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Copy pathCBCD_size3_ss.cpp
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CBCD_size3_ss.cpp
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#include <math.h>
#include "mex.h"
#include <time.h>
#define EPSILON 2.220446e-16
void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
//input args
//here the lower and upper bounds are set in the program
//not set by the input parameters
double *in_A;
mwIndex *irs;// for sparse matrix
mwIndex *jcs;// for sparse matrix
double *in_b;
int in_d;
int in_max_iter;
//ouput args
double *out_x;// the minimizer
//parameters in the function
int i,j,epoch;//loop
double residual,df;
//get input args
in_A = mxGetPr(prhs[0]);if(in_A==NULL){mexErrMsgTxt("pointer in_A is null"); return;}
irs = mxGetIr(prhs[0]);if(irs==NULL){mexErrMsgTxt("pointer irs is null"); return;}
jcs = mxGetJc(prhs[0]);if(jcs==NULL){mexErrMsgTxt("pointer jcs is null"); return;}
in_b = mxGetPr(prhs[1]);if(in_b==NULL){mexErrMsgTxt("pointer in_b is null"); return;}
in_d = mxGetScalar(prhs[2]);if(in_d==NULL){mexErrMsgTxt("pointer in_d is null"); return;}
in_max_iter = mxGetScalar(prhs[3]);if(in_max_iter==NULL){mexErrMsgTxt("pointer in_max_iter is null"); return;}
/* Non-Zero elements, is the value of last entry of jcs
* lengths of in_A and irs are both NZmax
* length of jcs is in_d + 1, and the last entry of jcs has value NZmax
*/
int NZmax = jcs[in_d];
mexPrintf("CBCD size 3.cpp...Sparsity = %.5f.\n",NZmax/double((in_d*in_d)));
//allocate output, and init as all 0s
plhs[0] = mxCreateDoubleMatrix(in_d,1,mxREAL);
out_x = mxGetPr(plhs[0]);if(out_x==NULL){mexErrMsgTxt("pointer out_x is null"); return;}
for (i=0;i<in_d;i++){
out_x[i] = 0;
}
//pre-allocate output of residual, length as max_iter
double* out_r=new double[in_max_iter]; if(out_r==NULL){mexErrMsgTxt("pointer out_r is null"); return;}
//allocate gradient, will delete later
double* grad=new double[in_d]; if(grad==NULL){mexErrMsgTxt("pointer grad is null"); return;}
/*allotace diagonal, for solving small block problem,
* diag_A0 is the main diagonal, diag_A1/2 are the one below(and above, as symmetric)
* although the length of diag_A1/2 is in_d-1/in_d-2, set them as in_d,
* the in_d th element will be 0 and not be used.
*/
double* diag_A0=new double[in_d]; if(diag_A0==NULL){mexErrMsgTxt("pointer diag_A0 is null"); return;}
