Added linalg.hpp and now HiGHS builds!

Author: jajhall

highs/pdlp/hipdlp/linalg.hpp

@@ -0,0 +1,47 @@
+/*
+ * @Author: Zhou Yanyu（周妍妤） 47125824+Yanyu000@users.noreply.github.com
+ * @Date: 2025-07-14 12:06:25
+ * @LastEditors: Zhou Yanyu（周妍妤） 47125824+Yanyu000@users.noreply.github.com
+ * @LastEditTime: 2025-08-05 14:47:53
+ * @FilePath: /cupdlp-CPP/include/linalg.hpp
+ * @Description: 这是默认设置,请设置`customMade`, 打开koroFileHeader查看配置 进行设置: https://github.com/OBKoro1/koro1FileHeader/wiki/%E9%85%8D%E7%BD%AE
+ */
+#ifndef LINALG_HPP
+#define LINALG_HPP
+
+#include <vector>
+#include "Highs.h"
+
+namespace linalg {
+    double project_box(double x, double l, double u);  
+    double project_non_negative(double y);
+
+    // Function to compute A*x for a given HighsLp and vector x
+    void Ax(const HighsLp &lp, const std::vector<double> &x, std::vector<double> &result);
+
+    // Function to compute A^T*y for a given HighsLp and vector y
+    void ATy(const HighsLp &lp, const std::vector<double> &y, std::vector<double> &result);
+
+    double nrm2(const std::vector<double>& vec);
+    void scale(std::vector<double>& vec, double factor);
+
+    void normalize(std::vector<double>& vec);
+    
+    double dot(const std::vector<double>& a, const std::vector<double>& b);
+
+    double diffTwoNorm(const std::vector<double>& v1, const std::vector<double>& v2);
+
+    // General norm functions
+    double vector_norm(const std::vector<double>& vec, double p = 2.0);
+    double vector_norm(const double* values, size_t size, double p = 2.0);
+    
+    // LP-specific norm calculations
+    double compute_cost_norm(const HighsLp& lp, double p = 2.0);
+    double compute_rhs_norm(const HighsLp& lp, double p = 2.0);
+    
+    // Matrix column/row norm calculations
+    std::vector<double> compute_column_norms(const HighsLp& lp, double p = std::numeric_limits<double>::infinity());
+    std::vector<double> compute_row_norms(const HighsLp& lp, double p = std::numeric_limits<double>::infinity());
+} // namespace linalg
+
+#endif // LINALG_HPP