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<div class="title">cholmat2.c</div> </div>
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<a href="cholmat2_8c.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001 <span class="preprocessor">#include "numchol.h"</span>
<a name="l00002"></a>00002 <span class="preprocessor">#include "<a class="code" href="dsdpdualmat__impl_8h.html" title="Structure of function pointers that each symmetric positive definite matrix type (dense, sparse) must implement.">dsdpdualmat_impl.h</a>"</span>
<a name="l00003"></a>00003 <span class="preprocessor">#include "<a class="code" href="dsdpsys_8h.html" title="Error handling, printing, and profiling.">dsdpsys.h</a>"</span>
<a name="l00004"></a>00004 <span class="preprocessor">#include "<a class="code" href="dsdplapack_8h.html" title="DSDP uses BLAS and LAPACK for many of its operations.">dsdplapack.h</a>"</span>
<a name="l00005"></a>00005
<a name="l00011"></a>00011 <span class="keyword">typedef</span> <span class="keyword">struct</span>{
<a name="l00012"></a>00012 chfac* spsym;
<a name="l00013"></a>00013 <span class="keywordtype">double</span> *sinv;
<a name="l00014"></a>00014 <span class="keywordtype">char</span> UPLQ;
<a name="l00015"></a>00015 <span class="keywordtype">int</span> n;
<a name="l00016"></a>00016 <span class="keywordtype">int</span> dsinv;
<a name="l00017"></a>00017 } spmat;
<a name="l00018"></a>00018
<a name="l00019"></a>00019
<a name="l00020"></a>00020 <span class="keyword">static</span> <span class="keywordtype">int</span> SMatDestroy(<span class="keywordtype">void</span>*S){
<a name="l00021"></a>00021 spmat* SS=(spmat*)S;
<a name="l00022"></a>00022 <span class="keywordtype">int</span> info;
<a name="l00023"></a>00023 CfcFree(&SS->spsym);
<a name="l00024"></a>00024 <span class="keywordflow">if</span> (SS->dsinv){
<a name="l00025"></a>00025 DSDPFREE(&SS->sinv,&info);
<a name="l00026"></a>00026 }
<a name="l00027"></a>00027 DSDPFREE(&SS,&info);
<a name="l00028"></a>00028 <span class="keywordflow">return</span> 0;
<a name="l00029"></a>00029 }
<a name="l00030"></a>00030
<a name="l00031"></a>00031 <span class="keyword">static</span> <span class="keywordtype">int</span> SMatGetSize(<span class="keywordtype">void</span> *S, <span class="keywordtype">int</span> *n){
<a name="l00032"></a>00032 spmat* SS=(spmat*)S;
<a name="l00033"></a>00033 *n=SS->spsym->nrow;
<a name="l00034"></a>00034 <span class="keywordflow">return</span> 0;
<a name="l00035"></a>00035 }
<a name="l00036"></a>00036
<a name="l00037"></a>00037 <span class="keyword">static</span> <span class="keywordtype">int</span> SMatView(<span class="keywordtype">void</span>* S){
<a name="l00038"></a>00038 spmat* SS=(spmat*)S;
<a name="l00039"></a>00039 <span class="keywordtype">int</span> info;
<a name="l00040"></a>00040 info=Mat4View(SS->spsym); DSDPCHKERR(info);
<a name="l00041"></a>00041 <span class="keywordflow">return</span> 0;
<a name="l00042"></a>00042 }
<a name="l00043"></a>00043
<a name="l00044"></a>00044 <span class="keyword">static</span> <span class="keywordtype">int</span> SMatLogDet(<span class="keywordtype">void</span>* S, <span class="keywordtype">double</span> *dd){
<a name="l00045"></a>00045 spmat* SS=(spmat*)S;
<a name="l00046"></a>00046 <span class="keywordtype">int</span> info;
<a name="l00047"></a>00047 info=Mat4LogDet(SS->spsym,dd); DSDPCHKERR(info);
<a name="l00048"></a>00048 <span class="keywordflow">return</span> 0;