double* diag_A1=new double[in_d]; if(diag_A1==NULL){mexErrMsgTxt("pointer diag_A1 is null"); return;}
double* diag_A2=new double[in_d]; if(diag_A2==NULL){mexErrMsgTxt("pointer diag_A2 is null"); return;}
/*grad and residual of init in one loop
*out_x is initialized as all 0s, so grad is 0 vector
*residual calculation is simplified
*in the loop the elements from the diagonal are also extracted
*/
residual = 0;
for (i=0;i<in_d;i++){
//for initial x=0, g[i]=0
grad[i]=0;
// i th residual
df = -in_b[i];
if (df<0){
residual += df*df;
}
// i th element in diagonal and below
diag_A0[i]=0;
diag_A1[i]=0;
diag_A2[i]=0;
for (j=jcs[i];j<jcs[i+1];j++){
if (irs[j]==i){
diag_A0[i]=in_A[j];
//mexPrintf("diag_A0[%d]=%.5f;\n",i,in_A[j]);
}
else if (irs[j]==i+1){
diag_A1[i]=in_A[j];
//mexPrintf("diag_A1[%d]=%.5f;\n",i,in_A[j]);
}
else if (irs[j]==i+2){
diag_A2[i]=in_A[j];
//mexPrintf("diag_A2[%d]=%.5f;\n",i,in_A[j]);
}
}
}
residual = sqrt(residual);
out_r[0] = residual;
mexPrintf("init: 0, residual=%.15f\n",residual);
epoch=1;
// parameters for size 3 matrix
double a11,a12,a13,a21,a22,a23,a31,a32,a33;
double b1,b2,b3,x1,x2,x3,detA;
// FLAG stores the label of last choice of each block
// label stores the last choice of all the blocks in last epoch
int* labels=new int[in_d]; if(labels==NULL){mexErrMsgTxt("pointer labels is null"); return;} ;
for (i=0;i<in_d;i++){
labels[i]=0;
}
int FLAG;
//clock_t time0,time1,time2,time3,time4;////////time//////////
//double dt1=0; double dt2=0; double dt3=0; double dt4=0;////////time//////////
while ((residual>1E-13)&&(epoch<in_max_iter)){
for (i=0;i<in_d-2;i=i+3){
//calc temporal grad
//time0 = clock();////////time//////////
// three for loops to reuse current memory
for (j=jcs[i];j<jcs[i+1];j++){
grad[irs[j]] -= in_A[j]*out_x[i];
}
for (j=jcs[i+1];j<jcs[i+2];j++){
grad[irs[j]] -= in_A[j]*out_x[i+1];
}
for (j=jcs[i+2];j<jcs[i+3];j++){
grad[irs[j]] -= in_A[j]*out_x[i+2];
}
//time1 = clock();////////time//////////
// update x(i)
// define size 3 block
a11=diag_A0[i ]; a12=diag_A1[i ]; a13=diag_A2[i ];
a21=diag_A1[i ]; a22=diag_A0[i+1]; a23=diag_A1[i+1];
a31=diag_A2[i ]; a32=diag_A1[i+1]; a33=diag_A0[i+2];
b1 =in_b[i] -grad[i];
b2 =in_b[i+1]-grad[i+1];
b3 =in_b[i+2]-grad[i+2];
// decission tree
FLAG = labels[i];
//time2 = clock();
switch (FLAG){
case 1: {
if (b1<=0 && b2<=0 && b3<=0){
out_x[i]=0;
