/* L.tmpsiz = choltmpsiz(L) % 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 */ #define TMPSIZ_OUT plhs[0] #define NPAROUT 1 #define L_IN prhs[0] /* symbolic Cholesky structure: {L.L, L.xsuper} */ #define NPARIN 1 #include "mex.h" /* ************************************************************ PROCEDURE gettmpsiz - Compute "fwork"-size in PRECORRECT of BLKCHOL2. Since fwork = -(Lk * inv(Dk) * Lk')_{snode j}, we have tmpsiz = MAX_{k,j in SUPER} mk * q - q(q-1)/2, with q := ncolup(k,j) = #nz-rows in L(:,k) corresponding to subnodes of j. mk := #nz-rows in L(:,k) corresponding to subnodes of j : nsuper. INPUT ljc,lir - sparsity structure of m x m matrix L (not compressed). xsuper,nsuper - supernodal partition of nodes 1:m. snode - maps nodes 1:m to supernode containing it. RETURNS tmpsiz. ************************************************************ */ mwIndex gettmpsiz(const mwIndex *ljc,const mwIndex *lir,const mwIndex *xsuper, const mwIndex nsuper, const mwIndex *snode) { mwIndex tmpsiz, ksup,k,j,i,nextj, mk,inz,ncolup, sizkj,ubsiz; tmpsiz = 0; /* ------------------------------------------------------------ For each supernode ksup = 1:nsuper, and affected supernode snode[j]: ncolup = #nz-rows in L(:,k) corresponding to subnodes of snode[j]. mk := #nz-rows in L(:,k) corresponding to subnodes of snode[j] : nsuper. ------------------------------------------------------------ */ for(ksup = 0; ksup < nsuper; ksup++){ k = xsuper[ksup]; /* ------------------------------------------------------------ Let mk be number of below-diag-block(k) nonzeros. This is upper bound on both q and mk. ------------------------------------------------------------ */ inz = ljc[k] + (xsuper[ksup+1] - k); /* points below diag-block */ mk = ljc[k+1] - inz; ubsiz = mk * (mk + 1) / 2; /* ubound on tmpsiz(k) */ i = lir[ljc[k+1]-1]; /* last subscript in k */ /* ------------------------------------------------------------ Browse through all affected supernodes snode[j], as long as they're worth considering (i.e. ubsiz > tmpsiz). ------------------------------------------------------------ */ while((inz < ljc[k+1]) && (ubsiz > tmpsiz)){ j = lir[inz]; /* 1st affected column */ nextj = xsuper[snode[j] + 1]; /* beyond supernode of j */ if(i < nextj){ ncolup = mk; /* last affected supernode */ } else{ ncolup = 1; /* Compute #affected cols in j */ for(++inz; lir[inz] < nextj; inz++) ncolup++; } sizkj = mk * ncolup - ncolup*(ncolup-1)/2; if(sizkj > tmpsiz) tmpsiz = sizkj; mk -= ncolup; /* proceed beyond snode[j] */ ubsiz = mk * (mk + 1) / 2; /* ubound on tmpsiz(k,[j+1,:]) */ } /* inz in column L(:,k) AND ubsiz > tmpsiz */ } /* for all supernodes ksup */ return tmpsiz; } /* ============================================================ MEXFUNCTION ============================================================ */ /* ************************************************************ PROCEDURE mexFunction - Entry for Matlab ************************************************************ */ void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[]) { const mxArray *L_FIELD; mwIndex i,j, nsuper,m, jsup,tmpsiz; const mwIndex *ljc,*lir; mwIndex *xsuper, *snode; const double *xsuperPr; /* ------------------------------------------------------------ Check for proper number of arguments ------------------------------------------------------------ */ mxAssert(nrhs >= NPARIN, "choltmpsiz requires more input arguments."); mxAssert(nlhs <= NPAROUT, "choltmpsiz produces less output arguments."); /* ------------------------------------------------------------ Disassemble block Cholesky structure L ------------------------------------------------------------ */ mxAssert(mxIsStruct(L_IN), "Parameter `L' should be a structure."); L_FIELD = mxGetField(L_IN,(mwIndex)0,"L"); /* L.L */ mxAssert( L_FIELD != NULL, "Missing field L.L."); m = mxGetM(L_FIELD); mxAssert(m == mxGetN(L_FIELD), "L.L must be square."); mxAssert(mxIsSparse(L_FIELD), "L.L should be sparse."); ljc = mxGetJc(L_FIELD); lir = mxGetIr(L_FIELD); L_FIELD = mxGetField(L_IN,(mwIndex)0,"xsuper"); /* L.xsuper */ mxAssert( L_FIELD != NULL, "Missing field L.xsuper."); nsuper = mxGetM(L_FIELD) * mxGetN(L_FIELD) - 1; mxAssert( nsuper <= m, "Size L.xsuper mismatch."); xsuperPr = mxGetPr(L_FIELD); /* ------------------------------------------------------------ Allocate working arrays: ------------------------------------------------------------ */ xsuper = (mwIndex *) mxCalloc(nsuper+1,sizeof(mwIndex)); snode = (mwIndex *) mxCalloc(m,sizeof(mwIndex)); /* ------------------------------------------------------------ Convert XSUPER to integer and C-Style ------------------------------------------------------------ */ for(i = 0; i <= nsuper; i++){ j = (mwIndex) xsuperPr[i]; mxAssert(j>0,""); xsuper[i] = --j; } /* ------------------------------------------------------------ SNODE: map each column to the supernode containing it ------------------------------------------------------------ */ j = xsuper[0]; for(jsup = 0; jsup < nsuper; jsup++){ while(j < xsuper[jsup + 1]) snode[j++] = jsup; } /* ------------------------------------------------------------ The main job: compute (upper bound on) blkchol-tmpsiz. ------------------------------------------------------------ */ tmpsiz = gettmpsiz(ljc,lir,xsuper,nsuper, snode); /* ------------------------------------------------------------ return OUTPUT variable tmpsiz ------------------------------------------------------------ */ TMPSIZ_OUT = mxCreateDoubleMatrix((mwSize)1,(mwSize)1,mxREAL); /* L.tmpsiz */ *mxGetPr(TMPSIZ_OUT) = (double) tmpsiz; /* ------------------------------------------------------------ Release working arrays. ------------------------------------------------------------ */ mxFree(snode); mxFree(xsuper); }