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80 lines
3.1 KiB
C++
80 lines
3.1 KiB
C++
/*
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===========================================================================
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Doom 3 BFG Edition GPL Source Code
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Copyright (C) 1993-2012 id Software LLC, a ZeniMax Media company.
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This file is part of the Doom 3 BFG Edition GPL Source Code ("Doom 3 BFG Edition Source Code").
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Doom 3 BFG Edition Source Code is free software: you can redistribute it and/or modify
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it under the terms of the GNU General Public License as published by
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the Free Software Foundation, either version 3 of the License, or
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(at your option) any later version.
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Doom 3 BFG Edition Source Code is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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GNU General Public License for more details.
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You should have received a copy of the GNU General Public License
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along with Doom 3 BFG Edition Source Code. If not, see <http://www.gnu.org/licenses/>.
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In addition, the Doom 3 BFG Edition Source Code is also subject to certain additional terms. You should have received a copy of these additional terms immediately following the terms and conditions of the GNU General Public License which accompanied the Doom 3 BFG Edition Source Code. If not, please request a copy in writing from id Software at the address below.
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If you have questions concerning this license or the applicable additional terms, you may contact in writing id Software LLC, c/o ZeniMax Media Inc., Suite 120, Rockville, Maryland 20850 USA.
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===========================================================================
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*/
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#ifndef __MATH_LCP_H__
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#define __MATH_LCP_H__
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/*
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================================================
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The *LCP* class, idLCP, is a Box-Constrained Mixed Linear Complementarity Problem solver.
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'A' is a matrix of dimension n*n and 'x', 'b', 'lo', 'hi' are vectors of dimension n.
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Solve: Ax = b + t, where t is a vector of dimension n, with complementarity condition:
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(x[i] - lo[i]) * (x[i] - hi[i]) * t[i] = 0
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such that for each 0 <= i < n one of the following holds:
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lo[i] < x[i] < hi[i], t[i] == 0
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x[i] == lo[i], t[i] >= 0
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x[i] == hi[i], t[i] <= 0
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Partly-bounded or unbounded variables can have lo[i] and/or hi[i] set to negative/positive
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idMath::INFITITY, respectively.
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If boxIndex != NULL and boxIndex[i] != -1, then
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lo[i] = - fabs( lo[i] * x[boxIndex[i]] )
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hi[i] = fabs( hi[i] * x[boxIndex[i]] )
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boxIndex[boxIndex[i]] must be -1
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Before calculating any of the bounded x[i] with boxIndex[i] != -1, the solver calculates all
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unbounded x[i] and all x[i] with boxIndex[i] == -1.
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================================================
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*/
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class idLCP
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{
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public:
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static idLCP* AllocSquare(); // 'A' must be a square matrix
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static idLCP* AllocSymmetric(); // 'A' must be a symmetric matrix
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virtual ~idLCP();
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virtual bool Solve( const idMatX& A, idVecX& x, const idVecX& b, const idVecX& lo,
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const idVecX& hi, const int* boxIndex = NULL ) = 0;
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virtual void SetMaxIterations( int max );
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virtual int GetMaxIterations();
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static void Test_f( const idCmdArgs& args );
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protected:
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int maxIterations;
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};
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#endif // !__MATH_LCP_H__
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