<a name="l00049"></a>00049 }
<a name="l00050"></a>00050
<a name="l00051"></a>00051
<a name="l00052"></a>00052
<a name="l00053"></a>00053 <span class="keyword">static</span> <span class="keywordtype">int</span> SMatSetURMatP(<span class="keywordtype">void</span>*S, <span class="keywordtype">double</span> v[], <span class="keywordtype">int</span> nn, <span class="keywordtype">int</span> n){
<a name="l00054"></a>00054 spmat* SS=(spmat*)S;
<a name="l00055"></a>00055 <span class="keywordtype">int</span> k,j,row,info;
<a name="l00056"></a>00056 <span class="keywordtype">double</span> *rw1,*rw2,*xr=v;
<a name="l00057"></a>00057 rw1=SS->spsym->rw;rw2=rw1+n;
<a name="l00058"></a>00058 info=MatZeroEntries4(SS->spsym); DSDPCHKERR(info);
<a name="l00059"></a>00059 <span class="keywordflow">for</span> (k=0;k<n/2;k++){
<a name="l00060"></a>00060 row = 2*k;
<a name="l00061"></a>00061
<a name="l00062"></a>00062 xr=v+row*(row+1)/2;
<a name="l00063"></a>00063 memcpy((<span class="keywordtype">void</span>*)rw1,(<span class="keywordtype">void</span>*)(xr),(row+1)*<span class="keyword">sizeof</span>(<span class="keywordtype">double</span>));
<a name="l00064"></a>00064 xr+=row+1;
<a name="l00065"></a>00065 rw1[row+1]=xr[row];
<a name="l00066"></a>00066 memcpy((<span class="keywordtype">void</span>*)(rw2),(<span class="keywordtype">void</span>*)(xr),(row+2)*<span class="keyword">sizeof</span>(<span class="keywordtype">double</span>));
<a name="l00067"></a>00067 xr+=row+2;
<a name="l00068"></a>00068
<a name="l00069"></a>00069 <span class="comment">/* memset((void*)rw,0,(n-row)*sizeof(double)); */</span>
<a name="l00070"></a>00070 <span class="keywordflow">for</span> (j=row+2;j<n;j++){
<a name="l00071"></a>00071 rw1[j]=xr[row];
<a name="l00072"></a>00072 rw2[j]=xr[row+1];
<a name="l00073"></a>00073 xr+=j+1;
<a name="l00074"></a>00074 }
<a name="l00075"></a>00075
<a name="l00076"></a>00076 info=MatSetColumn4(SS->spsym,rw1,row); DSDPCHKERR(info);
<a name="l00077"></a>00077 info=MatSetColumn4(SS->spsym,rw2,row+1); DSDPCHKERR(info);
<a name="l00078"></a>00078 }
<a name="l00079"></a>00079
<a name="l00080"></a>00080 <span class="keywordflow">for</span> (row=2*(n/2);row<n;row++){
<a name="l00081"></a>00081 <span class="comment">/* memset((void*)rw,0,(n-row)*sizeof(double)); */</span>
<a name="l00082"></a>00082 xr=v+row*(row+1)/2;
<a name="l00083"></a>00083 memcpy((<span class="keywordtype">void</span>*)(rw1),(<span class="keywordtype">void</span>*)(xr),(row+1)*<span class="keyword">sizeof</span>(<span class="keywordtype">double</span>));
<a name="l00084"></a>00084 xr+=row+1;
<a name="l00085"></a>00085 <span class="keywordflow">for</span> (j=row+1;j<n;j++){ rw1[j]=xr[row]; xr+=(j+2); }
<a name="l00086"></a>00086 info=MatSetColumn4(SS->spsym,rw1,row); DSDPCHKERR(info);
<a name="l00087"></a>00087 xr+=(n-row);
<a name="l00088"></a>00088 }
<a name="l00089"></a>00089 <span class="keywordflow">return</span> 0;
<a name="l00090"></a>00090 }
<a name="l00091"></a>00091
<a name="l00092"></a>00092 <span class="keyword">static</span> <span class="keywordtype">int</span> SMatSetURMatU(<span class="keywordtype">void</span>*S, <span class="keywordtype">double</span> v[], <span class="keywordtype">int</span> nn, <span class="keywordtype">int</span> n){
<a name="l00093"></a>00093 spmat* SS=(spmat*)S;
<a name="l00094"></a>00094 <span class="keywordtype">int</span> k,j,row,info;
<a name="l00095"></a>00095 <span class="keywordtype">double</span> *rw1,*rw2,*xr=v;
