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getada2.c
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getada2.c
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/* ************************************************************
% ADA = getada2(ADA, DAt,Aord, K)
% GETADA2 Compute ADA += DAt.q'*DAt.q
% IMPORTANT: Updated ADA only on triu(ADA(Aord.qperm,Aord.qperm)).
% Remaining entries are not affected.
%
% SEE ALSO sedumi, getada1, getada3
% ******************** INTERNAL FUNCTION OF SEDUMI ********************
function ADA = getada2(ADA, DAt,Aord, K)
% This file is part of SeDuMi 1.1 by Imre Polik and Oleksandr Romanko
% Copyright (C) 2005 McMaster University, Hamilton, CANADA (since 1.1)
%
% Copyright (C) 2001 Jos F. Sturm (up to 1.05R5)
% Dept. Econometrics & O.R., Tilburg University, the Netherlands.
% Supported by the Netherlands Organization for Scientific Research (NWO).
%
% Affiliation SeDuMi 1.03 and 1.04Beta (2000):
% Dept. Quantitative Economics, Maastricht University, the Netherlands.
%
% Affiliations up to SeDuMi 1.02 (AUG1998):
% CRL, McMaster University, Canada.
% Supported by the Netherlands Organization for Scientific Research (NWO).
%
% This program is free software; you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation; either version 2 of the License, or
% (at your option) any later version.
%
% This program is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with this program; if not, write to the Free Software
% Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
% 02110-1301, USA
************************************************************ */
#include <string.h>
#include <math.h>
#include "mex.h"
#include "blksdp.h"
#define ADA_OUT plhs[0]
#define NPAROUT 1
#define ADA_IN prhs[0] /* sparsity struct ADA */
#define DAT_IN prhs[1] /* structure with DAt.q (=ddota) */
#define AORD_IN prhs[2]
#define K_IN prhs[3]
#define NPARIN 4
/* ************************************************************
PROCEDURE: getada2 - Let ADA += ddota'*ddota.
INPUT
ada.{jc,ir} - sparsity structure of ada.
ddota - sparse lorN x m matrix.
perm, invperm - length(m) array, ordering in which ADA should be computed,
and its inverse. We compute in order triu(ADA(perm,perm)), but store
at original places. OPTIMAL PERM: sort(sum(spones(ddota))), i.e. start
with sparsest.
m - order of ADA, number of constraints.
lorN - length(K.q), number of Lorentz blocks.
UPDATED
ada.pr - ada(i,j) += ddotai'*ddotaj. ONLY triu(ADA(perm,perm)) is
updated. (So caller typically should symmetrize afterwards.)
WORKING ARRAYS
ddotaj - work vector, size lorN.
************************************************************ */
void getada2(jcir ada, jcir ddota, const mwIndex *perm, const mwIndex *invperm,
const mwIndex m, const mwIndex lorN, double *ddotaj)
{
mwIndex i,j, knz,inz, permj;
double adaij;
/* ------------------------------------------------------------
Init ddotaj = all-0 (for Lorentz)
------------------------------------------------------------ */
fzeros(ddotaj, lorN);
/* ============================================================
MAIN getada LOOP: loop over nodes perm(0:m-1)
============================================================ */
for(j = 0; j < m; j++){
permj = perm[j];
if(ddota.jc[permj] < ddota.jc[permj+1]){ /* Only work if nonempty */
/* ------------------------------------------------------------
Let ddotaj = ddota(:,j) in full
------------------------------------------------------------ */
for(i = ddota.jc[permj]; i < ddota.jc[permj+1]; i++)
ddotaj[ddota.ir[i]] = ddota.pr[i];
/* ------------------------------------------------------------
For all i with invpermi < j:
ada_ij += ddota_i'*ddotaj.
------------------------------------------------------------ */
for(inz = ada.jc[permj]; inz < ada.jc[permj+1]; inz++){
i = ada.ir[inz];
if(invperm[i] <= j){
adaij = ada.pr[inz];
if(invperm[i] < j)
for(knz = ddota.jc[i]; knz < ddota.jc[i+1]; knz++)
adaij += ddota.pr[knz] * ddotaj[ddota.ir[knz]];
else /* diag entry: += ||ddota(:,permj)||^2 */
adaij += realssqr(ddota.pr + ddota.jc[i], ddota.jc[i+1]-ddota.jc[i]);
ada.pr[inz] = adaij;
}
}
/* ------------------------------------------------------------
Re-initialize ddotaj = 0.
