36 lines
1.3 KiB
Matlab
Executable File
36 lines
1.3 KiB
Matlab
Executable File
%%*****************************************************************
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%% linsysolvefun: Solve H*x = b
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%%
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%% x = linsysolvefun(L,b)
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%% where L contains the triangular factors of H.
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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 x = linsysolvefun(L,b)
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x = zeros(size(b));
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for k=1:size(b,2)
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if strcmp(L.matfct_options,'chol')
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x(L.perm,k) = mextriang(L.R, mextriang(L.R,b(L.perm,k),2) ,1);
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%% x(L.perm,k) = L.R \ (b(L.perm,k)' / L.R)';
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elseif strcmp(L.matfct_options,'spchol')
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x(L.perm,k) = mextriangsp(L.Rt,mextriangsp(L.R,b(L.perm,k),2),1);
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elseif strcmp(L.matfct_options,'ldl')
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x(L.p,k) = ((L.D\ (L.L \ b(L.p,k)))' / L.L)';
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elseif strcmp(L.matfct_options,'spldl')
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btmp = b(:,k).*L.s;
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xtmp(L.p,1) = L.Lt\ (L.D\ (L.L \ btmp(L.p)));
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x(:,k) = xtmp.*L.s;
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elseif strcmp(L.matfct_options,'lu')
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x(:,k) = L.U \ (L.L \ b(L.p,k));
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elseif strcmp(L.matfct_options,'splu')
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btmp = b(:,k)./L.s;
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x(L.q,k) = L.U \ (L.L \ (btmp(L.p)));
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end
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end
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%%*************************************************************************
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