riccati_solver.h

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#pragma once
 
#include "knotpoint.h"
#include "lqr_data.h"
#include "riccati/constants.h"
 
typedef struct {
  // clang-format off
  int nhorizon;  
  int nstates;   
  int ninputs;   
  int nvars;     
  KnotPoint* Z;  
  LQRData* lqrdata;  
  double* data;  
  Matrix x0;    
  double t_solve_ms;          
  double t_backward_pass_ms;  
  double t_forward_pass_ms;   
  // clang-format on
} RiccatiSolver;
 
RiccatiSolver* ulqr_NewRiccatiSolver(int nstates, int ninputs, int nhorizon);
 
int ulqr_FreeRiccatiSolver(RiccatiSolver** solver);
 
int ulqr_PrintRiccatiSummary(RiccatiSolver* solver);
 
int ulqr_GetNumVars(RiccatiSolver* solver);
 
enum ulqr_ReturnCode ulqr_SetInitialState(RiccatiSolver* solver, double* x0);
 
enum ulqr_ReturnCode ulqr_SetCost(RiccatiSolver* solver, const double* Q, const double* R,
                                  const double* H, const double* q, const double* r, double c,
                                  int k_start, int k_end);
 
enum ulqr_ReturnCode ulqr_SetDynamics(RiccatiSolver* solver, const double* A, const double* B,
                                      const double* f, int k_start, int k_end);
 
/*************************
 *       Getters
 *************************/
Matrix* ulqr_GetA(RiccatiSolver* solver,
                  int k);                         
Matrix* ulqr_GetB(RiccatiSolver* solver, int k);  
Matrix* ulqr_Getf(RiccatiSolver* solver, int k);  
Matrix* ulqr_GetQ(RiccatiSolver* solver, int k);  
Matrix* ulqr_GetR(RiccatiSolver* solver, int k);  
Matrix* ulqr_GetH(RiccatiSolver* solver,
                  int k);                         
Matrix* ulqr_Getq(RiccatiSolver* solver, int k);  
Matrix* ulqr_Getr(RiccatiSolver* solver, int k);  
double ulqr_Getc(RiccatiSolver* solver, int k);   
 
Matrix* ulqr_GetFeedbackGain(RiccatiSolver* solver,
                             int k);  
Matrix* ulqr_GetFeedforwardGain(RiccatiSolver* solver,
                                int k);  
Matrix* ulqr_GetCostToGoHessian(RiccatiSolver* solver,
                                int k);  
Matrix* ulqr_GetCostToGoGradient(RiccatiSolver* solver,
                                 int k);  
Matrix* ulqr_GetQxx(RiccatiSolver* solver,
                    int k);  
Matrix* ulqr_GetQuu(RiccatiSolver* solver,
                    int k);  
Matrix* ulqr_GetQux(RiccatiSolver* solver,
                    int k);  
Matrix* ulqr_GetQx(RiccatiSolver* solver,
                   int k);  
Matrix* ulqr_GetQu(RiccatiSolver* solver,
                   int k);  
Matrix* ulqr_GetState(RiccatiSolver* solver, int k);  
Matrix* ulqr_GetInput(RiccatiSolver* solver, int k);  
Matrix* ulqr_GetDual(RiccatiSolver* solver, int k);   
 
/*************************
 *       Methods
 *************************/
double ulqr_CalcCost(RiccatiSolver* solver);