// Copyright (c) FIRST and other WPILib contributors.
// Open Source Software; you can modify and/or share it under the terms of
// the WPILib BSD license file in the root directory of this project.

package edu.wpi.first.math;

import org.ejml.simple.SimpleMatrix;

public final class DARE {
  private DARE() {
    throw new UnsupportedOperationException("This is a utility class!");
  }

  /**
   * Solves the discrete algebraic Riccati equation.
   *
   * @param A System matrix.
   * @param B Input matrix.
   * @param Q State cost matrix.
   * @param R Input cost matrix.
   * @return Solution of DARE.
   */
  public static SimpleMatrix dare(SimpleMatrix A, SimpleMatrix B, SimpleMatrix Q, SimpleMatrix R) {
    var S = new SimpleMatrix(A.numRows(), A.numCols());
    WPIMathJNI.dare(
        A.getDDRM().getData(),
        B.getDDRM().getData(),
        Q.getDDRM().getData(),
        R.getDDRM().getData(),
        A.numCols(),
        B.numCols(),
        S.getDDRM().getData());
    return S;
  }

  /**
   * Solves the discrete algebraic Riccati equation.
   *
   * @param <States> Number of states.
   * @param <Inputs> Number of inputs.
   * @param A System matrix.
   * @param B Input matrix.
   * @param Q State cost matrix.
   * @param R Input cost matrix.
   * @return Solution of DARE.
   */
  public static <States extends Num, Inputs extends Num> Matrix<States, States> dare(
      Matrix<States, States> A,
      Matrix<States, Inputs> B,
      Matrix<States, States> Q,
      Matrix<Inputs, Inputs> R) {
    return new Matrix<>(dare(A.getStorage(), B.getStorage(), Q.getStorage(), R.getStorage()));
  }

  /**
   * Solves the discrete algebraic Riccati equation.
   *
   * @param A System matrix.
   * @param B Input matrix.
   * @param Q State cost matrix.
   * @param R Input cost matrix.
   * @param N State-input cross-term cost matrix.
   * @return Solution of DARE.
   */
  public static SimpleMatrix dare(
      SimpleMatrix A, SimpleMatrix B, SimpleMatrix Q, SimpleMatrix R, SimpleMatrix N) {
    // See
    // https://en.wikipedia.org/wiki/Linear%E2%80%93quadratic_regulator#Infinite-horizon,_discrete-time_LQR
    // for the change of variables used here.
    var scrA = A.minus(B.mult(R.solve(N.transpose())));
    var scrQ = Q.minus(N.mult(R.solve(N.transpose())));

    var S = new SimpleMatrix(A.numRows(), A.numCols());
    WPIMathJNI.dare(
        scrA.getDDRM().getData(),
        B.getDDRM().getData(),
        scrQ.getDDRM().getData(),
        R.getDDRM().getData(),
        A.numCols(),
        B.numCols(),
        S.getDDRM().getData());
    return S;
  }

  /**
   * Solves the discrete algebraic Riccati equation.
   *
   * @param <States> Number of states.
   * @param <Inputs> Number of inputs.
   * @param A System matrix.
   * @param B Input matrix.
   * @param Q State cost matrix.
   * @param R Input cost matrix.
   * @param N State-input cross-term cost matrix.
   * @return Solution of DARE.
   */
  public static <States extends Num, Inputs extends Num> Matrix<States, States> dare(
      Matrix<States, States> A,
      Matrix<States, Inputs> B,
      Matrix<States, States> Q,
      Matrix<Inputs, Inputs> R,
      Matrix<States, Inputs> N) {
    // This is a change of variables to make the DARE that includes Q, R, and N
    // cost matrices fit the form of the DARE that includes only Q and R cost
    // matrices.
    //
    // This is equivalent to solving the original DARE:
    //
    //   A₂ᵀXA₂ − X − A₂ᵀXB(BᵀXB + R)⁻¹BᵀXA₂ + Q₂ = 0
    //
    // where A₂ and Q₂ are a change of variables:
    //
    //   A₂ = A − BR⁻¹Nᵀ and Q₂ = Q − NR⁻¹Nᵀ
    return new Matrix<>(
        dare(
            A.minus(B.times(R.solve(N.transpose()))).getStorage(),
            B.getStorage(),
            Q.minus(N.times(R.solve(N.transpose()))).getStorage(),
            R.getStorage()));
  }
}