<a name="l00096"></a>00096 rw1=SS->spsym->rw;rw2=rw1+n;
<a name="l00097"></a>00097 info=MatZeroEntries4(SS->spsym); DSDPCHKERR(info);
<a name="l00098"></a>00098 <span class="keywordflow">for</span> (k=0;k<n/2;k++){
<a name="l00099"></a>00099 row = 2*k;
<a name="l00100"></a>00100
<a name="l00101"></a>00101 xr=v+row*n;
<a name="l00102"></a>00102 memcpy((<span class="keywordtype">void</span>*)rw1,(<span class="keywordtype">void</span>*)(xr),(row+1)*<span class="keyword">sizeof</span>(<span class="keywordtype">double</span>));
<a name="l00103"></a>00103 xr+=n;
<a name="l00104"></a>00104 rw1[row+1]=xr[row];
<a name="l00105"></a>00105 memcpy((<span class="keywordtype">void</span>*)(rw2),(<span class="keywordtype">void</span>*)(xr),(row+2)*<span class="keyword">sizeof</span>(<span class="keywordtype">double</span>));
<a name="l00106"></a>00106 xr+=n;
<a name="l00107"></a>00107 <span class="comment">/* memset((void*)rw,0,(n-row)*sizeof(double)); */</span>
<a name="l00108"></a>00108 <span class="keywordflow">for</span> (j=row+2;j<n;j++){
<a name="l00109"></a>00109 rw1[j]=xr[row];
<a name="l00110"></a>00110 rw2[j]=xr[row+1];
<a name="l00111"></a>00111 xr+=n;
<a name="l00112"></a>00112 }
<a name="l00113"></a>00113
<a name="l00114"></a>00114 info=MatSetColumn4(SS->spsym,rw1,row); DSDPCHKERR(info);
<a name="l00115"></a>00115 info=MatSetColumn4(SS->spsym,rw2,row+1); DSDPCHKERR(info);
<a name="l00116"></a>00116 }
<a name="l00117"></a>00117
<a name="l00118"></a>00118 <span class="keywordflow">for</span> (row=2*(n/2);row<n;row++){
<a name="l00119"></a>00119 <span class="comment">/* memset((void*)rw,0,(n-row)*sizeof(double)); */</span>
<a name="l00120"></a>00120 xr=v+row*n;
<a name="l00121"></a>00121 memcpy((<span class="keywordtype">void</span>*)(rw1),(<span class="keywordtype">void</span>*)(xr),(row+1)*<span class="keyword">sizeof</span>(<span class="keywordtype">double</span>));
<a name="l00122"></a>00122 xr+=n;
<a name="l00123"></a>00123 <span class="keywordflow">for</span> (j=row+1;j<n;j++){ rw1[j]=xr[row]; xr+=n; }
<a name="l00124"></a>00124 info=MatSetColumn4(SS->spsym,rw1,row); DSDPCHKERR(info);
<a name="l00125"></a>00125 }
<a name="l00126"></a>00126 <span class="keywordflow">return</span> 0;
<a name="l00127"></a>00127 }
<a name="l00128"></a>00128
<a name="l00129"></a>00129 <span class="keyword">static</span> <span class="keywordtype">int</span> SMatSetURMat(<span class="keywordtype">void</span>*S, <span class="keywordtype">double</span> v[], <span class="keywordtype">int</span> nn, <span class="keywordtype">int</span> n){
<a name="l00130"></a>00130 spmat* SS=(spmat*)S;
<a name="l00131"></a>00131 <span class="keywordtype">int</span> info;
<a name="l00132"></a>00132 <span class="keywordflow">if</span> (SS->UPLQ==<span class="charliteral">'P'</span>){
<a name="l00133"></a>00133 info=SMatSetURMatP(S,v,nn,n);DSDPCHKERR(info);
<a name="l00134"></a>00134 } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (SS->UPLQ==<span class="charliteral">'U'</span>){
<a name="l00135"></a>00135 info=SMatSetURMatU(S,v,nn,n);DSDPCHKERR(info);
<a name="l00136"></a>00136 }
<a name="l00137"></a>00137 <span class="keywordflow">return</span> 0;
<a name="l00138"></a>00138 }
<a name="l00139"></a>00139
<a name="l00140"></a>00140 <span class="keyword">static</span> <span class="keywordtype">int</span> SMatSolve(<span class="keywordtype">void</span> *S, <span class="keywordtype">int</span> indx[], <span class="keywordtype">int</span> nind, <span class="keywordtype">double</span> b[], <span class="keywordtype">double</span> x[],<span class="keywordtype">int</span> n){
