40 lines
1.5 KiB
Mathematica
40 lines
1.5 KiB
Mathematica
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%%*****************************************************************
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%% HKMcorr: corrector step for the HKM direction.
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%%
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%%*****************************************************************
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%% SDPT3: version 4.0
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%% Copyright (c) 1997 by
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%% Kim-Chuan Toh, Michael J. Todd, Reha H. Tutuncu
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%% Last Modified: 16 Sep 2004
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%%*****************************************************************
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function [dX,dy,dZ,resnrm,EinvRc] = HKMcorr(blk,At,par,rp,Rd,sigmu,hRd,...
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dX,dZ,coeff,L,X,Z);
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global matfct_options solve_ok
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printlevel = par.printlevel;
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%%
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[rhs,EinvRc] = HKMrhsfun(blk,At,par,X,Z,rp,Rd,sigmu,hRd,dX,dZ);
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m = length(rp); ncolU = size(coeff.mat12,2);
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rhs = [rhs; zeros(m+ncolU-length(rhs),1)];
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%%
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solve_ok = 1; resnrm = norm(rhs);
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if strcmp(matfct_options,'chol') | strcmp(matfct_options,'spchol') ...
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| strcmp(matfct_options,'ldl') | strcmp(matfct_options,'spldl')
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[xx,resnrm,solve_ok] = symqmr(coeff,rhs,L,[],[],printlevel);
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if (solve_ok<=0) & (printlevel)
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fprintf('\n warning: symqmr fails: %3.1f.',solve_ok);
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end
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else
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[xx,resnrm,solve_ok] = mybicgstab(coeff,rhs,L,[],[],printlevel);
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if (solve_ok<=0) & (printlevel)
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fprintf('\n warning: bicgstab fails: %3.1f.',solve_ok);
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end
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end
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if (printlevel>=3); fprintf('%2.0d ',length(resnrm)-1); end
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%%
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[dX,dy,dZ] = HKMdirfun(blk,At,par,Rd,EinvRc,X,xx,m);
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%%*****************************************************************
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