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Proximal Operator Graph Solver

License: MIT License

Makefile 2.21% C 8.45% C++ 39.92% MATLAB 14.39% Cuda 27.63% R 7.41%

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License file

Would be good to have a license file in the repo to make the terms of the license clear and to make it easier for people new to the project to evaluate quickly whether it meets their needs.

Add readthedocs documentation

If you care a lot about an inequality constraint, then add some epsilon.

Make Indirect version and derive sparse from that

Let CGLS take a functor.
Each type must
2.1 Define Type with alloc constructor.
2.2 Implement Memcpy.
2.2 Implement Equilibrate.
2.3 Implement Gemv.
2.4 Implement AllocFactor/FreeFactor

Quantile loss

Roger Koenker has mentioned POGS as a good choice for solving large scale quantile regression problems. In one paper he mentions that he has ran some experiments with the GPU implementation of POGS.

How can one apply POGS to quantile regression? Were Koenker's experiments using an unpublished POGS implementation of quantile loss? Or is it possible to to define a quantile regression problem using the 16 available functions in prox_lib.sh?

Otherwise, I'd love a bit of direction on how to implement quantile loss in POGS.

Add option for 1-based indexing in sparse format.

return unbounded/infeasible if primal or dual residuals don't change

check if x0 = 0 in cgls

If it is the case, then skip Ax in the first iteration

Massive example code build errors

Hi!
I tried to build pogs but encountered a s**t ton of build errors.
A small portion of the errors I experienced are posted below.
Is this a version error or somthing?

I built the cpp examples with make gpu

This is what I got.