<a name="l00141"></a>00141 spmat* SS=(spmat*)S;
<a name="l00142"></a>00142 <span class="keywordtype">int</span> i,ii;
<a name="l00143"></a>00143 <span class="keywordtype">double</span> alpha,*s1=SS->sinv,*s2;
<a name="l00144"></a>00144 ffinteger nn,ione;
<a name="l00145"></a>00145 <span class="keywordflow">if</span> (SS->sinv && nind < n/4){
<a name="l00146"></a>00146 memset((<span class="keywordtype">void</span>*)x,0,n*<span class="keyword">sizeof</span>(<span class="keywordtype">double</span>));
<a name="l00147"></a>00147 <span class="keywordflow">for</span> (i=0;i<nind;i++){
<a name="l00148"></a>00148 ii=indx[i];
<a name="l00149"></a>00149 ione=1;nn=n;alpha=b[ii];s2=s1+n*ii;
<a name="l00150"></a>00150 daxpy(&nn,&alpha,s2,&ione,x,&ione);
<a name="l00151"></a>00151 }
<a name="l00152"></a>00152 } <span class="keywordflow">else</span> {
<a name="l00153"></a>00153 memcpy(x,b,n*<span class="keyword">sizeof</span>(<span class="keywordtype">double</span>));
<a name="l00154"></a>00154 ChlSolve(SS->spsym, b, x);
<a name="l00155"></a>00155 }
<a name="l00156"></a>00156 <span class="keywordflow">return</span> 0;
<a name="l00157"></a>00157 }
<a name="l00158"></a>00158
<a name="l00159"></a>00159 <span class="keyword">static</span> <span class="keywordtype">int</span> SMatCholeskySolveBackward(<span class="keywordtype">void</span> *S, <span class="keywordtype">double</span> b[], <span class="keywordtype">double</span> x[],<span class="keywordtype">int</span> n){
<a name="l00160"></a>00160 spmat* SS=(spmat*)S;
<a name="l00161"></a>00161 ChlSolveBackward(SS->spsym, b, x);
<a name="l00162"></a>00162 <span class="keywordflow">return</span> 0;
<a name="l00163"></a>00163 }
<a name="l00164"></a>00164
<a name="l00165"></a>00165 <span class="keyword">static</span> <span class="keywordtype">int</span> SMatCholeskySolveForward(<span class="keywordtype">void</span> *S, <span class="keywordtype">double</span> b[], <span class="keywordtype">double</span> x[], <span class="keywordtype">int</span> n){
<a name="l00166"></a>00166 spmat* SS=(spmat*)S;
<a name="l00167"></a>00167 ChlSolveForward(SS->spsym, b, x);
<a name="l00168"></a>00168 <span class="keywordflow">return</span> 0;
<a name="l00169"></a>00169 }
<a name="l00170"></a>00170
<a name="l00171"></a>00171 <span class="keyword">static</span> <span class="keywordtype">int</span> SMatFull(<span class="keywordtype">void</span> *S, <span class="keywordtype">int</span> *full){
<a name="l00172"></a>00172 *full=0;
<a name="l00173"></a>00173 <span class="keywordflow">return</span> 0;
<a name="l00174"></a>00174 }
<a name="l00175"></a>00175
<a name="l00176"></a>00176 <span class="keyword">static</span> <span class="keywordtype">int</span> SMatCholeskyFactor(<span class="keywordtype">void</span> *S, <span class="keywordtype">int</span> *flag){
<a name="l00177"></a>00177 spmat* SS=(spmat*)S;
<a name="l00178"></a>00178 <span class="keywordtype">int</span> *iw;
<a name="l00179"></a>00179 <span class="keywordtype">double</span> *rw;
<a name="l00180"></a>00180 cfc_sta Cfact;
<a name="l00181"></a>00181 iw=SS->spsym->iw;
<a name="l00182"></a>00182 rw=SS->spsym->rw;
<a name="l00183"></a>00183 Cfact=(cfc_sta)ChlFact(SS->spsym,iw,rw,TRUE);
<a name="l00184"></a>00184 <span class="keywordflow">if</span> (CfcOk!= Cfact){