out_x[i+1]=0;
out_x[i+2]=0;
FLAG=1;
}
else {FLAG=0;}
break;
}
case 2: {
if (a13>=b1 && a23>=b2 && a33<=b3){
out_x[i]=0;
out_x[i+1]=0;
out_x[i+2]=1;
FLAG=2;
}
else {FLAG=0;}
break;
}
case 3: {
if (a12>=b1 && a22<=b2 && a32>=b3){
out_x[i]=0;
out_x[i+1]=1;
out_x[i+2]=0;
FLAG=3;
}
else {FLAG=0;}
break;
}
case 4: {
if (a12+a13>=b1 && a22+a23<=b2 && a32+a33<=b3){
out_x[i]=0;
out_x[i+1]=1;
out_x[i+2]=1;
FLAG=4;
}
else {FLAG=0;}
break;
}
case 5: {
if (a11<=b1 && a12>=b2 && a13>=b3){
out_x[i]=1;
out_x[i+1]=0;
out_x[i+2]=0;
FLAG=5;
}
else {FLAG=0;}
break;
}
case 6: {
if (a11+a13<=b1 && a21+a23>=b2 && a31+a33<=b3){
out_x[i]=1;
out_x[i+1]=0;
out_x[i+2]=1;
FLAG=6;
}
else {FLAG=0;}
break;
}
case 7: {
if (a11+a12<=b1 && a21+a22<=b2 && a31+a32>=b3){
out_x[i]=1;
out_x[i+1]=1;
out_x[i+2]=0;
FLAG=7;
}
else {FLAG=0;}
break;
}
case 8: {
if (a11+a12+a13<=b1 && a21+a22+a23<=b2 && a31+a32+a33<=b3){
out_x[i]=1;
out_x[i+1]=1;
out_x[i+2]=1;
FLAG=8;
}
else {FLAG=0;}
break;
}
case 9: {
x3 = b3/a33;
if (x3>=0 && x3<=1 && a13*x3>=b1 && a23*x3>=b2){
out_x[i]=0;
out_x[i+1]=0;
out_x[i+2]=x3;
FLAG=9;
}
else {FLAG=0;}
break;
}
case 10: {
x2 = b2/a22;
if (x2>=0 && x2<=1 && a12*x2>=b1 && a32*x2>=b3){
out_x[i]=0;
out_x[i+1]=x2;
out_x[i+2]=0;
FLAG=10;
}
else {FLAG=0;}
break;
}
case 11: {
x1 = b1/a11;
if (x1>=0 && x1<=1 && a21*x1>=b2 && a31*x1>=b3){
out_x[i]=x1;
out_x[i+1]=0;
out_x[i+2]=0;
FLAG=11;
}
else {FLAG=0;}
break;
}
case 12: {
x1=(b1-a12-a13)/a11;
if (x1>=0 && x1<=1 && a21*x1+a22+a23<=b2 && a31*x1+a32+a33<=b3){
out_x[i]=x1;
out_x[i+1]=1;
out_x[i+2]=1;
FLAG=12;
}
else {FLAG=0;}
break;
}
case 13: {
x2=(b2-a21-a23)/a22;
if (x2>=0 && x2<=1 && a11+a12*x2+a13<=b1 && a31+a32*x2+a33<=b3){
out_x[i]=1;
out_x[i+1]=x2;
out_x[i+2]=1;
FLAG=13;
}
else {FLAG=0;}
break;
}
case 14: {
x3=(b3-a31-a32)/a33;
if (x3>=0 && x3<=1 && a11+a12+a13*x3<=b1 && a21+a22+a23*x3<=b2){
out_x[i]=1;
out_x[i+1]=1;
out_x[i+2]=x3;
FLAG=14;
}
else {FLAG=0;}
break;
}
case 15: {
x1=(b1-a13)/a11;
if (x1>=0 && x1<=1 && a21*x1+a23>=b2 && a31*x1+a33<=b3){
out_x[i]=x1;
out_x[i+1]=0;
out_x[i+2]=1;
FLAG=15;
}
else {FLAG=0;}
break;
}
case 16: {
x1 = (b1-a12)/a11;
if (x1>=0 && x1<=1 && a21*x1+a22<=b2 && a31*x1+a32>=b3){
out_x[i]=x1;
out_x[i+1]=1;
out_x[i+2]=0;
FLAG=16;
}
else {FLAG=0;}
break;
}
case 17: {
x2 = (b2-a23)/a22;
if (x2>=0 && x2<=1 && a12*x2+a13>=b1 && a32*x2+a33<=b3){
out_x[i]=0;
out_x[i+1]=x2;
