Reorganization to have a library for:

 * eiquadprog-fast
 * eiquadprog

Associated tests + integration tests.

Author: olivier-stasse

.gitignore

@@ -1 +1,2 @@
 build*/
+*~

CMakeLists.txt

@@ -48,12 +48,16 @@ SEARCH_FOR_BOOST()
 SET(${PROJECT_NAME}_HEADERS
   include/${PROJECT_NAME}/eiquadprog.hpp
   include/${PROJECT_NAME}/eiquadprog-fast.hpp
-  include/${PROJECT_NAME}/eiquadprog-fast.hxx
   include/${PROJECT_NAME}/eiquadprog-rt.hpp
   include/${PROJECT_NAME}/eiquadprog-rt.hxx
   )
 
-ADD_LIBRARY(${PROJECT_NAME} INTERFACE)
+ADD_LIBRARY(${PROJECT_NAME} SHARED
+  src/eiquadprog-fast.cpp
+  src/eiquadprog.cpp
+  )
+
+TARGET_INCLUDE_DIRECTORIES(${PROJECT_NAME} SYSTEM PRIVATE ${EIGEN3_INCLUDE_DIR})
 TARGET_INCLUDE_DIRECTORIES(${PROJECT_NAME} SYSTEM INTERFACE ${EIGEN3_INCLUDE_DIR})
 TARGET_INCLUDE_DIRECTORIES(${PROJECT_NAME} INTERFACE $<INSTALL_INTERFACE:include>)
 INSTALL(TARGETS ${PROJECT_NAME} EXPORT ${TARGETS_EXPORT_NAME} DESTINATION lib)

include/eiquadprog/eiquadprog-fast.hpp

@@ -61,10 +61,12 @@ namespace eiquadprog {
 
 namespace solvers {
 
+#include "eiquadprog/eiquadprog-utils.hxx"
+
 /**
  * Possible states of the solver.
  */
-enum EiquadprogFast_status {
+enum  EiquadprogFast_status {
   EIQUADPROG_FAST_OPTIMAL = 0,
   EIQUADPROG_FAST_INFEASIBLE = 1,
   EIQUADPROG_FAST_UNBOUNDED = 2,
@@ -228,7 +230,5 @@ class EiquadprogFast {
 } /* namespace solvers */
 } /* namespace eiquadprog */
 
-/* --- Details -------------------------------------------------------------------- */
-#include "eiquadprog/eiquadprog-fast.hxx"
 
 #endif /* EIQUADPROGFAST_HPP_ */

include/eiquadprog/eiquadprog-rt.hpp

@@ -71,6 +71,7 @@ namespace eiquadprog {
 
 namespace solvers {
 
+#include "eiquadprog/eiquadprog-utils.hxx"
 /**
  * Possible states of the solver.
  */
@@ -135,14 +136,14 @@ class RtEiquadprog {
    * s.t. CE x + ce0 = 0
    *      CI x + ci0 >= 0
    */
-  inline RtEiquadprog_status solve_quadprog(const typename RtMatrixX<nVars, nVars>::d& Hess,
-                                            const typename RtVectorX<nVars>::d& g0,
-                                            const typename RtMatrixX<nEqCon, nVars>::d& CE,
-                                            const typename RtVectorX<nEqCon>::d& ce0,
-                                            const typename RtMatrixX<nIneqCon, nVars>::d& CI,
-                                            const typename RtVectorX<nIneqCon>::d& ci0,
-                                            typename RtVectorX<nVars>::d& x);
-
+  RtEiquadprog_status solve_quadprog(const typename RtMatrixX<nVars, nVars>::d& Hess,
+                                     const typename RtVectorX<nVars>::d& g0,
+                                     const typename RtMatrixX<nEqCon, nVars>::d& CE,
+                                     const typename RtVectorX<nEqCon>::d& ce0,
+                                     const typename RtMatrixX<nIneqCon, nVars>::d& CI,
+                                     const typename RtVectorX<nIneqCon>::d& ci0,
+                                     typename RtVectorX<nVars>::d& x);
+  
   typename RtMatrixX<nVars, nVars>::d m_J;  // J * J' = Hessian
   bool is_inverse_provided_;
 