<a name="l00185"></a>00185 *flag=1;
<a name="l00186"></a>00186 } <span class="keywordflow">else</span> {
<a name="l00187"></a>00187 *flag=0;
<a name="l00188"></a>00188 }
<a name="l00189"></a>00189 <span class="keywordflow">return</span> 0;
<a name="l00190"></a>00190 }
<a name="l00191"></a>00191
<a name="l00192"></a>00192 <span class="keyword">static</span> <span class="keywordtype">int</span> SMatInverseAddP(<span class="keywordtype">void</span> *S, <span class="keywordtype">double</span> alpha, <span class="keywordtype">double</span> v[], <span class="keywordtype">int</span> nn, <span class="keywordtype">int</span> n){
<a name="l00193"></a>00193 spmat* SS=(spmat*)S;
<a name="l00194"></a>00194 ffinteger ii,ione=1;
<a name="l00195"></a>00195 <span class="keywordtype">double</span> *x,*b,*ss=SS->sinv;
<a name="l00196"></a>00196 <span class="keywordtype">int</span> i,j,k=0;
<a name="l00197"></a>00197
<a name="l00198"></a>00198 <span class="keywordflow">if</span> (ss){
<a name="l00199"></a>00199 <span class="keywordflow">for</span> (i=0;i<n;i++){
<a name="l00200"></a>00200 v+=i; ii=i+1;
<a name="l00201"></a>00201 daxpy(&ii,&alpha,ss,&ione,v,&ione);
<a name="l00202"></a>00202 ss+=n;
<a name="l00203"></a>00203 }
<a name="l00204"></a>00204 } <span class="keywordflow">else</span> {
<a name="l00205"></a>00205 b=SS->spsym->rw;x=b+n;
<a name="l00206"></a>00206 <span class="keywordflow">for</span> (i=0;i<n;i++){
<a name="l00207"></a>00207 memset((<span class="keywordtype">void</span>*)b,0,n*<span class="keyword">sizeof</span>(<span class="keywordtype">double</span>));
<a name="l00208"></a>00208 b[i]=alpha;
<a name="l00209"></a>00209 ChlSolve(SS->spsym, b, x);
<a name="l00210"></a>00210 k=k+i;
<a name="l00211"></a>00211 <span class="keywordflow">for</span> (j=0;j<=i;j++){
<a name="l00212"></a>00212 v[k+j]+=x[j];
<a name="l00213"></a>00213 }
<a name="l00214"></a>00214 }
<a name="l00215"></a>00215 }
<a name="l00216"></a>00216 <span class="keywordflow">return</span> 0;
<a name="l00217"></a>00217 }
<a name="l00218"></a>00218
<a name="l00219"></a>00219 <span class="keyword">static</span> <span class="keywordtype">int</span> SMatInverseAddU(<span class="keywordtype">void</span> *S, <span class="keywordtype">double</span> alpha, <span class="keywordtype">double</span> v[], <span class="keywordtype">int</span> nn, <span class="keywordtype">int</span> n){
<a name="l00220"></a>00220 spmat* SS=(spmat*)S;
<a name="l00221"></a>00221 ffinteger n2=n*n,ione=1;
<a name="l00222"></a>00222 <span class="keywordtype">double</span> *x,*b,*ss=SS->sinv;
<a name="l00223"></a>00223 <span class="keywordtype">int</span> i,j,k=0;
<a name="l00224"></a>00224
<a name="l00225"></a>00225 <span class="keywordflow">if</span> (ss){
<a name="l00226"></a>00226 daxpy(&n2,&alpha,ss,&ione,v,&ione);
<a name="l00227"></a>00227 } <span class="keywordflow">else</span> {
<a name="l00228"></a>00228 b=SS->spsym->rw;x=b+n;
<a name="l00229"></a>00229 <span class="keywordflow">for</span> (i=0;i<n;i++){
<a name="l00230"></a>00230 memset((<span class="keywordtype">void</span>*)b,0,n*<span class="keyword">sizeof</span>(<span class="keywordtype">double</span>));
<a name="l00231"></a>00231 b[i]=alpha;
<a name="l00232"></a>00232 ChlSolve(SS->spsym, b, x);
<a name="l00233"></a>00233 k=i*n;
<a name="l00234"></a>00234 <span class="keywordflow">for</span> (j=0;j<n;j++){
<a name="l00235"></a>00235 v[k+j]+=x[j];
<a name="l00236"></a>00236 }
<a name="l00237"></a>00237 }
<a name="l00238"></a>00238 }
