52 lines
1.9 KiB
Mathematica
52 lines
1.9 KiB
Mathematica
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%%*****************************************************************
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%% HKMdirfun: compute (dX,dZ), given dy, 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] = HKMdirfun(blk,At,par,Rd,EinvRc,X,xx,m);
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global solve_ok
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dX = cell(size(blk,1),1); dZ = cell(size(blk,1),1); dy = [];
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if (any(isnan(xx)) | any(isinf(xx)))
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solve_ok = 0;
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fprintf('\n linsysolve: solution contains NaN or inf');
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return;
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end
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%%
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dy = xx(1:m);
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count = m;
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%%
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for p=1:size(blk,1)
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pblk = blk(p,:);
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if strcmp(pblk{1},'l')
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%%dZ{p} = Rd{p} - At{p}*dy;
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dZ(p) = ops(Rd(p),'-',Atyfun(pblk,At(p,:),[],[],dy));
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dX{p} = EinvRc{p} - par.dd{p}.*dZ{p};
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elseif strcmp(pblk{1},'q')
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%%dZ{p} = Rd{p} - At{p}*dy;
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dZ(p) = ops(Rd(p),'-',Atyfun(pblk,At(p,:),[],[],dy));
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tmp = par.dd{p}.*dZ{p} ...
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+ qops(pblk,qops(pblk,dZ{p},par.Zinv{p},1),X{p},3) ...
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+ qops(pblk,qops(pblk,dZ{p},X{p},1),par.Zinv{p},3);
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dX{p} = EinvRc{p} - tmp;
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elseif strcmp(pblk{1},'s')
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%%dZ{p} = Rd{p} -smat(pblk,At{p}*dy(par.permA(p,:)),par.isspAy(p));
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dZ(p) = ops(Rd(p),'-',Atyfun(pblk,At(p,:),par.permA(p,:),par.isspAy(p),dy));
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tmp = Prod3(pblk,X{p},dZ{p},par.Zinv{p},0);
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tmp = 0.5*(tmp+tmp');
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dX{p} = EinvRc{p}-tmp;
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elseif strcmp(pblk{1},'u');
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n = sum(pblk{2});
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dZ{p} = zeros(n,1);
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dX{p} = xx(count+[1:n]);
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count = count + n;
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end
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end
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%%*******************************************************************
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