gpu/include/cml/cml_spmat.cuh(41): error: identifier "CUSPARSE_ACTION_NUMERIC" is undefined
          detected during:
            instantiation of "void cml::spmat_memcpy(cusparseHandle_t, cml::spmat<T, I, O> *, const T *, const I *, const I *) [with T=float, I=pogs::POGS_INT, O=CblasRowMajor]" 
gpu/matrix/matrix_sparse.cu(139): here
            instantiation of "int pogs::MatrixSparse<T>::Init() [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spmat.cuh(40): error: argument of type "int" is incompatible with parameter of type "const float *"
          detected during:
            instantiation of "void cml::spmat_memcpy(cusparseHandle_t, cml::spmat<T, I, O> *, const T *, const I *, const I *) [with T=float, I=pogs::POGS_INT, O=CblasRowMajor]" 
gpu/matrix/matrix_sparse.cu(139): here
            instantiation of "int pogs::MatrixSparse<T>::Init() [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spmat.cuh(40): error: argument of type "const float *" is incompatible with parameter of type "const int *"
          detected during:
            instantiation of "void cml::spmat_memcpy(cusparseHandle_t, cml::spmat<T, I, O> *, const T *, const I *, const I *) [with T=float, I=pogs::POGS_INT, O=CblasRowMajor]" 
gpu/matrix/matrix_sparse.cu(139): here
            instantiation of "int pogs::MatrixSparse<T>::Init() [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spmat.cuh(41): error: argument of type "const int *" is incompatible with parameter of type "float *"
          detected during:
            instantiation of "void cml::spmat_memcpy(cusparseHandle_t, cml::spmat<T, I, O> *, const T *, const I *, const I *) [with T=float, I=pogs::POGS_INT, O=CblasRowMajor]" 
gpu/matrix/matrix_sparse.cu(139): here
            instantiation of "int pogs::MatrixSparse<T>::Init() [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spmat.cuh(41): error: argument of type "float *" is incompatible with parameter of type "int *"
          detected during:
            instantiation of "void cml::spmat_memcpy(cusparseHandle_t, cml::spmat<T, I, O> *, const T *, const I *, const I *) [with T=float, I=pogs::POGS_INT, O=CblasRowMajor]" 
gpu/matrix/matrix_sparse.cu(139): here
            instantiation of "int pogs::MatrixSparse<T>::Init() [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spmat.cuh(41): error: argument of type "int *" is incompatible with parameter of type "int"
          detected during:
            instantiation of "void cml::spmat_memcpy(cusparseHandle_t, cml::spmat<T, I, O> *, const T *, const I *, const I *) [with T=float, I=pogs::POGS_INT, O=CblasRowMajor]" 
gpu/matrix/matrix_sparse.cu(139): here
            instantiation of "int pogs::MatrixSparse<T>::Init() [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spmat.cuh(42): error: too many arguments in function call
          detected during:
            instantiation of "void cml::spmat_memcpy(cusparseHandle_t, cml::spmat<T, I, O> *, const T *, const I *, const I *) [with T=float, I=pogs::POGS_INT, O=CblasRowMajor]" 
gpu/matrix/matrix_sparse.cu(139): here
            instantiation of "int pogs::MatrixSparse<T>::Init() [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spmat.cuh(48): error: identifier "CUSPARSE_ACTION_NUMERIC" is undefined
          detected during:
            instantiation of "void cml::spmat_memcpy(cusparseHandle_t, cml::spmat<T, I, O> *, const T *, const I *, const I *) [with T=float, I=pogs::POGS_INT, O=CblasRowMajor]" 
gpu/matrix/matrix_sparse.cu(139): here
            instantiation of "int pogs::MatrixSparse<T>::Init() [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spmat.cuh(47): error: argument of type "int" is incompatible with parameter of type "const float *"
          detected during:
            instantiation of "void cml::spmat_memcpy(cusparseHandle_t, cml::spmat<T, I, O> *, const T *, const I *, const I *) [with T=float, I=pogs::POGS_INT, O=CblasRowMajor]" 
gpu/matrix/matrix_sparse.cu(139): here
            instantiation of "int pogs::MatrixSparse<T>::Init() [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spmat.cuh(47): error: argument of type "const float *" is incompatible with parameter of type "const int *"
          detected during:
            instantiation of "void cml::spmat_memcpy(cusparseHandle_t, cml::spmat<T, I, O> *, const T *, const I *, const I *) [with T=float, I=pogs::POGS_INT, O=CblasRowMajor]" 
gpu/matrix/matrix_sparse.cu(139): here
            instantiation of "int pogs::MatrixSparse<T>::Init() [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spmat.cuh(48): error: argument of type "const int *" is incompatible with parameter of type "float *"
          detected during:
            instantiation of "void cml::spmat_memcpy(cusparseHandle_t, cml::spmat<T, I, O> *, const T *, const I *, const I *) [with T=float, I=pogs::POGS_INT, O=CblasRowMajor]" 
gpu/matrix/matrix_sparse.cu(139): here
            instantiation of "int pogs::MatrixSparse<T>::Init() [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spmat.cuh(48): error: argument of type "float *" is incompatible with parameter of type "int *"
          detected during:
            instantiation of "void cml::spmat_memcpy(cusparseHandle_t, cml::spmat<T, I, O> *, const T *, const I *, const I *) [with T=float, I=pogs::POGS_INT, O=CblasRowMajor]" 
gpu/matrix/matrix_sparse.cu(139): here
            instantiation of "int pogs::MatrixSparse<T>::Init() [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spmat.cuh(48): error: argument of type "int *" is incompatible with parameter of type "int"
          detected during:
            instantiation of "void cml::spmat_memcpy(cusparseHandle_t, cml::spmat<T, I, O> *, const T *, const I *, const I *) [with T=float, I=pogs::POGS_INT, O=CblasRowMajor]" 
gpu/matrix/matrix_sparse.cu(139): here
            instantiation of "int pogs::MatrixSparse<T>::Init() [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spmat.cuh(49): error: too many arguments in function call
          detected during:
            instantiation of "void cml::spmat_memcpy(cusparseHandle_t, cml::spmat<T, I, O> *, const T *, const I *, const I *) [with T=float, I=pogs::POGS_INT, O=CblasRowMajor]" 
