Dynamic-Calibration/utils/SDPT3-4.0/Solver/NTrhsfun.m

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2019-12-18 11:25:45 +00:00
%%*****************************************************************
%% NTrhsfun: compute the right-hand side vector of the
%% Schur complement equation for the NT direction.
%%*****************************************************************
%% SDPT3: version 4.0
%% Copyright (c) 1997 by
%% Kim-Chuan Toh, Michael J. Todd, Reha H. Tutuncu
%% Last Modified: 16 Sep 2004
%%*****************************************************************
function [rhs,EinvRc,hRd] = NTrhsfun(blk,At,par,X,Z,rp,Rd,sigmu,hRd,dX,dZ);
spdensity = par.spdensity;
m = length(rp);
if (nargin > 8)
corrector = 1;
else
corrector = 0;
hRd = zeros(m,1);
end
hEinvRc = zeros(m,1);
EinvRc = cell(size(blk,1),1);
rhsfree = [];
%%
for p = 1:size(blk,1)
pblk = blk(p,:);
n = sum(pblk{2}); numblk = length(pblk{2});
if strcmp(pblk{1},'l')
if iscell(sigmu)
EinvRc{p} = sigmu{p}./Z{p} -X{p};
else
EinvRc{p} = sigmu./Z{p} -X{p};
end
Rq = sparse(n,1);
if (corrector) & (norm(par.parbarrier{p})==0)
Rq = dX{p}.*dZ{p}./Z{p};
else
tmp = par.dd{p}.*Rd{p};
tmp2 = mexMatvec(At{p},tmp,1);
hRd = hRd + tmp2;
end
EinvRc{p} = EinvRc{p} - Rq;
tmp2 = mexMatvec(At{p},EinvRc{p},1);
hEinvRc = hEinvRc + tmp2;
elseif strcmp(pblk{1},'q')
if iscell(sigmu)
EinvRc{p} = qops(pblk,-sigmu{p}./(par.gamz{p}.*par.gamz{p}),Z{p},4) -X{p};
else
EinvRc{p} = qops(pblk,-sigmu./(par.gamz{p}.*par.gamz{p}),Z{p},4) -X{p};
end
Rq = sparse(n,1);
if (corrector) & (norm(par.parbarrier{p})==0)
w = sqrt(par.gamz{p}./par.gamx{p});
hdx = qops(pblk,w,par.ff{p},5,dX{p});
hdz = qops(pblk,w,par.ff{p},6,dZ{p});
hdxdz = Arrow(pblk,hdx,hdz);
vv = qops(pblk,w,par.ff{p},5,X{p});
Vihdxdz = Arrow(pblk,vv,hdxdz,1);
Rq = qops(pblk,w,par.ff{p},6,Vihdxdz);
else
tmp = par.dd{p}.*Rd{p} + qops(pblk,qops(pblk,Rd{p},par.ee{p},1),par.ee{p},3);
tmp2 = mexMatvec(At{p},tmp,1);
hRd = hRd + tmp2;
end
EinvRc{p} = EinvRc{p} - Rq;
tmp2 = mexMatvec(At{p},EinvRc{p},1);
hEinvRc = hEinvRc + tmp2;
elseif strcmp(pblk{1},'s')
n2 = pblk{2}.*(pblk{2}+1)/2;
if iscell(sigmu)
%%ss = [0,cumsum(pblk{2})];
%%sigmuvec = zeros(n,1);
%%for k = 1:length(pblk{2});
%% sigmuvec(ss(k)+1:ss(k+1)) = sigmu{p}(k)*ones(pblk{2}(k),1);
%%end
sigmuvec = mexexpand(pblk{2},sigmu{p});
tmp = spdiags(sigmuvec./par.sv{p} -par.sv{p},0,n,n);
else
tmp = spdiags(sigmu./par.sv{p} -par.sv{p},0,n,n);
end
EinvRc{p} = Prod3(pblk,par.G{p}',tmp,par.G{p},1);
Rq = sparse(n,n);
if (corrector) & (norm(par.parbarrier{p})==0)
hdZ = Prod3(pblk,par.G{p},dZ{p},par.G{p}',1);
hdX = spdiags(qops(pblk,par.parbarrier{p}',1./par.sv{p},3)-par.sv{p},0,n,n)-hdZ;
tmp = Prod2(pblk,hdX,hdZ,0);
tmp = 0.5*(tmp+tmp');
if (numblk == 1)
d = par.sv{p};
e = ones(pblk{2},1);
Rq = 2*tmp./(d*e'+e*d');
if (nnz(Rq) <= spdensity*n2); Rq = sparse(Rq); end
else
Rq = sparse(n,n);
ss = [0, cumsum(pblk{2})];
for i = 1:numblk
pos = [ss(i)+1 : ss(i+1)];
d = par.sv{p}(pos); e = ones(length(pos),1);
Rq(pos,pos) = 2*tmp(pos,pos)./(d*e' + e*d');
end
end
Rq = Prod3(pblk,par.G{p}',Rq,par.G{p},1);
else
tmp = Prod3(pblk,par.W{p},Rd{p},par.W{p},1,par.nzlistAy{p});
tmp2 = AXfun(pblk,At(p,:),par.permA(p,:),{tmp});
hRd = hRd + tmp2;
end
EinvRc{p} = EinvRc{p} - Rq;
tmp2 = AXfun(pblk,At(p,:),par.permA(p,:),EinvRc(p));
hEinvRc = hEinvRc + tmp2;
elseif strcmp(pblk{1},'u')
rhsfree = [rhsfree; Rd{p}];
end
end
%%
rhs = rp + hRd - hEinvRc;
rhs = full([rhs; rhsfree]);
%%*******************************************************************