// This file is part of libigl, a simple c++ geometry processing library. // // Copyright (C) 2013 Alec Jacobson // // This Source Code Form is subject to the terms of the Mozilla Public License // v. 2.0. If a copy of the MPL was not distributed with this file, You can // obtain one at http://mozilla.org/MPL/2.0/. #ifndef IGL_KKT_INVERSE_H #define IGL_KKT_INVERSE_H #include "igl_inline.h" #include //// debug //#include //Engine *g_pEngine; namespace igl { // Systems of the form: // // / A Aeqᵀ \ / x \ = / b \ // \ Aeq 0 / \ λ / \ beq / // \_____.______/\__.__/ \___.___/ // M z c // // Arise, for example, when solve convex, linear equality constrained // quadratic minimization problems: // // min ½ xᵀ A x - xᵀb subject to Aeq x = beq // // This function constructs a matrix S such that x = S c solves the system // above. That is: // // S = [In 0] M⁻¹ // // so that // // x = S c // // Templates: // T should be a eigen matrix primitive type like float or double // Inputs: // A n by n matrix of quadratic coefficients // B n by 1 column of linear coefficients // Aeq m by n list of linear equality constraint coefficients // Beq m by 1 list of linear equality constraint constant values // use_lu_decomposition use lu rather than SVD // Outputs: // S n by (n + m) "solve" matrix, such that S*[B', Beq'] is a solution // Returns true on success, false on error template IGL_INLINE void kkt_inverse( const Eigen::Matrix& A, const Eigen::Matrix& Aeq, const bool use_lu_decomposition, Eigen::Matrix& S); } #ifndef IGL_STATIC_LIBRARY # include "kkt_inverse.cpp" #endif #endif