siconos.numerics

Contents

siconos.numerics#

Module documentation

A collection of low-level algorithms for solving basic algebra and optimization problem arising in the simulation of nonsmooth dynamical systems.

Example of usage:

>>> import siconos.numerics as sn
>>> help(sn.LCP)
siconos.numerics.linearComplementarity_driver(problem, z, w, options)[source]#

General interface to solvers for Linear Complementarity Problems

Parameters:
  • problem (LinearComplementarityProblem, in) – the LinearComplementarityProblem structure which handles the problem (M,q)

  • z (float, in/out) – a n-vector of doubles which contains the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which contains the solution of the problem.

  • options (SolverOptions, in/out) – structure used to define the solver(s) and their parameters

Return type:

int

Returns:

info termination value - 0 : successful - >0 : otherwise see each solver for more information about the log info

siconos.numerics.mlcp_driver(problem, z, w, options)[source]#

General interface to solver for MLCP problems

Parameters:
  • problem (MixedLinearComplementarityProblem, in) – the MixedLinearComplementarityProblem structure which handles the problem (M,q)

  • z (float, in/out) – a m+n-vector of doubles which contains the solution of the problem.

  • w (float, in/out) – a m+n-vector of doubles which contains the solution of the problem.

  • options (SolverOptions, in/out) – structure used to define the solver(s) and their parameters

Return type:

int

Returns:

info termination value,

  • 0 : successful

  • >0 : otherwise see each solver for more information about the log info

TODO: Sizing the regularization parameter and apply it only on null diagnal term

siconos.numerics.fc2d_driver(problem, reaction, velocity, options)[source]#

General interface to solvers for friction-contact 2D problem

Parameters:
  • problem (FrictionContactProblem, in) – the structure which handles the Friction-Contact problem

  • reaction (float, in/out) – global vector (n)

  • velocity (float, in/out) – global vector (n)

  • options (SolverOptions, in/out) – structure used to define the solver(s) and their parameters

Return type:

int

Returns:

result (0 if successful otherwise 1).

siconos.numerics.fc3d_driver(problem, reaction, velocity, options)[source]#

General interface to solvers for friction-contact 3D problem

Parameters:
  • problem (FrictionContactProblem, in) – the structure which handles the Friction-Contact problem

  • reaction (float, in/out) – global vector (n)

  • velocity (float, in/out) – global vector (n)

  • options (SolverOptions, in/out) – structure used to define the solver(s) and their parameters

Return type:

int

Returns:

result (0 if successful otherwise 1).

siconos.numerics.rolling_fc3d_driver(problem, reaction, velocity, options)[source]#

General interface to solvers for rolling friction-contact 3D problem

Parameters:
  • problem (RollingFrictionContactProblem, in) – the structure which handles the Friction-Contact problem

  • reaction (float, in/out) – global vector (n)

  • velocity (float, in/out) – global vector (n)

  • options (SolverOptions, in/out) – structure used to define the solver(s) and their parameters

Return type:

int

Returns:

result (0 if successful otherwise 1).

siconos.numerics.rolling_fc2d_driver(problem, reaction, velocity, options)[source]#

General interface to solvers for rolling friction-contact 2D problem

Parameters:
  • problem (RollingFrictionContactProblem, in) – the structure which handles the Friction-Contact problem

  • reaction (float, in/out) – global vector (n)

  • velocity (float, in/out) – global vector (n)

  • options (SolverOptions, in/out) – structure used to define the solver(s) and their parameters

Return type:

int

Returns:

result (0 if successful otherwise 1).

siconos.numerics.gfc2d_driver(problem, reaction, velocity, globalVelocity, options)[source]#

General interface to solvers for global friction-contact 2D problem

Parameters:
  • problem (GlobalFrictionContactProblem, in) – the structure which handles the Friction-Contact problem

  • reaction (float, in/out) – global vector (n)

  • velocity (float, in/out) – global vector (n)

  • globalVelocity (float, in/out) – global vector

  • options (SolverOptions, in/out) – structure used to define the solver(s) and their parameters

Return type:

int

Returns:

result (0 if successful otherwise 1).

siconos.numerics.gfc3d_driver(problem, reaction, velocity, globalVelocity, options)[source]#

General interface to solvers for global friction-contact 3D problem

Parameters:
  • problem (GlobalFrictionContactProblem, in) – the structure which handles the Friction-Contact problem

  • reaction (float, in/out) – global vector (n)

  • velocity (float, in/out) – global vector (n)

  • globalVelocity (float, in/out) – global vector

  • options (SolverOptions, in/out) – structure used to define the solver(s) and their parameters

Return type:

int

Returns:

result (0 if successful otherwise 1).

siconos.numerics.g_rolling_fc3d_driver(problem, reaction, velocity, globalVelocity, options)[source]#

General interface to solvers for global rolling friction-contact 3D problem

Parameters:
  • problem (GlobalRollingFrictionContactProblem, in) – the structure which handles the Friction-Contact problem

  • reaction (float, in/out) – global vector (n)

  • velocity (float, in/out) – global vector (n)

  • options (SolverOptions, in/out) – structure used to define the solver(s) and their parameters

Return type:

int

Returns:

result (0 if successful otherwise 1).

siconos.numerics.variationalInequality_driver(problem, x, w, options)[source]#

General interface to solvers for friction-contact 3D problem

Parameters:
  • problem (VariationalInequality, in) – the structure which handles the Friction-Contact problem

  • x (float, in/out) – global vector (n)

  • w (float, in/out) – global vector (n)

  • options (SolverOptions, in/out) – structure used to define the solver(s) and their parameters

Return type:

int

Returns:

result (0 if successful otherwise 1).

siconos.numerics.avi_driver(problem, z, w, options)[source]#

General interface to solvers for Affine Variational Inequalities (AVI)

Parameters:
  • problem (AffineVariationalInequalities, in) – the AffineVariationalInequalities structure which handles the problem (M,q)

  • z (float, in/out) – a n-vector of doubles which contains the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which contains the solution of the problem.

  • options (SolverOptions, in/out) – structure used to define the solver(s) and their parameters

Return type:

int

Returns:

info termination value - 0 : successful - >0 : otherwise see each solver for more information about the log info

siconos.numerics.mcp_old_driver(problem, z, w, options)[source]#

General interface to solver for MCP problems

Parameters:
  • problem (MixedComplementarityProblem_old, in) – the MixedComplementarityProblem_old structure which handles the problem

  • z (float, in/out) – a m+n-vector of doubles which contains the solution of the problem.

  • w (float, in/out) – a m+n-vector of doubles which contains the solution of the problem.

  • options (SolverOptions, in/out) – structure used to define the solver(s) and its(their) parameters

Return type:

int

Returns:

info termination value 0 : successful, else error.

siconos.numerics.mcp_driver(problem, z, w, options)[source]#

General interface to solver for MCP problems – new version

Parameters:
  • problem (MixedComplementarityProblem, in) – the MixedComplementarityProblem structure which handles the problem

  • z (float, in/out) – a m+n-vector of doubles which contains the solution of the problem.

  • w (float, in/out) – a m+n-vector of doubles which contains the solution of the problem.

  • options (SolverOptions, in/out) – structure used to define the solver(s) and its(their) parameters

Return type:

int

Returns:

info termination value 0 : successful, else error.

siconos.numerics.ncp_driver(problem, z, F, options)[source]#

General interface to solver for NCP problems

Parameters:
  • problem (NonlinearComplementarityProblem, in) – the NonlinearComplementarityProblem structure which handles the problem

  • z (float, in/out) – a n-vector of doubles which contains the solution of the problem.

  • F (float, in/out) – a n-vector of doubles which contains value of the function evaluated at the solution of the problem.

  • options (SolverOptions, in/out) – structure used to define the solver(s) and its(their) parameters

Return type:

int

Returns:

info termination value 0 : successful, else error

siconos.numerics.soclcp_driver(problem, r, v, options)[source]#

General interface to solvers for SOCLCP problem

Parameters:
Return type:

int

Returns:

result (0 if successful otherwise 1).

siconos.numerics.fc3d_LmgcDriver(reaction, velocity, q, mu, W, row, column, nc, nb, solver_id, tolerance, itermax, verbose, outputFile, freq_output, ndof)[source]#

LMGC interface to solvers for friction-contact 3D problem

Parameters:
  • reaction (float, in/out) – global vector (nc*3)

  • velocity (float, in/out) – global vector (nc*3)

  • q (float, in) – global vector (nc*3)

  • mu (float, in) – global vector (nc)

  • W (float, in) – the block matrix in coordinate format

  • row (int, in) – block row indices

  • column (int, in) – block column indices

  • nc (int, in) – number of contacts

  • nb (int, in) – number of blocks

  • solver_id (int, in) – id an int to be mapped to actual solver in Numerics

  • tolerance (float, in) – threshold used to validate the solution: if the error is less than this value, the solution is accepted

  • itermax (int, in) – the maximum number of iteration

  • verbose (int, in) – level 0 : nothing, 1: mid level 2: high level

  • outputFile (int, in) – outputFile option 0 : nothing 1 : dat file 2: FCLIB HDF5 file if FCLIB is found

  • freq_output (int, in) –

  • ndof (int, in) – the numbe of dof in the dynamical systems involved in contact (for output in file.)

Return type:

int

Returns:

result (0 if successful otherwise 1).

siconos.numerics.gfc3d_LmgcDriver(reaction, velocity, globalVelocity, q, b, mu, Mdata, nzM, rowM, colM, Hdata, nzH, rowH, colH, n, nc, solver_id, isize, iparam, dsize, dparam, verbose, outputFile, freq_output)[source]#

LMGC interface to solvers for global friction-contact 3D problem

Parameters:
  • reaction (float, in/out) – global vector (nc*3)

  • velocity (float, in/out) – global vector (nc*3)

  • globalVelocity (float, in/out) – global velocity vector (n)

  • q (float, in) – global vector (n)

  • b (float, in) – global vector (nc*3)

  • mu (float, in) – global vector (nc)

  • Mdata (float, in) – the sparse matrix in coordinate format

  • nzM (int, in) – number of non zeros in Mdata

  • rowM (int, in) – row indices of M

  • colM (int, in) – column indices of M

  • Hdata (float, in) – the sparse matrix in coordinate format

  • nzH (int, in) – number of non zeros in Hdata

  • rowH (int, in) – row indices of H

  • colH (int, in) – column indices of H

  • n (int, in) – size of global velocity

  • nc (int, in) – number of contacts

  • solver_id (int, in) – id an int to be mapped to actual solver in Numerics

  • isize (int, in) – sive of integer parameters array

  • iparam (int, in) – integer parameters array

  • dsize (int, in) – sive of double parameters array

  • dparam (float, in) – double parameters array

  • verbose (int, in) – level 0 : nothing, 1: mid level 2: high level

  • outputFile (int, in) – outputFile option 0 : nothing 1 : C file , 1 : dat file 3: FCLIB HDF5 file if FCLIB is found

  • freq_output (int, in) –

Return type:

int

Returns:

result (0 if successful otherwise 1).

siconos.numerics.relay_driver(problem, z, w, options)[source]#

General interface to solver for relay problems

Parameters:
  • problem (RelayProblem, in) – the RelayProblem structure which handles the problem (M,q)

  • z (float, in/out) – a n-vector of doubles which contains the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which contains the solution of the problem.

  • options (SolverOptions, in/out) – structure used to define the solver(s) and its (their) parameters

Return type:

int

Returns:

info termination value

  • 0 : successful

  • >0 : otherwise see each solver for more information about the log info

class siconos.numerics.Callback[source]#

Bases: object

Structure used to store user callbacks inside solvers

property env#

general user environment

property collectStatsIteration#

pointer on a function Its signature is: user env, problem size, reaction, velocity, error at end of solver iteration (when this makes sense) and an extra data structure

class siconos.numerics.SolverOptions(*args)[source]#

Bases: object

Structure used to send options (name, parameters and so on) to a specific solver (mainly from Kernel to Numerics).

Creation, update and destruction:

  • solver_options_create()

  • solver_options_update_internal()

  • solver_options_delete()

Details in users’guide.

property solverId#

id number of the solver.

property isSet#

true(1) if the structure is ready to be used by a numerics driver.

property iSize#

iSize size of vector iparam

property iparam#

list of solver parameters (integer type); Check solvers doc for details.

property dSize#

size of vector dparam

property dparam#

list of solver parameters (double type); Check solvers doc for details.

property filterOn#

if true (1), check solution validity after the driver call. Default = 1. For example if filterOn = 1 for a LCP, lcp_compute_error() will be called at the end of the process).

property dWorkSize#

size of double type internal work array.

property dWork#

internal (double type) work array.

property iWorkSize#

size of integer type internal work array.

property iWork#

internal (integer type) work array.

property numberOfInternalSolvers#

the number of internal or local ‘sub-solvers’ used by the solver (size of internalSolvers) .

property internalSolvers#

list of internal solver options

property callback#

pointer to user-defined callback

property solverParameters#

additional parameters specific to the solver (GAMS and NewtonMethod only)

property solverData#

additional data specific to the solver

siconos.numerics.SICONOS_ERROR_FULL_EVALUATION = 0#

Complete error computation, including v computation

siconos.numerics.SICONOS_ERROR_LIGHT_EVALUATION = 1#

Light error computation with incremental values on r verification of absolute error at the end

siconos.numerics.SICONOS_ERROR_LIGHT_EVALUATION_NO_UPDATE = 2#

only light error computation, do not update v unknown)

siconos.numerics.solver_options_print(options)[source]#

screen display of solver parameters

Parameters:

options (SolverOptions) – the structure to be displayed

siconos.numerics.solver_options_delete(options)[source]#

Clear and free all pointer members of the structure, then release memory

Parameters:

options (SolverOptions) – the structure to be cleared.

siconos.numerics.solver_options_create(solverId)[source]#

Create and initialize a SolverOptions struct: allocate internal memories, set default values depending on the id.

Parameters:

id – solver id number It must belong to one of the available ids defined for each formulation, see users’guide for details

Return type:

SolverOptions

Returns:

a pointer to options set, ready to use by a driver.

siconos.numerics.solver_options_copy(source)[source]#

Copy an existing set of options, to create a new one. Warning : callback, solverData and solverParameters of the new structure are pointer links to those of the original one!

Parameters:

source (SolverOptions) – an existing solver options structure

Return type:

SolverOptions

Returns:

a pointer to options set, ready to use by a driver.

siconos.numerics.solver_options_update_internal(parent, internal_solver_number, solver_id)[source]#

Change one of the internal solver of a previously defined SolverOptions set. Allocate internal memories and set default values for the internal solver. Warning : the actual internal solver in position internal_solver_number and all its content will be destroyed and replaced by a new one.

Parameters:
  • parent (SolverOptions) – the top-level SolverOptions which contains the internal solver to be updated

  • internal_solver_number (int) – number of the internal solver to be update (warning : this is the position in the list of internal solvers, not the id!)

  • solver_id (int) – id number of the new internal solver to be created/updated

siconos.numerics.solver_options_name_to_id(pName)[source]#

return the id of a solver based on its name

Parameters:

pName (string) – the name of the solver

Return type:

int

Returns:

the id of the solver or 0 if it failed

siconos.numerics.solver_options_id_to_name(Id)[source]#

return the name of a solver given its id

Parameters:

Id (int) – the id of the solver

Return type:

string

Returns:

the name of the solver

siconos.numerics.solver_options_get_internal_solver(options, n)[source]#

return the internal solver options set

Parameters:
  • options (SolverOptions) – parent options

  • number – of the targeted solver

Return type:

SolverOptions

Returns:

a pointer to the internal solver options set

siconos.numerics.solver_options_set_internal_solver(options, n, NSO)[source]#

set internal solver

Parameters:
  • options (SolverOptions) – parent options

  • number – of the targeted solver

  • the – solver options to be used as internal solver number n

siconos.numerics.numerics_error(*args)[source]#
check IO

msg output and exit with error

Parameters:
  • fn_name (string) – name of the function where error occurs

  • msg (string) – formatted output msg

siconos.numerics.numerics_error_nonfatal(*args)[source]#

log error message without exit

Parameters:
  • fn_name (string) – name of the function where the error occurs

  • msg (string) – formatted output message

siconos.numerics.numerics_warning(*args)[source]#

log warning

Parameters:
  • fn_name (string) – name of the function where warning occurs

  • msg (string) – formatted output message

siconos.numerics.numerics_printf(*args)[source]#

log message (if verbosity is on)

Parameters:

fmt (string) – formatted output message

siconos.numerics.numerics_printf_verbose(*args)[source]#

log message if verbose is non null

Parameters:
  • verbose (int) – log message is non null

  • fmt (string) – formatted output message

class siconos.numerics.CSparseMatrix_factors[source]#

Bases: object

Information used and produced by CSparse for an LU factorization

property n#

size of linear system

property S#

symbolic analysis

property N#

numerics factorization

siconos.numerics.CSparseMatrix_lu_factorization(order, A, tol, cs_lu_A)[source]#

compute a LU factorization of A and store it in a workspace

Parameters:
  • order (int) – control if ordering is used

  • A (CSparseMatrix) – the sparse matrix

  • tol (float) – the tolerance

  • cs_lu_A (CSparseMatrix_factors) – the parameter structure that eventually holds the factors

Return type:

int

Returns:

1 if the factorization was successful, 1 otherwise

siconos.numerics.CSparseMatrix_chol_factorization(order, A, cs_chol_A)[source]#

compute a Cholesky factorization of A and store it in a workspace

Parameters:
  • order (int) – control if ordering is used

  • A (CSparseMatrix) – the sparse matrix

  • cs_chol_A (CSparseMatrix_factors) – the parameter structure that eventually holds the factors

Return type:

int

Returns:

1 if the factorization was successful, 1 otherwise

siconos.numerics.CSparseMatrix_ldlt_factorization(order, A, cs_ldlt_A)[source]#

compute a LDLT factorization of A and store it in a workspace

Parameters:
  • order (int) – control if ordering is used

  • A (CSparseMatrix) – the sparse matrix

  • cs_ldlt_A (CSparseMatrix_factors) – the parameter structure that eventually holds the factors

Return type:

int

Returns:

1 if the factorization was successful, 1 otherwise

siconos.numerics.CSparseMatrix_solve(cs_lu_A, x, b)[source]#

reuse a LU factorization (stored in the cs_lu_A) to solve a linear system Ax = b

Parameters:
  • cs_lu_A (CSparseMatrix_factors) – contains the LU factors of A, permutation information

  • x (float) – workspace

  • b (float, in/out) – on input RHS of the linear system; on output the solution

Return type:

int

Returns:

0 if failed, 1 otherwise

siconos.numerics.CSparseMatrix_spsolve(cs_lu_A, X, B)[source]#

reuse a LU factorization (stored in the cs_lu_A) to solve a linear system Ax = B with a sparse r.h.s

Parameters:
  • cs_lu_A (CSparseMatrix_factors) – contains the LU factors of A, permutation information

  • X (CSparseMatrix) – a csc sparse matrix workspace

  • B (CSparseMatrix, in/out) – on input sparse RHS of the linear system; on output the solution

Return type:

int

Returns:

0 if failed, 1 otherwise

siconos.numerics.CSparseMatrix_chol_solve(cs_chol_A, x, b)[source]#

reuse a Cholesky factorization (stored in the cs_chol_A) to solve a linear system Ax = b

Parameters:
  • cs_chol_A (CSparseMatrix_factors) – contains the Cholesky factors of A, permutation information

  • x (float) – workspace

  • b (float, in/out) – on input RHS of the linear system; on output the solution

Return type:

int

Returns:

0 if failed, 1 otherwise

siconos.numerics.CSparseMatrix_chol_spsolve(cs_chol_A, X, B)[source]#

reuse a Cholesky factorization (stored in the cs_chol_A) to solve a linear system Ax = B with a sparse r.h.s

Parameters:
  • cs_chol_A (CSparseMatrix_factors) – contains the Cholesky factors of A, permutation information

  • X (CSparseMatrix) – a csc sparse matrix workspace

  • b – on input sparse RHS of the linear system; on output the solution

Return type:

int

Returns:

0 if failed, 1 otherwise

siconos.numerics.CSparseMatrix_ldlt_solve(cs_ldlt_A, x, b)[source]#

reuse a LDLT factorization (stored in the cs_ldlt_A) to solve a linear system Ax = b

Parameters:
  • cs_ldlt_A (CSparseMatrix_factors) – contains the LDLT factors of A, permutation information

  • x (float) – workspace

  • b (float, in/out) – on input RHS of the linear system; on output the solution

Return type:

int

Returns:

0 if failed, 1 otherwise

siconos.numerics.CSparseMatrix_free_lu_factors(cs_lu_A)[source]#

Free a workspace related to a LU factorization

Parameters:

cs_lu_A (CSparseMatrix_factors) – the structure to free

siconos.numerics.CSparseMatrix_aaxpby(alpha, A, x, beta, y)[source]#

Matrix vector multiplication : y = alpha*A*x+beta*y

Parameters:
  • alpha (float, in) – matrix coefficient

  • A (CSparseMatrix, in) – the sparse matrix

  • x (float, in) – pointer on a dense vector of size A->n

  • beta (float, in) – vector coefficient

  • out] – y pointer on a dense vector of size A->n

Return type:

int

Returns:

0 if A x or y is NULL else 1

siconos.numerics.CSparseMatrix_alloc_for_copy(m)[source]#

Allocate a CSparse matrix for future copy (as in NSM_copy)

Parameters:

m (CSparseMatrix) – the matrix used as model

Return type:

CSparseMatrix

Returns:

an newly allocated matrix

siconos.numerics.CSparseMatrix_print(A, brief)[source]#

print a matrix to std output

Parameters:
  • A (CSparseMatrix) – matrix to print

  • brief (int) – if positive, print only a portion of the matrix

siconos.numerics.CSparseMatrix_print_in_file(A, brief, file)[source]#

print a matrix to a text file

Parameters:
  • A (CSparseMatrix) – matrix to print

  • brief (int) – if positive, print only a portion of the matrix

  • file (FILE) – file descriptor

siconos.numerics.CSparseMatrix_zentry(T, i, j, x, threshold)[source]#

Add an entry to a triplet matrix only if the absolute value is greater than threshold

Parameters:
  • T (CSparseMatrix) – the sparse matrix

  • i (int) – row index

  • j (int) – column index

  • x (float) – the value

Return type:

int

Returns:

integer value : 1 if the absolute value is less than DBL_EPSILON, otherwise the return value of cs_entry.

siconos.numerics.CSparseMatrix_symmetric_zentry(T, i, j, x, threshold)[source]#

Add an entry to a symmetric triplet matrix only if the absolute value is greater than threshold

Parameters:
  • T (CSparseMatrix) – the sparse matrix

  • i (int) – row index

  • j (int) – column index

  • x (float) – the value

Return type:

int

Returns:

integer value : 1 if the absolute value is less than DBL_EPSILON, otherwise the return value of cs_entry.

siconos.numerics.CSparseMatrix_entry(T, i, j, x)[source]#

Add an entry to a triplet matrix

Parameters:
  • T (CSparseMatrix) – the sparse matrix

  • i (int) – row index

  • j (int) – column index

  • x (float) – the value

siconos.numerics.CSparseMatrix_symmetric_entry(T, i, j, x)[source]#

Add an entry to a symmetric triplet matrix

Parameters:
  • T (CSparseMatrix) – the sparse matrix

  • i (int) – row index

  • j (int) – column index

  • x (float) – the value

siconos.numerics.CSparseMatrix_check_triplet(T)[source]#

Check if the given triplet matrix is properly constructed (col and row indices are correct)

Parameters:

T (CSparseMatrix) – the sparse matrix to check

Return type:

int

Returns:

0 if the matrix is fine, 1 otherwise

siconos.numerics.CSparseMatrix_check_csc(T)[source]#

Check if the given triplet matrix is properly constructed (col and row indices are correct)

Parameters:

T (CSparseMatrix) – the sparse matrix to check

Return type:

int

Returns:

0 if the matrix is fine, 1 otherwise

siconos.numerics.CSparseMatrix_spfree_on_stack(A)[source]#

Free space allocated for a SparseMatrix. note : cs_spfree also free the cs_struct this fails when the struct is allocated on the stack.

Parameters:

A (CSparseMatrix) – the sparse matrix

Return type:

CSparseMatrix

Returns:

NULL on success

siconos.numerics.CSparseMatrix_copy(A, B)[source]#

Copy a CSparseMatrix inside another CSparseMatrix. Reallocations are performed if B cannot hold a copy of A

Parameters:
  • A (CSparseMatrix, in) – a CSparseMatrix

  • B (CSparseMatrix, in/out) – a CSparseMatrix

siconos.numerics.CSparseMatrix_scal(alpha, A)[source]#

Multiply a matrix with a double alpha*A –> A

Parameters:
  • alpha (float) – the coefficient

  • A (CSparseMatrix) – the matrix

siconos.numerics.CSparseMatrix_get_value(A, i, j)[source]#

Return the element A(i,j)

Parameters:
  • A (CSparseMatrix) – the sparse matrix

  • i (int) – the row index

  • j (int) – the column index

siconos.numerics.CSparseMatrix_write_in_file_python(m, file)[source]#

print a matrix to a text file in pyhton format

Parameters:
  • m (CSparseMatrix) – matrix to print

  • file (FILE) – file descriptor

siconos.numerics.CSparseMatrix_max_by_columns(A, max)[source]#

Compute the max by columns of a sparse matrix

Parameters:
  • A (CSparseMatrix) – the sparse matrix

  • max (float) – the vector of maximum by columns

  • j – the column index

siconos.numerics.CSparseMatrix_max_abs_by_columns(A, max)[source]#

Compute the max in absolute value by columns of a sparse matrix

Parameters:
  • A (CSparseMatrix) – the sparse matrix

  • max (float) – the vector of maximum by columns

  • j – the column index

class siconos.numerics.SparseBlockStructuredMatrix[source]#

Bases: object

Structure to store sparse block matrices with square diagonal blocks.

Parameters:
  • nbblocks – the total number of non null blocks

  • **block

    : *block contains the double values of one block in Fortran storage (column by column) **block is the list of non null blocks

  • blocknumber0 – the first dimension of the block matrix (number of block rows)

  • blocknumber1 – the second dimension of the block matrix (number of block columns)

  • *blocksize0

    the list of sums of the number of rows of the first column of blocks of M: blocksize0[i] = blocksize0[i-1] + ni, ni being the number of rows of the block at row i

  • *blocksize1

    the list of sums of the number of columns of the first row of blocks of M: blocksize1[i] = blocksize1[i-1] + ni, ni being the number of columns of the block at column i

  • filled1 – index of the last non empty line + 1

  • filled2 – number of non null blocks

  • index1_data – index1_data is of size equal to number of non empty lines + 1. A block with number blockNumber inside a row numbered rowNumber verify index1_data[rowNumber]<= blockNumber <index1_data[rowNumber+1]`

  • index2_data – index2_data is of size filled2 index2_data[blockNumber] -> columnNumber.

Related functions: SBM_gemv(), SBM_row_prod(), SBM_clear(), SBM_print, SBM_diagonal_block_index()

Note: the sparse format is the same as the one used by Boost C++ library to store compressed sparse row matrices. The same member names have been adopted in order to simplify usage from Siconos Kernel : filled1, filled2, index1_data, index2_data. Reference : http://ublas.sourceforge.net/refdoc/classboost_1_1numeric_1_1ublas_1_1compressed__matrix.html

If we consider the matrix M and the right-hand-side q defined as

\[\begin{split}M=\left[\begin{array}{cccc|cc|cc} 1 & 2 & 0 & 4 & 3 &-1 & 0 & 0 \\ 2 & 1 & 0 & 0 & 4 & 1 & 0 & 0 \\ 0 & 0 & 1 &-1 & 0 & 0 & 0 & 0 \\ 5 & 0 &-1 & 6 & 0 & 6 & 0 & 0 \\ \hline 0 & 0 & 0 & 0 & 1 & 0 & 0 & 5 \\ 0 & 0 & 0 & 0 & 0 & 2 & 0 & 2 \\ \hline 0 & 0 & 2 & 1 & 0 & 0 & 2 & 2 \\ 0 & 0 & 2 & 2 & 0 & 0 & -1 & 2 \\ \end{array}\right] \quad, q=\left[\begin{array}{c}-1 \\ -1 \\ 0 \\ -1 \\ \hline 1 \\ 0 \\ \hline -1 \\ 2 \end{array}\right].\end{split}\]

then

  • the number of non null blocks is 6 (nbblocks=6)

  • the number of rows of blocks is 3 (blocknumber0 =3) and the

number of columns of blocks is 3 (blocknumber1 =3) - the vector blocksize0 is equal to {4,6,8} and the vector blocksize1 is equal to {4,6,8} - the integer filled1 is equal to 4 - the integer filled2 is equal to 6 - the vector index1_data is equal to {0,2,4,6} - the vector index2_data is equal to {0,1,1,2,0,2} - the block contains all non null block matrices stored in Fortran order (column by column) as block[0] = {1,2,0,5,2,1,0,0,0,0,1,-1,4,0,-1,6} block[1] = {3,4,0,0,-1,1,0,6} … block[5] = {2,-1,2,2}

property version#

version of storage

siconos.numerics.SBM_new()[source]#

Creation of an empty Sparse Block Matrix.

Return type:

SparseBlockStructuredMatrix

Returns:

a pointer on allocated and initialized space

siconos.numerics.SBM_null(sbm)[source]#

set Sparse Block Matrix. fields to NULL

Parameters:

sbm (SparseBlockStructuredMatrix) – a matrix

siconos.numerics.SBM_gemv(sizeX, sizeY, alpha, A, x, beta, y)[source]#

SparseMatrix - vector product y = alpha*A*x + beta*y

Parameters:
  • sizeX (int, in) – dim of the vectors x

  • sizeY (int, in) – dim of the vectors y

  • alpha (float, in) – coefficient

  • A (SparseBlockStructuredMatrix, in) – the matrix to be multiplied

  • x (float, in) – the vector to be multiplied

  • beta (float, in) – coefficient

  • y (float, in/out) – the resulting vector

siconos.numerics.SBM_gemv_3x3(sizeX, sizeY, A, x, y)[source]#

SparseMatrix - vector product y = A*x + y for block of size 3x3

Parameters:
  • sizeX (int, in) – dim of the vectors x

  • sizeY (int, in) – dim of the vectors y

  • A (SparseBlockStructuredMatrix, in) – the matrix to be multiplied

  • x (double, in) – the vector to be multiplied

  • y (float, in/out) – the resulting vector

siconos.numerics.SBM_gemm_without_allocation(alpha, A, B, beta, C)[source]#

SparseBlockStructuredMatrix - SparseBlockStructuredMatrix product C = alpha*A*B + beta*C The routine has to be used with precaution. The allocation of C is not done since we want to add beta*C. We assume that the structure and the allocation of the matrix C are right. Especially:

  • the blocks C(i,j) must exists

  • the sizes of blocks must be consistent

  • no extra block must be present in C

Parameters:
siconos.numerics.SBM_multiply(A, B)[source]#

SparseBlockStructuredMatrix - SparseBlockStructuredMatrix multiplication C = A *B Correct allocation is performed

Parameters:
Return type:

SparseBlockStructuredMatrix

Returns:

C the resulting matrix

siconos.numerics.SBM_zero_matrix_for_multiply(A, B)[source]#

Perform the allocation of a zero matrix that is compatible qith multiplication

siconos.numerics.SBM_add(A, B, alpha, beta)[source]#

SparseBlockStructuredMatrix - SparseBlockStructuredMatrix addition C = alpha*A + beta*B

Parameters:
Return type:

SparseBlockStructuredMatrix

Returns:

C the resulting matrix

siconos.numerics.SBM_add_without_allocation(A, B, alpha, beta, C, gamma)[source]#

SparseBlockStructuredMatrix - SparseBlockStructuredMatrix addition C = alpha*A + beta*B + gamma*C without allocation. We assume that C has the correct structure

Parameters:
siconos.numerics.SBM_scal(alpha, A)[source]#

Multiply a matrix with a double alpha*A –> A

Parameters:
siconos.numerics.SBM_row_prod(sizeX, sizeY, currentRowNumber, A, x, y, init)[source]#

Row of a SparseMatrix - vector product y = rowA*x or y += rowA*x, rowA being a row of blocks of A

Parameters:
  • sizeX (int, in) – dim of the vector x

  • sizeY (int, in) – dim of the vector y

  • currentRowNumber (int, in) – number of the required row of blocks

  • A (SparseBlockStructuredMatrix, in) – the matrix to be multiplied

  • x (double, in) – the vector to be multiplied

  • y (float, in/out) – the resulting vector

  • init (int, in) – = 0 for y += Ax, =1 for y = Ax

siconos.numerics.SBM_row_prod_no_diag(sizeX, sizeY, currentRowNumber, A, x, y, init)[source]#

Row of a SparseMatrix - vector product y = rowA*x or y += rowA*x, rowA being a row of blocks of A

Parameters:
  • sizeX (int, in) – dim of the vector x

  • sizeY (int, in) – dim of the vector y

  • currentRowNumber (int, in) – number of the required row of blocks

  • A (SparseBlockStructuredMatrix, in) – the matrix to be multiplied

  • x (double, in) – the vector to be multiplied

  • y (float, in/out) – the resulting vector

  • init (int, in) – = 0 for y += Ax, =1 for y = Ax

siconos.numerics.SBM_row_prod_no_diag_3x3(sizeX, sizeY, currentRowNumber, A, x, y)[source]#

Row of a SparseMatrix - vector product y = rowA*x or y += rowA*x, rowA being a row of blocks of A of size 3x3

Parameters:
  • sizeX (int, in) – dim of the vector x

  • sizeY (int, in) – dim of the vector y

  • currentRowNumber (int, in) – number of the required row of blocks

  • A (SparseBlockStructuredMatrix, in) – the matrix to be multiplied

  • x (double, in) – the vector to be multiplied

  • y (float, in/out) – the resulting vector

siconos.numerics.SBM_clear(blmat)[source]#

Destructor for SparseBlockStructuredMatrix objects

Parameters:

blmat (SparseBlockStructuredMatrix) – SparseBlockStructuredMatrix the matrix to be destroyed.

siconos.numerics.SBMfree(A, level)[source]#

To free a SBM matrix (for example allocated by NM_new_from_file).

Parameters:
  • A (SparseBlockStructuredMatrix, in) – the SparseBlockStructuredMatrix that mus be de-allocated.

  • level (int, in) – use NUMERICS_SBM_FREE_BLOCK | NUMERICS_SBM_FREE_SBM

siconos.numerics.SBM_print(m)[source]#

Screen display of the matrix content

Parameters:

m (SparseBlockStructuredMatrix) – the matrix to be displayed

siconos.numerics.SBM_write_in_file(m, file)[source]#

print in file of the matrix content

Parameters:
siconos.numerics.SBM_read_in_file(M, file)[source]#

read in file of the matrix content without performing memory allocation

Parameters:
siconos.numerics.SBM_new_from_file(file)[source]#

Create from file a SparseBlockStructuredMatrix with memory allocation

Parameters:

file (FILE) – the corresponding name of the file

Return type:

SparseBlockStructuredMatrix

Returns:

the matrix to be displayed

siconos.numerics.SBM_write_in_fileForScilab(M, file)[source]#

print in file of the matrix content in Scilab format for each block

Parameters:
siconos.numerics.SBM_write_in_filename(M, filename)[source]#

print in file of the matrix content

Parameters:
siconos.numerics.SBM_read_in_filename(M, filename)[source]#

read in file of the matrix content

Parameters:
siconos.numerics.SBM_clear_pred(blmatpred)[source]#

Destructor for SparseBlockStructuredMatrixPred objects

Parameters:

blmatpred (SparseBlockStructuredMatrixPred) – SparseBlockStructuredMatrix, the matrix to be destroyed.

siconos.numerics.SBM_diagonal_block_indices(M)[source]#

Compute the indices of blocks of the diagonal block

Parameters:

M (SparseBlockStructuredMatrix) – the SparseBlockStructuredMatrix matrix

Return type:

int

Returns:

the indices for all the rows

siconos.numerics.SBM_diagonal_block_index(M, row)[source]#

Find index of the diagonal block in a row

Parameters:
Return type:

int

Returns:

pos the position of the block

siconos.numerics.SBM_entry(M, row, col, val)[source]#

insert an entry into a SparseBlockStructuredMatrix. This method is expensive in terms of memory management. For a lot of entries, use an alternative

Parameters:
siconos.numerics.SBM_get_value(M, row, col)[source]#

get the element of row i and column j of the matrix M

Parameters:
Return type:

float

Returns:

the value

siconos.numerics.SBM_copy(A, B, copyBlock)[source]#

Copy of a SBM A into B

Parameters:
  • A (SparseBlockStructuredMatrix, in) – the SparseBlockStructuredMatrix matrix to be copied

  • B (SparseBlockStructuredMatrix, out) – the SparseBlockStructuredMatrix matrix copy of A

  • copyBlock (int, in) – if copyBlock then the content of block are copied, else only the pointers are copied.