out_x[i+2]=1;
FLAG=17;
}
else {FLAG=0;}
break;
}
case 18: {
x2=(b2-a21)/a22;
if (x2>=0 && x2<=1 && a11+a12*x2<=b1 && a31+a32*x2>=b3){
out_x[i]=1;
out_x[i+1]=x2;
out_x[i+2]=0;
FLAG=18;
}
else {FLAG=0;}
break;
}
case 19: {
x3=(b3-a32)/a33;
if (x3>=0 && x3<=1 && a12+a13*x3>=b1 && a22+a23*x3<=b2){
out_x[i]=0;
out_x[i+1]=1;
out_x[i+2]=x3;
FLAG=19;
}
else {FLAG=0;}
break;
}
case 20: {
x3=(b3-a31)/a33;
if (x3>=0 && x3<=1 && a11+a13*x3<=b1 && a21+a23*x3>=b2){
out_x[i]=1;
out_x[i+1]=0;
out_x[i+2]=x3;
FLAG=20;
}
else {FLAG=0;}
break;
}
case 21: {
detA = a22*a33-a23*a32;
x2 = (a33*b2-a23*b3)/detA;
x3 = (a22*b3-a32*b2)/detA;
if (x2>=0 && x2<=1 && x3>=0 && x3<=1 && a12*x2+a13*x3>=b1){
out_x[i]=0;
out_x[i+1]=x2;
out_x[i+2]=x3;
FLAG=21;
}
else {FLAG=0;}
break;
}
case 22: {
detA = a22*a33-a23*a32;
x2 = (a33*(b2-a21)-a23*(b3-a31))/detA;
x3 = (a22*(b3-a31)-a32*(b2-a21))/detA;
if (x2>=0 && x2<=1 && x3>=0 && x3<=1 && a11+a12*x2+a13*x3<=b1){
out_x[i]=1;
out_x[i+1]=x2;
out_x[i+2]=x3;
FLAG=22;
}
else {FLAG=0;}
break;
}
case 23: {
detA = a11*a33-a13*a31;
x1 = (a33*b1-a13*b3)/detA;
x3 = (a11*b3-a31*b1)/detA;
if (x1>=0 && x1<=1 && x3>=0 && x3<=1 && a21*x1+a23*x3>=b2){
out_x[i]=x1;
out_x[i+1]=0;
out_x[i+2]=x3;
FLAG=23;
}
else {FLAG=0;}
break;
}
case 24: {
detA = a11*a33-a13*a31;
x1 = (a33*(b1-a12)-a13*(b3-a32))/detA;
x3 = (a11*(b3-a32)-a31*(b1-a12))/detA;
if (x1>=0 && x1<=1 && x3>=0 && x3<=1 && a21*x1+a22+a23*x3<=b2){
out_x[i]=x1;
out_x[i+1]=1;
out_x[i+2]=x3;
FLAG=24;
}
else {FLAG=0;}
break;
}
case 25: {
detA = a11*a22-a12*a21;
x1 = (a22*b1-a12*b2)/detA;
x2 = (a11*b2-a21*b1)/detA;
if (x1>=0 && x1<=1 && x2>=0 && x2<=1 && a31*x1+a32*x2>=b3){
out_x[i]=x1;
out_x[i+1]=x2;
out_x[i+2]=0;
FLAG=25;
}
else {FLAG=0;}
break;
}
case 26: {
detA = a11*a22-a12*a21;
x1 = (a22*(b1-a13)-a12*(b2-a23))/detA;
x2 = (a11*(b2-a23)-a21*(b1-a13))/detA;
if (x1>=0 && x1<=1 && x2>=0 && x2<=1 && a31*x1+a32*x2+a33<=b3){
out_x[i]=x1;
out_x[i+1]=x2;
out_x[i+2]=1;
FLAG=26;
}
else {FLAG=0;}
break;
}
case 27: {
detA = a11*a22*a33+a21*a32*a13+a31*a12*a23-a11*a32*a23-a22*a13*a31-a33*a12*a21;
x1 = ( (a22*a33-a32*a23)*b1-(a12*a33-a32*a13)*b2+(a12*a23-a22*a13)*b3)/detA;
x2 = (-(a21*a33-a31*a23)*b1+(a11*a33-a31*a13)*b2-(a11*a23-a21*a13)*b3)/detA;
x3 = ( (a21*a32-a31*a22)*b1-(a11*a32-a31*a12)*b2+(a11*a22-a21*a12)*b3)/detA;
if (x1>=0 && x1<=1 && x2>=0 && x2<=1 && x3>=0 && x3<=1){
out_x[i]=x1;
