38 lines
1.1 KiB
Mathematica
38 lines
1.1 KiB
Mathematica
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%%*****************************************************************
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%% schurmat_lblk: compute A*D*A'
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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 [schur,UU,EE] = schurmat_lblk(blk,At,par,schur,UU,EE,p,dd)
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global idxdenAl
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iter = par.iter;
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n = sum(blk{p,2});
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if (iter==1)
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idxdenAl{p} = checkdense(At{p}');
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end
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ddsch = dd{p};
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if ~isempty(idxdenAl{p});
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idxden = idxdenAl{p};
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len = length(idxden);
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Ad = At{p}(idxden,:)' *spdiags(sqrt(ddsch(idxden)),0,len,len);
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UU = [UU, Ad];
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if isempty(EE)
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count = 0;
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else
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count = max(max(EE(:,1)),max(EE(:,2)));
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end
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tmp = count + [1:len]';
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EE = [EE; [tmp, tmp, -ones(len,1)] ];
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ddsch(idxden) = zeros(len,1);
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end
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schurtmp = At{p}' *spdiags(ddsch,0,n,n) *At{p};
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schur = schur + schurtmp;
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%%*******************************************************************
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