-
Notifications
You must be signed in to change notification settings - Fork 91
/
Copy pathqblkmul.c
116 lines (111 loc) · 4.56 KB
/
qblkmul.c
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
/*
% y = qblkmul(mu,d,blkstart)
% QBLKMUL yields length(y)=blkstart(end)-blkstart(1) vector with
% y[k] = mu(k) * d[k]; the blocks d[k] are partitioned by blkstart.
%
% SEE ALSO sedumi
% ********** INTERNAL FUNCTION OF SEDUMI **********
function y = qblkmul(mu,d,blkstart)
% 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 "mex.h"
#include "blksdp.h"
#define Y_OUT plhs[0]
#define NPAROUT 1
#define MU_IN prhs[0]
#define D_IN prhs[1]
#define BLKSTART_IN prhs[2]
#define NPARIN 3
/* ============================================================
MAIN: MEXFUNCTION
============================================================ */
/* ************************************************************
PROCEDURE mexFunction - Entry for Matlab
************************************************************ */
void mexFunction(const int nlhs, mxArray *plhs[],
const int nrhs, const mxArray *prhs[])
{
mwIndex i,j,nblk,k,nk,qDim;
double *y;
const double *d, *mu, *blkstartPr;
mwIndex *blkstart;
/* ------------------------------------------------------------
Check for proper number of arguments
------------------------------------------------------------ */
mxAssert(nrhs >= NPARIN, "qblkmul requires more input arguments.");
mxAssert(nlhs <= NPAROUT, "qblkmul generates 1 output argument.");
/* ------------------------------------------------------------
Get inputs d, mu, blkstart
------------------------------------------------------------ */
d = mxGetPr(D_IN);
qDim = mxGetM(D_IN) * mxGetN(D_IN);
nblk = mxGetM(MU_IN) * mxGetN(MU_IN);
mu = mxGetPr(MU_IN);
blkstartPr = mxGetPr(BLKSTART_IN);
mxAssert(nblk == mxGetM(BLKSTART_IN) * mxGetN(BLKSTART_IN) - 1, "blkstart size mismatch.");
/* ------------------------------------------------------------
Allocate mwIndex working array blkstart(nblk+1).
------------------------------------------------------------ */
blkstart = (mwIndex *) mxCalloc(nblk + 1, sizeof(mwIndex));
/* ------------------------------------------------------------
Convert Fortran double to C mwIndex
------------------------------------------------------------ */
for(i = 0; i <= nblk; i++){
j = blkstartPr[i]; /* double to mwIndex */
blkstart[i] = --j;
}
/* ------------------------------------------------------------
Let d point to Lorentz norm-bound
------------------------------------------------------------ */
if(qDim != blkstart[nblk] - blkstart[0]){
if(qDim == nblk + blkstart[nblk] - blkstart[0]){
d += nblk; /* Point to Lorentz norm-bound */
}
else {
mxAssert(qDim >= blkstart[nblk], "d size mismatch.");
d += blkstart[0]; /* Point to Lorentz norm-bound */
}
}
qDim = blkstart[nblk] - blkstart[0];
/* ------------------------------------------------------------
Allocate output y(qDim)
------------------------------------------------------------ */
Y_OUT = mxCreateDoubleMatrix(qDim, (mwSize)1, mxREAL);
y = mxGetPr(Y_OUT);
/* ------------------------------------------------------------
LORENTZ: yk = mu(k) * d[k]
------------------------------------------------------------ */
for(k = 0; k < nblk; k++){
nk = blkstart[k+1] - blkstart[k];
scalarmul(y,mu[k],d,nk);
y += nk;
d += nk;
}
}