/* ************************************************************ HEADER blksdp.h For use with mex-files in 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 ************************************************************ */ #if !defined(BLKSDP) #define BLKSDP #include "mex.h" #ifdef OCTAVE #include "f77blas.h" #define FORT(x) BLASFUNC(x) #else #include "blas.h" #define FORT(x) FORTRAN_WRAPPER(x) typedef ptrdiff_t blasint; #endif /* ------------------------------------------------------------ Type definitions: ------------------------------------------------------------ */ typedef struct{ double *pr; mwIndex *jc, *ir; } jcir; typedef struct{ double *pr; const mwIndex *jc; const mwIndex *ir; } constjcir; typedef struct{ mwSize frN,lpN,lorN,rconeN,sdpN, rsdpN; mwSize qMaxn,rMaxn,hMaxn, rLen,hLen, qDim,rDim,hDim; const double *lorNL,*rconeNL,*sdpNL; } coneK; /* ------------------------------------------------------------ Macros: ------------------------------------------------------------ */ #if !defined(SQR) #define SQR(x) ((x)*(x)) #endif #if !defined(MAX) #define MAX(A, B) ((A) > (B) ? (A) : (B)) #endif #if !defined(MIN) #define MIN(A, B) ((A) < (B) ? (A) : (B)) #endif #if !defined(SIGN) #define SIGN(A) (2 * ((A) >= 0) - 1) #endif #ifndef M_SQRT2 #define M_SQRT2 1.41421356237309504880 /* sqrt(2) */ #endif #ifndef M_SQRT1_2 #define M_SQRT1_2 0.70710678118654752440 /* 1/sqrt(2) */ #endif /* ************************************************************ INT COMPARE: for searching an mwIndex array NOTE: qsort sorts in ascending (0,1,2,..) order, if the compare function returns < 0 iff a 0 iff a > b. ************************************************************ */ #if !defined(_COMPFUN_) #define _COMPFUN_ typedef int (*COMPFUN)(const void *pa,const void *pb); #endif #define ibsearch(key,vec,n) bsearch((void *)(key), (void *)(vec), (n), sizeof(mwSize), (COMPFUN) icmp) #define iqsort(vec,n) qsort((void *)(vec), (n), sizeof(mwSize), (COMPFUN) icmp) /* -------------------------------------- KEY COMPARE: FOR SORTING AN (INT or FLOAT) ARRAY WITH INT-KEYS. -------------------------------------- */ typedef struct{ mwIndex i,k; } keyint; #if !defined(_KEYDOUBLE_) #define _KEYDOUBLE typedef struct{ double r; mwIndex k; } keydouble; #endif #define kiqsort(vec,n) qsort((void *)(vec), (n), sizeof(keyint), (COMPFUN) kicmp); #define kdsortdec(vec,n) qsort((void *)(vec), (n), sizeof(keydouble), (COMPFUN) kdcmpdec); /* ------------------------------------------------------------ Prototypes: ------------------------------------------------------------ */ char icmp(const mwIndex *a, const mwIndex *b); bool intbsearch(mwIndex *pi, const mwIndex *x, const mwIndex n, const mwIndex key); char intmbsearch(mwIndex *z, bool *found, const mwIndex *x, const mwIndex xnnz, const mwIndex *y, const mwIndex ynnz, mwIndex *iwork, const mwIndex iwsize); char kicmp(const keyint *a, const keyint *b); char kdcmpdec(const keydouble *a, const keydouble *b); double realssqr(const double *x, const mwSize n); double realdot(const double *x, const double *y, const mwSize n); double selrealdot(const double *x, const double *y, const mwIndex *sel, const mwSize nnz); double realdotrow(const double *x, const double *y, const mwSize n); void fromto(mwIndex *x, mwSize i, const mwSize n); double triudotprod(const double *x, const double *y, const mwSize n); double striudotprod(const double *x, const double *y, const mwSize n); void tril2sym(double *r, const mwSize n); void tril2herm(double *r, double *rpi, const mwSize n); void triu2sym(double *r, const mwSize n); void triu2herm(double *r, double *rpi, const mwSize n); void scalarmul(double *r, const double alpha,const double *x,const mwSize n); void addscalarmul(double *r, const double alpha,const double *x,const mwSize n); void subscalarmul(double *x, const double alpha, const double *y, const mwSize n); void realHadamard(double * r, const double *x, const double *y, const mwSize n); void minusHadamard(double * r, const double *x, const double *y, const mwSize n); void realHadarow(double * r, const double *x, const double *y, const mwSize n); void realHadadiv(double * r, const double *x, const double *y, const mwSize n); void fzeros(double *z,const mwSize n); void conepars(const mxArray *mxK, coneK *pK); void someStats(mwSize *pxmax, mwIndex *pxsum, mwIndex *pxssqr, const double *x, const mwSize n); mwIndex spsqrscale(double *z, mwIndex *blks, const mwIndex *zjc, const mwIndex *zir, const mwIndex *znnz, const double *d, const mwIndex *xir, const double *xpr, mwIndex xjc0, const mwIndex xjc1, const mwIndex *blkstart, const mwIndex *xblk, const mwIndex *psdNL, const mwIndex rpsdN, double *fwork, mwIndex *iwork); #ifdef OLDSEDUMI double qscale(double *z,const double *x,const double *y, const double rdetx,const mwIndex n); void qlmul(double *z,const double *x,const double *y, const double rdetx,const mwIndex n); void qldiv(double *z,const double *x,const double *y, const double rdetx,const mwIndex n); void vec2blks(mwIndex *blklocs, const mwIndex *blkstart, const mwIndex *yir, const mwIndex ystart, const mwIndex ynnz, const mwIndex nblk); void vec2selblks(mwIndex *blklocs, const mwIndex *blkstart, const mwIndex *yir, const mwIndex ystart, const mwIndex ynnz, const mwIndex *blkir, const mwIndex blknnz); mwIndex lqdsqrx(double *z, const mwIndex *xir, const double *xpr, const mwIndex xjc0, const mwIndex xjcq, const mwIndex xjcs, const mwIndex *qir, const mwIndex *blkstart, const double *dsqr, const double *detd); mwIndex blkpsdscale(double *z, const mwIndex *zir, const mwIndex zjc1, const double *u, const mwIndex *invperm, const double *x, const mwIndex *xblk, const mwIndex blkjc0, const mwIndex blkjc1, const mwIndex *blkstart, const mwIndex *psdNL, const mwIndex *cumpsdNL, const mwIndex rpsdN, double *fwork); #endif void uperm(double *y, const double *u, const mwIndex *perm, const mwIndex n); /* ------------------------------------------------------------ For auxfwdpr1: ------------------------------------------------------------ */ void fwipr1(double *y, const double *p, const double *beta, const mwSize m, const mwSize n); void fwipr1o(double *y, const mwIndex *perm, const double *p, const double *beta, const mwSize m, const mwSize n); #endif