Initializes lower diagonal matrix L and performs backward and forward substitutions using this matrix. More...

#include <ip_matrix_ecL.h>

Public Member Functions
	matrix_ecL (const int)

	~matrix_ecL ()

void	form (const problem_parameters &, const double *)
	Builds matrix L. More...

void	solve_backward (const int, double *)
	Solve system ecL' * x = b using backward substitution. More...

void	solve_forward (const int, double *)
	Solve system ecL * x = b using forward substitution. More...

Public Attributes
double *	ecL

Private Member Functions
void	chol_dec (double *)
	Performs Cholesky decomposition of a matrix. More...

void	form_M (const double, const double, const double , const double )
	Forms M = Rinv(hess_phi)R'. More...

void	form_MAT (const double, const double)
	Forms matrix MAT = M * A'. More...

void	form_AMATMBiPB (const double, const double, const double , const double, double )
	Forms matrix AMATMBiPB = A * M1 * A' + 0.5 * M2 + 0.5 * B * inv(P) * B. More...

void	form_L_non_diag (const double , double )
	Forms a 6x6 matrix L(k+1, k), which lies below the diagonal of L. More...

void	form_L_diag (const double , const double, double )
	Forms a 6x6 matrix L(0, 0) = chol (M + B * inv(2P) B). More...

void	form_L_diag (const double , double )
	Forms a 6x6 matrix L(k+1, k+1), which lies on the main diagonal of L. More...

Private Attributes
double	M [MATRIX_SIZE_6x6]

double	MAT [MATRIX_SIZE_6x6]
	R * inv(Q) * R'. More...

Detailed Description

Initializes lower diagonal matrix L and performs backward and forward substitutions using this matrix.

Definition at line 42 of file ip_matrix_ecL.h.

Constructor & Destructor Documentation

◆ matrix_ecL()

IP::matrix_ecL::matrix_ecL ( const int N )

Definition at line 26 of file ip_matrix_ecL.cpp.

◆ ~matrix_ecL()

IP::matrix_ecL::~matrix_ecL ( )

Definition at line 32 of file ip_matrix_ecL.cpp.

Member Function Documentation

◆ chol_dec()

void IP::matrix_ecL::chol_dec ( double * mx )

private

Performs Cholesky decomposition of a matrix.

Parameters

[in,out] mx a pointer to a 6x6 matrix, the result is stored in the same place.

Attention: Only the elements below the main diagonal are used in conmputations.

Definition at line 89 of file ip_matrix_ecL.cpp.

◆ form()

void IP::matrix_ecL::form	(	const problem_parameters &	ppar,
		const double *	i2hess
	)

Builds matrix L.

Parameters

[in]	ppar	parameters.
[in]	i2hess	2*N diagonal elements of inverted hessian.

Definition at line 326 of file ip_matrix_ecL.cpp.

◆ form_AMATMBiPB()

void IP::matrix_ecL::form_AMATMBiPB	(	const double	A3,
		const double	A6,
		const double *	B,
		const double	i2P,
		double *	result
	)

private

Forms matrix AMATMBiPB = A * M1 * A' + 0.5 * M2 + 0.5 * B * inv(P) * B.

Parameters

[in]	A3	4th and 7th elements of A (A is represented by two identical 3x3 matrices).
[in]	A6	6th element of A (A is represented by two identical 3x3 matrices).
[in]	B	a vector of 3 elements.
[in]	i2P	0.5 * inv(P) (only one number)
[in,out]	result	result

Attention: Only the elements below the main diagonal are initialized.

Definition at line 246 of file ip_matrix_ecL.cpp.

◆ form_L_diag() [1/2]

void IP::matrix_ecL::form_L_diag	(	const double *	B,
		const double	i2P,
		double *	ecLc
	)

private

Forms a 6x6 matrix L(0, 0) = chol (M + B * inv(2*P) * B).

Parameters

[in]	B	a vector of 3 elements.
[in]	i2P	0.5 * inv(P) (only one number)
[out]	ecLc	result

Attention: Only the elements below the main diagonal are initialized.

