/* % y = sqrtinv(q,vlab,K) % SQRTINV Computes for PSD-cone, y = (Q / diag(sqrt(vlab)))', so that % Y'*Y = inv(Q * diag(vlab) * Q'). % % SEE ALSO sedumi % ********** INTERNAL FUNCTION OF SEDUMI ********** function y = sqrtinv(q,vlab,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 #include #include "mex.h" #include "triuaux.h" #include "blksdp.h" #define Y_OUT plhs[0] #define NPAROUT 1 #define Q_IN prhs[0] #define V_IN prhs[1] #define K_IN prhs[2] #define NPARIN 3 /* ************************************************************ PROCEDURE qdivv - Computes Y = (Q / diag(sqrt(vlab)))' ************************************************************ */ void qdivv(double *y, const double *q,const double *v,const mwIndex n) { mwIndex i,j,jcol,inz; double svi; for(inz = 0, i = 0; i < n; i++){ svi = sqrt(v[i]); for(j = 0, jcol = i; j < n; j++, jcol += n) y[jcol] = q[inz++] / svi; /* y(i,j) = q(j,i) / svi */ } } /* complex case */ void prpiqdivv(double *y,double *ypi, const double *q,const double *qpi, const double *v,const mwIndex n) { mwIndex i,j,jcol,inz; double svi; for(inz = 0, i = 0; i < n; i++){ svi = sqrt(v[i]); for(j = 0, jcol = i; j < n; j++, jcol += n){ /* y(i,j) = conj(q(j,i)) / svi */ y[jcol] = q[inz] / svi; ypi[jcol] = -qpi[inz] / svi; /* conjugate */ inz++; } } } /* ============================================================ MAIN: MEXFUNCTION ============================================================ */ /* ************************************************************ PROCEDURE mexFunction - Entry for Matlab ************************************************************ */ void mexFunction(const int nlhs, mxArray *plhs[], const int nrhs, const mxArray *prhs[]) { mwIndex i,k, nk, nksqr, lenud, lendiag, diagskip; double *y; const double *q,*v; coneK cK; /* ------------------------------------------------------------ Check for proper number of arguments ------------------------------------------------------------ */ mxAssert(nrhs >= NPARIN, "sqrtinv requires more input arguments."); mxAssert(nlhs <= NPAROUT, "sqrtinv generates less output arguments."); /* ------------------------------------------------------------ Disassemble cone K structure ------------------------------------------------------------ */ conepars(K_IN, &cK); /* ------------------------------------------------------------ Get statistics of cone K structure ------------------------------------------------------------ */ lenud = cK.rDim + cK.hDim; diagskip = cK.lpN + 2 * cK.lorN; /* diag for LP and Lorentz */ lendiag = diagskip + cK.rLen + cK.hLen; /* ------------------------------------------------------------ Get inputs v, q ------------------------------------------------------------ */ mxAssert(mxGetM(V_IN) * mxGetN(V_IN) == lendiag, "v size mismatch"); mxAssert(mxGetM(Q_IN) * mxGetN(Q_IN) == lenud, "q size mismatch"); q = mxGetPr(Q_IN); v = mxGetPr(V_IN) + diagskip; /* skip LP*/ /* ------------------------------------------------------------ Allocate output y ------------------------------------------------------------ */ Y_OUT = mxCreateDoubleMatrix(lenud, (mwSize)1, mxREAL); y = mxGetPr(Y_OUT); /* ------------------------------------------------------------ The actual job is done here: ------------------------------------------------------------ */ for(k = 0; k < cK.rsdpN; k++){ /* PSD: real symmetric */ nk = cK.sdpNL[k]; qdivv(y, q,v,nk); nksqr = SQR(nk); y += nksqr; q += nksqr; v += nk; } for(; k < cK.sdpN; k++){ /* complex Hermitian */ nk = cK.sdpNL[k]; nksqr = SQR(nk); prpiqdivv(y,y+nksqr, q,q+nksqr, v, nk); nksqr += nksqr; y += nksqr; q += nksqr; v += nk; } }