dense-riccati.hpp

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#pragma once
 
#include "riccati-base.hpp"
#include "dense-kernel.hpp"
 
namespace aligator::gar {

template <typename _Scalar>
class RiccatiSolverDense : public RiccatiSolverBase<_Scalar> {
public:
  using Scalar = _Scalar;
  ALIGATOR_DYNAMIC_TYPEDEFS_WITH_ROW_TYPES(Scalar);
  using Base = RiccatiSolverBase<Scalar>;
  using BlkMat44 = BlkMatrix<MatrixXs, 4, 4>;
  using BlkRowMat41 = BlkMatrix<RowMatrixXs, 4, 1>;
  using BlkVec4 = BlkMatrix<VectorXs, 4, 1>;
  using KnotType = LqrKnotTpl<Scalar>;
  using Kernel = DenseKernel<Scalar>;
  using Data = typename Kernel::Data;
 
  std::vector<Data> stage_factors;
  std::vector<MatrixXs> Pxx;
  std::vector<MatrixXs> Pxt;
  std::vector<MatrixXs> Ptt;
  std::vector<VectorXs> px;
  std::vector<VectorXs> pt;
  struct {
    BlkMatrix<MatrixXs, 2, 2> mat;
    BlkMatrix<VectorXs, 2, 1> ff;
    BlkMatrix<MatrixXs, 2, 1> fth; // parametric rhs
    BunchKaufman<MatrixXs> ldl;
  } kkt0;
  VectorXs thGrad;
  MatrixXs thHess;
 
  explicit RiccatiSolverDense(const LqrProblemTpl<Scalar> &problem);
 
  bool backward(const Scalar mueq);
 
  bool forward(std::vector<VectorXs> &xs, std::vector<VectorXs> &us,
               std::vector<VectorXs> &vs, std::vector<VectorXs> &lbdas,
               const std::optional<ConstVectorRef> &theta = std::nullopt) const;
 
  void cycleAppend(const KnotType &knot);
  VectorRef getFeedforward(size_t i) { return stage_factors[i].ff; }
  RowMatrixRef getFeedback(size_t i) { return stage_factors[i].fb; }
 
protected:
  const LqrProblemTpl<Scalar> *problem_;
};
 
#ifdef ALIGATOR_ENABLE_TEMPLATE_INSTANTIATION
extern template class RiccatiSolverDense<context::Scalar>;
#endif
} // namespace aligator::gar