------------------------------------------------------------ */
for(i = ddota.jc[permj]; i < ddota.jc[permj+1]; i++) /* Lorentz */
ddotaj[ddota.ir[i]] = 0.0;
}
} /* j = 0:m-1 */
}
/* ============================================================
MEXFUNCTION
============================================================ */
/* ************************************************************
PROCEDURE mexFunction - Entry for Matlab
************************************************************ */
void mexFunction(int nlhs, mxArray *plhs[],
int nrhs, const mxArray *prhs[])
{
coneK cK;
const mxArray *MY_FIELD;
mwIndex m, i, j;
const double *permPr;
double *fwork;
mwIndex *iwork, *perm, *invperm;
jcir ada, ddota;
/* ------------------------------------------------------------
Check for proper number of arguments
------------------------------------------------------------ */
mxAssert(nrhs >= NPARIN, "getADA requires more input arguments.");
mxAssert(nlhs <= NPAROUT, "getADA produces less output arguments.");
/* ------------------------------------------------------------
Disassemble cone K structure
------------------------------------------------------------ */
conepars(K_IN, &cK);
m = mxGetM(ADA_IN);
/* ------------------------------------------------------------
Allocate output matrix ADA with sparsity structure of ADA_IN,
and initialize as a copy of ADA_IN.
------------------------------------------------------------ */
mxAssert(mxGetN(ADA_IN) == m, "Size mismatch ADA.");
mxAssert(mxIsSparse(ADA_IN), "ADA should be sparse.");
ADA_OUT = mxDuplicateArray(ADA_IN); /* ADA = ADA_IN */
if(cK.lorN <= 0) /* READY if no LORENTZ blocks !*/
return;
ada.jc = mxGetJc(ADA_OUT);
ada.ir = mxGetIr(ADA_OUT);
ada.pr = mxGetPr(ADA_OUT);
/* ------------------------------------------------------------
DISASSEMBLE DAt structure: DAt.q
------------------------------------------------------------ */
mxAssert(mxIsStruct(DAT_IN), "DAt should be a structure.");
MY_FIELD = mxGetField(DAT_IN,(mwIndex)0,"q"); /* DAt.q */
mxAssert( MY_FIELD != NULL, "Missing field DAt.q.");
mxAssert(mxGetM(MY_FIELD) == cK.lorN && mxGetN(MY_FIELD) == m, "Size mismatch DAt.q");
mxAssert(mxIsSparse(MY_FIELD), "DAt.q should be sparse.");
ddota.jc = mxGetJc(MY_FIELD);
ddota.ir = mxGetIr(MY_FIELD);
ddota.pr = mxGetPr(MY_FIELD);
/* ------------------------------------------------------------
DISASSEMBLE Aord structure: Aord.qperm
------------------------------------------------------------ */
mxAssert(mxIsStruct(AORD_IN), "Aord should be a structure.");
MY_FIELD = mxGetField(AORD_IN,(mwIndex)0,"qperm"); /* Aord.qperm */
mxAssert( MY_FIELD != NULL, "Missing field Aord.qperm.");
mxAssert(mxGetM(MY_FIELD) * mxGetN(MY_FIELD) == m, "Size mismatch Aord.qperm.");
permPr = mxGetPr(MY_FIELD);
/* ------------------------------------------------------------
Only work to do if ~isempty(ddota):
------------------------------------------------------------ */
if(ddota.jc[m] > 0){
/* ------------------------------------------------------------
ALLOCATE working arrays:
iwork(2*m) = [perm(m), invperm(m)].
fwork[lorN]
------------------------------------------------------------ */
iwork = (mwIndex *) mxCalloc(MAX(2 * m,1), sizeof(mwIndex));
perm = iwork;
invperm = perm + m;
fwork = (double *) mxCalloc(MAX(cK.lorN,1), sizeof(double));
/* ------------------------------------------------------------
perm to integer C-style
------------------------------------------------------------ */
for(i = 0; i < m; i++){
j = (mwIndex) permPr[i];
mxAssert(j>0,"");
perm[i] = --j;
}
/* ------------------------------------------------------------
Let invperm(perm) = 0:m-1.
------------------------------------------------------------ */
for(i = 0; i < m; i++)
invperm[perm[i]] = i;
/* ------------------------------------------------------------
ACTUAL COMPUTATION: ADA += DAt.q'*DAt.q.
------------------------------------------------------------ */
getada2(ada, ddota, perm, invperm, m, cK.lorN, fwork);
/* ------------------------------------------------------------
RELEASE WORKING ARRAYS.
------------------------------------------------------------ */
mxFree(fwork);
mxFree(iwork);
} /* !isempty(ddota) */
}

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