add files for nmpc_cgmres.

nmpc_cgmres/CMakeLists.txt

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+cmake_minimum_required(VERSION 3.1)
+project(nmpc_cgmres)
+
+add_compile_options(-std=c++17)
+
+# Options
+option(OPTIMIZE_FOR_NATIVE "Enable -march=native" OFF)
+
+find_package(catkin REQUIRED COMPONENTS
+  roscpp
+  )
+
+# Eigen
+find_package(Eigen3 REQUIRED)
+include_directories(${EIGEN3_INCLUDE_DIR})
+
+catkin_package(
+  CATKIN_DEPENDS
+  roscpp
+  DEPENDS EIGEN3
+  INCLUDE_DIRS include
+  LIBRARIES nmpc_cgmres
+  )
+
+add_library(nmpc_cgmres
+  src/CgmresSolver.cpp
+  )
+target_include_directories(nmpc_cgmres PUBLIC
+  include
+  ${catkin_INCLUDE_DIRS}
+  )
+target_link_libraries(nmpc_cgmres PUBLIC
+  ${catkin_LIBRARIES}
+  )
+if(OPTIMIZE_FOR_NATIVE)
+  target_compile_options(nmpc_cgmres INTERFACE -march=native)
+endif()
+
+if(CATKIN_ENABLE_TESTING)
+  add_subdirectory(tests)
+endif()
+
+OPTION(INSTALL_DOCUMENTATION "Generate and install the documentation" OFF)
+if(INSTALL_DOCUMENTATION)
+  add_subdirectory(doc)
+endif()

nmpc_cgmres/README.md

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+# nmpc_cgmres
+Non-linear model predictive control (NMPC) with continuation/GMRES method (C/GMRES)
+
+[![CI](https://github.com/isri-aist/NMPC/actions/workflows/ci.yaml/badge.svg)](https://github.com/isri-aist/NMPC/actions/workflows/ci.yaml)
+[![Documentation](https://img.shields.io/badge/doxygen-online-brightgreen?logo=read-the-docs&style=flat)](https://isri-aist.github.io/NMPC/nmpc_cgmres/index.html)
+
+## Control method
+See the following for a detailed algorithm.
+- T Ohtsuka. Continuation/GMRES method for fast computation of nonlinear receding horizon control. Automatica. 2004.
+- https://www.coronasha.co.jp/np/isbn/9784339033182/
+- https://www.coronasha.co.jp/np/isbn/9784339032109/
+
+## Examples
+Make sure that it is built with `--catkin-make-args tests` option.
+
+### Semiactive damper
+```bash
+$ rosrun nmpc_cgmres TestCgmresSolver --gtest_filter=*SemiactiveDamperProblem
+$ rosrun nmpc_cgmres plotCgmresData.py
+```
+![TestSemiactiveDamperProblem](doc/images/TestSemiactiveDamperProblem.png)
+
+### Cart-pole
+```bash
+$ rosrun nmpc_cgmres TestCgmresSolver --gtest_filter=*CartPoleProblem
+$ rosrun nmpc_cgmres plotCgmresData.py
+```
+![TestCartPoleProblem](doc/images/TestCartPoleProblem.png)

nmpc_cgmres/doc/CMakeLists.txt

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+find_package(Doxygen REQUIRED)
+
+if(DOXYGEN_FOUND)
+  set(DOXYFILE_PATH ${CMAKE_CURRENT_BINARY_DIR}/Doxyfile)
+
+  configure_file(Doxyfile.in ${DOXYFILE_PATH})
+
+  add_custom_target(nmpc_cgmres_doc ALL
+    ${DOXYGEN_EXECUTABLE} ${DOXYFILE_PATH}
+    DEPENDS ${DOXYFILE_PATH}
+    COMMENT "Generating Doxygen documentation"
+    )
+endif()