Return type:

int

Returns:

0 if ok

siconos.numerics.SBM_transpose(A, B)[source]#

Transpose by copy of a SBM A into B

Parameters:
Return type:

int

Returns:

0 if ok

siconos.numerics.SBM_inverse_diagonal_block_matrix_in_place(M, ipiv)[source]#

Inverse (in place) a square diagonal block matrix

Parameters:
Return type:

int

Returns:

0 ik ok

siconos.numerics.SBM_to_dense(A)[source]#

Copy a SBM into a Dense Matrix

Parameters:
siconos.numerics.SBM_to_sparse(A)[source]#

Copy a SBM into a Sparse (CSR) Matrix

Parameters:
  • A (SparseBlockStructuredMatrix, in) – the SparseBlockStructuredMatrix matrix

  • outSparseMat (CSparseMatrix, in) – pointer on the filled sparse Matrix

Return type:

int

Returns:

0 if ok

siconos.numerics.SBM_to_sparse_init_memory(A, sparseMat)[source]#

initMemory of a Sparse (CSR) Matrix form a SBM matrix

Parameters:
  • A (SparseBlockStructuredMatrix, in) – the SparseBlockStructuredMatrix matrix

  • sparseMat (CSparseMatrix, in) – pointer on the initialized sparse Matrix

Return type:

int

Returns:

0 if ok

siconos.numerics.SBM_row_permutation(rowIndex, A, C)[source]#
Parameters:
  • [in] – rowIndex: permutation: the row numC of C is the row rowIndex[numC] of A.

  • [in] – A The source SBM.

  • [out] – C The target SBM. It assumes the structure SBM has been allocated. The memory allocation for its menber is done inside. NB : The blocks are not copied.

siconos.numerics.SBM_column_permutation(colIndex, A, C)[source]#
Parameters:
  • [in] – colIndex: permutation: the col numC of C is the col colIndex[numC] of A.

  • [in] – A The source SBM.

  • [out] – C The target SBM. It assumes the structure SBM has been allocated. The memory allocation for its menber is done inside. NB : The blocks are not copied.

siconos.numerics.SBCM_new_3x3(m, n, nbblocks, row, column, block)[source]#

allocate a SparseBlockCoordinateMatrix from a list of 3x3 blocks

Parameters:
  • m (int, in) – the number of rows

  • n (int, in) – the number of colums

  • nbblocks (int, in) – the number of blocks

  • row (int, in) – a pointer to row of each block

  • column (int, in) – a pointer to column of each block

  • block (float, in) – a pointer to each block

Return type:

SparseBlockCoordinateMatrix

Returns:

a pointer to a SparseBlockCoordinateMatrix structure

siconos.numerics.SBCM_free_3x3(MC)[source]#

free allocated memory in newSparseBlockCoordinateMatrix functions

Parameters:

MC (SparseBlockCoordinateMatrix, in) – matrix pointer

siconos.numerics.SBCM_to_SBM(MC)[source]#

copy a SparseBlockCoordinateMatrix to a SparseBlockStructuredMatrix

Parameters:

MC (SparseBlockCoordinateMatrix, in) – the SparseBlockCoordinateMatrix matrix

Return type:

SparseBlockStructuredMatrix

Returns:

a pointer to a SparseBlockCoordinateMatrix structure

siconos.numerics.SBM_free_from_SBCM(M)[source]#

free a SparseBlockStructuredMatrix created with SBCM_to_SBM

Parameters:

M (SparseBlockStructuredMatrix, in/out) – a SparseBlockStructuredMatrix to free

siconos.numerics.SBM_from_csparse(blocksize, sparseMat)[source]#

Copy a Sparse Matrix into a SBM, with fixed blocksize

Parameters:
  • blocksize (int, in) – the blocksize

  • sparseMat (CSparseMatrix, in) – pointer on the Sparse Matrix

  • outSBM (SparseBlockStructuredMatrix, in/out) – pointer on an empty SparseBlockStructuredMatrix

Return type:

int

Returns:

0 in ok

class siconos.numerics.NumericsMatrixInternalData[source]#

Bases: object

Structure for simple workspaces

property iWorkSize#

size of iWork

property iWork#

integer workspace

property sizeof_elt#

sizeof_elt of an element in bytes (result of sizeof for instance)

property dWorkSize#

size of dWork

property dWork#

double workspace

property isLUfactorized#

true if the matrix has already been LU-factorized

property isCholeskyfactorized#

true if the matrix has already been Cholesky factorized

property isLDLTfactorized#

true if the matrix has already been LDLT factorized

property isInversed#

true if the matrix contains its inverse (in place inversion)

siconos.numerics.NM_DENSE = 0#

dense format

siconos.numerics.NM_SPARSE_BLOCK = 1#

sparse block format

siconos.numerics.NM_SPARSE = 2#

compressed column format

siconos.numerics.NM_UNKNOWN = 3#

unset. Used in NM_null

class siconos.numerics.NumericsMatrix(o)[source]#

Bases: object

Interface to different type of matrices in numerics component.

See NM_* functions for linear algebra operations on dense, sparse block and sparse storage.

property storageType#

the type of storage: 0: dense (double*), 1: SparseBlockStructuredMatrix, 2: classical sparse (csc, csr or triplet) via CSparse (from T. Davis)

property size0#

number of rows

property size1#

number of columns

property matrix0#

dense storage

property matrix1#

sparse block storage

property matrix2#

csc, csr or triplet storage

property internalData#

internal storage, used for workspace among other things

property destructible#

pointer on the destructible matrix, by default points toward the matrix itself

siconos.numerics.NM_NONE = 0#

keep nothing

siconos.numerics.NM_KEEP_FACTORS = 1#

keep all the factorization data (useful to reuse the factorization)

siconos.numerics.NM_PRESERVE = 2#

keep the matrix as-is (useful for the dense case)

siconos.numerics.NM_new()[source]#

Constructors and destructors *********** Creation of an empty NumericsMatrix.

Return type:

RawNumericsMatrix

Returns:

a pointer to allocated space

siconos.numerics.NM_create(storageType, size0, size1)[source]#

create a NumericsMatrix and allocate the memory according to the matrix type

Parameters:
  • storageType (int) – the type of storage

  • size0 (int) – number of rows

  • size1 (int) – number of columns

Return type:

RawNumericsMatrix

Returns:

a pointer to a NumericsMatrix

siconos.numerics.NM_create_from_data(storageType, size0, size1, data)[source]#

create a NumericsMatrix and possibly set the data

Parameters:
  • storageType (int) – the type of storage

  • size0 (int) – number of rows

  • size1 (int) – number of columns

  • data (void) – pointer to the matrix data. If NULL, all matrixX fields are set to NULL

Return type:

RawNumericsMatrix

Returns:

a pointer to a NumericsMatrix

siconos.numerics.NM_version_copy(A, B)[source]#

Copy NumericsMatrix version.

Parameters:
siconos.numerics.NM_copy(A, B)[source]#

Copy a NumericsMatrix inside another NumericsMatrix (deep). Reallocations are performed if B cannot hold a copy of A

Parameters:
siconos.numerics.NM_copy_to_sparse(A, B, threshold)[source]#

Copy a NumericsMatrix to s sparse one. Allocation or reallocation are performed on B Warning: It is assumed that B has been properly initialized: its storageType must be set to NM_SPARSE.

Parameters:
  • A (NumericsMatrix, in) – a NumericsMatrix

  • B (NumericsMatrix, in/out) – a NumericsMatrix

  • threshold (float) – if the original matrix is dense, a threshold can be applied on the absolute value of the entries

siconos.numerics.NM_duplicate(mat)[source]#

create a NumericsMatrix similar to the another one. The structure is the same

Parameters:

mat (NumericsMatrix) – the model matrix

Return type:

RawNumericsMatrix

Returns:

a pointer to a NumericsMatrix

siconos.numerics.numericsSparseMatrix(A)[source]#

Creation, if needed, of sparse matrix storage.

Parameters:

A (NumericsMatrix, in/out) – a NumericsMatrix

Return type:

NumericsSparseMatrix

Returns:

a pointer on the sparse matrix storage

siconos.numerics.NM_triplet(A)[source]#

Creation, if needed, of triplet storage from sparse block storage.

Parameters:

A (NumericsMatrix, in/out) – a NumericsMatrix initialized with sparsed block storage.

Return type:

CSparseMatrix

Returns:

the triplet sparse Matrix created in A.

siconos.numerics.NM_half_triplet(A)[source]#

Creation, if needed, of half triplet storage from sparse block storage.

Parameters:

A (NumericsMatrix, in/out) – a NumericsMatrix initialized with sparsed block storage.

Return type:

CSparseMatrix

Returns:

the triplet sparse Matrix created in A.

siconos.numerics.NM_csc(A)[source]#

Creation, if needed, of compress column storage of a NumericsMatrix.

Parameters:

A (NumericsMatrix, in/out) – a NumericsMatrix with sparse block storage initialized

Return type:

CSparseMatrix

Returns:

the compressed column CSparseMatrix created in A.

siconos.numerics.NM_csc_trans(A)[source]#

Creation, if needed, of the transposed compress column storage from compress column storage.

Parameters:

A (NumericsMatrix, in/out) – a NumericsMatrix with sparse block storage.

Return type:

CSparseMatrix

Returns:

the transposed compressed column matrix created in A.

siconos.numerics.NM_csr(A)[source]#

Creation, if needed, of compress row storage of a NumericsMatrix Warning: This rely on the MKL

Parameters:

A (NumericsMatrix, in/out) – a NumericsMatrix with sparse block storage initialized

Return type:

CSparseMatrix

Returns:

the compressed row CSparseMatrix created in A.

siconos.numerics.NM_fill(M, storageType, size0, size1, data)[source]#

fill an existing NumericsMatrix struct

Parameters:
  • M (NumericsMatrix, in/out) – the struct to fill

  • storageType (int) – the type of storage

  • size0 (int) – number of rows

  • size1 (int) – number of columns

  • data (void) – pointer to the matrix data. If NULL, all matrixX fields are set to NULL

siconos.numerics.NM_new_SBM(size0, size1, m1)[source]#

new NumericsMatrix with sparse storage from minimal set of data

Parameters:
Return type:

RawNumericsMatrix

Returns:

a pointer to a NumericsMatrix

siconos.numerics.NM_transpose(A)[source]#

new NumericsMatrix equal to the transpose of a given matrix

Parameters:

A (NumericsMatrix, in) –

Return type:

RawNumericsMatrix

Returns:

a pointer to a NumericsMatrix

siconos.numerics.NM_null(A)[source]#

set NumericsMatrix fields to NULL

Parameters:

A (NumericsMatrix) – a matrix

siconos.numerics.NM_destructible(A)[source]#

Check if a matrix is destructible.

Parameters:

A (NumericsMatrix, in) – the NumericsMatrix

Return type:

boolean

Returns:

true if the matrix is destructible

siconos.numerics.NM_preserve(A)[source]#

Preservation of a matrix before in-place transformations such as factorizations.

Parameters:

A (NumericsMatrix, in) – the NumericsMatrix

Return type:

RawNumericsMatrix

Returns:

a pointer on the preserved Matrix;

siconos.numerics.NM_unpreserve(A)[source]#

Set the matrix as destructible, clear the preserved data.

Parameters:

A (NumericsMatrix, in) – the NumericsMatrix

Return type:

RawNumericsMatrix

Returns:

a pointer on the Matrix;

siconos.numerics.NM_LU_factorized(A)[source]#

Check for a previous LU factorization.

Parameters:

A (NumericsMatrix, in) – the NumericsMatrix

Return type:

boolean

Returns:

true if the matrix has been LU factorized.

siconos.numerics.NM_Cholesky_factorized(A)[source]#

Check for a previous Cholesky factorization.

Parameters:

A (NumericsMatrix, in) – the NumericsMatrix

Return type:

boolean

Returns:

true if the matrix has been Cholesky factorized.

siconos.numerics.NM_LDLT_factorized(A)[source]#

Check for a previous LDLT factorization.

Parameters:

A (NumericsMatrix, in) – the NumericsMatrix

Return type:

boolean

Returns:

true if the matrix has been Cholesky factorized.

siconos.numerics.NM_set_LU_factorized(A, flag)[source]#

Set the factorization flag.

Parameters:
  • A (NumericsMatrix, in) – the NumericsMatrix,

  • flag (boolean, in) – a boolean.

siconos.numerics.NM_update_size(A)[source]#

update the size of the matrix based on the matrix data

Parameters:

A (NumericsMatrix, in/out) – the matrix which size is updated

siconos.numerics.NM_csc_alloc(A, nzmax)[source]#

Allocate a csc matrix in A

Parameters:
siconos.numerics.NM_csc_empty_alloc(A, nzmax)[source]#

Allocate a csc matrix in A and set the vector of column pointers to 0 such that the matrix is empty.

Parameters:
siconos.numerics.NM_triplet_alloc(A, nzmax)[source]#

Allocate a triplet matrix in A

Parameters:
  • A (NumericsMatrix) – the matrix

  • nzmax (int) – maximum number of non-zero elements

siconos.numerics.NM_clear(m)[source]#

Free memory for a NumericsMatrix. Warning: call this function only if you are sure that memory has been allocated for the structure in Numerics. This function is assumed that the memory is “owned” by this structure. Note that this function does not free m.

Parameters:

m (NumericsMatrix) – the matrix to be deleted.

siconos.numerics.NM_clear_not_dense(m)[source]#

Free memory for a NumericsMatrix except the dense matrix that is assumed not to be owned.

Parameters:

m (NumericsMatrix) – the matrix to be cleared.

siconos.numerics.NM_clear_not_SBM(m)[source]#

Free memory for a NumericsMatrix except the SBM matrix that is assumed not to be owned. Note that this function does not free m.

Parameters:

m (NumericsMatrix) – the matrix to be cleared.

siconos.numerics.NM_clear_other_storages(M, storageType)[source]#
Free memory for a NumericsMatrix except for a given storage. Warning: call this function only if you are sure that

memory has been allocated for the structure in Numerics. This function is assumed that the memory is “owned” by this structure. Note that this function does not free m.

param m:

the matrix to be deleted.

type storageType:

int

param storageType:

to be kept.

siconos.numerics.NM_zentry(M, i, j, val, threshold)[source]#

insert an non zero entry into a NumericsMatrix. for storageType = NM_SPARSE, a conversion to triplet is done for performing the entry in the matrix. This method is expensive in terms of memory management. For a lot of entries, use preferably a triplet matrix.

Parameters:
  • M (NumericsMatrix) – the NumericsMatrix

  • i (int) – row index

  • j (int) – column index

  • val (float) – the value to be inserted.

  • threshold (float) – a threshold to filter the small value in magnitude (useful for dense to sparse conversion)

siconos.numerics.NM_entry(M, i, j, val)[source]#

insert an entry into a NumericsMatrix. for storageType = NM_SPARSE, a conversion to triplet is done for performing the entry in the matrix. This method is expensive in terms of memory management. For a lot of entries, use preferably a triplet matrix.

Parameters:
  • M (NumericsMatrix) – the NumericsMatrix

  • i (int) – row index

  • j (int) – column index

  • val (float) – the value to be inserted.

siconos.numerics.NM_get_value(M, i, j)[source]#

get the value of a NumericsMatrix.

Parameters:
Return type:

float

Returns:

the value to be inserted.

siconos.numerics.NM_equal(A, B)[source]#

compare to NumericsMatrix up to machine accuracy (DBL_EPSILON)

Parameters:
siconos.numerics.NM_compare(A, B, tol)[source]#

compare to NumericsMatrix up to a given tolerance

Parameters:
siconos.numerics.NM_nnz(M)[source]#

return the number of non-zero element. For a dense matrix, it is the product of the dimensions (e.g. an upper bound). For a sparse matrix, it is the true number

Parameters:

M (NumericsMatrix) – the matrix

Return type:

int

Returns:

the number (or an upper bound) of non-zero elements in the matrix

siconos.numerics.NM_extract_diag_block(M, block_row_nb, start_row, size, Block)[source]#

get the (square) diagonal block of a NumericsMatrix. No allocation is done.

Parameters:
  • M (NumericsMatrix, in) – a NumericsMatrix

  • block_row_nb (int, in) – the number of the block Row. Useful only in sparse case

  • start_row (int, in) – the starting row. Useful only in dense case.

  • size (int, in) – of the diag block. Only useful in dense case.

  • Block (float, out) – the target. In the dense and sparse case (*Block) must be allocated by caller. In case of SBM case **Bout contains the resulting block (from the SBM).

siconos.numerics.NM_extract_diag_block3(M, block_row_nb, Block)[source]#

get a 3x3 diagonal block of a NumericsMatrix. No allocation is done.

Parameters:
  • M (NumericsMatrix, in) – a NumericsMatrix

  • block_row_nb (int, in) – the number of the block row

  • Block (float, out) – the target. In the dense and sparse case (*Block) must be allocated by caller. In case of SBM case **Bout contains the resulting block (from the SBM).

siconos.numerics.NM_extract_diag_block2(M, block_row_nb, Block)[source]#

get a 2x2 diagonal block of a NumericsMatrix. No allocation is done.

Parameters:
  • M (NumericsMatrix, in) – a NumericsMatrix

  • block_row_nb (int, in) – the number of the block row

  • Block (float, out) – the target. In the dense and sparse case (*Block) must be allocated by caller. In case of SBM case **Bout contains the resulting block (from the SBM).

siconos.numerics.NM_extract_diag_block5(M, block_row_nb, Block)[source]#

get a 5x5 diagonal block of a NumericsMatrix. No allocation is done.

Parameters:
  • M (NumericsMatrix, in) – a NumericsMatrix

  • block_row_nb (int, in) – the number of the block row

  • Block (float, out) – the target. In the dense and sparse case (*Block) must be allocated by caller. In case of SBM case **Bout contains the resulting block (from the SBM).

siconos.numerics.NM_copy_diag_block3(M, block_row_nb, Block)[source]#

get a 3x3 diagonal block of a NumericsMatrix. No allocation is done.

Parameters:
  • M (NumericsMatrix, in) – a NumericsMatrix

  • block_row_nb (int, in) – the number of the block row

  • Block (float, out) – the target. In all cases (dense, sbm, and sparse) (*Block) must be allocated by caller. A copy is always performed

siconos.numerics.NM_insert(A, B, start_i, start_j)[source]#

Set the submatrix B into the matrix A on the position defined in (start_i, start_j) position.