gpu/matrix/matrix_sparse.cu(139): here
            instantiation of "int pogs::MatrixSparse<T>::Init() [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(60): error: argument of type "float *" is incompatible with parameter of type "cusparseMatDescr_t"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasRowMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(171): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(60): error: argument of type "cusparseMatDescr_t" is incompatible with parameter of type "const float *"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasRowMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(171): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(61): error: argument of type "float *" is incompatible with parameter of type "const int *"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasRowMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(171): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(61): error: argument of type "pogs::POGS_INT *" is incompatible with parameter of type "const float *"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasRowMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(171): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(61): error: argument of type "float *" is incompatible with parameter of type "float"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasRowMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(171): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(61): error: too many arguments in function call
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasRowMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(171): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(63): error: argument of type "float *" is incompatible with parameter of type "cusparseMatDescr_t"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasRowMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(171): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(63): error: argument of type "cusparseMatDescr_t" is incompatible with parameter of type "const float *"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasRowMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(171): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(64): error: argument of type "float *" is incompatible with parameter of type "const int *"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasRowMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(171): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(64): error: argument of type "pogs::POGS_INT *" is incompatible with parameter of type "const float *"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasRowMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(171): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(64): error: argument of type "float *" is incompatible with parameter of type "float"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasRowMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(171): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(65): error: too many arguments in function call
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasRowMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(171): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(80): error: argument of type "float *" is incompatible with parameter of type "cusparseMatDescr_t"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasColMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(176): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(81): error: argument of type "cusparseMatDescr_t" is incompatible with parameter of type "const float *"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasColMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(176): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(81): error: argument of type "float *" is incompatible with parameter of type "const int *"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasColMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(176): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(81): error: argument of type "pogs::POGS_INT *" is incompatible with parameter of type "const float *"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasColMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(176): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(81): error: argument of type "float *" is incompatible with parameter of type "float"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasColMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(176): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(82): error: too many arguments in function call
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasColMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(176): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(84): error: argument of type "float *" is incompatible with parameter of type "cusparseMatDescr_t"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasColMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(176): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(85): error: argument of type "cusparseMatDescr_t" is incompatible with parameter of type "const float *"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasColMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(176): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(85): error: argument of type "float *" is incompatible with parameter of type "const int *"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasColMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(176): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(85): error: argument of type "pogs::POGS_INT *" is incompatible with parameter of type "const float *"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasColMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(176): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(85): error: argument of type "float *" is incompatible with parameter of type "float"
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasColMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(176): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

