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blksdp.h
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blksdp.h
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/* ************************************************************
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<b, 0 iff a==b, > 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