cholmod-solver.hpp

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#pragma once
 
#ifdef ALIGATOR_WITH_CHOLMOD
#include <Eigen/CholmodSupport>
 
#include "lqr-problem.hpp"
#include "aligator/context.hpp"
 
namespace aligator::gar {
 
template <typename _Scalar> class CholmodLqSolver {
public:
  using Scalar = _Scalar;
  ALIGATOR_DYNAMIC_TYPEDEFS(Scalar);
  using Problem = LQRProblemTpl<Scalar>;
  using SparseType = Eigen::SparseMatrix<Scalar>;
  using Triplet = Eigen::Triplet<Scalar>;
 
  explicit CholmodLqSolver(const Problem &problem, uint numRefinementSteps = 1);
 
  bool backward(const Scalar mudyn, const Scalar mueq);
 
  bool forward(std::vector<VectorXs> &xs, std::vector<VectorXs> &us,
               std::vector<VectorXs> &vs, std::vector<VectorXs> &lbdas) const;
 
  inline Scalar computeSparseResidual() const {
    kktResidual = kktRhs;
    kktResidual.noalias() += kktMatrix * kktSol;
    return math::infty_norm(kktResidual);
  }
 
  SparseType kktMatrix;
  VectorXs kktRhs;
  mutable VectorXs kktResidual;
  mutable VectorXs kktSol;
  Eigen::CholmodSimplicialLDLT<SparseType> cholmod;
  uint numRefinementSteps;
 
protected:
  const Problem *problem_;
};
 
#ifdef ALIGATOR_ENABLE_TEMPLATE_INSTANTIATION
extern template class CholmodLqSolver<context::Scalar>;
#endif
 
} // namespace aligator::gar
#endif