@@ -244,18 +245,19 @@ class RtEiquadprog {
     R.topLeftCorner(iq, iq).template triangularView<Eigen::Upper>().solveInPlace(r.head(iq));
   }
 
-  inline bool add_constraint(typename RtMatrixX<nVars, nVars>::d& R, typename RtMatrixX<nVars, nVars>::d& J,
+  bool add_constraint(typename RtMatrixX<nVars, nVars>::d& R, typename RtMatrixX<nVars, nVars>::d& J,
                              typename RtVectorX<nVars>::d& d, int& iq, double& R_norm);
 
-  inline void delete_constraint(typename RtMatrixX<nVars, nVars>::d& R, typename RtMatrixX<nVars, nVars>::d& J,
-                                typename RtVectorX<nIneqCon + nEqCon>::i& A,
-                                typename RtVectorX<nIneqCon + nEqCon>::d& u, int& iq, int l);
+  void delete_constraint(typename RtMatrixX<nVars, nVars>::d& R, typename RtMatrixX<nVars, nVars>::d& J,
+                         typename RtVectorX<nIneqCon + nEqCon>::i& A,
+                         typename RtVectorX<nIneqCon + nEqCon>::d& u, int& iq, int l);
 };
 
 } /* namespace solvers */
 } /* namespace eiquadprog */
 
-/* --- Details -------------------------------------------------------------------- */
 #include "eiquadprog/eiquadprog-rt.hxx"
+/* --- Details -------------------------------------------------------------------- */
+
 
 #endif /* __eiquadprog_rt_hpp__ */

include/eiquadprog/eiquadprog-rt.hxx

@@ -26,19 +26,22 @@ namespace eiquadprog {
 namespace solvers {
 
 template <int nVars, int nEqCon, int nIneqCon>
-RtEiquadprog<nVars, nEqCon, nIneqCon>::RtEiquadprog() : solver_return_(std::numeric_limits<double>::infinity()) {
+RtEiquadprog<nVars, nEqCon, nIneqCon>::RtEiquadprog() :
+    solver_return_(std::numeric_limits<double>::infinity()) {
   m_maxIter = DEFAULT_MAX_ITER;
-  q = 0;  // size of the active set A (containing the indices of the active constraints)
+  q = 0;  // size of the active set A
+  // (containing the indices of the active constraints)
   is_inverse_provided_ = false;
 }
 
 template <int nVars, int nEqCon, int nIneqCon>
 RtEiquadprog<nVars, nEqCon, nIneqCon>::~RtEiquadprog() {}
 
 template <int nVars, int nEqCon, int nIneqCon>
-bool RtEiquadprog<nVars, nEqCon, nIneqCon>::add_constraint(typename RtMatrixX<nVars, nVars>::d& R,
-                                                           typename RtMatrixX<nVars, nVars>::d& J,
-                                                           typename RtVectorX<nVars>::d& d, int& iq, double& R_norm) {
+bool RtEiquadprog<nVars, nEqCon, nIneqCon>::
+add_constraint(typename RtMatrixX<nVars, nVars>::d& R,
+               typename RtMatrixX<nVars, nVars>::d& J,
+               typename RtVectorX<nVars>::d& d, int& iq, double& R_norm) {
   //      int n=J.rows();
 #ifdef TRACE_SOLVER
   std::cerr << "Add constraint " << iq << '/';

include/eiquadprog/eiquadprog-utils.hxx

@@ -1,6 +1,8 @@
 #ifndef EIQUADPROG_UTILS_HPP_
 #define EIQUADPROG_UTILS_HPP_
 
+#include <Eigen/Core>
+
 /// Compute sqrt(a^2 + b^2)
 template <typename Scalar>
 inline Scalar distance(Scalar a, Scalar b) {