out_x[i+1]=x2;
out_x[i+2]=x3;
FLAG=27;
}
else {FLAG=0;}
break;
}
}
//if the last choice does not match this time, 9 cases again
if (FLAG==0){
// first discuss three 0 or 1, 8 cases
if (b1<=0 && b2<=0 && b3<=0){
out_x[i]=0;
out_x[i+1]=0;
out_x[i+2]=0;
FLAG=1;
}
else if (a13>=b1 && a23>=b2 && a33<=b3){
out_x[i]=0;
out_x[i+1]=0;
out_x[i+2]=1;
FLAG=2;
}
else if (a12>=b1 && a22<=b2 && a32>=b3){
out_x[i]=0;
out_x[i+1]=1;
out_x[i+2]=0;
FLAG=3;
}
else if (a12+a13>=b1 && a22+a23<=b2 && a32+a33<=b3){
out_x[i]=0;
out_x[i+1]=1;
out_x[i+2]=1;
FLAG=4;
}
else if (a11<=b1 && a12>=b2 && a13>=b3){
out_x[i]=1;
out_x[i+1]=0;
out_x[i+2]=0;
FLAG=5;
}
else if (a11+a13<=b1 && a21+a23>=b2 && a31+a33<=b3){
out_x[i]=1;
out_x[i+1]=0;
out_x[i+2]=1;
FLAG=6;
}
else if (a11+a12<=b1 && a21+a22<=b2 && a31+a32>=b3){
out_x[i]=1;
out_x[i+1]=1;
out_x[i+2]=0;
FLAG=7;
}
else if (a11+a12+a13<=b1 && a21+a22+a23<=b2 && a31+a32+a33<=b3){
out_x[i]=1;
out_x[i+1]=1;
out_x[i+2]=1;
FLAG=8;
}
// second discuss two 0s and two 1s, 6 cases
if (FLAG==false){
x3 = b3/a33;
if (x3>=0 && x3<=1 && a13*x3>=b1 && a23*x3>=b2){
out_x[i]=0;
out_x[i+1]=0;
out_x[i+2]=x3;
FLAG=9;
}
if (FLAG==false){
x2 = b2/a22;
if (x2>=0 && x2<=1 && a12*x2>=b1 && a32*x2>=b3){
out_x[i]=0;
out_x[i+1]=x2;
out_x[i+2]=0;
FLAG=10;
}
if (FLAG==false){
x1 = b1/a11;
if (x1>=0 && x1<=1 && a21*x1>=b2 && a31*x1>=b3){
out_x[i]=x1;
out_x[i+1]=0;
out_x[i+2]=0;
FLAG=11;
}
if (FLAG==false){
x1=(b1-a12-a13)/a11;
if (x1>=0 && x1<=1 && a21*x1+a22+a23<=b2 && a31*x1+a32+a33<=b3){
out_x[i]=x1;
out_x[i+1]=1;
out_x[i+2]=1;
FLAG=12;
}
if (FLAG==false){
x2=(b2-a21-a23)/a22;
if (x2>=0 && x2<=1 && a11+a12*x2+a13<=b1 && a31+a32*x2+a33<=b3){
out_x[i]=1;
out_x[i+1]=x2;
out_x[i+2]=1;
FLAG=13;
}
if (FLAG==false){
x3=(b3-a31-a32)/a33;
if (x3>=0 && x3<=1 && a11+a12+a13*x3<=b1 && a21+a22+a23*x3<=b2){
out_x[i]=1;
out_x[i+1]=1;
out_x[i+2]=x3;
FLAG=14;
}
}
}
}
}
}
}
// third discuss one 0 and one 1
if (FLAG==false){
x1=(b1-a13)/a11;
if (x1>=0 && x1<=1 && a21*x1+a23>=b2 && a31*x1+a33<=b3){
out_x[i]=x1;
out_x[i+1]=0;
out_x[i+2]=1;
FLAG=15;
}
if (FLAG==false){
x1 = (b1-a12)/a11;
if (x1>=0 && x1<=1 && a21*x1+a22<=b2 && a31*x1+a32>=b3){
out_x[i]=x1;
out_x[i+1]=1;
out_x[i+2]=0;
FLAG=16;
}
if (FLAG==false){
x2 = (b2-a23)/a22;
if (x2>=0 && x2<=1 && a12*x2+a13>=b1 && a32*x2+a33<=b3){
out_x[i]=0;
out_x[i+1]=x2;
out_x[i+2]=1;
FLAG=17;
}
if (FLAG==false){