gpu/include/cml/cml_spblas.cuh(85): error: too many arguments in function call
          detected during:
            instantiation of "cusparseStatus_t cml::spblas_gemv(cusparseHandle_t, cusparseOperation_t, cusparseMatDescr_t, float, const cml::spmat<float, I, CblasColMajor> *, const cml::vector<float> *, float, cml::vector<float> *) [with I=pogs::POGS_INT]" 
gpu/matrix/matrix_sparse.cu(176): here
            instantiation of "int pogs::MatrixSparse<T>::Mul(char, T, const T *, T, T *) const [with T=float]" 
gpu/matrix/matrix_sparse.cu(376): here

76 errors detected in the compilation of "/tmp/tmpxft_0000776b_00000000-6_matrix_sparse.cpp1.ii".
make[1]: *** [build/gpu/matrix/matrix_sparse.o] Error 2
make[1]: Leaving directory `/home/msca8h/project/POGS_test/pogs/src'
make: *** [gpu] Error 2

Change CblasRow, etc.. in cml and gsl to ROW and COL

Interface for Python

Interface using numpy (will probably use swig).

Missing memory movement in the C interface

The three lines with memcpy omit "sizeof(T)"....

(1) The final argument, "n", wants to be "n * sizeof(T)":

pogs/src/interface_c/pogs_c.cpp

Line 48 in 81e3d89

memcpy(x, pogs_data.GetX(), n);

(2) The final argument, "m", wants to be "m * sizeof(T)":

pogs/src/interface_c/pogs_c.cpp

Line 49 in 81e3d89

memcpy(y, pogs_data.GetY(), m);

(3) The final argument, "m", wants to be "m * sizeof(T)":

pogs/src/interface_c/pogs_c.cpp

Line 50 in 81e3d89

memcpy(l, pogs_data.GetLambda(), m);

Make verbosity an integer value

0 : Nothing
1 : Residuals + Final time and other stats
2 : Rho changes
3 : Sparse solving steps

Matlab CPUs\GPU ?

How do I ensure GPU optimization in Matlab ?
I checked pogs help under Matlab and went trough code quickly, but no luck.
Is there a way to tell it use CPUs\GPU, or it just happens in the background ?

Path include error on ubuntu/debian R installation + fix

I was getting a R.h not found error when installing according to the docs, and did some digging about where it was looking for R.h. interface_r/pogs/src/config.mk defines R_INC:=$(R_HOME)/include, but the debian install of R stores these files in /usr/share/R/include. Commenting out Line 7 in config.mk and installing from the package directory using devtools::install worked.

MATLAB version will not compile

Hi,

I tried to compile PGOS on MATLAB with no success.

Any help?

Win 10
MATLAB 2017b
MinGW64 Compiler

Error message:

pogs_setup
'make' is not recognized as an internal or external command,
operable program or batch file.
'make' is not recognized as an internal or external command,
operable program or batch file.

Error using mex
MEX cannot find library 'mwblas' specified with the -l option.
MEX looks for a file with one of the names:
libmwblas.lib
mwblas.lib
Please specify the path to this library with the -L option.

Error in pogs_setup (line 33)
eval(sprintf(['mex -largeArrayDims -I../include ' ...

function "norms" not defined or found

matlab implementation of pogs calls norms(matrix, int, int), line 355 and 357. To my believe this function is not provided.

Update documentation

Should reflect current state of solver.

posg_setup not working on Matlab

I tried to run pogs_setup on Matlab, but it gives a series of errors.

'make' is not recognized as an internal or external command,
operable program or batch file.
'make' is not recognized as an internal or external command,
operable program or batch file.
Building with 'Microsoft Visual C++ 2015'.
Error using mex
pogs_mex.cpp

I am running it on Matlab R2018a and CUDA 9.0 is installed on my machine.

Add more prox operators

Berhu
Switch for x \in Z

Add check to see if primal or dual residual are stationary => maybe infeasible

Iterative pogs memory leak in MATLAB 2018

This is a really great method! However, I have embedded pogs in a loop that iterates many many times and there is a memory leak resulting in an inevitable crash. Any ideas/suggestions? I'm assuming somewhere an array needs destroying.

Thanks

change sinkhorn_knopp -> equilibrate

Check why sparse and dense column - format don't seem to produce the same results

Julia interface

Initialize dual variables to \nabla f(x)

I'm not sure if there is an ideal way to guess the dual variables, but assuming x0 and y0 are primal optimal, then the relation

x0 = prox_g(x0 - \tilde x)
y0 = prox_f(y0 - \tilde y)

holds, which means

\nabla g(x0) + rho \tilde x = 0 <=> \tilde x = -(1/rho) \nabla g(x0) and \tilde y = -(1/rho) \nabla f(y0)

util.cuh -> util.h and make _EPS error messages more useful

Make equilibration fully part of equilibrate file (not partly in pogs).

Clearify license

Can you please clarify the license of POGS? I neither found a COPYING file nor a license/copyright header at the top of a source file.

http://foges.github.io/pogs/ says GPL.
Paper and src/interface_r/pogs/DESCRIPTION say 3-Clause-BSD.

BSD is great. GPL would be quite limiting.

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