riccati_solver.h

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#pragma once
 
#include "lqr_problem.h"
#include "matrix.h"
 
typedef struct {
  // clang-format off
  LQRProblem* prob;  
  int nhorizon;  
  int nstates;   
  int ninputs;   
  int nvars;     
  double* data;  
  Matrix* K;     
  Matrix* d;     
  Matrix* P;     
  Matrix* p;     
  Matrix* X;     
  Matrix* U;     
  Matrix* Y;     
  Matrix* Qx;    
  Matrix* Qu;    
  Matrix* Qxx;   
  Matrix* Qux;   
  Matrix* Quu;   
  double t_solve_ms;          
  double t_backward_pass_ms;  
  double t_forward_pass_ms;   
  // clang-format on
} RiccatiSolver;
 
RiccatiSolver* ndlqr_NewRiccatiSolver(LQRProblem* lqrprob);
 
int ndlqr_FreeRiccatiSolver(RiccatiSolver* solver);
 
int ndlqr_PrintRiccatiSummary(RiccatiSolver* solver);
 
Matrix ndlqr_GetRiccatiSolution(RiccatiSolver* solver);
 
int ndlqr_GetNumVarsRiccati(RiccatiSolver* solver);
 
int ndlqr_CopyRiccatiSolution(RiccatiSolver* solver, double* soln);
 
int ndlqr_GetRiccatiSolveTimes(RiccatiSolver* solver, double* t_solve, double* t_bp,
                               double* t_fp);