x2=(b2-a21)/a22;
if (x2>=0 && x2<=1 && a11+a12*x2<=b1 && a31+a32*x2>=b3){
out_x[i]=1;
out_x[i+1]=x2;
out_x[i+2]=0;
FLAG=18;
}
if (FLAG==false){
x3=(b3-a32)/a33;
if (x3>=0 && x3<=1 && a12+a13*x3>=b1 && a22+a23*x3<=b2){
out_x[i]=0;
out_x[i+1]=1;
out_x[i+2]=x3;
FLAG=19;
}
if (FLAG==false){
x3=(b3-a31)/a33;
if (x3>=0 && x3<=1 && a11+a13*x3<=b1 && a21+a23*x3>=b2){
out_x[i]=1;
out_x[i+1]=0;
out_x[i+2]=x3;
FLAG=20;
}
}
}
}
}
}
}
// fourth discuss one 1 or one 0
if (FLAG==false){
detA = a22*a33-a23*a32;
x2 = (a33*b2-a23*b3)/detA;
x3 = (a22*b3-a32*b2)/detA;
if (x2>=0 && x2<=1 && x3>=0 && x3<=1 && a12*x2+a13*x3>=b1){
out_x[i]=0;
out_x[i+1]=x2;
out_x[i+2]=x3;
FLAG=21;
}
if (FLAG==false){
x2 = (a33*(b2-a21)-a23*(b3-a31))/detA;
x3 = (a22*(b3-a31)-a32*(b2-a21))/detA;
if (x2>=0 && x2<=1 && x3>=0 && x3<=1 && a11+a12*x2+a13*x3<=b1){
out_x[i]=1;
out_x[i+1]=x2;
out_x[i+2]=x3;
FLAG=22;
}
if (FLAG==false){
detA = a11*a33-a13*a31;
x1 = (a33*b1-a13*b3)/detA;
x3 = (a11*b3-a31*b1)/detA;
if (x1>=0 && x1<=1 && x3>=0 && x3<=1 && a21*x1+a23*x3>=b2){
out_x[i]=x1;
out_x[i+1]=0;
out_x[i+2]=x3;
FLAG=23;
}
if (FLAG==false){
x1 = (a33*(b1-a12)-a13*(b3-a32))/detA;
x3 = (a11*(b3-a32)-a31*(b1-a12))/detA;
if (x1>=0 && x1<=1 && x3>=0 && x3<=1 && a21*x1+a22+a23*x3<=b2){
out_x[i]=x1;
out_x[i+1]=1;
out_x[i+2]=x3;
FLAG=24;
}
if (FLAG==false){
detA = a11*a22-a12*a21;
x1 = (a22*b1-a12*b2)/detA;
x2 = (a11*b2-a21*b1)/detA;
if (x1>=0 && x1<=1 && x2>=0 && x2<=1 && a31*x1+a32*x2>=b3){
out_x[i]=x1;
out_x[i+1]=x2;
out_x[i+2]=0;
FLAG=25;
}
if (FLAG==false){
x1 = (a22*(b1-a13)-a12*(b2-a23))/detA;
x2 = (a11*(b2-a23)-a21*(b1-a13))/detA;
if (x1>=0 && x1<=1 && x2>=0 && x2<=1 && a31*x1+a32*x2+a33<=b3){
out_x[i]=x1;
out_x[i+1]=x2;
out_x[i+2]=1;
FLAG=26;
}
}
}
}
}
}
}
// last case, no 0 or 1
if (FLAG==false){
// solve 3 dim linear system
detA = a11*a22*a33+a21*a32*a13+a31*a12*a23-a11*a32*a23-a22*a13*a31-a33*a12*a21;
x1 = ( (a22*a33-a32*a23)*b1-(a12*a33-a32*a13)*b2+(a12*a23-a22*a13)*b3)/detA;
x2 = (-(a21*a33-a31*a23)*b1+(a11*a33-a31*a13)*b2-(a11*a23-a21*a13)*b3)/detA;
x3 = ( (a21*a32-a31*a22)*b1-(a11*a32-a31*a12)*b2+(a11*a22-a21*a12)*b3)/detA;
if (x1>=0 && x1<=1 && x2>=0 && x2<=1 && x3>=0 && x3<=1){
out_x[i]=x1;
out_x[i+1]=x2;
out_x[i+2]=x3;
FLAG=27;
}
else {
mexPrintf("no update, check code\n");
}
}
}
//update the labels of blocks
labels[i] = FLAG;
//update temporal grad
