/* % 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 "givens.h" /* ************************************************************ PROCEDURE givensrot - apply sequence of givens rotations to a vector. INPUT g - length n: each entry is a givens rotation [x, y;y,-x], x^2+y^2=1. We apply first g[n-1] to z[n-1:n], up to g[0] to z[0:1]. n - order of g, i.e. number of givens rotations. UPDATED z - length n+1 vector, to be rotated n times. ************************************************************ */ void givensrot(double *z, const twodouble *g, const mwIndex n) { twodouble gi; double z1, z2; mwIndex i; z2 = z[n]; for(i = n; i > 0; i--){ gi = g[i-1]; z1 = z[i-1]; /* ------------------------------------------------------------ [z1NEW; [x, y; [z1; z2NEW] := y, -x] * z2] ------------------------------------------------------------ */ z[i] = gi.y * z1 - gi.x * z2; /* z2NEW */ z2 = gi.x * z1 + gi.y * z2; /* z1NEW, is z2 in iter --i */ } z[0] = z2; } /* ************************************************************ PROCEDURE prpigivensrot - apply sequence of givens rotations to a vector. Complex case. INPUT g - length n: each entry is a givens rotation [conj(x), y;y,-x], |x|^2+y^2=1. y is real. We apply first g[n-1] to z[n-1:n], up to g[0] to z[0:1]. n - order of g, i.e. number of givens rotations. UPDATED z,zpi - length n+1 vector, to be rotated n times. ************************************************************ */ void prpigivensrot(double *z,double *zpi, const tridouble *g, const mwIndex n) { tridouble gi; double z1, z2, z1im,z2im; mwIndex i; z2 = z[n]; z2im = zpi[n]; for(i = n; i > 0; i--){ gi = g[i-1]; z1 = z[i-1]; z1im = zpi[i-1]; /* ------------------------------------------------------------ [z1NEW; [conj(x), y; [z1; z2NEW] := y, -x] * z2] ------------------------------------------------------------ */ /* z2NEW = y*z1 - x*z2 , y is real. */ z[i] = gi.y * z1 - gi.x * z2 + gi.xim * z2im; zpi[i] = gi.y * z1im - gi.x * z2im - gi.xim * z2; /* z1NEW, is z2 in iter --i. z1NEW = conj(x)*z1 + y*z2, y is real. */ z2 = gi.x * z1 + gi.xim * z1im + gi.y * z2; z2im = gi.x * z1im - gi.xim * z1 + gi.y * z2im; } z[0] = z2; zpi[0] = z2im; } /* ************************************************************ PROCEDURE givensrotuj - apply sequence of givens rotations to a vector, whose last affected entry is now 0. Typical for re-inserting columns in a U-factor. Same as "givensrot", except that z[n]=0 by assumption on input. INPUT g - length n: each entry is a givens rotation [x, y;y,-x], x^2+y^2=1. We apply first g[n-1] to z[n-1:n], up to g[0] to z[0:1]. n - order of g, i.e. number of givens rotations. UPDATED z - length n+1 vector, to be rotated n times. On input, z[n] = 0 by assumption (actual contents irrelevant). ************************************************************ */ void givensrotuj(double *z, const twodouble *g, const mwIndex n) { twodouble gi; double z1, z2; mwIndex i; if(n < 1) return; /* ------------------------------------------------------------ [z2; [x, y; [z[n-1]; z[n]] := y, -x] * 0] = z[n-1] * [x;y] ------------------------------------------------------------ */ z2 = z[n-1]; z[n] = z2 * ((g+n-1)->y); z2 *= (g+n-1)->x; for(i = n-1; i > 0; i--){ gi = g[i-1]; z1 = z[i-1]; /* ------------------------------------------------------------ [z1NEW; [x, y; [z1; z2NEW] := y, -x] * z2] ------------------------------------------------------------ */ z[i] = gi.y * z1 - gi.x * z2; /* z2NEW */ z2 = gi.x * z1 + gi.y * z2; /* z1NEW, is z2 in iter --i */ } z[0] = z2; } /* ************************************************************ PROCEDURE prpigivensrotuj - apply sequence of givens rotations to a vector, whose last affected entry is now 0, and the preceding entry is real. On output, the last effected entry will be real. Typical for re-inserting columns in a U-factor. Same as "givensrot", except that z[n-1] is real and z[n]=0 by assumption on input. INPUT g - length n: each entry is a givens rotation [conj(x), y;y,-x], |x|^2+y^2=1, y is real. We apply first g[n-1] to z[n-1:n], up to g[0] to z[0:1]. n - order of g, i.e. number of givens rotations. UPDATED z - length n+1 vector, to be rotated n times. On input, {zpi[n-1],z[n],zpi[n]} = 0 by assumption (actual contents irrelevant). ************************************************************ */ void prpigivensrotuj(double *z,double *zpi, const tridouble *g, const mwIndex n) { tridouble gi; double z1, z2, z1im,z2im; mwIndex i; if(n < 1) return; /* ------------------------------------------------------------ [z2; [conj(x), y; [z[n-1]; z[n]] := y, -x] * 0] = z[n-1] * [conj(x);y], where z[n-1] is real. ------------------------------------------------------------ */ z2 = z[n-1]; z[n] = z2 * ((g+n-1)->y); z2im = -z2 * (g+n-1)->xim; /* z[n-1] * conj(x) */ z2 *= (g+n-1)->x; for(i = n-1; i > 0; i--){ gi = g[i-1]; z1 = z[i-1]; z1im = zpi[i-1]; /* ------------------------------------------------------------ [z1NEW; [conj(x), y; [z1; z2NEW] := y, -x] * z2] ------------------------------------------------------------ */ /* z2NEW = y*z1 - x*z2 , y is real. */ z[i] = gi.y * z1 - gi.x * z2 + gi.xim * z2im; zpi[i] = gi.y * z1im - gi.x * z2im - gi.xim * z2; /* z1NEW, is z2 in iter --i. z1NEW = conj(x)*z1 + y*z2, y is real. */ z2 = gi.x * z1 + gi.xim * z1im + gi.y * z2; z2im = gi.x * z1im - gi.xim * z1 + gi.y * z2im; } z[0] = z2; zpi[0] = z2im; }