<a name="l00239"></a>00239 <span class="keywordflow">return</span> 0;
<a name="l00240"></a>00240 }
<a name="l00241"></a>00241
<a name="l00242"></a>00242 <span class="keyword">static</span> <span class="keywordtype">int</span> SMatInverseAdd(<span class="keywordtype">void</span> *S, <span class="keywordtype">double</span> alpha, <span class="keywordtype">double</span> v[], <span class="keywordtype">int</span> nn, <span class="keywordtype">int</span> n){
<a name="l00243"></a>00243 spmat* SS=(spmat*)S;
<a name="l00244"></a>00244 <span class="keywordtype">int</span> info;
<a name="l00245"></a>00245 <span class="keywordflow">if</span> (SS->UPLQ==<span class="charliteral">'P'</span>){
<a name="l00246"></a>00246 info=SMatInverseAddP(S,alpha,v,nn,n);DSDPCHKERR(info);
<a name="l00247"></a>00247 } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (SS->UPLQ==<span class="charliteral">'U'</span>){
<a name="l00248"></a>00248 info=SMatInverseAddU(S,alpha,v,nn,n);DSDPCHKERR(info);
<a name="l00249"></a>00249 }
<a name="l00250"></a>00250 <span class="keywordflow">return</span> 0;
<a name="l00251"></a>00251 }
<a name="l00252"></a>00252
<a name="l00253"></a>00253 <span class="keyword">static</span> <span class="keywordtype">int</span> SMatCholeskyForwardMultiply(<span class="keywordtype">void</span> *S, <span class="keywordtype">double</span> b[], <span class="keywordtype">double</span> x[], <span class="keywordtype">int</span> n){
<a name="l00254"></a>00254 spmat* SS=(spmat*)S;
<a name="l00255"></a>00255 GetUhat(SS->spsym,b,x);
<a name="l00256"></a>00256 <span class="keywordflow">return</span> 0;
<a name="l00257"></a>00257 }
<a name="l00258"></a>00258
<a name="l00259"></a>00259 <span class="keyword">static</span> <span class="keywordtype">int</span> SMatInvert(<span class="keywordtype">void</span> *S){
<a name="l00260"></a>00260 spmat* SS=(spmat*)S;
<a name="l00261"></a>00261 <span class="keywordtype">double</span> *x,*b,*v=SS->sinv;
<a name="l00262"></a>00262 <span class="keywordtype">int</span> i,n=SS->n;
<a name="l00263"></a>00263
<a name="l00264"></a>00264 b=SS->spsym->rw;x=b+n;
<a name="l00265"></a>00265
<a name="l00266"></a>00266 <span class="keywordflow">if</span> (v){
<a name="l00267"></a>00267 <span class="keywordflow">for</span> (i=0;i<n;i++){
<a name="l00268"></a>00268 memset((<span class="keywordtype">void</span>*)b,0,n*<span class="keyword">sizeof</span>(<span class="keywordtype">double</span>));
<a name="l00269"></a>00269 b[i]=1.0;
<a name="l00270"></a>00270 ChlSolve(SS->spsym, b, x);
<a name="l00271"></a>00271 memcpy((<span class="keywordtype">void</span>*)(v+i*n),(<span class="keywordtype">void</span>*)x,n*<span class="keyword">sizeof</span>(<span class="keywordtype">double</span>));
<a name="l00272"></a>00272 }
<a name="l00273"></a>00273 }
<a name="l00274"></a>00274 <span class="keywordflow">return</span> 0;
<a name="l00275"></a>00275 }
<a name="l00276"></a>00276
<a name="l00277"></a>00277 <span class="keyword">static</span> <span class="keyword">struct </span><a class="code" href="structDSDPDualMat__Ops.html" title="Table of function pointers that operate on the S matrix.">DSDPDualMat_Ops</a> sdmatops;
<a name="l00278"></a>00278 <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">char</span>* tmatname=<span class="stringliteral">"SPARSE PSD"</span>;
