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sdmauxTriu.c
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Wed, Jul 16, 03:35

sdmauxTriu.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"
/* ============================================================
TRIU/TRIL RELATED
============================================================ */
/* ************************************************************
PROCEDURE tril2sym -- assign R(i,j) = R(j,i) for all j>i.
INPUT n - order of n x n matrix R.
UPDATED r - on output, the strict lower triangular is copied
to the strict upper triangular.
************************************************************ */
void tril2sym(double *r, const mwIndex n)
{
mwIndex colp,i,j;
/* ------------------------------------------------------------
r points to R(:,i); r+colp = R(:,j).
------------------------------------------------------------ */
for(i=0; i<n; r += n, i++)
for(colp = n + i, j=i+1; j<n; j++, colp += n)
r[colp] = r[j]; /* R(i,j) = R(j,i) */
}
/* ************************************************************
PROCEDURE tril2herm -- Given R = [RE R, IM R],
assign RE R(i,j) = RE R(j,i) and IM R(i,j) = - IM R(j,i) for all j>i.
INPUT n - order of 2*(n x n) matrix R.
UPDATED r,rpi - on output, is made Hermitian (sym, skew-sym resp).
************************************************************ */
void tril2herm(double *r, double *rpi, const mwIndex n)
{
mwIndex colp,i,j;
/* ------------------------------------------------------------
First, make the real block symmetric. Then, make the imaginary
part skew-symmetric.
------------------------------------------------------------ */
tril2sym(r,n);
/* ------------------------------------------------------------
r points to R(:,i); r+colp = R(:,j).
------------------------------------------------------------ */
for(i = 0; i < n; rpi += n, i++){
rpi[i] = 0.0; /* zero-diagonal */
for(colp = n + i, j = i + 1; j < n; j++, colp += n)
rpi[colp] = -rpi[j]; /* R(i,j) = -R(j,i) */
}
}
/* ************************************************************
PROCEDURE triu2sym -- assign R(j,i) = R(i,j) for all j>i.
INPUT n - order of n x n matrix R.
UPDATED r - on output, the strict lower triangular is copied
to the strict upper triangular.
************************************************************ */
void triu2sym(double *r, const mwIndex n)
{
mwIndex colp,i,j;
/* ------------------------------------------------------------
r points to R(:,i); r+colp = R(:,j).
------------------------------------------------------------ */
for(i = 0; i < n; r += n, i++)
for(colp = n + i, j=i+1; j<n; j++, colp += n)
r[j] = r[colp]; /* R(j,i) = R(i,j) */
}
/* ************************************************************
PROCEDURE triu2herm -- Given R = [RE R, IM R],
assign RE R(i,j) = RE R(j,i) and IM R(i,j) = - IM R(j,i) for all j<i.
INPUT n - order of 2*(n x n) matrix R.
UPDATED r, rpi - on output, is made Hermitian (sym and skewsym resp).
************************************************************ */
void triu2herm(double *r, double *rpi, const mwIndex n)
{
mwIndex colp,i,j;
/* ------------------------------------------------------------
First, make the real block symmetric. Then, let r point to
the imaginary part and make that skew-symmetric.
------------------------------------------------------------ */
triu2sym(r,n);
/* ------------------------------------------------------------
rpi points to R(:,i); rpi+colp = R(:,j).
------------------------------------------------------------ */
for(i = 0; i < n; rpi += n, i++){
rpi[i] = 0.0; /* zero-diagonal */
for(colp = n + i, j=i+1; j < n; j++, colp += n)
rpi[j] = -rpi[colp]; /* R(j,i) = -R(i,j) */
}
}
/* ************************************************************
PROCEDURE uperm - Let triu(Y) = triu(U(:,perm)),
leaving tril(Y,-1) undefined.
INPUT
u - nxn input matrix
perm - length n pivot ordering
n - order
OUTPUT
y - triu(y) = triu(u(:,perm).
************************************************************ */
void uperm(double *y, const double *u, const mwIndex *perm, const mwIndex n)
{
mwIndex j;
const double *uj;
for(j = 0; j < n; y += n){
uj = u + perm[j] * n;
memcpy(y, uj, (++j) * sizeof(double));
}
}

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