replace for loop with cblas

Author: dance858

include/problem.h

@@ -36,6 +36,8 @@ typedef struct
     int nnz_affine;
     int nnz_nonlinear; /* jacobian of nonlinear constraints */
     int nnz_hessian;
+    int n_vars;
+    int total_constraint_size;
 } Diff_engine_stats;
 
 typedef struct problem

src/other/quad_form.c

@@ -79,11 +79,7 @@ static void eval_jacobian(expr *node)
     {
         /* jacobian = 2 * (Q @ x)^T */
         csr_matvec(Q, x->value, node->jacobian->x, 0);
-
-        for (int j = 0; j < x->size; j++)
-        {
-            node->jacobian->x[j] *= 2.0;
-        }
+        cblas_dscal(x->size, 2.0, node->jacobian->x, 1);
     }
     else
     {
@@ -106,10 +102,7 @@ static void eval_jacobian(expr *node)
         csc_matvec_fill_values(x->work->jacobian_csc, node->work->dwork,
                                node->jacobian);
 
-        for (int j = 0; j < node->jacobian->nnz; j++)
-        {
-            node->jacobian->x[j] *= 2.0;
-        }
+        cblas_dscal(node->jacobian->nnz, 2.0, node->jacobian->x, 1);
     }
 }
 
@@ -179,11 +172,8 @@ static void eval_wsum_hess(expr *node, const double *w)
     {
         /* TODO: do we want to compute this hessian only once (up to a scaling)?
          * Maybe unnecessary optimization. */
-        double *H = node->wsum_hess->x;
-        for (int i = 0; i < Q->nnz; i++)
-        {
-            H[i] = two_w * Q->x[i];
-        }
+        memcpy(node->wsum_hess->x, Q->x, Q->nnz * sizeof(double));
+        cblas_dscal(Q->nnz, two_w, node->wsum_hess->x, 1);
     }
     else
     {

src/problem.c

@@ -65,6 +65,9 @@ problem *new_problem(expr *objective, expr **constraints, int n_constraints,
     prob->stats.time_forward_constraints = 0.0;
     prob->stats.nnz_affine = 0;
     prob->stats.nnz_nonlinear = 0;
+    prob->stats.nnz_hessian = 0;
+    prob->stats.n_vars = prob->n_vars;
+    prob->stats.total_constraint_size = prob->total_constraint_size;
 
     prob->verbose = verbose;
 
@@ -274,6 +277,9 @@ static inline void print_end_message(const Diff_engine_stats *stats)
            DIFF_ENGINE_VERSION);
 
     printf("\nProblem statistics:\n");
+    printf("  Number of variables:                    %d\n", stats->n_vars);
+    printf("  Number of constraints:                  %d\n",
+           stats->total_constraint_size);
     printf("  Affine constraints (nnz):               %d\n", stats->nnz_affine);
     printf("  Jacobian nonlinear constraints (nnz):   %d\n", stats->nnz_nonlinear);
     printf("  Lagrange Hessian (nnz):                 %d\n", stats->nnz_hessian);