<a name="l00279"></a>00279 <span class="keyword">static</span> <span class="keywordtype">int</span> SDualOpsInitialize(<span class="keyword">struct</span> <a class="code" href="structDSDPDualMat__Ops.html" title="Table of function pointers that operate on the S matrix.">DSDPDualMat_Ops</a>* sops){
<a name="l00280"></a>00280 <span class="keywordtype">int</span> info;
<a name="l00281"></a>00281 <span class="keywordflow">if</span> (sops==NULL) <span class="keywordflow">return</span> 0;
<a name="l00282"></a>00282 info=<a class="code" href="dsdpdualmat_8c.html#a80e8f72d7a1720fbe7563b2f57acd5c6" title="Set pointers to null.">DSDPDualMatOpsInitialize</a>(sops); DSDPCHKERR(info);
<a name="l00283"></a>00283 sops->matcholesky=SMatCholeskyFactor;
<a name="l00284"></a>00284 sops->matsolveforward=SMatCholeskySolveForward;
<a name="l00285"></a>00285 sops->matsolvebackward=SMatCholeskySolveBackward;
<a name="l00286"></a>00286 sops->matinversemultiply=SMatSolve;
<a name="l00287"></a>00287 sops->matinvert=SMatInvert;
<a name="l00288"></a>00288 sops->matinverseadd=SMatInverseAdd;
<a name="l00289"></a>00289 sops->matforwardmultiply=SMatCholeskyForwardMultiply;
<a name="l00290"></a>00290 sops->matseturmat=SMatSetURMat;
<a name="l00291"></a>00291 sops->matfull=SMatFull;
<a name="l00292"></a>00292 sops->matdestroy=SMatDestroy;
<a name="l00293"></a>00293 sops->matgetsize=SMatGetSize;
<a name="l00294"></a>00294 sops->matview=SMatView;
<a name="l00295"></a>00295 sops->matlogdet=SMatLogDet;
<a name="l00296"></a>00296 sops->matname=tmatname;
<a name="l00297"></a>00297 <span class="keywordflow">return</span> 0;
<a name="l00298"></a>00298 }
<a name="l00299"></a>00299
<a name="l00300"></a>00300 <span class="keyword">static</span> <span class="keywordtype">int</span> dcholmatcreate(<span class="keywordtype">int</span> n, <span class="keywordtype">char</span> UPLQ, chfac *sp,
<a name="l00301"></a>00301 <span class="keyword">struct</span> <a class="code" href="structDSDPDualMat__Ops.html" title="Table of function pointers that operate on the S matrix.">DSDPDualMat_Ops</a> **sops, <span class="keywordtype">void</span>**smat){
<a name="l00302"></a>00302 spmat *S;
<a name="l00303"></a>00303 <span class="keywordtype">int</span> info;
<a name="l00304"></a>00304 DSDPCALLOC1(&S,spmat,&info);DSDPCHKERR(info);
<a name="l00305"></a>00305 S->UPLQ=UPLQ; S->n=n; S->sinv=0; S->dsinv=0; S->spsym=sp;
<a name="l00306"></a>00306 info=SDualOpsInitialize(&sdmatops);DSDPCHKERR(info);
<a name="l00307"></a>00307 *sops=&sdmatops;
<a name="l00308"></a>00308 *smat=(<span class="keywordtype">void</span>*)S;
<a name="l00309"></a>00309 <span class="keywordflow">return</span> 0;
<a name="l00310"></a>00310 }
<a name="l00311"></a>00311
<a name="l00312"></a>00312 <span class="keyword">static</span> <span class="keywordtype">int</span> dcholmatsinverse(<span class="keywordtype">int</span> n, spmat *S1, spmat *S2){
<a name="l00313"></a>00313 <span class="keywordtype">int</span> info;
<a name="l00314"></a>00314 <span class="keywordtype">double</span> *ssinv;
<a name="l00315"></a>00315 DSDPCALLOC2(&ssinv,<span class="keywordtype">double</span>,n*n,&info);
<a name="l00316"></a>00316 S1->sinv=ssinv; S2->sinv=ssinv; S2->dsinv=1;
<a name="l00317"></a>00317 <span class="keywordflow">return</span> 0;
<a name="l00318"></a>00318 }
<a name="l00319"></a>00319
<a name="l00320"></a>00320 <span class="preprocessor">#undef __FUNCT__</span>
<a name="l00321"></a>00321 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPDenseDualMatCreate"</span>