Parameters:
  • A (NumericsMatrix, in) – a pointer to NumerixMatrix

  • B (NumericsMatrix, in) – a pointer toNumericsMatrix

  • start_i (int, in) – a start row index

  • start_j (int, in) – a start column index

siconos.numerics.NM_prod_mv_3x3(sizeX, sizeY, A, x, y)[source]#

Matrix - vector product y = A*x + y

Parameters:
  • sizeX (int, in) – dim of the vector x

  • sizeY (int, in) – dim of the vector y

  • A (NumericsMatrix, in) – the matrix to be multiplied

  • x (double, in) – the vector to be multiplied

  • y (float, in/out) – the resulting vector

siconos.numerics.NM_row_prod(sizeX, sizeY, currentRowNumber, A, x, y, init)[source]#

Row of a Matrix - vector product y = rowA*x or y += rowA*x, rowA being a submatrix of A (sizeY rows and sizeX columns)

Parameters:
  • sizeX (int, in) – dim of the vector x

  • sizeY (int, in) – dim of the vector y

  • currentRowNumber (int, in) – position of the first row of rowA in A (warning: real row if A is a double*, block-row if A is a SparseBlockStructuredMatrix)

  • A (NumericsMatrix, in) – the matrix to be multiplied

  • x (double, in) – the vector to be multiplied

  • y (float, in/out) – the resulting vector

  • init (int, in) – = 0 for y += Ax, =1 for y = Ax

siconos.numerics.NM_row_prod_no_diag(sizeX, sizeY, block_start, row_start, A, x, y, xsave, init)[source]#

Row of a Matrix - vector product y = rowA*x or y += rowA*x, rowA being a submatrix of A (sizeY rows and sizeX columns)

Parameters:
  • sizeX (int, in) – dim of the vector x

  • sizeY (int, in) – dim of the vector y

  • block_start (int, in) – block number (only used for SBM)

  • row_start (int, in) – position of the first row of A (unused if A is SBM)

  • A (NumericsMatrix, in) – the matrix to be multiplied

  • x (float, in) – the vector to be multiplied

  • y (float, in/out) – the resulting vector

  • xsave (float, in) – storage for saving the part of x set to 0

  • init (boolean, in) – if True y = Ax, else y += Ax

siconos.numerics.NM_row_prod_no_diag3(sizeX, block_start, row_start, A, x, y, init)[source]#

Row of a Matrix - vector product y = rowA*x or y += rowA*x, rowA being a submatrix of A (3 rows and sizeX columns)

Parameters:
  • sizeX (int, in) – dim of the vector x

  • block_start (int, in) – block number (only used for SBM)

  • row_start (int, in) – position of the first row of A (unused if A is SBM)

  • A (NumericsMatrix, in) – the matrix to be multiplied

  • x (float, in) – the vector to be multiplied

  • y (float, in/out) – the resulting vector

  • init (boolean, in) – if True y = Ax, else y += Ax

siconos.numerics.NM_row_prod_no_diag2(sizeX, block_start, row_start, A, x, y, init)[source]#
Row of a Matrix - vector product y = rowA*x or y += rowA*x, rowA being a submatrix of A (2 rows and sizeX columns)
type sizeX:

int, in

param sizeX:

dim of the vector x

type block_start:

int, in

param block_start:

block number (only used for SBM)

type row_start:

int, in

param row_start:

position of the first row of A (unused if A is SBM)

type A:

NumericsMatrix, in

param A:

the matrix to be multiplied

type x:

float, in

param x:

the vector to be multiplied

type y:

float, in/out

param y:

the resulting vector

type init:

boolean, in

param init:

if True y = Ax, else y += Ax

siconos.numerics.NM_gemv(alpha, A, x, beta, y)[source]#

Matrix vector multiplication : y = alpha A x + beta y

Parameters:
  • alpha (float, in) – scalar

  • A (NumericsMatrix, in) – a NumericsMatrix

  • x (float, in) – pointer on a dense vector of size A->size1

  • beta (float, in) – scalar

  • y (float, in/out) – pointer on a dense vector of size A->size1

siconos.numerics.NM_gemm(alpha, A, B, beta, C)[source]#

Matrix matrix multiplication : C = alpha A B + beta C

Parameters:
siconos.numerics.NM_multiply(A, B)[source]#

Matrix matrix multiplication : C = A B

Parameters:
siconos.numerics.NM_tgemv(alpha, A, x, beta, y)[source]#

Transposed matrix multiplication : y += alpha transpose(A) x + y

Parameters:
  • alpha (float, in) – scalar

  • A (NumericsMatrix, in) – a NumericsMatrix

  • x (float, in) – pointer on a dense vector of size A->size1

  • beta (float, in) – scalar

  • y (float, in/out) – pointer on a dense vector of size A->size1

siconos.numerics.NM_to_dense(A, B)[source]#

Copy a NumericsMatrix into another with dense storage.

Parameters:
  • A (NumericsMatrix) – source matrix (any kind of storage)

  • B (NumericsMatrix) – targeted matrix, must be dense with the same dimension as A

siconos.numerics.NM_dense_display_matlab(m, nRow, nCol, lDim)[source]#

Screen display of the matrix content stored as a double * array in Fortran style

Parameters:
  • m (float) – the matrix to be displayed

  • nRow (int) – the number of rows

  • nCol (int) – the number of columns

  • lDim (int) – the leading dimension of M

siconos.numerics.NM_dense_display(m, nRow, nCol, lDim)[source]#

Screen display of the matrix content stored as a double * array in Fortran style

Parameters:
  • m (float) – the matrix to be displayed

  • nRow (int) – the number of rows

  • nCol (int) – the number of columns

  • lDim (int) – the leading dimension of M

siconos.numerics.NM_vector_display(m, nRow)[source]#

Screen display of the vector content stored as a double * array

Parameters:
  • m (float) – the vector to be displayed

  • nRow (int) – the number of rows

siconos.numerics.NM_display(M)[source]#

Screen display of the matrix content

Parameters:

M (NumericsMatrix) – the matrix to be displayed

siconos.numerics.NM_display_storageType(M)[source]#

Screen display of the matrix storage

Parameters:

M (NumericsMatrix) – the matrix to be displayed

siconos.numerics.NM_display_row_by_row(m)[source]#

Screen display raw by raw of the matrix content

Parameters:

m (NumericsMatrix) – the matrix to be displayed

siconos.numerics.NM_write_in_filename(M, filename)[source]#
matrix I/O ****************

PrintInFile of the matrix content

type M:

NumericsMatrix

param M:

the matrix to be printed

type filename:

string

param filename:

the corresponding name of the file

siconos.numerics.NM_read_in_filename(M, filename)[source]#

Read in file of the matrix content

Parameters:
  • M (NumericsMatrix) – the matrix to be read

  • filename (string) – the corresponding name of the file

siconos.numerics.NM_write_in_file(M, file)[source]#

PrintInFile of the matrix content

Parameters:
  • M (NumericsMatrix) – the matrix to be printed

  • file (FILE) – filename the corresponding file

siconos.numerics.NM_read_in_file(M, file)[source]#

Read in file of the matrix content without performing memory allocation

Parameters:
  • M (NumericsMatrix) – the matrix to be read

  • file (FILE) – the corresponding file

siconos.numerics.NM_new_from_file(file)[source]#

Create from file a NumericsMatrix with memory allocation

Parameters:

file (FILE) – the corresponding file

Return type:

RawNumericsMatrix

Returns:

0 if the matrix

siconos.numerics.NM_write_in_file_scilab(M, file)[source]#

NM_write_in_file_scilab of the matrix content

Parameters:
  • M (NumericsMatrix) – the matrix to be printed

  • file (FILE) – the corresponding file

siconos.numerics.NM_write_in_file_python(M, file)[source]#

NM_write_in_file_python of the matrix content

Parameters:
  • M (NumericsMatrix) – the matrix to be printed

  • file (FILE) – the corresponding file

siconos.numerics.NM_read_in_file_scilab(M, file)[source]#

Read in file for scilab of the matrix content

Parameters:
  • M (NumericsMatrix) – the matrix to be read

  • file (FILE) – the corresponding file

siconos.numerics.NM_clearDense(A)[source]#

Clear dense storage, if it is existent.

Parameters:

A (NumericsMatrix, in/out) – a Numericsmatrix

siconos.numerics.NM_clearSparseBlock(A)[source]#

Clear sparse block storage, if it is existent.

Parameters:

A (NumericsMatrix, in/out) – a Numericsmatrix

siconos.numerics.NM_clearSparse(A)[source]#

Clear sparse data, if it is existent. The linear solver parameters are also cleared.

Parameters:

A (NumericsMatrix, in/out) – a Numericsmatrix

siconos.numerics.NM_clearTriplet(A)[source]#

Clear triplet storage, if it is existent.

Parameters:

A (NumericsMatrix, in/out) – a Numericsmatrix

siconos.numerics.NM_clearHalfTriplet(A)[source]#

Clear half triplet storage, if it is existent.

Parameters:

A (NumericsMatrix, in/out) – a Numericsmatrix

siconos.numerics.NM_clearCSC(A)[source]#

Clear compressed column storage, if it is existent.

Parameters:

A (NumericsMatrix, in/out) – a Numericsmatrix

siconos.numerics.NM_clearCSCTranspose(A)[source]#

Clear transposed compressed column storage, if it is existent.

Parameters:

A (NumericsMatrix, in/out) – a Numericsmatrix

siconos.numerics.NM_clearCSR(A)[source]#

Clear compressed row storage, if it is existent.

Parameters:

A (NumericsMatrix, in/out) – a Numericsmatrix

siconos.numerics.NM_clearSparseStorage(A)[source]#

Clear triplet, csc, csc transposed storage, if they are existent. Linear solver parameters are preserved.

Parameters:

A (NumericsMatrix, in/out) – a Numericsmatrix

siconos.numerics.NM_LU_factorize(A)[source]#

LU factorization of the matrix. If the matrix has already been factorized (i.e if NM_LU_factorized(A) return true), nothing is done. To force a new factorization one has to set factorization flag to false : NM_set_LU_factorized(A, false) before the call to NM_LU_factorize. If the matrix is preserved, that means that a call to NM_preserve(A) has been done before the call to NM_LU_factorize, it is not destroyed, but the factorized part remains accessible for subsequent calls to NM_LU_solve. If the matrix is not preserved, then it is replaced by the factorized part.

Parameters:

A (NumericsMatrix, in) – the NumericsMatrix

Return type:

int

Returns:

an int, 0 means the matrix has been factorized.

siconos.numerics.NM_LU_solve(A, b, nrhs)[source]#

Solve linear system with multiple right hand size. A call to NM_LU_factorize is done at the beginning.

Parameters:
  • A (NumericsMatrix, in) – the NumericsMatrix. A is not destroyed if it has been preserved by a call to NM_preserve(A).

  • b (float, in/out) – the right hand size which is a pointer on a matrix of double. It is replaced by the solutions

  • nrhs (int, in) – the number of right hand side.

Return type:

int

Returns:

0 if the solve succeeded.

siconos.numerics.NM_LU_inv(A)[source]#

Computation of the inverse of a NumericsMatrix A usinf NM_gesv_expert

Parameters:

A (NumericsMatrix, in/out) – a NumericsMatrix.

Return type:

NumericsMatrix

Returns:

the matrix inverse.

siconos.numerics.NM_inverse_diagonal_block_matrix(A, block_number, blocksizes)[source]#

Computation of the inverse of a NumericsMatrix A composed of diagonal blocks

for each block a dense inverse is performed and then inserted into the global inverse :type A: NumericsMatrix, in :param A: a NumericsMatrix. :type block_number: int, in :param block_number: the number of blocks :param blocksize: the sizes of diagonal blocks :rtype: NumericsMatrix :return: the matrix inverse.

siconos.numerics.NM_gesv(A, b, preserve)[source]#

Direct computation of the solution of a real system of linear equations: A x = b.

Parameters:
  • A (NumericsMatrix, in/out) – a NumericsMatrix. On a dense factorisation A.iWork is initialized.

  • b (float, in/out) – pointer on a dense vector of size A->size1

  • preserve (boolean) – preserve the original matrix data. Only useful in the dense case, where the LU factorization is done in-place.

Return type:

int

Returns:

0 if successful, else the error is specific to the backend solver used

siconos.numerics.NM_gesv_inv(A)[source]#

Computation of the inverse of a NumericsMatrix A usinf NM_gesv_expert

Parameters:

A (NumericsMatrix, in/out) – a NumericsMatrix.

Return type:

NumericsMatrix

Returns:

the matrix inverse.

siconos.numerics.NM_setSparseSolver(A, solver_id)[source]#

Set the linear solver

Parameters:
siconos.numerics.NM_internalData(A)[source]#

Get Matrix internal data with initialization if needed.

Parameters:

A (NumericsMatrix, in/out) – a NumericsMatrix.

Return type:

NumericsMatrixInternalData

Returns:

a pointer on internal data.

siconos.numerics.NM_internalData_new(M)[source]#

Allocate the internalData structure (but not its content!)

Parameters:

M (NumericsMatrix) – the matrix to modify

siconos.numerics.NM_internalData_copy(A, B)[source]#

Copy the internalData structure

Parameters:

M – the matrix to modify

siconos.numerics.NM_iWork(A, size, sizeof_elt)[source]#

Integer work vector initialization, if needed.

Parameters:
  • A (NumericsMatrix, in/out) – pointer on a NumericsMatrix.

  • size (int, in) – number of element to allocate

  • sizeof_elt (int, in) – of an element in bytes (result of sizeof for instance)

Return type:

void

Returns:

pointer on A->iWork allocated space of with the right size

siconos.numerics.NM_dWork(A, size)[source]#

Double workspace initialization, if needed.

Parameters:
  • A (NumericsMatrix, in/out) – pointer on a NumericsMatrix.

  • size (int, in) – the size of needed space.

Return type:

float

Returns:

pointer on A->dWork allocated space of with the right size

siconos.numerics.NM_add_to_diag3(M, alpha)[source]#

Add a constant term to the diagonal elements, when the block of the SBM are 3x3

Parameters:
siconos.numerics.NM_add_to_diag5(M, alpha)[source]#

Add a constant term to the diagonal elements, when the block of the SBM are 5x5

Parameters:
siconos.numerics.NM_add(alpha, A, beta, B)[source]#

Add two matrices with coefficients C = alpha*A + beta*B

Parameters:
Return type:

RawNumericsMatrix

Returns:

C a new NumericsMatrix

siconos.numerics.NM_scal(alpha, A)[source]#

Multiply a matrix with a double alpha*A –> A

Parameters:
siconos.numerics.NM_assert(type, M)[source]#

assert that a NumericsMatrix has the right structure given its type

Parameters:
siconos.numerics.NM_check(A)[source]#

Check the matrix (the sparse format for now)

Parameters:

A (NumericsMatrix) – the matrix to check

Return type:

int

Returns:

0 if the matrix storage is fine, 1 if not

siconos.numerics.NM_norm_1(A)[source]#

Compute the 1-norm of a sparse matrix = max (sum (abs (A))), largest column sum of a matrix (the sparse format for now)

Parameters:

A (NumericsMatrix) – the matrix

Return type:

float

Returns:

the norm

siconos.numerics.NM_norm_inf(A)[source]#

Compute the inf-norm of a sparse matrix = max (sum (abs (A^T))), largest row sum of a matrix (the sparse format for now)

Parameters:

A (NumericsMatrix) – the matrix

Return type:

float

Returns:

the norm

siconos.numerics.NM_convert(A)[source]#

Pass a NumericsMatrix through swig typemaps. This is only useful in python.

Parameters:

A (NumericsMatrix) – the matrix

Return type:

NumericsMatrix

Returns:

a NumericsMatrix

siconos.numerics.NM_iterated_power_method(A, tol, itermax)[source]#

Compute the maximum eigenvalue with the iterated power method

Parameters:

A (NumericsMatrix) – the matrix

Return type:

float

Returns:

the maximum eigenvalue

siconos.numerics.NM_max_by_columns(A, max)[source]#

Compute the maximum values by columns

Parameters:
  • A (NumericsMatrix) – the matrix

  • max (float) – the vector of max that must be preallocated

Return type:

int

Returns:

info

siconos.numerics.NM_max_by_rows(A, max)[source]#

Compute the maximum values by rows

Parameters:
  • A (NumericsMatrix) – the matrix

  • max (float) – the vector of max that must be preallocated

Return type:

int

Returns:

info

siconos.numerics.NM_max_abs_by_columns(A, max)[source]#

Compute the maximum absolute values by columns

Parameters:
  • A (NumericsMatrix) – the matrix

  • max (float) – the vector of max that must be preallocated

Return type:

int

Returns:

info

siconos.numerics.NM_max_abs_by_rows(A, max)[source]#

Compute the maximum absolute values by rows

Parameters:
  • A (NumericsMatrix) – the matrix

  • max (float) – the vector of max that must be preallocated

Return type:

int

Returns:

info

siconos.numerics.NM_compute_balancing_matrices(A, tol, itermax, B)[source]#

Compute the balancing matrices for a given matrix by iteration

Parameters:
  • A (NumericsMatrix) – the matrix

  • tol (float) – tolerance on the balanced matrix

  • itermax (int) – max number of iterations

  • alloated – structure for the balancing matrices and the balanced matrix

Return type:

int

Returns:

0 if succeed.

siconos.numerics.NM_BalancingMatrices_new(A)[source]#

Create a Balancing Matrices structure

Parameters:

A (NumericsMatrix) – the matrix to be balanced

siconos.numerics.NM_BalancingMatrices_free(A)[source]#

free a Balancing Matrices structure

siconos.numerics.NM_reset_version(M, id)[source]#

Reset the version of a NM_types storage.

Parameters:
siconos.numerics.NM_reset_versions(M)[source]#

Reset versions of all storages.

Parameters:

M (NumericsMatrix) – the NumericsMatrix

class siconos.numerics.linalg_data_t[source]#

Bases: object

generic data struct for linear algebra operations

class siconos.numerics.NSM_linear_solver_params[source]#

Bases: object

solver-specific parameters

property linear_solver_data#

solver-specific data (or workspace)

property solver_free_hook#

solver-specific hook to free linear_solver_data

property iWork#

integer work vector array (internal)

property iWorkSize#

size of integer work vector array

property linalg_data#

data for the linear algebra

class siconos.numerics.NumericsSparseMatrix[source]#

Bases: object

Sparse matrix representation in Numerics. The supported format are: triplet (aka coordinate, COO), CSC (via CSparse) and CSR if MKL is used

property triplet#

triplet format, aka coordinate

property half_triplet#

half triplet format for symmetric matrices

property csc#

csc matrix

property trans_csc#

transpose of a csc matrix (used by CSparse)

property csr#

csr matrix, only supported with mkl

property diag_indx#

indices for the diagonal terms. Very useful for the proximal perturbation

property origin#

original format of the matrix

property linearSolverParams#

solver-specific parameters

siconos.numerics.NSM_null(A)[source]#

Initialize the fields of a NumericsSparseMatrix

Parameters:

A (NumericsSparseMatrix) – the sparse matrix

siconos.numerics.NSM_new()[source]#

New and empty NumericsSparseMatrix with correctly initialized fields.

