Page MenuHomec4science
Files F121699507

vecsym.c
No OneTemporary
Actions

File Metadata

Created
Sun, Jul 13, 06:44

vecsym.c
View Options

/*
% y = vecsym(x,K)
% VECSYM For the PSD submatrices, we let Yk = (Xk+Xk')/2
%
% SEE ALSO sedumi
% ********** INTERNAL FUNCTION OF SEDUMI **********
function y = vecsym(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 <math.h>
#include <string.h>
#include "mex.h"
#include "blksdp.h"
#define Y_OUT plhs[0]
#define X_IN prhs[0]
#define K_IN prhs[1]
/* ************************************************************
PROCEDURE symproj -- Y = (X+X')/2
INPUT x, n - full n x n matrix x.
OUTPUT y - on output, contains (x+x')/2
************************************************************ */
void symproj(double *y, const double *x, const mwIndex n)
{
mwIndex colp,i,j;
double yij;
/* ------------------------------------------------------------
x points to x(:,i); x+colp = x(:,j).
------------------------------------------------------------ */
for(i = 0; i < n; x += n, y += n, i++){
y[i] = x[i]; /* diagonal entry */
for(colp = n + i, j=i+1; j<n; j++, colp += n){
yij = (x[j] + x[colp]) / 2; /* x(i,j)+x(j,i) */
y[j] = yij;
y[colp] = yij;
}
}
}
/* ************************************************************
PROCEDURE skewproj -- Y = (X-X')/2
INPUT x, n - full n x n matrix x.
OUTPUT y - on output, contains (x-x')/2
************************************************************ */
void skewproj(double *y, const double *x, const mwIndex n)
{
mwIndex colp,i,j;
double yij;
/* ------------------------------------------------------------
x points to x(:,i); x+colp = x(:,j).
------------------------------------------------------------ */
for(i = 0; i < n; x += n, y += n, i++){
y[i] = 0.0; /* diagonal entry */
for(colp = n + i, j=i+1; j<n; j++, colp += n){
yij = (x[j] - x[colp]) / 2; /* x(j,i) - x(i,j) */
y[j] = yij;
y[colp] = -yij; /* conjugate */
}
}
}
/* ************************************************************
PROCEDURE vecsymPSD - Let y = (x+x')/2.
INPUT
x - length sum(K.s.^2) vector, to be symmetrized.
rsdpN - number of real PSD blocks
sdpN - total number of PSD blocks, length(K.s)
sdpNL - K.s, length sdpN array listing the orders of the PSD blocks.
OUTPUT
y - length sum(K.s.^2) vector, y = vecsym(x,K).
************************************************************ */
void vecsymPSD(double *y, const double *x,const mwIndex rsdpN,const mwIndex sdpN,
const double *sdpNL)
{
mwIndex k,nk,nksqr;
/* ------------------------------------------------------------
Make real PSD blocks symmetric
------------------------------------------------------------ */
for(k = 0; k < rsdpN; k++){
nk = sdpNL[k]; nksqr = SQR(nk);
symproj(y,x,nk);
x += nksqr; y += nksqr;
}
/* ------------------------------------------------------------
Make complex PSD blocks Hermitian
------------------------------------------------------------ */
for(; k < sdpN; k++){
nk = sdpNL[k]; nksqr = SQR(nk);
symproj(y,x,nk);
x += nksqr; y += nksqr;
skewproj(y,x,nk);
x += nksqr; y += nksqr;
}
}
/* ============================================================
MAIN: MEXFUNCTION
============================================================ */
/* ************************************************************
PROCEDURE mexFunction - Entry for Matlab
y = vecsym(x,K)
Computes "symmetrization of x: Yk = (Xk+Xk')/2
************************************************************ */
void mexFunction(const int nlhs, mxArray *plhs[],
const int nrhs, const mxArray *prhs[])
{
mxArray *output_array[1], *Xk;
coneK cK;
mwIndex k, nk, nksqr, lqDim,lenfull;
const double *x;
double *y;
/* ------------------------------------------------------------
Check for proper number of arguments
------------------------------------------------------------ */
mxAssert(nrhs >= 2, "vecsym requires 2 input arguments.");
mxAssert(nlhs <= 1, "vecsym generates 1 output argument.");
/* ------------------------------------------------------------
Disassemble cone K structure
------------------------------------------------------------ */
conepars(K_IN, &cK);
/* ------------------------------------------------------------
Compute some statistics based on cone K structure
------------------------------------------------------------ */
lqDim = cK.lpN + cK.qDim;
lenfull = lqDim + cK.rDim + cK.hDim;
/* ------------------------------------------------------------
Get input vector x
------------------------------------------------------------ */
mxAssert(!mxIsSparse(X_IN), "x must be full.");
mxAssert(mxGetM(X_IN) * mxGetN(X_IN) == lenfull, "Parameter `x' size mismatch.");
x = mxGetPr(X_IN);
/* ------------------------------------------------------------
Allocate output vector y, and make it vecsym(x)
------------------------------------------------------------ */
Y_OUT = mxCreateDoubleMatrix(lenfull, (mwSize)1, mxREAL);
y = mxGetPr(Y_OUT);
memcpy(y,x,lqDim * sizeof(double));
x += lqDim; y += lqDim;
vecsymPSD(y, x,cK.rsdpN,cK.sdpN,cK.sdpNL);
}

Event Timeline

c4science · Help