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.. _c-capi:
*****
C API
*****
The API can be used to extend CVXOPT with interfaces to external C routines
and libraries. A C program that creates or manipulates the dense or sparse
matrix objects defined in CVXOPT must include the :const:`cvxopt.h` header
file in the :const:`src` directory of the distribution.
Before the C API can be used in an extension module it must be initialized
by calling the macro :c:macro:`import_cvxopt`. As an example we show the
module initialization from the :mod:`cvxopt.blas` module, which itself uses
the API:
.. highlight:: c
::
#if PY_MAJOR_VERSION >= 3
static PyModuleDef blas_module = {
PyModuleDef_HEAD_INIT,
"blas",
blas__doc__,
-1,
blas_functions,
NULL, NULL, NULL, NULL
};
PyMODINIT_FUNC PyInit_blas(void)
{
PyObject *m;
if (!(m = PyModule_Create(&blas_module))) return NULL;
if (import_cvxopt() < 0) return NULL;
return m;
}
#else
PyMODINIT_FUNC initblas(void)
{
PyObject *m;
m = Py_InitModule3("cvxopt.blas", blas_functions, blas__doc__);
if (import_cvxopt() < 0) return ;
}
#endif
Dense Matrices
==============
As can be seen from the header file :const:`cvxopt.h`, a :class:`matrix` is
essentially a structure with four fields. The fields :c:member:`nrows` and
:c:member:`ncols` are two integers that specify the dimensions. The
:c:member:`id` field controls the type of the matrix and can have values
:const:`DOUBLE`, :const:`INT`, and :const:`COMPLEX`. The :c:member:`buffer`
field is an array that contains the matrix elements stored contiguously in
column-major order.
The following C functions can be used to create matrices.
.. c:function:: matrix * Matrix_New(int nrows, int ncols, int id)
Returns a :class:`matrix` object of type `id` with `nrows` rows and
`ncols` columns. The elements of the matrix are uninitialized.
.. c:function:: matrix * Matrix_NewFromMatrix(matrix *src, int id)
Returns a copy of the matrix `src` converted to type `id`. The
following type conversions are allowed: :const:`'i'` to :const:`'d'`,
:const:`'i'` to :const:`'z'`, and :const:`'d'` to :const:`'z'`.
.. c:function:: matrix * Matrix_NewFromSequence(PyListObject *x, int id)
Creates a matrix of type `id` from the Python sequence type `x`. The
returned matrix has size ``(len(x), 1)``. The size can be changed
by modifying the :c:member:`nrows` and :c:member:`ncols` fields of the
returned matrix.
To illustrate the creation and manipulation of dense matrices (as well as
the Python C API), we show the code for the :func:`cvxopt.uniform` function
described in the section :ref:`s-random`.
::
PyObject * uniform(PyObject *self, PyObject *args, PyObject *kwrds)
{
matrix *obj;
int i, nrows, ncols = 1;
double a = 0, b = 1;
char *kwlist[] = {"nrows", "ncols", "a", "b", NULL};
if (!PyArg_ParseTupleAndKeywords(args, kwrds, "i|idd", kwlist,
&nrows, &ncols, &a, &b)) return NULL;
if ((nrows<0) || (ncols<0)) {
PyErr_SetString(PyExc_TypeError, "dimensions must be non-negative");
return NULL;
}
if (!(obj = Matrix_New(nrows, ncols, DOUBLE)))
return PyErr_NoMemory();
for (i = 0; i < nrows*ncols; i++)
MAT_BUFD(obj)[i] = Uniform(a,b);
return (PyObject *)obj;
}
Sparse Matrices
===============
Sparse matrices are stored in compressed column storage (CCS) format. For
a general `nrows` by `ncols` sparse matrix with `nnz` nonzero entries this
means the following. The sparsity pattern and the nonzero values are
stored in three fields:
:c:member:`values`
An array of floating-point numbers of length `nnz` with the
nonzero entries of the matrix stored columnwise.
:c:member:`rowind`
An array of integers of length `nnz` containing the row indices of
the nonzero entries, stored in the same order as :c:member:`values`.
