_t n)
 Elementwise reciprocal $b_i = 1/a_i$. More...
 
void vec_ew_max_vec (const c_float *a, const c_float *b, c_float *c, size_t n)
 Elementwise maximum between vectors, $c_i = \textrm{max}(a_i, b_i)$. More...
 
void vec_ew_min_vec (const c_float *a, const c_float *b, c_float *c, size_t n)
 Elementwise minimum between vectors, $c_i = \textrm{min}(a_i, b_i)$. More...
 
void vec_ew_mid_vec (const c_float *a, const c_float *bmin, const c_float *bmax, c_float *c, size_t n)
 Elementwise mid between vectors, $c_i = \textrm{max}(b_{\textrm{min},i}, \textrm{min}(a_i, b_{\textrm{max},i}))$. More...
 
void vec_ew_prod (const c_float *a, const c_float *b, c_float *c, size_t n)
 Elementwise product, $c_i = a_i\cdot b_i$. More...
 
void vec_ew_div (const c_float *a, const c_float *b, c_float *c, size_t n)
 Elementwise division, $c_i = a_i/b_i$. More...
 
void vec_ew_sqrt (const c_float *a, c_float *b, size_t n)
 Elementwise square root, $b_i = \sqrt{a_i}$. More...
 

Detailed Description

Linear algebra with vectors.

Author
Ben Hermans

Common operations, such as vector products, infinity norm, elementwise add/product/division/max etc. are included in this file.

Function Documentation

◆ prea_int_vec_copy()

void prea_int_vec_copy ( const c_int *  a,
c_int *  b,
size_t  n 
)

Copy integer vector a into preallocated vector b.

Parameters
aInput vector
bOutput vector
nVector length

◆ prea_vec_copy()

void prea_vec_copy ( const c_float *  a,
c_float *  b,
size_t  n 
)

Copy vector a into preallocated vector b.

Parameters
aInput vector
bOutput vector
nVector length

◆ vec_add_scaled()

void vec_add_scaled ( const c_float *  a,
const c_float *  b,
c_float *  c,
c_float  sc,
size_t  n 
)

Scaled addition of one vector to another vector, $c_i = a_i + sc\cdot b_i$.

Parameters
aInput vector
bInput vector
cOutput vector
scScaling value
nVector length

◆ vec_copy()

c_float* vec_copy ( const c_float *  a,
size_t  n 
)

Copy vector a into output.

Warning
This function uses malloc.
Parameters
aVector
nVector length
Returns
Copy of a

◆ vec_ew_div()

void vec_ew_div ( const c_float *  a,
const c_float *  b,
c_float *  c,
size_t  n 
)

Elementwise division, $c_i = a_i/b_i$.

Parameters
aInput vector
bInput vector
cOutput vector
nVector length

◆ vec_ew_max_vec()

void vec_ew_max_vec ( const c_float *  a,
const c_float *  b,
c_float *  c,
size_t  n 
)

Elementwise maximum between vectors, $c_i = \textrm{max}(a_i, b_i)$.

Parameters
aInput vector
bInput vector
cOutput vector
nVector length

◆ vec_ew_mid_vec()

void vec_ew_mid_vec ( const c_float *  a,
const c_float *  bmin,
const c_float *  bmax,
c_float *  c,
size_t  n 
)

Elementwise mid between vectors, $c_i = \textrm{max}(b_{\textrm{min},i}, \textrm{min}(a_i, b_{\textrm{max},i}))$.

Parameters
aInput vector
bminLower bounds
bmaxUpper bounds
cOutput vector
nVector length

◆ vec_ew_min_vec()

void vec_ew_min_vec ( const c_float *  a,
const c_float *  b,
c_float *  c,
size_t  n 
)

Elementwise minimum between vectors, $c_i = \textrm{min}(a_i, b_i)$.

Parameters
aInput vector
bInput vector
cOutput vector
nVector length

◆ vec_ew_prod()

void vec_ew_prod ( const c_float *  a,
const c_float *  b,
c_float *  c,
size_t  n 
)

Elementwise product, $c_i = a_i\cdot b_i$.

Parameters
aInput vector
bInput vector
cOutput vector
nVector length

◆ vec_ew_recipr()

void vec_ew_recipr ( const c_float *  a,
c_float *  b,
size_t  n 
)

Elementwise reciprocal $b_i = 1/a_i$.

This function is used in scaling.

Parameters
aInput vector
bOutput vector
nVector length

◆ vec_ew_sqrt()

void vec_ew_sqrt ( const c_float *  a,
c_float *  b,
size_t  n 
)

Elementwise square root, $b_i = \sqrt{a_i}$.

Parameters
aInput vector
bOutput vector
nVector length

◆ vec_mult_add_scaled()

void vec_mult_add_scaled ( c_float *  a,
const c_float *  b,
c_float  sc1,
c_float  sc2,
size_t  n 
)

Scaled addition of one vector to another vector, both being scaled, $a_i = sc1\cdot a_i + sc2\cdot b_i$.

Parameters
aInput and Output vector
bInput vector
sc1Scaling value for a
sc2Scaling value for b
nVector length

◆ vec_mult_scalar()

void vec_mult_scalar ( const c_float *  a,
c_float  sc,
c_float *  b,
size_t  n 
)

Mulitply vector with a constant scale factor and store in a different vector.

Parameters
aInput vector
scValue
bOutput vector
nVector length

◆ vec_norm_inf()

c_float vec_norm_inf ( const c_float *  a,
size_t  n 
)

Infinity norm of a vector, $\|a\|_\infty$.

Parameters
aVector
nVector length
Returns
Infinity norm of a

◆ vec_norm_two()

c_float vec_norm_two ( const c_float *  a,
size_t  n 
)

2-norm of a vector, $\|a\|_2$.

Parameters
aVector
nVector length
Returns
2-norm of a

◆ vec_prod()

c_float vec_prod ( const c_float *  a,
const c_float *  b,
size_t  n 
)

Inner product between two vectors, $a^T \cdot b$.

Parameters
aVector
bVector
nVector length
Returns
Result of the inner product

◆ vec_self_mult_scalar()

void vec_self_mult_scalar ( c_float *  a,
c_float  sc,
size_t  n 
)

Mulitply vector with a constant scale factor.

Parameters
aVector
scValue
nVector length

◆ vec_set_scalar()

void vec_set_scalar ( c_float *  a,
c_float  sc,
size_t  n 
)

Fill float vector with a scalar value.

Parameters
aVector
scValue
nVector length

◆ vec_set_scalar_int()

void vec_set_scalar_int ( c_int *  a,
c_int  sc,
size_t  n 
)

Fill int vector with a scalar value.

Parameters
aVector
scValue
nVector length
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