//time2 = clock();////////time//////////
for (j=jcs[i];j<jcs[i+1];j++){
grad[irs[j]] += in_A[j]*out_x[i];
}
for (j=jcs[i+1];j<jcs[i+2];j++){
grad[irs[j]] += in_A[j]*out_x[i+1];
}
for (j=jcs[i+2];j<jcs[i+3];j++){
grad[irs[j]] += in_A[j]*out_x[i+2];
}
/*time3 = clock();
dt1+=(double)(time1-time0);///((clock_t)1000);
dt2+=(double)(time2-time1);
dt3+=(double)(time3-time2);
dt4+=(double)(time3-time0);*/
}
if (in_d%3==1){
i=in_d-1;
//calc temporal grad
for (j=jcs[i];j<jcs[i+1];j++){
grad[irs[j]] -= in_A[j]*out_x[i];
}
//descent
out_x[i] = (in_b[i]-grad[i])/diag_A0[i];
//bounds
if (out_x[i]>1){
out_x[i] = 1;
}
if (out_x[i]<0){
out_x[i] = 0;
}
//update temporal grad
for (j=jcs[i];j<jcs[i+1];j++){
grad[irs[j]] += in_A[j]*out_x[i];
}
}
else if (in_d%3==2){
i=in_d-2;
//calc temporal grad
for (j=jcs[i];j<jcs[i+1];j++){
grad[irs[j]] -= in_A[j]*out_x[i];
}
//descent
out_x[i] = (in_b[i]-grad[i])/diag_A0[i];
//bounds
if (out_x[i]>1){
out_x[i] = 1;
}
if (out_x[i]<0){
out_x[i] = 0;
}
//update temporal grad
for (j=jcs[i];j<jcs[i+1];j++){
grad[irs[j]] += in_A[j]*out_x[i];
}
i++;
//calc temporal grad
for (j=jcs[i];j<jcs[i+1];j++){
grad[irs[j]] -= in_A[j]*out_x[i];
}
//descent
out_x[i] = (in_b[i]-grad[i])/diag_A0[i];
//bounds
if (out_x[i]>1){
out_x[i] = 1;
}
if (out_x[i]<0){
out_x[i] = 0;
}
//update temporal grad, actually not needed
for (j=jcs[i];j<jcs[i+1];j++){
grad[irs[j]] += in_A[j]*out_x[i];
}
}
//init gradient as 0s
for (i=0;i<in_d;i++){
grad[i]=0;
}
//update true gradient
for (j=0;j<in_d;j++){
for (i=jcs[j];i<jcs[j+1];i++){
grad[irs[i]] += in_A[i]*out_x[j];
}
}
//get the residual
residual = 0;
for (i=0;i<in_d;i++){
// i th residual
df = grad[i]-in_b[i];
if (out_x[i]<=0+2*EPSILON){
if (df<0){
residual += df*df;
}
}
else if (out_x[i]>=1-2*EPSILON){
if (df>0){
residual += df*df;
}
}
else {
residual += df*df;
}
}
residual = sqrt(residual);
out_r[epoch] = residual;
//mexPrintf("epoch:%5d, residual=%.15f\n",epoch,residual);
epoch++;
}
plhs[1] = mxCreateDoubleMatrix(epoch,1,mxREAL);
double *r = mxGetPr(plhs[1]);if(r==NULL){mexErrMsgTxt("pointer r is null"); return;}
for (i=0;i<epoch;i++){
r[i]=out_r[i];
}
delete grad; delete out_r; delete diag_A0; delete diag_A1; delete diag_A2;delete labels;
//mexPrintf("dt1 = %.5f, dt2 = %.5f, dt3 = %.5f, dt4 = %.5f\n",dt1,dt2,dt3,dt4);
mexPrintf("epoch:%5d, residual=%.15f\nEnd of CBCD size 3.cpp\n",epoch-1,residual);
}