:c:member:`colptr`
An array of integers of length `ncols` + 1 with for each column of the
matrix the index of the first element in :c:member:`values` from that
column. More precisely, ``colptr[0]`` is :const:`0`, and for
k = 0, 1, ..., `ncols` - 1, ``colptr[k+1]`` is equal to
``colptr[k]`` plus the number of nonzeros in column `k` of the
matrix. Thus, ``colptr[ncols]`` is equal to `nnz`, the number of
nonzero entries.
For example, for the matrix
.. math::
A=\left [\begin{array}{cccc}
1 & 0 & 0 & 5\\
2 & 0 & 4 & 0\\
0 & 0 & 0 & 6\\
3 & 0 & 0 & 0
\end{array}\right]
the elements of :c:member:`values`, :c:member:`rowind`, and :c:member:`colptr`
are:
:c:member:`values`:
1.0, 2.0, 3.0, 4.0, 5.0, 6.0
:c:member:`rowind`:
0, 1,3, 1, 0, 2
:c:member:`colptr`:
0, 3, 3, 4, 6.
It is crucial that for each column the row indices in :c:member:`rowind` are
sorted; the equivalent representation
:c:member:`values`:
3.0, 2.0, 1.0, 4.0, 5.0, 6.0
:c:member:`rowind`:
3, 1, 0, 1, 0, 2
:c:member:`colptr`:
0, 3, 3, 4, 6
is not allowed (and will likely cause the program to crash).
The :c:member:`nzmax` field specifies the number of non-zero elements the
matrix can store. It is equal to the length of :c:member:`rowind` and
:c:member:`values`; this number can be larger that ``colptr[nrows]``,
but never less. This field makes it possible to preallocate a certain
amount of memory to avoid reallocations if the matrix is constructed
sequentially by filling in elements. In general the :c:member:`nzmax` field
can safely be ignored, however, since it will always be adjusted
automatically as the number of non-zero elements grows.
The :c:member:`id` field controls the type of the matrix and can have
values :const:`DOUBLE` and :const:`COMPLEX`.
Sparse matrices are created using the following functions from the API.
.. c:function:: spmatrix * SpMatrix_New(int_t nrows, int_t ncols, int_t nzmax, int id)
Returns a sparse zero matrix with `nrows` rows and `ncols` columns.
`nzmax` is the number of elements that will be allocated (the length of
the :c:member:`values` and :c:member:`rowind` fields).
.. c:function:: spmatrix * SpMatrix_NewFromMatrix(spmatrix *src, int id)
Returns a copy the sparse matrix \var{src}.
.. c:function:: spmatrix * SpMatrix_NewFromIJV(matrix *I, matrix *J, matrix *V, int_t nrows, int_t ncols, int id)
Creates a sparse matrix with `nrows` rows and `ncols` columns from a
triplet description. `I` and `J` must be integer matrices and `V`
either a double or complex matrix, or :const:`NULL`. If `V` is
:const:`NULL` the values of the entries in the matrix are undefined,
otherwise they are specified by `V`. Repeated entries in `V` are
summed. The number of allocated elements is given by `nzmax`, which is
adjusted if it is smaller than the required amount.
We illustrate use of the sparse matrix class by listing the source
code for the :attr:`real` method, which returns the real part of
a sparse matrix:
::
static PyObject * spmatrix_real(spmatrix *self) {
if (SP_ID(self) != COMPLEX)
return (PyObject *)SpMatrix_NewFromMatrix(self, 0, SP_ID(self));
spmatrix *ret = SpMatrix_New(SP_NROWS(self), SP_NCOLS(self),
SP_NNZ(self), DOUBLE);
if (!ret) return PyErr_NoMemory();
int i;
for (i=0; i < SP_NNZ(self); i++)
SP_VALD(ret)[i] = creal(SP_VALZ(self)[i]);
memcpy(SP_COL(ret), SP_COL(self), (SP_NCOLS(self)+1)*sizeof(int_t));
memcpy(SP_ROW(ret), SP_ROW(self), SP_NNZ(self)*sizeof(int_t));
return (PyObject *)ret;
}
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