Return type:

NumericsSparseMatrix

Returns:

a pointer on the allocated space.

siconos.numerics.NSM_clear(A)[source]#

Free allocated space for a NumericsSparseMatrix.

Parameters:

A (NumericsSparseMatrix) – a NumericsSparseMatrix

Return type:

NumericsSparseMatrix

Returns:

NULL on success

siconos.numerics.NSM_version_copy(A, B)[source]#

Copy NumericsSparseMatrix version.

Parameters:
siconos.numerics.NSM_copy(A, B)[source]#

Copy a NumericsSparseMatrix.

Parameters:
siconos.numerics.NSM_clear_p(p)[source]#

Free a workspace related to a LU factorization

Parameters:

p (void) – the structure to free

siconos.numerics.NSM_data(A)[source]#

Get the data part of sparse matrix

Parameters:

A (NumericsSparseMatrix) – the sparse matrix

Return type:

float

Returns:

a pointer to the data array

siconos.numerics.NSM_linear_solver_data(p)[source]#

Get the LU factors for cs_lusol

Parameters:

p (NSM_linear_solver_params) – the structure holding the data for the solver

siconos.numerics.NSM_workspace(p)[source]#

Get the workspace for the sparse solver

Parameters:

p (NSM_linear_solver_params) – the structure holding the data for the solver

Return type:

float

Returns:

the (double) workspace

siconos.numerics.NSM_nnz(A)[source]#

get the number of non-zero (nnz) in a sparse matrix

Parameters:

A (CSparseMatrix) – the matrix

Return type:

int

Returns:

the number of non-zero elements in the matrix

siconos.numerics.NSM_diag_indices(M)[source]#

return the set of indices corresponding to the diagonal elements of the matrix Warning: should be better tested

Parameters:

M (NumericsMatrix) – the matrix

Return type:

int

Returns:

the list of indices for the diagonal elements

siconos.numerics.NSM_extract_block(M, blockM, pos_row, pos_col, block_row_size, block_col_size)[source]#

Extract a block from a sparse matrix

Parameters:
  • M (NumericsMatrix) – matrix

  • blockM (float) – dense storage for the block

  • pos_row (int) – starting row for the block

  • pos_col (int) – starting column for the block

  • block_row_size (int) – block width

  • block_col_size (int) – block height

siconos.numerics.NSM_linearSolverParams_free(p)[source]#

Free allocated space for NSM_linear_solver_params.

Parameters:

p (NSM_linear_solver_params) – a NSM_linear_solver_params

Return type:

NSM_linear_solver_params

Returns:

NULL on success

siconos.numerics.NSM_linearSolverParams_new()[source]#

New and empty NSM_linear_solver_params.

Return type:

NSM_linear_solver_params

Returns:

a pointer on the allocated space.

siconos.numerics.NSM_linearSolverParams(A)[source]#

Get linear solver parameters with initialization if needed.

Parameters:

A (NumericsMatrix, in/out) – a NumericsMatrix.

Return type:

NSM_linear_solver_params

Returns:

a pointer on parameters.

siconos.numerics.NSM_fix_csc(A)[source]#

Check and fix a matrix, if needed

Parameters:

A (CSparseMatrix) – the matrix to check, modified if necessary to have ordered indices

siconos.numerics.NSM_origin(M)[source]#

return the origin of a sparse part of a matrix

Parameters:

M (NumericsSparseMatrix) – the matrix

Return type:

int

Returns:

-1 if the matrix has no sparse representation, the origin otherwise

siconos.numerics.NSM_get_origin(M)[source]#

return the sparse matrix that has the original label

Parameters:

M (NumericsSparseMatrix) – the matrix

Return type:

CSparseMatrix

Returns:

the sparse matrix that is at the origin, or NULL if an error occur

siconos.numerics.NSM_new_from_file(file)[source]#

New and empty NumericsSparseMatrix with correctly initialized fields.

Return type:

NumericsSparseMatrix

Returns:

a pointer on the allocated space.

siconos.numerics.NSM_version(M, type)[source]#

Get current version of a type of csparse matrix.

Parameters:
  • M (NumericsSparseMatrix) – the NumericsSparseMatrix,

  • type (int) – the type of sparse storage from NumericsSparseOrigin

Return type:

version_t

Returns:

a comparable version.

siconos.numerics.NSM_max_version(M)[source]#

Get the maximum of versions of csparse matrices.

Parameters:

M (NumericsSparseMatrix) – the NumericsSparseMatrix,

Return type:

version_t

Returns:

a comparable version.

siconos.numerics.NSM_set_version(M, type, value)[source]#

Set the version of a NumericsSparseMatrix.

Parameters:
  • M (NumericsSparseMatrix) – the NumericsSparseMatrix,

  • type (int) – the NumericsSparseOrigin of storage,

  • value (version_t) – the new version.

siconos.numerics.NSM_reset_versions(M)[source]#

Reset all versions of a NumericsSparseMatrix.

Parameters:

M (NumericsSparseMatrix) – the NumericsSparseMatrix.

siconos.numerics.NSM_reset_version(M, type)[source]#

Reset version of a sparse storage.

Parameters:
siconos.numerics.NSM_inc_version(M, type)[source]#

Increment the version of a NumericsSparseMatrix.

Parameters:
siconos.numerics.NSM_latest_id(M)[source]#

Get the NumericsSparseOrigin with the latest version.

Parameters:

M (NumericsSparseMatrix) – the NumericsSparseMatrix

Return type:

int

Returns:

the NumericsSparseOrigin.

siconos.numerics.NSM_latest(M)[source]#

Get most recent CSparseMatrix.

Parameters:

M (NumericsSparseMatrix) – the NumericsSparseMatrix

Return type:

CSparseMatrix

Returns:

a pointer on a CSparseMatrix.

siconos.numerics.NSM_version_sync(M)[source]#

Sync matrix origin and version

Parameters:

M (NumericsSparseMatrix) – the NumericsSparseMatrix

siconos.numerics.NM_MUMPS_copy(A, B)[source]#

copy MUMPS id if compiled WITH_MUMPS, otherwise do nothing.

Parameters:
class siconos.numerics.MLCP(*args)[source]#

Bases: object

The Structure that contains and defines MLCProblem. Find \((z,w)\) such that:

\[\begin{split}\left\{ \begin{array}{l} M \ z + q = w \\ w_1=0 \\ 0 \le w_{2} \perp v \ge 0 \end{array} \right. \text{ with } z= \left[ \begin{array}{c} u\\ v\\ \end{array} \right] \text{ and } w= \left[ \begin{array}{c} w_{1}\\ w_{2}\\ \end{array} \right]\end{split}\]

\(u, w_{1}\) are vectors of size n. \(v, w_{2}\) are vectors of size m.

ABCD format (see “R. W. {Cottle} and J. {Pang} and R. E. {Stone}”, “The Linear Complementarity Problem, Academic Press, Inc., 1992, Section 1.5 )

f[ left[ begin{array}{cc} A & C \ D & B \ end{array} right] f]

property isStorageType1#

boolean for storageType1 1 if the problem is saved using (M,q), 0 otherwise

property isStorageType2#

boolean for storageType2 1 if the problem is saved using (A,B,C,D,a,b), 0 otherwise

property n#

number of equality constraints

property m#

number of complementarity constraints

property blocksRows#

The rows from blocksRows[i] to blocksRows[i+1]-1 forms a block of equalities iif bloksIsComp[i]=0, else the block is a complementarity block. The number of total blocks is given by NbBlocks such that blocksRows[NbBlocks] = n+m

property blocksIsComp#

if bloksIsComp[i]=0, then block i formed by the rows from blocksRows[i] to blocksRows[i+1]-1 is an equality block else the block is a complementarity block.

property M#

M matrix of the MLCP

property q#

q vector of the MLCP

property A#

A matrix of the MLCP

property B#

B matrix of the MLCP

property C#

C matrix of the MLCP

property D#

D matrix of the MLCP

property a#

a vector of the MLCP

property b#

b vector of the MLCP

siconos.numerics.mixedLinearComplementarity_free(problem)[source]#

function to delete a MixedLinearComplementarityProblem

Parameters:

problem (MixedLinearComplementarityProblem) – pointer to a MixedLinearComplementarityProblem to delete

siconos.numerics.mixedLinearComplementarity_new()[source]#

create empty MLCP

Return type:

MixedLinearComplementarityProblem

Returns:

empy MLCP

siconos.numerics.mixedLinearComplementarity_display(p)[source]#

display a MLCP

siconos.numerics.mixedLinearComplementarity_printInFile(problem, file)[source]#

function to write in a file a MixedLinearComplementarityProblem

Parameters:
  • problem (MixedLinearComplementarityProblem) – pointer to a MixedLinearComplementarityProblem to print

  • file (FILE) – pointer to a FILE

Return type:

int

Returns:

0 if ok

siconos.numerics.mixedLinearComplementarity_newFromFile(problem, file)[source]#

Function to read and create a MixedLinearComplementarityProblem from a file

Parameters:
  • problem (MixedLinearComplementarityProblem) – pointer to a MixedLinearComplementarityProblem to create

  • file (FILE) – pointer to a FILE

Return type:

int

Returns:

0 if ok

siconos.numerics.mixedLinearComplementarity_newFromFileOld(problem, file)[source]#

Function to read and create a MixedLinearComplementarityProblem from a file

Parameters:
  • problem (MixedLinearComplementarityProblem) – pointer to a MixedLinearComplementarityProblem to create

  • file (FILE) – pointer to a FILE

Return type:

int

Returns:

0 if ok

siconos.numerics.mixedLinearComplementarity_newFromFilename(problem, filename)[source]#

Function to read and create a MixedLinearComplementarityProblem from a file

Parameters:
  • problem (MixedLinearComplementarityProblem) – pointer to a MixedLinearComplementarityProblem to create

  • filename (string) – that contains the mlcp

Return type:

int

Returns:

0 if ok

siconos.numerics.mixedLinearComplementarity_fromMtoABCD(problem)[source]#

Function to create a MLCP with ABCD format from M formatted MLCP

siconos.numerics.mlcp_driver_init(problem, options)[source]#

General interface to initialize a solver.

Must be call for the following solvers:

  • mlcp_enum

  • mlcp_path

  • mlcp_simplex

  • mlcp_direct_enum

  • mlcp_direct_path

  • mlcp_direct_simplex

Parameters:
  • problem (MixedLinearComplementarityProblem, in) – the MixedLinearComplementarityProblem structure which handles the problem (M,q)

  • options (SolverOptions, in) – structure used to define the solver(s) and their parameters

siconos.numerics.mlcp_driver_reset(problem, options)[source]#

General interface to reset a solver.

Must be call for the following solvers:

  • mlcp_enum

  • mlcp_path

  • mlcp_simplex

  • mlcp_direct_enum

  • mlcp_direct_path

  • mlcp_direct_simplex

Parameters:
  • problem (MixedLinearComplementarityProblem, in) – the MixedLinearComplementarityProblem structure which handles the problem (M,q)

  • options (SolverOptions, in) – structure used to define the solver(s) and their parameters

siconos.numerics.mlcp_pgs(problem, z, w, options)[source]#

mlcp_pgs (Projected Gauss-Seidel) is a basic Projected Gauss-Seidel solver for MLCP.

Parameters:
  • problem (MixedLinearComplementarityProblem, in) – structure that represents the MLCP (n,m,M, q…)

  • z (float, in/out) – a m+n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a m+n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : convergence 1 : iter = itermax 2 : negative diagonal term

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.mlcp_rpgs(problem, z, w, options)[source]#

mlcp_rpgs (Projected Gauss-Seidel) is a basic Projected Gauss-Seidel solver for MLCP.

Parameters:
  • problem (MixedLinearComplementarityProblem, in) – structure that represents the MLCP (n,m,M, q…)

  • z (float, in/out) – a m+n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a m+n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : convergence 1 : iter = itermax 2 : negative diagonal term

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.mlcp_psor(problem, z, w, options)[source]#

mlcp_psor (projected successive overrelaxation method) is a solver for MLCP.

Parameters:
  • problem (MixedLinearComplementarityProblem, in) – structure that represents the MLCP (n,m,M, q…)

  • z (float, in/out) – a m+n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a m+n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : convergence 1 : iter = itermax 2 : negative diagonal term

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.mlcp_rpsor(problem, z, w, options)[source]#

mlcp_rpsor (regularized projected successive overrelaxation method) is a solver for MLCP.

Parameters:
  • problem (MixedLinearComplementarityProblem, in) – structure that represents the MLCP (n,m,M, q…)

  • z (float, in/out) – a m+n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a m+n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : convergence 1 : iter = itermax 2 : negative diagonal term

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.mlcp_path(problem, z, w, options)[source]#

path solver

Parameters:
  • problem (MixedLinearComplementarityProblem, in) – structure that represents the MLCP (n,m,M, q…)

  • z (float, in/out) – a m+n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a m+n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : convergence 1 : iter = itermax 2 : negative diagonal term

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.mlcp_enum(problem, z, w, options)[source]#

enum solver

Parameters:
  • problem (MixedLinearComplementarityProblem, in) – structure that represents the MLCP (n,mM, q…)

  • z (float, out) – a m+n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, out) – a m+n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : success,it found a solution 1 : failure,it did not find any solution

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.mlcp_direct(problem, z, w, options)[source]#

direct solver

Parameters:
  • problem (MixedLinearComplementarityProblem, in) – MixedLinearComplementarityProblem* problem structure that represents the MLCP (n,mM, q…)

  • z (float, out) – a m+n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, out) – a m+n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : success,it found a solution 1 : failure,it did not find any solution

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.mlcp_direct_enum(problem, z, w, options)[source]#

direct-enum solver

Parameters:
  • problem (MixedLinearComplementarityProblem, in) – structure that represents the MLCP (n,mM, q…)

  • z (float, out) – a m+n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, out) – a m+n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : success,it found a solution 1 : failure,it did not find any solution

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.mlcp_direct_simplex(problem, z, w, options)[source]#

direct-simplex solver

Parameters:
  • problem (MixedLinearComplementarityProblem, in) – structure that represents the MLCP (n,mM, q…)

  • z (float, out) – a m+n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, out) – a m+n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : success,it found a solution 1 : failure,it did not find any solution

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.mlcp_direct_path(problem, z, w, options)[source]#

direct-path solver

Parameters:
  • problem (MixedLinearComplementarityProblem, in) – structure that represents the MLCP (n,mM, q…)

  • z (float, out) – a m+n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, out) – a m+n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : success, solution found 1 : failure,it did not find any solution

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.mlcp_simplex(problem, z, w, options)[source]#

simplex solver

Parameters:
  • problem (MixedLinearComplementarityProblem, in) – structure that represents the MLCP (n,mM, q…)

  • z (float, out) – a m+n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, out) – a m+n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : success,it found a solution 1 : failure,it did not find any solution

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.mlcp_FB(problem, z, w, options)[source]#

Fischer Burmeister solver

Parameters:
  • problem (MixedLinearComplementarityProblem, in) – structure that represents the MLCP (n,mM, q…)

  • z (float, out) – a m+n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, out) – a m+n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : success,it found a solution 1 : failure,it did not find any solution

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.mlcp_direct_FB(problem, z, w, options)[source]#

Direct Fischer Burmeister solver

Parameters:
  • problem (MixedLinearComplementarityProblem, in) – structure that represents the MLCP (n,mM, q…)

  • z (float, out) – a m+n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, out) – a m+n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : success, solution found 1 : failure,it did not find any solution

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.mlcp_pgs_SBM(problem, z, w, options)[source]#

generic interface used to call any MLCP solver applied on a Sparse-Block structured matrix M, with a Gauss-Seidel process to solve the global problem (formulation/solving of local problems for each row of blocks)

Parameters:
  • problem (MixedLinearComplementarityProblem, in) – structure that represents the LCP (M, q…). M must be a SparseBlockStructuredMatrix

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int) – an integer which returns the termination value: 0 : convergence >0 : failed, depends on local solver

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.mlcp_compute_error(problem, z, w, tolerance)[source]#

This function checks the validity of the vector z as a solution of the MLCP.

Parameters:
  • problem (MixedLinearComplementarityProblem, in) – structure that represents the MLCP (n,m,M, q… or (A,B,C…))

  • z (float, in/out) – a m+n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a m+n-vector of doubles which returns the solution of the problem.

  • tolerance (float, in) – threshold used to validate the solution: if the error is less than this value, the solution is accepted

  • error (float, in/out) –

Return type:

int

Returns:

status: 0 : convergence, 1: error > tolerance

class siconos.numerics.LCP(M, q)[source]#

Bases: object

Structure that contains and defines a LCP Problem.

property size#

size of the problem

property M#

M matrix of the LCP (see the mathematical description)

property q#

vector of the LCP (see the mathematical description)

siconos.numerics.linearComplementarity_display(problem)[source]#

display a LinearComplementarityProblem

Parameters:

problem (LinearComplementarityProblem) – pointer to a LinearComplementarityProblem to display

siconos.numerics.linearComplementarity_printInFile(problem, file)[source]#

function to write in a file a LinearComplementarityProblem

Parameters:
  • problem (LinearComplementarityProblem) – pointer to a LinearComplementarityProblem to print

  • file (FILE) – pointer to a FILE

Return type:

int

Returns:

0 if ok

siconos.numerics.linearComplementarity_newFromFile(problem, file)[source]#

Read and create a LinearComplementarityProblem from a file

Parameters:
  • problem (LinearComplementarityProblem) – pointer to a LinearComplementarityProblem to create

  • file (FILE) – pointer to a FILE

Return type:

int

Returns:

0 if ok

siconos.numerics.linearComplementarity_newFromFilename(problem, filename)[source]#

Read and create a LinearComplementarityProblem from a file

Parameters:
  • problem (LinearComplementarityProblem) – pointer to a LinearComplementarityProblem to create

  • filename (string) – that contains the lcp

Return type:

int

Returns:

0 if ok

siconos.numerics.freeLinearComplementarityProblem(problem)[source]#

Delete a LinearComplementarityProblem

Parameters:

problem (LinearComplementarityProblem) – pointer to a LinearComplementarityProblem to delete

siconos.numerics.newLCP()[source]#

Create new LCP and clear its fields

Return type:

LinearComplementarityProblem

Returns:

a LinearComplementarityProblem

siconos.numerics.lcp_qp(problem, z, w, options)[source]#

lcp_qp uses a quadratic programm formulation for solving a LCP

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int, out) –

    an integer which returns the termination value:

    0 : convergence / minimization sucessfull 1 : Too Many iterations

    2Accuracy insuficient to satisfy convergence criterion

    5 : Length of working array insufficient Other : The constraints are inconstent

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.lcp_cpg(problem, z, w, options)[source]#

lcp_cpg is a CPG (Conjugated Projected Gradient) solver for LCP based on quadratic minimization.

