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givensrot.c
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Sun, Jul 13, 07:50

givensrot.c
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/*
% y = givensrot(gjc,g,x,K)
% GIVENSROT
%
% SEE ALSO sedumi
% ********** INTERNAL FUNCTION OF SEDUMI **********
function y = givensrot(gjc,g,x,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 "mex.h"
#include "blksdp.h"
#include "givens.h"
#define Y_OUT plhs[0]
#define NPAROUT 1
#define GJC_IN prhs[0]
#define G_IN prhs[1]
#define X_IN prhs[2]
#define K_IN prhs[3]
#define NPARIN 4
/* ************************************************************
PROCEDURE matgivens
INPUT
gjc, g - sequence of givens rotations
UPDATED
y - let Y := Q_g * Y.
************************************************************ */
void matgivens(double *y, const twodouble *g, const mwIndex *gjc, const mwIndex n)
{
mwIndex j,k;
for(j = 0; j < n; j++, y += n) /* For all n columns of y */
/* ------------------------------------------------------------
At step k, we apply m rotations involving rows k:k+m, m=gjc[k+1]-gjc[k].
------------------------------------------------------------ */
for(k = 0; k < n-1; k++)
givensrot(y+k, g+gjc[k], gjc[k+1]-gjc[k]);
}
/* complex case */
void prpimatgivens(double *y,double *ypi, const tridouble *g,
const mwIndex *gjc, const mwIndex n)
{
mwIndex j,k;
for(j = 0; j < n; j++, y += n, ypi += n) /* For all n columns of y */
/* ------------------------------------------------------------
At step k, we apply m rotations involving rows k:k+m, m=gjc[k+1]-gjc[k].
------------------------------------------------------------ */
for(k = 0; k < n-1; k++)
prpigivensrot(y+k,ypi+k, g+gjc[k], gjc[k+1]-gjc[k]);
}
/* ============================================================
MAIN: MEXFUNCTION
============================================================ */
/* ************************************************************
PROCEDURE mexFunction - Entry for Matlab
************************************************************ */
void mexFunction(const int nlhs, mxArray *plhs[],
const int nrhs, const mxArray *prhs[])
{
mwIndex inz, i, k, nk, nksqr, lenud, sdplen, gnnz;
mwIndex *gjc, *iwork;
const double *gjcPr;
const double *g, *gk;
double *y;
coneK cK;
/* ------------------------------------------------------------
Check for proper number of arguments
------------------------------------------------------------ */
mxAssert(nrhs >= NPARIN, "givensrot requires more input arguments.");
mxAssert(nlhs <= NPAROUT, "givensrot generates less output arguments.");
/* ------------------------------------------------------------
Disassemble cone K structure
------------------------------------------------------------ */
conepars(K_IN, &cK);
/* ------------------------------------------------------------
Get statistics of cone K structure
------------------------------------------------------------ */
lenud = cK.rDim + cK.hDim;
sdplen = cK.rLen + cK.hLen;
/* ------------------------------------------------------------
Get inputs gjc,g,x
------------------------------------------------------------ */
gjcPr = mxGetPr(GJC_IN);
g = (double *) mxGetPr(G_IN);
gnnz = mxGetM(G_IN) * mxGetN(G_IN);
mxAssert(mxGetM(X_IN) == lenud && ( lenud == 0 || mxGetN(X_IN) == 1 ), "x size mismatch");
/* ------------------------------------------------------------
Allocate output y(lenud), and let y = x.
------------------------------------------------------------ */
Y_OUT = mxCreateDoubleMatrix(lenud, (mwSize)1, mxREAL);
y = mxGetPr(Y_OUT);
memcpy(y, mxGetPr(X_IN), lenud * sizeof(double));
/* ------------------------------------------------------------
Allocate working array iwork(sum(K.s))
------------------------------------------------------------ */
iwork = (mwIndex *) mxCalloc(MAX(1,sdplen), sizeof(mwIndex));
/* ------------------------------------------------------------
Convert gjcPr from float to mwIndex, and store in gjc:=iwork.
------------------------------------------------------------ */
gjc = iwork;
for(i = 0; i < sdplen; i++)
gjc[i] = gjcPr[i]; /* don't subtract 1: already C-style */
/* ------------------------------------------------------------
The actual job is done here: U_NEW = Q(g) * U_OLD
------------------------------------------------------------ */
inz = 0;
for(k = 0; k < cK.rsdpN; k++){ /* real symmetric */
nk = cK.sdpNL[k];
nksqr = SQR(nk);
mxAssert(inz + 2 * gjc[nk-1] <= gnnz, "g size mismatch");
gk = g+inz;
matgivens(y, (twodouble *) gk, gjc, nk);
y += nksqr;
inz += 2 * gjc[nk-1]; /* each rotation consists of 2 doubles */
gjc += nk;
}
for(; k < cK.sdpN; k++){ /* complex Hermitian */
nk = cK.sdpNL[k];
nksqr = SQR(nk);
mxAssert(inz + 3 * gjc[nk-1] <= gnnz, "g size mismatch");
gk = g+inz;
prpimatgivens(y,y+nksqr, (tridouble *) gk, gjc, nk);
nksqr += nksqr;
y += nksqr;
inz += 3 * gjc[nk-1]; /* each rotation consists of 3 doubles */
gjc += nk;
}
/* ------------------------------------------------------------
Release working arrays
------------------------------------------------------------ */
mxFree(iwork);
}

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