rosenbrock.hpp

/*
 *    This file is part of CasADi.
 *
 *    CasADi -- A symbolic framework for dynamic optimization.
 *    Copyright (C) 2010-2026 Joel Andersson, Joris Gillis, Moritz Diehl,
 *                            KU Leuven. All rights reserved.
 *    Copyright (C) 2011-2014 Greg Horn
 *
 *    CasADi is free software; you can redistribute it and/or
 *    modify it under the terms of the GNU Lesser General Public
 *    License as published by the Free Software Foundation; either
 *    version 3 of the License, or (at your option) any later version.
 *
 *    CasADi is distributed in the hope that it will be useful,
 *    but WITHOUT ANY WARRANTY; without even the implied warranty of
 *    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 *    Lesser General Public License for more details.
 *
 *    You should have received a copy of the GNU Lesser General Public
 *    License along with CasADi; if not, write to the Free Software
 *    Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
 *
 */
 
 
#ifndef CASADI_ROSENBROCK_HPP
#define CASADI_ROSENBROCK_HPP
 
#include "casadi/core/runtime_integrator.hpp"
#include <casadi/solvers/casadi_integrator_rosenbrock_export.h>
 
namespace casadi {
 
  // Memory
  struct CASADI_INTEGRATOR_ROSENBROCK_EXPORT RosenbrockMemory : public RuntimeIntegratorMemory {
    // Method data, and of the nominal integration whose steps are replayed
    casadi_rosenbrock_data<double> r, r_nom;
  };
 
  class CASADI_INTEGRATOR_ROSENBROCK_EXPORT Rosenbrock : public RuntimeIntegrator {
   public:
 
    Rosenbrock(const std::string& name, const Function& dae, double t0,
      const std::vector<double>& tout);
 
    static Integrator* creator(const std::string& name, const Function& dae,
        double t0, const std::vector<double>& tout) {
      return new Rosenbrock(name, dae, t0, tout);
    }
 
    ~Rosenbrock() override;
 
    // Get name of the plugin
    const char* plugin_name() const override { return "rosenbrock";}
 
    // Get name of the class
    std::string class_name() const override { return "Rosenbrock";}
 
 
    static const Options options_;
    const Options& get_options() const override { return options_;}
 
    void init(const Dict& opts) override;
 
    void set_work(void* mem, const double**& arg, double**& res,
      casadi_int*& iw, double*& w) const override;
 
    void* alloc_mem() const override { return new RosenbrockMemory();}
 
    void free_mem(void *mem) const override { delete static_cast<RosenbrockMemory*>(mem);}
 
    static const std::string meta_doc;
 
    void serialize_body(SerializingStream &s) const override;
 
    static ProtoFunction* deserialize(DeserializingStream& s) { return new Rosenbrock(s); }
 
   protected:
 
    explicit Rosenbrock(DeserializingStream& s);
 
    // The iteration matrix needs the Jacobian
    bool needs_jacobian() const override { return true;}
 
    // Call the kernel
    int kernel(RuntimeIntegratorMemory* m) const override;
 
    // Generate code for the problem and data of the method
    void codegen_method(CodeGenerator& g) const override;
 
   private:
    // Sparsity of the iteration matrix and symbolic QR factorizations, from the Jacobian blocks
    void set_iteration_matrix();
 
    // Method coefficients in transformed form
    void set_coefficients();
 
    // Problem structure of the method, and of the nominal integration if replayed
    void set_rosenbrock_prob();
 
    // Generate code for the problem structure of the method in variable pe, shared part p
    void codegen_rosenbrock_prob(CodeGenerator& g, const std::string& pe,
      const std::string& p) const;
 
    // Method coefficients, transformed form, beyond the shared ones
    std::vector<double> c_, gamma_sum_;
 
    // Problem structure of the method, and of the nominal integration
    casadi_rosenbrock_prob<double> pr_, pr_nom_;
 
    // Options
    double init_tol_;
    casadi_int init_max_iter_;
 
    // Iteration matrix: sparsity, nonzero positions of the Jacobian blocks and x-diagonal
    Sparsity sp_iter_;
    std::vector<casadi_int> iter_map_;
 
    // Sparse QR of the iteration matrix and of d(alg)/dz
    Sparsity sp_iter_v_, sp_iter_r_, sp_alg_v_, sp_alg_r_;
    std::vector<casadi_int> iter_prinv_, iter_pc_, alg_prinv_, alg_pc_;
  };
 
} // namespace casadi
 
#endif // CASADI_ROSENBROCK_HPP