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0: convergence 1: iter = itermax 2: negative diagonal term 3: pWp nul

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.lcp_pgs(problem, z, w, options)[source]#

lcp_pgs (Projected Gauss-Seidel) is a basic Projected Gauss-Seidel solver for LCP.

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int, out) –

    an integer which returns the termination value:

    0 : convergence 1 : iter = itermax 2 : negative diagonal term

    type options:

    SolverOptions, in/out

    param options:

    structure used to define the solver and its parameters.

siconos.numerics.lcp_rpgs(problem, z, w, options)[source]#

lcp_rpgs (Regularized Projected Gauss-Seidel ) is a solver for LCP, able to handle matrices with null diagonal terms.

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : convergence 1 : iter = itermax 2 : negative diagonal term

  • options (SolverOptions, in/out) –

    structure used to define the solver and its parameters.

    TODO: Sizing the regularization paramter and apply it only on null diagnal term

siconos.numerics.lcp_psor(problem, z, w, options)[source]#

lcp_psor Projected Succesive over relaxation solver for LCP. See cottle, Pang Stone Chap 5

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : convergence 1 : iter = itermax 2 : negative diagonal term

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters. TODO: use the relax parameter add test add a vector of relaxation parameter wtith an auto sizing (see SOR algorithm for linear solver.)

siconos.numerics.lcp_nsqp(problem, z, w, options)[source]#

lcp_nsqp use a quadratic programm formulation for solving an non symmetric LCP

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int, out) –

    an integer which returns the termination value:

    0 : convergence / minimization sucessfull 1 : Too Many iterations

    2Accuracy insuficient to satisfy convergence criterion

    5 : Length of working array insufficient Other : The constraints are inconstent

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.lcp_latin(problem, z, w, options)[source]#

lcp_latin (LArge Time INcrements) is a basic latin solver for LCP.

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : convergence 1 : iter = itermax 2 : Cholesky Factorization failed 3 : nul diagonal term

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.lcp_latin_w(problem, z, w, options)[source]#

lcp_latin_w (LArge Time INcrements) is a basic latin solver with relaxation for LCP.

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : convergence 1 : iter = itermax 2 : Cholesky Factorization failed 3 : nul diagonal term

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.lcp_lexicolemke(problem, z, w, options)[source]#

lcp_lexicolemke is a direct solver for LCP based on pivoting method principle for degenerate problem Choice of pivot variable is performed via lexicographic ordering Ref: “The Linear Complementarity Problem” Cottle, Pang, Stone (1992)

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : convergence 1 : iter = itermax 2 : negative diagonal term

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.lcp_newton_min(problem, z, w, options)[source]#

lcp_newton_min uses a nonsmooth Newton method based on the min formulation (or max formulation) of the LCP

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : convergence / minimization sucessfull 1 : Too Many iterations 2 : Accuracy insuficient to satisfy convergence criterion 5 : Length of working array insufficient Other : The constraints are inconstent

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

TODO: Optimizing the memory allocation (Try to avoid the copy of JacH into A) Add rules for the computation of the penalization rho Add a globalization strategy based on a decrease of a merit function. (Nonmonotone LCP) Reference in Ferris Kanzow 2002

siconos.numerics.lcp_newton_FB(problem, z, w, options)[source]#

lcp_newton_FB use a nonsmooth newton method based on the Fischer-Bursmeister convex function

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 - convergence 1 - iter = itermax 2 - failure in the descent direction search (in LAPACK)

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

TODO: Optimizing the memory allocation (Try to avoid the copy of JacH into A) Add rules for the computation of the penalization rho Add a globalization strategy based on a decrease of a merit function. (Nonmonotone LCP) Reference in Ferris Kanzow 2002

siconos.numerics.lcp_newton_minFB(problem, z, w, options)[source]#

lcp_newton_minFB use a nonsmooth newton method based on both a min and Fischer-Bursmeister reformulation References: Facchinei–Pang (2003)

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 - convergence 1 - iter = itermax 2 - failure in the descent direction search (in LAPACK)

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.lcp_path(problem, z, w, options)[source]#

path solver

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : convergence 1 : iter = itermax 2 : negative diagonal term

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.lcp_enum(problem, z, w, options)[source]#

enumerative solver

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : success 1 : failed

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.lcp_enum_init(problem, options, withMemAlloc)[source]#

Proceed with initialisation required before any call of the enum solver.

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

  • withMemAlloc (int, in) – If it is not 0, then the necessary work memory is allocated.

siconos.numerics.lcp_enum_reset(problem, options, withMemAlloc)[source]#

Reset state for enum solver parameters.

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

  • withMemAlloc (int, in) – If it is not 0, then the work memory is free.

siconos.numerics.lcp_avi_caoferris(problem, z, w, options)[source]#

lcp_avi_caoferris is a direct solver for LCP based on an Affine Variational Inequalities (AVI) reformulation The AVI solver is here the one from Cao and Ferris Ref: “A Pivotal Method for Affine Variational Inequalities” Menglin Cao et Michael Ferris (1996)

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : convergence 1 : iter = itermax

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.lcp_pivot(problem, z, w, options)[source]#

lcp_pivot is a direct solver for LCP based on a pivoting method It can currently use Bard, Murty’s least-index or Lemke rule for choosing the pivot. The default one is Lemke and it can be changed by setting iparam[SICONOS_LCP_IPARAM_PIVOTING_METHOD_TYPE]. The list of choices are in the enum LCP_PIVOT (see lcp_cst.h).

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : convergence 1 : iter = itermax

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.lcp_pathsearch(problem, z, w, options)[source]#

lcp_pathsearch is a direct solver for LCP based on the pathsearch algorithm Warning: this solver is available for testing purposes only! consider using lcp_pivot() if you are looking for simular solvers

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : convergence 1 : iter = itermax

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.lcp_gams(problem, z, w, options)[source]#

lcp_gams uses the solver provided by GAMS

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int, out) – an integer which returns the termination value: 0 : convergence 1 : iter = itermax

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.lcp_nsgs_SBM(problem, z, w, options)[source]#

generic interface used to call any LCP solver applied on a Sparse-Block structured matrix M, with a Gauss-Seidel process to solve the global problem (formulation/solving of local problems for each row of blocks)

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…). M must be a SparseBlockStructuredMatrix

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • info (int) – an integer which returns the termination value: 0 : convergence >0 : failed, depends on local solver

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.lcp_nsgs_SBM_buildLocalProblem(rowNumber, blmat, local_problem, q, z)[source]#

Construct local problem from a “global” one

Parameters:
  • rowNumber (int) – index of the local problem

  • blmat (SparseBlockStructuredMatrix) – matrix containing the problem

  • local_problem (LinearComplementarityProblem) – problem to fill

  • q (float) – big q

  • z (float) – big z

siconos.numerics.lcp_compute_error(problem, z, w, tolerance)[source]#

Computes error criterion and update \(w = Mz + q\).

Parameters:
  • problem (LinearComplementarityProblem, in) – structure that represents the LCP (M, q…)

  • z (float, in/out) – a n-vector of doubles which contains the initial solution and returns the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which returns the solution of the problem.

  • tolerance (float, in) – threshold used to validate the solution: if the error is less than this value, the solution is accepted

  • error (float, out) – the actual error of the solution with respect to the problem

Return type:

int

Returns:

status: 0 : convergence, 1: error > tolerance

siconos.numerics.lcp_driver_DenseMatrix(problem, z, w, options)[source]#

Interface to solvers for Linear Complementarity Problems, dedicated to dense matrix storage

Parameters:
  • problem (LinearComplementarityProblem, in) – the LinearComplementarityProblem structure which handles the problem (M,q)

  • z (float, in/out) – a n-vector of doubles which contains the solution of the problem.

  • w (float, in/out) – a n-vector of doubles which contains the solution of the problem.

  • options (SolverOptions, in/out) – structure used to define the solver(s) and their parameters

Return type:

int

Returns:

info termination value - 0 : successful - >0 : otherwise see each solver for more information about the log info

siconos.numerics.SICONOS_LCP_IPARAM_NSGS_ITERATIONS_SUM = 4#

index in iparam to store the sum of local solver iterations number

siconos.numerics.SICONOS_LCP_IPARAM_PIVOTING_METHOD_TYPE = 5#

index in iparam to store type of pivoting methods

siconos.numerics.SICONOS_LCP_IPARAM_SKIP_TRIVIAL = 6#

index in iparam to skip trivial solution

siconos.numerics.SICONOS_LCP_IPARAM_ENUM_NUMBER_OF_SOLUTIONS = 7#

index in iparam to store the number of solutions

siconos.numerics.SICONOS_LCP_IPARAM_ENUM_CURRENT_ENUM = 8#

index in iparam to store the current enum

siconos.numerics.SICONOS_LCP_IPARAM_ENUM_SEED = 9#

index in iparam to store the seed for starting enum

siconos.numerics.SICONOS_LCP_IPARAM_ENUM_USE_DGELS = 10#

index in iparam to store the first seed for enum

siconos.numerics.SICONOS_LCP_IPARAM_ENUM_MULTIPLE_SOLUTIONS = 11#

index in iparam to store to activate multiple solutions search

siconos.numerics.SICONOS_LCP_DPARAM_RHO = 3#

index in dparam to store to the relaxation or regularization parameter

siconos.numerics.SICONOS_LCP_DPARAM_NSGS_LOCAL_ERROR_SUM = 4#

index in dparam to store the sum of local error values

siconos.numerics.SICONOS_LCP_DPARAM_LATIN_PARAMETER = 12#

index in dparam to store the latin parameter

class siconos.numerics.AVI(*args)[source]#

Bases: object

Structure that contains and defines an AVI

The problem is : given a matrix \(M\) and a vector \(q\), find \(z\) such that

\[\langle x - z, q + Mz \rangle \geq 0 \ \text{for all }x\in K\]

See users’guide for details.

property size#

size of the problem

property M#

M matrix of the AVI (see the mathematical description)

property q#

vector of the AVI (see the mathematical description)

property d#

Covering vector (optional)

property poly#

Polyhedra where the solution has to belong

property lb#

Lower bounds for the variables

property ub#

Upper bounds for the variables

property cones#

Non-polyhedral Cones where the variable lives (not implemented yet)

siconos.numerics.AVI_display(avi)[source]#

Affine Variational Inequalities display

Parameters:

avi (AffineVariationalInequalities) – pointer to the AffineVariationalInequalities to display

siconos.numerics.AVI_printInFile(avi, file)[source]#

write AVI to file

Parameters:
  • avi (AffineVariationalInequalities) – pointer to a AffineVariationalInequalities to print

  • file (FILE) – pointer to a FILE

Return type:

int

Returns:

1 if successfull

siconos.numerics.AVI_newFromFile(avi, file)[source]#

read from file and create AffineVariationalInequalities

Parameters:
  • avi (AffineVariationalInequalities) – pointer to a AffineVariationalInequalities to create

  • file (FILE) – pointer to a FILE

Return type:

int

Returns:

1 if successfull

siconos.numerics.AVI_newFromFilename(avi, filename)[source]#

function to read and create a AffineVariationalInequalities from a file

Parameters:
  • avi (AffineVariationalInequalities) – pointer to a AffineVariationalInequalities to create

  • filename (string) – that contains the AVI

Return type:

int

Returns:

1 if successfull

siconos.numerics.freeAVI(avi)[source]#

function to delete a AffineVariationalInequalities

Parameters:

avi (AffineVariationalInequalities) – pointer to a AffineVariationalInequalities to delete

siconos.numerics.newAVI()[source]#

Create an empty AVI struct

Return type:

AffineVariationalInequalities

Returns:

an empty AffineVariationalInequalities

siconos.numerics.avi_caoferris(problem, z, w, options)[source]#

avi_caoferris is a direct solver for AVI based on pivoting method principle for degenerate problem Choice of pivot variable is performed via lexicographic ordering Ref: “A Pivotal Method for Affine Variational Inequalities” Menglin Cao et Michael Ferris (1996)

Parameters:
  • problem (AffineVariationalInequalities, in) – structure that represents the AVI (M, q, K)

  • z (float, in/out) – on call contains the initial solution and on return holds the solution of the problem.

  • w (float, in/out) – defined as Mz + q

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

Return type:

int

Returns:

info about the convergence: 0 ok; 1 …

siconos.numerics.avi_pathavi(problem, z, w, options)[source]#

avi_pathavi is using PATHVI, a direct solver for VI based on pivoting method principle for degenerate problem Ref: “A structure-preserving Pivotal Method for Affine Variational Inequalities” Y. Kim, O. Huber, M.C. Ferris, Math Prog B (2017)

Parameters:
  • problem (AffineVariationalInequalities, in) – structure that represents the AVI (M, q, K)

  • z (float, in/out) – on call contains the initial solution and on return holds the solution of the problem.

  • w (float, in/out) – defined as Mz + q

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

Return type:

int

Returns:

info about the convergence: 0 ok; 1 …

siconos.numerics.SICONOS_FRICTION_2D_NSGS = 400#

2D Frictional Contact solvers

siconos.numerics.SICONOS_FRICTION_3D_NSGS = 500#

Non-smooth Gauss Seidel, local formulation

siconos.numerics.SICONOS_FRICTION_3D_NSGSV = 501#

Non-smooth Gauss Seidel-velocity, local formulation

siconos.numerics.SICONOS_FRICTION_3D_PROX = 502#

proximal, local formulation

siconos.numerics.SICONOS_FRICTION_3D_TFP = 503#

Tresca, fixed point, local formulation

siconos.numerics.SICONOS_FRICTION_3D_NSN_AC = 504#

Non-smooth Newton Alart-Curnier, local formulation

siconos.numerics.SICONOS_FRICTION_3D_DSFP = 505#

De Saxce fixed point, local formulation

siconos.numerics.SICONOS_FRICTION_3D_VI_FPP = 506#

VI formulation, fixed point projection, local formulation

siconos.numerics.SICONOS_FRICTION_3D_VI_EG = 507#

VI formulation, Extra-gradient, local formulation

siconos.numerics.SICONOS_FRICTION_3D_HP = 508#

Hyperplane projection, local formulation

siconos.numerics.SICONOS_FRICTION_3D_NCPGlockerFBFixedPoint = 510#

Fischer Burmeister fixed point, local formulation

siconos.numerics.SICONOS_FRICTION_3D_FPP = 511#

Fixed point projection, local formulation

siconos.numerics.SICONOS_FRICTION_3D_EG = 512#

Extra-gradient, local formulation

siconos.numerics.SICONOS_FRICTION_3D_NSN_FB = 513#

Non-smooth Newton Fischer Burmeister, local formulation

siconos.numerics.SICONOS_FRICTION_3D_GAMS_PATH = 514#

GAMS/Path (Ferris), local formulation

siconos.numerics.SICONOS_FRICTION_3D_GAMS_PATHVI = 515#

VI formulation, GAMS/Path (Ferris), local formulation

siconos.numerics.SICONOS_FRICTION_3D_ACLMFP = 516#

Alart-Curnier fixed point, local formulation

siconos.numerics.SICONOS_FRICTION_3D_SOCLCP = 517#

Second-order Cone LCP, local formulation

siconos.numerics.SICONOS_FRICTION_3D_GAMS_LCP_PATH = 518#

GAMS/PATH (Ferris) LCP, local formulation

siconos.numerics.SICONOS_FRICTION_3D_GAMS_LCP_PATHVI = 519#

VI formulation, GAMS/PATH (Ferris) LCP, local formulation

siconos.numerics.SICONOS_FRICTION_3D_NSN_NM = 520#

Non-smooth Newton, natural map, local formulation

siconos.numerics.SICONOS_FRICTION_3D_PFP = 522#

Panagiotopoulos, fixed point, local formulation

siconos.numerics.SICONOS_FRICTION_3D_ADMM = 523#

ADMM local formulation

siconos.numerics.SICONOS_FRICTION_3D_ONECONTACT_NSN = 550#

Non-smooth Newton Alart-Curnier, ‘direct’, one contact solver

siconos.numerics.SICONOS_FRICTION_3D_ONECONTACT_NSN_GP = 551#

Non-smooth Newton Alart-Curnier, ‘damped’, one contact solver

siconos.numerics.SICONOS_FRICTION_3D_ONECONTACT_ProjectionOnCone = 552#

Projection on cone, one contact solver

siconos.numerics.SICONOS_FRICTION_3D_ONECONTACT_ProjectionOnConeWithLocalIteration = 553#

Projection on cone, one contact solver

siconos.numerics.SICONOS_FRICTION_3D_NCPGlockerFBPATH = 556#

Fischer Burmeister/Path, Glocker formulation, one contact solver

siconos.numerics.SICONOS_FRICTION_3D_NCPGlockerFBNewton = 561#

Newton/Fischer Burmeister, Glocker formulation, one contact solver

siconos.numerics.SICONOS_GLOBAL_FRICTION_3D_NSGS_WR = 600#

3D Frictional contact local solvers on global formulation

siconos.numerics.SICONOS_GLOBAL_FRICTION_3D_VI_FPP = 610#

VI formulation, Fixed Point Projection, local formulation

siconos.numerics.SICONOS_GLOBAL_FRICTION_3D_VI_EG = 611#

VI formulation, Extra-gradient, local formulation

siconos.numerics.SICONOS_ROLLING_FRICTION_3D_NSGS = 3000#

Non-smooth Gauss Seidel, local formulation

siconos.numerics.SICONOS_ROLLING_FRICTION_2D_NSGS = 4000#

Non-smooth Gauss Seidel, local formulation

siconos.numerics.SICONOS_GLOBAL_ROLLING_FRICTION_3D_NSGS_WR = 5000#

Non-smooth Gauss Seidel, global formulation

siconos.numerics.SICONOS_FRICTION_3D_IPARAM_INTERNAL_ERROR_STRATEGY = 2#

index in iparam to store the error strategy for the internal solver

siconos.numerics.SICONOS_FRICTION_3D_IPARAM_RESCALING = 3#

index in iparam to store the rescaling

siconos.numerics.SICONOS_FRICTION_3D_IPARAM_RESCALING_CONE = 4#

index in iparam to store the rescaling

siconos.numerics.SICONOS_FRICTION_3D_CURRENT_CONTACT_NUMBER = 5#

one contact solvers) *

Type:

current contact number (example of use

siconos.numerics.SICONOS_FRICTION_3D_IPARAM_ERROR_EVALUATION = 7#

index in iparam to store the error evaluation method

siconos.numerics.SICONOS_FRICTION_3D_IPARAM_ERROR_EVALUATION_FREQUENCY = 8#

index in iparam to store the frequency of error evaluation method

siconos.numerics.SICONOS_FRICTION_3D_DPARAM_INTERNAL_ERROR_RATIO = 2#

index in dparam to store the internal solver error ratio

siconos.numerics.SICONOS_FRICTION_3D_NSGS_RELAXATION = 4#

index in iparam to store the relaxation strategy

siconos.numerics.SICONOS_FRICTION_3D_NSGS_SHUFFLE = 5#

index in iparam to store the shuffle strategy

siconos.numerics.SICONOS_FRICTION_3D_NSGS_SHUFFLE_SEED = 6#

index in iparam to store the shuffle seed

siconos.numerics.SICONOS_FRICTION_3D_NSGS_FREEZING_CONTACT = 19#

index in iparam to store the

siconos.numerics.SICONOS_FRICTION_3D_NSGS_FILTER_LOCAL_SOLUTION = 14#

index in iparam to store the

siconos.numerics.SICONOS_FRICTION_3D_NSGS_RELAXATION_VALUE = 8#

index in dparam to store the relaxation strategy

siconos.numerics.SICONOS_FRICTION_3D_NSGS_ERROR_EVALUATION_FULL = 0#

Evaluation of the error with the expensive function fc3d_compute_error *

siconos.numerics.SICONOS_FRICTION_3D_NSGS_ERROR_EVALUATION_LIGHT = 1#

Evaluation of the error with the cheap incremental variation *

siconos.numerics.SICONOS_FRICTION_3D_NSGS_ERROR_EVALUATION_LIGHT_WITH_FULL_FINAL = 2#