Definition at line 209 of file ip_matrix_ecL.cpp.

◆ form_L_diag() [2/2]

void IP::matrix_ecL::form_L_diag	(	const double *	p,
		double *	ecLc
	)

private

Forms a 6x6 matrix L(k+1, k+1), which lies on the main diagonal of L.

Parameters

[in]	p	a 6x6 matrix lying to the left from ecLc on the same level of L
[in,out]	ecLc	AMATMBiPB as input / the result is stored here

Attention: Only the elements below the main diagonal are initialized.

Definition at line 275 of file ip_matrix_ecL.cpp.

◆ form_L_non_diag()

void IP::matrix_ecL::form_L_non_diag	(	const double *	ecLp,
		double *	ecLc
	)

private

Forms a 6x6 matrix L(k+1, k), which lies below the diagonal of L.

Parameters

[in]	ecLp	previous matrix lying on the diagonal of L
[in]	ecLc	the result is stored here

Definition at line 151 of file ip_matrix_ecL.cpp.

◆ form_M()

void IP::matrix_ecL::form_M	(	const double	sinA,
		const double	cosA,
		const double *	i2Q,
		const double *	i2hess
	)

private

Forms M = R*inv(hess_phi)*R'.

Parameters

[in]	sinA	sin of rotation angle.
[in]	cosA	cos of rotation angle.
[in]	i2Q	a vector of three repeating diagonal elements of inv(Q)
[in]	i2hess	a 2N vector of diagonal elements of hess_phi (indicies of these elements are 1:3:NSMPC_NUM_STATE_VAR)

Attention: Only elements lying below the main diagonal of 4x4 matrix are initialized (other elements are not unique).

Definition at line 54 of file ip_matrix_ecL.cpp.

◆ form_MAT()

void IP::matrix_ecL::form_MAT	(	const double	A3,
		const double	A6
	)

private

Forms matrix MAT = M * A'.

Parameters

[in]	A3	4th and 7th elements of A.
[in]	A6	6th element of A.

Definition at line 127 of file ip_matrix_ecL.cpp.

◆ solve_backward()

void IP::matrix_ecL::solve_backward	(	const int	N,
		double *	x
	)

Solve system ecL' * x = b using backward substitution.

Parameters

[in]	N	number of states in the preview window
[in,out]	x	vector "b" as input, vector "x" as output.

Definition at line 435 of file ip_matrix_ecL.cpp.

◆ solve_forward()

void IP::matrix_ecL::solve_forward	(	const int	N,
		double *	x
	)

Solve system ecL * x = b using forward substitution.

Parameters

[in]	N	number of states in the preview window
[in,out]	x	vector "b" as input, vector "x" as output (N * SMPC_NUM_STATE_VAR)

Definition at line 373 of file ip_matrix_ecL.cpp.

Member Data Documentation

◆ ecL

double* IP::matrix_ecL::ecL

Definition at line 54 of file ip_matrix_ecL.h.

◆ M

double IP::matrix_ecL::M[MATRIX_SIZE_6x6]

private

Definition at line 70 of file ip_matrix_ecL.h.

◆ MAT

double IP::matrix_ecL::MAT[MATRIX_SIZE_6x6]

private

R * inv(Q) * R'.

Definition at line 71 of file ip_matrix_ecL.h.

The documentation for this class was generated from the following files:

solver/ip_matrix_ecL.h
solver/ip_matrix_ecL.cpp

Public Member Functions

Public Attributes

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ matrix_ecL()

◆ ~matrix_ecL()

Member Function Documentation

◆ chol_dec()

◆ form()

◆ form_AMATMBiPB()

◆ form_L_diag() [1/2]

◆ form_L_diag() [2/2]

◆ form_L_non_diag()

◆ form_M()

◆ form_MAT()

◆ solve_backward()

◆ solve_forward()

Member Data Documentation

◆ ecL

◆ M

◆ MAT