<a name="l00322"></a>00322 <span class="preprocessor"></span><span class="keywordtype">int</span> DSDPDenseDualMatCreate(<span class="keywordtype">int</span> n, <span class="keywordtype">char</span> UPLQ,
<a name="l00323"></a>00323 <span class="keyword">struct</span> <a class="code" href="structDSDPDualMat__Ops.html" title="Table of function pointers that operate on the S matrix.">DSDPDualMat_Ops</a> **sops1, <span class="keywordtype">void</span>**smat1,
<a name="l00324"></a>00324 <span class="keyword">struct</span> <a class="code" href="structDSDPDualMat__Ops.html" title="Table of function pointers that operate on the S matrix.">DSDPDualMat_Ops</a> **sops2, <span class="keywordtype">void</span>**smat2){
<a name="l00325"></a>00325 <span class="keywordtype">int</span> info=0;
<a name="l00326"></a>00326 chfac *sp;
<a name="l00327"></a>00327
<a name="l00328"></a>00328 DSDPFunctionBegin;
<a name="l00329"></a>00329 info=MchlSetup2(n,&sp); DSDPCHKERR(info);
<a name="l00330"></a>00330 info=dcholmatcreate(n,UPLQ,sp,sops1,smat1);DSDPCHKERR(info);
<a name="l00331"></a>00331 info=MchlSetup2(n,&sp); DSDPCHKERR(info);
<a name="l00332"></a>00332 info=dcholmatcreate(n,UPLQ,sp,sops1,smat2);DSDPCHKERR(info);
<a name="l00333"></a>00333 info=dcholmatsinverse(n,(spmat*)(*smat1),(spmat*)(*smat2));DSDPCHKERR(info);
<a name="l00334"></a>00334
<a name="l00335"></a>00335 DSDPFunctionReturn(0);
<a name="l00336"></a>00336 }
<a name="l00337"></a>00337
<a name="l00338"></a>00338
<a name="l00339"></a>00339 <span class="preprocessor">#undef __FUNCT__</span>
<a name="l00340"></a>00340 <span class="preprocessor"></span><span class="preprocessor">#define __FUNCT__ "DSDPSparseDualMatCreate"</span>
<a name="l00341"></a>00341 <span class="preprocessor"></span><span class="keywordtype">int</span> DSDPSparseDualMatCreate(<span class="keywordtype">int</span> n, <span class="keywordtype">int</span> *rnnz, <span class="keywordtype">int</span> *snnz,
<a name="l00342"></a>00342 <span class="keywordtype">int</span> trank,<span class="keywordtype">char</span> UPLQ,<span class="keywordtype">int</span>*nnzz,
<a name="l00343"></a>00343 <span class="keyword">struct</span> <a class="code" href="structDSDPDualMat__Ops.html" title="Table of function pointers that operate on the S matrix.">DSDPDualMat_Ops</a> **sops1, <span class="keywordtype">void</span>**smat1,
<a name="l00344"></a>00344 <span class="keyword">struct</span> <a class="code" href="structDSDPDualMat__Ops.html" title="Table of function pointers that operate on the S matrix.">DSDPDualMat_Ops</a> **sops2, <span class="keywordtype">void</span>**smat2){
<a name="l00345"></a>00345 <span class="keywordtype">int</span> nnz,info=0;
<a name="l00346"></a>00346 chfac *sp;
<a name="l00347"></a>00347
<a name="l00348"></a>00348 DSDPFunctionBegin;
<a name="l00349"></a>00349 SymbProc(rnnz,snnz,n,&sp); DSDPCHKERR(info);
<a name="l00350"></a>00350 info=dcholmatcreate(n,UPLQ,sp,sops1,smat1);DSDPCHKERR(info);
<a name="l00351"></a>00351 SymbProc(rnnz,snnz,n,&sp); DSDPCHKERR(info);
<a name="l00352"></a>00352 info=dcholmatcreate(n,UPLQ,sp,sops2,smat2);DSDPCHKERR(info);
<a name="l00353"></a>00353 nnz=sp->unnz;*nnzz=nnz;
<a name="l00354"></a>00354 <span class="keywordflow">if</span> (trank>2*n+2){
<a name="l00355"></a>00355 info=dcholmatsinverse(n,(spmat*)(*smat1),(spmat*)(*smat2));DSDPCHKERR(info);
<a name="l00356"></a>00356 }
<a name="l00357"></a>00357 DSDPFunctionReturn(0);
<a name="l00358"></a>00358 }
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