Evaluation of the error with the cheap incremental variation but we modify the incremental toleranve to reach the requred accuracy *

siconos.numerics.SICONOS_FRICTION_3D_NSGS_ERROR_EVALUATION_ADAPTIVE = 3#

Evaluation of the error with the expensive function fc3d_compute_error and an adaptive frequency for calling the error function *

siconos.numerics.SICONOS_FRICTION_3D_NSN_RHO_STRATEGY = 9#

index in iparam to store the strategy for computing rho

siconos.numerics.SICONOS_FRICTION_3D_NSN_FORMULATION = 10#

index in iparam to store the formulation

siconos.numerics.SICONOS_FRICTION_3D_NSN_LINESEARCH = 11#

index in iparam to store the line-search

siconos.numerics.SICONOS_FRICTION_3D_NSN_LINESEARCH_MAX_ITER = 12#

index in iparam to store the maximum number of iterations

siconos.numerics.SICONOS_FRICTION_3D_NSN_LINEAR_SOLVER = 13#

index in iparam to set the linear solver used at each Newton iteration cs_lusol or mumps

siconos.numerics.SICONOS_FRICTION_3D_NSN_HYBRID_STRATEGY = 14#

index in iparam to store the strategy for the hybrid solver

siconos.numerics.SICONOS_FRICTION_3D_NSN_HYBRID_MAX_LOOP = 15#

index in iparam to store the maximum number of loop for the hybrid solver

siconos.numerics.SICONOS_FRICTION_3D_NSN_HYBRID_MAX_ITER = 16#

index in iparam to store the maximum number of iterations for the projection solver

siconos.numerics.SICONOS_FRICTION_3D_NSN_MEMORY_ALLOCATED = 17#

index in iparam used to check if memory allocation has already be done (if true/1) or not (if 0/false) for internal work array.

siconos.numerics.SICONOS_FRICTION_3D_NSN_MPI_COM = 18#

index in iparam to store the boolean to know if allocation of dwork is needed

siconos.numerics.SICONOS_FRICTION_3D_NSN_RHO = 3#

index in dparam to store the rho value for projection formulation

siconos.numerics.SICONOS_FRICTION_3D_NSN_FORMULATION_RHO_STRATEGY_CONSTANT = 0#

A constant value given in dparam[SICONOS_FRICTION_3D_NSN_RHO] is used

siconos.numerics.SICONOS_FRICTION_3D_NSN_FORMULATION_RHO_STRATEGY_SPECTRAL_NORM = 1#

A computed value stored in dparam[SICONOS_FRICTION_3D_NSN_RHO] is used

siconos.numerics.SICONOS_FRICTION_3D_NSN_FORMULATION_RHO_STRATEGY_SPLIT_SPECTRAL_NORM_COND = 2#

A computed value stored in dparam[SICONOS_FRICTION_3D_NSN_RHO] is used

siconos.numerics.SICONOS_FRICTION_3D_NSN_FORMULATION_RHO_STRATEGY_SPLIT_SPECTRAL_NORM = 3#

An adaptive strategy for rho is used

siconos.numerics.SICONOS_FRICTION_3D_NSN_FORMULATION_RHO_STRATEGY_ADAPTIVE = 4#

An adaptive strategy for rho is used

siconos.numerics.SICONOS_FRICTION_3D_NSN_HYBRID_STRATEGY_NO = 0#

No strategy for the hybrid solver

siconos.numerics.SICONOS_FRICTION_3D_NSN_HYBRID_STRATEGY_PLI_NSN_LOOP = 1#

Loop PLI-NSN strategy for the hybrid solver

siconos.numerics.SICONOS_FRICTION_3D_NSN_HYBRID_STRATEGY_NSN_AND_PLI_NSN_LOOP = 2#

NSN and after Loop PLI-NSN strategy for the hybrid solver

siconos.numerics.SICONOS_FRICTION_3D_NSN_HYBRID_STRATEGY_VI_EG_NSN = 3#

VI_EG preconditionning to NSN strategy for the hybrid solver

siconos.numerics.SICONOS_FRICTION_3D_FP_ERROR_STRATEGY = 2#

index in iparam to store the error strategy for the internal solver

siconos.numerics.SICONOS_FRICTION_3D_PROXIMAL_IPARAM_CUMULATIVE_ITER_DONE = 6#

index in iparam to store the relaxation strategy

siconos.numerics.SICONOS_FRICTION_3D_PROXIMAL_IPARAM_RELAXATION = 8#

index in iparam to store the relaxation strategy

siconos.numerics.SICONOS_FRICTION_3D_PROXIMAL_IPARAM_STRATEGY = 9#

index in iparam to store the proximal strategy

siconos.numerics.SICONOS_FRICTION_3D_PROXIMAL_DPARAM_ALPHA = 3#

index in dparam to store the parameter alpha

siconos.numerics.SICONOS_FRICTION_3D_PROXIMAL_PROX = 0#

Proximal algorithm

siconos.numerics.SICONOS_FRICTION_3D_PROXIMAL_REGULARIZATION = 1#

Regularization algorithm

siconos.numerics.SICONOS_FRICTION_3D_ADMM_IPARAM_RHO_STRATEGY = 9#

index in iparam to store the strategy for computing rho

siconos.numerics.SICONOS_FRICTION_3D_ADMM_IPARAM_INITIAL_RHO = 10#

index in iparam to store the strategy for computing rho

siconos.numerics.SICONOS_FRICTION_3D_ADMM_IPARAM_ACCELERATION = 11#

index in iparam to store the acceleration parameter

siconos.numerics.SICONOS_FRICTION_3D_ADMM_IPARAM_SYMMETRY = 12#

index in iparam to store the symmetry parameter

siconos.numerics.SICONOS_FRICTION_3D_ADMM_IPARAM_SPARSE_STORAGE = 13#

index in iparam to store the sparse storage parameter

siconos.numerics.SICONOS_FRICTION_3D_ADMM_IPARAM_GET_PROBLEM_INFO = 14#

index in iparam to get problem info

siconos.numerics.SICONOS_FRICTION_3D_ADMM_RHO = 3#

index in dparam to store the rho value for projection formulation

siconos.numerics.SICONOS_FRICTION_3D_ADMM_RESTART_ETA = 4#

index in dparam to store the eta value for the restarting criteria

siconos.numerics.SICONOS_FRICTION_3D_ADMM_BALANCING_RESIDUAL_TAU = 5#

index in dparam to store the tau value for the balancing residual technique

siconos.numerics.SICONOS_FRICTION_3D_ADMM_BALANCING_RESIDUAL_PHI = 6#

index in dparam to store the phi value for the balancing residual technique

siconos.numerics.SICONOS_FRICTION_3D_ADMM_RHO_STRATEGY_CONSTANT = 0#

A constant value given in dparam[SICONOS_FRICTION_3D_NSN_RHO] is used

siconos.numerics.SICONOS_FRICTION_3D_ADMM_RHO_STRATEGY_RESIDUAL_BALANCING = 2#

An adaptive strategy for rho is used

siconos.numerics.SICONOS_FRICTION_3D_ADMM_RHO_STRATEGY_SCALED_RESIDUAL_BALANCING = 3#

An adaptive strategy for rho is used

siconos.numerics.SICONOS_FRICTION_3D_ADMM_INITIAL_RHO_GIVEN = 0#

A constant value given in dparam[SICONOS_FRICTION_3D_NSN_RHO] is used

siconos.numerics.SICONOS_FRICTION_3D_ADMM_INITIAL_RHO_NORM_INF = 1#

A computed value stored in dparam[SICONOS_FRICTION_3D_NSN_RHO] is used

siconos.numerics.SICONOS_FRICTION_3D_ADMM_INITIAL_RHO_EIGENVALUES = 2#

An adaptive strategy for rho is used

siconos.numerics.SICONOS_FRICTION_3D_IPM_IPARAM_NESTEROV_TODD_SCALING = 11#

index in iparam to use NT scaling technique

siconos.numerics.SICONOS_FRICTION_3D_IPM_IPARAM_SPARSE_STORAGE = 12#

index in iparam to store the sparse storage parameter

siconos.numerics.SICONOS_FRICTION_3D_IPM_IPARAM_GET_PROBLEM_INFO = 13#

index in iparam to get problem info

siconos.numerics.SICONOS_FRICTION_3D_IPM_IPARAM_ITERATES_MATLAB_FILE = 14#

index in iparam to print iterates (including problem data) into a Matlab file

siconos.numerics.SICONOS_FRICTION_3D_IPM_IPARAM_REDUCED_SYSTEM = 15#

index in iparam to use reduce the linear system

siconos.numerics.SICONOS_FRICTION_3D_IPM_IPARAM_FINISH_WITHOUT_SCALING = 16#

index in iparam to finish the solution without scaling

siconos.numerics.SICONOS_FRICTION_3D_IPM_IPARAM_UPDATE_S = 17#

index in iparam to update the vector w for solving nonconvex problem

siconos.numerics.SICONOS_FRICTION_3D_IPM_IPARAM_NESTEROV_TODD_SCALING_METHOD = 18#

index in iparam to use Qp or F formula for computing Nesterov-Todd scaling *

siconos.numerics.SICONOS_FRICTION_3D_IPM_IPARAM_REDUCED_SYSTEM_METHOD = 19#

index in iparam to use a reduced symmetric system with Qp2 or QpH inside the matrix *

siconos.numerics.SICONOS_FRICTION_3D_IPM_IPARAM_LS_FORM = 10#

index in iparam to choose the linear system formulation *

siconos.numerics.SICONOS_FRICTION_3D_IPM_IPARAM_REFINEMENT = 9#

index in iparam to perform iterative refinement with MA57 (LDT) *

siconos.numerics.SICONOS_FRICTION_3D_IPM_IPARAM_CHOLESKY = 8#

index in iparam to perform Cholesky factorization *

siconos.numerics.SICONOS_FRICTION_3D_IPM_IPARAM_ITERATES_PYTHON_FILE = 7#

index in iparam to print iterates (including problem data) into a Python file

siconos.numerics.SICONOS_FRICTION_3D_IPM_SIGMA_PARAMETER_1 = 7#

index in dparam to store the parameter for computation the power of sigma

siconos.numerics.SICONOS_FRICTION_3D_IPM_GAMMA_PARAMETER_1 = 10#

index in dparam to store the parameter for computation the safity coefficient of step length

siconos.numerics.SICONOS_VI_IPARAM_LINESEARCH_METHOD = 6#

index in iparam to store the linesearch method

siconos.numerics.SICONOS_VI_IPARAM_ERROR_EVALUATION = 7#

index in iparam to store the error evaluation method

siconos.numerics.SICONOS_VI_IPARAM_ERROR_EVALUATION_FREQUENCY = 8#

index in iparam to store the frequency of error evaluation method

siconos.numerics.SICONOS_VI_IPARAM_LS_MAX_ITER = 9#

index for max number of iterations allowed in line search

siconos.numerics.SICONOS_VI_IPARAM_ACTIVATE_UPDATE = 10#

false default choice)

Type:

activate the update in the loop (0

siconos.numerics.SICONOS_VI_LS_ARMIJO = 0#

Armijo rule with Khotbotov ratio (default)

siconos.numerics.SICONOS_VI_LS_SOLODOV = 1#

Armijo rule with Solodov.Tseng ratio

siconos.numerics.SICONOS_VI_LS_HANSUN = 2#

Armijo rule with Han.Sun ratio

siconos.numerics.SICONOS_VI_DPARAM_RHO = 3#

index in dparam to store the initial value of rho

siconos.numerics.SICONOS_VI_DPARAM_LS_TAU = 4#

index in dparam to store the tau coeff of line-search

siconos.numerics.SICONOS_VI_DPARAM_LS_TAUINV = 5#

index in dparam to store the tauinv coeff of line-search

siconos.numerics.SICONOS_VI_DPARAM_LS_L = 6#

index in dparam to store the L coeff of line-search

siconos.numerics.SICONOS_VI_DPARAM_LS_LMIN = 7#

index in dparam to store the LMIN coeff of line-search

siconos.numerics.SICONOS_VI_DPARAM_SIGMA = 8#

index in dparam to store the sigma coeff (HP)

class siconos.numerics.functions_LSA[source]#

Bases: object

Struct holding the necessary pointers to functions needed by the newton_LSA() procedure.

property compute_F#

function to evaluate w = F(z)

property compute_F_merit#

function to evaluate F_merit(z) (e.g. F_FB, F_{min}, …)

property compute_H#

function to get an element H of T

property compute_error#

function to compute the error

property compute_RHS_desc#

function to evaluate F_desc(z) (e.g. F_FB, F_{min}, …), optional

property compute_H_desc#

function to get an element H_desc of T_desc, optional

property compute_descent_direction#

function to get the descent direction, used for instance in the Newton-Josephy method

property compute_JacTheta_merit#

function to get the descent direction, used for instance in the Newton-Josephy method

property get_set_from_problem_data#

Function returning the set description from the

property ls_failure_fn#

Function to call when the line search fails

siconos.numerics.SICONOS_IPARAM_LSA_NONMONOTONE_LS = 3#

line search based algo use this

siconos.numerics.SICONOS_IPARAM_NMS_WATCHDOG_TYPE = 7#

non-monotone specific part

siconos.numerics.SICONOS_DPARAM_LSA_ALPHA_MIN = 2#

line-search

siconos.numerics.SICONOS_DPARAM_NMS_DELTA = 2#

non-monotone specific part

siconos.numerics.newton_LSA(n, z, w, data, options, functions)[source]#

Newton algorithm for finding the zero of a function with a line search. Mainly used for equation-based reformulation of CP or VI.

Parameters:
  • n (int) – size of the problem

  • z (float) – variable

  • w (float) – value of F(z)

  • info (int) – solver-specific values

  • data (void) – opaque problem definition

  • options (SolverOptions) – options for this solver

  • functions (functions_LSA) – struct of function pointers to compute F, H and the error

siconos.numerics.init_lsa_functions(functions, compute_F, merit_function)[source]#

Set the functions to compute F and F_merit and all the other pointers to NULL

Parameters:
  • functions (functions_LSA) – structure to fill

  • compute_F (void) – function to compute F

  • merit_function (void) – function to compute F_merit

siconos.numerics.set_lsa_params_data(options, mat)[source]#

Set the parameters and data for newton_LSA

Parameters:
siconos.numerics.newton_LSA_free_solverOptions(options)[source]#

clear the solver-specific data

Parameters:

options (SolverOptions) – the SolverOption structure

siconos.numerics.projectionOnCone(r, mu)[source]#

projectionOnCone Projection on the second Order Cone in \(R^3\), \(K \{ r, r_1 \geq 0, 0 \sqrt(r_2^2+r_3^2) \geq mu r_1 \}\)

Parameters:
  • r (float, in/out) – the vector to be projected

  • mu (float, in) – the angle of the cone

Return type:

int

Returns:

the type of projection

siconos.numerics.projectionOnDualCone(u, mu)[source]#

projectionOnDualCone Projection on the second Order Cone in \(R^3\), \(K \{ r, r_1 \geq 0, 0 mu \sqrt(u_2^2+u_3^2) \geq u_1 \}\)

Parameters:
  • u (float, in/out) – the vector to be projected

  • mu (float, in) – the angle of the cone

Return type:

int

Returns:

the type of projection

siconos.numerics.projectionOnSecondOrderCone(r, mu, size)[source]#

projectionOnCone Projection on the second Order Cone in \(R^n\), \(K \{ r, r_1 \geq 0, 0 \|[r_2,r_n]\| \geq mu r_1 \}\)

Parameters:
  • r (float, in/out) – the vector to be projected

  • mu (float, in) – the angle of the cone

  • size (int, in) – dimension

siconos.numerics.projectionOnRollingCone(r, mu, mur)[source]#

projectionOnCone Projection on the second Order Cone in \(R^3\), \(K \{ r, r_1 \geq 0, 0 \sqrt(r_2^2+r_3^2) \geq mu r_1 \}\)

Parameters:
  • r (float, in/out) – the vector to be projected

  • mu (float, in) – the angle of the cone

Return type:

int

Returns:

the type of projection

siconos.numerics.projectionOn2DRollingCone(r, mu, mur)[source]#

projectionOnCone Projection on the second Order Cone in \(R^3\), \(K \{ r, r_1 \geq 0, 0 \sqrt(r_2^2+r_3^2) \geq mu r_1 \}\)

Parameters:
  • r (float, in/out) – the vector to be projected

  • mu (float, in) – the angle of the cone

Return type:

int

Returns:

the type of projection

siconos.numerics.projectionOnDualRollingCone(u, mu, mur)[source]#

projectionOnDualCone Projection on the second Order Cone in \(R^3\), \(K \{ r, r_1 \geq 0, 0 mu \sqrt(u_2^2+u_3^2) \geq u_1 \}\)

Parameters:
  • u (float, in/out) – the vector to be projected

  • mu (float, in) – the angle of the cone

Return type:

int

Returns:

the type of projection

class siconos.numerics.MCP(*args)[source]#

Bases: object

Structure that contains and defines a MixedComplementarityProblem

property n1#

number of equalities constraints

property n2#

size of complementarity variables

property compute_Fmcp#

pointer to the function used to compute \(F_{mcp}(z) = (G(z), H(z))\)

property compute_nabla_Fmcp#

pointer to the function used to compute \(\nabla_z F_{mcp}\)

property nabla_Fmcp#

storage for \(\nabla_z F_{mcp}\)

property env#

environment for the compute_Fmcp and compute_nabla_Fmcp function. When called from Python, it contains an object with compute_Fmcp and compute_nabla_Fmcp as methods. When called from C, it can reference a data struct containing variables needed for the computations.

class siconos.numerics.MCP_old(*args)[source]#

Bases: object

The structure that defines a Mixed Complementarity problem (MCP) : find two vectors \((z,w \in {{\mathrm{I\!R}}}^{n+m})\) such that:

\[\begin{split}w &= \begin{pmatrix}w_e\\w_i\end{pmatrix} = F(z) \ \ w_e &=0 \ \ 0 &\le w_i \perp z_i \ge 0\end{split}\]

where “i” (resp. “e”) stands for inequalities (resp. equalities). The vector \(z\) is splitted like \(w\):

\[\begin{split}z =\begin{pmatrix}z_e\\z_i\end{pmatrix}\end{split}\]

\(z_i,w_i\) are vectors of size sizeEqualities, \(z_e,w_e\) vectors of size sizeInequalities

and \(F\) is a non linear function that must be user-defined.

property sizeEqualities#

size of equalities \(z_e, w_e\) size

property sizeInequalities#

size of inequalities \(z_i,w_i\) size

property computeFmcp#

pointer to the function to compute F(z)

property Fmcp#

pointer to the function to compute the jacobian of F(z) The value F(z)

property nablaFmcp#

jacobian of F(z)

siconos.numerics.mixedComplementarityProblem_free(mcp)[source]#

free a MCP problem

Parameters:

mcp (MixedComplementarityProblem) – structure to free

siconos.numerics.mixedComplementarityProblem_new()[source]#
Return type:

MixedComplementarityProblem

Returns:

an empty MixedComplementarityProblem instance

siconos.numerics.mixedComplementarityProblem_old_free(problem)[source]#

Delete a MixedComplementarityProblem_old

Parameters:

problem (MixedComplementarityProblem_old) – pointer to a MixedComplementarityProblem_old to delete

siconos.numerics.mcp_newton_FB_FBLSA(problem, z, Fmcp, options)[source]#

Solver based on Fischer-Burmeister reformulation and line search (VFBLSA in Facchinei–Pang 2003 p. 834)

Parameters:
  • problem (MixedComplementarityProblem, in) – a structure which represents the MCP

  • z (float, in/out) – a n1+n2-vector, initial solution + returns the solution of the problem.

