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sdmauxCone.c
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Wed, Jul 16, 05:34

sdmauxCone.c
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/* ************************************************************
MODULE sdmaux*.c -- Several low-level subroutines for the
mex-files in the Self-Dual-Minimization package.
% 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 "blksdp.h"
/* ============================================================
CONE-K STATISTICS
============================================================ */
/* ************************************************************
PROCEDURE conepars - Read cone K parameters from K-structure
INPUT
mxK - the Matlab structure "K", as passes as input argument "K_IN".
OUTPUT
*pK - struct where cone K parameters get stored.
************************************************************ */
void conepars(const mxArray *mxK, coneK *pK)
{
const mxArray *K_FIELD;
const double *blkstartPr;
mwIndex idummy, nblk;
char gotthem;
mxAssert(mxIsStruct(mxK), "Parameter `K' should be a structure.");
if( (K_FIELD = mxGetField(mxK,(mwIndex)0,"f")) == NULL) /* K.f */
pK->frN = 0;
else
pK->frN = (mwSize) mxGetScalar(K_FIELD);
if( (K_FIELD = mxGetField(mxK,(mwIndex)0,"l")) == NULL) /* K.l */
pK->lpN = 0;
else
pK->lpN = (mwSize) mxGetScalar(K_FIELD);
if( (K_FIELD = mxGetField(mxK,(mwIndex)0,"q")) == NULL) /* K.q */
pK->lorN = 0;
else{
pK->lorN = mxGetM(K_FIELD) * mxGetN(K_FIELD);
pK->lorNL = mxGetPr(K_FIELD);
if(pK->lorN == 1) /* K.q=0 -> lorN = 0 */
if(pK->lorNL[0] == 0.0)
pK->lorN = 0;
}
if( (K_FIELD = mxGetField(mxK,(mwIndex)0,"r")) == NULL) /* K.r */
pK->rconeN = 0;
else{
pK->rconeN = mxGetM(K_FIELD) * mxGetN(K_FIELD);
pK->rconeNL = mxGetPr(K_FIELD);
if(pK->rconeN == 1) /* K.r=0 -> rconeN = 0 */
if(pK->rconeNL[0] == 0.0)
pK->rconeN = 0;
}
if( (K_FIELD = mxGetField(mxK,(mwIndex)0,"s")) == NULL){ /* K.s */
pK->sdpN = 0;
}
else{
pK->sdpN = mxGetM(K_FIELD) * mxGetN(K_FIELD);
pK->sdpNL = mxGetPr(K_FIELD);
if(pK->sdpN == 1) /* K.s=0 -> sdpN = 0 */
if(pK->sdpNL[0] == 0.0)
pK->sdpN = 0;
}
if( (K_FIELD = mxGetField(mxK,(mwIndex)0,"rsdpN")) == NULL) /* K.rsdpN */
pK->rsdpN = pK->sdpN; /* default to all real */
else
pK->rsdpN = (mwSize) mxGetScalar(K_FIELD);
mxAssert(pK->rsdpN <= pK->sdpN, "K.rsdpN mismatches K.s");
/* --------------------------------------------------
GET STATISTICS: try to read from K, otherwise compute them.
-------------------------------------------------- */
gotthem = 0;
if( (K_FIELD = mxGetField(mxK,(mwIndex)0,"rLen")) != NULL){ /* K.rLen */
pK->rLen = (mwSize) mxGetScalar(K_FIELD);
if( (K_FIELD = mxGetField(mxK,(mwIndex)0,"hLen")) != NULL){ /* K.hLen */
pK->hLen = (mwSize) mxGetScalar(K_FIELD);
if( (K_FIELD = mxGetField(mxK,(mwIndex)0,"qMaxn")) != NULL){ /* K.qMaxn */
pK->qMaxn = (mwSize) mxGetScalar(K_FIELD);
if( (K_FIELD = mxGetField(mxK,(mwIndex)0,"rMaxn")) != NULL){ /* K.rMaxn */
pK->rMaxn = (mwSize) mxGetScalar(K_FIELD);
if( (K_FIELD = mxGetField(mxK,(mwIndex)0,"hMaxn")) != NULL){ /* K.hMaxn */
pK->hMaxn = (mwSize) mxGetScalar(K_FIELD);
if( (K_FIELD = mxGetField(mxK,(mwIndex)0,"blkstart"))!=NULL){ /*K.blkstart*/
mxAssert(!mxIsSparse(K_FIELD), "K.blkstart must be a full vector.");
nblk = 1 + pK->lorN + pK->sdpN;
mxAssert(mxGetM(K_FIELD) * mxGetN(K_FIELD) == nblk + 1, "Size mismatch K.blkstart.");
blkstartPr = mxGetPr(K_FIELD);
pK->qDim = (mwSize) blkstartPr[pK->lorN+1] - (mwSize) blkstartPr[0];
blkstartPr += pK->lorN+1;
pK->rDim = (mwSize) blkstartPr[pK->rsdpN] - (mwSize) blkstartPr[0];
pK->hDim = (mwSize) blkstartPr[pK->sdpN] - (mwSize) blkstartPr[pK->rsdpN];
gotthem = 1;
}
}
}
}
}
}
if(!gotthem){
someStats(&(pK->qMaxn), &(pK->qDim), &idummy, pK->lorNL, pK->lorN);
someStats(&(pK->rMaxn), &(pK->rLen), &(pK->rDim), pK->sdpNL, pK->rsdpN);
someStats(&(pK->hMaxn), &(pK->hLen), &(pK->hDim), pK->sdpNL+pK->rsdpN,
(pK->sdpN) - (pK->rsdpN));
pK->hDim *= 2;
}
}
/* ************************************************************
PROCEDURE someStats -- Computes maximum, sum and sum of squares
INPUT
x, n - length n vector
OUTPUT
xmax, xsum, xssqr - Maximum, sum total and sum of squares
IMPORTANT: this routine is especially designed for use with the
blk.s structure, which contains nonneg integers stored as doubles.
************************************************************ */
void someStats(mwIndex *pxmax, mwIndex *pxsum, mwIndex *pxssqr,
const double *x, const mwIndex n)
{
mwIndex xi, xmax, xsum, xssqr;
mwIndex i;
xmax = 0; /* assume that all integers are nonnegative */
xsum = 0; xssqr = 0;
for(i = 0; i < n; i++){
xi = (mwIndex) x[i];
xmax = MAX(xmax, xi);
xsum += xi;
xssqr += SQR(xi);
}
*pxmax = xmax;
*pxsum = xsum;
*pxssqr = xssqr;
}

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