  • Fmcp (float, out) – n1+n2-vector which contains the value of Fmcp(z) = (G(z), H(z))

  • info (int, out) – termination value: 0 if success else >0.

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.mcp_newton_min_FBLSA(problem, z, Fmcp, options)[source]#

Solver based on Fischer-Burmeister reformulation and line search. The descent direction is found using a min reformulation (minFBLSA in Facchinei–Pang 2003 p. 855)

Parameters:
  • problem (MixedComplementarityProblem, in) – a structure which represents the MCP

  • z (float, in/out) – a n1+n2-vector, initial solution + returns the solution of the problem.

  • Fmcp (float, out) – n1+n2-vector which contains the value of Fmcp(z) = (G(z), H(z))

  • info (int, out) – termination value: 0 if success else >0.

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.mcp_old_driver_init(problem, options)[source]#

Initialisation of the MCP solver (set problem, allocate working memory and so on. This routine must be called before any attempt to run the mcp_old_driver.

Parameters:
  • problem (MixedComplementarityProblem_old, in) – the description of the MCP

  • options (SolverOptions, in) – for the solver

siconos.numerics.mcp_old_driver_reset(problem, options)[source]#

Reset of the MCP solver

Parameters:
  • problem (MixedComplementarityProblem_old, in) – the description of the MCP

  • options (SolverOptions, in) – for the solver

siconos.numerics.mcp_old_FischerBurmeister(problem, z, w, options)[source]#

Fischer Burmeister solver

Parameters:
  • problem (MixedComplementarityProblem_old, in) – a structure which represents the MCP

  • z (float, in/out) – a m+n-vector, initial solution + returns the solution of the problem.

  • w (float, out) – not used

  • info (int, out) – termination value: 0 if success else >0.

  • options (SolverOptions, in/out) – structure used to define the solver and its parameters.

siconos.numerics.mcp_old_FischerBurmeister_init(problem, options)[source]#

Initialisation of the MCP Fischer solver (set problem, allocate working memory and so on. This routine must be called before any attempt to run the mcp_old_driver.

Parameters:
  • problem (MixedComplementarityProblem_old, in) – description of the MCP

  • options (SolverOptions, in) – for the solver

siconos.numerics.mcp_old_FischerBurmeister_reset(problem, options)[source]#

Reset of the MCP Fischer solver (free local variable)

Parameters:
  • problem (MixedComplementarityProblem_old, in) – description of the MCP

  • options (SolverOptions, in) – for the solver

class siconos.numerics.NCP(*args)[source]#

Bases: object

The structure that defines a Nonlinear Complementarity Problem (NCP) : Find two vectors \((z,w \in {{\mathrm{I\!R}}}^{n})\) such that:

\[\begin{split}w &= F(z) \\ 0 &\le w \perp z \ge 0\end{split}\]
property n#

size of the problem

property compute_F#

pointer to the function used to compute \(F(z)\)

property compute_nabla_F#

pointer to the function used to compute \(\nabla_z F(z)\)

property nabla_F#

storage for \(\nabla_z F\)

property env#

environment for the compute_Fmcp and compute_nabla_F function. When called from Python, it contains an object with compute_F and compute_nabla_F as methods. When called from C, it can reference a data struct containing variables needed for the computations.

siconos.numerics.freeNCP(ncp)[source]#

free an NCP problem

Parameters:

ncp (NonlinearComplementarityProblem) – structure to free

siconos.numerics.newNCP()[source]#

create an empty NCP problem

Return type:

NonlinearComplementarityProblem

Returns:

an MixedComplementarityProblem instance

siconos.numerics.ncp_compute_error(n, z, F, tol, err)[source]#

This function compute the complementarity error of the NCP: \(0 \leq z \perp F(z) \geq 0\).

Parameters:
  • n (int) – size of the vectors

  • z (float, in) – solution

  • F (float, in) – value of the function at the solution

  • tol (float, in) – tolerance for the error

  • err (float, out) – value of the error

Return type:

int

Returns:

0 if the solution is good enough, 1 otherwise

siconos.numerics.ncp_newton_FBLSA(problem, z, F, options)[source]#

NCP Solver using the FB merit function and a Newton-based method with line-search

Parameters:
  • problem (NonlinearComplementarityProblem) – the formalization of the NCP problem

  • z (float, in/out) – on input, initial guess; on output the solution

  • F (float) – the value of the function at the solution

  • info (int) – 0 if everything worked

  • options (SolverOptions) – struct used to specify the solver parameters

siconos.numerics.ncp_newton_minFBLSA(problem, z, F, options)[source]#

NCP Solver using the min merit function (+ the FB as backup) and a Newton-based method with line-search

Parameters:
  • problem (NonlinearComplementarityProblem) – the formalization of the NCP problem

  • z (float, in/out) – on input, initial guess; on output the solution

  • F (float) – the value of the function at the solution

  • info (int) – 0 if everything worked

  • options (SolverOptions) – struct used to specify the solver parameters

siconos.numerics.ncp_pathsearch(problem, z, F, options)[source]#

NCP Solver using a path search algorithm, following the work of D. Ralph. M. Ferris, and many other collaborators of the latter.

Parameters:
  • problem (NonlinearComplementarityProblem) – the formalization of the NCP problem

  • z (float, in/out) – on input, initial guess; on output the solution

  • F (float) – the value of the function at the solution

  • info (int) – 0 if everything worked

  • options (SolverOptions) – struct used to specify the solver parameters

siconos.numerics.ncp_path(problem, z, F, options)[source]#

NCP Solver using the PATH solver

Parameters:
  • problem (NonlinearComplementarityProblem) – the formalization of the NCP problem

  • z (float, in/out) – on input, initial guess; on output the solution

  • F (float) – the value of the function at the solution

  • info (int) – 0 if everything worked

  • options (SolverOptions) – struct used to specify the solver parameters

siconos.numerics.variationalInequality_display(vi)[source]#

display a VariationalInequalityProblem

Parameters:

vi (VariationalInequality) – the problem to display

siconos.numerics.variationalInequality_printInFile(vi, file)[source]#

print a VariationalInequalityProblem in a file (numerics .dat format)

Parameters:
  • vi (VariationalInequality) – the problem to print out

  • file (FILE) – the dest file

Return type:

int

Returns:

ok if successfull

siconos.numerics.variationalInequality_newFromFile(vi, file)[source]#

read a VariationalInequalityProblem in a file (numerics .dat format)

Parameters:
  • vi (VariationalInequality) – the problem to read

  • file (FILE) – the target file

Return type:

int

Returns:

ok if successfull

siconos.numerics.freeVariationalInequalityProblem(vi)[source]#

free a VariationalInequalityProblem

Parameters:

vi (VariationalInequality) – the problem to free

siconos.numerics.variationalInequality_clear(vi)[source]#

Clear VariationalInequality structure: set all pointeurs to NULL, double and int to 0

Parameters:

vi (VariationalInequality) – the problem to clear

siconos.numerics.variationalInequality_new(size)[source]#

new VariationalInequality problem

Parameters:

size (int) – size of the ambient space for the VI

Return type:

VariationalInequality

Returns:

a initialized VariationalInequality struct

siconos.numerics.newVI()[source]#

new VariationalInequality problem

Return type:

VariationalInequality

Returns:

an empty VI

siconos.numerics.VI_get_env(vi)[source]#

get the environment from the struct

Parameters:

vi (void) – a VariationalInequality problem

Return type:

void

Returns:

the environment from the struct

siconos.numerics.variationalInequality_ExtraGradient(problem, x, w, options)[source]#

Extra Gradient solver forvariational inequality problem based on the De Saxce Formulation

Parameters:
  • problem (VariationalInequality) – the variational inequality problem to solve

  • x (float) – global vector (n), in-out parameter

  • w (float) – global vector (n), in-out parameters

  • info (int) – return 0 if the solution is found

  • options (SolverOptions) – the solver options iparam[SICONOS_IPARAM_MAX_ITER] : Maximum iteration number iparam[SICONOS_VI_IPARAM_LINESEARCH_METHOD] : Choice of the line search SICONOS_VI_LS_ARMIJO : Armijo rule with Khotbotov ratio (default) SICONOS_VI_LS_SOLODOV : Armijo rule with Solodov.Tseng ratio iparam[SICONOS_IPARAM_PREALLOC] : bool activate the update in the loop (0:false default choice) iparam[SICONOS_VI_IPARAM_DECREASE_RHO] : use rho_k * tau * min(1.0,a2/(rho_k*a1)) to decrease rho; commented in the code

dparam[SICONOS_VI_DPARAM_RHO] : rho parameter. If rho >0, then self-adaptive (Armijo like) procedure. If rho <0, then constant rho parameter (rho <– -rho) Adaptive step-size parameters: Adaptive step-size parameters: dparam[SICONOS_VI_DPARAM_LS_TAU] = 2/3.0; tau dparam[SICONOS_VI_DPARAM_LS_TAUINV] = 3.0/2.0; tauinv dparam[SICONOS_VI_DPARAM_LS_L] = 0.9; L dparam[SICONOS_VI_DPARAM_LS_MIN] = 0.3; Lmin

siconos.numerics.variationalInequality_FixedPointProjection(problem, x, w, options)[source]#

Fixed Point Projection solver for variational inequality problem based on the De Saxce Formulation

Parameters:
  • problem (VariationalInequality) – the variational inequality problem to solve

  • x (float) – global vector (n), in-out parameter

  • w (float) – global vector (n), in-out parameters

  • info (int) – return 0 if the solution is found

  • options (SolverOptions) – the solver options : iparam[SICONOS_IPARAM_MAX_ITER] : Maximum iteration number iparam[SICONOS_VI_IPARAM_LINESEARCH_METHOD] : Choice of the line search SICONOS_VI_LS_ARMIJO : Armijo rule with Khotbotov ratio (default) SICONOS_VI_LS_SOLODOV : Armijo rule with Solodov.Tseng ratio SICONOS_VI_LS_HANSUN : Armijo rule with Han.Sun ratio iparam[SICONOS_IPARAM_PREALLOC] : bool activate the update in the loop (0:false default choice) iparam[SICONOS_VI_IPARAM_DECREASE_RHO] : use rho_k * tau * min(1.0,a2/(rho_k*a1)) to decrease rho; commented in the code dparam[SICONOS_VI_DPARAM_RHO] : rho parameter.

  • If rho >0, then self-adaptive (Armijo like) procedure.

  • If rho <0, then constant rho parameter (rho <– -rho)

Adaptive step-size parameters: dparam[SICONOS_VI_DPARAM_LS_TAU] = 2/3.0; tau dparam[SICONOS_VI_DPARAM_LS_TAUINV] = 3.0/2.0; tauinv dparam[SICONOS_VI_DPARAM_LS_L] = 0.9; L dparam[SICONOS_VI_DPARAM_LS_MIN] = 0.3; Lmin

siconos.numerics.variationalInequality_HyperplaneProjection(problem, x, w, options)[source]#

Hyperplane Projection solver for variational inequality problem based on the De Saxce Formulation

Parameters:
  • problem (VariationalInequality) – the variational inequality problem to solve

  • x (float) – global vector (n), in-out parameter

  • w (float) – global vector (n), in-out parameters

  • info (int) – return 0 if the solution is found

  • options (SolverOptions) – the solver options

siconos.numerics.variationalInequality_box_newton_QiLSA(problem, x, F, options)[source]#

VI Solver based on a merit function minimization with a line-search type algorithm

Parameters:
  • problem (VariationalInequality) – the variational inequality problem to solve

  • x (float, in/out) – as input, the initial guess; as output the solution if the algorithm is successful

  • F (float, in/out) – value of the function

  • info (int) – 0 if a solution is found

  • options (SolverOptions) – the solver options

siconos.numerics.vi_box_AVI_LSA(problem, x, F, options)[source]#

VI Solver based on the Newton-Josephy method globalized with a line-search type algorithm using the Qi merit function.

Parameters:
  • problem (VariationalInequality) – the variational inequality problem to solve

  • x (float, in/out) – as input, the initial guess; as output the solution if the algorithm is successful

  • F (float, in/out) – value of the function

  • info (int) – 0 if a solution is found

  • options (SolverOptions) – the solver options

siconos.numerics.vi_get_set(problem)[source]#

Get the set from the VariationalInequality

Parameters:

problem (void) – the VI

siconos.numerics.vi_box_path(problem, z, F, options)[source]#

Solver for box constrainted VI using PATH.

Parameters:
  • problem (VariationalInequality) – the variational inequality problem to solve

  • z (float, in/out) – as input, the initial guess; as output the solution if the algorithm is successful

  • F (float, in/out) – value of the function

  • info (int) – 0 if a solution is found

  • options (SolverOptions) – the solver options

siconos.numerics.checkTrivialCase_vi(problem, x, fx, options)[source]#

Check for trivial solution in the variational inequality problem

Parameters:
  • problem (VariationalInequality) – VariationalInequality* the problem

  • x (float) – global vector (n), in-out parameter

  • fx (float) – global vector (n), in-out parameters

  • options (SolverOptions) – the pointer to the array of options to set

Return type:

int

Returns:

info =0 if a trivial solution has been found, else = -1

siconos.numerics.convexQP_display(cqp)[source]#

display a ConvexQPProblem

Parameters:

cqp (ConvexQP) – the problem to display

siconos.numerics.convexQP_printInFile(cqp, file)[source]#

print a ConvexQPProblem in a file (numerics .dat format)

Parameters:
  • cqp (ConvexQP) – the problem to print out

  • file (FILE) – the dest file

Return type:

int

Returns:

ok if successfull

siconos.numerics.convexQP_newFromFile(cqp, file)[source]#

read a ConvexQPProblem in a file (numerics .dat format)

Parameters:
  • cqp (ConvexQP) – the problem to read

  • file (FILE) – the target file

Return type:

int

Returns:

ok if successfull

siconos.numerics.convexQP_free(cqp)[source]#

free a ConvexQPProblem

Parameters:

cqp (ConvexQP) – the problem to free

siconos.numerics.convexQP_clear(cqp)[source]#

Clear ConvexQP structure: set all pointeurs to NULL, double and int to 0.

Parameters:

cqp (ConvexQP) – the problem to clear

siconos.numerics.convexQP_new(size)[source]#

new ConvexQP problem

Parameters:

size (int) – size of the ambient space for the CQP

Return type:

ConvexQP

Returns:

a initialized ConvexQP struct

siconos.numerics.convexQP_get_env(cqp)[source]#

get the environment from the struct

Parameters:

cqp (void) – a ConvexQP problem

Return type:

void

Returns:

the environment from the struct

siconos.numerics.convexQP_ProjectedGradient(problem, z, w, options)[source]#

Projected Gradient solver for Convex QP problem

Parameters:
  • problem (ConvexQP) – the variational inequality problem to solve

  • z (float) – global vector (n), in-out parameter

  • w (float) – global vector (n), in-out parameters

  • info (int) – return 0 if the solution is found

  • options (SolverOptions) – the solver options : iparam[0] : Maximum iteration number

dparam[3] : rho parameter. If rho >0, then self-adaptive (Armijo like) procedure. If rho <0, then constant rho parameter (rho <– -rho) Adaptive step-size parameters: Adaptive step-size parameters: dparam[4] = 2/3.0; tau dparam[5] = 3.0/2.0; tauinv dparam[6] = 0.9; L dparam[7] = 0.3; Lmin

siconos.numerics.SICONOS_CONVEXQP_PG = 1200#

convex QP, projected gradient

siconos.numerics.SICONOS_CONVEXQP_VI_FPP = 1201#

convex QP, VI solver, fixed point projection

siconos.numerics.SICONOS_CONVEXQP_VI_EG = 1202#

convex QP, VI solver, extra-gradient

siconos.numerics.SICONOS_CONVEXQP_ADMM = 1203#

convex QP, alternating direction method of multipliers (ADMM)

siconos.numerics.SICONOS_CONVEXQP_PGOC_LINESEARCH_MAX_ITER = 10#

index in iparam to store the maximum number of iterations